R2S Portfolios · Live Backtested

Four portfolios.
One simple routine.

Each one blends 17 peer-reviewed strategies across S&P 500 stocks and ETFs into a single ready-made allocation. You rebalance once a month from one email. Real backtested numbers — nothing made up.

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Sharpe Ratio
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Return / Year
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Worst Drop
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Avg Positions
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Last Rebalance
Total Return
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Current Positions
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How weights are set
Most return for the least risk
We run the math (Markowitz optimisation) to find the mix that earns the most for the risk taken — weighting each stock-and-strategy pairing on its own, using the same statistical methods the pros use.
How often it updates
Rebalanced once a month
A strategy only earns a spot once it has a solid multi-year track record. Each month we recheck the numbers on a 5-year rolling window and update the allocation. First rebalance: 2010.
The guardrails
Long-only · 7+ holdings
No short-selling. No single position can dominate (capped at 20%), no strategy can take over (capped at 30%), and every portfolio holds at least 7 positions — so you're always diversified.
Monthly Growth Monthly · Defensive Monthly

Built from our 11 monthly strategies — trend following, low volatility, moving-average crossovers, risk parity and more (TSMOM, LOWVOL, MA_CROSS, XS_MOM, RISK_PAR, BAB and others). Every position is held for the full month — no mid-month changes.

For investors who want to open their broker once a month, place a short list of trades, and leave the portfolio alone until the next rebalance email arrives.

  • One email a month with the full allocation
  • A clear list of what to buy, hold, or sell
  • Nothing to do between rebalances
  • Typically 10–20 positions, held all month
Active Growth Active · Defensive Active

Uses all 17 strategies, including faster daily and weekly ones — breakouts, turn-of-the-month, 52-week highs and more (BREAKOUT, TOM, GAP_FILL, W52HIGH and others). The monthly rebalance sets how much goes to each, and the faster signals decide when that money is actually in the market.

For investors comfortable acting on signals as they arrive — aiming for a better return-for-risk from short-term moves, while keeping the structure of the monthly plan.

  • One monthly email: full rebalance + new allocation
  • An instant email whenever a signal changes mid-month
  • Money waits in cash between signals, not forced into the market
  • Typically 15–30 positions, with the fast ones cycling in and out