The Holy Grail Performance Report

daily rebalance · Benchmark: SPY · 2012-01-03 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 $1,000 — logarithmic scale

Drawdown

Decline from the prior peak, on daily equity

Performance Summary

MetricThe Holy GrailSPY
Start Balance$1,000$1,000
End Balance$1,913,568,756$7,788
Annualized Return (CAGR)169.62%15.11%
Standard Deviation62.56%16.55%
Best Year3353.50%32.31%
Worst Year13.75%-18.18%
Maximum Drawdown (Daily)-46.83% (2022-12-28)-33.72% (2020-03-23)
Maximum Drawdown (Monthly)-33.79% (2016-02-29)-23.93% (2022-09-30)
Sharpe Ratio1.860.83
Sortino Ratio2.831.03

Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.69% a year over this window; Sortino's downside deviation is measured below that same rate.

Annual Returns

YearStrategy ReturnBalance SPY ReturnBalance
202633.26%$1,913,568,75613.91%$7,800
2025112.72%$1,435,936,06717.72%$6,848
202469.15%$675,039,64724.89%$5,817
2023291.39%$399,077,52326.18%$4,658
2022693.39%$101,963,090-18.18%$3,692
2021136.62%$12,851,49828.73%$4,512
20203353.50%$5,431,23518.33%$3,505
2019173.73%$157,26831.22%$2,962
201838.86%$57,455-4.57%$2,257
2017193.86%$41,37521.71%$2,365
201617.92%$14,08012.00%$1,943
201513.75%$11,9401.23%$1,735
2014114.60%$10,49713.46%$1,714
2013168.82%$4,89132.31%$1,511
201281.96%$1,82014.17%$1,142

Current Allocation

Signal date: 2026-08-17

TickerWeight
TQQQ100.0%

Allocation History

StartEndDaysP&LAllocation
2026-07-312026-08-171221.31%TQQQ 100%
2026-07-302026-07-30116.21%TECL 100%
2026-06-042026-07-2938-33.13%TQQQ 100%
2026-06-022026-06-032-2.90%UVXY 100%
2026-05-182026-06-011014.20%TQQQ 100%
2026-05-142026-05-152-2.59%UVXY 100%
2026-05-132026-05-1313.04%TQQQ 100%
2026-05-062026-05-125-4.59%UVXY 100%
2026-04-292026-05-05510.95%TQQQ 100%
2026-04-272026-04-282-7.73%UVXY 100%
2026-04-242026-04-2415.64%TQQQ 100%
2026-04-232026-04-231-0.99%UVXY 100%
2026-04-222026-04-2214.90%TQQQ 100%
2026-04-172026-04-2132.57%UVXY 100%
2026-04-092026-04-16617.56%TQQQ 100%
2026-04-022026-04-0840.15%BSV 100%
2026-04-012026-04-011-3.78%SQQQ 100%
2026-03-302026-03-3126.30%TECL 100%
2026-03-242026-03-27413.75%SQQQ 100%
2026-03-232026-03-2313.99%TECL 100%
2026-03-132026-03-2067.96%SQQQ 100%
2026-03-102026-03-123-5.18%TQQQ 100%
2026-03-092026-03-091-3.89%SQQQ 100%
2026-03-052026-03-062-5.41%TQQQ 100%
2026-03-042026-03-041-4.46%SQQQ 100%
2025-09-242026-03-03110-6.01%TQQQ 100%
2025-09-232025-09-2311.58%UVXY 100%
2025-05-212025-09-228548.14%TQQQ 100%
2025-05-192025-05-2020.14%UVXY 100%
2025-04-252025-05-161637.03%TQQQ 100%
2025-04-152025-04-2470.44%BSV 100%
2025-04-142025-04-141-2.13%SQQQ 100%
2025-04-102025-04-112-0.38%BSV 100%
2025-04-042025-04-0946.23%TECL 100%
2025-03-272025-04-0360.90%BSV 100%
2025-03-252025-03-262-3.88%TQQQ 100%
2025-03-202025-03-243-0.10%BSV 100%
2025-03-172025-03-193-0.90%SQQQ 100%
2025-03-112025-03-1445.83%TECL 100%
2025-03-102025-03-1010.28%BSV 100%
2025-03-072025-03-0714.06%TECL 100%
2025-03-062025-03-0610.03%BSV 100%
2025-03-042025-03-0523.56%TECL 100%
2025-03-032025-03-031-6.46%TQQQ 100%
2025-02-282025-02-2813.34%TECL 100%
2024-09-112025-02-2711618.80%TQQQ 100%
2024-09-102024-09-1010.18%BSV 100%
2024-09-092024-09-0914.42%TECL 100%
2024-08-092024-09-0620-1.84%TQQQ 100%
2024-08-062024-08-0839.21%TECL 100%
2024-07-122024-08-0517-32.43%TQQQ 100%
2024-07-092024-07-1130.09%UVXY 100%
2024-06-212024-07-08119.85%TQQQ 100%
2024-06-132024-06-2057.88%UVXY 100%
2024-01-292024-06-129530.27%TQQQ 100%
2024-01-262024-01-261-1.18%UVXY 100%
2023-12-212024-01-252316.36%TQQQ 100%
2023-12-182023-12-20311.69%UVXY 100%
2023-11-012023-12-153250.21%TQQQ 100%
2023-10-312023-10-3112.55%SOXL 100%
2023-10-272023-10-3024.85%TECL 100%
2023-07-212023-10-2669-28.10%TQQQ 100%
2023-07-192023-07-2022.95%UVXY 100%
2023-06-202023-07-182013.89%TQQQ 100%
2023-06-162023-06-161-5.78%UVXY 100%
2023-03-162023-06-156481.06%TQQQ 100%
2023-03-132023-03-1531.09%BSV 100%
2023-02-212023-03-101413.20%SQQQ 100%
2023-01-112023-02-172730.02%TQQQ 100%
2023-01-092023-01-1020.05%BSV 100%
2022-12-302023-01-065-2.71%SQQQ 100%
2022-12-282022-12-2922.35%TECL 100%
2022-12-232022-12-2723.83%SQQQ 100%
2022-12-222022-12-221-0.03%BSV 100%
2022-12-202022-12-212-3.84%SQQQ 100%
2022-12-152022-12-193-0.11%BSV 100%
2022-12-142022-12-141-2.37%TQQQ 100%
2022-12-072022-12-1350.40%BSV 100%
2022-11-112022-12-0617-2.94%TQQQ 100%
2022-11-032022-11-106-20.26%SQQQ 100%
2022-10-312022-11-023-16.13%TQQQ 100%
2022-10-282022-10-281-0.15%BSV 100%
2022-10-242022-10-274-3.26%TQQQ 100%
2022-10-182022-10-214-6.76%SQQQ 100%
2022-10-172022-10-1715.77%SOXL 100%
2022-10-142022-10-1418.92%SQQQ 100%
2022-10-122022-10-1328.04%TECL 100%
2022-10-042022-10-11610.94%SQQQ 100%
2022-09-302022-10-0322.77%TECL 100%
2022-09-292022-09-2918.33%SQQQ 100%
2022-09-222022-09-285-5.76%TECL 100%
2022-09-082022-09-211014.00%SQQQ 100%
2022-09-012022-09-074-2.88%TECL 100%
2022-08-232022-08-31714.80%SQQQ 100%
2022-07-152022-08-222727.98%TQQQ 100%
2022-07-142022-07-141-1.07%SQQQ 100%
2022-07-072022-07-135-3.63%TQQQ 100%
2022-07-062022-07-061-0.40%BSV 100%
2022-07-052022-07-0512.16%SOXL 100%
2022-07-012022-07-0110.43%BSV 100%
2022-06-292022-06-3023.65%SQQQ 100%
2022-06-272022-06-282-0.13%BSV 100%
2022-06-222022-06-243-13.81%SQQQ 100%
2022-06-212022-06-2118.03%SOXL 100%
2022-06-172022-06-1712.47%TECL 100%
2022-06-162022-06-16111.70%SQQQ 100%
2022-06-142022-06-1528.08%TECL 100%
2022-06-102022-06-13225.83%SQQQ 100%
2022-05-312022-06-098-9.91%TQQQ 100%
2022-05-252022-05-2730.23%BSV 100%
2022-05-162022-05-24713.16%SQQQ 100%
2022-05-122022-05-1326.70%TECL 100%
2022-05-112022-05-1118.91%SQQQ 100%
2022-05-102022-05-1014.43%TECL 100%
2022-04-292022-05-09728.28%SQQQ 100%
2022-04-272022-04-28216.74%TECL 100%
2022-04-142022-04-26826.98%SQQQ 100%
2022-04-122022-04-1325.81%SOXL 100%
2022-04-112022-04-1117.10%SQQQ 100%
2022-03-172022-04-08177.02%TQQQ 100%
2022-03-102022-03-165-6.72%SQQQ 100%
2022-03-092022-03-09111.92%TECL 100%
2022-03-032022-03-08422.40%SQQQ 100%
2022-03-012022-03-022-0.17%BSV 100%
2022-02-252022-02-282-5.98%SQQQ 100%
2022-02-242022-02-24110.01%TECL 100%
2022-02-112022-02-23826.24%SQQQ 100%
2022-02-102022-02-101-6.63%TQQQ 100%
2022-02-012022-02-097-4.60%SQQQ 100%
2022-01-312022-01-31116.06%SOXL 100%
2022-01-202022-01-287-3.87%TECL 100%
2022-01-192022-01-1913.48%SQQQ 100%
2021-11-102022-01-1847-19.82%TQQQ 100%
2021-11-042021-11-09410.66%UVXY 100%
2021-07-162021-11-037827.30%TQQQ 100%
2021-07-152021-07-1512.29%UVXY 100%
2021-07-092021-07-1443.47%TQQQ 100%
2021-07-062021-07-08313.86%UVXY 100%
2020-09-042021-07-0220871.56%TQQQ 100%
2020-08-312020-09-03436.90%UVXY 100%
2020-08-282020-08-2811.55%TQQQ 100%
2020-08-272020-08-2714.53%UVXY 100%
2020-06-122020-08-265388.83%TQQQ 100%
2020-06-102020-06-11248.94%UVXY 100%
2020-04-072020-06-094483.12%TQQQ 100%
2020-03-252020-04-0691.03%BSV 100%
2020-03-232020-03-24225.88%TECL 100%
2020-03-192020-03-202-1.62%SOXL 100%
2020-03-182020-03-1817.42%SQQQ 100%
2020-03-172020-03-1718.54%TECL 100%
2020-03-162020-03-16132.74%SQQQ 100%
2020-03-132020-03-13135.51%TECL 100%
2020-03-122020-03-12127.65%SQQQ 100%
2020-03-112020-03-111-0.35%BSV 100%
2020-03-102020-03-10118.99%TECL 100%
2020-02-212020-03-0912-46.62%TQQQ 100%
2020-02-202020-02-2015.13%UVXY 100%
2020-01-272020-02-191719.46%TQQQ 100%
2020-01-212020-01-24410.36%UVXY 100%
2020-01-152020-01-1734.39%TQQQ 100%
2020-01-142020-01-141-0.90%UVXY 100%
2020-01-062020-01-1369.57%TQQQ 100%
2020-01-032020-01-0317.25%UVXY 100%
2019-12-312020-01-0225.55%TQQQ 100%
2019-12-202019-12-3069.22%UVXY 100%
2019-06-102019-12-1913649.78%TQQQ 100%
2019-06-052019-06-0730.12%BSV 100%
2019-06-032019-06-0424.03%TECL 100%
2019-05-312019-05-311-4.34%SOXL 100%
2019-05-302019-05-3011.84%TECL 100%
2019-05-242019-05-293-3.96%SOXL 100%
2019-05-152019-05-237-4.24%TQQQ 100%
2019-05-142019-05-1414.85%TECL 100%
2019-05-012019-05-139-17.05%TQQQ 100%
2019-04-262019-04-303-2.78%UVXY 100%
2019-04-252019-04-2511.12%TQQQ 100%
2019-04-242019-04-2413.41%UVXY 100%
2019-03-252019-04-232120.09%TQQQ 100%
2019-03-222019-03-22117.44%UVXY 100%
2019-03-122019-03-21814.27%TQQQ 100%
2019-03-082019-03-1120.03%BSV 100%
2019-01-082019-03-074125.17%TQQQ 100%
2018-12-272019-01-0770.38%BSV 100%
2018-12-202018-12-264-7.16%TECL 100%
2018-12-062018-12-19100.63%BSV 100%
2018-11-292018-12-044-5.35%TQQQ 100%
2018-11-272018-11-2820.12%BSV 100%
2018-11-232018-11-262-4.79%SQQQ 100%
2018-11-212018-11-2111.83%TECL 100%
2018-11-152018-11-2040.15%BSV 100%
2018-11-132018-11-1422.34%SQQQ 100%
2018-11-122018-11-1210.09%BSV 100%
2018-11-082018-11-092-6.70%TQQQ 100%
2018-11-052018-11-073-10.44%SQQQ 100%
2018-11-012018-11-022-0.07%BSV 100%
2018-10-312018-10-311-6.72%SQQQ 100%
2018-10-302018-10-3013.16%TECL 100%
2018-10-262018-10-292-8.11%SOXL 100%
2018-10-252018-10-2519.66%TECL 100%
2018-10-232018-10-24215.03%SQQQ 100%
2018-10-222018-10-2211.95%SOXL 100%
2018-10-192018-10-1910.60%SQQQ 100%
2018-10-172018-10-182-6.63%TQQQ 100%
2018-10-162018-10-1619.01%TECL 100%
2018-10-152018-10-151-2.67%SOXL 100%
2018-10-112018-10-1224.58%TECL 100%
2018-06-082018-10-1087-7.33%TQQQ 100%
2018-06-072018-06-0712.16%UVXY 100%
2018-04-042018-06-064536.37%TQQQ 100%
2018-04-032018-04-031-0.10%BSV 100%
2018-01-302018-04-0243-26.97%TQQQ 100%
2018-01-292018-01-29114.21%UVXY 100%
2018-01-252018-01-2624.33%TQQQ 100%
2018-01-182018-01-2453.85%UVXY 100%
2018-01-172018-01-1713.15%TQQQ 100%
2018-01-162018-01-16112.46%UVXY 100%
2017-11-102018-01-124321.68%TQQQ 100%
2017-11-082017-11-0922.95%UVXY 100%
2017-06-072017-11-0710822.28%TQQQ 100%
2017-06-052017-06-0625.42%UVXY 100%
2017-05-182017-06-021116.80%TQQQ 100%
2017-05-082017-05-17820.53%UVXY 100%
2017-05-042017-05-0521.19%TQQQ 100%
2017-05-012017-05-033-3.46%UVXY 100%
2017-03-032017-04-284012.36%TQQQ 100%
2017-03-022017-03-0210.42%UVXY 100%
2017-03-012017-03-0113.23%TQQQ 100%
2017-02-132017-02-28111.78%UVXY 100%
2017-01-312017-02-1096.09%TQQQ 100%
2017-01-262017-01-3034.56%UVXY 100%
2016-08-032017-01-2512128.20%TQQQ 100%
2016-08-022016-08-0217.70%UVXY 100%
2016-07-072016-08-011822.09%TQQQ 100%
2016-07-062016-07-061-0.04%BSV 100%
2016-07-052016-07-051-1.77%TQQQ 100%
2016-06-292016-07-0130.10%BSV 100%
2016-06-272016-06-282-0.77%TECL 100%
2016-06-242016-06-241-12.25%TQQQ 100%
2016-06-232016-06-231-4.07%SQQQ 100%
2016-06-142016-06-227-0.12%BSV 100%
2016-05-232016-06-13154.15%TQQQ 100%
2016-05-182016-05-203-2.87%SQQQ 100%
2016-05-172016-05-171-0.12%BSV 100%
2016-05-132016-05-162-2.65%SQQQ 100%
2016-05-092016-05-124-0.02%BSV 100%
2016-05-052016-05-0622.09%TECL 100%
2016-05-032016-05-0424.69%SQQQ 100%
2016-04-292016-05-022-0.55%TECL 100%
2016-04-252016-04-2847.54%SQQQ 100%
2016-02-182016-04-224619.62%TQQQ 100%
2016-02-162016-02-172-0.09%BSV 100%
2016-02-092016-02-1242.29%TECL 100%
2016-02-032016-02-0840.22%BSV 100%
2016-02-022016-02-021-6.35%TQQQ 100%
2016-01-272016-02-0140.12%BSV 100%
2016-01-262016-01-261-2.65%SQQQ 100%
2016-01-252016-01-251-0.01%BSV 100%
2016-01-192016-01-2247.80%TECL 100%
2016-01-152016-01-151-13.48%SOXL 100%
2016-01-142016-01-1415.57%TECL 100%
2016-01-132016-01-131-9.48%SOXL 100%
2016-01-082016-01-1232.73%TECL 100%
2016-01-072016-01-071-10.24%SOXL 100%
2016-01-052016-01-0623.83%SQQQ 100%
2015-12-222016-01-048-4.22%TQQQ 100%
2015-12-212015-12-211-3.23%SQQQ 100%
2015-10-302015-12-1835-10.36%TQQQ 100%
2015-10-292015-10-2912.59%UVXY 100%
2015-10-062015-10-281725.22%TQQQ 100%
2015-10-012015-10-0530.12%BSV 100%
2015-09-292015-09-3024.38%TECL 100%
2015-09-282015-09-2818.73%SQQQ 100%
2015-09-232015-09-253-0.06%BSV 100%
2015-09-152015-09-226-2.59%TQQQ 100%
2015-09-032015-09-1470.02%BSV 100%
2015-08-312015-09-0233.98%SQQQ 100%
2015-08-282015-08-281-0.12%BSV 100%
2015-08-272015-08-271-7.66%SQQQ 100%
2015-08-212015-08-264-12.46%TECL 100%
2014-12-022015-08-201813.47%TQQQ 100%
2014-11-282014-12-01214.39%UVXY 100%
2014-10-202014-11-262844.79%TQQQ 100%
2014-10-162014-10-1721.83%TECL 100%
2014-09-042014-10-1530-20.50%TQQQ 100%
2014-09-032014-09-031-2.36%UVXY 100%
2014-08-292014-09-0222.01%TQQQ 100%
2014-08-272014-08-2824.87%UVXY 100%
2014-07-092014-08-263516.81%TQQQ 100%
2014-07-012014-07-085-2.67%UVXY 100%
2014-06-132014-06-30126.85%TQQQ 100%
2014-06-092014-06-12413.67%UVXY 100%
2013-05-232014-06-0626294.97%TQQQ 100%
2013-05-202013-05-2236.90%UVXY 100%
2013-05-172013-05-1712.82%TQQQ 100%
2013-05-162013-05-1611.88%UVXY 100%
2013-01-022013-05-159342.28%TQQQ 100%
2012-12-242012-12-315-0.20%SQQQ 100%
2012-12-182012-12-2140.00%TQQQ 100%
2012-12-172012-12-171-4.01%SQQQ 100%
2012-11-262012-12-1415-1.20%TQQQ 100%
2012-11-232012-11-231-4.54%SQQQ 100%
2012-11-202012-11-212-0.06%BSV 100%
2012-11-092012-11-1972.98%TECL 100%
2012-11-052012-11-0849.07%SQQQ 100%
2012-11-022012-11-021-3.66%TQQQ 100%
2012-11-012012-11-0114.77%TECL 100%
2012-10-312012-10-3111.90%SQQQ 100%
2012-10-242012-10-263-1.85%TECL 100%
2012-08-222012-10-2344-12.07%TQQQ 100%
2012-08-172012-08-213-0.75%UVXY 100%
2012-06-052012-08-165237.56%TQQQ 100%
2012-06-042012-06-0410.63%TECL 100%
2012-03-292012-06-0145-31.06%TQQQ 100%
2012-03-272012-03-28221.25%UVXY 100%
2012-03-232012-03-2625.08%TQQQ 100%
2012-03-202012-03-223-16.84%UVXY 100%
2012-03-012012-03-191312.80%TQQQ 100%
2012-02-292012-02-291-3.51%UVXY 100%
2012-02-162012-02-2889.45%TQQQ 100%
2012-02-142012-02-15218.02%UVXY 100%
2012-02-132012-02-1312.69%TQQQ 100%
2012-02-022012-02-10712.21%UVXY 100%
2012-01-272012-02-0144.00%TQQQ 100%
2012-01-262012-01-2610.00%UVXY 100%
2012-01-042012-01-251519.51%TQQQ 100%