The library · Official strategy
Golden Ratio Multi-Asset
PublicFive asset classes — large caps, small caps, intermediate and long bonds, gold — one equal slice each, realigned once a year. Simplicity as a discipline.
5 modelsEqual WeightsRebalance every 12 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −14.2%
Final value
$25,900
from $10,000 invested
CAGR
+6.1%
vs +9.8% benchmark
Max drawdown
−14.2%
vs −34% benchmark
Sharpe ratio
0.71
volatility 9.2% · 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.
Golden Ratio Multi-AssetRebalance every 1 mo
Open in the appAllocation across modelsEqual Weights
Large Cap Equity20%
Small Cap Equity20%
Interm. Bonds20%
Long-Term Bonds20%
Gold20%
Large Cap Equity
Model · 20% of the portfolio
1 instrumentEqual Weights
Small Cap Equity
Model · 20% of the portfolio
1 instrumentEqual Weights
Interm. Bonds
Model · 20% of the portfolio
1 instrumentEqual Weights
Long-Term Bonds
Model · 20% of the portfolio
1 instrumentEqual Weights
Gold
Model · 20% of the portfolio
1 instrumentEqual Weights
Make it yours.
Copy this strategy into your account and change any rule. Free to start — no credit card.
Fincanva provides no financial advice. Backtests show what would have happened — not what will.