Trend-Following Performance
Analytics, distributions, and performance metrics for all trend-following strategies.
Market Indicators
Broad market ETF momentum and recent trend-following portfolio activity.
Model Portfolios
Curated multi-asset portfolios with fixed strategy and style allocations.
Classic 60/40The professional-grade standard balanced portfolio. Combines 60% global equities with 40% aggregate bonds to provide diversified exposure and a favorable balance between risk and long-term capital growth.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-05-05
Executive Summary
The Classic 60/40 model portfolio achieved a Compound Annual Growth Rate (CAGR) of 7.2% with a Maximum Drawdown of -12.6%. The portfolio currently aggregates 108 completed trades across its constituent members, maintaining a Sharpe Ratio of 0.96.

Target Portfolio Composition

TickerDescription & StrategyMethodWeight
SPY
SPDR S&P 500 ETF Trust
Excess Return MMA
Investing60%
AGG
iShares Core U.S. Aggregate Bond ETF
Excess Return MMA
Investing40%

Portfolio Performance Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR16.26%19.56%6.93%8.18%9.52%10.06%7.16%7.68%
Sharpe Ratio2.062.270.940.721.200.850.960.66
Max Drawdown-5.70%-5.86%-10.23%-20.54%-10.23%-21.72%-12.59%-34.70%
% Time Invested100.0%100.0%93.5%100.0%96.0%100.0%87.2%100.0%
Trades / Year1.00.04.00.04.10.03.20.0

Cumulative Growth Performance

Unified Portfolio Activity Log

Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.

Trade History

Entry DateExit DateTickerTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2025-11-05OpenAGGOpen13.33%$98.15$98.770.63%Mark-to-Market
2025-09-10OpenSPYOpen20%$648.12$723.7711.67%Mark-to-Market
2025-09-08OpenAGGOpen13.33%$97.74$98.771.06%Mark-to-Market
2025-04-30OpenSPYOpen20%$541.36$723.7733.69%Mark-to-Market
2026-04-06OpenCASHInterest20%$1.00$1.000.37%Mark-to-Market
2026-03-06OpenCASHInterest13.33%$1.00$1.000.71%Mark-to-Market
2025-05-012026-04-06SPYCompleted20%$554.02$655.8618.38%Signal
2025-08-252026-03-06AGGCompleted13.33%$96.33$99.303.08%Signal
2025-10-142025-11-05CASHInterest13.33%$1.00$1.000.25%Interest Income
2024-08-052025-10-14AGGCompleted13.33%$94.20$98.294.35%Signal
2025-07-172025-09-10CASHInterest20%$1.00$1.010.63%Interest Income
2025-03-182025-09-08CASHInterest13.33%$1.00$1.022.03%Interest Income
2025-08-012025-08-25CASHInterest13.33%$1.00$1.000.27%Interest Income
2025-04-292025-08-01AGGCompleted13.33%$94.64$96.001.43%Signal
2025-04-302025-07-17SPYCompleted20%$541.36$619.1514.37%Signal
2025-03-282025-05-01CASHInterest20%$1.00$1.000.38%Interest Income
2025-04-072025-04-30CASHInterest20%$1.00$1.000.27%Interest Income
2025-04-072025-04-30CASHInterest20%$1.00$1.000.27%Interest Income
2024-12-232025-04-29CASHInterest13.33%$1.00$1.011.47%Interest Income
2023-11-082025-04-07SPYCompleted20%$424.11$483.6514.04%Stop
2023-04-172025-04-07SPYCompleted20%$396.83$483.6521.88%Stop
2024-01-022025-03-28SPYCompleted20%$459.51$559.1221.68%Signal
2024-04-112025-03-18AGGCompleted13.33%$88.57$93.896.01%Signal
2024-08-052024-12-23AGGCompleted13.33%$94.20$92.01-2.32%Signal
2024-05-092024-08-05CASHInterest13.33%$1.00$1.010.99%Interest Income
2021-11-022024-08-05CASHInterest13.33%$1.00$1.109.94%Interest Income
2024-01-182024-05-09AGGCompleted13.33%$89.78$89.05-0.82%Signal
2023-09-142024-04-11CASHInterest13.33%$1.00$1.022.45%Interest Income
2023-07-072024-01-18CASHInterest13.33%$1.00$1.022.26%Interest Income
2023-11-072024-01-02CASHInterest20%$1.00$1.010.61%Interest Income
2022-11-152023-11-08CASHInterest20%$1.00$1.043.79%Interest Income
2023-01-272023-11-07SPYCompleted20%$386.97$422.319.13%Signal
2023-06-262023-09-14AGGCompleted13.33%$88.35$86.77-1.79%Signal
2023-06-162023-07-07AGGCompleted13.33%$87.99$86.71-1.45%Signal
2022-01-242023-06-26CASHInterest13.33%$1.00$1.054.58%Interest Income
2023-05-242023-06-16CASHInterest13.33%$1.00$1.000.23%Interest Income
2023-02-132023-05-24AGGCompleted13.33%$87.46$87.830.42%Signal
2022-05-102023-04-17CASHInterest20%$1.00$1.033.19%Interest Income
2021-11-182023-02-13CASHInterest13.33%$1.00$1.043.52%Interest Income
2022-02-252023-01-27CASHInterest20%$1.00$1.032.91%Interest Income
2022-10-252022-11-15SPYCompleted20%$361.47$382.805.90%Signal
2022-10-032022-10-25CASHInterest20%$1.00$1.000.25%Interest Income
2022-06-022022-10-03SPYCompleted20%$387.42$344.57-11.06%Stop
2022-05-102022-06-02CASHInterest20%$1.00$1.000.18%Interest Income
2022-03-212022-05-10SPYCompleted20%$420.47$382.76-8.97%Stop
2020-04-012022-05-10SPYCompleted20%$227.95$382.7667.91%Stop
2022-02-252022-03-21CASHInterest20%$1.00$1.000.12%Interest Income
2020-08-112022-02-25SPYCompleted20%$311.01$405.2730.31%Stop
2020-06-252022-02-25SPYCompleted20%$280.19$405.2744.64%Stop
2021-11-182022-01-24AGGCompleted13.33%$98.51$97.31-1.22%Signal
2021-08-022021-11-18AGGCompleted13.33%$100.05$98.51-1.54%Signal
2021-03-122021-11-18CASHInterest13.33%$1.00$1.011.04%Interest Income
2020-04-062021-11-02AGGCompleted13.33%$96.38$98.842.56%Signal
2020-12-072021-08-02CASHInterest13.33%$1.00$1.010.89%Interest Income
2020-04-062021-03-12AGGCompleted13.33%$96.38$97.210.86%Signal
2020-04-062020-12-07AGGCompleted13.33%$96.38$100.083.85%Signal
2020-06-252020-08-11CASHInterest20%$1.00$1.000.08%Interest Income
2020-04-082020-06-25CASHInterest20%$1.00$1.000.15%Interest Income
2020-03-242020-06-25SPYCompleted20%$215.49$280.1930.03%Signal
2020-03-242020-04-08SPYCompleted20%$215.49$246.3214.31%Signal
2020-03-132020-04-06CASHInterest13.33%$1.00$1.000.05%Interest Income
2020-03-132020-04-06CASHInterest13.33%$1.00$1.000.05%Interest Income
2020-03-132020-04-06CASHInterest13.33%$1.00$1.000.05%Interest Income
2020-03-102020-04-01CASHInterest20%$1.00$1.000.05%Interest Income
2020-03-022020-03-24CASHInterest20%$1.00$1.000.06%Interest Income
2020-03-022020-03-24CASHInterest20%$1.00$1.000.06%Interest Income
2019-03-132020-03-13AGGCompleted13.33%$87.57$93.256.49%Stop
2019-03-132020-03-13AGGCompleted13.33%$87.57$93.256.49%Stop
2019-01-312020-03-13AGGCompleted13.33%$86.92$93.257.28%Stop
2019-01-162020-03-10SPYCompleted20%$233.93$260.1211.20%Stop
2019-04-082020-03-02SPYCompleted20%$259.53$272.525.01%Stop
2019-03-282020-03-02SPYCompleted20%$252.55$272.527.91%Stop
2019-02-072019-04-08CASHInterest20%$1.00$1.000.42%Interest Income
2018-12-032019-03-28CASHInterest20%$1.00$1.010.83%Interest Income
2018-02-142019-03-13CASHInterest13.33%$1.00$1.033.10%Interest Income
2017-07-072019-03-13CASHInterest13.33%$1.00$1.054.58%Interest Income
2019-01-112019-02-07SPYCompleted20%$231.11$243.005.15%Signal
2017-12-042019-01-31CASHInterest13.33%$1.00$1.033.31%Interest Income
2018-12-212019-01-16CASHInterest20%$1.00$1.000.17%Interest Income
2018-12-182019-01-11CASHInterest20%$1.00$1.000.17%Interest Income
2016-09-012018-12-21SPYCompleted20%$185.64$221.3019.21%Stop
2016-07-072018-12-18SPYCompleted20%$179.23$229.3427.96%Stop
2018-07-122018-12-03SPYCompleted20%$247.02$249.921.17%Signal
2018-05-072018-07-12CASHInterest20%$1.00$1.010.53%Interest Income
2016-05-022018-05-07SPYCompleted20%$175.80$235.8534.16%Signal
2017-08-242018-02-14AGGCompleted13.33%$85.81$83.99-2.12%Signal
2017-05-152017-12-04AGGCompleted13.33%$84.33$85.711.64%Signal
2017-01-132017-08-24CASHInterest13.33%$1.00$1.011.42%Interest Income
2016-06-152017-07-07AGGCompleted13.33%$84.65$84.710.07%Signal
2016-11-182017-05-15CASHInterest13.33%$1.00$1.011.14%Interest Income
2016-03-242017-01-13AGGCompleted13.33%$83.12$83.360.29%Signal
2016-03-072016-11-18AGGCompleted13.33%$82.44$83.250.98%Signal
2016-06-172016-09-01CASHInterest20%$1.00$1.000.32%Interest Income
2015-10-122016-07-07CASHInterest20%$1.00$1.011.42%Interest Income
2011-08-312016-06-17SPYCompleted20%$94.30$176.9287.62%Signal
2016-03-092016-06-15CASHInterest13.33%$1.00$1.000.49%Interest Income
2016-02-232016-05-02CASHInterest20%$1.00$1.000.35%Interest Income
2015-08-052016-03-24CASHInterest13.33%$1.00$1.011.32%Interest Income
2014-04-142016-03-09AGGCompleted13.33%$77.98$82.575.88%Signal
2016-01-052016-03-07CASHInterest13.33%$1.00$1.000.32%Interest Income
2015-12-212016-02-23SPYCompleted20%$170.24$163.97-3.68%Signal
2015-10-302016-01-05AGGCompleted13.33%$81.35$80.96-0.47%Signal
2015-08-242015-12-21CASHInterest20%$1.00$1.010.71%Interest Income
2015-06-052015-10-30CASHInterest13.33%$1.00$1.010.90%Interest Income
2015-09-172015-10-12SPYCompleted20%$167.19$169.241.22%Signal
2015-08-252015-09-17CASHInterest20%$1.00$1.000.14%Interest Income
2012-03-142015-08-25SPYCompleted20%$109.13$163.3649.69%Stop
2012-08-312015-08-24SPYCompleted20%$111.11$156.7241.05%Signal
2014-04-142015-08-05AGGCompleted13.33%$77.98$80.843.67%Signal
2013-12-132015-06-05AGGCompleted13.33%$76.26$80.305.29%Signal
2013-09-092014-04-14CASHInterest13.33%$1.00$1.021.63%Interest Income
2013-04-192014-04-14CASHInterest13.33%$1.00$1.032.56%Interest Income
2013-01-252013-12-13CASHInterest13.33%$1.00$1.022.09%Interest Income
2008-10-312013-09-09AGGCompleted13.33%$57.49$74.9630.40%Signal
2011-08-092013-04-19AGGCompleted13.33%$72.82$78.257.45%Signal
2011-05-242013-01-25AGGCompleted13.33%$71.16$77.318.65%Signal
2012-07-092012-08-31CASHInterest20%$1.00$1.000.25%Interest Income
2011-12-272012-07-09SPYCompleted20%$98.28$106.468.33%Signal
2011-10-062012-03-14CASHInterest20%$1.00$1.010.87%Interest Income
2011-07-282011-12-27CASHInterest20%$1.00$1.010.87%Interest Income
2011-08-302011-10-06SPYCompleted20%$93.04$88.52-4.86%Signal
2011-08-092011-08-31CASHInterest20%$1.00$1.000.14%Interest Income
2011-08-082011-08-30CASHInterest20%$1.00$1.000.14%Interest Income
2011-03-222011-08-09CASHInterest13.33%$1.00$1.011.20%Interest Income
2010-07-272011-08-09SPYCompleted20%$84.68$87.843.73%Stop
2010-11-082011-08-08SPYCompleted20%$92.85$90.02-3.04%Stop
2010-10-142011-07-28SPYCompleted20%$89.41$100.5712.48%Signal
2010-12-302011-05-24CASHInterest13.33%$1.00$1.011.34%Interest Income
2009-03-232011-03-22AGGCompleted13.33%$62.19$69.7612.17%Signal
2010-05-212010-12-30AGGCompleted13.33%$67.79$69.182.05%Signal
2010-09-272010-11-08CASHInterest20%$1.00$1.000.30%Interest Income
2010-07-122010-10-14CASHInterest20%$1.00$1.010.72%Interest Income
2010-06-012010-09-27SPYCompleted20%$81.40$87.177.08%Signal
2010-07-022010-07-27CASHInterest20%$1.00$1.000.19%Interest Income
2010-06-012010-07-12SPYCompleted20%$81.40$81.23-0.22%Signal
2009-11-112010-07-02SPYCompleted20%$82.09$77.84-5.19%Stop
2010-05-072010-06-01CASHInterest20%$1.00$1.000.21%Interest Income
2010-05-072010-06-01CASHInterest20%$1.00$1.000.21%Interest Income
2010-03-092010-05-21CASHInterest13.33%$1.00$1.010.76%Interest Income
2009-08-202010-05-07SPYCompleted20%$74.14$84.6314.15%Stop
2009-06-012010-05-07SPYCompleted20%$68.99$84.6322.66%Stop
2009-07-142010-03-09AGGCompleted13.33%$63.73$66.654.58%Signal
2008-07-082009-11-11CASHInterest20%$1.00$1.054.55%Interest Income
2008-01-082009-08-20CASHInterest20%$1.00$1.065.67%Interest Income
2009-06-082009-07-14CASHInterest13.33%$1.00$1.000.36%Interest Income
2009-01-202009-06-08AGGCompleted13.33%$62.54$61.94-0.96%Signal
2008-07-242009-06-01CASHInterest20%$1.00$1.032.71%Interest Income
2008-09-042009-03-23CASHInterest13.33%$1.00$1.021.68%Interest Income
2008-06-192009-01-20CASHInterest13.33%$1.00$1.022.03%Interest Income
2008-10-092008-10-31CASHInterest13.33%$1.00$1.000.24%Interest Income
2006-07-172008-10-09AGGCompleted13.33%$52.82$56.877.67%Stop
2007-12-072008-09-04AGGCompleted13.33%$58.62$60.533.26%Signal
2008-06-172008-07-24SPYCompleted20%$98.37$92.56-5.90%Signal
2008-02-142008-07-08SPYCompleted20%$97.80$90.15-7.82%Signal
2007-10-112008-06-19AGGCompleted13.33%$57.07$59.183.70%Signal
2007-12-312008-06-17CASHInterest20%$1.00$1.021.71%Interest Income
2008-01-232008-02-14CASHInterest20%$1.00$1.000.23%Interest Income
2003-03-212008-01-23SPYCompleted20%$58.23$90.7655.85%Stop
2006-11-152008-01-08SPYCompleted20%$97.32$101.464.25%Signal
2007-12-052007-12-31SPYCompleted20%$105.08$105.05-0.03%Signal
2007-07-062007-12-07CASHInterest13.33%$1.00$1.021.92%Interest Income
2007-09-172007-12-05CASHInterest20%$1.00$1.010.96%Interest Income
2007-06-042007-10-11CASHInterest13.33%$1.00$1.021.71%Interest Income
2006-09-192007-09-17SPYCompleted20%$92.13$104.8513.82%Signal
2006-07-172007-07-06AGGCompleted13.33%$52.82$55.224.54%Signal
2006-07-172007-06-04AGGCompleted13.33%$52.82$55.725.48%Signal
2006-10-062006-11-15CASHInterest20%$1.00$1.010.51%Interest Income
2005-01-102006-10-06SPYCompleted20%$80.06$94.1017.54%Signal
2006-06-222006-09-19CASHInterest20%$1.00$1.011.18%Interest Income
2005-09-302006-07-17CASHInterest13.33%$1.00$1.043.70%Interest Income
2005-09-202006-07-17CASHInterest13.33%$1.00$1.043.82%Interest Income
2005-09-202006-07-17CASHInterest13.33%$1.00$1.043.82%Interest Income
2006-01-052006-06-22SPYCompleted20%$87.53$86.74-0.90%Signal
2005-11-082006-01-05CASHInterest20%$1.00$1.010.68%Interest Income
2005-06-222005-11-08SPYCompleted20%$82.97$83.500.63%Signal
2005-09-222005-09-30AGGCompleted13.33%$53.11$52.90-0.39%Signal
2005-09-202005-09-22CASHInterest13.33%$1.00$1.000.02%Interest Income
2005-04-282005-06-22CASHInterest20%$1.00$1.010.61%Interest Income
2004-11-112005-04-28SPYCompleted20%$78.67$78.29-0.48%Signal
2004-09-302005-01-10CASHInterest20%$1.00$1.011.14%Interest Income
2004-06-012004-11-11CASHInterest20%$1.00$1.021.94%Interest Income
2003-03-212004-09-30SPYCompleted20%$58.23$74.8928.60%Signal
2003-03-212004-06-01SPYCompleted20%$58.23$74.9128.64%Signal
2003-02-142003-03-21CASHInterest20%$1.00$1.000.35%Interest Income
2001-08-222003-03-21CASHInterest20%$1.00$1.077.18%Interest Income
2001-08-222003-03-21CASHInterest20%$1.00$1.077.18%Interest Income
2003-01-032003-02-14SPYCompleted20%$59.38$53.80-9.39%Stop
2002-04-112003-01-03CASHInterest20%$1.00$1.033.23%Interest Income
2002-01-142002-04-11SPYCompleted20%$73.71$72.79-1.25%Signal
2001-08-232002-01-14CASHInterest20%$1.00$1.021.76%Interest Income
2001-07-232001-08-23SPYCompleted20%$77.75$74.66-3.97%Signal
2001-08-032001-08-22SPYCompleted20%$78.11$74.53-4.58%Stop
2001-08-032001-08-22SPYCompleted20%$78.11$74.53-4.58%Stop
2001-03-082001-08-03CASHInterest20%$1.00$1.022.09%Interest Income
2000-10-182001-08-03CASHInterest20%$1.00$1.044.13%Interest Income
2000-10-182001-07-23CASHInterest20%$1.00$1.043.95%Interest Income
2001-01-172001-03-08SPYCompleted20%$85.60$80.37-6.11%Signal
2000-12-212001-01-17CASHInterest20%$1.00$1.000.31%Interest Income
1998-09-242000-12-21SPYCompleted20%$65.86$79.9921.46%Stop
2000-05-222000-10-18SPYCompleted20%$88.96$83.94-5.65%Signal
2000-05-102000-10-18SPYCompleted20%$88.49$83.94-5.15%Signal
2000-04-172000-05-22CASHInterest20%$1.00$1.010.59%Interest Income
2000-04-172000-05-10CASHInterest20%$1.00$1.000.39%Interest Income
1999-11-192000-04-17SPYCompleted20%$89.24$85.14-4.59%Stop
1999-02-042000-04-17SPYCompleted20%$79.17$85.147.55%Stop
1999-10-011999-11-19CASHInterest20%$1.00$1.010.82%Interest Income
1998-12-111999-10-01SPYCompleted20%$72.13$80.1811.15%Signal
1999-01-071999-02-04CASHInterest20%$1.00$1.000.35%Interest Income
1998-09-231999-01-07SPYCompleted20%$64.35$78.5522.06%Signal
1998-08-311998-12-11CASHInterest20%$1.00$1.011.32%Interest Income
1998-09-011998-09-24CASHInterest20%$1.00$1.000.30%Interest Income
1998-08-311998-09-23CASHInterest20%$1.00$1.000.30%Interest Income
1995-06-231998-09-01SPYCompleted20%$32.21$59.3084.10%Stop
1998-02-181998-08-31SPYCompleted20%$62.78$64.042.02%Stop
1997-11-201998-08-31SPYCompleted20%$58.25$64.049.95%Stop
1998-01-261998-02-18CASHInterest20%$1.00$1.000.35%Interest Income
1997-11-201998-01-26SPYCompleted20%$58.25$59.131.52%Signal
1997-10-291997-11-20CASHInterest20%$1.00$1.000.36%Interest Income
1997-10-291997-11-20CASHInterest20%$1.00$1.000.36%Interest Income
1996-10-151997-10-29SPYCompleted20%$42.77$56.5332.19%Stop
1995-03-031997-10-29SPYCompleted20%$28.15$56.53100.82%Stop
1996-08-301996-10-15CASHInterest20%$1.00$1.010.81%Interest Income
1995-03-061996-08-30SPYCompleted20%$28.06$39.4840.71%Signal
1995-01-191995-06-23CASHInterest20%$1.00$1.032.91%Interest Income
1995-01-191995-03-06CASHInterest20%$1.00$1.010.87%Interest Income
1995-01-191995-03-03CASHInterest20%$1.00$1.010.84%Interest Income