Fixed-weight portfolio · Benchmark: TQQQ (buy & hold) · 2012-2026
Generated: 2026-09-23 08:43
| Strategy | Allocation | Capital ($10,000) | Data Start |
|---|---|---|---|
| HOLY_GRAILdaily | 65.00% | $6,500 | 2012-01-04 |
| Greenback_Cuemonthly | 35.00% | $3,500 | 2012-10-31 |
Look-through of each strategy's current target allocation, aggregated by ticker · signals 2026-08-31 .. 2026-09-23. 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 |
|---|---|---|---|
| TQQQ | 65.00% | $6,500 | HOLY_GRAIL 65.0% @2026-09-23 |
| BTAL | 35.00% | $3,500 | Greenback_Cue 35.0% @2026-08-31 |
Growth of $10,000 - logarithmic scale · monthly rebalance to target weights
Decline from the prior peak, on monthly equity
Actual daily NAV of the live paper-trader books (HOLY_GRAIL), blended at the portfolio weights · 2026-07-04 to 2026-09-22 · return +15.61%
Not in the paper trader (excluded, weights renormalized): Greenback_Cue
| Metric | Holy Grail Duo | TQQQ (buy & hold) |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $758,267,034 | $1,328,790 |
| Annualized Return (CAGR) | 123.13% | 41.80% |
| Standard Deviation | 56.99% | 54.84% |
| Best Year | 1425.83% | 198.05% |
| Worst Year | -11.01% | -79.09% |
| Max Drawdown (daily) | -- | -81.66% (2022-12-28) |
| Max Drawdown (monthly) | -20.78% (2022-12-31) | -79.09% (2022-12-31) |
| Sharpe Ratio | 1.63 | 0.88 |
| Sortino Ratio | 6.24 | 1.49 |
| Benchmark Correlation | 0.31 | 1.00 |
Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.83% a year over this window; Sortino's downside deviation is measured below that same rate.
| Year | Portfolio Return | Balance | TQQQ (buy & hold) Return | Balance |
|---|---|---|---|---|
| 2026 | 43.05% | $758,267,034 | 51.94% | $1,328,790 |
| 2025 | 101.81% | $530,073,475 | 34.35% | $874,570 |
| 2024 | 66.26% | $262,663,132 | 58.27% | $650,942 |
| 2023 | 198.10% | $157,979,253 | 198.05% | $411,292 |
| 2022 | 354.66% | $52,994,852 | -79.09% | $137,995 |
| 2021 | 105.46% | $11,655,978 | 82.98% | $659,947 |
| 2020 | 1425.83% | $5,673,058 | 110.05% | $360,664 |
| 2019 | 110.81% | $371,800 | 133.83% | $171,702 |
| 2018 | 40.55% | $176,369 | -19.79% | $73,429 |
| 2017 | 130.97% | $125,489 | 118.06% | $91,544 |
| 2016 | 24.93% | $54,332 | 11.38% | $41,981 |
| 2015 | 13.06% | $43,491 | 17.23% | $37,691 |
| 2014 | 85.58% | $38,466 | 57.09% | $32,151 |
| 2013 | 132.91% | $20,727 | 139.73% | $20,467 |
| 2012 | -11.01% | $8,899 | -14.63% | $8,537 |
| Year | Mo | Portfolio | Balance | TQQQ (buy & hold) | Balance |
|---|---|---|---|---|---|
| 2026 | 09 | 5.56% | $758,267,034 | 10.94% | $1,328,790 |
| 2026 | 08 | 7.37% | $718,352,369 | 11.30% | $1,197,802 |
| 2026 | 07 | -6.56% | $669,015,170 | -20.22% | $1,076,223 |
| 2026 | 06 | -5.35% | $715,987,375 | -3.99% | $1,349,026 |
| 2026 | 05 | 16.62% | $756,439,959 | 33.08% | $1,405,081 |
| 2026 | 04 | 26.50% | $648,611,310 | 52.45% | $1,055,805 |
| 2026 | 03 | 1.98% | $512,718,694 | -15.69% | $692,571 |
| 2026 | 02 | -7.22% | $502,765,357 | -8.30% | $821,485 |
| 2026 | 01 | 2.22% | $541,861,383 | 2.43% | $895,803 |
| 2025 | 12 | -2.74% | $530,073,475 | -3.19% | $874,570 |
| 2025 | 11 | -5.65% | $544,995,378 | -6.55% | $903,347 |
| 2025 | 10 | 11.51% | $577,622,903 | 12.88% | $966,618 |
| 2025 | 09 | 16.72% | $517,982,760 | 15.82% | $856,308 |
| 2025 | 08 | 1.27% | $443,782,593 | 1.30% | $739,329 |
| 2025 | 07 | 5.58% | $438,214,546 | 6.28% | $729,814 |
| 2025 | 06 | 16.67% | $415,059,043 | 18.90% | $686,709 |
| 2025 | 05 | 25.07% | $355,767,236 | 27.55% | $577,535 |
| 2025 | 04 | 6.43% | $284,461,196 | -4.22% | $452,788 |
| 2025 | 03 | 3.79% | $267,275,095 | -23.29% | $472,754 |
| 2025 | 02 | -4.15% | $257,504,245 | -9.43% | $616,310 |
| 2025 | 01 | 2.28% | $268,654,278 | 4.54% | $680,474 |
| 2024 | 12 | 0.08% | $262,663,132 | -0.62% | $650,942 |
| 2024 | 11 | 13.30% | $262,444,078 | 15.03% | $655,017 |
| 2024 | 10 | -3.56% | $231,641,158 | -4.19% | $569,420 |
| 2024 | 09 | 4.19% | $240,203,756 | 6.00% | $594,345 |
| 2024 | 08 | 1.26% | $230,535,014 | 0.48% | $560,727 |
| 2024 | 07 | -3.13% | $227,675,049 | -7.50% | $558,030 |
| 2024 | 06 | 18.89% | $235,022,446 | 18.51% | $603,306 |
| 2024 | 05 | 12.53% | $197,683,677 | 18.56% | $509,090 |
| 2024 | 04 | -7.36% | $175,672,862 | -14.33% | $429,384 |
| 2024 | 03 | 2.15% | $189,632,393 | 2.36% | $501,193 |
| 2024 | 02 | 13.04% | $185,646,162 | 14.67% | $489,656 |
| 2024 | 01 | 3.95% | $164,224,434 | 3.83% | $427,030 |
| 2023 | 12 | 23.87% | $157,979,253 | 16.08% | $411,292 |
| 2023 | 11 | 20.29% | $127,531,478 | 33.83% | $354,329 |
| 2023 | 10 | -2.28% | $106,016,950 | -7.97% | $264,758 |
| 2023 | 09 | -13.82% | $108,491,531 | -15.77% | $287,696 |
| 2023 | 08 | -5.50% | $125,892,444 | -6.33% | $341,576 |
| 2023 | 07 | 17.07% | $133,225,084 | 10.51% | $364,676 |
| 2023 | 06 | 13.23% | $113,797,712 | 18.36% | $329,987 |
| 2023 | 05 | 20.29% | $100,499,566 | 23.01% | $278,802 |
| 2023 | 04 | 0.09% | $83,546,478 | -0.04% | $226,652 |
| 2023 | 03 | 21.02% | $83,471,452 | 28.44% | $226,732 |
| 2023 | 02 | 7.91% | $68,973,698 | -3.40% | $176,522 |
| 2023 | 01 | 20.61% | $63,916,076 | 32.43% | $182,743 |
| 2022 | 12 | -6.10% | $52,994,852 | -26.19% | $137,995 |
| 2022 | 11 | -15.64% | $56,435,397 | 12.46% | $186,958 |
| 2022 | 10 | 20.74% | $66,894,827 | 8.44% | $166,246 |
| 2022 | 09 | 5.25% | $55,403,255 | -30.53% | $153,312 |
| 2022 | 08 | 7.55% | $52,638,082 | -16.64% | $220,683 |
| 2022 | 07 | 15.08% | $48,944,957 | 39.00% | $264,725 |
| 2022 | 06 | 26.14% | $42,532,939 | -27.38% | $190,449 |
| 2022 | 05 | 36.35% | $33,719,941 | -9.53% | $262,265 |
| 2022 | 04 | 48.02% | $24,729,782 | -37.21% | $289,880 |
| 2022 | 03 | 35.51% | $16,707,068 | 10.90% | $461,681 |
| 2022 | 02 | 9.03% | $12,328,777 | -15.15% | $416,291 |
| 2022 | 01 | -2.99% | $11,307,446 | -25.65% | $490,645 |
| 2021 | 12 | 2.50% | $11,655,978 | 1.74% | $659,947 |
| 2021 | 11 | 10.89% | $11,371,470 | 5.37% | $648,679 |
| 2021 | 10 | 15.46% | $10,254,685 | 24.56% | $615,628 |
| 2021 | 09 | -10.95% | $8,881,890 | -16.67% | $494,256 |
| 2021 | 08 | 11.14% | $9,973,956 | 12.62% | $593,131 |
| 2021 | 07 | 20.50% | $8,974,187 | 8.36% | $526,672 |
| 2021 | 06 | 17.07% | $7,447,538 | 19.41% | $486,043 |
| 2021 | 05 | -4.05% | $6,361,756 | -4.71% | $407,046 |
| 2021 | 04 | 15.82% | $6,630,269 | 17.97% | $427,162 |
| 2021 | 03 | 2.31% | $5,724,627 | 2.29% | $362,092 |
| 2021 | 02 | -1.16% | $5,595,450 | -1.38% | $353,998 |
| 2021 | 01 | -0.21% | $5,660,905 | -0.47% | $358,958 |
| 2020 | 12 | 13.22% | $5,673,058 | 15.05% | $360,664 |
| 2020 | 11 | 30.36% | $5,010,485 | 34.54% | $313,488 |
| 2020 | 10 | -9.03% | $3,843,656 | -10.28% | $233,003 |
| 2020 | 09 | 4.28% | $4,225,145 | -18.88% | $259,686 |
| 2020 | 08 | 40.16% | $4,051,787 | 35.17% | $320,114 |
| 2020 | 07 | 19.67% | $2,890,929 | 22.25% | $236,832 |
| 2020 | 06 | 68.58% | $2,415,753 | 17.98% | $193,723 |
| 2020 | 05 | 12.54% | $1,432,983 | 18.63% | $164,203 |
| 2020 | 04 | 22.09% | $1,273,311 | 46.45% | $138,413 |
| 2020 | 03 | 143.88% | $1,042,970 | -38.13% | $94,511 |
| 2020 | 02 | -7.01% | $427,660 | -17.77% | $152,756 |
| 2020 | 01 | 23.69% | $459,886 | 8.19% | $185,768 |
| 2019 | 12 | 11.36% | $371,800 | 11.37% | $171,702 |
| 2019 | 11 | 10.73% | $333,865 | 12.20% | $154,169 |
| 2019 | 10 | 7.89% | $301,513 | 12.43% | $137,411 |
| 2019 | 09 | 0.38% | $279,465 | 1.88% | $122,220 |
| 2019 | 08 | -1.94% | $278,413 | -7.79% | $119,960 |
| 2019 | 07 | 5.53% | $283,921 | 6.20% | $130,093 |
| 2019 | 06 | 8.24% | $269,040 | 23.00% | $122,498 |
| 2019 | 05 | -12.00% | $248,569 | -24.01% | $99,593 |
| 2019 | 04 | 12.64% | $282,456 | 16.64% | $131,065 |
| 2019 | 03 | 21.78% | $250,766 | 11.05% | $112,364 |
| 2019 | 02 | 5.24% | $205,917 | 8.57% | $101,183 |
| 2019 | 01 | 10.94% | $195,661 | 26.92% | $93,194 |
| 2018 | 12 | -6.43% | $176,369 | -26.83% | $73,429 |
| 2018 | 11 | -10.41% | $188,492 | -2.91% | $100,354 |
| 2018 | 10 | -2.64% | $210,401 | -26.61% | $103,363 |
| 2018 | 09 | -0.86% | $216,117 | -1.60% | $140,840 |
| 2018 | 08 | 11.85% | $218,002 | 17.69% | $143,136 |
| 2018 | 07 | 4.64% | $194,897 | 7.56% | $121,616 |
| 2018 | 06 | 5.86% | $186,255 | 2.18% | $113,064 |
| 2018 | 05 | 15.00% | $175,937 | 17.00% | $110,648 |
| 2018 | 04 | -2.35% | $152,986 | -0.42% | $94,573 |
| 2018 | 03 | -11.77% | $156,662 | -13.42% | $94,975 |
| 2018 | 02 | -5.19% | $177,568 | -6.16% | $109,698 |
| 2018 | 01 | 49.25% | $187,295 | 27.70% | $116,904 |
| 2017 | 12 | 1.08% | $125,489 | 1.18% | $91,544 |
| 2017 | 11 | 7.16% | $124,145 | 5.50% | $90,475 |
| 2017 | 10 | 12.13% | $115,850 | 13.74% | $85,756 |
| 2017 | 09 | -0.91% | $103,321 | -1.06% | $75,396 |
| 2017 | 08 | 4.53% | $104,269 | 5.04% | $76,201 |
| 2017 | 07 | 11.05% | $99,749 | 12.56% | $72,545 |
| 2017 | 06 | -3.03% | $89,820 | -8.07% | $64,448 |
| 2017 | 05 | 23.10% | $92,624 | 11.43% | $70,103 |
| 2017 | 04 | 5.66% | $75,245 | 8.07% | $62,910 |
| 2017 | 03 | 5.78% | $71,214 | 5.64% | $58,211 |
| 2017 | 02 | 8.64% | $67,323 | 13.39% | $55,103 |
| 2017 | 01 | 14.05% | $61,968 | 15.76% | $48,596 |
| 2016 | 12 | 2.19% | $54,332 | 2.60% | $41,981 |
| 2016 | 11 | -2.47% | $53,168 | 1.10% | $40,918 |
| 2016 | 10 | -4.08% | $54,513 | -4.61% | $40,473 |
| 2016 | 09 | 5.22% | $56,831 | 5.80% | $42,429 |
| 2016 | 08 | 9.44% | $54,010 | 2.99% | $40,103 |
| 2016 | 07 | 16.91% | $49,350 | 22.52% | $38,938 |
| 2016 | 06 | -15.90% | $42,211 | -7.83% | $31,782 |
| 2016 | 05 | 12.29% | $50,189 | 12.84% | $34,481 |
| 2016 | 04 | 0.27% | $44,695 | -9.56% | $30,557 |
| 2016 | 03 | 18.44% | $44,575 | 20.97% | $33,788 |
| 2016 | 02 | -2.88% | $37,634 | -6.04% | $27,931 |
| 2016 | 01 | -10.90% | $38,750 | -21.13% | $29,726 |
| 2015 | 12 | -6.26% | $43,491 | -5.77% | $37,691 |
| 2015 | 11 | 0.61% | $46,396 | 1.31% | $39,998 |
| 2015 | 10 | 15.65% | $46,117 | 37.23% | $39,480 |
| 2015 | 09 | 8.43% | $39,877 | -8.13% | $28,769 |
| 2015 | 08 | -16.74% | $36,776 | -21.28% | $31,316 |
| 2015 | 07 | 10.58% | $44,169 | 13.35% | $39,783 |
| 2015 | 06 | -5.50% | $39,943 | -7.65% | $35,098 |
| 2015 | 05 | 3.96% | $42,267 | 6.35% | $38,005 |
| 2015 | 04 | 1.94% | $40,655 | 5.16% | $35,735 |
| 2015 | 03 | -4.85% | $39,880 | -7.46% | $33,982 |
| 2015 | 02 | 12.80% | $41,914 | 22.74% | $36,721 |
| 2015 | 01 | -3.40% | $37,158 | -6.95% | $29,918 |
| 2014 | 12 | 3.78% | $38,466 | -7.51% | $32,151 |
| 2014 | 11 | 12.96% | $37,063 | 14.30% | $34,762 |
| 2014 | 10 | 4.22% | $32,809 | 6.58% | $30,414 |
| 2014 | 09 | -1.73% | $31,482 | -2.78% | $28,537 |
| 2014 | 08 | 17.57% | $32,035 | 15.47% | $29,352 |
| 2014 | 07 | 0.22% | $27,248 | 3.05% | $25,420 |
| 2014 | 06 | 20.03% | $27,188 | 9.46% | $24,668 |
| 2014 | 05 | 11.91% | $22,652 | 13.50% | $22,536 |
| 2014 | 04 | -1.70% | $20,241 | -2.03% | $19,855 |
| 2014 | 03 | -7.40% | $20,592 | -8.37% | $20,267 |
| 2014 | 02 | 13.60% | $22,238 | 15.40% | $22,117 |
| 2014 | 01 | -5.56% | $19,575 | -6.36% | $19,166 |
| 2013 | 12 | 7.80% | $20,727 | 8.86% | $20,467 |
| 2013 | 11 | 9.11% | $19,228 | 10.34% | $18,801 |
| 2013 | 10 | 13.06% | $17,622 | 14.70% | $17,040 |
| 2013 | 09 | 13.04% | $15,587 | 14.91% | $14,857 |
| 2013 | 08 | -1.46% | $13,789 | -1.69% | $12,929 |
| 2013 | 07 | 17.67% | $13,994 | 20.14% | $13,151 |
| 2013 | 06 | -4.98% | $11,892 | -8.02% | $10,947 |
| 2013 | 05 | 18.18% | $12,515 | 10.71% | $11,901 |
| 2013 | 04 | 5.09% | $10,590 | 6.94% | $10,750 |
| 2013 | 03 | 5.42% | $10,077 | 8.74% | $10,053 |
| 2013 | 02 | 0.55% | $9,559 | 0.59% | $9,245 |
| 2013 | 01 | 6.83% | $9,507 | 7.65% | $9,190 |
| 2012 | 12 | -6.46% | $8,899 | -1.93% | $8,537 |
| 2012 | 11 | 9.10% | $9,513 | 3.19% | $8,705 |
| 2012 | 10 | -12.80% | $8,720 | -15.63% | $8,437 |