daily rebalance · Benchmark: SPY · 2010-01-04 to 2026-08-11
Growth of $10,000 — logarithmic scale
Decline from the prior peak, on daily equity
| Metric | Trend or Cash | SPY |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $7,196,262 | $90,869 |
| Annualized Return (CAGR) | 48.75% | 14.25% |
| Standard Deviation | 40.55% | 17.10% |
| Best Year | 176.58% | 32.31% |
| Worst Year | -13.76% | -18.18% |
| Maximum Drawdown (Daily) | -51.73% (2011-10-03) | -33.72% (2020-03-23) |
| Maximum Drawdown (Monthly) | -47.03% (2011-09-30) | -23.93% (2022-09-30) |
| Sharpe Ratio | 1.18 | 0.87 |
| Sortino Ratio | 1.30 | 1.07 |
| Year | Strategy Return | Balance | SPY Return | Balance |
|---|---|---|---|---|
| 2026 | 27.42% | $7,196,262 | 13.60% | $91,109 |
| 2025 | 19.82% | $5,647,474 | 17.72% | $80,200 |
| 2024 | 83.65% | $4,713,450 | 24.89% | $68,128 |
| 2023 | 63.44% | $2,566,509 | 26.18% | $54,552 |
| 2022 | -0.63% | $1,570,261 | -18.18% | $43,235 |
| 2021 | 89.81% | $1,580,273 | 28.73% | $52,838 |
| 2020 | 176.58% | $832,535 | 18.33% | $41,046 |
| 2019 | 103.20% | $301,006 | 31.22% | $34,688 |
| 2018 | 55.66% | $148,129 | -4.57% | $26,434 |
| 2017 | 66.25% | $95,160 | 21.71% | $27,699 |
| 2016 | 51.19% | $57,238 | 12.00% | $22,759 |
| 2015 | 15.12% | $37,859 | 1.23% | $20,321 |
| 2014 | 47.93% | $32,888 | 13.46% | $20,074 |
| 2013 | 49.59% | $22,232 | 32.31% | $17,692 |
| 2012 | 46.08% | $14,862 | 15.99% | $13,372 |
| 2011 | -13.76% | $10,174 | 1.90% | $11,528 |
| 2010 | 17.97% | $11,797 | 13.14% | $11,314 |
Signal date: 2026-08-11
| Ticker | Weight |
|---|---|
| BIL | 100.0% |
| Start | End | Days | P&L | Allocation |
|---|---|---|---|---|
| 2026-07-21 | 2026-08-11 | 16 | 0.22% | BIL 100% |
| 2026-07-20 | 2026-07-20 | 1 | -0.42% | UPRO 100% |
| 2026-07-17 | 2026-07-17 | 1 | 0.02% | BIL 100% |
| 2026-07-16 | 2026-07-16 | 1 | -1.55% | UPRO 100% |
| 2026-07-14 | 2026-07-15 | 2 | 0.02% | BIL 100% |
| 2026-07-10 | 2026-07-13 | 2 | -1.15% | UPRO 100% |
| 2026-07-09 | 2026-07-09 | 1 | 0.01% | BIL 100% |
| 2026-06-25 | 2026-07-08 | 9 | 4.55% | UPRO 100% |
| 2026-06-23 | 2026-06-24 | 2 | 0.02% | BIL 100% |
| 2026-06-22 | 2026-06-22 | 1 | -0.97% | UPRO 100% |
| 2026-06-18 | 2026-06-18 | 1 | 0.04% | BIL 100% |
| 2026-05-21 | 2026-06-17 | 19 | -1.48% | UPRO 100% |
| 2026-05-20 | 2026-05-20 | 1 | 0.02% | BIL 100% |
| 2026-03-31 | 2026-05-19 | 35 | 53.03% | UPRO 100% |
| 2026-03-23 | 2026-03-30 | 6 | 0.08% | BIL 100% |
| 2025-01-27 | 2026-03-20 | 289 | 0.21% | UPRO 100% |
| 2024-12-17 | 2025-01-24 | 25 | 0.46% | BIL 100% |
| 2024-11-26 | 2024-12-16 | 14 | 3.97% | UPRO 100% |
| 2024-11-22 | 2024-11-25 | 2 | 0.04% | BIL 100% |
| 2024-11-20 | 2024-11-21 | 2 | 1.60% | UPRO 100% |
| 2024-11-13 | 2024-11-19 | 5 | 0.10% | BIL 100% |
| 2024-11-05 | 2024-11-12 | 6 | 14.39% | UPRO 100% |
| 2024-11-04 | 2024-11-04 | 1 | 0.02% | BIL 100% |
| 2024-05-03 | 2024-11-01 | 127 | 34.87% | UPRO 100% |
| 2024-05-01 | 2024-05-02 | 2 | 0.07% | BIL 100% |
| 2024-04-30 | 2024-04-30 | 1 | -4.72% | UPRO 100% |
| 2024-04-16 | 2024-04-29 | 10 | 0.20% | BIL 100% |
| 2024-04-15 | 2024-04-15 | 1 | -3.73% | UPRO 100% |
| 2024-04-11 | 2024-04-12 | 2 | 0.04% | BIL 100% |
| 2023-11-28 | 2024-04-10 | 92 | 39.27% | UPRO 100% |
| 2023-11-27 | 2023-11-27 | 1 | 0.01% | BIL 100% |
| 2023-11-20 | 2023-11-24 | 4 | 2.70% | UPRO 100% |
| 2023-11-16 | 2023-11-17 | 2 | 0.07% | BIL 100% |
| 2023-11-15 | 2023-11-15 | 1 | 0.65% | UPRO 100% |
| 2023-11-10 | 2023-11-14 | 3 | 0.03% | BIL 100% |
| 2023-11-09 | 2023-11-09 | 1 | -2.48% | UPRO 100% |
| 2023-07-28 | 2023-11-08 | 73 | 1.47% | BIL 100% |
| 2023-07-20 | 2023-07-27 | 6 | -2.08% | UPRO 100% |
| 2023-07-17 | 2023-07-19 | 3 | 0.03% | BIL 100% |
| 2023-07-14 | 2023-07-14 | 1 | -0.24% | UPRO 100% |
| 2023-06-05 | 2023-07-13 | 27 | 0.57% | BIL 100% |
| 2023-06-02 | 2023-06-02 | 1 | 4.34% | UPRO 100% |
| 2023-05-22 | 2023-06-01 | 8 | 0.19% | BIL 100% |
| 2023-03-14 | 2023-05-19 | 48 | 25.57% | UPRO 100% |
| 2023-02-06 | 2023-03-13 | 25 | 0.43% | BIL 100% |
| 2023-02-02 | 2023-02-03 | 2 | 0.98% | UPRO 100% |
| 2023-01-31 | 2023-02-01 | 2 | 0.02% | BIL 100% |
| 2023-01-25 | 2023-01-30 | 4 | 0.08% | UPRO 100% |
| 2023-01-23 | 2023-01-24 | 2 | 0.01% | BIL 100% |
| 2023-01-20 | 2023-01-20 | 1 | 5.43% | UPRO 100% |
| 2023-01-17 | 2023-01-19 | 3 | 0.05% | BIL 100% |
| 2023-01-13 | 2023-01-13 | 1 | 1.13% | UPRO 100% |
| 2022-12-06 | 2023-01-12 | 26 | 0.43% | BIL 100% |
| 2022-12-05 | 2022-12-05 | 1 | -5.46% | UPRO 100% |
| 2022-08-03 | 2022-12-02 | 86 | 0.89% | BIL 100% |
| 2022-07-29 | 2022-08-02 | 3 | 1.40% | UPRO 100% |
| 2022-03-25 | 2022-07-28 | 86 | 0.12% | BIL 100% |
| 2022-03-24 | 2022-03-24 | 1 | 4.43% | UPRO 100% |
| 2022-03-22 | 2022-03-23 | 2 | 0.02% | BIL 100% |
| 2022-03-18 | 2022-03-21 | 2 | 3.29% | UPRO 100% |
| 2022-03-17 | 2022-03-17 | 1 | 0.00% | BIL 100% |
| 2022-03-01 | 2022-03-16 | 12 | -1.83% | UPRO 100% |
| 2022-01-13 | 2022-02-28 | 31 | -0.01% | BIL 100% |
| 2022-01-12 | 2022-01-12 | 1 | 0.88% | UPRO 100% |
| 2022-01-06 | 2022-01-11 | 4 | -0.02% | BIL 100% |
| 2021-04-14 | 2022-01-05 | 186 | 43.50% | UPRO 100% |
| 2021-04-12 | 2021-04-13 | 2 | 0.00% | BIL 100% |
| 2021-04-09 | 2021-04-09 | 1 | 2.18% | UPRO 100% |
| 2021-04-06 | 2021-04-08 | 3 | -0.00% | BIL 100% |
| 2021-04-05 | 2021-04-05 | 1 | 4.34% | UPRO 100% |
| 2021-03-30 | 2021-04-01 | 3 | 0.01% | BIL 100% |
| 2021-03-25 | 2021-03-29 | 3 | 6.42% | UPRO 100% |
| 2021-03-15 | 2021-03-24 | 8 | 0.00% | BIL 100% |
| 2021-03-11 | 2021-03-12 | 2 | 3.51% | UPRO 100% |
| 2021-03-04 | 2021-03-10 | 5 | -0.01% | BIL 100% |
| 2021-03-03 | 2021-03-03 | 1 | -3.94% | UPRO 100% |
| 2021-02-22 | 2021-03-02 | 7 | -0.02% | BIL 100% |
| 2020-03-24 | 2021-02-19 | 230 | 364.62% | UPRO 100% |
| 2020-03-11 | 2020-03-23 | 9 | 0.08% | BIL 100% |
| 2019-01-30 | 2020-03-10 | 280 | 17.07% | UPRO 100% |
| 2019-01-29 | 2019-01-29 | 1 | 0.00% | BIL 100% |
| 2019-01-02 | 2019-01-28 | 18 | 15.96% | UPRO 100% |
| 2018-12-21 | 2018-12-31 | 6 | 0.08% | BIL 100% |
| 2018-12-20 | 2018-12-20 | 1 | -4.90% | UPRO 100% |
| 2018-12-11 | 2018-12-19 | 7 | 0.03% | BIL 100% |
| 2018-12-10 | 2018-12-10 | 1 | 0.46% | UPRO 100% |
| 2018-09-14 | 2018-12-07 | 59 | 0.49% | BIL 100% |
| 2018-08-03 | 2018-09-13 | 29 | 8.35% | UPRO 100% |
| 2018-08-02 | 2018-08-02 | 1 | 0.01% | BIL 100% |
| 2018-07-30 | 2018-08-01 | 3 | -0.62% | UPRO 100% |
| 2018-07-27 | 2018-07-27 | 1 | 0.02% | BIL 100% |
| 2018-05-29 | 2018-07-26 | 42 | 12.69% | UPRO 100% |
| 2018-05-15 | 2018-05-25 | 9 | 0.09% | BIL 100% |
| 2018-05-11 | 2018-05-14 | 2 | 1.00% | UPRO 100% |
| 2018-05-09 | 2018-05-10 | 2 | 0.00% | BIL 100% |
| 2018-05-04 | 2018-05-08 | 3 | 4.95% | UPRO 100% |
| 2018-05-02 | 2018-05-03 | 2 | 0.01% | BIL 100% |
| 2018-04-30 | 2018-05-01 | 2 | -1.80% | UPRO 100% |
| 2018-04-23 | 2018-04-27 | 5 | 0.04% | BIL 100% |
| 2018-03-28 | 2018-04-20 | 17 | 5.99% | UPRO 100% |
| 2018-01-30 | 2018-03-27 | 40 | 0.20% | BIL 100% |
| 2017-12-22 | 2018-01-29 | 24 | 19.58% | UPRO 100% |
| 2017-12-21 | 2017-12-21 | 1 | 0.00% | BIL 100% |
| 2017-10-31 | 2017-12-20 | 36 | 13.34% | UPRO 100% |
| 2017-10-23 | 2017-10-30 | 6 | 0.00% | BIL 100% |
| 2017-10-11 | 2017-10-20 | 8 | 2.79% | UPRO 100% |
| 2017-10-09 | 2017-10-10 | 2 | 0.00% | BIL 100% |
| 2017-10-04 | 2017-10-06 | 3 | 1.78% | UPRO 100% |
| 2017-10-03 | 2017-10-03 | 1 | 0.00% | BIL 100% |
| 2017-07-27 | 2017-10-02 | 47 | 6.36% | UPRO 100% |
| 2017-07-26 | 2017-07-26 | 1 | 0.02% | BIL 100% |
| 2017-07-19 | 2017-07-25 | 5 | 2.00% | UPRO 100% |
| 2017-06-30 | 2017-07-18 | 12 | 0.03% | BIL 100% |
| 2017-06-22 | 2017-06-29 | 6 | -2.01% | UPRO 100% |
| 2017-06-16 | 2017-06-21 | 4 | 0.04% | BIL 100% |
| 2017-05-18 | 2017-06-15 | 20 | 9.95% | UPRO 100% |
| 2017-05-16 | 2017-05-17 | 2 | 0.02% | BIL 100% |
| 2017-05-15 | 2017-05-15 | 1 | 1.49% | UPRO 100% |
| 2017-05-05 | 2017-05-12 | 6 | 0.00% | BIL 100% |
| 2017-03-21 | 2017-05-04 | 32 | 1.84% | UPRO 100% |
| 2017-03-03 | 2017-03-20 | 12 | 0.02% | BIL 100% |
| 2017-02-16 | 2017-03-02 | 10 | 4.35% | UPRO 100% |
| 2017-02-15 | 2017-02-15 | 1 | -0.02% | BIL 100% |
| 2017-02-07 | 2017-02-14 | 6 | 6.17% | UPRO 100% |
| 2017-02-06 | 2017-02-06 | 1 | 0.04% | BIL 100% |
| 2017-01-30 | 2017-02-03 | 5 | 0.31% | UPRO 100% |
| 2017-01-26 | 2017-01-27 | 2 | -0.02% | BIL 100% |
| 2017-01-24 | 2017-01-25 | 2 | 4.38% | UPRO 100% |
| 2017-01-19 | 2017-01-23 | 3 | 0.00% | BIL 100% |
| 2017-01-12 | 2017-01-18 | 4 | -0.44% | UPRO 100% |
| 2017-01-09 | 2017-01-11 | 3 | 0.00% | BIL 100% |
| 2017-01-06 | 2017-01-06 | 1 | 1.13% | UPRO 100% |
| 2016-11-10 | 2017-01-05 | 38 | 0.04% | BIL 100% |
| 2016-01-28 | 2016-11-09 | 200 | 51.15% | UPRO 100% |
| 2015-12-03 | 2016-01-27 | 37 | -0.00% | BIL 100% |
| 2015-12-02 | 2015-12-02 | 1 | -3.17% | UPRO 100% |
| 2015-10-16 | 2015-12-01 | 32 | -0.02% | BIL 100% |
| 2015-10-15 | 2015-10-15 | 1 | 4.56% | UPRO 100% |
| 2015-10-09 | 2015-10-14 | 4 | 0.00% | BIL 100% |
| 2015-10-07 | 2015-10-08 | 2 | 5.24% | UPRO 100% |
| 2015-10-06 | 2015-10-06 | 1 | 0.00% | BIL 100% |
| 2015-10-05 | 2015-10-05 | 1 | 5.50% | UPRO 100% |
| 2015-07-10 | 2015-10-02 | 60 | 0.00% | BIL 100% |
| 2015-07-08 | 2015-07-09 | 2 | -4.48% | UPRO 100% |
| 2015-05-05 | 2015-07-07 | 44 | -0.04% | BIL 100% |
| 2015-03-19 | 2015-05-04 | 32 | 2.08% | UPRO 100% |
| 2015-03-09 | 2015-03-18 | 8 | 0.02% | BIL 100% |
| 2015-03-04 | 2015-03-06 | 3 | -5.22% | UPRO 100% |
| 2015-03-03 | 2015-03-03 | 1 | 0.02% | BIL 100% |
| 2015-02-25 | 2015-03-02 | 4 | 0.20% | UPRO 100% |
| 2015-02-12 | 2015-02-24 | 8 | 0.00% | BIL 100% |
| 2015-01-15 | 2015-02-11 | 19 | 8.58% | UPRO 100% |
| 2015-01-14 | 2015-01-14 | 1 | 0.00% | BIL 100% |
| 2015-01-12 | 2015-01-13 | 2 | -3.22% | UPRO 100% |
| 2015-01-09 | 2015-01-09 | 1 | 0.00% | BIL 100% |
| 2015-01-08 | 2015-01-08 | 1 | 5.28% | UPRO 100% |
| 2014-12-18 | 2015-01-07 | 13 | 0.00% | BIL 100% |
| 2014-12-17 | 2014-12-17 | 1 | 6.06% | UPRO 100% |
| 2014-12-02 | 2014-12-16 | 11 | -0.02% | BIL 100% |
| 2014-11-26 | 2014-12-01 | 3 | -2.03% | UPRO 100% |
| 2014-11-11 | 2014-11-25 | 11 | 0.00% | BIL 100% |
| 2014-11-10 | 2014-11-10 | 1 | 0.84% | UPRO 100% |
| 2014-10-28 | 2014-11-07 | 9 | 0.00% | BIL 100% |
| 2014-10-09 | 2014-10-27 | 13 | -1.48% | UPRO 100% |
| 2014-09-11 | 2014-10-08 | 20 | -0.02% | BIL 100% |
| 2014-04-07 | 2014-09-10 | 109 | 23.23% | UPRO 100% |
| 2014-04-02 | 2014-04-04 | 3 | 0.00% | BIL 100% |
| 2014-03-27 | 2014-04-01 | 4 | 5.39% | UPRO 100% |
| 2014-03-20 | 2014-03-26 | 5 | -0.02% | BIL 100% |
| 2014-02-26 | 2014-03-19 | 16 | 2.84% | UPRO 100% |
| 2014-02-20 | 2014-02-25 | 4 | 0.00% | BIL 100% |
| 2014-02-19 | 2014-02-19 | 1 | -2.06% | UPRO 100% |
| 2014-02-18 | 2014-02-18 | 1 | -0.02% | BIL 100% |
| 2014-02-14 | 2014-02-14 | 1 | 1.52% | UPRO 100% |
| 2014-02-13 | 2014-02-13 | 1 | 0.00% | BIL 100% |
| 2014-01-30 | 2014-02-12 | 10 | 7.96% | UPRO 100% |
| 2013-10-30 | 2014-01-29 | 62 | -0.00% | BIL 100% |
| 2013-10-28 | 2013-10-29 | 2 | 2.24% | UPRO 100% |
| 2013-05-07 | 2013-10-25 | 121 | -0.02% | BIL 100% |
| 2013-03-25 | 2013-05-06 | 30 | 11.66% | UPRO 100% |
| 2013-03-21 | 2013-03-22 | 2 | 0.02% | BIL 100% |
| 2013-03-19 | 2013-03-20 | 2 | 1.40% | UPRO 100% |
| 2013-03-08 | 2013-03-18 | 7 | -0.02% | BIL 100% |
| 2013-03-01 | 2013-03-07 | 5 | 6.24% | UPRO 100% |
| 2013-02-27 | 2013-02-28 | 2 | 0.02% | BIL 100% |
| 2013-02-26 | 2013-02-26 | 1 | 2.04% | UPRO 100% |
| 2013-02-06 | 2013-02-25 | 13 | -0.02% | BIL 100% |
| 2013-02-05 | 2013-02-05 | 1 | 3.01% | UPRO 100% |
| 2013-01-28 | 2013-02-04 | 6 | -0.00% | BIL 100% |
| 2013-01-08 | 2013-01-25 | 13 | 8.66% | UPRO 100% |
| 2013-01-04 | 2013-01-07 | 2 | -0.02% | BIL 100% |
| 2012-08-20 | 2013-01-03 | 93 | 9.24% | UPRO 100% |
| 2012-08-17 | 2012-08-17 | 1 | 0.00% | BIL 100% |
| 2011-02-23 | 2012-08-16 | 375 | 9.77% | UPRO 100% |
| 2011-02-03 | 2011-02-22 | 13 | -0.00% | BIL 100% |
| 2011-01-31 | 2011-02-02 | 3 | 6.50% | UPRO 100% |
| 2011-01-21 | 2011-01-28 | 6 | -0.02% | BIL 100% |
| 2011-01-10 | 2011-01-20 | 8 | 2.19% | UPRO 100% |
| 2011-01-04 | 2011-01-07 | 4 | -0.02% | BIL 100% |
| 2011-01-03 | 2011-01-03 | 1 | 2.91% | UPRO 100% |
| 2010-12-08 | 2010-12-31 | 17 | -0.00% | BIL 100% |
| 2010-04-07 | 2010-12-07 | 171 | 3.22% | UPRO 100% |
| 2010-04-06 | 2010-04-06 | 1 | 0.00% | BIL 100% |
| 2010-03-31 | 2010-04-05 | 3 | 3.38% | UPRO 100% |
| 2010-03-30 | 2010-03-30 | 1 | 0.00% | BIL 100% |
| 2010-01-05 | 2010-03-29 | 58 | 10.55% | UPRO 100% |