SweePro is a systematic monthly T-bill allocation model for short-duration cash. It ranks Treasury tenors from 1 Mo through 1 Yr and concentrates 100% in the top-ranked tenor. The dashboard, charts, and API show completed months only. The current month's allocation is never published. An independent Treasury research write-up is published each month alongside the track record.
Charts
- Equity Curve - cumulative growth of a $100,000 investment
- Drawdown - peak-to-trough decline over time
- Rolling 12-Month APY - trailing twelve-month annualized return
- Allocation - full completed-month allocation history as a stacked area by tenor
Notes
- Oracle - the theoretical upper bound, always selecting the highest-yielding tenor with perfect foresight
- it is not investable but establishes the best any T-bill strategy can achieve
- SweePro and Oracle are presented net of a hypothetical 12 bps/yr management fee with 0.5 bp slippage per unit of turnover
- BIL (TER 14 bps/yr) and SHV (TER 15 bps/yr) are passive T-bill ETFs used as real-world baselines
- Research and model - the monthly write-up is independent Treasury research
- SweePro is a systematic model output
- the two are separate and can diverge
Subscription
- Monthly - the completed-month track record on the dashboard, all performance and allocation charts, full historical data via API, and the monthly research write-up
- Annual - identical access, billed yearly
Use Cases
- benchmark a T-bill strategy against a systematic baseline and passive ETF alternatives
- study the historical track record of a systematic short-duration allocation
- access the full Oracle and SweePro return history via API
Disclaimer
- all results are hypothetical backtested returns
- past performance is not indicative of future results
- for informational purposes only, not investment advice
- monthly and annual subscribers get identical access
- the difference is billing cadence only