Insights for Smarter Portfolio Decisions

Owning five ETFs doesn't make you diversified. How to check it with overlap, correlation, and a real 2022 stress test — and why correlation matters most.

Adding 20% SMH to VOO crushed the index over 10 years. But if your goal was less tech, semiconductors are the exact opposite of diversification.

Adding 20% AVUV to VOO barely moved returns or risk over 6.8 years. The real question isn't performance — it's the structural exposure you're buying.

SPMO vs VUG backtested over 10 years: momentum returned 603% vs 420%, with lower drawdown and higher alpha. Plus the 31% overlap most investors miss.

Owning VOO, QQQ, SCHD, VWO and VXUS feels diversified, but 14 years of correlation data show five funds that mostly move as one. Here's what really spreads risk.

How to analyze portfolio risk on three levels, backtested over 14 years of daily data, including why the asset with the worst drawdown lowered total risk.

85.9% of SCHD sits inside VTI by weight, yet only 6.66% of your money overlaps. A 14-year data look at why total market doesn't make SCHD redundant.

Over one stretch QQQ gained 7.8% while TQQQ lost 30.6%. We use daily data across three periods to show what 3x leverage does to your returns.

We backtested three famous lazy portfolios over 18 years, through 2008, 2020 and 2022. The S&P 500 beat all three on return — but lost on every risk metric.

QQQ and QQQM track the exact same Nasdaq-100 index. We backtested both over 5 years: QQQM won by a hair on fees. Here's when the difference matters.

A free way to check how much two ETFs really share, and why holding VOO and QQQ together leaves you far more concentrated in mega-cap tech than it looks.

A free way to backtest dollar-cost averaging on any ETF in under a minute, and why running it first beats picking based on forum advice and gut feel.

I ran $300/month DCA from 2016 to 2026 on 10 popular ETFs and stocks. The dispersion is brutal, and gold beat the S&P 500. Here's the data.

Is a world ETF more diversified than a US one? 16 years of daily data on VT vs VTI: returns, risk, and the 50% overlap most investors never check.

10 years of daily data on VOO vs SPMO: 520% vs 315% return, alpha 4.61%, better Sharpe, better drawdown. The surprising truth about momentum.

A daily-data backtest of $10,000 invested in QQQ from May 2016 to May 2026. The final number, the brutal 2022, and what the ride actually looked like.

Factor investing promises higher returns or lower risk. 12 years of backtest data on MTUM, VTV, USMV, and QUAL reveal what actually works.

Most investors think diversification means owning more ETFs. The data tells a different story, and it's measurable. Here's how to check yours.

A daily-data backtest of $10,000 invested in VOO from April 2016 to April 2026. The final number, the worst year, the best year, and what the path actually looked like.

We backtested 60/40, 80/20, and 90/10 VOO/BND allocations over 15 years of daily data. See the real returns, drawdowns, and why 60/40 won on risk-adjusted metrics.

VOO vs QQQ compared with 15 years of daily data. Returns, risk metrics, holdings overlap (94.8%), sector breakdown, and a practical framework for choosing.

We backtested SPY, VOO, and IVV over 15 years with daily data. The performance difference is tiny — here's what should actually drive your decision.

A single P/E ratio can't tell you if a stock is cheap or expensive. A 4-layer valuation framework, applied to Adobe and NVIDIA, shows why.

Monthly, quarterly, semi-annual, or annual? 14 years of daily-data backtests show one clear loser, and three frequencies that tied on every metric.

Most backtests mislead, not because the math is wrong but because of how they're set up. Six common mistakes, with real examples and fixes.

Daily and monthly backtesting data produce similar returns but dramatically different risk metrics. We show exactly how much max drawdown, volatility, and Sharpe ratio change with real examples — and why it matters for your portfolio decisions.

We ran two backtests on Ray Dalio's All Weather Portfolio — one with annual rebalancing, one without. The rebalanced version returned less. But the full picture tells a different story. Here's what 4,023 daily data points reveal about what rebalancing actually does.

A single P/E ratio tells you almost nothing. Learn how to track a company's P/E over time, compare trailing vs forward P/E, and use profitability context to assess whether a stock is actually undervalued or just looks cheap.

We backtested the Bogleheads 3-Fund Portfolio (VTI, BND, VXUS) against the S&P 500 over 14 years using daily data. See the real performance, risk metrics, correlation shifts during the 2022 crash, and an AI-powered assessment of strengths and weaknesses.

Portfolio backtesting lets you test an investment strategy against real historical data before risking your money. Learn how it works, what metrics to look for, its limitations, and how to run your first backtest with real examples.

Nike is at its lowest price in nearly a decade. Revenue is declining, margins are compressing, but a new CEO is rebuilding from the ground up. We break down the fundamentals, the turnaround strategy, and the key risks ahead of March 31 earnings.

We tested a 6-ETF portfolio over 12 years and it returned 192.89% — beating its benchmark by 68 percentage points. Here's why fewer, smarter picks outperform bloated portfolios.

A data-driven breakdown of VOO vs VTI with 15 years of daily performance data. Holdings, sector overlap, risk metrics, and when one actually makes more sense than the other.

Learn how the core + satellite strategy helps retail investors balance stability and growth. Includes real backtest data comparing a diversified ETF core vs. a high-growth satellite portfolio.

Adobe is down 35% with record profits and its cheapest P/E in a decade. We break down valuation, margins, cash flow, AI risks, and what to watch at the March 12 earnings — all powered by Awalyt's fundamental analysis.

A data-driven, step-by-step guide to building a core ETF portfolio that matches your risk profile. Includes ETF analysis, correlation checks, backtesting, and the discipline most investors skip.

Portfolio Visualizer, Testfol.io, PortfolioMetrics, and Awalyt compared. Which tools use daily data, which use monthly, and why it matters for risk.

SCHD, VYM, and VIG compared with 14 years of daily-data backtests. One leads on alpha, one on yield, one on volatility. See which wins on what.

A portfolio of QQQ, VGT, SOXX, VTI, and 15% GLD returned +828% vs SPY's +545% over 14 years. We analyze why gold — the most boring asset — made the riskiest bet work better, with daily data, correlation matrices, and AI-powered analysis.

SCHD, DGRO, VYM, HDV, and SPYD compared over 10 years of daily data. The highest-yielding ETF had the lowest total return. See the numbers.

We asked ChatGPT for 3 perfect ETF portfolios and backtested them on Awalyt. Discover which AI strategy actually survived the 2022 market crash.

We backtested 60/40, 70/30, and 80/20 VTI/VXUS allocations over 14 years. See the actual returns, drawdowns, and what the data says about US vs International diversification.

Backtested portfolios with and without gold over 15 years. 20% gold reduced max drawdown by 18% while maintaining returns. See the data.