Periodo 2003-05 → 2026-07. Capitale iniziale 49,945 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| Golden Butterfly | 7.5% | 9.0% | 0.85 | -12.5% | -8.4% | 47 | 230,601 € |
| Blend 40/60 | 8.8% | 10.6% | 0.86 | -34.0% | -22.9% | 42 | 286,129 € |
| VWCE | 9.4% | 13.4% | 0.74 | -49.8% | -37.6% | 69 | 304,805 € |
Costo di costi+tasse: 0.91% di CAGR l'anno (lordo 8.4% → netto 7.5%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| Golden Butterfly | -3.1% | 7.5% | 18.5% |
| Blend 40/60 | -11.1% | 8.9% | 18.9% |
| VWCE | -17.7% | 10.3% | 21.2% |
| Anno | Golden Butterfly | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | 3.2% | 10.1% | 14.7% |
| 2004 | 1.4% | 4.0% | 5.8% |
| 2005 | 24.1% | 25.6% | 26.6% |
| 2006 | 0.5% | 4.7% | 7.5% |
| 2007 | -2.9% | -2.8% | -2.7% |
| 2008 | -0.9% | -22.9% | -37.6% |
| 2009 | 5.8% | 19.2% | 28.1% |
| 2010 | 24.3% | 22.8% | 21.7% |
| 2011 | 12.0% | 1.8% | -5.0% |
| 2012 | 6.4% | 11.3% | 14.6% |
| 2013 | -0.4% | 10.3% | 17.4% |
| 2014 | 22.2% | 19.4% | 17.6% |
| 2015 | 7.3% | 8.4% | 9.1% |
| 2016 | 13.9% | 12.6% | 11.8% |
| 2017 | -2.5% | 4.5% | 9.1% |
| 2018 | -0.4% | -3.8% | -6.0% |
| 2019 | 19.8% | 25.5% | 29.3% |
| 2020 | 5.4% | 5.4% | 5.5% |
| 2021 | 17.6% | 23.7% | 27.7% |
| 2022 | -8.4% | -11.4% | -13.4% |
| 2023 | 6.8% | 13.2% | 17.4% |
| 2024 | 18.1% | 21.4% | 23.6% |
| 2025 | 3.4% | 6.1% | 7.9% |
| 2026 | 6.7% | 11.1% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 0 € | 103 € |
| 2004 | 222 € | 105 € |
| 2005 | 0 € | 130 € |
| 2006 | 0 € | 131 € |
| 2007 | 394 € | 128 € |
| 2008 | 809 € | 127 € |
| 2009 | 0 € | 133 € |
| 2010 | 631 € | 167 € |
| 2011 | 1,191 € | 188 € |
| 2012 | 0 € | 197 € |
| 2013 | 1,212 € | 199 € |
| 2014 | 1,574 € | 243 € |
| 2015 | 0 € | 257 € |
| 2016 | 0 € | 293 € |
| 2017 | 0 € | 286 € |
| 2018 | 2,916 € | 290 € |
| 2019 | 0 € | 341 € |
| 2020 | 5,678 € | 371 € |
| 2021 | 1,960 € | 427 € |
| 2022 | 0 € | 387 € |
| 2023 | 3,059 € | 420 € |
| 2024 | 0 € | 488 € |
| 2025 | 4,113 € | 513 € |
| 2026 | 4,140 € | 547 € |
Run diagnostica in USD lordo: CAGR 8.5%, max drawdown -18.0%.
Log completo in trades_golden-butterfly.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2020-11-30 | US_SCV | SELL | 27.580083 | 346.004690 | 9542.838116 | 10.634270 | 1391.236174 |
| 2020-11-30 | TREASURY_LONG | BUY | 23.496090 | 296.708362 | 6971.486265 | 8.577189 | 0.000000 |
| 2020-11-30 | TBILL | BUY | 53.165215 | 117.836550 | 6264.805499 | 8.011844 | 0.000000 |
| 2020-11-30 | GOLD | BUY | 5.876783 | 433.086032 | 2545.152445 | 5.036122 | 0.000000 |
| 2021-02-28 | US_EQ | SELL | 4.121422 | 449.175601 | 1851.242127 | 4.480994 | 364.270719 |
| 2021-02-28 | US_SCV | SELL | 21.889397 | 432.440022 | 9465.851265 | 10.572681 | 1596.102484 |
| 2021-02-28 | TREASURY_LONG | BUY | 14.719594 | 263.085428 | 3872.510727 | 6.098009 | 0.000000 |
| 2021-02-28 | TBILL | BUY | 1.378707 | 116.452159 | 160.553359 | 3.128443 | 0.000000 |
| 2021-02-28 | GOLD | BUY | 2.912234 | 415.441804 | 1209.863634 | 3.967891 | 0.000000 |
| 2023-07-31 | US_EQ | SELL | 14.916891 | 615.738814 | 9184.908766 | 10.347927 | 1964.422626 |
| 2023-07-31 | US_SCV | SELL | 5.323565 | 516.457890 | 2749.397066 | 5.199518 | 504.468144 |
| 2023-07-31 | GOLD | SELL | 8.274719 | 513.322323 | 4247.597749 | 6.398078 | 589.818496 |
| 2023-07-31 | TREASURY_LONG | BUY | 52.989275 | 212.849756 | 11278.754127 | 12.023003 | 0.000000 |
| 2023-07-31 | TBILL | BUY | 16.911045 | 123.601397 | 2090.228784 | 4.672183 | 0.000000 |
| 2025-03-31 | US_EQ | SELL | 4.991041 | 784.041494 | 3913.182870 | 6.130546 | 875.677328 |
| 2025-03-31 | GOLD | SELL | 21.254034 | 825.075580 | 17536.184533 | 17.028948 | 3237.742445 |
| 2025-03-31 | US_SCV | BUY | 13.019207 | 521.826825 | 6793.771545 | 8.435017 | 0.000000 |
| 2025-03-31 | TREASURY_LONG | BUY | 36.529058 | 210.537651 | 7690.742102 | 9.152594 | 0.000000 |
| 2025-03-31 | TBILL | BUY | 21.613098 | 136.579310 | 2951.902019 | 5.361522 | 0.000000 |
| 2026-01-31 | US_EQ | SELL | 2.643243 | 887.183199 | 2345.040830 | 4.876033 | 534.640041 |
| 2026-01-31 | US_SCV | SELL | 4.587133 | 594.865451 | 2728.726689 | 5.182981 | 465.774379 |
| 2026-01-31 | GOLD | SELL | 13.184330 | 1154.931828 | 15227.002753 | 15.181602 | 3139.163417 |
| 2026-01-31 | TREASURY_LONG | BUY | 46.103753 | 189.604259 | 8741.467931 | 9.993174 | 0.000000 |
| 2026-01-31 | TBILL | BUY | 53.712013 | 128.252208 | 6888.684327 | 8.510947 | 0.000000 |
Questo contenuto ha finalità esclusivamente informative e didattiche e non costituisce consulenza finanziaria, raccomandazione personalizzata né sollecitazione all'investimento. I rendimenti passati e i risultati di backtest non sono indicativi di risultati futuri. Le assunzioni fiscali riflettono un caso specifico (regime dichiarativo) e possono non applicarsi alla tua situazione. Strategia originale: portfoliocharts.com, www.lazyportfolioetf.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.