Greenback Cue Performance Report

monthly rebalance · Benchmark: SPY · 2012-10-01 to 2026-08-17

Hypothetical backtested results. Not actual trading. May not include all costs or reflect real‑world conditions. Past performance does not guarantee future results. Trading involves risk, including loss of principal.

Portfolio Growth

Growth of $100,000 — logarithmic scale

Drawdown

Decline from the prior peak, on daily equity

Performance Summary

MetricGreenback CueSPY
Start Balance$100,000$100,000
End Balance$17,164,464$693,205
Annualized Return (CAGR)45.06%15.03%
Standard Deviation24.25%14.11%
Best Year98.54%32.31%
Worst Year-9.76%-18.18%
Maximum Drawdown (Daily)-39.18% (2015-04-29)-33.72% (2020-03-23)
Maximum Drawdown (Monthly)-18.34% (2026-03-31)-23.93% (2022-09-30)
Sharpe Ratio1.550.92
Sortino Ratio3.571.32
Benchmark Correlation0.271.00

Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.81% a year over this window; Sortino's downside deviation is measured below that same rate.

Annual Returns (2012–2026)

Year Strategy ReturnBalance SPY ReturnBalance
202651.11%$15,933,45210.13%$658,014
202578.98%$10,544,02717.72%$597,488
202456.71%$5,891,21124.89%$507,554
202365.26%$3,759,32526.18%$406,412
202220.48%$2,274,820-18.18%$322,100
202151.03%$1,888,13228.73%$393,647
202098.54%$1,250,18218.33%$305,795
201915.14%$629,68131.22%$258,422
201833.46%$546,876-4.57%$196,933
201742.84%$409,75721.71%$206,361
201630.40%$286,86812.00%$169,558
20150.15%$219,9971.23%$151,394
201438.51%$219,67813.46%$149,548
201375.76%$158,60232.31%$131,802
2012-9.76%$90,238-0.38%$99,618

Monthly Returns

YearMonth StrategyBalance SPYBalance Holdings
20262026-08-3.71%$15,341,6383.43%$680,590BTAL 100%
20262026-079.87%$15,933,4520.03%$658,014BTAL 100%
20262026-06-1.66%$14,502,693-1.03%$657,785QLD 100%
20262026-0521.48%$14,747,6255.26%$664,626QLD 100%
20262026-0432.87%$12,139,90510.51%$631,398QLD 100%
20262026-03-10.26%$9,136,758-4.94%$571,374QLD 100%
20262026-02-5.19%$10,181,626-0.86%$601,054QLD 100%
20262026-011.85%$10,738,7031.47%$606,293QLD 100%
20252025-12-1.92%$10,544,0270.08%$597,488QLD 100%
20252025-11-3.92%$10,750,2600.20%$597,011QLD 100%
20252025-108.95%$11,188,8942.38%$595,849QLD 100%
20252025-0910.48%$10,269,7103.56%$581,977QLD 100%
20252025-081.18%$9,295,3352.05%$561,959QLD 100%
20252025-074.30%$9,186,8322.30%$550,660QLD 100%
20252025-0612.52%$8,808,1935.14%$538,263QLD 100%
20252025-0518.23%$7,828,2996.28%$511,956QLD 100%
20252025-04-0.34%$6,621,128-0.87%$481,684QLD 100%
20252025-036.76%$6,643,552-5.57%$485,897BTAL 100%
20252025-027.67%$6,222,751-1.27%$514,568BTAL 100%
20252025-01-1.89%$5,779,6352.69%$521,185BTAL 100%
20242024-121.41%$5,891,211-2.41%$507,554BTAL 100%
20242024-1110.10%$5,809,5285.96%$520,067QLD 100%
20242024-10-2.40%$5,276,411-0.89%$490,799QLD 100%
20242024-094.35%$5,406,3352.10%$495,218QLD 100%
20242024-081.09%$5,180,8832.34%$485,030QLD 100%
20242024-07-1.27%$5,125,0761.21%$473,956BTAL 100%
20242024-0612.11%$5,191,2233.53%$468,285QLD 100%
20242024-051.31%$4,630,3215.06%$452,327BTAL 100%
20242024-045.55%$4,570,250-4.03%$430,550BTAL 100%
20242024-031.74%$4,329,9633.27%$448,639QLD 100%
20242024-0210.03%$4,255,9525.22%$434,432QLD 100%
20242024-012.89%$3,868,1481.59%$412,885QLD 100%
20232023-1210.72%$3,759,3254.57%$406,412QLD 100%
20232023-11-4.84%$3,395,2429.13%$388,667BTAL 100%
20232023-106.19%$3,567,796-2.17%$356,137BTAL 100%
20232023-09-10.21%$3,359,716-4.74%$364,039QLD 100%
20232023-08-3.98%$3,741,604-1.63%$382,167QLD 100%
20232023-077.22%$3,896,8463.27%$388,481QLD 100%
20232023-0612.32%$3,634,3466.48%$376,168QLD 100%
20232023-0515.24%$3,235,7990.46%$353,275QLD 100%
20232023-040.34%$2,807,8971.60%$351,652QLD 100%
20232023-033.29%$2,798,3013.71%$346,123BTAL 100%
20232023-02-1.74%$2,709,139-2.51%$333,748QLD 100%
20232023-0121.20%$2,757,1806.29%$342,356QLD 100%
20222022-123.69%$2,274,820-5.76%$322,100BTAL 100%
20222022-11-0.29%$2,193,9715.56%$341,797BTAL 100%
20222022-101.92%$2,200,3428.13%$323,797BTAL 100%
20222022-092.78%$2,158,927-9.24%$299,458BTAL 100%
20222022-08-0.85%$2,100,520-4.08%$329,962BTAL 100%
20222022-07-8.40%$2,118,5739.21%$343,997BTAL 100%
20222022-067.56%$2,312,908-8.25%$314,991BTAL 100%
20222022-051.76%$2,150,4310.23%$343,299BTAL 100%
20222022-048.51%$2,113,263-8.78%$342,526BTAL 100%
20222022-032.63%$1,947,6003.76%$375,482BTAL 100%
20222022-02-4.49%$1,897,689-2.95%$361,879BTAL 100%
20222022-015.23%$1,986,892-5.27%$372,885BTAL 100%
20212021-123.92%$1,888,1324.62%$393,647BTAL 100%
20212021-113.63%$1,816,982-0.80%$376,246QLD 100%
20212021-10-1.41%$1,753,3127.02%$379,294BTAL 100%
20212021-09-0.35%$1,778,374-4.66%$354,426BTAL 100%
20212021-088.39%$1,784,6392.98%$371,752QLD 100%
20212021-075.56%$1,646,4912.44%$361,008QLD 100%
20212021-0612.75%$1,559,8222.24%$352,405QLD 100%
20212021-05-2.82%$1,383,4430.66%$344,675QLD 100%
20212021-0411.84%$1,423,5195.29%$342,426QLD 100%
20212021-032.31%$1,272,7724.54%$325,219QLD 100%
20212021-02-0.72%$1,243,9912.78%$311,095QLD 100%
20212021-010.23%$1,253,005-1.02%$302,679QLD 100%
20202020-129.83%$1,250,1823.70%$305,795QLD 100%
20202020-1122.58%$1,138,31610.88%$294,871QLD 100%
20202020-10-6.71%$928,595-2.49%$265,942QLD 100%
20202020-09-12.01%$995,388-3.74%$272,743QLD 100%
20202020-0822.77%$1,131,2566.98%$283,353QLD 100%
20202020-0714.89%$921,4265.89%$264,866QLD 100%
20202020-0612.34%$802,0121.77%$250,135QLD 100%
20202020-051.25%$713,9324.76%$245,776BTAL 100%
20202020-04-3.39%$705,12512.70%$234,599BTAL 100%
20202020-039.27%$729,841-12.49%$208,165BTAL 100%
20202020-020.43%$667,908-7.92%$237,868BTAL 100%
20202020-015.62%$665,068-0.04%$258,318QLD 100%
20192019-12-2.59%$629,6812.91%$258,422BTAL 100%
20192019-118.04%$646,3913.62%$251,126QLD 100%
20192019-10-0.55%$598,3062.21%$242,353BTAL 100%
20192019-09-2.39%$601,6061.95%$237,112BTAL 100%
20192019-088.93%$616,328-1.67%$232,586BTAL 100%
20192019-074.31%$565,8141.51%$236,547QLD 100%
20192019-06-3.48%$542,4246.96%$233,024BTAL 100%
20192019-056.72%$561,964-6.38%$217,863BTAL 100%
20192019-04-1.25%$526,5944.09%$232,703BTAL 100%
20192019-032.57%$533,2721.81%$223,570BTAL 100%
20192019-02-0.94%$519,9163.24%$219,595BTAL 100%
20192019-01-4.03%$524,8638.01%$212,700BTAL 100%
20182018-124.31%$546,876-8.80%$196,933BTAL 100%
20182018-11-0.23%$524,2991.85%$215,946BTAL 100%
20182018-105.59%$525,531-6.91%$212,014BTAL 100%
20182018-090.50%$497,6900.59%$227,752BTAL 100%
20182018-081.01%$495,2263.19%$226,406BTAL 100%
20182018-07-0.75%$490,2983.70%$219,403BTAL 100%
20182018-063.99%$493,9940.58%$211,565BTAL 100%
20182018-0511.27%$475,0232.43%$210,355QLD 100%
20182018-040.26%$426,9110.52%$205,363QLD 100%
20182018-03-8.69%$425,794-2.74%$204,307QLD 100%
20182018-02-3.43%$466,306-3.64%$210,065QLD 100%
20182018-0117.84%$482,8465.64%$217,991QLD 100%
20172017-120.89%$409,7571.21%$206,361QLD 100%
20172017-113.71%$406,1243.06%$203,888QLD 100%
20172017-109.12%$391,5962.36%$197,841QLD 100%
20172017-09-0.62%$358,8512.01%$193,287QLD 100%
20172017-083.57%$361,0870.29%$189,469QLD 100%
20172017-078.20%$348,6262.06%$188,918QLD 100%
20172017-06-5.14%$322,1950.64%$185,113QLD 100%
20172017-057.62%$339,6651.41%$183,940QLD 100%
20172017-041.22%$315,6110.99%$181,380BTAL 100%
20172017-032.07%$311,8220.13%$179,598BTAL 100%
20172017-028.76%$305,5063.93%$179,373QLD 100%
20172017-01-2.08%$280,8981.79%$172,592BTAL 100%
20162016-121.44%$286,8682.03%$169,558BTAL 100%
20162016-11-9.08%$282,7913.68%$166,189BTAL 100%
20162016-10-3.06%$311,041-1.73%$160,284QLD 100%
20162016-094.13%$320,8660.01%$163,112QLD 100%
20162016-081.91%$308,1490.12%$163,103QLD 100%
20162016-0714.60%$302,3653.65%$162,908QLD 100%
20162016-06-4.99%$263,8410.35%$157,175QLD 100%
20162016-058.67%$277,7011.70%$156,631QLD 100%
20162016-04-6.56%$255,5410.39%$154,011QLD 100%
20162016-0313.75%$273,4766.73%$153,406QLD 100%
20162016-02-0.18%$240,422-0.08%$143,738BTAL 100%
20162016-019.48%$240,848-4.98%$143,856BTAL 100%
20152015-123.35%$219,997-1.73%$151,394BTAL 100%
20152015-11-0.69%$212,8690.37%$154,056BTAL 100%
20152015-10-5.18%$214,3598.51%$153,495BTAL 100%
20152015-094.01%$226,061-2.55%$141,462BTAL 100%
20152015-082.51%$217,337-6.09%$145,167BTAL 100%
20152015-075.39%$212,0182.26%$154,589BTAL 100%
20152015-06-1.51%$201,167-2.03%$151,174BTAL 100%
20152015-05-0.47%$204,2521.29%$154,308BTAL 100%
20152015-04-4.03%$205,2100.98%$152,350BTAL 100%
20152015-030.00%$213,827-1.57%$150,866BTAL 100%
20152015-02-5.68%$213,8275.62%$153,273BTAL 100%
20152015-013.20%$226,699-2.96%$145,117BTAL 100%
20142014-122.94%$219,678-0.25%$149,548BTAL 100%
20142014-112.35%$213,4012.75%$149,928BTAL 100%
20142014-100.77%$208,5082.36%$145,920BTAL 100%
20142014-091.46%$206,912-1.38%$142,562BTAL 100%
20142014-0810.15%$203,9333.95%$144,556QLD 100%
20142014-072.09%$185,144-1.34%$139,068QLD 100%
20142014-066.23%$181,3482.06%$140,962QLD 100%
20142014-058.99%$170,7202.32%$138,111QLD 100%
20142014-04-1.09%$156,6430.70%$134,979QLD 100%
20142014-03-5.59%$158,3630.83%$134,047QLD 100%
20142014-0210.26%$167,7424.55%$132,944QLD 100%
20142014-01-4.08%$152,136-3.52%$127,157QLD 100%
20132013-125.82%$158,6022.59%$131,802QLD 100%
20132013-116.91%$149,8752.96%$128,472QLD 100%
20132013-1010.06%$140,1944.63%$124,774QLD 100%
20132013-099.56%$127,3753.16%$119,251QLD 100%
20132013-08-1.04%$116,260-3.00%$115,593QLD 100%
20132013-0713.06%$117,4865.17%$119,167QLD 100%
20132013-060.67%$103,919-1.33%$113,312BTAL 100%
20132013-057.11%$103,2242.36%$114,844QLD 100%
20132013-041.67%$96,3701.92%$112,195BTAL 100%
20132013-03-0.74%$94,7873.80%$110,081BTAL 100%
20132013-020.49%$95,4901.28%$106,054QLD 100%
20132013-015.31%$95,0295.12%$104,717QLD 100%
20122012-12-1.42%$90,2380.89%$99,618QLD 100%
20122012-112.41%$91,5340.57%$98,736QLD 100%
20122012-10-10.62%$89,380-1.82%$98,180QLD 100%

Trade History

Signal DateEarn Date AllocationPeriod Return
2026-07-312026-08-31BTAL 100%-3.71%
2026-06-302026-07-31BTAL 100%9.87%
2026-05-312026-06-30QLD 100%-1.66%
2026-04-302026-05-31QLD 100%21.48%
2026-03-312026-04-30QLD 100%32.87%
2026-02-282026-03-31QLD 100%-10.26%
2026-01-312026-02-28QLD 100%-5.19%
2025-12-312026-01-31QLD 100%1.85%
2025-11-302025-12-31QLD 100%-1.92%
2025-10-312025-11-30QLD 100%-3.92%
2025-09-302025-10-31QLD 100%8.95%
2025-08-312025-09-30QLD 100%10.48%
2025-07-312025-08-31QLD 100%1.18%
2025-06-302025-07-31QLD 100%4.30%
2025-05-312025-06-30QLD 100%12.52%
2025-04-302025-05-31QLD 100%18.23%
2025-03-312025-04-30QLD 100%-0.34%
2025-02-282025-03-31BTAL 100%6.76%
2025-01-312025-02-28BTAL 100%7.67%
2024-12-312025-01-31BTAL 100%-1.89%
2024-11-302024-12-31BTAL 100%1.41%
2024-10-312024-11-30QLD 100%10.10%
2024-09-302024-10-31QLD 100%-2.40%
2024-08-312024-09-30QLD 100%4.35%
2024-07-312024-08-31QLD 100%1.09%
2024-06-302024-07-31BTAL 100%-1.27%
2024-05-312024-06-30QLD 100%12.11%
2024-04-302024-05-31BTAL 100%1.31%
2024-03-312024-04-30BTAL 100%5.55%
2024-02-292024-03-31QLD 100%1.74%
2024-01-312024-02-29QLD 100%10.03%
2023-12-312024-01-31QLD 100%2.89%
2023-11-302023-12-31QLD 100%10.72%
2023-10-312023-11-30BTAL 100%-4.84%
2023-09-302023-10-31BTAL 100%6.19%
2023-08-312023-09-30QLD 100%-10.21%
2023-07-312023-08-31QLD 100%-3.98%
2023-06-302023-07-31QLD 100%7.22%
2023-05-312023-06-30QLD 100%12.32%
2023-04-302023-05-31QLD 100%15.24%
2023-03-312023-04-30QLD 100%0.34%
2023-02-282023-03-31BTAL 100%3.29%
2023-01-312023-02-28QLD 100%-1.74%
2022-12-312023-01-31QLD 100%21.20%
2022-11-302022-12-31BTAL 100%3.69%
2022-10-312022-11-30BTAL 100%-0.29%
2022-09-302022-10-31BTAL 100%1.92%
2022-08-312022-09-30BTAL 100%2.78%
2022-07-312022-08-31BTAL 100%-0.85%
2022-06-302022-07-31BTAL 100%-8.40%
2022-05-312022-06-30BTAL 100%7.56%
2022-04-302022-05-31BTAL 100%1.76%
2022-03-312022-04-30BTAL 100%8.51%
2022-02-282022-03-31BTAL 100%2.63%
2022-01-312022-02-28BTAL 100%-4.49%
2021-12-312022-01-31BTAL 100%5.23%
2021-11-302021-12-31BTAL 100%3.92%
2021-10-312021-11-30QLD 100%3.63%
2021-09-302021-10-31BTAL 100%-1.41%
2021-08-312021-09-30BTAL 100%-0.35%
2021-07-312021-08-31QLD 100%8.39%
2021-06-302021-07-31QLD 100%5.56%
2021-05-312021-06-30QLD 100%12.75%
2021-04-302021-05-31QLD 100%-2.82%
2021-03-312021-04-30QLD 100%11.84%
2021-02-282021-03-31QLD 100%2.31%
2021-01-312021-02-28QLD 100%-0.72%
2020-12-312021-01-31QLD 100%0.23%
2020-11-302020-12-31QLD 100%9.83%
2020-10-312020-11-30QLD 100%22.58%
2020-09-302020-10-31QLD 100%-6.71%
2020-08-312020-09-30QLD 100%-12.01%
2020-07-312020-08-31QLD 100%22.77%
2020-06-302020-07-31QLD 100%14.89%
2020-05-312020-06-30QLD 100%12.34%
2020-04-302020-05-31BTAL 100%1.25%
2020-03-312020-04-30BTAL 100%-3.39%
2020-02-292020-03-31BTAL 100%9.27%
2020-01-312020-02-29BTAL 100%0.43%
2019-12-312020-01-31QLD 100%5.62%
2019-11-302019-12-31BTAL 100%-2.59%
2019-10-312019-11-30QLD 100%8.04%
2019-09-302019-10-31BTAL 100%-0.55%
2019-08-312019-09-30BTAL 100%-2.39%
2019-07-312019-08-31BTAL 100%8.93%
2019-06-302019-07-31QLD 100%4.31%
2019-05-312019-06-30BTAL 100%-3.48%
2019-04-302019-05-31BTAL 100%6.72%
2019-03-312019-04-30BTAL 100%-1.25%
2019-02-282019-03-31BTAL 100%2.57%
2019-01-312019-02-28BTAL 100%-0.94%
2018-12-312019-01-31BTAL 100%-4.03%
2018-11-302018-12-31BTAL 100%4.31%
2018-10-312018-11-30BTAL 100%-0.23%
2018-09-302018-10-31BTAL 100%5.59%
2018-08-312018-09-30BTAL 100%0.50%
2018-07-312018-08-31BTAL 100%1.01%
2018-06-302018-07-31BTAL 100%-0.75%
2018-05-312018-06-30BTAL 100%3.99%
2018-04-302018-05-31QLD 100%11.27%
2018-03-312018-04-30QLD 100%0.26%
2018-02-282018-03-31QLD 100%-8.69%
2018-01-312018-02-28QLD 100%-3.43%
2017-12-312018-01-31QLD 100%17.84%
2017-11-302017-12-31QLD 100%0.89%
2017-10-312017-11-30QLD 100%3.71%
2017-09-302017-10-31QLD 100%9.12%
2017-08-312017-09-30QLD 100%-0.62%
2017-07-312017-08-31QLD 100%3.57%
2017-06-302017-07-31QLD 100%8.20%
2017-05-312017-06-30QLD 100%-5.14%
2017-04-302017-05-31QLD 100%7.62%
2017-03-312017-04-30BTAL 100%1.22%
2017-02-282017-03-31BTAL 100%2.07%
2017-01-312017-02-28QLD 100%8.76%
2016-12-312017-01-31BTAL 100%-2.08%
2016-11-302016-12-31BTAL 100%1.44%
2016-10-312016-11-30BTAL 100%-9.08%
2016-09-302016-10-31QLD 100%-3.06%
2016-08-312016-09-30QLD 100%4.13%
2016-07-312016-08-31QLD 100%1.91%
2016-06-302016-07-31QLD 100%14.60%
2016-05-312016-06-30QLD 100%-4.99%
2016-04-302016-05-31QLD 100%8.67%
2016-03-312016-04-30QLD 100%-6.56%
2016-02-292016-03-31QLD 100%13.75%
2016-01-312016-02-29BTAL 100%-0.18%
2015-12-312016-01-31BTAL 100%9.48%
2015-11-302015-12-31BTAL 100%3.35%
2015-10-312015-11-30BTAL 100%-0.69%
2015-09-302015-10-31BTAL 100%-5.18%
2015-08-312015-09-30BTAL 100%4.01%
2015-07-312015-08-31BTAL 100%2.51%
2015-06-302015-07-31BTAL 100%5.39%
2015-05-312015-06-30BTAL 100%-1.51%
2015-04-302015-05-31BTAL 100%-0.47%
2015-03-312015-04-30BTAL 100%-4.03%
2015-02-282015-03-31BTAL 100%0.00%
2015-01-312015-02-28BTAL 100%-5.68%
2014-12-312015-01-31BTAL 100%3.20%
2014-11-302014-12-31BTAL 100%2.94%
2014-10-312014-11-30BTAL 100%2.35%
2014-09-302014-10-31BTAL 100%0.77%
2014-08-312014-09-30BTAL 100%1.46%
2014-07-312014-08-31QLD 100%10.15%
2014-06-302014-07-31QLD 100%2.09%
2014-05-312014-06-30QLD 100%6.23%
2014-04-302014-05-31QLD 100%8.99%
2014-03-312014-04-30QLD 100%-1.09%
2014-02-282014-03-31QLD 100%-5.59%
2014-01-312014-02-28QLD 100%10.26%
2013-12-312014-01-31QLD 100%-4.08%
2013-11-302013-12-31QLD 100%5.82%
2013-10-312013-11-30QLD 100%6.91%
2013-09-302013-10-31QLD 100%10.06%
2013-08-312013-09-30QLD 100%9.56%
2013-07-312013-08-31QLD 100%-1.04%
2013-06-302013-07-31QLD 100%13.06%
2013-05-312013-06-30BTAL 100%0.67%
2013-04-302013-05-31QLD 100%7.11%
2013-03-312013-04-30BTAL 100%1.67%
2013-02-282013-03-31BTAL 100%-0.74%
2013-01-312013-02-28QLD 100%0.49%
2012-12-312013-01-31QLD 100%5.31%
2012-11-302012-12-31QLD 100%-1.42%
2012-10-312012-11-30QLD 100%2.41%
2012-09-302012-10-31QLD 100%-10.62%