Balanced Portfolio
Backtest results
Metrics
1Y · since Oct 2025Balanced Portfolio | |
|---|---|
| Total Return | +3.33% |
| CAGR | +3.36% |
| Sharpe | 0.41 |
| Calmar | 0.53 |
| Max DD | -6.35% |
| Volatility | 8.99% |
| Win Rate | 53.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A balanced portfolio holds equal weight in the S&P 500 (SPY) and 20-year Treasury bonds (TLT), offering broad market exposure with a built-in safety net. The mix stays fixed, rebalanced periodically to maintain the 50/50 split, ensuring consistent diversification between equity growth and bond stability.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Balanced Portfolio?
A balanced portfolio holds equal weight in the S&P 500 (SPY) and 20-year Treasury bonds (TLT), offering broad market exposure with a built-in safety net. The mix stays fixed, rebalanced periodically to maintain the 50/50 split, ensuring consistent diversification between equity growth and bond stability.
What is Balanced Portfolio holding today?
As of Oct 30, 2026, Balanced Portfolio allocates to SPY 50%, TLT 50%.
How has Balanced Portfolio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Balanced Portfolio returned +3.3% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Balanced Portfolio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Balanced Portfolio in a hypothetical backtest was -6.4%.
How do I use Balanced Portfolio?
Open Balanced Portfolio in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.