Fixed-weight portfolio · Benchmark: SPY (buy & hold) · 2012-2026
Generated: 2026-09-05 10:40
| Strategy | Allocation | Capital ($10,000) | Data Start |
|---|---|---|---|
| GRAIL_500daily | 50.00% | $5,000 | 2012-01-04 |
| DAILY_HUNTERdaily | 50.00% | $5,000 | 2010-01-05 |
Look-through of each strategy's current target allocation, aggregated by ticker · signal 2026-09-04. 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 |
|---|---|---|---|
| UPRO | 50.00% | $5,000 | GRAIL_500 50.0% @2026-09-04 |
| SPY | 25.00% | $2,500 | DAILY_HUNTER 25.0% @2026-09-04 |
| EDZ | 16.67% | $1,667 | DAILY_HUNTER 16.7% @2026-09-04 |
| TMV | 8.33% | $833 | DAILY_HUNTER 8.3% @2026-09-04 |
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 (GRAIL_500, DAILY_HUNTER), blended at the portfolio weights · 2026-09-03 to 2026-09-04 · return -0.66%
| Metric | Grail 500 Duo | SPY (buy & hold) |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $8,199,425 | $78,669 |
| Annualized Return (CAGR) | 58.00% | 15.10% |
| Standard Deviation | 31.86% | 13.97% |
| Best Year | 179.86% | 32.31% |
| Worst Year | -6.04% | -18.18% |
| Max Drawdown (monthly) | -21.12% (2018-12-31) | -23.93% (2022-09-30) |
| Max Drawdown (daily) | -28.88% (2018-12-24) | -33.72% (2020-03-23) |
| Sharpe Ratio | 1.54 | 0.96 |
| Sortino Ratio | 3.87 | 1.36 |
| Benchmark Correlation | 0.28 | 1.00 |
Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.72% a year over this window; Sortino's downside deviation is measured below that same rate.
| Year | Portfolio Return | Balance | SPY (buy & hold) Return | Balance |
|---|---|---|---|---|
| 2026 | 48.99% | $8,199,425 | 13.08% | $78,669 |
| 2025 | 54.00% | $5,503,319 | 17.72% | $69,569 |
| 2024 | 56.13% | $3,573,488 | 24.89% | $59,097 |
| 2023 | 57.81% | $2,288,854 | 26.18% | $47,321 |
| 2022 | 79.06% | $1,450,353 | -18.18% | $37,504 |
| 2021 | 87.30% | $809,990 | 28.73% | $45,834 |
| 2020 | 179.86% | $432,460 | 18.33% | $35,605 |
| 2019 | 62.31% | $154,525 | 31.22% | $30,089 |
| 2018 | -6.04% | $95,204 | -4.57% | $22,930 |
| 2017 | 50.75% | $101,321 | 21.71% | $24,028 |
| 2016 | 53.20% | $67,209 | 12.00% | $19,742 |
| 2015 | 7.45% | $43,870 | 1.23% | $17,628 |
| 2014 | 36.01% | $40,829 | 13.46% | $17,413 |
| 2013 | 103.88% | $30,019 | 32.31% | $15,346 |
| 2012 | 47.24% | $14,724 | 15.99% | $11,599 |
| Year | Mo | Portfolio | Balance | SPY (buy & hold) | Balance |
|---|---|---|---|---|---|
| 2026 | 08 | 9.51% | $8,199,425 | 2.68% | $78,669 |
| 2026 | 07 | -0.24% | $7,487,239 | 0.03% | $76,616 |
| 2026 | 06 | -1.07% | $7,505,194 | -1.03% | $76,589 |
| 2026 | 05 | 6.64% | $7,586,002 | 5.26% | $77,386 |
| 2026 | 04 | 13.59% | $7,113,524 | 10.51% | $73,517 |
| 2026 | 03 | -0.32% | $6,262,432 | -4.94% | $66,528 |
| 2026 | 02 | 4.08% | $6,282,713 | -0.86% | $69,984 |
| 2026 | 01 | 9.69% | $6,036,686 | 1.47% | $70,594 |
| 2025 | 12 | 0.90% | $5,503,319 | 0.08% | $69,569 |
| 2025 | 11 | 0.97% | $5,454,142 | 0.20% | $69,513 |
| 2025 | 10 | 8.79% | $5,401,763 | 2.38% | $69,378 |
| 2025 | 09 | 10.03% | $4,965,307 | 3.56% | $67,763 |
| 2025 | 08 | 2.32% | $4,512,887 | 2.05% | $65,432 |
| 2025 | 07 | 4.91% | $4,410,692 | 2.30% | $64,116 |
| 2025 | 06 | 6.29% | $4,204,344 | 5.14% | $62,673 |
| 2025 | 05 | 5.24% | $3,955,635 | 6.28% | $59,610 |
| 2025 | 04 | 1.73% | $3,758,833 | -0.87% | $56,085 |
| 2025 | 03 | -0.62% | $3,694,759 | -5.57% | $56,575 |
| 2025 | 02 | -0.68% | $3,717,658 | -1.27% | $59,914 |
| 2025 | 01 | 4.74% | $3,742,993 | 2.69% | $60,684 |
| 2024 | 12 | -5.82% | $3,573,488 | -2.41% | $59,097 |
| 2024 | 11 | 8.52% | $3,794,268 | 5.96% | $60,554 |
| 2024 | 10 | -0.81% | $3,496,316 | -0.89% | $57,146 |
| 2024 | 09 | 4.25% | $3,525,040 | 2.10% | $57,661 |
| 2024 | 08 | 3.45% | $3,381,173 | 2.34% | $56,475 |
| 2024 | 07 | 2.21% | $3,268,335 | 1.21% | $55,185 |
| 2024 | 06 | 8.96% | $3,197,579 | 3.53% | $54,525 |
| 2024 | 05 | 10.40% | $2,934,573 | 5.06% | $52,667 |
| 2024 | 04 | -4.46% | $2,658,011 | -4.03% | $50,131 |
| 2024 | 03 | 9.51% | $2,782,226 | 3.27% | $52,237 |
| 2024 | 02 | 9.40% | $2,540,690 | 5.22% | $50,583 |
| 2024 | 01 | 1.47% | $2,322,416 | 1.59% | $48,074 |
| 2023 | 12 | 20.71% | $2,288,854 | 4.57% | $47,321 |
| 2023 | 11 | 11.32% | $1,896,171 | 9.13% | $45,255 |
| 2023 | 10 | 2.57% | $1,703,346 | -2.17% | $41,467 |
| 2023 | 09 | -6.46% | $1,660,662 | -4.74% | $42,387 |
| 2023 | 08 | -1.98% | $1,775,375 | -1.63% | $44,498 |
| 2023 | 07 | 5.40% | $1,811,300 | 3.27% | $45,233 |
| 2023 | 06 | 8.82% | $1,718,552 | 6.48% | $43,799 |
| 2023 | 05 | -2.87% | $1,579,285 | 0.46% | $41,134 |
| 2023 | 04 | -0.46% | $1,625,931 | 1.60% | $40,945 |
| 2023 | 03 | 7.92% | $1,633,422 | 3.71% | $40,301 |
| 2023 | 02 | -6.74% | $1,513,561 | -2.51% | $38,860 |
| 2023 | 01 | 11.90% | $1,622,992 | 6.29% | $39,862 |
| 2022 | 12 | -2.66% | $1,450,353 | -5.76% | $37,504 |
| 2022 | 11 | -7.59% | $1,489,935 | 5.56% | $39,797 |
| 2022 | 10 | 11.69% | $1,612,392 | 8.13% | $37,701 |
| 2022 | 09 | 9.14% | $1,443,602 | -9.24% | $34,867 |
| 2022 | 08 | -3.24% | $1,322,751 | -4.08% | $38,419 |
| 2022 | 07 | 3.27% | $1,367,082 | 9.21% | $40,053 |
| 2022 | 06 | 16.32% | $1,323,765 | -8.25% | $36,676 |
| 2022 | 05 | 23.52% | $1,138,077 | 0.23% | $39,972 |
| 2022 | 04 | 18.44% | $921,395 | -8.78% | $39,882 |
| 2022 | 03 | 5.79% | $777,935 | 3.76% | $43,719 |
| 2022 | 02 | 1.53% | $735,362 | -2.95% | $42,135 |
| 2022 | 01 | -10.58% | $724,310 | -5.27% | $43,417 |
| 2021 | 12 | 8.76% | $809,990 | 4.62% | $45,834 |
| 2021 | 11 | 3.33% | $744,767 | -0.80% | $43,808 |
| 2021 | 10 | 14.05% | $720,744 | 7.02% | $44,163 |
| 2021 | 09 | -7.93% | $631,937 | -4.66% | $41,268 |
| 2021 | 08 | 6.08% | $686,377 | 2.98% | $43,285 |
| 2021 | 07 | 5.73% | $647,058 | 2.44% | $42,034 |
| 2021 | 06 | 5.58% | $611,978 | 2.24% | $41,032 |
| 2021 | 05 | 2.62% | $579,618 | 0.66% | $40,132 |
| 2021 | 04 | 14.15% | $564,818 | 5.29% | $39,870 |
| 2021 | 03 | 7.95% | $494,815 | 4.54% | $37,867 |
| 2021 | 02 | 5.32% | $458,386 | 2.78% | $36,222 |
| 2021 | 01 | 0.64% | $435,224 | -1.02% | $35,242 |
| 2020 | 12 | 6.81% | $432,460 | 3.70% | $35,605 |
| 2020 | 11 | 17.79% | $404,900 | 10.88% | $34,333 |
| 2020 | 10 | -5.27% | $343,736 | -2.49% | $30,965 |
| 2020 | 09 | -2.73% | $362,874 | -3.74% | $31,757 |
| 2020 | 08 | 19.10% | $373,068 | 6.98% | $32,992 |
| 2020 | 07 | 13.32% | $313,229 | 5.89% | $30,840 |
| 2020 | 06 | -2.43% | $276,422 | 1.77% | $29,125 |
| 2020 | 05 | 2.22% | $283,295 | 4.76% | $28,617 |
| 2020 | 04 | 12.14% | $277,150 | 12.70% | $27,316 |
| 2020 | 03 | 84.03% | $247,155 | -12.49% | $24,238 |
| 2020 | 02 | -14.58% | $134,301 | -7.92% | $27,696 |
| 2020 | 01 | 1.74% | $157,216 | -0.04% | $30,077 |
| 2019 | 12 | 6.75% | $154,525 | 2.91% | $30,089 |
| 2019 | 11 | 11.17% | $144,758 | 3.62% | $29,240 |
| 2019 | 10 | 3.89% | $130,208 | 2.21% | $28,218 |
| 2019 | 09 | 2.34% | $125,331 | 1.95% | $27,608 |
| 2019 | 08 | -0.56% | $122,470 | -1.67% | $27,081 |
| 2019 | 07 | 1.55% | $123,157 | 1.51% | $27,542 |
| 2019 | 06 | 12.84% | $121,277 | 6.96% | $27,132 |
| 2019 | 05 | -8.15% | $107,474 | -6.38% | $25,367 |
| 2019 | 04 | 7.28% | $117,011 | 4.09% | $27,095 |
| 2019 | 03 | -0.35% | $109,074 | 1.81% | $26,031 |
| 2019 | 02 | 3.19% | $109,462 | 3.24% | $25,569 |
| 2019 | 01 | 11.42% | $106,075 | 8.01% | $24,766 |
| 2018 | 12 | -4.21% | $95,204 | -8.80% | $22,930 |
| 2018 | 11 | -8.10% | $99,392 | 1.85% | $25,144 |
| 2018 | 10 | -9.90% | $108,148 | -6.91% | $24,686 |
| 2018 | 09 | 1.15% | $120,029 | 0.59% | $26,518 |
| 2018 | 08 | 6.46% | $118,669 | 3.19% | $26,362 |
| 2018 | 07 | 7.25% | $111,472 | 3.70% | $25,546 |
| 2018 | 06 | 1.31% | $103,936 | 0.58% | $24,634 |
| 2018 | 05 | 2.41% | $102,592 | 2.43% | $24,493 |
| 2018 | 04 | -8.22% | $100,180 | 0.52% | $23,911 |
| 2018 | 03 | -7.44% | $109,148 | -2.74% | $23,789 |
| 2018 | 02 | -2.30% | $117,920 | -3.64% | $24,459 |
| 2018 | 01 | 19.12% | $120,698 | 5.64% | $25,382 |
| 2017 | 12 | 4.32% | $101,321 | 1.21% | $24,028 |
| 2017 | 11 | 4.60% | $97,128 | 3.06% | $23,740 |
| 2017 | 10 | 1.94% | $92,858 | 2.36% | $23,036 |
| 2017 | 09 | 5.30% | $91,088 | 2.01% | $22,505 |
| 2017 | 08 | 2.57% | $86,500 | 0.29% | $22,061 |
| 2017 | 07 | 2.52% | $84,336 | 2.06% | $21,997 |
| 2017 | 06 | -0.01% | $82,263 | 0.64% | $21,554 |
| 2017 | 05 | 3.04% | $82,274 | 1.41% | $21,417 |
| 2017 | 04 | 1.35% | $79,848 | 0.99% | $21,119 |
| 2017 | 03 | -1.52% | $78,784 | 0.12% | $20,911 |
| 2017 | 02 | 16.32% | $80,002 | 3.93% | $20,885 |
| 2017 | 01 | 2.34% | $68,780 | 1.79% | $20,096 |
| 2016 | 12 | 5.98% | $67,209 | 2.03% | $19,742 |
| 2016 | 11 | 6.53% | $63,415 | 3.68% | $19,350 |
| 2016 | 10 | -0.42% | $59,525 | -1.73% | $18,663 |
| 2016 | 09 | 3.53% | $59,778 | 0.01% | $18,992 |
| 2016 | 08 | 0.10% | $57,738 | 0.12% | $18,991 |
| 2016 | 07 | 5.00% | $57,680 | 3.65% | $18,968 |
| 2016 | 06 | 5.45% | $54,932 | 0.35% | $18,301 |
| 2016 | 05 | 1.89% | $52,092 | 1.70% | $18,237 |
| 2016 | 04 | 2.09% | $51,127 | 0.39% | $17,932 |
| 2016 | 03 | 7.36% | $50,080 | 6.73% | $17,862 |
| 2016 | 02 | 3.04% | $46,645 | -0.08% | $16,736 |
| 2016 | 01 | 3.19% | $45,269 | -4.98% | $16,750 |
| 2015 | 12 | -10.59% | $43,870 | -1.73% | $17,628 |
| 2015 | 11 | -2.15% | $49,068 | 0.37% | $17,938 |
| 2015 | 10 | 14.77% | $50,144 | 8.51% | $17,872 |
| 2015 | 09 | -0.69% | $43,691 | -2.55% | $16,471 |
| 2015 | 08 | -8.12% | $43,997 | -6.10% | $16,902 |
| 2015 | 07 | 0.04% | $47,885 | 2.26% | $18,000 |
| 2015 | 06 | 2.49% | $47,864 | -2.03% | $17,602 |
| 2015 | 05 | 2.97% | $46,702 | 1.29% | $17,967 |
| 2015 | 04 | 7.58% | $45,353 | 0.98% | $17,739 |
| 2015 | 03 | -3.44% | $42,155 | -1.57% | $17,566 |
| 2015 | 02 | 9.42% | $43,657 | 5.62% | $17,846 |
| 2015 | 01 | -2.28% | $39,899 | -2.96% | $16,897 |
| 2014 | 12 | -0.64% | $40,829 | -0.25% | $17,413 |
| 2014 | 11 | 6.54% | $41,092 | 2.75% | $17,457 |
| 2014 | 10 | -0.54% | $38,568 | 2.36% | $16,990 |
| 2014 | 09 | -2.59% | $38,780 | -1.38% | $16,599 |
| 2014 | 08 | 8.85% | $39,809 | 3.95% | $16,831 |
| 2014 | 07 | -1.87% | $36,574 | -1.34% | $16,192 |
| 2014 | 06 | 6.37% | $37,271 | 2.06% | $16,413 |
| 2014 | 05 | 6.22% | $35,039 | 2.32% | $16,081 |
| 2014 | 04 | 1.62% | $32,987 | 0.70% | $15,716 |
| 2014 | 03 | 0.90% | $32,461 | 0.83% | $15,608 |
| 2014 | 02 | 10.87% | $32,170 | 4.55% | $15,479 |
| 2014 | 01 | -3.34% | $29,016 | -3.52% | $14,805 |
| 2013 | 12 | 5.48% | $30,019 | 2.59% | $15,346 |
| 2013 | 11 | 4.83% | $28,459 | 2.96% | $14,959 |
| 2013 | 10 | 12.17% | $27,146 | 4.63% | $14,528 |
| 2013 | 09 | -0.99% | $24,200 | 3.16% | $13,885 |
| 2013 | 08 | -0.03% | $24,442 | -3.00% | $13,459 |
| 2013 | 07 | 12.94% | $24,451 | 5.17% | $13,875 |
| 2013 | 06 | -2.66% | $21,649 | -1.33% | $13,193 |
| 2013 | 05 | 5.82% | $22,240 | 2.36% | $13,372 |
| 2013 | 04 | 6.34% | $21,017 | 1.92% | $13,063 |
| 2013 | 03 | 6.93% | $19,764 | 3.80% | $12,817 |
| 2013 | 02 | 2.52% | $18,484 | 1.28% | $12,348 |
| 2013 | 01 | 22.46% | $18,030 | 5.12% | $12,193 |
| 2012 | 12 | 2.74% | $14,724 | 0.89% | $11,599 |
| 2012 | 11 | 3.76% | $14,332 | 0.57% | $11,496 |
| 2012 | 10 | -0.87% | $13,812 | -1.82% | $11,432 |
| 2012 | 09 | 5.23% | $13,934 | 2.54% | $11,644 |
| 2012 | 08 | 4.20% | $13,242 | 2.51% | $11,356 |
| 2012 | 07 | 2.32% | $12,708 | 1.18% | $11,078 |
| 2012 | 06 | 1.30% | $12,420 | 4.06% | $10,949 |
| 2012 | 05 | -12.29% | $12,261 | -6.01% | $10,522 |
| 2012 | 04 | -2.72% | $13,979 | -0.67% | $11,194 |
| 2012 | 03 | 5.15% | $14,370 | 3.22% | $11,269 |
| 2012 | 02 | 27.15% | $13,666 | 4.34% | $10,918 |
| 2012 | 01 | 7.48% | $10,748 | 4.64% | $10,464 |