Four-week performance record

Performance tracking uses completed four-week tranches.

The one-week signal was too noisy, so the public scorecard now follows the actual tactical mandate: each Friday report is bought at the next Monday open, held for four weeks, and contributes 25% of the rolling portfolio. The return shown here is a completed-tranche record: every finished four-week basket contributes one quarter of its four-week gain or loss to the portfolio record.

Since inception9331.72%

Cumulative return of completed 25% four-week tranches.

Annualized104.77%

Geometric annualized return from the first completed tranche date through the latest completed tranche date.

Latest completed tranche-6.24%

Full four-week return for the latest report whose four-week holding window has completed.

Benchmark comparison

Benchmarks use the same completed four-week window and the same 25% tranche contribution method for comparability.

BenchmarkLatest 4W windowSince inceptionAnnualized since inceptionCompleted tranches
Model-6.24%9331.72%104.77%332
BTC-USD-15.13%2206.65%63.76%331
GLD-8.44%194.58%18.57%328
QQQ1.05%272.36%23.03%328
SGOV-0.04%0.52%0.09%309
SPY0.94%151.87%15.68%332
XLE3.23%178.06%17.49%332

Annual returns

YearModelBTC-USDGLDQQQSGOVSPYXLE
20266.29%-19.77%-4.05%18.06%-0.01%9.19%22.76%
202543.33%-3.73%77.26%22.40%0.02%17.45%7.49%
202474.36%165.13%33.24%25.97%-0.04%24.32%11.26%
202336.54%115.21%5.08%45.86%0.25%21.34%-7.29%
202217.00%-38.87%5.86%-20.02%0.30%-10.09%49.80%
20211124.40%45.19%-3.00%15.16%0.01%19.15%61.51%
202081.55%489.73%20.47%52.27%-0.01%21.53%-15.56%

Completed four-week tranche record

Report dateType4W basket return25% portfolio contributionReport
2026-06-19liven/an/aopen
2026-06-12historicaln/an/aopen
2026-06-05backtestn/an/aopen
2026-05-29backtestn/an/aopen
2026-05-22backtestn/an/aopen
2026-05-15backtestn/an/aopen
2026-05-08backtest-6.24%-1.56%open
2026-05-01backtest-0.88%-0.22%open
2026-04-24backtest2.76%0.69%open
2026-04-17backtest4.66%1.16%open
2026-04-10backtest1.53%0.38%open
2026-04-03backtest3.06%0.77%open
2026-03-27backtest-1.30%-0.33%open
2026-03-20backtest1.33%0.33%open
2026-03-13backtest1.09%0.27%open
2026-03-06backtest0.45%0.11%open
2026-02-27backtest-2.10%-0.53%open
2026-02-20backtest-7.25%-1.81%open
2026-02-13backtest-2.30%-0.57%open
2026-02-06backtest-0.42%-0.11%open
2026-01-30backtest11.38%2.85%open
2026-01-23backtest1.10%0.27%open
2026-01-16backtest5.06%1.27%open
2026-01-09backtest8.67%2.17%open
2026-01-02backtest4.28%1.07%open
2025-12-26backtest16.37%4.09%open
2025-12-19backtest11.19%2.80%open
2025-12-12backtest13.67%3.42%open
2025-12-05backtest13.25%3.31%open
2025-11-28backtest9.36%2.34%open
2025-11-21backtest17.47%4.37%open
2025-11-14backtest10.63%2.66%open
2025-11-07backtest-5.28%-1.32%open
2025-10-31backtest-9.94%-2.49%open
2025-10-24backtest-15.07%-3.77%open
2025-10-17backtest-7.82%-1.96%open
2025-10-10backtest-4.65%-1.16%open
2025-10-03backtest-5.41%-1.35%open
2025-09-26backtest2.37%0.59%open
2025-09-19backtest-0.09%-0.02%open
2025-09-12backtest5.66%1.41%open
2025-09-05backtest11.80%2.95%open
2025-08-29backtest7.25%1.81%open
2025-08-22backtest4.49%1.12%open
2025-08-15backtest1.46%0.37%open
2025-08-08backtest-1.75%-0.44%open
2025-08-01backtest1.21%0.30%open
2025-07-25backtest-1.57%-0.39%open
2025-07-18backtest1.22%0.30%open
2025-07-11backtest0.79%0.20%open
2025-07-04backtest1.28%0.32%open
2025-06-27backtest7.24%1.81%open
2025-06-20backtest11.56%2.89%open
2025-06-13backtest9.06%2.27%open
2025-06-06backtest3.86%0.97%open
2025-05-30backtest4.47%1.12%open
2025-05-23backtest-1.09%-0.27%open
2025-05-16backtest3.07%0.77%open
2025-05-09backtest4.07%1.02%open
2025-05-02backtest9.04%2.26%open
2025-04-25backtest11.18%2.79%open
2025-04-18backtest17.15%4.29%open
2025-04-11backtest15.43%3.86%open
2025-04-04backtest20.07%5.02%open
2025-03-28backtest7.46%1.86%open
2025-03-21backtest-3.60%-0.90%open
2025-03-14backtest-1.69%-0.42%open
2025-03-07backtest-6.42%-1.61%open
2025-02-28backtest-7.78%-1.94%open
2025-02-21backtest-6.06%-1.52%open
2025-02-14backtest-9.24%-2.31%open
2025-02-07backtest-10.78%-2.69%open
2025-01-31backtest-1.48%-0.37%open
2025-01-24backtest-3.41%-0.85%open
2025-01-17backtest-2.82%-0.71%open
2025-01-10backtest3.15%0.79%open
2025-01-03backtest-1.55%-0.39%open
2024-12-27backtest6.05%1.51%open
2024-12-20backtest5.05%1.26%open
2024-12-13backtest-7.21%-1.80%open
2024-12-06backtest-4.27%-1.07%open
2024-11-29backtest-6.00%-1.50%open
2024-11-22backtest-4.20%-1.05%open
2024-11-15backtest8.13%2.03%open
2024-11-08backtest13.11%3.28%open
2024-11-01backtest22.22%5.55%open
2024-10-25backtest23.14%5.78%open
2024-10-18backtest13.36%3.34%open
2024-10-11backtest15.17%3.79%open
2024-10-04backtest3.36%0.84%open
2024-09-27backtest2.35%0.59%open
2024-09-20backtest6.64%1.66%open
2024-09-13backtest6.49%1.62%open
2024-09-06backtest12.03%3.01%open
2024-08-30backtest8.65%2.16%open
2024-08-23backtest0.30%0.08%open
2024-08-16backtest0.68%0.17%open
2024-08-09backtest-3.11%-0.78%open
2024-08-02backtest3.41%0.85%open
2024-07-26backtest-1.57%-0.39%open
2024-07-19backtest-7.97%-1.99%open
2024-07-12backtest-6.55%-1.64%open
2024-07-05backtest-4.69%-1.17%open
2024-06-28backtest2.81%0.70%open
2024-06-21backtest3.24%0.81%open
2024-06-14backtest-2.56%-0.64%open
2024-06-07backtest-9.41%-2.35%open
2024-05-31backtest-5.40%-1.35%open
2024-05-24backtest-6.64%-1.66%open
2024-05-17backtest-3.01%-0.75%open
2024-05-10backtest5.75%1.44%open
2024-05-03backtest4.55%1.14%open
2024-04-26backtest6.13%1.53%open
2024-04-19backtest4.02%1.01%open
2024-04-12backtest-3.26%-0.82%open
2024-04-05backtest-4.51%-1.13%open
2024-03-29backtest-5.29%-1.32%open
2024-03-22backtest-2.65%-0.66%open
2024-03-15backtest0.15%0.04%open
2024-03-08backtest3.27%0.82%open
2024-03-01backtest7.87%1.97%open
2024-02-23backtest17.76%4.44%open
2024-02-16backtest18.70%4.67%open
2024-02-09backtest24.12%6.03%open
2024-02-02backtest27.37%6.84%open
2024-01-26backtest13.49%3.37%open
2024-01-19backtest14.61%3.65%open
2024-01-12backtest11.00%2.75%open
2024-01-05backtest2.14%0.54%open
2023-12-29backtest0.64%0.16%open
2023-12-22backtest-1.22%-0.31%open
2023-12-15backtest0.28%0.07%open
2023-12-08backtest0.72%0.18%open
2023-12-01backtest3.87%0.97%open
2023-11-24backtest9.82%2.46%open
2023-11-17backtest7.17%1.79%open
2023-11-10backtest10.93%2.73%open
2023-11-03backtest9.17%2.29%open
2023-10-27backtest7.36%1.84%open
2023-10-20backtest12.35%3.09%open
2023-10-13backtest16.43%4.11%open
2023-10-06backtest13.39%3.35%open
2023-09-29backtest10.28%2.57%open
2023-09-22backtest7.50%1.88%open
2023-09-15backtest0.39%0.10%open
2023-09-08backtest2.06%0.52%open
2023-09-01backtest4.52%1.13%open
2023-08-25backtest-0.10%-0.02%open
2023-08-18backtest2.07%0.52%open
2023-08-11backtest-4.53%-1.13%open
2023-08-04backtest-3.74%-0.93%open
2023-07-28backtest-6.55%-1.64%open
2023-07-21backtest-7.85%-1.96%open
2023-07-14backtest-3.11%-0.78%open
2023-07-07backtest-0.13%-0.03%open
2023-06-30backtest-0.09%-0.02%open
2023-06-23backtest1.85%0.46%open
2023-06-16backtest8.44%2.11%open
2023-06-09backtest8.59%2.15%open
2023-06-02backtest8.30%2.07%open
2023-05-26backtest4.90%1.22%open
2023-05-19backtest4.49%1.12%open
2023-05-12backtest4.47%1.12%open
2023-05-05backtest-3.32%-0.83%open
2023-04-28backtest7.12%1.78%open
2023-04-21backtest2.58%0.65%open
2023-04-14backtest-1.88%-0.47%open
2023-04-07backtest0.67%0.17%open
2023-03-31backtest-1.47%-0.37%open
2023-03-24backtest1.23%0.31%open
2023-03-17backtest6.20%1.55%open
2023-03-10backtest3.83%0.96%open
2023-03-03backtest0.78%0.19%open
2023-02-24backtest-0.82%-0.20%open
2023-02-17backtest-0.12%-0.03%open
2023-02-10backtest-5.34%-1.34%open
2023-02-03backtest-1.27%-0.32%open
2023-01-27backtest-6.98%-1.75%open
2023-01-20backtest-3.58%-0.89%open
2023-01-13backtest-3.12%-0.78%open
2023-01-06backtest-0.26%-0.07%open
2022-12-30backtest7.71%1.93%open
2022-12-23backtest7.14%1.79%open
2022-12-16backtest6.62%1.65%open
2022-12-09backtest4.90%1.23%open
2022-12-02backtest-4.15%-1.04%open
2022-11-25backtest-2.94%-0.74%open
2022-11-18backtest0.25%0.06%open
2022-11-11backtest-2.82%-0.71%open
2022-11-04backtest3.12%0.78%open
2022-10-28backtest2.44%0.61%open
2022-10-21backtest5.29%1.32%open
2022-10-14backtest14.63%3.66%open
2022-10-07backtest8.92%2.23%open
2022-09-30backtest8.33%2.08%open
2022-09-23backtest2.00%0.50%open
2022-09-16backtest3.45%0.86%open
2022-09-09backtest-6.39%-1.60%open
2022-09-02backtest-5.74%-1.43%open
2022-08-26backtest-8.37%-2.09%open
2022-08-19backtest-5.61%-1.40%open
2022-08-12backtest-4.07%-1.02%open
2022-08-05backtest-4.37%-1.09%open
2022-07-29backtest-0.21%-0.05%open
2022-07-22backtest5.69%1.42%open
2022-07-15backtest11.71%2.93%open
2022-07-08backtest6.19%1.55%open
2022-07-01backtest3.44%0.86%open
2022-06-24backtest-2.31%-0.58%open
2022-06-17backtest-3.13%-0.78%open
2022-06-10backtest-16.44%-4.11%open
2022-06-03backtest-20.14%-5.04%open
2022-05-27backtest-17.11%-4.28%open
2022-05-20backtest-8.45%-2.11%open
2022-05-13backtest2.48%0.62%open
2022-05-06backtest4.70%1.17%open
2022-04-29backtest16.09%4.02%open
2022-04-22backtest6.81%1.70%open
2022-04-15backtest-5.51%-1.38%open
2022-04-08backtest-2.94%-0.74%open
2022-04-01backtest-6.56%-1.64%open
2022-03-25backtest-5.94%-1.48%open
2022-03-18backtest6.93%1.73%open
2022-03-11backtest5.53%1.38%open
2022-03-04backtest3.20%0.80%open
2022-02-25backtest10.12%2.53%open
2022-02-18backtest7.51%1.88%open
2022-02-11backtest6.23%1.56%open
2022-02-04backtest10.43%2.61%open
2022-01-28backtest5.25%1.31%open
2022-01-21backtest7.42%1.85%open
2022-01-14backtest2.24%0.56%open
2022-01-07backtest3.09%0.77%open
2021-12-31backtest-7.24%-1.81%open
2021-12-24backtest-0.75%-0.19%open
2021-12-17backtest7.47%1.87%open
2021-12-10backtest-6.86%-1.72%open
2021-12-03backtest-0.38%-0.09%open
2021-11-26backtest-0.91%-0.23%open
2021-11-19backtest-14.76%-3.69%open
2021-11-12backtest-17.17%-4.29%open
2021-11-05backtest-14.40%-3.60%open
2021-10-29backtest-4.33%-1.08%open
2021-10-22backtest-2.67%-0.67%open
2021-10-15backtest24.76%6.19%open
2021-10-08backtest11.43%2.86%open
2021-10-01backtest16.78%4.19%open
2021-09-24backtest22.93%5.73%open
2021-09-17backtest4.80%1.20%open
2021-09-10backtest-9.50%-2.38%open
2021-09-03backtest8.97%2.24%open
2021-08-27backtest22.20%5.55%open
2021-08-20backtest-0.58%-0.15%open
2021-08-13backtest116.13%29.03%open
2021-08-06backtest140.87%35.22%open
2021-07-30backtest89.11%22.28%open
2021-07-23backtest-0.96%-0.24%open
2021-07-16backtest4.97%1.24%open
2021-07-09backtest12.07%3.02%open
2021-07-02backtest4.60%1.15%open
2021-06-25backtest-2.35%-0.59%open
2021-06-18backtest-5.77%-1.44%open
2021-06-11backtest-7.81%-1.95%open
2021-06-04backtest-0.19%-0.05%open
2021-05-28backtest-1.65%-0.41%open
2021-05-21backtest1.20%0.30%open
2021-05-14backtest-6.44%-1.61%open
2021-05-07backtest-19.79%-4.95%open
2021-04-30backtest-15.69%-3.92%open
2021-04-23backtest-12.70%-3.18%open
2021-04-16backtest-5.50%-1.37%open
2021-04-09backtest35.48%8.87%open
2021-04-02backtest49.27%12.32%open
2021-03-26backtest82.99%20.75%open
2021-03-19backtest64.41%16.10%open
2021-03-12backtest44.79%11.20%open
2021-03-05backtest37.26%9.31%open
2021-02-26backtest18.54%4.64%open
2021-02-19backtest12.33%3.08%open
2021-02-12backtest34.52%8.63%open
2021-02-05backtest56.72%14.18%open
2021-01-29backtest111.28%27.82%open
2021-01-22backtest107.15%26.79%open
2021-01-15backtest23.22%5.80%open
2021-01-08backtest49.86%12.46%open
2021-01-01backtest50.75%12.69%open
2020-12-25backtest95.03%23.76%open
2020-12-18backtest79.44%19.86%open
2020-12-11backtest64.69%16.17%open
2020-12-04backtest10.08%2.52%open
2020-11-27backtest-12.07%-3.02%open
2020-11-20backtest-10.07%-2.52%open
2020-11-13backtest-7.38%-1.84%open
2020-11-06backtest-1.40%-0.35%open
2020-10-30backtest16.65%4.16%open
2020-10-23backtest13.83%3.46%open
2020-10-16backtest-1.17%-0.29%open
2020-10-09backtest-3.53%-0.88%open
2020-10-02backtest13.85%3.46%open
2020-09-25backtest-19.82%-4.96%open
2020-09-18backtest-9.39%-2.35%open
2020-09-11backtest5.59%1.40%open
2020-09-04backtest1.56%0.39%open
2020-08-28backtest-17.79%-4.45%open
2020-08-21backtest-9.25%-2.31%open
2020-08-14backtest-8.19%-2.05%open
2020-08-07backtest6.33%1.58%open
2020-07-31backtest6.21%1.55%open
2020-07-24backtest4.87%1.22%open
2020-07-17backtest15.66%3.91%open
2020-07-10backtest19.06%4.76%open
2020-07-03backtest11.88%2.97%open
2020-06-26backtest8.16%2.04%open
2020-06-19backtest4.70%1.17%open
2020-06-12backtest8.79%2.20%open
2020-06-05backtest-0.61%-0.15%open
2020-05-29backtest0.84%0.21%open
2020-05-22backtest3.26%0.82%open
2020-05-15backtest3.99%1.00%open
2020-05-08backtest12.58%3.14%open
2020-05-01backtest9.98%2.50%open
2020-04-24backtest4.01%1.00%open
2020-04-17backtest5.41%1.35%open
2020-04-10backtest3.42%0.85%open
2020-04-03backtest8.66%2.17%open
2020-03-27backtest12.42%3.11%open
2020-03-20backtest22.91%5.73%open
2020-03-13backtest17.57%4.39%open
2020-03-06backtest-5.99%-1.50%open
2020-02-28backtest-23.50%-5.88%open
2020-02-21backtest-36.98%-9.24%open
2020-02-14backtest-39.20%-9.80%open
2020-02-07backtest-19.09%-4.77%open
2020-01-31backtest-8.06%-2.01%open
2020-01-24backtest7.43%1.86%open
2020-01-17backtest7.19%1.80%open
2020-01-10backtest-0.81%-0.20%open
2020-01-03backtest-0.87%-0.22%open

The newest reports may show n/a until their full four-week Monday-open holding window has completed.