Quarterly Pick Performance Report

quarterly rebalance · Benchmark: SPY · 2010-09-30 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

MetricQuarterly PickSPY
Start Balance$100,000$100,000
End Balance$41,022,404$861,443
Annualized Return (CAGR)46.23%14.57%
Standard Deviation36.08%14.06%
Best Year295.37%32.31%
Worst Year-29.19%-18.18%
Maximum Drawdown (Daily)-50.38% (2011-10-03)-33.72% (2020-03-23)
Maximum Drawdown (Monthly)-43.87% (2011-09-30)-23.93% (2022-09-30)
Sharpe Ratio1.220.94
Sortino Ratio2.191.36
Benchmark Correlation0.611.00

Sharpe and Sortino use returns in excess of the 3-month T-bill (FRED DGS3MO), averaging 1.59% a year over this window; Sortino's downside deviation is measured below that same rate.

Annual Returns (2010–2026)

Year Strategy ReturnBalance SPY ReturnBalance
2026-27.50%$44,939,03310.13%$864,686
202585.43%$61,984,40117.72%$785,149
202448.48%$33,427,37724.89%$666,968
202368.57%$22,512,57926.18%$534,060
2022-0.77%$13,355,377-18.18%$423,266
202147.95%$13,459,29828.73%$517,285
2020295.37%$9,097,49918.33%$401,841
2019100.38%$2,301,03731.22%$339,589
2018-10.03%$1,148,327-4.57%$258,786
201752.12%$1,276,34821.71%$271,176
201653.04%$839,06212.00%$222,813
201537.61%$548,2611.23%$198,944
201459.74%$398,40913.46%$196,519
2013118.30%$249,41232.31%$173,199
201219.26%$114,25215.99%$130,906
2011-29.19%$95,8001.90%$112,860
201035.30%$135,29710.76%$110,761

Monthly Returns

YearMonth StrategyBalance SPYBalance Holdings
20262026-089.13%$49,042,9813.43%$894,352GLD 100%
20262026-070.86%$44,939,0330.03%$864,686GLD 100%
20262026-06-11.68%$44,556,820-1.03%$864,385GLD 100%
20262026-05-1.54%$50,452,0885.26%$873,374GLD 100%
20262026-04-1.54%$51,243,12410.51%$829,710GLD 100%
20262026-03-15.71%$52,045,046-4.94%$750,833UPRO 100%
20262026-02-3.60%$61,743,448-0.86%$789,835UPRO 100%
20262026-013.33%$64,045,9091.47%$796,720UPRO 100%
20252025-12-3.21%$61,984,4010.08%$785,149TNA 100%
20252025-110.77%$64,041,9990.20%$784,523TNA 100%
20252025-103.27%$63,552,2982.38%$782,996TNA 100%
20252025-0915.82%$61,539,0833.56%$764,766TQQQ 100%
20252025-081.30%$53,132,3032.05%$738,462TQQQ 100%
20252025-076.28%$52,448,5252.30%$723,614TQQQ 100%
20252025-0614.92%$49,350,7255.14%$707,323UPRO 100%
20252025-0518.25%$42,944,4286.28%$672,753UPRO 100%
20252025-04-8.70%$36,318,132-0.87%$632,974UPRO 100%
20252025-039.45%$39,779,312-5.57%$638,509GLD 100%
20252025-021.82%$36,345,868-1.27%$676,186GLD 100%
20252025-016.79%$35,695,6282.69%$684,880GLD 100%
20242024-12-8.41%$33,427,377-2.41%$666,968UPRO 100%
20242024-1117.41%$36,496,8895.96%$683,411UPRO 100%
20242024-10-4.10%$31,085,344-0.89%$644,950UPRO 100%
20242024-095.09%$32,412,8422.10%$650,758GLD 100%
20242024-082.09%$30,843,2742.34%$637,370GLD 100%
20242024-075.37%$30,211,1811.21%$622,817GLD 100%
20242024-06-0.13%$28,672,2833.53%$615,366GLD 100%
20242024-051.62%$28,710,9565.06%$594,395GLD 100%
20242024-042.99%$28,253,554-4.03%$565,779GLD 100%
20242024-032.36%$27,433,4323.27%$589,549TQQQ 100%
20242024-0214.67%$26,801,9565.22%$570,880TQQQ 100%
20242024-013.83%$23,374,0051.59%$542,565TQQQ 100%
20232023-121.28%$22,512,5794.57%$534,060GLD 100%
20232023-112.53%$22,227,5959.13%$510,742GLD 100%
20232023-107.37%$21,678,823-2.17%$467,993GLD 100%
20232023-09-4.76%$20,190,311-4.74%$478,378GLD 100%
20232023-08-1.28%$21,199,533-1.63%$502,200GLD 100%
20232023-072.29%$21,473,9193.27%$510,496GLD 100%
20232023-0618.36%$20,993,4496.48%$494,316TQQQ 100%
20232023-0523.01%$17,737,1320.46%$464,233TQQQ 100%
20232023-04-0.04%$14,419,3941.60%$462,100TQQQ 100%
20232023-037.92%$14,424,5003.71%$454,834GLD 100%
20232023-02-5.37%$13,366,399-2.51%$438,573GLD 100%
20232023-015.76%$14,124,5476.29%$449,884GLD 100%
20222022-122.93%$13,355,377-5.76%$423,266GLD 100%
20222022-118.49%$12,975,1225.56%$449,150GLD 100%
20222022-10-1.78%$11,959,5348.13%$425,496GLD 100%
20222022-09-2.89%$12,176,822-9.24%$393,513GLD 100%
20222022-08-2.94%$12,538,970-4.08%$433,597GLD 100%
20222022-07-2.59%$12,919,2269.21%$452,041GLD 100%
20222022-06-1.57%$13,262,479-8.25%$413,924GLD 100%
20222022-05-3.26%$13,473,4690.23%$451,124GLD 100%
20222022-04-2.07%$13,927,728-8.78%$450,108GLD 100%
20222022-031.27%$14,222,1693.76%$493,415GLD 100%
20222022-026.12%$14,043,458-2.95%$475,539GLD 100%
20222022-01-1.68%$13,233,349-5.27%$490,002GLD 100%
20212021-123.30%$13,459,2984.62%$517,285GLD 100%
20212021-11-0.69%$13,029,444-0.80%$494,419GLD 100%
20212021-101.48%$13,119,9817.02%$498,424GLD 100%
20212021-09-16.67%$12,928,673-4.66%$465,745TQQQ 100%
20212021-0812.62%$15,515,0312.98%$488,513TQQQ 100%
20212021-078.36%$13,776,6092.44%$474,395TQQQ 100%
20212021-06-7.15%$12,713,8362.24%$463,090GLD 100%
20212021-057.68%$13,692,5320.66%$452,932GLD 100%
20212021-043.56%$12,716,1395.29%$449,977GLD 100%
20212021-030.97%$12,278,6044.54%$427,365TNA 100%
20212021-0217.78%$12,160,6342.78%$408,805TNA 100%
20212021-0113.50%$10,325,222-1.02%$397,746TNA 100%
20202020-1215.05%$9,097,4993.70%$401,841TQQQ 100%
20202020-1134.54%$7,907,51910.88%$387,485TQQQ 100%
20202020-10-10.28%$5,877,346-2.49%$349,471TQQQ 100%
20202020-09-18.88%$6,550,400-3.74%$358,407TQQQ 100%
20202020-0835.17%$8,074,6566.98%$372,349TQQQ 100%
20202020-0722.25%$5,973,9245.89%$348,056TQQQ 100%
20202020-0617.98%$4,886,5281.77%$328,698TQQQ 100%
20202020-0518.63%$4,141,9144.76%$322,971TQQQ 100%
20202020-0446.45%$3,491,37812.70%$308,282TQQQ 100%
20202020-03-0.22%$2,383,965-12.49%$273,547GLD 100%
20202020-02-0.64%$2,389,279-7.92%$312,579GLD 100%
20202020-014.50%$2,404,576-0.04%$339,452GLD 100%
20192019-128.38%$2,301,0372.91%$339,589UPRO 100%
20192019-1110.73%$2,123,1073.62%$330,000UPRO 100%
20192019-105.70%$1,917,3272.21%$318,472UPRO 100%
20192019-095.30%$1,813,9451.95%$311,585UPRO 100%
20192019-08-6.62%$1,722,706-1.67%$305,638UPRO 100%
20192019-073.80%$1,844,7951.51%$310,842UPRO 100%
20192019-0623.00%$1,777,1876.96%$306,212TQQQ 100%
20192019-05-24.01%$1,444,881-6.38%$286,291TQQQ 100%
20192019-0416.64%$1,901,4774.09%$305,791TQQQ 100%
20192019-034.85%$1,630,1661.81%$293,789UPRO 100%
20192019-029.28%$1,554,7643.24%$288,566UPRO 100%
20192019-0123.89%$1,422,6978.01%$279,506UPRO 100%
20182018-124.94%$1,148,327-8.80%$258,786GLD 100%
20182018-110.34%$1,094,2491.85%$283,771GLD 100%
20182018-102.12%$1,090,555-6.91%$278,604GLD 100%
20182018-09-0.66%$1,067,9200.59%$299,285GLD 100%
20182018-08-2.14%$1,075,0233.19%$297,517GLD 100%
20182018-07-2.24%$1,098,5113.70%$288,314GLD 100%
20182018-06-3.61%$1,123,7030.58%$278,014GLD 100%
20182018-05-1.20%$1,165,8472.43%$276,424GLD 100%
20182018-04-0.95%$1,179,9590.52%$269,864GLD 100%
20182018-03-8.69%$1,191,324-2.74%$268,477UPRO 100%
20182018-02-13.53%$1,304,670-3.64%$276,043UPRO 100%
20182018-0118.22%$1,508,8495.64%$286,459UPRO 100%
20172017-12-1.70%$1,276,3481.21%$271,176TNA 100%
20172017-118.21%$1,298,4163.06%$267,926TNA 100%
20172017-101.94%$1,199,9332.36%$259,980TNA 100%
20172017-09-1.06%$1,177,0812.01%$253,995TQQQ 100%
20172017-085.04%$1,189,6500.29%$248,978TQQQ 100%
20172017-0712.56%$1,132,5732.06%$248,254TQQQ 100%
20172017-06-8.07%$1,006,1590.64%$243,254TQQQ 100%
20172017-0511.43%$1,094,4531.41%$241,713TQQQ 100%
20172017-048.07%$982,1540.99%$238,349TQQQ 100%
20172017-03-0.43%$908,7990.13%$236,006GLD 100%
20172017-023.18%$912,7033.93%$235,712GLD 100%
20172017-015.42%$884,5331.79%$226,800GLD 100%
20162016-122.60%$839,0622.03%$222,813TQQQ 100%
20162016-111.10%$817,8273.68%$218,386TQQQ 100%
20162016-10-4.61%$808,924-1.73%$210,627TQQQ 100%
20162016-092.18%$848,0310.01%$214,343TNA 100%
20162016-085.10%$829,9750.12%$214,331TNA 100%
20162016-0718.00%$789,7193.65%$214,074TNA 100%
20162016-06-0.20%$669,2690.35%$206,541UPRO 100%
20162016-054.65%$670,6411.70%$205,826UPRO 100%
20162016-040.81%$640,8150.39%$202,383UPRO 100%
20162016-03-0.84%$635,6936.73%$201,589GLD 100%
20162016-0210.93%$641,097-0.08%$188,883GLD 100%
20162016-015.41%$577,927-4.98%$189,039GLD 100%
20152015-12-5.77%$548,261-1.73%$198,944TQQQ 100%
20152015-111.31%$581,8100.37%$202,443TQQQ 100%
20152015-1037.23%$574,2758.51%$201,706TQQQ 100%
20152015-09-1.80%$418,479-2.55%$185,894GLD 100%
20152015-083.71%$426,155-6.09%$190,761GLD 100%
20152015-07-6.62%$410,9212.26%$203,143GLD 100%
20152015-061.79%$440,057-2.03%$198,655TNA 100%
20152015-056.18%$432,3281.29%$202,774TNA 100%
20152015-04-7.90%$407,1720.98%$200,200TNA 100%
20152015-034.87%$442,075-1.57%$198,251TNA 100%
20152015-0218.13%$421,5475.62%$201,414TNA 100%
20152015-01-10.43%$356,860-2.96%$190,696TNA 100%
20142014-12-7.51%$398,409-0.25%$196,519TQQQ 100%
20142014-1114.30%$430,7572.75%$197,018TQQQ 100%
20142014-106.58%$376,8822.36%$191,751TQQQ 100%
20142014-09-2.78%$353,623-1.38%$187,339TQQQ 100%
20142014-0815.47%$363,7203.95%$189,959TQQQ 100%
20142014-073.05%$314,995-1.34%$182,747TQQQ 100%
20142014-066.23%$305,6752.06%$185,237UPRO 100%
20142014-056.62%$287,7602.32%$181,490UPRO 100%
20142014-041.65%$269,8880.70%$177,374UPRO 100%
20142014-03-3.14%$265,5000.83%$176,149GLD 100%
20142014-026.27%$274,1134.55%$174,700GLD 100%
20142014-013.42%$257,939-3.52%$167,094GLD 100%
20132013-128.86%$249,4122.59%$173,199TQQQ 100%
20132013-1110.34%$229,1152.96%$168,822TQQQ 100%
20132013-1014.70%$207,6534.63%$163,963TQQQ 100%
20132013-09-4.78%$181,0453.16%$156,706GLD 100%
20132013-085.20%$190,142-3.00%$151,899GLD 100%
20132013-077.43%$180,7355.17%$156,596GLD 100%
20132013-06-3.25%$168,235-1.33%$148,901TNA 100%
20132013-0511.48%$173,8792.36%$150,915TNA 100%
20132013-04-1.84%$155,9811.92%$147,434TNA 100%
20132013-0313.72%$158,9103.80%$144,655TNA 100%
20132013-022.52%$139,7431.28%$139,363TNA 100%
20132013-0119.31%$136,3135.12%$137,608TNA 100%
20122012-12-1.93%$114,2520.89%$130,906TQQQ 100%
20122012-113.19%$116,5030.57%$129,747TQQQ 100%
20122012-10-15.63%$112,906-1.82%$129,017TQQQ 100%
20122012-097.52%$133,8282.54%$131,408UPRO 100%
20122012-086.53%$124,4702.51%$128,159UPRO 100%
20122012-073.52%$116,8441.18%$125,027UPRO 100%
20122012-069.79%$112,8764.06%$123,565TQQQ 100%
20122012-05-20.45%$102,807-6.01%$118,747TQQQ 100%
20122012-04-4.30%$129,231-0.67%$126,334TQQQ 100%
20122012-039.29%$135,0443.22%$127,183UPRO 100%
20122012-0213.24%$123,5614.34%$123,219UPRO 100%
20122012-0113.90%$109,1154.64%$118,094UPRO 100%
20112011-12-2.83%$95,8001.04%$112,860TQQQ 100%
20112011-11-10.15%$98,590-0.41%$111,693TQQQ 100%
20112011-1031.54%$109,72210.91%$112,148TQQQ 100%
20112011-09-20.70%$83,415-6.94%$101,112UPRO 100%
20112011-08-21.09%$105,186-5.50%$108,655UPRO 100%
20112011-07-6.39%$133,295-2.00%$114,976UPRO 100%
20112011-06-2.43%$142,398-1.69%$117,323GLD 100%
20112011-05-1.79%$145,948-1.12%$119,336GLD 100%
20112011-048.94%$148,6112.90%$120,690GLD 100%
20112011-031.60%$136,4090.01%$117,293GLD 100%
20112011-026.00%$134,2643.47%$117,279GLD 100%
20112011-01-6.38%$126,6662.33%$113,342GLD 100%
20102010-1214.81%$135,2976.69%$110,761TQQQ 100%
20102010-11-1.43%$117,8410.00%$103,820TQQQ 100%
20102010-1019.55%$119,5523.82%$103,820TQQQ 100%

Trade History

Signal DateEarn Date AllocationPeriod Return
2026-06-302026-08-31GLD 100%10.07%
2026-03-312026-06-30GLD 100%-14.39%
2025-12-312026-03-31UPRO 100%-16.04%
2025-09-302025-12-31TNA 100%0.72%
2025-06-302025-09-30TQQQ 100%24.70%
2025-03-312025-06-30UPRO 100%24.06%
2024-12-312025-03-31GLD 100%19.00%
2024-09-302024-12-31UPRO 100%3.13%
2024-06-302024-09-30GLD 100%13.05%
2024-03-312024-06-30GLD 100%4.52%
2023-12-312024-03-31TQQQ 100%21.86%
2023-09-302023-12-31GLD 100%11.50%
2023-06-302023-09-30GLD 100%-3.83%
2023-03-312023-06-30TQQQ 100%45.54%
2022-12-312023-03-31GLD 100%8.01%
2022-09-302022-12-31GLD 100%9.68%
2022-06-302022-09-30GLD 100%-8.19%
2022-03-312022-06-30GLD 100%-6.75%
2021-12-312022-03-31GLD 100%5.67%
2021-09-302021-12-31GLD 100%4.10%
2021-06-302021-09-30TQQQ 100%1.69%
2021-03-312021-06-30GLD 100%3.54%
2020-12-312021-03-31TNA 100%34.97%
2020-09-302020-12-31TQQQ 100%38.88%
2020-06-302020-09-30TQQQ 100%34.05%
2020-03-312020-06-30TQQQ 100%104.97%
2019-12-312020-03-31GLD 100%3.60%
2019-09-302019-12-31UPRO 100%26.85%
2019-06-302019-09-30UPRO 100%2.07%
2019-03-312019-06-30TQQQ 100%9.02%
2018-12-312019-03-31UPRO 100%41.96%
2018-09-302018-12-31GLD 100%7.53%
2018-06-302018-09-30GLD 100%-4.96%
2018-03-312018-06-30GLD 100%-5.68%
2017-12-312018-03-31UPRO 100%-6.66%
2017-09-302017-12-31TNA 100%8.43%
2017-06-302017-09-30TQQQ 100%16.99%
2017-03-312017-06-30TQQQ 100%10.71%
2016-12-312017-03-31GLD 100%8.31%
2016-09-302016-12-31TQQQ 100%-1.06%
2016-06-302016-09-30TNA 100%26.71%
2016-03-312016-06-30UPRO 100%5.28%
2015-12-312016-03-31GLD 100%15.95%
2015-09-302015-12-31TQQQ 100%31.01%
2015-06-302015-09-30GLD 100%-4.90%
2015-03-312015-06-30TNA 100%-0.46%
2014-12-312015-03-31TNA 100%10.96%
2014-09-302014-12-31TQQQ 100%12.66%
2014-06-302014-09-30TQQQ 100%15.69%
2014-03-312014-06-30UPRO 100%15.13%
2013-12-312014-03-31GLD 100%6.45%
2013-09-302013-12-31TQQQ 100%37.76%
2013-06-302013-09-30GLD 100%7.61%
2013-03-312013-06-30TNA 100%5.87%
2012-12-312013-03-31TNA 100%39.09%
2012-09-302012-12-31TQQQ 100%-14.63%
2012-06-302012-09-30UPRO 100%18.56%
2012-03-312012-06-30TQQQ 100%-16.42%
2011-12-312012-03-31UPRO 100%40.96%
2011-09-302011-12-31TQQQ 100%14.85%
2011-06-302011-09-30UPRO 100%-41.42%
2011-03-312011-06-30GLD 100%4.39%
2010-12-312011-03-31GLD 100%0.82%
2010-09-302010-12-31TQQQ 100%35.30%