Historical Macro Backtest
Tactical regime-switching asset allocation across S&P 500, Gold, and US Treasuries (1954-Present)
ETF Simulator
Risk KPI Dashboard
Strategy Definitions
Historical Backtest
Backtest Period:
1954-07-01 to Present
Initial Capital:
$100.00
Strategy Scoreboard (Selected Period)
Log Scale
Linear Scale
Strategy Name
Total Return
Ann. Return
Max Drawdown
Sharpe Ratio
Cumulative Performance Index
4-Factor Historical Macro Score & Signals
S&P 500 < 200-SMA
Sahm Rule Trigger
Fed Funds 12M Hike ≥ 1%
US Dollar > 200-SMA
Performance Summary
Equity Composite
Gold Spot
U.S. Treasuries
200-SMA Switch (Gold)
200-SMA Switch (Treasury)
Macro Score (Gold)
Macro Score (Treasury)
Allocation Inspector
Monthly Returns Heatmap