weekly rebalance · Benchmark: SPY · 2010-01-03 to 2026-08-11
Growth of $10,000 — logarithmic scale
Decline from the prior peak, on daily equity
| Metric | Weekly Trend | SPY |
|---|---|---|
| Start Balance | $10,000 | $10,000 |
| End Balance | $1,007,589 | $91,109 |
| Annualized Return (CAGR) | 32.10% | 14.26% |
| Standard Deviation | 33.52% | 17.10% |
| Best Year | 71.68% | 32.31% |
| Worst Year | -7.97% | -18.18% |
| Maximum Drawdown (Daily) | -59.12% (2020-03-16) | -33.72% (2020-03-23) |
| Maximum Drawdown (Monthly) | -35.74% (2020-03-31) | -23.93% (2022-09-30) |
| Sharpe Ratio | 1.00 | 0.87 |
| Sortino Ratio | 1.07 | 1.08 |
| Year | Strategy Return | Balance | SPY Return | Balance |
|---|---|---|---|---|
| 2026 | 13.22% | $1,007,589 | 13.60% | $92,655 |
| 2025 | 19.72% | $889,923 | 17.72% | $81,560 |
| 2024 | 46.20% | $743,352 | 24.89% | $69,283 |
| 2023 | 12.73% | $508,436 | 26.18% | $55,477 |
| 2022 | -7.97% | $451,020 | -18.18% | $43,968 |
| 2021 | 71.68% | $490,054 | 28.73% | $53,734 |
| 2020 | 50.20% | $285,451 | 18.33% | $41,742 |
| 2019 | 65.70% | $190,043 | 31.22% | $35,276 |
| 2018 | 33.11% | $114,693 | -4.57% | $26,882 |
| 2017 | 43.42% | $86,166 | 21.71% | $28,169 |
| 2016 | 41.97% | $60,079 | 12.00% | $23,145 |
| 2015 | 9.53% | $42,317 | 1.23% | $20,666 |
| 2014 | 40.26% | $38,634 | 13.46% | $20,414 |
| 2013 | 39.16% | $27,545 | 32.31% | $17,992 |
| 2012 | 40.95% | $19,794 | 15.99% | $13,598 |
| 2011 | 5.51% | $14,043 | 1.90% | $11,724 |
| 2010 | 33.09% | $13,309 | 15.06% | $11,506 |
Signal date: 2026-08-10
| Ticker | Weight |
|---|---|
| BIL | 100.0% |
| Start | End | Days | P&L | Allocation |
|---|---|---|---|---|
| 2026-07-27 | 2026-08-10 | 3 | 0.15% | BIL 100% |
| 2025-01-21 | 2026-07-20 | 79 | 39.55% | UPRO 80%, TYD 20% |
| 2025-01-13 | 2025-01-13 | 1 | 0.09% | BIL 100% |
| 2023-12-11 | 2025-01-06 | 57 | 54.50% | UPRO 80%, TYD 20% |
| 2023-08-14 | 2023-12-04 | 17 | 1.73% | BIL 100% |
| 2023-07-17 | 2023-08-07 | 4 | -4.11% | UPRO 80%, TYD 20% |
| 2023-07-03 | 2023-07-10 | 2 | 0.17% | BIL 100% |
| 2023-06-20 | 2023-06-26 | 2 | 2.66% | UPRO 80%, TYD 20% |
| 2023-05-22 | 2023-06-12 | 4 | 0.42% | BIL 100% |
| 2023-04-03 | 2023-05-15 | 7 | 1.53% | UPRO 80%, TYD 20% |
| 2022-03-28 | 2023-03-27 | 53 | 2.47% | BIL 100% |
| 2022-02-28 | 2022-03-21 | 4 | 7.84% | UPRO 80%, TYD 20% |
| 2022-02-07 | 2022-02-22 | 3 | 0.00% | BIL 100% |
| 2020-03-23 | 2022-01-31 | 98 | 366.44% | UPRO 80%, TYD 20% |
| 2020-03-16 | 2020-03-16 | 1 | 0.01% | BIL 100% |
| 2019-02-04 | 2020-03-09 | 58 | -28.60% | UPRO 80%, TYD 20% |
| 2019-01-22 | 2019-01-28 | 2 | 0.08% | BIL 100% |
| 2019-01-07 | 2019-01-14 | 2 | 7.84% | UPRO 80%, TYD 20% |
| 2018-09-24 | 2018-12-31 | 15 | 0.60% | BIL 100% |
| 2018-05-29 | 2018-09-17 | 17 | 20.00% | UPRO 80%, TYD 20% |
| 2018-05-14 | 2018-05-21 | 2 | 0.09% | BIL 100% |
| 2018-04-30 | 2018-05-07 | 2 | 7.59% | UPRO 80%, TYD 20% |
| 2018-04-23 | 2018-04-23 | 1 | 0.03% | BIL 100% |
| 2018-04-02 | 2018-04-16 | 3 | 7.20% | UPRO 80%, TYD 20% |
| 2018-02-12 | 2018-03-26 | 7 | 0.18% | BIL 100% |
| 2017-07-24 | 2018-02-05 | 29 | 15.19% | UPRO 80%, TYD 20% |
| 2017-07-03 | 2017-07-17 | 3 | -0.00% | BIL 100% |
| 2017-06-26 | 2017-06-26 | 1 | -2.14% | UPRO 80%, TYD 20% |
| 2017-06-19 | 2017-06-19 | 1 | -0.00% | BIL 100% |
| 2017-05-22 | 2017-06-12 | 4 | 6.52% | UPRO 80%, TYD 20% |
| 2017-05-08 | 2017-05-15 | 2 | 0.04% | BIL 100% |
| 2017-03-27 | 2017-05-01 | 6 | 6.34% | UPRO 80%, TYD 20% |
| 2017-03-06 | 2017-03-20 | 3 | 0.00% | BIL 100% |
| 2017-02-21 | 2017-02-27 | 2 | 0.86% | UPRO 80%, TYD 20% |
| 2017-02-13 | 2017-02-13 | 1 | 0.00% | BIL 100% |
| 2017-01-17 | 2017-02-06 | 4 | 6.09% | UPRO 80%, TYD 20% |
| 2016-11-28 | 2017-01-09 | 7 | 0.07% | BIL 100% |
| 2016-02-22 | 2016-11-21 | 40 | 33.59% | UPRO 80%, TYD 20% |
| 2016-02-16 | 2016-02-16 | 1 | 0.02% | BIL 100% |
| 2016-02-08 | 2016-02-08 | 1 | 6.23% | UPRO 80%, TYD 20% |
| 2015-05-04 | 2016-02-01 | 40 | -0.09% | BIL 100% |
| 2015-04-06 | 2015-04-27 | 4 | 2.77% | UPRO 80%, TYD 20% |
| 2015-03-30 | 2015-03-30 | 1 | 0.02% | BIL 100% |
| 2015-03-23 | 2015-03-23 | 1 | -2.44% | UPRO 80%, TYD 20% |
| 2015-02-17 | 2015-03-16 | 5 | -0.02% | BIL 100% |
| 2015-01-05 | 2015-02-09 | 6 | 9.35% | UPRO 80%, TYD 20% |
| 2014-12-08 | 2014-12-29 | 4 | -0.02% | BIL 100% |
| 2014-04-07 | 2014-12-01 | 35 | 35.77% | UPRO 80%, TYD 20% |
| 2014-03-10 | 2014-03-31 | 4 | 0.00% | BIL 100% |
| 2014-03-03 | 2014-03-03 | 1 | 3.31% | UPRO 80%, TYD 20% |
| 2013-05-13 | 2014-02-24 | 42 | -0.07% | BIL 100% |
| 2013-03-18 | 2013-05-06 | 8 | 13.58% | UPRO 80%, TYD 20% |
| 2013-03-11 | 2013-03-11 | 1 | -0.02% | BIL 100% |
| 2011-02-22 | 2013-03-04 | 107 | 64.80% | UPRO 80%, TYD 20% |
| 2011-02-07 | 2011-02-14 | 2 | -0.00% | BIL 100% |
| 2010-01-04 | 2011-01-31 | 57 | 47.31% | UPRO 80%, TYD 20% |