Fixed-weight portfolio · Benchmark: SPY · 2019-2026
Generated: 2026-08-21 12:48
| Strategy | Allocation | Capital ($10,000) | Data Start |
|---|---|---|---|
| REGIME_LADDERdaily | 35.00% | $3,500 | 2016-01-05 |
| BOUNCE_OR_STRENGTHdaily | 33.16% | $3,316 | 2019-10-02 |
| DEFENSE_DAILYdaily | 21.62% | $2,162 | 2007-01-04 |
| ROTATE_AND_HEDGEdaily | 9.46% | $946 | 2019-01-03 |
| FADE_OR_BUYdaily | 0.76% | $76 | 2011-09-02 |
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 |
|---|---|---|---|
| SPY | 35.00% | $3,500 | REGIME_LADDER 35.0% @2026-08-20 |
| XLU | 21.62% | $2,162 | DEFENSE_DAILY 21.6% @2026-08-20 |
| EDC | 11.05% | $1,105 | BOUNCE_OR_STRENGTH 11.1% @2026-08-20 |
| UGL | 11.05% | $1,105 | BOUNCE_OR_STRENGTH 11.1% @2026-08-20 |
| TMV | 6.16% | $616 | BOUNCE_OR_STRENGTH 5.5% @2026-08-20, ROTATE_AND_HEDGE 0.6% @2026-08-20 |
| TQQQ | 5.53% | $553 | BOUNCE_OR_STRENGTH 5.5% @2026-08-20 |
| CURE | 2.84% | $284 | ROTATE_AND_HEDGE 2.8% @2026-08-20 |
| ERX | 2.84% | $284 | ROTATE_AND_HEDGE 2.8% @2026-08-20 |
| SHV | 1.89% | $189 | ROTATE_AND_HEDGE 1.9% @2026-08-20 |
| SVXY | 1.07% | $107 | ROTATE_AND_HEDGE 1.1% @2026-08-20 |
| SOXL | 0.38% | $38 | FADE_OR_BUY 0.4% @2026-08-20 |
| TECL | 0.38% | $38 | FADE_OR_BUY 0.4% @2026-08-20 |
| VIXM | 0.19% | $19 | ROTATE_AND_HEDGE 0.2% @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 (BOUNCE_OR_STRENGTH, DEFENSE_DAILY, FADE_OR_BUY, REGIME_LADDER, ROTATE_AND_HEDGE), blended at the portfolio weights · 2026-08-17 to 2026-08-20 · return +0.63%
| Metric | Fast Eddie | SPY |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $827,088 | $28,449 |
| Annualized Return (CAGR) | 89.34% | 16.32% |
| Standard Deviation | 20.65% | 16.66% |
| Best Year | 200.27% | 28.73% |
| Worst Year | 13.68% | -18.18% |
| Max Drawdown (monthly) | -7.95% (2020-02-29) | -23.93% (2022-09-30) |
| Max Drawdown (daily) | -19.33% (2020-03-09) | -33.72% (2020-03-23) |
| Sharpe Ratio | 3.10 | 0.82 |
| Sortino Ratio | 10.28 | 1.25 |
| Benchmark Correlation | 0.43 | 1.00 |
Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 2.90% a year over this window; Sortino's downside deviation is measured below that same rate.
| Year | Portfolio Return | Balance | SPY Return | Balance |
|---|---|---|---|---|
| 2026 | 57.91% | $827,088 | 12.90% | $28,449 |
| 2025 | 55.49% | $523,785 | 17.72% | $25,199 |
| 2024 | 64.34% | $336,862 | 24.89% | $21,406 |
| 2023 | 82.97% | $204,973 | 26.18% | $17,140 |
| 2022 | 76.04% | $112,026 | -18.18% | $13,584 |
| 2021 | 86.42% | $63,635 | 28.73% | $16,602 |
| 2020 | 200.27% | $34,135 | 18.33% | $12,897 |
| 2019 | 13.68% | $11,368 | 8.99% | $10,899 |
| Year | Mo | Portfolio | Balance | SPY | Balance |
|---|---|---|---|---|---|
| 2026 | 08 | 4.26% | $827,088 | 2.51% | $28,449 |
| 2026 | 07 | -1.76% | $793,323 | 0.03% | $27,751 |
| 2026 | 06 | 7.01% | $807,515 | -1.03% | $27,742 |
| 2026 | 05 | 10.27% | $754,589 | 5.26% | $28,030 |
| 2026 | 04 | 12.86% | $684,285 | 10.51% | $26,629 |
| 2026 | 03 | -1.35% | $606,293 | -4.94% | $24,097 |
| 2026 | 02 | 5.43% | $614,579 | -0.86% | $25,349 |
| 2026 | 01 | 11.29% | $582,915 | 1.47% | $25,570 |
| 2025 | 12 | -0.18% | $523,785 | 0.08% | $25,199 |
| 2025 | 11 | 2.30% | $524,720 | 0.19% | $25,178 |
| 2025 | 10 | 10.49% | $512,911 | 2.38% | $25,129 |
| 2025 | 09 | 7.41% | $464,198 | 3.56% | $24,544 |
| 2025 | 08 | 0.45% | $432,183 | 2.05% | $23,700 |
| 2025 | 07 | 2.29% | $430,240 | 2.30% | $23,224 |
| 2025 | 06 | 10.21% | $420,601 | 5.14% | $22,701 |
| 2025 | 05 | 5.77% | $381,650 | 6.28% | $21,591 |
| 2025 | 04 | 0.21% | $360,838 | -0.87% | $20,315 |
| 2025 | 03 | 1.58% | $360,077 | -5.57% | $20,492 |
| 2025 | 02 | 2.27% | $354,467 | -1.27% | $21,702 |
| 2025 | 01 | 2.89% | $346,593 | 2.69% | $21,981 |
| 2024 | 12 | -0.29% | $336,862 | -2.41% | $21,406 |
| 2024 | 11 | 5.19% | $337,827 | 5.96% | $21,933 |
| 2024 | 10 | -0.16% | $321,159 | -0.89% | $20,699 |
| 2024 | 09 | 6.25% | $321,676 | 2.10% | $20,885 |
| 2024 | 08 | 4.88% | $302,765 | 2.34% | $20,456 |
| 2024 | 07 | 7.21% | $288,677 | 1.21% | $19,989 |
| 2024 | 06 | 11.47% | $269,260 | 3.53% | $19,750 |
| 2024 | 05 | 7.27% | $241,560 | 5.06% | $19,077 |
| 2024 | 04 | -1.49% | $225,194 | -4.03% | $18,158 |
| 2024 | 03 | 7.40% | $228,611 | 3.27% | $18,921 |
| 2024 | 02 | 3.71% | $212,854 | 5.22% | $18,322 |
| 2024 | 01 | 0.13% | $205,237 | 1.59% | $17,413 |
| 2023 | 12 | 14.43% | $204,973 | 4.57% | $17,140 |
| 2023 | 11 | 9.46% | $179,126 | 9.13% | $16,392 |
| 2023 | 10 | 0.47% | $163,648 | -2.17% | $15,020 |
| 2023 | 09 | 2.26% | $162,887 | -4.74% | $15,353 |
| 2023 | 08 | -1.59% | $159,283 | -1.63% | $16,118 |
| 2023 | 07 | 6.51% | $161,858 | 3.27% | $16,384 |
| 2023 | 06 | 5.56% | $151,970 | 6.48% | $15,865 |
| 2023 | 05 | 5.99% | $143,961 | 0.46% | $14,899 |
| 2023 | 04 | 4.68% | $135,826 | 1.60% | $14,831 |
| 2023 | 03 | 4.22% | $129,757 | 3.71% | $14,597 |
| 2023 | 02 | -1.55% | $124,504 | -2.51% | $14,076 |
| 2023 | 01 | 12.89% | $126,462 | 6.29% | $14,439 |
| 2022 | 12 | -2.59% | $112,026 | -5.76% | $13,584 |
| 2022 | 11 | -0.89% | $114,999 | 5.56% | $14,415 |
| 2022 | 10 | 8.79% | $116,029 | 8.13% | $13,656 |
| 2022 | 09 | -1.58% | $106,652 | -9.24% | $12,629 |
| 2022 | 08 | 1.22% | $108,366 | -4.08% | $13,916 |
| 2022 | 07 | 11.45% | $107,054 | 9.21% | $14,508 |
| 2022 | 06 | 5.32% | $96,053 | -8.25% | $13,284 |
| 2022 | 05 | 10.24% | $91,197 | 0.23% | $14,478 |
| 2022 | 04 | 4.15% | $82,724 | -8.78% | $14,446 |
| 2022 | 03 | 14.61% | $79,431 | 3.76% | $15,836 |
| 2022 | 02 | 9.64% | $69,307 | -2.95% | $15,262 |
| 2022 | 01 | -0.66% | $63,215 | -5.27% | $15,726 |
| 2021 | 12 | 0.15% | $63,635 | 4.62% | $16,602 |
| 2021 | 11 | 9.13% | $63,538 | -0.80% | $15,868 |
| 2021 | 10 | 10.51% | $58,222 | 7.02% | $15,996 |
| 2021 | 09 | -3.74% | $52,684 | -4.66% | $14,948 |
| 2021 | 08 | 3.60% | $54,731 | 2.98% | $15,678 |
| 2021 | 07 | 12.96% | $52,831 | 2.44% | $15,225 |
| 2021 | 06 | 7.59% | $46,769 | 2.24% | $14,862 |
| 2021 | 05 | 4.37% | $43,468 | 0.66% | $14,536 |
| 2021 | 04 | 11.73% | $41,648 | 5.29% | $14,442 |
| 2021 | 03 | 2.80% | $37,275 | 4.54% | $13,716 |
| 2021 | 02 | 7.36% | $36,258 | 2.78% | $13,120 |
| 2021 | 01 | -1.06% | $33,773 | -1.02% | $12,765 |
| 2020 | 12 | 7.15% | $34,135 | 3.70% | $12,897 |
| 2020 | 11 | 8.61% | $31,857 | 10.88% | $12,436 |
| 2020 | 10 | -2.02% | $29,332 | -2.49% | $11,216 |
| 2020 | 09 | 4.95% | $29,937 | -3.74% | $11,503 |
| 2020 | 08 | 17.07% | $28,524 | 6.98% | $11,950 |
| 2020 | 07 | 10.38% | $24,365 | 5.89% | $11,171 |
| 2020 | 06 | 27.95% | $22,074 | 1.77% | $10,549 |
| 2020 | 05 | 10.52% | $17,252 | 4.76% | $10,365 |
| 2020 | 04 | 14.72% | $15,611 | 12.70% | $9,894 |
| 2020 | 03 | 22.33% | $13,607 | -12.49% | $8,779 |
| 2020 | 02 | -7.95% | $11,123 | -7.92% | $10,032 |
| 2020 | 01 | 6.29% | $12,083 | -0.04% | $10,894 |
| 2019 | 12 | 4.50% | $11,368 | 2.91% | $10,899 |
| 2019 | 11 | 8.05% | $10,878 | 3.62% | $10,591 |
| 2019 | 10 | 0.68% | $10,068 | 2.21% | $10,221 |