Portfolio Dashboard

DEC 12, 2024 16:00 EST
CAGR (2007-2025)
+27.50%
9,821% Total Return
Sharpe Ratio
2.72
18-Year Backtest
Max Drawdown
-8.55%
vs SPY -55% (2008)
2008 Crisis Return
+30.7%
vs SPY -37%
Current Market Regime
BULL MARKET
Bear Hedge Allocation
0% (inactive)
Dual Momentum (252d) regime detection active. When bear regime detected, 30% automatically shifts to SH (inverse SPY) for downside protection.

Cumulative Returns vs Benchmark

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[ EQUITY_CURVE :: Portfolio vs SPY ]

Base Allocation (Bull Regime)

Trendlock 45.3%
Slammin_Q 31.5%
Monthly_Flip 15.9%
Overnight 7.3%
Bear Regime: 30% shifts to SH (inverse SPY)

Risk Metrics

Sortino Ratio 5.36
Calmar Ratio 5.11
Win Rate 51.3%
Skewness +1.18
Beta to SPY 0.263

Latest Documents

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  • PDF
    December 2024 Tear Sheet
    2.4 MB | Dec 1, 2024
    DOWNLOAD
  • PDF
    Crisis Period Analysis (2007-2010)
    1.8 MB | Nov 15, 2024
    DOWNLOAD
  • PDF
    Form ADV Part 2A
    412 KB | Updated
    DOWNLOAD

Stress Test Performance (18-Year Backtest)

VIEW TEARSHEETS >
2008 Crisis
+30.7%
vs SPY -37%
COVID Crash
0.0%
vs SPY -33%
2022 Bear
-4.6%
vs SPY -24%
Avg Crisis Alpha
+13.4%
outperformance
Stress Test Methodology
  • > 26 crisis periods tested (2007-2025)
  • > Walk-forward analysis: 12 windows
  • > Monte Carlo: 1,000 simulations
  • > 100% windows with positive Sharpe
Regime-Adaptive System
  • > Dual Momentum detection (252-day)
  • > 30% SH allocation in bear regime
  • > Grid search: 228 combinations tested
  • > Grade: A (Excellent)