Fixed-weight portfolio · Benchmark: SPY · 2012-2026
Generated: 2026-09-10 16:47
| 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 2026-09-10. 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 |
|---|---|---|---|
| BIL | 20.00% | $2,000 | WEEKLY_TREND 20.0% @2026-09-10 |
| LQD | 20.00% | $2,000 | DEFENSE_DAILY 20.0% @2026-09-10 |
| TQQQ | 10.00% | $1,000 | FULL_SPECTRUM 10.0% @2026-09-10 |
| BTAL | 9.60% | $960 | INFLATION_GATE 9.6% @2026-09-10 |
| EDZ | 6.80% | $680 | FULL_SPECTRUM 3.3% @2026-09-10, DAILY_HUNTER 3.5% @2026-09-10 |
| SPY | 6.80% | $680 | FULL_SPECTRUM 3.3% @2026-09-10, DAILY_HUNTER 3.5% @2026-09-10 |
| GLD | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-09-10 |
| SHY | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-09-10 |
| UUP | 6.67% | $667 | CREDIT_CANARY 6.7% @2026-09-10 |
| TMF | 3.40% | $340 | FULL_SPECTRUM 1.7% @2026-09-10, DAILY_HUNTER 1.7% @2026-09-10 |
| UGL | 3.40% | $340 | FULL_SPECTRUM 1.7% @2026-09-10, DAILY_HUNTER 1.7% @2026-09-10 |
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 2026-09-10 · return +3.80%
| Metric | Aggressive Daily Trading Portfolio | SPY |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $2,845,204 | $70,160 |
| Annualized Return (CAGR) | 49.02% | 14.74% |
| Standard Deviation | 20.06% | 14.00% |
| Best Year | 205.74% | 32.31% |
| Worst Year | 6.11% | -18.18% |
| Max Drawdown (monthly) | -10.46% (2025-04-30) | -23.93% (2022-09-30) |
| Max Drawdown (daily) | -27.17% (2025-04-08) | -33.72% (2020-03-23) |
| Sharpe Ratio | 2.02 | 0.93 |
| 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 1.80% a year over this window; Sortino's downside deviation is measured below that same rate.
| Year | Portfolio Return | Balance | SPY Return | Balance |
|---|---|---|---|---|
| 2026 | 26.35% | $2,845,204 | 11.72% | $70,160 |
| 2025 | 32.82% | $2,251,874 | 17.72% | $62,798 |
| 2024 | 43.64% | $1,695,436 | 24.89% | $53,346 |
| 2023 | 60.04% | $1,180,318 | 26.18% | $42,715 |
| 2022 | 25.18% | $737,499 | -18.18% | $33,854 |
| 2021 | 54.68% | $589,150 | 28.73% | $41,374 |
| 2020 | 205.74% | $380,876 | 18.33% | $32,140 |
| 2019 | 65.96% | $124,577 | 31.22% | $27,161 |
| 2018 | 31.35% | $75,064 | -4.57% | $20,698 |
| 2017 | 41.24% | $57,150 | 21.71% | $21,689 |
| 2016 | 50.67% | $40,462 | 12.00% | $17,821 |
| 2015 | 17.85% | $26,854 | 1.23% | $15,912 |
| 2014 | 45.79% | $22,786 | 13.46% | $15,718 |
| 2013 | 47.29% | $15,629 | 32.31% | $13,853 |
| 2012 | 6.11% | $10,611 | 4.70% | $10,470 |
| Year | Mo | Portfolio | Balance | SPY | Balance |
|---|---|---|---|---|---|
| 2026 | 09 | -0.10% | $2,845,204 | -1.20% | $70,160 |
| 2026 | 08 | 3.62% | $2,848,047 | 2.68% | $71,013 |
| 2026 | 07 | -5.34% | $2,748,543 | 0.03% | $69,160 |
| 2026 | 06 | 1.46% | $2,903,578 | -1.03% | $69,136 |
| 2026 | 05 | 6.96% | $2,861,675 | 5.26% | $69,855 |
| 2026 | 04 | 14.99% | $2,675,568 | 10.51% | $66,362 |
| 2026 | 03 | -3.64% | $2,326,690 | -4.94% | $60,054 |
| 2026 | 02 | 1.14% | $2,414,469 | -0.86% | $63,173 |
| 2026 | 01 | 6.01% | $2,387,159 | 1.47% | $63,724 |
| 2025 | 12 | -0.66% | $2,251,874 | 0.08% | $62,798 |
| 2025 | 11 | 1.56% | $2,266,759 | 0.20% | $62,748 |
| 2025 | 10 | 7.62% | $2,231,992 | 2.38% | $62,626 |
| 2025 | 09 | 8.87% | $2,073,909 | 3.56% | $61,168 |
| 2025 | 08 | 2.53% | $1,904,974 | 2.05% | $59,064 |
| 2025 | 07 | 3.40% | $1,857,889 | 2.30% | $57,877 |
| 2025 | 06 | 9.12% | $1,796,744 | 5.14% | $56,574 |
| 2025 | 05 | 5.98% | $1,646,512 | 6.28% | $53,809 |
| 2025 | 04 | -1.76% | $1,553,647 | -0.87% | $50,627 |
| 2025 | 03 | -6.52% | $1,581,532 | -5.57% | $51,070 |
| 2025 | 02 | -1.28% | $1,691,920 | -1.27% | $54,083 |
| 2025 | 01 | 1.09% | $1,713,837 | 2.69% | $54,779 |
| 2024 | 12 | -2.28% | $1,695,436 | -2.41% | $53,346 |
| 2024 | 11 | 7.33% | $1,735,063 | 5.96% | $54,661 |
| 2024 | 10 | -1.87% | $1,616,621 | -0.89% | $51,585 |
| 2024 | 09 | 5.61% | $1,647,410 | 2.10% | $52,049 |
| 2024 | 08 | 3.00% | $1,559,887 | 2.34% | $50,979 |
| 2024 | 07 | 1.56% | $1,514,429 | 1.21% | $49,815 |
| 2024 | 06 | 7.67% | $1,491,184 | 3.53% | $49,219 |
| 2024 | 05 | 9.31% | $1,384,917 | 5.06% | $47,541 |
| 2024 | 04 | -4.53% | $1,266,976 | -4.03% | $45,252 |
| 2024 | 03 | 5.53% | $1,327,089 | 3.27% | $47,154 |
| 2024 | 02 | 5.32% | $1,257,560 | 5.22% | $45,660 |
| 2024 | 01 | 1.16% | $1,193,987 | 1.59% | $43,396 |
| 2023 | 12 | 13.37% | $1,180,318 | 4.57% | $42,715 |
| 2023 | 11 | 8.28% | $1,041,146 | 9.13% | $40,850 |
| 2023 | 10 | 1.95% | $961,492 | -2.17% | $37,431 |
| 2023 | 09 | -1.65% | $943,082 | -4.74% | $38,262 |
| 2023 | 08 | -2.45% | $958,908 | -1.63% | $40,167 |
| 2023 | 07 | 3.79% | $983,032 | 3.27% | $40,831 |
| 2023 | 06 | 3.41% | $947,175 | 6.48% | $39,537 |
| 2023 | 05 | 2.84% | $915,938 | 0.46% | $37,131 |
| 2023 | 04 | 2.10% | $890,652 | 1.60% | $36,960 |
| 2023 | 03 | 11.42% | $872,364 | 3.71% | $36,379 |
| 2023 | 02 | -2.07% | $782,981 | -2.51% | $35,078 |
| 2023 | 01 | 8.42% | $799,570 | 6.29% | $35,983 |
| 2022 | 12 | -2.85% | $737,499 | -5.76% | $33,854 |
| 2022 | 11 | 0.85% | $759,117 | 5.56% | $35,924 |
| 2022 | 10 | 6.63% | $752,711 | 8.13% | $34,032 |
| 2022 | 09 | 1.49% | $705,887 | -9.24% | $31,474 |
| 2022 | 08 | -0.93% | $695,540 | -4.08% | $34,680 |
| 2022 | 07 | 5.70% | $702,087 | 9.21% | $36,155 |
| 2022 | 06 | 5.33% | $664,220 | -8.25% | $33,107 |
| 2022 | 05 | 7.19% | $630,614 | 0.23% | $36,082 |
| 2022 | 04 | 5.05% | $588,323 | -8.78% | $36,001 |
| 2022 | 03 | 4.71% | $560,023 | 3.76% | $39,465 |
| 2022 | 02 | -1.33% | $534,845 | -2.95% | $38,035 |
| 2022 | 01 | -7.99% | $542,050 | -5.27% | $39,192 |
| 2021 | 12 | 4.22% | $589,150 | 4.62% | $41,374 |
| 2021 | 11 | 2.96% | $565,312 | -0.80% | $39,545 |
| 2021 | 10 | 11.89% | $549,082 | 7.02% | $39,865 |
| 2021 | 09 | -8.81% | $490,727 | -4.66% | $37,252 |
| 2021 | 08 | 6.23% | $538,132 | 2.98% | $39,073 |
| 2021 | 07 | 8.85% | $506,557 | 2.44% | $37,943 |
| 2021 | 06 | 6.93% | $465,369 | 2.24% | $37,039 |
| 2021 | 05 | 0.04% | $435,227 | 0.66% | $36,227 |
| 2021 | 04 | 9.98% | $435,071 | 5.29% | $35,990 |
| 2021 | 03 | 2.22% | $395,588 | 4.54% | $34,182 |
| 2021 | 02 | 1.97% | $387,006 | 2.78% | $32,697 |
| 2021 | 01 | -0.36% | $379,517 | -1.02% | $31,813 |
| 2020 | 12 | 6.95% | $380,876 | 3.70% | $32,140 |
| 2020 | 11 | 17.28% | $356,133 | 10.88% | $30,992 |
| 2020 | 10 | -6.23% | $303,659 | -2.49% | $27,952 |
| 2020 | 09 | -0.50% | $323,848 | -3.74% | $28,666 |
| 2020 | 08 | 15.17% | $325,489 | 6.98% | $29,781 |
| 2020 | 07 | 16.02% | $282,615 | 5.89% | $27,838 |
| 2020 | 06 | 14.50% | $243,592 | 1.77% | $26,290 |
| 2020 | 05 | 7.09% | $212,744 | 4.76% | $25,832 |
| 2020 | 04 | 17.89% | $198,667 | 12.70% | $24,657 |
| 2020 | 03 | 39.68% | $168,519 | -12.49% | $21,879 |
| 2020 | 02 | -9.54% | $120,648 | -7.92% | $25,001 |
| 2020 | 01 | 7.06% | $133,372 | -0.04% | $27,150 |
| 2019 | 12 | 4.91% | $124,577 | 2.91% | $27,161 |
| 2019 | 11 | 5.20% | $118,748 | 3.62% | $26,394 |
| 2019 | 10 | 3.15% | $112,876 | 2.21% | $25,472 |
| 2019 | 09 | 1.63% | $109,431 | 1.95% | $24,921 |
| 2019 | 08 | 2.34% | $107,676 | -1.67% | $24,446 |
| 2019 | 07 | 2.43% | $105,210 | 1.51% | $24,862 |
| 2019 | 06 | 13.40% | $102,714 | 6.96% | $24,492 |
| 2019 | 05 | -9.00% | $90,580 | -6.38% | $22,898 |
| 2019 | 04 | 6.97% | $99,539 | 4.09% | $24,458 |
| 2019 | 03 | 8.21% | $93,049 | 1.81% | $23,498 |
| 2019 | 02 | 3.79% | $85,991 | 3.24% | $23,080 |
| 2019 | 01 | 10.37% | $82,852 | 8.01% | $22,356 |
| 2018 | 12 | -3.22% | $75,064 | -8.80% | $20,698 |
| 2018 | 11 | -2.46% | $77,565 | 1.85% | $22,697 |
| 2018 | 10 | 1.73% | $79,522 | -6.91% | $22,283 |
| 2018 | 09 | -0.06% | $78,171 | 0.59% | $23,938 |
| 2018 | 08 | 7.22% | $78,218 | 3.19% | $23,796 |
| 2018 | 07 | 6.31% | $72,948 | 3.70% | $23,060 |
| 2018 | 06 | 0.90% | $68,620 | 0.58% | $22,236 |
| 2018 | 05 | 6.59% | $68,007 | 2.43% | $22,109 |
| 2018 | 04 | 1.55% | $63,802 | 0.52% | $21,584 |
| 2018 | 03 | -1.71% | $62,826 | -2.74% | $21,473 |
| 2018 | 02 | -1.82% | $63,916 | -3.64% | $22,079 |
| 2018 | 01 | 13.92% | $65,102 | 5.64% | $22,912 |
| 2017 | 12 | 0.91% | $57,150 | 1.21% | $21,689 |
| 2017 | 11 | 3.01% | $56,635 | 3.06% | $21,429 |
| 2017 | 10 | 3.40% | $54,983 | 2.36% | $20,794 |
| 2017 | 09 | 1.27% | $53,173 | 2.01% | $20,315 |
| 2017 | 08 | 3.09% | $52,507 | 0.29% | $19,914 |
| 2017 | 07 | 1.74% | $50,932 | 2.06% | $19,856 |
| 2017 | 06 | -0.94% | $50,060 | 0.64% | $19,456 |
| 2017 | 05 | 7.40% | $50,533 | 1.41% | $19,333 |
| 2017 | 04 | 3.94% | $47,049 | 0.99% | $19,064 |
| 2017 | 03 | -0.14% | $45,264 | 0.12% | $18,876 |
| 2017 | 02 | 8.18% | $45,326 | 3.93% | $18,853 |
| 2017 | 01 | 3.55% | $41,897 | 1.79% | $18,140 |
| 2016 | 12 | 1.47% | $40,462 | 2.03% | $17,821 |
| 2016 | 11 | 1.41% | $39,877 | 3.68% | $17,467 |
| 2016 | 10 | -2.28% | $39,322 | -1.73% | $16,847 |
| 2016 | 09 | 3.13% | $40,240 | 0.01% | $17,144 |
| 2016 | 08 | 0.58% | $39,019 | 0.12% | $17,143 |
| 2016 | 07 | 8.14% | $38,794 | 3.65% | $17,122 |
| 2016 | 06 | 2.46% | $35,873 | 0.35% | $16,520 |
| 2016 | 05 | 4.51% | $35,012 | 1.70% | $16,463 |
| 2016 | 04 | -0.99% | $33,501 | 0.39% | $16,187 |
| 2016 | 03 | 10.02% | $33,835 | 6.73% | $16,124 |
| 2016 | 02 | 3.43% | $30,752 | -0.08% | $15,107 |
| 2016 | 01 | 10.72% | $29,734 | -4.98% | $15,120 |
| 2015 | 12 | -4.11% | $26,854 | -1.73% | $15,912 |
| 2015 | 11 | 0.86% | $28,006 | 0.37% | $16,192 |
| 2015 | 10 | 9.92% | $27,767 | 8.51% | $16,133 |
| 2015 | 09 | -0.34% | $25,261 | -2.55% | $14,868 |
| 2015 | 08 | -3.73% | $25,348 | -6.10% | $15,258 |
| 2015 | 07 | 1.70% | $26,331 | 2.26% | $16,248 |
| 2015 | 06 | 1.42% | $25,892 | -2.03% | $15,889 |
| 2015 | 05 | 2.47% | $25,530 | 1.29% | $16,218 |
| 2015 | 04 | 4.74% | $24,914 | 0.98% | $16,013 |
| 2015 | 03 | -3.41% | $23,787 | -1.57% | $15,857 |
| 2015 | 02 | 6.20% | $24,626 | 5.62% | $16,110 |
| 2015 | 01 | 1.77% | $23,189 | -2.96% | $15,252 |
| 2014 | 12 | 3.06% | $22,786 | -0.25% | $15,718 |
| 2014 | 11 | 5.49% | $22,109 | 2.75% | $15,758 |
| 2014 | 10 | 2.63% | $20,959 | 2.36% | $15,337 |
| 2014 | 09 | -1.76% | $20,421 | -1.38% | $14,984 |
| 2014 | 08 | 10.19% | $20,787 | 3.95% | $15,193 |
| 2014 | 07 | -1.20% | $18,864 | -1.34% | $14,617 |
| 2014 | 06 | 6.00% | $19,093 | 2.06% | $14,816 |
| 2014 | 05 | 6.10% | $18,012 | 2.32% | $14,516 |
| 2014 | 04 | 2.42% | $16,976 | 0.70% | $14,187 |
| 2014 | 03 | 0.07% | $16,576 | 0.83% | $14,089 |
| 2014 | 02 | 6.31% | $16,564 | 4.55% | $13,973 |
| 2014 | 01 | -0.31% | $15,580 | -3.52% | $13,365 |
| 2013 | 12 | 2.45% | $15,629 | 2.59% | $13,853 |
| 2013 | 11 | 1.61% | $15,256 | 2.96% | $13,503 |
| 2013 | 10 | 6.56% | $15,013 | 4.63% | $13,114 |
| 2013 | 09 | -1.45% | $14,089 | 3.16% | $12,534 |
| 2013 | 08 | 0.22% | $14,297 | -3.00% | $12,149 |
| 2013 | 07 | 4.08% | $14,265 | 5.17% | $12,525 |
| 2013 | 06 | -2.01% | $13,706 | -1.33% | $11,910 |
| 2013 | 05 | 3.22% | $13,987 | 2.36% | $12,071 |
| 2013 | 04 | 6.62% | $13,550 | 1.92% | $11,792 |
| 2013 | 03 | 5.68% | $12,709 | 3.80% | $11,570 |
| 2013 | 02 | 2.31% | $12,026 | 1.28% | $11,147 |
| 2013 | 01 | 10.77% | $11,754 | 5.12% | $11,006 |
| 2012 | 12 | 1.03% | $10,611 | 0.89% | $10,470 |
| 2012 | 11 | 2.66% | $10,503 | 0.57% | $10,378 |
| 2012 | 10 | -4.92% | $10,231 | -1.82% | $10,319 |
| 2012 | 09 | 3.02% | $10,761 | 2.54% | $10,510 |
| 2012 | 08 | 4.46% | $10,446 | 2.51% | $10,251 |