Buy & Hold Strategy
Active Trend Strategy
Results before July 1, 2025 are from a backtest; from July 1, 2025 onward they reflect live newsletter signals. *Full performance disclaimer at the bottom of this page.
The charts below show the performance of both TiltFolio strategies compared to different benchmarks. TiltFolio Balanced demonstrates the strength of a diversified buy-and-hold approach, while TiltFolio Adaptive shows how trend-following can enhance returns. Notice how both strategies provide smoother growth with fewer drawdowns compared to the S&P 500, while TiltFolio Adaptive aims to capture additional upside during strong market trends.
Results before July 1, 2025 are from a backtest; from July 1, 2025 onward they reflect live newsletter signals.
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
*Full performance disclaimer at the bottom of this page.
The charts below show the drawdowns (peak-to-trough declines) for both TiltFolio strategies compared to different benchmarks. TiltFolio Balanced demonstrates the strength of a diversified buy-and-hold approach, while TiltFolio Adaptive shows how trend-following can enhance capital preservation. Both strategies aim to provide better downside protection than traditional benchmarks, but through different approaches: strategic asset allocation versus dynamic market timing.
*Full performance disclaimer at the bottom of this page.
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
The charts below show the returns over the trailing 12-month period for different portfolio strategies and benchmarks. These rolling returns help illustrate how each approach performs over various 12-month windows, providing insight into both short-term performance patterns and the consistency of returns across different market conditions.
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
*Full performance disclaimer at the bottom of this page.
*Full performance disclaimer at the bottom of this page.
*The diversified portfolio is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
Both TiltFolio strategies deliver strong long-term returns with exceptional downside protection and minimal correlation to the broader market. TiltFolio Balanced demonstrates the power of strategic asset allocation, while TiltFolio Adaptive shows how trend-following can enhance performance. While TiltFolio Adaptive may capture only a fraction of the S&P 500's upside during bull markets, it avoids the majority of its drawdowns, resulting in significantly higher risk-adjusted returns and resilience through market cycles. TiltFolio Balanced provides steady, diversified performance that serves as an excellent foundation, while TiltFolio Adaptive offers the potential for enhanced returns through dynamic market timing.
| Metric | TiltFolio Balanced | S&P 500 | Difference |
|---|
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
| Metric | TiltFolio Adaptive | S&P 500 | Difference |
|---|
*Full performance disclaimer at the bottom of this page.
| Metric | TiltFolio Adaptive | TiltFolio Balanced | Difference |
|---|
*Full performance disclaimer at the bottom of this page.
*TiltFolio Balanced is comprised of 50% Intermediate-Term Treasury Bonds, 30% S&P 500 and 20% gold.
Below are the monthly returns by year for TiltFolio Balanced and TiltFolio Adaptive. Use the year dropdown above each table to view any year. This granular view helps illustrate the month-by-month performance of each strategy.
Annual returns for both TiltFolio strategies versus the S&P 500 Index are listed below. TiltFolio Balanced provides steady, diversified performance through strategic asset allocation, while TiltFolio Adaptive offers enhanced returns through dynamic market timing. While TiltFolio Adaptive may underperform in some years, it avoids the biggest drawdowns and can outperform both the S&P 500 and TiltFolio Balanced over the long-term. Both strategies demonstrate the value of thoughtful portfolio construction versus simple market indexing.
| Year | TiltFolio Balanced | S&P 500 | Difference |
|---|
*Year-to-date.
| Year | TiltFolio Adaptive | TiltFolio Balanced | Difference |
|---|
*Year-to-date.
*TiltFolio Balanced is comprised of 50% Total US Bond Index, 30% S&P 500 and 20% gold.
| Year | TiltFolio Adaptive | S&P 500 | Difference |
|---|
*Year-to-date.
The TiltFolio backtest uses the highest quality data available to estimate historical performance as accurately as possible. Wherever feasible, the model uses total return data from real-world securities such as exchange-traded funds (ETFs). For earlier periods before certain ETFs existed, returns are proxied using index funds or total return indices.
To the maximum extent possible, the backtest incorporates estimates of real-world costs, including trading fees and underlying fund expense ratios. These are subtracted from return calculations to reflect a more realistic and investable performance profile.
However, the backtest does not account for taxes, including capital gains taxes or taxes on income from dividends or distributions. These vary widely depending on an investor's location, account type, and personal circumstances. As such, all returns shown should be understood as pre-tax and net of estimated fees.
The TiltFolio newsletter went live on July 1, 2025. Results before July 1, 2025 are from a backtest; from July 1, 2025 onward they reflect live newsletter signals. The backtest uses total return data from ETFs and mutual funds where available, and index proxies or historical price estimates when not.
While care has been taken to model fees such as trading costs and fund expenses, taxes, including capital gains and income tax from dividends, are not accounted for.
Pre–July 2025 results reflect a hypothetical implementation of the strategy and do not represent actual trading or live investment results. Past performance is not indicative of future results. There is no guarantee that the strategy will achieve the same returns in the future, and actual results may vary significantly.
Built on proven principles. Updated monthly.