Inflation Gate 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

MetricInflation GateSPY
Start Balance$1,000$1,000
End Balance$2,424,171$7,788
Annualized Return (CAGR)70.64%15.11%
Standard Deviation46.26%16.55%
Best Year307.54%32.31%
Worst Year8.58%-18.18%
Maximum Drawdown (Daily)-56.99% (2025-04-08)-33.72% (2020-03-23)
Maximum Drawdown (Monthly)-38.95% (2025-04-30)-23.93% (2022-09-30)
Sharpe Ratio1.350.83
Sortino Ratio1.741.03

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
202634.33%$2,424,17113.91%$7,800
202517.91%$1,804,66917.72%$6,848
202492.48%$1,530,53724.89%$5,817
202382.14%$795,15626.18%$4,658
20228.58%$436,564-18.18%$3,692
202180.71%$402,05928.73%$4,512
2020307.54%$222,48818.33%$3,505
2019141.21%$54,59331.22%$2,962
2018104.55%$22,633-4.57%$2,257
201752.76%$11,06521.71%$2,365
201659.69%$7,24312.00%$1,943
201525.34%$4,5361.23%$1,735
201497.49%$3,61913.46%$1,714
201329.43%$1,83232.31%$1,511
201241.57%$1,41614.17%$1,142

Current Allocation

Signal date: 2026-08-17

TickerWeight
BTAL100.0%

Allocation History

StartEndDaysP&LAllocation
2026-07-212026-08-1720-2.60%BTAL 100%
2026-07-202026-07-2010.18%TQQQ 100%
2026-07-172026-07-1711.94%BTAL 100%
2026-07-162026-07-161-4.97%TQQQ 100%
2026-07-142026-07-152-2.45%BTAL 100%
2026-07-102026-07-132-4.85%TQQQ 100%
2026-07-092026-07-091-2.20%BTAL 100%
2026-06-252026-07-089-0.79%TQQQ 100%
2026-06-232026-06-2423.02%BTAL 100%
2026-06-222026-06-221-0.35%TQQQ 100%
2026-06-182026-06-181-2.92%BTAL 100%
2026-05-212026-06-17191.35%TQQQ 100%
2026-05-202026-05-201-2.06%BTAL 100%
2026-03-312026-05-193592.48%TQQQ 100%
2026-03-232026-03-3061.41%BTAL 100%
2025-01-272026-03-202890.14%TQQQ 100%
2024-12-172025-01-2425-0.37%BTAL 100%
2024-11-262024-12-161418.67%TQQQ 100%
2024-11-222024-11-252-2.92%BTAL 100%
2024-11-202024-11-2120.87%TQQQ 100%
2024-11-132024-11-195-0.88%BTAL 100%
2024-11-052024-11-12616.91%TQQQ 100%
2024-11-042024-11-041-0.66%BTAL 100%
2024-05-032024-11-0112733.49%TQQQ 100%
2024-05-012024-05-022-1.05%BTAL 100%
2024-04-302024-04-301-5.72%TQQQ 100%
2024-04-162024-04-29100.11%BTAL 100%
2024-04-152024-04-151-5.02%TQQQ 100%
2024-04-112024-04-1220.60%BTAL 100%
2023-11-282024-04-109234.85%TQQQ 100%
2023-11-272023-11-271-0.20%BTAL 100%
2023-11-202023-11-2442.36%TQQQ 100%
2023-11-162023-11-1720.15%BTAL 100%
2023-11-152023-11-1510.28%TQQQ 100%
2023-11-102023-11-143-1.90%BTAL 100%
2023-11-092023-11-091-2.38%TQQQ 100%
2023-07-282023-11-087312.89%BTAL 100%
2023-07-202023-07-276-7.38%TQQQ 100%
2023-07-172023-07-193-1.71%BTAL 100%
2023-07-142023-07-141-0.09%TQQQ 100%
2023-06-052023-07-1327-8.44%BTAL 100%
2023-06-022023-06-0212.25%TQQQ 100%
2023-05-222023-06-018-3.44%BTAL 100%
2023-03-142023-05-194849.67%TQQQ 100%
2023-02-062023-03-13254.90%BTAL 100%
2023-02-022023-02-0324.63%TQQQ 100%
2023-01-312023-02-012-2.26%BTAL 100%
2023-01-252023-01-3041.53%TQQQ 100%
2023-01-232023-01-242-1.14%BTAL 100%
2023-01-202023-01-2018.17%TQQQ 100%
2023-01-172023-01-1930.24%BTAL 100%
2023-01-132023-01-1311.98%TQQQ 100%
2022-12-062023-01-1226-0.88%BTAL 100%
2022-12-052022-12-051-5.04%TQQQ 100%
2022-08-032022-12-02865.31%BTAL 100%
2022-07-292022-08-0234.36%TQQQ 100%
2022-03-252022-07-288611.05%BTAL 100%
2022-03-242022-03-2416.48%TQQQ 100%
2022-03-222022-03-232-0.33%BTAL 100%
2022-03-182022-03-2125.45%TQQQ 100%
2022-03-172022-03-171-1.77%BTAL 100%
2022-03-012022-03-1612-7.66%TQQQ 100%
2022-01-132022-02-2831-0.72%BTAL 100%
2022-01-122022-01-1211.14%TQQQ 100%
2022-01-062022-01-1140.11%BTAL 100%
2021-04-142022-01-0518635.15%TQQQ 100%
2021-04-122021-04-1320.88%BTAL 100%
2021-04-092021-04-0911.81%TQQQ 100%
2021-04-062021-04-083-0.18%BTAL 100%
2021-04-052021-04-0516.01%TQQQ 100%
2021-03-302021-04-013-1.61%BTAL 100%
2021-03-252021-03-2933.80%TQQQ 100%
2021-03-152021-03-2484.52%BTAL 100%
2021-03-112021-03-1224.28%TQQQ 100%
2021-03-042021-03-105-0.53%BTAL 100%
2021-03-032021-03-031-8.67%TQQQ 100%
2021-02-222021-03-027-5.25%BTAL 100%
2020-03-242021-02-19230488.55%TQQQ 100%
2020-03-112020-03-239-2.33%BTAL 100%
2019-01-302020-03-1028069.04%TQQQ 100%
2019-01-292019-01-2910.23%BTAL 100%
2019-01-022019-01-281816.39%TQQQ 100%
2018-12-212018-12-316-0.02%BTAL 100%
2018-12-202018-12-201-4.02%TQQQ 100%
2018-12-112018-12-1971.05%BTAL 100%
2018-12-102018-12-1013.13%TQQQ 100%
2018-09-142018-12-07596.70%BTAL 100%
2018-08-032018-09-13297.40%TQQQ 100%
2018-08-022018-08-0210.00%BTAL 100%
2018-07-302018-08-013-1.06%TQQQ 100%
2018-07-272018-07-2710.00%BTAL 100%
2018-05-292018-07-264218.24%TQQQ 100%
2018-05-152018-05-2590.63%BTAL 100%
2018-05-112018-05-1420.14%TQQQ 100%
2018-05-092018-05-102-0.88%BTAL 100%
2018-05-042018-05-0837.78%TQQQ 100%
2018-05-022018-05-032-0.62%BTAL 100%
2018-04-302018-05-0121.05%TQQQ 100%
2018-04-232018-04-2750.63%BTAL 100%
2018-03-282018-04-20174.44%TQQQ 100%
2018-01-302018-03-27403.73%BTAL 100%
2017-12-222018-01-292424.87%TQQQ 100%
2017-12-212017-12-211-0.84%BTAL 100%
2017-10-312017-12-203611.89%TQQQ 100%
2017-10-232017-10-306-0.57%BTAL 100%
2017-10-112017-10-2082.07%TQQQ 100%
2017-10-092017-10-1020.00%BTAL 100%
2017-10-042017-10-0633.52%TQQQ 100%
2017-10-032017-10-031-0.52%BTAL 100%
2017-07-272017-10-02470.70%TQQQ 100%
2017-07-262017-07-2610.56%BTAL 100%
2017-07-192017-07-2552.70%TQQQ 100%
2017-06-302017-07-1812-1.00%BTAL 100%
2017-06-222017-06-296-6.86%TQQQ 100%
2017-06-162017-06-2140.89%BTAL 100%
2017-05-182017-06-15206.11%TQQQ 100%
2017-05-162017-05-1721.91%BTAL 100%
2017-05-152017-05-1510.93%TQQQ 100%
2017-05-052017-05-1260.20%BTAL 100%
2017-03-212017-05-043211.68%TQQQ 100%
2017-03-032017-03-20121.98%BTAL 100%
2017-02-162017-03-02103.36%TQQQ 100%
2017-02-152017-02-151-0.69%BTAL 100%
2017-02-072017-02-1466.48%TQQQ 100%
2017-02-062017-02-0610.42%BTAL 100%
2017-01-302017-02-035-0.36%TQQQ 100%
2017-01-262017-01-272-1.93%BTAL 100%
2017-01-242017-01-2525.06%TQQQ 100%
2017-01-192017-01-2330.00%BTAL 100%
2017-01-122017-01-1840.37%TQQQ 100%
2017-01-092017-01-113-0.52%BTAL 100%
2017-01-062017-01-0612.54%TQQQ 100%
2016-11-102017-01-0538-5.89%BTAL 100%
2016-01-282016-11-0920052.98%TQQQ 100%
2015-12-032016-01-273712.65%BTAL 100%
2015-12-022015-12-021-1.82%TQQQ 100%
2015-10-162015-12-0132-2.48%BTAL 100%
2015-10-152015-10-1514.89%TQQQ 100%
2015-10-092015-10-1440.44%BTAL 100%
2015-10-072015-10-0822.85%TQQQ 100%
2015-10-062015-10-0610.44%BTAL 100%
2015-10-052015-10-0514.56%TQQQ 100%
2015-07-102015-10-02606.20%BTAL 100%
2015-07-082015-07-092-5.29%TQQQ 100%
2015-05-052015-07-07443.06%BTAL 100%
2015-03-192015-05-04323.37%TQQQ 100%
2015-03-092015-03-1880.00%BTAL 100%
2015-03-042015-03-063-4.09%TQQQ 100%
2015-03-032015-03-0310.00%BTAL 100%
2015-02-252015-03-0242.05%TQQQ 100%
2015-02-122015-02-248-3.61%BTAL 100%
2015-01-152015-02-111910.79%TQQQ 100%
2015-01-142015-01-1410.00%BTAL 100%
2015-01-122015-01-132-3.16%TQQQ 100%
2015-01-092015-01-0910.00%BTAL 100%
2015-01-082015-01-0815.70%TQQQ 100%
2014-12-182015-01-0713-1.67%BTAL 100%
2014-12-172014-12-1715.37%TQQQ 100%
2014-12-022014-12-16110.25%BTAL 100%
2014-11-262014-12-013-0.26%TQQQ 100%
2014-11-112014-11-2511-0.20%BTAL 100%
2014-11-102014-11-1011.02%TQQQ 100%
2014-10-282014-11-079-0.45%BTAL 100%
2014-10-092014-10-2713-0.08%TQQQ 100%
2014-09-112014-10-08202.65%BTAL 100%
2014-04-072014-09-1010952.62%TQQQ 100%
2014-04-022014-04-043-0.47%BTAL 100%
2014-03-272014-04-0146.30%TQQQ 100%
2014-03-202014-03-2651.96%BTAL 100%
2014-02-262014-03-19160.00%TQQQ 100%
2014-02-202014-02-254-1.63%BTAL 100%
2014-02-192014-02-191-2.19%TQQQ 100%
2014-02-182014-02-181-0.74%BTAL 100%
2014-02-142014-02-1410.29%TQQQ 100%
2014-02-132014-02-131-1.15%BTAL 100%
2014-01-302014-02-121014.09%TQQQ 100%
2013-10-302014-01-2962-2.29%BTAL 100%
2013-10-282013-10-2920.69%TQQQ 100%
2013-05-072013-10-25121-10.71%BTAL 100%
2013-03-252013-05-063016.54%TQQQ 100%
2013-03-212013-03-2220.61%BTAL 100%
2013-03-192013-03-2021.50%TQQQ 100%
2013-03-082013-03-1870.38%BTAL 100%
2013-03-012013-03-0757.08%TQQQ 100%
2013-02-272013-02-282-0.55%BTAL 100%
2013-02-262013-02-2611.20%TQQQ 100%
2013-02-062013-02-25132.10%BTAL 100%
2013-02-052013-02-0514.39%TQQQ 100%
2013-01-282013-02-046-0.33%BTAL 100%
2013-01-082013-01-25131.28%TQQQ 100%
2013-01-042013-01-072-0.23%BTAL 100%
2012-08-202013-01-0393-6.68%TQQQ 100%
2012-08-172012-08-171-0.39%BTAL 100%
2012-01-042012-08-1615764.10%TQQQ 100%