Best Sharpe Ratio of the SPY/Cash Threshold Rebalanced Portfolio With Different Risk Free Rate

This is a study on the effects of rebalanced threshold on mean daily reutns and the standard deviation. 

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10% SPY and 50% Spy

10% SPY and 90% Spy

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50% SPY and 90% Spy

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Conclusion

The higher the Fed funds Rate, the easier to achieve the best Sharpe Ratio. This indiretly proves