The library · Official strategy
Core + Satellite
PublicCombinedA balanced multi-asset core with a momentum satellite, allocated at the portfolio level. Two strategies, one portfolio.
Combined2 modelsFixed AllocationRebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −19.4%
Final value
$42,200
from $10,000 invested
CAGR
+9.3%
vs +9.8% benchmark
Max drawdown
−19.4%
vs −34% benchmark
Sharpe ratio
0.78
volatility 11.0% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Core + SatelliteRebalance every 1 mo
Open in the appGlobal Multi-Asset Balanced70%
US Momentum Rotation30%
Created from Global Multi-Asset Balanced + US Momentum Rotation · 2026-07-02
Global Multi-Asset Balanced70% of the portfolioRebalance every 1 mo
Explore this strategy →Instruments
The pool this component trades from
4 selectedMulti-asset ETFs
Allocation
How capital is weighted within it
Risk Parity
Position exits
Auto-close rules on each position
Stop loss · Take profitNot set up
US Momentum Rotation30% of the portfolioRebalance every 1 mo
Explore this strategy →Instruments & Screening
Screeners re-pick the pool at every rebalance
StocksS&P 500
Avg % Chg 1-3-6-12Highest 20
Allocation
How capital is weighted within it
Ranking-Based · Average Momentum
Position exits
Auto-close rules on each position
Max positions10
Stop loss · Take profitNot set up
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.