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Leveraged Haystack

Diversification is the only free lunch, so buy the entire haystack. This means any uncorrelated assets you can get your hands on. Once you've found uncorrelated assets, you can apply leverage to increase returns while maintaining a superior risk/reward profile via risk parity and correlation analysis. This is an example of a portfolio which has been roughly balanced, and uses small allocations to historically leveraged ETFs in order to maximise sharpe while increasing return.

This should be rebalanced via relative bands; if any allocation is out by more than 100%, it's time to rebalance. Otherwise simply let it ride.

Created byuser-xgquo3
Annual Rebalancing
EUR
Moderate Risk
1.0yr backtest

Performance Summary

Total Return+16.71%
Annualized Return+16.67%
Volatility+14.27%
Sharpe Ratio1.03
Max Drawdown+9.18%

Holdings

Asset Allocation

Asset Class

Equity 77.0%Bonds 10.0%Cryptocurrencies 8.0%Precious Metals 5.0%
Holdings Details
Diversified leveraged ETF portfolio using risk parity and uncorrelated assets for enhanced risk-adjusted returns with annual rebalancing.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
35.0%0.75%
3SUE.XETRA
iShares MSCI World Consumer Staples Sector Advanced UCITS ETF USD (Dist) • IE00BJ5JP329
ETF
15.0%0.18%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
15.0%0.19%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating • IE00BG47KH54
ETF
10.0%0.08%
BTCN.AS
iShares Bitcoin ETP • XS2940466316
ETF
8.0%0.15%
3QQQ.XETRA
WisdomTree NASDAQ 100 3x Daily Leveraged • IE00BLRPRL42
ETF
7.0%0.75%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
5.0%0.39%
PCFP.XETRA
WisdomTree Gold 3x Daily Leveraged • IE00B8HGT870
ETF
5.0%0.99%
Total100.0%0.46%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,670.52
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 13 months (69%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -6.7% • Best year: 2025 (+18.1%) • Worst year: 2026 (-1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+3.5%-6.7%+0.7%---------1.2%
2025----2.8%+4.9%-0.6%+4.4%-1.1%+5.1%+6.4%+0.3%+0.7%+18.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.18% • The longest drawdown period lasted for 1 month and was between April 2025 and May 2025. It reached a trough of -9.2%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (30.0% of total allocation)

Total Dividends Received

€60.04

6 payments

Dividend Yield

0.54%

(annualized)

Avg Per Payment

€10.01

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€4.94
2025€55.12
Total€60.04

Detailed Metrics

Returns
Total Return
+16.71%
Annualized Return
+16.67%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+14.27%
Max Drawdown
+9.18%
Positive Months
69%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
1.82
Return/Max Drawdown
Ulcer Index
2.48
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,670.52
Backtest Period
2025-04-01 to 2026-04-02
1.0 years
Rebalancing
annual
Base Currency
EUR