Golden Butterfly Portfolio (Simple)
A resilient growth-and-preservation strategy modeled after the Golden Butterfly allocation popularized by Tyler of Portfolio Charts (based on Harry Browne's Permanent Portfolio). Balances small-cap value, equities, bonds, and gold to achieve steady capital growth with exceptional downside protection.
Disclaimer: The 'Golden Butterfly Portfolio' is an independent simulation modeled after the historical asset allocation concepts popularized by Tyler of Portfolio Charts and Harry Browne. This website is purely an educational backtesting tool and is not affiliated with, endorsed by, or sponsored by Portfolio Charts, Harry Browne, or any financial institution.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-17
Executive Summary
The Golden Butterfly Portfolio (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 6.66% with a Maximum Drawdown of -12.72%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 8.08%. The model aggregates 51 completed trades with a Sharpe Ratio of 0.96.
🛡️ Golden Butterfly Portfolio (Simple) Retirement SWR & Downside Protection
Why Drawdown Dictates SWR → 98% SWR Capacity
3.89% (vs 4.10% B&H)
Parametric 30-yr rate for analyzed period
Peak Drawdown Defense
-12.7% (vs -20.2% B&H)
+7.5% shallower drawdown
Capital Out of Market Risk
23.3% of Time
Earning Treasury yield during downturns
* 98% SWR Capacity is calculated via a 30-year parametric Monte Carlo decumulation simulation (5,000 paths targeting 98% survival, net of a 2.5% annual inflation hurdle) parameterized by the empirical return and volatility of the analyzed period. In assets or single stocks with severe historical volatility (>35%) or deep drawdowns (>70%), early catastrophic sequence risk reduces sustainable 98% safe spending to 0.00% under Buy & Hold regardless of high long-term average CAGR. Trend-following overlays buffer this sequence risk by truncating tail drawdowns and lowering annualized volatility.
Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -4.93% | -6.65% | -12.72% | -18.63% | -12.72% | -18.63% | -12.72% | -20.22% |
| Sharpe Ratio | 1.84 | 1.71 | 1.09 | 0.73 | 1.13 | 0.86 | 0.96 | 0.88 |
| Sortino Ratio | 2.42 | 2.38 | 1.34 | 1.06 | 1.45 | 1.12 | 1.30 | 1.17 |
| CAGR | 17.37% | 17.72% | 8.08% | 7.46% | 7.73% | 8.22% | 6.66% | 8.35% |
| 98% SWR Capacity | 10.45% | 10.30% | 4.55% | 3.42% | 4.52% | 4.01% | 3.89% | 4.10% |
| % Time Invested | 79.1% | 100.0% | 58.0% | 100.0% | 69.7% | 100.0% | 76.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.1 | 0.0 | 1.9 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| IJS | iShares S&P Small-Cap 600 Value ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| SHY | iShares 1-3 Year Treasury Bond ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| IAU | iShares Gold Trust Buy and Hold | Investing | 20% | 🔒 20% | 🔒 Gated Action |
Cumulative Growth Performance
Asset Correlation & Trend Shifts
Analyze how different assets move together and how active strategy trends affect their relationship. Lookback Period:
Portfolio Type / Trend Phase:
Trend Insights
Currently showing the baseline Pearson correlation (r) of the raw asset daily returns over the selected lookback window.
Asset Correlation Matrix
Pearson Correlation Coefficients (r) on Daily Returns -1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Lowest Pearson correlation (r) candidates evaluated dynamically across all system assets:
Multi-Horizon Correlation View Matrix in Compare Studio →
Alternatives Return vs. Correlation Space
Unified Portfolio Activity Log
Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.
Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Ticker | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2024-10-11 | 2026-06-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2025-12-03 | 2026-03-09 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2025-05-01 | 2025-12-03 | IJS | Completed | 20% | $90.27 | $112.25 | 24.28% | Signal |
| 2025-04-08 | 2025-05-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-08 | IJS | Completed | 20% | $97.77 | $87.29 | -10.76% | Stop |
| 2023-11-08 | 2025-04-07 | SPY | Completed | 20% | $423.02 | $482.40 | 13.98% | Stop |
| 2025-03-05 | 2025-03-27 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-11 | 2025-03-05 | IJS | Completed | 20% | $98.08 | $98.13 | 0.00% | Stop |
| 2024-08-05 | 2024-10-11 | TLT | Completed | 20% | $91.37 | $86.23 | -5.67% | Stop |
| 2022-11-14 | 2024-09-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.10 | 9.76% | Interest Income |
| 2021-09-01 | 2024-08-05 | CASH (CASH) | Interest | 20% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2022-01-31 | 2024-07-31 | CASH (CASH) | Interest | 20% | $1.00 | $1.11 | 10.75% | Interest Income |
| 2022-11-30 | 2023-11-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.05 | 4.83% | Interest Income |
| 2022-10-18 | 2022-11-30 | SPY | Completed | 20% | $357.05 | $376.43 | 5.37% | Signal |
| 2022-10-18 | 2022-11-14 | IJS | Completed | 20% | $83.93 | $90.96 | 8.32% | Signal |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-06-02 | 2022-09-26 | SPY | Completed | 20% | $386.43 | $348.75 | -9.79% | Stop |
| 2022-06-02 | 2022-09-26 | IJS | Completed | 20% | $91.34 | $78.75 | -13.83% | Stop |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2021-02-12 | 2022-05-10 | IJS | Completed | 20% | $85.27 | $87.98 | 3.13% | Stop |
| 2020-03-24 | 2022-05-10 | SPY | Completed | 20% | $214.93 | $381.77 | 77.53% | Stop |
| 2018-11-20 | 2022-01-31 | SHY | Completed | 20% | $69.89 | $74.00 | 5.83% | Signal |
| 2021-03-11 | 2021-09-01 | TLT | Completed | 20% | $116.17 | $125.61 | 8.07% | Signal |
| 2021-02-17 | 2021-03-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-04-13 | 2021-02-17 | TLT | Completed | 20% | $135.82 | $121.69 | -10.45% | Stop |
| 2019-07-19 | 2021-02-12 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2020-03-19 | 2020-04-13 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-12-11 | 2020-03-19 | TLT | Completed | 20% | $95.16 | $120.97 | 27.06% | Stop |
| 2019-01-16 | 2020-03-02 | SPY | Completed | 20% | $233.33 | $271.82 | 16.44% | Stop |
| 2019-01-16 | 2019-07-19 | IJS | Completed | 20% | $62.88 | $65.42 | 4.00% | Signal |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-16 | 2018-12-21 | IJS | Completed | 20% | $66.51 | $57.64 | -13.38% | Stop |
| 2011-08-31 | 2018-12-21 | SPY | Completed | 20% | $94.06 | $220.73 | 134.56% | Stop |
| 2018-02-08 | 2018-12-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2017-06-26 | 2018-11-20 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 2.30% | Interest Income |
| 2018-10-25 | 2018-11-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-10-04 | 2018-10-25 | IJS | Completed | 20% | $53.50 | $64.79 | 21.04% | Stop |
| 2017-11-07 | 2018-02-08 | TLT | Completed | 20% | $98.12 | $92.30 | -5.97% | Stop |
| 2017-08-08 | 2017-11-07 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-12-08 | 2017-08-08 | TLT | Completed | 20% | $90.47 | $96.46 | 6.57% | Signal |
| 2006-09-05 | 2017-06-26 | SHY | Completed | 20% | $56.13 | $69.57 | 23.90% | Signal |
| 2016-11-15 | 2016-12-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-07-02 | 2016-11-15 | TLT | Completed | 20% | $85.37 | $92.61 | 8.43% | Stop |
| 2016-03-21 | 2016-10-04 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-02-08 | 2016-03-21 | IJS | Completed | 20% | $41.54 | $47.83 | 15.07% | Signal |
| 2016-01-14 | 2016-02-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-01-14 | IJS | Completed | 20% | $46.18 | $41.61 | -9.94% | Stop |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-26 | 2015-08-25 | IJS | Completed | 20% | $26.55 | $44.73 | 68.37% | Stop |
| 2015-06-10 | 2015-07-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-28 | 2015-06-10 | TLT | Completed | 20% | $86.02 | $84.89 | -1.36% | Stop |
| 2013-09-13 | 2014-10-28 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-07-16 | 2013-09-13 | TLT | Completed | 20% | $75.06 | $72.02 | -4.09% | Signal |
| 2013-06-21 | 2013-07-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-12 | 2013-06-21 | TLT | Completed | 20% | $66.24 | $76.08 | 14.79% | Stop |
| 2011-10-04 | 2011-10-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-04 | IJS | Completed | 20% | $26.05 | $22.08 | -15.29% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-26 | 2011-08-09 | SPY | Completed | 20% | $83.28 | $87.61 | 5.15% | Stop |
| 2010-06-01 | 2011-08-08 | IJS | Completed | 20% | $24.08 | $25.03 | 3.88% | Stop |
| 2010-03-26 | 2010-10-12 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2010-07-01 | 2010-07-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-11 | 2010-07-01 | SPY | Completed | 20% | $81.88 | $77.67 | -5.20% | Stop |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-19 | 2010-05-07 | IJS | Completed | 20% | $22.88 | $24.78 | 8.25% | Stop |
| 2009-06-30 | 2010-03-26 | TLT | Completed | 20% | $56.67 | $54.87 | -3.23% | Signal |
| 2008-04-07 | 2010-02-19 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2008-07-15 | 2009-11-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2009-06-08 | 2009-06-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-02-25 | 2009-06-08 | TLT | Completed | 20% | $62.57 | $54.39 | -13.11% | Stop |
| 2009-02-02 | 2009-02-25 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-08-29 | 2009-02-02 | TLT | Completed | 20% | $46.37 | $61.84 | 33.31% | Stop |
| 2008-02-13 | 2008-07-15 | SPY | Completed | 20% | $96.88 | $87.62 | -9.60% | Signal |
| 2008-01-30 | 2008-04-07 | IJS | Completed | 20% | $24.72 | $25.55 | 3.35% | Signal |
| 2008-01-22 | 2008-02-13 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2008-01-07 | 2008-01-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2003-03-21 | 2008-01-22 | SPY | Completed | 20% | $58.08 | $90.61 | 55.92% | Stop |
| 2007-09-11 | 2008-01-07 | IJS | Completed | 20% | $27.33 | $24.73 | -9.57% | Stop |
| 2007-08-17 | 2007-09-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2003-05-30 | 2007-08-17 | IJS | Completed | 20% | $13.80 | $27.94 | 102.44% | Stop |
| 2007-02-27 | 2007-03-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2005-02-04 | 2006-09-05 | CASH (CASH) | Interest | 20% | $1.00 | $1.06 | 6.27% | Interest Income |
| 2006-07-13 | 2006-08-29 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2004-07-26 | 2006-07-13 | TLT | Completed | 20% | $40.96 | $44.83 | 9.40% | Signal |
| 2004-07-26 | 2005-02-04 | SHY | Completed | 20% | $53.57 | $53.93 | 0.60% | Signal |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2003-02-06 | 2003-05-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2001-08-22 | 2003-03-21 | CASH (CASH) | Interest | 20% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2002-10-29 | 2003-02-06 | IJS | Completed | 20% | $12.35 | $12.06 | -2.34% | Signal |
| 2002-10-07 | 2002-10-29 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2002-07-30 | 2002-10-07 | IJS | Completed | 20% | $13.60 | $11.78 | -13.39% | Stop |
| 2002-07-26 | 2002-07-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2001-08-03 | 2001-08-22 | SPY | Completed | 20% | $77.91 | $74.34 | -4.63% | Stop |
| 2001-02-27 | 2001-08-03 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2000-12-26 | 2001-02-27 | SPY | Completed | 20% | $82.85 | $80.29 | -3.14% | Signal |
| 2000-12-01 | 2000-12-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-09-24 | 2000-12-01 | SPY | Completed | 20% | $65.69 | $84.08 | 27.93% | Stop |
| 1998-09-01 | 1998-09-24 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-05-11 | 1998-09-01 | SPY | Completed | 20% | $30.58 | $59.15 | 93.32% | Stop |
| 1995-01-19 | 1995-05-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 1.77% | Interest Income |