A simple, fully invested S&P 500 strategy: it holds 100% SPY and checks daily to keep it that way. No timing, no signals—just broad U.S. stock market exposure via SPY.

It holds one fund: SPY, which tracks the S&P 500 (the 500 biggest U.S. stocks). Target is always 100% in SPY. Each day it checks and keeps the portfolio at 100% SPY, reinvesting any cash or dividends. There’s no market timing or other signals.

Out-of-sample stats mirror SPY: 15.09% annualized return, ~0.80 Sharpe, Calmar ~0.805, ~18.8% max drawdown, beta ~1.0. Simple, fully invested exposure with proven reliability and minimal tracking error.