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Regime Compass Dollar

Optimize FIRE Projection
Monthly Rebalancing
USD
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+212.34%
Annualized Return+10.11%
Volatility+10.67%
Sharpe Ratio0.76
Max Drawdown+27.65%

Holdings

Asset Allocation

Asset Class

Equity 58.0%Bonds 28.0%Commodities 8.0%Precious Metals 6.0%
Holdings Details
Diversified ETF portfolio blending US tech, energy, and equal-weight stocks with bonds, commodities, and gold for balanced growth in any market.
AssetTypeAllocationTER
GSY.US
Invesco Ultra Short Duration ETFUS46090A8870
ETF
28.0%0.24%
EQQQ.SW
Invesco EQQQ Nasdaq-100 UCITS ETFIE0032077012
ETF
20.0%0.3%
XLE.US
Energy Select Sector SPDR® FundUS81369Y5069
ETF
18.0%0.09%
RSP.US
Invesco S&P 500® Equal Weight ETFUS46137V3574
ETF
12.0%0.2%
VIG.US
Vanguard Dividend Appreciation Index Fund ETF SharesUS9219088443
ETF
8.0%0.06%
PDBC.US
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETFUS46090F1003
ETF
8.0%0.59%
GLD.US
SPDR® Gold SharesUS78463V1070
ETF
6.0%0.4%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $31,234.42
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 143 months (67%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -11.9% • Best year: 2021 (+28.5%) • Worst year: 2015 (-5.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.8%+2.5%+0.1%+4.5%+1.4%-2.0%+2.0%+3.7%+0.3%---+18.4%
2025+2.4%-0.2%-0.9%-2.9%+3.2%+3.2%+1.7%+1.6%+2.1%+1.2%+1.0%+0.3%+13.4%
2024+0.7%+2.1%+4.0%-1.4%+1.6%+1.5%+1.0%+0.4%+0.8%+0.3%+3.4%-2.5%+12.4%
2023+4.4%-2.4%+2.2%+1.0%-1.3%+4.1%+3.8%-0.5%-1.6%-1.9%+4.0%+2.2%+14.4%
2022+0.5%+1.3%+4.0%-3.7%+2.3%-7.2%+5.3%-1.2%-6.1%+6.9%+2.5%-1.5%+2.1%
2021+0.6%+5.4%+1.7%+3.1%+1.8%+1.9%-0.3%+0.8%-0.1%+4.8%-1.5%+7.4%+28.5%
2020-1.5%-6.5%-11.9%+11.8%+3.0%+1.9%+2.7%+3.5%-4.7%-1.8%+9.9%+3.4%+7.7%
2019+6.5%+2.1%+1.2%+1.9%-4.9%+5.2%+0.9%-2.4%+1.1%+1.0%+1.6%+2.3%+17.4%
2018+3.9%-3.2%-0.9%+2.5%+2.0%+0.1%+1.2%+1.1%+0.7%-5.4%-0.7%-6.0%-5.0%
2017+1.1%+1.5%-0.2%+0.2%+0.2%-0.5%+2.1%-0.5%+2.2%+1.4%+1.7%+1.5%+11.2%
2016-3.5%+0.5%+4.7%+2.2%+0.8%+0.9%+1.7%+0.5%+1.4%-1.3%+2.2%+0.9%+11.2%
2015-1.8%+3.4%-1.5%+2.2%-0.8%-1.7%-1.3%-3.0%-2.8%+5.9%-0.7%-2.9%-5.3%
2014-----------0.9%-1.0%-1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.65% • The longest drawdown period lasted for 1 year and 8 months and was between November 2014 and August 2016. It reached a trough of -15.2%.
When could this portfolio get you to financial independence?

Regime Compass Dollar returned +10.11% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 6 distributing ETFs (94.0% of total allocation)

Total Dividends Received

$4,319.09

343 payments

Dividend Yield

2.30%

(annualized)

Avg Per Payment

$12.59

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$347.48
2025$583.99
2024$570.79
2023$486.91
2022$422.38
2021$867.87
2020$204.49
2019$194.80
2018$180.37
2017$163.98
2016$158.10
2015$112.60
2014$25.29
Total$4,319.09

Detailed Metrics

Returns
Total Return
+212.34%
Annualized Return
+10.11%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+10.67%
Max Drawdown
+27.65%
Positive Months
67%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
4.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$31,234.42
Backtest Period
2014-11-07 to 2026-09-04
11.8 years
Rebalancing
monthly
Base Currency
USD