Fixed-weight portfolio · Benchmark: SPY · 2012-2026
Generated: 2026-08-21 09:33
| Strategy | Allocation | Capital ($10,000) | Data Start |
|---|---|---|---|
| FULL_SPECTRUMdaily | 20.00% | $2,000 | 2012-08-02 |
| CREDIT_CANARYdaily | 20.00% | $2,000 | 2010-01-05 |
| WEEKLY_TRENDweekly | 20.00% | $2,000 | 2010-01-04 |
| DEFENSE_DAILYdaily | 20.00% | $2,000 | 2007-01-04 |
| DAILY_HUNTERdaily | 10.40% | $1,040 | 2010-01-05 |
| INFLATION_GATEdaily | 9.60% | $960 | 2012-01-04 |
Look-through of each strategy's current target allocation, aggregated by ticker · signal 2026-08-20. Each sleeve signals on its own schedule — the date beside a holding is when that sleeve last set it, so a quarterly sleeve stays anchored to its rebalance while monthly sleeves move on. Strategies with no recorded holdings appear as (STRATEGY) line items.
| Ticker | Portfolio Weight | Capital ($10,000) | Held via |
|---|---|---|---|
| XLU | 20.00% | $2,000 | DEFENSE_DAILY 20.0% @2026-08-20 |
| TQQQ | 19.60% | $1,960 | FULL_SPECTRUM 10.0% @2026-08-20, INFLATION_GATE 9.6% @2026-08-20 |
| UPRO | 16.00% | $1,600 | WEEKLY_TREND 16.0% @2026-08-20 |
| EDC | 6.80% | $680 | FULL_SPECTRUM 3.3% @2026-08-20, DAILY_HUNTER 3.5% @2026-08-20 |
| TMV | 6.80% | $680 | FULL_SPECTRUM 3.3% @2026-08-20, DAILY_HUNTER 3.5% @2026-08-20 |
| UGL | 6.80% | $680 | FULL_SPECTRUM 3.3% @2026-08-20, DAILY_HUNTER 3.5% @2026-08-20 |
| GLD | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-08-20 |
| SHY | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-08-20 |
| UUP | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-08-20 |
| TYD | 4.00% | $400 | WEEKLY_TREND 4.0% @2026-08-20 |
Growth of $10,000 - logarithmic scale · monthly rebalance to target weights
Decline from the prior peak, on daily equity
Actual daily NAV of the live paper-trader books (FULL_SPECTRUM, CREDIT_CANARY, WEEKLY_TREND, DEFENSE_DAILY, DAILY_HUNTER, INFLATION_GATE), blended at the portfolio weights · 2026-07-29 to 2026-08-20 · return +1.91%
| Metric | Aggressive Daily Trading Portfolio | SPY |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $2,916,607 | $70,802 |
| Annualized Return (CAGR) | 49.63% | 14.91% |
| Standard Deviation | 19.93% | 14.03% |
| Best Year | 203.03% | 32.31% |
| Worst Year | 6.66% | -18.18% |
| Max Drawdown (monthly) | -9.86% (2020-02-29) | -23.93% (2022-09-30) |
| Max Drawdown (daily) | -26.97% (2025-04-08) | -33.72% (2020-03-23) |
| Sharpe Ratio | 2.05 | 0.94 |
| Sortino Ratio | 4.58 | 1.33 |
| Benchmark Correlation | 0.49 | 1.00 |
Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.79% a year over this window; Sortino's downside deviation is measured below that same rate.
| Year | Portfolio Return | Balance | SPY Return | Balance |
|---|---|---|---|---|
| 2026 | 25.51% | $2,916,607 | 12.74% | $70,802 |
| 2025 | 33.63% | $2,323,759 | 17.72% | $62,798 |
| 2024 | 44.93% | $1,738,931 | 24.89% | $53,346 |
| 2023 | 61.00% | $1,199,856 | 26.18% | $42,715 |
| 2022 | 25.97% | $745,273 | -18.18% | $33,854 |
| 2021 | 54.97% | $591,615 | 28.73% | $41,374 |
| 2020 | 203.03% | $381,760 | 18.33% | $32,140 |
| 2019 | 64.81% | $125,982 | 31.22% | $27,161 |
| 2018 | 32.58% | $76,442 | -4.57% | $20,698 |
| 2017 | 41.05% | $57,658 | 21.71% | $21,689 |
| 2016 | 51.47% | $40,879 | 12.00% | $17,821 |
| 2015 | 18.56% | $26,988 | 1.23% | $15,912 |
| 2014 | 44.47% | $22,763 | 13.46% | $15,718 |
| 2013 | 47.73% | $15,756 | 32.31% | $13,853 |
| 2012 | 6.66% | $10,666 | 4.70% | $10,470 |
| Year | Mo | Portfolio | Balance | SPY | Balance |
|---|---|---|---|---|---|
| 2026 | 08 | 2.77% | $2,916,607 | 2.37% | $70,802 |
| 2026 | 07 | -5.15% | $2,838,112 | 0.03% | $69,160 |
| 2026 | 06 | 1.35% | $2,992,056 | -1.03% | $69,136 |
| 2026 | 05 | 6.90% | $2,952,169 | 5.26% | $69,855 |
| 2026 | 04 | 15.09% | $2,761,600 | 10.51% | $66,362 |
| 2026 | 03 | -3.43% | $2,399,451 | -4.94% | $60,054 |
| 2026 | 02 | 0.89% | $2,484,789 | -0.86% | $63,173 |
| 2026 | 01 | 5.98% | $2,462,822 | 1.47% | $63,724 |
| 2025 | 12 | -0.44% | $2,323,759 | 0.08% | $62,798 |
| 2025 | 11 | 1.65% | $2,334,008 | 0.20% | $62,748 |
| 2025 | 10 | 7.52% | $2,296,091 | 2.38% | $62,626 |
| 2025 | 09 | 8.47% | $2,135,415 | 3.56% | $61,168 |
| 2025 | 08 | 2.74% | $1,968,702 | 2.05% | $59,064 |
| 2025 | 07 | 3.48% | $1,916,198 | 2.30% | $57,877 |
| 2025 | 06 | 8.98% | $1,851,841 | 5.14% | $56,574 |
| 2025 | 05 | 6.26% | $1,699,277 | 6.28% | $53,809 |
| 2025 | 04 | -1.43% | $1,599,200 | -0.87% | $50,627 |
| 2025 | 03 | -6.35% | $1,622,432 | -5.57% | $51,070 |
| 2025 | 02 | -1.63% | $1,732,474 | -1.27% | $54,083 |
| 2025 | 01 | 1.28% | $1,761,131 | 2.69% | $54,779 |
| 2024 | 12 | -1.83% | $1,738,931 | -2.41% | $53,346 |
| 2024 | 11 | 7.25% | $1,771,423 | 5.96% | $54,661 |
| 2024 | 10 | -1.61% | $1,651,751 | -0.89% | $51,585 |
| 2024 | 09 | 5.53% | $1,678,848 | 2.10% | $52,049 |
| 2024 | 08 | 2.83% | $1,590,823 | 2.34% | $50,979 |
| 2024 | 07 | 1.46% | $1,547,109 | 1.21% | $49,815 |
| 2024 | 06 | 7.61% | $1,524,892 | 3.53% | $49,219 |
| 2024 | 05 | 9.19% | $1,416,993 | 5.06% | $47,541 |
| 2024 | 04 | -4.16% | $1,297,715 | -4.03% | $45,252 |
| 2024 | 03 | 5.53% | $1,354,047 | 3.27% | $47,154 |
| 2024 | 02 | 5.42% | $1,283,115 | 5.22% | $45,660 |
| 2024 | 01 | 1.44% | $1,217,175 | 1.59% | $43,396 |
| 2023 | 12 | 13.10% | $1,199,856 | 4.57% | $42,715 |
| 2023 | 11 | 8.28% | $1,060,927 | 9.13% | $40,850 |
| 2023 | 10 | 1.95% | $979,760 | -2.17% | $37,431 |
| 2023 | 09 | -1.65% | $961,000 | -4.74% | $38,262 |
| 2023 | 08 | -2.10% | $977,127 | -1.63% | $40,167 |
| 2023 | 07 | 3.87% | $998,093 | 3.27% | $40,831 |
| 2023 | 06 | 3.39% | $960,944 | 6.48% | $39,537 |
| 2023 | 05 | 3.20% | $929,427 | 0.46% | $37,131 |
| 2023 | 04 | 2.16% | $900,573 | 1.60% | $36,960 |
| 2023 | 03 | 11.42% | $881,558 | 3.71% | $36,379 |
| 2023 | 02 | -2.07% | $791,234 | -2.51% | $35,078 |
| 2023 | 01 | 8.42% | $807,997 | 6.29% | $35,983 |
| 2022 | 12 | -2.85% | $745,273 | -5.76% | $33,854 |
| 2022 | 11 | 0.85% | $767,118 | 5.56% | $35,924 |
| 2022 | 10 | 6.63% | $760,645 | 8.13% | $34,032 |
| 2022 | 09 | 1.49% | $713,327 | -9.24% | $31,474 |
| 2022 | 08 | -0.93% | $702,859 | -4.08% | $34,680 |
| 2022 | 07 | 5.70% | $709,474 | 9.21% | $36,155 |
| 2022 | 06 | 5.33% | $671,208 | -8.25% | $33,107 |
| 2022 | 05 | 7.19% | $637,250 | 0.23% | $36,082 |
| 2022 | 04 | 5.05% | $594,513 | -8.78% | $36,001 |
| 2022 | 03 | 5.04% | $565,916 | 3.76% | $39,465 |
| 2022 | 02 | -1.21% | $538,767 | -2.95% | $38,035 |
| 2022 | 01 | -7.82% | $545,354 | -5.27% | $39,192 |
| 2021 | 12 | 4.45% | $591,615 | 4.62% | $41,374 |
| 2021 | 11 | 2.78% | $566,413 | -0.80% | $39,545 |
| 2021 | 10 | 11.49% | $551,108 | 7.02% | $39,865 |
| 2021 | 09 | -8.67% | $494,331 | -4.66% | $37,252 |
| 2021 | 08 | 6.22% | $541,252 | 2.98% | $39,073 |
| 2021 | 07 | 8.59% | $509,554 | 2.44% | $37,943 |
| 2021 | 06 | 6.50% | $469,251 | 2.24% | $37,039 |
| 2021 | 05 | 0.10% | $440,609 | 0.66% | $36,227 |
| 2021 | 04 | 9.82% | $440,153 | 5.29% | $35,990 |
| 2021 | 03 | 2.62% | $400,789 | 4.54% | $34,182 |
| 2021 | 02 | 2.37% | $390,545 | 2.78% | $32,697 |
| 2021 | 01 | -0.06% | $381,519 | -1.02% | $31,813 |
| 2020 | 12 | 6.98% | $381,760 | 3.70% | $32,140 |
| 2020 | 11 | 17.05% | $356,865 | 10.88% | $30,992 |
| 2020 | 10 | -6.01% | $304,888 | -2.49% | $27,952 |
| 2020 | 09 | -0.56% | $324,371 | -3.74% | $28,666 |
| 2020 | 08 | 15.74% | $326,186 | 6.98% | $29,781 |
| 2020 | 07 | 15.53% | $281,839 | 5.89% | $27,838 |
| 2020 | 06 | 14.36% | $243,959 | 1.77% | $26,290 |
| 2020 | 05 | 7.37% | $213,328 | 4.76% | $25,832 |
| 2020 | 04 | 17.72% | $198,678 | 12.70% | $24,657 |
| 2020 | 03 | 39.50% | $168,778 | -12.49% | $21,879 |
| 2020 | 02 | -9.86% | $120,989 | -7.92% | $25,001 |
| 2020 | 01 | 6.55% | $134,231 | -0.04% | $27,150 |
| 2019 | 12 | 5.22% | $125,982 | 2.91% | $27,161 |
| 2019 | 11 | 5.18% | $119,732 | 3.62% | $26,394 |
| 2019 | 10 | 3.28% | $113,836 | 2.21% | $25,472 |
| 2019 | 09 | 1.79% | $110,223 | 1.95% | $24,921 |
| 2019 | 08 | 1.50% | $108,284 | -1.67% | $24,446 |
| 2019 | 07 | 2.37% | $106,681 | 1.51% | $24,862 |
| 2019 | 06 | 13.41% | $104,211 | 6.96% | $24,492 |
| 2019 | 05 | -9.37% | $91,889 | -6.38% | $22,898 |
| 2019 | 04 | 7.15% | $101,394 | 4.09% | $24,458 |
| 2019 | 03 | 7.82% | $94,628 | 1.81% | $23,498 |
| 2019 | 02 | 3.90% | $87,767 | 3.24% | $23,080 |
| 2019 | 01 | 10.51% | $84,474 | 8.01% | $22,356 |
| 2018 | 12 | -3.22% | $76,442 | -8.80% | $20,698 |
| 2018 | 11 | -2.46% | $78,989 | 1.85% | $22,697 |
| 2018 | 10 | 1.73% | $80,981 | -6.91% | $22,283 |
| 2018 | 09 | 0.16% | $79,606 | 0.59% | $23,938 |
| 2018 | 08 | 7.18% | $79,480 | 3.19% | $23,796 |
| 2018 | 07 | 6.45% | $74,154 | 3.70% | $23,060 |
| 2018 | 06 | 0.85% | $69,659 | 0.58% | $22,236 |
| 2018 | 05 | 6.65% | $69,070 | 2.43% | $22,109 |
| 2018 | 04 | 1.76% | $64,760 | 0.52% | $21,584 |
| 2018 | 03 | -1.71% | $63,641 | -2.74% | $21,473 |
| 2018 | 02 | -1.56% | $64,745 | -3.64% | $22,079 |
| 2018 | 01 | 14.07% | $65,768 | 5.64% | $22,912 |
| 2017 | 12 | 0.69% | $57,658 | 1.21% | $21,689 |
| 2017 | 11 | 2.91% | $57,264 | 3.06% | $21,429 |
| 2017 | 10 | 3.39% | $55,645 | 2.36% | $20,794 |
| 2017 | 09 | 1.39% | $53,819 | 2.01% | $20,315 |
| 2017 | 08 | 2.89% | $53,083 | 0.29% | $19,914 |
| 2017 | 07 | 1.76% | $51,593 | 2.06% | $19,856 |
| 2017 | 06 | -0.88% | $50,699 | 0.64% | $19,456 |
| 2017 | 05 | 7.43% | $51,147 | 1.41% | $19,333 |
| 2017 | 04 | 3.86% | $47,611 | 0.99% | $19,064 |
| 2017 | 03 | 0.10% | $45,841 | 0.12% | $18,876 |
| 2017 | 02 | 8.04% | $45,795 | 3.93% | $18,853 |
| 2017 | 01 | 3.69% | $42,389 | 1.79% | $18,140 |
| 2016 | 12 | 1.47% | $40,879 | 2.03% | $17,821 |
| 2016 | 11 | 1.80% | $40,288 | 3.68% | $17,467 |
| 2016 | 10 | -1.95% | $39,575 | -1.73% | $16,846 |
| 2016 | 09 | 3.36% | $40,363 | 0.01% | $17,144 |
| 2016 | 08 | 0.60% | $39,053 | 0.12% | $17,143 |
| 2016 | 07 | 7.93% | $38,819 | 3.65% | $17,122 |
| 2016 | 06 | 1.94% | $35,966 | 0.35% | $16,520 |
| 2016 | 05 | 4.46% | $35,280 | 1.70% | $16,463 |
| 2016 | 04 | -0.89% | $33,773 | 0.39% | $16,187 |
| 2016 | 03 | 9.93% | $34,078 | 6.73% | $16,124 |
| 2016 | 02 | 3.74% | $31,000 | -0.08% | $15,107 |
| 2016 | 01 | 10.72% | $29,882 | -4.98% | $15,120 |
| 2015 | 12 | -4.11% | $26,988 | -1.73% | $15,912 |
| 2015 | 11 | 0.86% | $28,145 | 0.37% | $16,192 |
| 2015 | 10 | 9.92% | $27,905 | 8.51% | $16,133 |
| 2015 | 09 | -0.34% | $25,386 | -2.55% | $14,868 |
| 2015 | 08 | -3.73% | $25,474 | -6.10% | $15,258 |
| 2015 | 07 | 1.70% | $26,462 | 2.26% | $16,248 |
| 2015 | 06 | 1.42% | $26,020 | -2.03% | $15,889 |
| 2015 | 05 | 2.64% | $25,657 | 1.29% | $16,218 |
| 2015 | 04 | 5.00% | $24,996 | 0.98% | $16,013 |
| 2015 | 03 | -3.37% | $23,807 | -1.57% | $15,857 |
| 2015 | 02 | 6.87% | $24,637 | 5.62% | $16,110 |
| 2015 | 01 | 1.27% | $23,053 | -2.96% | $15,252 |
| 2014 | 12 | 3.59% | $22,763 | -0.25% | $15,718 |
| 2014 | 11 | 4.65% | $21,974 | 2.75% | $15,758 |
| 2014 | 10 | 2.45% | $20,997 | 2.36% | $15,337 |
| 2014 | 09 | -1.63% | $20,494 | -1.38% | $14,984 |
| 2014 | 08 | 9.76% | $20,833 | 3.95% | $15,193 |
| 2014 | 07 | -1.25% | $18,980 | -1.34% | $14,617 |
| 2014 | 06 | 6.00% | $19,220 | 2.06% | $14,816 |
| 2014 | 05 | 6.00% | $18,132 | 2.32% | $14,516 |
| 2014 | 04 | 2.20% | $17,106 | 0.70% | $14,187 |
| 2014 | 03 | 0.23% | $16,737 | 0.83% | $14,089 |
| 2014 | 02 | 6.31% | $16,699 | 4.55% | $13,973 |
| 2014 | 01 | -0.31% | $15,707 | -3.52% | $13,365 |
| 2013 | 12 | 2.45% | $15,756 | 2.59% | $13,853 |
| 2013 | 11 | 1.61% | $15,380 | 2.96% | $13,503 |
| 2013 | 10 | 6.56% | $15,136 | 4.63% | $13,114 |
| 2013 | 09 | -1.46% | $14,203 | 3.16% | $12,534 |
| 2013 | 08 | 0.22% | $14,413 | -3.00% | $12,149 |
| 2013 | 07 | 4.08% | $14,382 | 5.17% | $12,525 |
| 2013 | 06 | -2.01% | $13,818 | -1.33% | $11,910 |
| 2013 | 05 | 3.55% | $14,101 | 2.36% | $12,071 |
| 2013 | 04 | 6.22% | $13,618 | 1.92% | $11,792 |
| 2013 | 03 | 5.88% | $12,821 | 3.80% | $11,570 |
| 2013 | 02 | 2.26% | $12,109 | 1.28% | $11,147 |
| 2013 | 01 | 11.02% | $11,841 | 5.12% | $11,006 |
| 2012 | 12 | 1.22% | $10,666 | 0.89% | $10,470 |
| 2012 | 11 | 2.60% | $10,537 | 0.57% | $10,378 |
| 2012 | 10 | -4.91% | $10,270 | -1.82% | $10,319 |
| 2012 | 09 | 3.25% | $10,800 | 2.54% | $10,510 |
| 2012 | 08 | 4.61% | $10,461 | 2.51% | $10,251 |