Every number on the main page lives here, grouped by evidence type, with its definition, period and conditions. Tap a value to open the same detail in place.
BACKTESTHistorical simulation on past data.
The headline numbers, with SPY over the same 10 years
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data; it does not guarantee future results. 120 months, 2016-09 to 2026-08. One of the portfolios Standard plan members can see through to the signal (name not shown). Free and Basic plan members see its performance only; signals start at the Standard plan.
The constant yearly growth rate that produces the same ending value over the period.Backtest on historical data; it does not guarantee future results. 120 months, 2016-09 to 2026-08. One of the portfolios Standard plan members can see through to the signal (name not shown). Free and Basic plan members see its performance only; signals start at the Standard plan.
The largest fall from a previous peak to a later trough during the period.Backtest on historical data; it does not guarantee future results. 120 months, 2016-09 to 2026-08. One of the portfolios Standard plan members can see through to the signal (name not shown). Free and Basic plan members see its performance only; signals start at the Standard plan.
Return above the risk-free rate per unit of volatility.Backtest on historical data; it does not guarantee future results. 120 months, 2016-09 to 2026-08. One of the portfolios Standard plan members can see through to the signal (name not shown). Free and Basic plan members see its performance only; signals start at the Standard plan.
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 12 portfolios in L0 (a selected result). Standard plan members see this portfolio through to its signal; Basic plan members see its performance only (as of 2026-09-28).
The constant yearly growth rate that produces the same ending value over the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 12 portfolios in L0 (a selected result). Standard plan members see this portfolio through to its signal; Basic plan members see its performance only (as of 2026-09-28).
The largest fall from a previous peak to a later trough during the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 12 portfolios in L0 (a selected result). Standard plan members see this portfolio through to its signal; Basic plan members see its performance only (as of 2026-09-28).
Annual return (CAGR) divided by the size of the maximum drawdown.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 12 portfolios in L0 (a selected result). Standard plan members see this portfolio through to its signal; Basic plan members see its performance only (as of 2026-09-28).
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The median multiple of the 12 portfolios in L0.
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 21 portfolios in L1 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The constant yearly growth rate that produces the same ending value over the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 21 portfolios in L1 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The largest fall from a previous peak to a later trough during the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 21 portfolios in L1 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Annual return (CAGR) divided by the size of the maximum drawdown.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 21 portfolios in L1 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The median multiple of the 21 portfolios in L1.
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 24 portfolios in L2 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The constant yearly growth rate that produces the same ending value over the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 24 portfolios in L2 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The largest fall from a previous peak to a later trough during the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 24 portfolios in L2 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Annual return (CAGR) divided by the size of the maximum drawdown.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 24 portfolios in L2 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The median multiple of the 24 portfolios in L2.
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 18 portfolios in L3 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The constant yearly growth rate that produces the same ending value over the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 18 portfolios in L3 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
The largest fall from a previous peak to a later trough during the period.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 18 portfolios in L3 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Annual return (CAGR) divided by the size of the maximum drawdown.Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The largest of the 18 portfolios in L3 (a selected result). No membership plan can see this portfolio (as of 2026-09-28).
Ending value of 1 unit invested at the start of the period (total return + 1).Backtest on historical data (in-sample); it does not guarantee future results. 120 months, 2016-09 to 2026-08. The median multiple of the 18 portfolios in L3.
Estimated per person, for each member's first membership period, counted by billing month. It does not match a figure converted from the monthly cancellation rate.
Calculation conditions
Data
Price data: EODHD daily prices (unadjusted) and its dividend and split records. Split and dividend adjustments are calculated in-house. Dividends and splits are cross-checked against Tiingo and Alpaca records. ^VIX: the official CBOE series. Risk-free rate: 3-month U.S. Treasury bill (DTB3). Benchmark: SPY. System of record for signals and returns: PostgreSQL.
Rebalance
Monthly (set by the last close of the previous month)
Fees & tax
Not included (calculated from each month's price ratios and weights).
Basic-DualMomentum methodology
Basic-DualMomentum · v1
Basic-DualMomentum figures calculated
2026-11-12T03:34:54.016286+00:00
Source of the Standard-plan portfolio and SPY figures