Core Allocation: 3-Sleeve Inverse-Vol
Drift Rebalancing vs Calendar (21d)
SHARPE RATIO (DRIFT)
1.0128
+0.0235 vs Calendar
TURNOVER
6.12
-3.4% fricción reducida
REBALANCES
203
Signal > Ruido
Full range
Jul 8, 2024 → Jun 11, 2026
Data points
504 trading days
As of
2026-07-07
Timeframe
MAX (full period)
Slice range
Jul 8, 2024 → Jun 11, 2026
Slice points
504 days
Slice years
2.0Y equivalent
% of full
100%
Index
Equal-weight 1/N → 3-Sleeve
Rebalancing
Drift (5% threshold) vs Calendar