We tested over 200 strategies. Almost all of them lost to this one. Backtested 2007-2026: $50,000 → $1,732,645.
Hypothetical, backtested results over a longer 19-year window than the 6-year figures shown elsewhere on this site (which reflect the underlying ETF's live data only). Years before the managed-futures ETF's 2019 launch use a modeled proxy. Not a promise of future results — see Disclosures.
The average investor earns far less than the very funds they own, not because the funds are bad, but because people buy high, panic-sell low, and bail at the worst moment. This "behavior gap" runs several percent a year, enough to halve a lifetime of returns.
Bedrock's biggest edge isn't a secret formula. It's that a machine, unlike a human, simply does not panic.
"The investor's chief problem, and even his worst enemy, is likely to be himself."
*Studies such as Morningstar's "Mind the Gap" and DALBAR consistently find investors underperform the very funds they own, driven by poor timing and emotion.
Four asset classes that don't move together, so the portfolio doesn't live and die by the stock market alone.
For every $50,000, the portfolio holds roughly $75,000 in assets. That's leverage, stated plainly, at a small, fixed ratio that never changes, not a bet on market direction like the "leverage timing" that failed below. You are not borrowing money, opening a margin account, or trading options. The extra exposure is built into the ETFs themselves.
A bond-market signal, the momentum of inflation-protected Treasury securities, is checked daily. When it turns negative, the whole basket moves into short-to-intermediate Treasury bonds until it recovers. Systematic, not discretionary.
The rules are followed exactly, every month, forever, with zero emotion. The edge humans can almost never sustain.
We ran the experiments, rigorously, across decades including the 2008 and 2022 crashes. Return-chasing. MACD and RSI. Stop-losses and trailing stops. Buying the dip. Sector rotation. Leverage timing. VIX term structure. Credit spreads. The McClellan Oscillator. Almost every clever technique lost to holding a great basket and staying calm. Exactly one survived out-of-sample, in 2008 and again in 2022: a single, systematic safety switch, tied to inflation and interest-rate momentum, that steps the whole basket aside when it turns negative. That one survivor is built into Bedrock.
The winner: hold a diversified basket, stack a cushion, automate it, plus an automatic safeguard that steps aside when the signal turns negative.
To be clear about "leverage timing" above: that means trying to dial the amount of leverage up and down based on market conditions, which failed. Bedrock's own return-stacking is the opposite, a small, constant ratio that never changes. The safeguard is a separate rule deciding whether to hold the basket at all, not how much leverage to use.
| Strategy we tested | What actually happened |
|---|---|
| Return-chasing | Bought last year's winner high, sold low, the behavior gap turned into code |
| Stop-losses & trailing stops | Chopped out by normal volatility, sold low, bought back higher |
| Sector rotation & leverage timing | Whipsawed chasing hot sectors, no durable edge |
| MACD & RSI signals | Whipsawed in sideways markets, no durable edge |
| VIX term structure, credit spreads & McClellan Oscillator | Coincident or contrarian, not reliably predictive of what's coming next |
| Breadth confirmation, stacked on the safeguard | Tested directly, in every combination, lower risk-adjusted return than the safeguard alone |
| Hold a stacked basket + an automatic crash safeguard | Won, in-sample and out-of-sample (2008 and 2022) |
You could. But the value was never the funds, it's everything around them, and that's where most people quietly lose.
The precise funds, weights, and return-stacking mechanics, tuned across hundreds of backtests. Guess at it and the results slip away.
Every month, without fail, without emotion. The automation never forgets and never second-guesses.
A daily bond-market signal (inflation-protected Treasury momentum) plus the rotation to safety, the part almost no investor can actually run at home. It weighs how conditions have moved over the past 1, 3, 6, and 12 months, weighted toward the most recent months, then moves the whole basket to Treasuries when that blended signal turns negative, and back when it recovers, a few times in a turbulent year and rarely when markets are calm. It's built to catch inflation- and rate-driven stress, the kind behind 2008 and 2022, not every possible one-day shock. We also tested combining it with other market signals, including breadth, volatility term structure, and credit spreads, to see if stacking more indicators improved the result. It didn't. One well-designed signal, checked rigorously, outperformed every attempt to add more.
It watches the market every day and acts the moment the trend turns, the kind of constant, disciplined work no human could keep up with by hand. You just stay invested.
The big one. In a down year most people panic and sell, locking in the loss. Bedrock never panic-sells; it holds through ordinary dips and steps to safety only by rule, in a genuine crisis.