Track record & conditions

Every number on the landing page lives here, grouped by evidence type, with its definition, period and conditions. Tap a value to open the same detail in place.

BACKTEST Historical simulation on past data.

The headline numbers, with SPY over the same 10 years

Metric	Value	Period	Definition
A portfolio on the Standard plan
Total return	119.5×	2016-09 – 2026-08	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.
CAGR	61.3%	2016-09 – 2026-08	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.
Max drawdown	−33.7%	2016-09 – 2026-08	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.
Sharpe ratio	1.40	2016-09 – 2026-08	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.
SPY (S&P 500), same 10 years
Total return	4.1×	2016-09 – 2026-08	Ending value of 1 unit invested at the start of the period (total return + 1).
CAGR	15.2%	2016-09 – 2026-08	The constant yearly growth rate that produces the same ending value over the period.
Max drawdown	−23.8%	2016-09 – 2026-08	The largest fall from a previous peak to a later trough during the period.
Sharpe ratio	0.82	2016-09 – 2026-08	Return above the risk-free rate per unit of volatility.

Basic-DualMomentum (free and public), with SPY over the same period

Metric	Value	Period	Definition
Basic-DualMomentum (same 10 years)
Total return	6.4×	2016-09 – 2026-08	Ending value of 1 unit invested at the start of the period (total return + 1).
CAGR	20.5%	2016-09 – 2026-08	The constant yearly growth rate that produces the same ending value over the period.
Max drawdown	−22.6%	2016-09 – 2026-08	The largest fall from a previous peak to a later trough during the period.
Sharpe ratio	0.98	2016-09 – 2026-08	Return above the risk-free rate per unit of volatility.
Basic-DualMomentum (full period)
Total return	33.8×	2003-09 – 2026-08	Ending value of 1 unit invested at the start of the period (total return + 1).
CAGR	16.5%	2003-09 – 2026-08	The constant yearly growth rate that produces the same ending value over the period.
Max drawdown	−41.0%	2003-09 – 2026-08	The largest fall from a previous peak to a later trough during the period.
Sharpe ratio	0.90	2003-09 – 2026-08	Return above the risk-free rate per unit of volatility.
SPY (S&P 500), Basic-DualMomentum full period
Total return	11.3×	2003-09 – 2026-08	Ending value of 1 unit invested at the start of the period (total return + 1).
CAGR	11.1%	2003-09 – 2026-08	The constant yearly growth rate that produces the same ending value over the period.
Max drawdown	−52.9%	2003-09 – 2026-08	The largest fall from a previous peak to a later trough during the period.
Sharpe ratio	0.63	2003-09 – 2026-08	Return above the risk-free rate per unit of volatility.

Membership plan portfolios (aggregates)

Metric	Value	Period	Definition
Basic
Portfolios	2	Each portfolio since its own inception	Portfolios included in this plan (Portfolios). Individual portfolios are not named.
Average multiple	64×	Each portfolio since its own inception	Portfolios included in this plan (Average multiple). Individual portfolios are not named.
Best multiple	113×	Each portfolio since its own inception	Portfolios included in this plan (Best multiple). Individual portfolios are not named.
Best CAGR	38.8%	Each portfolio since its own inception	Portfolios included in this plan (Best CAGR). Individual portfolios are not named.
Best Sharpe	1.10	Each portfolio since its own inception	Portfolios included in this plan (Best Sharpe). Individual portfolios are not named.
Shallowest max drawdown	−23.3%	Each portfolio since its own inception	Portfolios included in this plan (Shallowest max drawdown). Individual portfolios are not named.
Standard
Portfolios	16	Each portfolio since its own inception	Portfolios included in this plan (Portfolios). Individual portfolios are not named.
Average multiple	240×	Each portfolio since its own inception	Portfolios included in this plan (Average multiple). Individual portfolios are not named.
Best multiple	824×	Each portfolio since its own inception	Portfolios included in this plan (Best multiple). Individual portfolios are not named.
Best CAGR	52.5%	Each portfolio since its own inception	Portfolios included in this plan (Best CAGR). Individual portfolios are not named.
Best Sharpe	1.27	Each portfolio since its own inception	Portfolios included in this plan (Best Sharpe). Individual portfolios are not named.
Shallowest max drawdown	−22.8%	Each portfolio since its own inception	Portfolios included in this plan (Shallowest max drawdown). Individual portfolios are not named.
Premium
Portfolios	24	Each portfolio since its own inception	Portfolios included in this plan (Portfolios). Individual portfolios are not named.
Average multiple	254×	Each portfolio since its own inception	Portfolios included in this plan (Average multiple). Individual portfolios are not named.
Best multiple	1,141×	Each portfolio since its own inception	Portfolios included in this plan (Best multiple). Individual portfolios are not named.
Best CAGR	69.0%	Each portfolio since its own inception	Portfolios included in this plan (Best CAGR). Individual portfolios are not named.
Best Sharpe	1.41	Each portfolio since its own inception	Portfolios included in this plan (Best Sharpe). Individual portfolios are not named.
Shallowest max drawdown	−21.2%	Each portfolio since its own inception	Portfolios included in this plan (Shallowest max drawdown). Individual portfolios are not named.

Plan values are the average and the best across the portfolios in each plan. A best value belongs to a single portfolio, not to the plan as a whole.

OOS Out-of-sample or after the rules were fixed.

No forward numbers are published yet: the boundary where the rules were fixed is still being verified. How the forward record is handled →

PUBLISHED Rules and records published with a date.

Metric	Value	Period	Definition
Rules fixed (methodology v1)	Under verification	—	Before this date is backtest. After it is the record observed once the rules were fixed (forward).Boundary under verification. No forward numbers are shown until it is verified.
This month's holding	XLU	—	The asset Basic-DualMomentum holds this month.
Methodology version	v1	—	Version of the Basic-DualMomentum rules.

USER DATA Membership, retention and usage facts.

Metric	Value	Period	Definition
Members still subscribed 12 months after joining	About 51%	—	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: Yahoo Finance daily prices (via yfinance), with in-house split and dividend adjustment checks. Daily closes are cross-checked against EODHD and Tiingo. 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 stated in the public record. It will be added here once it is.
Strategy ID / methodology: Basic-DualMomentum · v1 · e0826b59-93a2-4565-9c07-832eaf69af73
Calculated: 2026-09-27T01:14:14.315312+00:00

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