BestFolio

Rigorous portfolio analysis for ETF investors. Free Fama-French factor regressions + 95+ walk-forward tested TAA strategies. No hype.

[BestFolio @BestFolioApp]

New on the blog: Can a European hold our flagship? Yes, if you keep the US signals. European twins trailed by 0.74 points a year with US signals. Recomputing from European quotes widened the gap to 4.8 points.

https://t.co/klscGKAdcT

[BestFolio @BestFolioApp]

New on the blog: Daily versus monthly maximum drawdown: the missing path inside the month. Same funds, same year, different worst case: what sampling frequency does to a maximum drawdown, recomputed from our own price...

https://t.co/sOB1V969vy

[BestFolio @BestFolioApp]

New on the blog: Replicating a Closed-Rules TAA Portfolio With Fully Open Models. A subscriber asked us to add a tactical strategy whose rules are private. We can't implement rules we can't read, so we...

https://t.co/b1jWZOFiTL

[BestFolio @BestFolioApp]

SPMO gets called a defensive core because it fell less in the last crash. But its whole record is 8 years. Next to a century of momentum data: winners fell 48% in dotcom, 51% in the GFC, 76% at the worst.

https://t.co/Lm6zwaUKJq

[BestFolio @BestFolioApp]

The year 2000 retiree keeps haunting r/Fire, and the usual tools stop at 2023. We ran the cohort through 2026: survives at 39% of starting purchasing power, 317 of 319 months underwater. Then we re-ran it on TAA.

https://t.co/LOmEigHR32

[BestFolio @BestFolioApp]

We rebuilt a community strategy on real funds: 50% UPRO on a 5-asset sleeve, gated by SPY and TIP. 19.9% CAGR, -37% max DD over 18 years. Full rules and every number, free, including the year the gate gets wrong.

https://t.co/rVdJ54mqCG

[BestFolio @BestFolioApp]

If your signals lag, what holds up in the gap? We measured gold, treasuries, managed futures and anti-beta inside the 5 fastest ETF-era selloffs. Gold fell in 4 of 5. The one thing that always rose bleeds 3.8%/yr.

https://t.co/WPlqnXegij

[BestFolio @BestFolioApp]

FireCalc and cFIREsim replay static portfolios through every start year since the 1870s. They can't replay a rule. New post on how we run the same Bengen math on 50+ tactical strategies, floor and full distribution.

https://t.co/BGsI7kGXAj

[BestFolio @BestFolioApp]

Morningstar counts 1,100+ new ETFs this year, a third of them leveraged or inverse trading tools. The DRAM mania shows the real difference between chasing a theme and running a momentum rule: the exit.

https://t.co/YGQpWhtuju

[BestFolio @BestFolioApp]

Everyone on r/LETFs wants a 2x VT. We ran the four closest routes (WLDU, LVWC, RSSB, NTSX+NTSI) through 18 years of data. The daily 2x route bought 1.8pp of extra CAGR and paid with an -80% drawdown.

https://t.co/ryWEkrxMIb

[BestFolio @BestFolioApp]

New on the blog: The poor man's trend program: three ETFs, one rule, 53 years of data. Beyond Passive asked how close you can get to a futures trend program with three plain ETFs and one monthly trend rule. I rebuilt it on...

https://t.co/VZftbR29xI

[BestFolio @BestFolioApp]

New on the blog: TAA Scoreboard June 2026: Model Portfolios and 80 Strategies, Month to 1-Year. Our 3 tracked model portfolios lead the post: the conservative blend did -2.1% in June 2026 (+2.3% YTD). Then the full board of...

https://t.co/MsazdW5FbL

[BestFolio @BestFolioApp]

New on the blog: A simple safety brake for leveraged portfolios. Leveraged portfolios shine for years, then a long bear market can erase a decade of gains. Here is a simple, well-worn trend rule that sidesteps...

https://t.co/R6PNMC61GJ

[BestFolio @BestFolioApp]

5 new momentum strategies are live. The standout: Century Momentum, a top-decile momentum + 10-month trend rule backtested to 1928. About 16% CAGR over 94 years, through 1929 and 2008. 3 of the 5 are built in-house.

https://t.co/vuo8vcM6jG

[BestFolio @BestFolioApp]

New on the blog: I blended the king of TAA (HAA) with the king of return stacking (RSST). One sleeve that carries the leverage and the exit at the same time. Plus the UCITS version EU investors asked for the moment I posted it.

https://t.co/IS2sUG87Yy

[BestFolio @BestFolioApp]

New on the blog: New for Founders: connect your AI to BestFolio. Founders can now plug Claude or ChatGPT into their strategies, signals, and portfolios, and use an expanded read-only API. Here is what it does and how to...

https://t.co/wMwK5ONu2c

[BestFolio @BestFolioApp]

New on the blog: Automate your TAA with the BestFolio Signals API. Pull any strategy's monthly signal as JSON or CSV with an API key, and feed it straight into QuantConnect, an IBKR bot, or a spreadsheet.

https://t.co/3PQKfKY26D

[BestFolio @BestFolioApp]

BestFolio has never run a paid ad. It grows because people who use it tell other people.

So here's the obvious next step: share your link, and when a friend joins, you both get a free month. A thank-you, not a bounty.

https://t.co/vkKmGXBzvz

[BestFolio @BestFolioApp]

We extended the HAA backtest to 1974 and re-ran safe withdrawal rates through the 70s stagflation, the era that nearly broke the 4% rule. The SWR came down vs 1990+, which imo makes it more believable.

https://t.co/x7bIigc2R9

[BestFolio @BestFolioApp]

New deep dive: 'rotate into the best strategies' fails even though the signal is real. Top 3 by trailing 12m: 19.9%/yr vs 7.3% bottom 3. Yet Sharpe 1.17 vs 1.27 for the equal-weight blend. Fix: walk-forward.

https://t.co/4iQ0AsIP7A