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.
Defensive Inflation GuardA preservation-focused strategy designed to protect purchasing power against inflation. Combines inflation-protected Treasuries (TIPS) with short-duration bonds and a defensive equity anchor to maintain real value in volatile economic cycles.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-05-06
Executive Summary
The Defensive Inflation Guard model portfolio achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 3.2% with a Maximum Drawdown of -5.6%. Focusing on the most recent 5-year window (validated for data integrity), the portfolio maintained a CAGR of 3.5% with a risk profile of -4.0% Max Drawdown. The model currently aggregates 107 completed trades, maintaining a Sharpe Ratio of 1.52.

Target Portfolio Composition

TickerDescription & StrategyMethodWeight
SCHP
Schwab U.S. TIPS ETF
Excess Return MMA
Investing45%
BSV
Vanguard Short-term Bond Index Fund ETF
Excess Return MMA
Investing45%
VTI
Vanguard Total Stock Market Index Fund ETF
Excess Return MMA
Investing10%

Portfolio Performance Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR6.54%7.00%3.50%2.66%3.92%3.74%3.24%3.65%
Sharpe Ratio2.622.481.490.601.640.941.521.00
Max Drawdown-1.56%-2.11%-3.98%-12.07%-5.61%-12.07%-5.61%-12.07%
% Time Invested100.0%100.0%92.7%100.0%95.8%100.0%97.3%100.0%
Trades / Year0.00.05.00.05.30.05.30.0

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
2025-07-16PendingBSVPending Sell15%$75.63%Signal
2025-09-15OpenVTIOpen3.33%$322.64$361.8612.16%Mark-to-Market
2025-04-30OpenVTIOpen3.33%$265.97$361.8636.05%Mark-to-Market
2024-08-05OpenSCHPOpen15%$25.02$26.817.17%Mark-to-Market
2024-08-01OpenBSVOpen15%$72.46$78.157.86%Mark-to-Market
2026-04-23OpenCASHInterest15%$1.00$1.000.17%Mark-to-Market
2026-04-09OpenCASHInterest3.33%$1.00$1.000.34%Mark-to-Market
2026-02-09OpenCASHInterest15%$1.00$1.001.01%Mark-to-Market
2026-01-21OpenCASHInterest15%$1.00$1.001.23%Mark-to-Market
2025-05-012026-04-23SCHPCompleted15%$25.77$26.753.83%Signal
2025-05-012026-04-09VTICompleted3.33%$272.06$333.3122.51%Signal
2025-04-152026-02-09BSVCompleted15%$74.81$78.074.36%Signal
2025-04-162026-01-21SCHPCompleted15%$25.31$26.344.06%Signal
2025-06-262025-09-15CASHInterest3.33%$1.00$1.010.92%Interest Income
2025-04-072025-07-16CASHInterest15%$1.00$1.011.16%Interest Income
2025-04-302025-06-26VTICompleted3.33%$265.97$296.8611.62%Signal
2025-03-272025-05-01CASHInterest3.33%$1.00$1.000.40%Interest Income
2025-03-192025-05-01CASHInterest15%$1.00$1.010.50%Interest Income
2025-04-072025-04-30CASHInterest3.33%$1.00$1.000.27%Interest Income
2025-04-072025-04-30CASHInterest3.33%$1.00$1.000.27%Interest Income
2024-12-232025-04-16CASHInterest15%$1.00$1.011.33%Interest Income
2024-12-272025-04-15CASHInterest15%$1.00$1.011.26%Interest Income
2024-03-252025-04-07BSVCompleted15%$70.74$75.216.32%Signal
2023-11-082025-04-07VTICompleted3.33%$209.34$237.2013.31%Stop
2023-04-172025-04-07VTICompleted3.33%$196.92$237.2020.45%Stop
2024-01-032025-03-27VTICompleted3.33%$227.92$276.2021.18%Signal
2024-05-012025-03-19SCHPCompleted15%$23.83$25.346.34%Signal
2024-08-012024-12-27BSVCompleted15%$72.46$73.221.05%Signal
2024-07-302024-12-23SCHPCompleted15%$24.71$24.65-0.22%Signal
2023-09-282024-08-05CASHInterest15%$1.00$1.043.66%Interest Income
2024-05-072024-08-01CASHInterest15%$1.00$1.011.00%Interest Income
2021-11-172024-08-01CASHInterest15%$1.00$1.109.83%Interest Income
2024-05-062024-07-30CASHInterest15%$1.00$1.010.98%Interest Income
2024-01-042024-05-07BSVCompleted15%$70.47$70.730.37%Signal
2024-01-242024-05-06SCHPCompleted15%$24.10$24.04-0.24%Signal
2023-09-112024-05-01CASHInterest15%$1.00$1.032.76%Interest Income
2023-09-132024-03-25CASHInterest15%$1.00$1.022.26%Interest Income
2023-07-172024-01-24CASHInterest15%$1.00$1.022.23%Interest Income
2023-07-172024-01-04CASHInterest15%$1.00$1.022.02%Interest Income
2023-11-062024-01-03CASHInterest3.33%$1.00$1.010.64%Interest Income
2022-10-262023-11-08CASHInterest3.33%$1.00$1.044.02%Interest Income
2023-01-302023-11-06VTICompleted3.33%$193.50$208.857.93%Signal
2023-04-062023-09-28SCHPCompleted15%$24.35$23.07-5.26%Stop
2023-08-102023-09-13BSVCompleted15%$68.65$68.39-0.38%Signal
2023-04-062023-09-11SCHPCompleted15%$24.35$23.51-3.45%Signal
2021-03-242023-08-10CASHInterest15%$1.00$1.066.42%Interest Income
2023-03-142023-07-17SCHPCompleted15%$23.86$23.80-0.22%Signal
2023-02-242023-07-17BSVCompleted15%$67.37$68.431.58%Signal
2022-05-092023-04-17CASHInterest3.33%$1.00$1.033.20%Interest Income
2022-08-082023-04-06CASHInterest15%$1.00$1.022.38%Interest Income
2022-04-212023-04-06CASHInterest15%$1.00$1.033.26%Interest Income
2022-02-112023-03-14CASHInterest15%$1.00$1.033.45%Interest Income
2020-12-172023-02-24CASHInterest15%$1.00$1.055.00%Interest Income
2022-02-252023-01-30CASHInterest3.33%$1.00$1.032.92%Interest Income
2022-10-202022-10-26VTICompleted3.33%$175.68$182.083.64%Signal
2022-09-282022-10-20CASHInterest3.33%$1.00$1.000.24%Interest Income
2022-06-012022-09-28VTICompleted3.33%$196.08$173.79-11.37%Stop
2022-05-252022-08-08SCHPCompleted15%$24.92$24.88-0.17%Signal
2022-05-092022-06-01CASHInterest3.33%$1.00$1.000.18%Interest Income
2022-05-032022-05-25CASHInterest15%$1.00$1.000.18%Interest Income
2022-03-212022-05-09VTICompleted3.33%$212.20$191.68-9.67%Signal
2020-04-012022-05-09VTICompleted3.33%$113.86$191.6868.34%Stop
2020-04-032022-05-03SCHPCompleted15%$23.52$25.006.27%Stop
2020-04-032022-04-21SCHPCompleted15%$23.52$25.217.19%Signal
2022-02-252022-03-21CASHInterest3.33%$1.00$1.000.12%Interest Income
2020-08-112022-02-25VTICompleted3.33%$157.57$204.5229.79%Stop
2020-06-252022-02-25VTICompleted3.33%$141.38$204.5244.66%Stop
2021-06-162022-02-11SCHPCompleted15%$25.40$25.450.17%Signal
2019-08-062021-11-17BSVCompleted15%$68.37$71.364.38%Signal
2021-04-292021-06-16CASHInterest15%$1.00$1.000.21%Interest Income
2020-04-032021-04-29SCHPCompleted15%$23.52$24.996.25%Signal
2019-03-212021-03-24BSVCompleted15%$66.47$71.697.85%Signal
2019-01-302020-12-17BSVCompleted15%$65.77$72.059.55%Signal
2020-06-152020-08-11CASHInterest3.33%$1.00$1.000.10%Interest Income
2020-04-082020-06-25CASHInterest3.33%$1.00$1.000.15%Interest Income
2020-03-242020-06-15VTICompleted3.33%$107.37$138.1128.63%Signal
2020-03-242020-04-08VTICompleted3.33%$107.37$122.6714.25%Signal
2020-03-122020-04-03CASHInterest15%$1.00$1.000.05%Interest Income
2020-03-122020-04-03CASHInterest15%$1.00$1.000.05%Interest Income
2020-03-122020-04-03CASHInterest15%$1.00$1.000.05%Interest Income
2020-03-102020-04-01CASHInterest3.33%$1.00$1.000.05%Interest Income
2020-03-022020-03-24CASHInterest3.33%$1.00$1.000.06%Interest Income
2020-03-022020-03-24CASHInterest3.33%$1.00$1.000.06%Interest Income
2019-03-152020-03-12SCHPCompleted15%$21.25$21.953.29%Stop
2019-03-152020-03-12SCHPCompleted15%$21.25$21.953.29%Stop
2019-03-132020-03-12SCHPCompleted15%$21.21$21.953.49%Stop
2019-01-162020-03-10VTICompleted3.33%$119.70$131.7610.07%Stop
2019-06-202020-03-02VTICompleted3.33%$136.22$138.201.46%Stop
2019-03-282020-03-02VTICompleted3.33%$129.16$138.207.00%Stop
2016-12-232019-08-06CASHInterest15%$1.00$1.076.84%Interest Income
2019-01-302019-06-20CASHInterest3.33%$1.00$1.010.96%Interest Income
2018-11-282019-03-28CASHInterest3.33%$1.00$1.010.86%Interest Income
2017-11-132019-03-21CASHInterest15%$1.00$1.043.81%Interest Income
2017-09-252019-03-15CASHInterest15%$1.00$1.044.10%Interest Income
2017-02-032019-03-15CASHInterest15%$1.00$1.065.62%Interest Income
2018-10-012019-03-13CASHInterest15%$1.00$1.011.26%Interest Income
2019-01-112019-01-30VTICompleted3.33%$118.32$121.923.04%Signal
2017-09-272019-01-30CASHInterest15%$1.00$1.043.74%Interest Income
2018-12-212019-01-16CASHInterest3.33%$1.00$1.000.17%Interest Income
2018-12-182019-01-11CASHInterest3.33%$1.00$1.000.17%Interest Income
2016-11-162018-12-21VTICompleted3.33%$96.35$112.6316.89%Stop
2016-07-132018-12-18VTICompleted3.33%$94.23$116.8624.01%Stop
2018-07-092018-11-28VTICompleted3.33%$127.11$122.89-3.33%Signal
2018-08-132018-10-01SCHPCompleted15%$21.06$20.90-0.78%Signal
2017-12-192018-08-13CASHInterest15%$1.00$1.021.81%Interest Income
2018-05-082018-07-09CASHInterest3.33%$1.00$1.000.48%Interest Income
2016-05-042018-05-08VTICompleted3.33%$89.00$121.4036.40%Signal
2017-10-202017-12-19SCHPCompleted15%$20.81$20.980.81%Signal
2017-10-032017-11-13BSVCompleted15%$64.94$64.82-0.17%Signal
2017-07-132017-10-20CASHInterest15%$1.00$1.010.62%Interest Income
2016-12-162017-10-03CASHInterest15%$1.00$1.021.83%Interest Income
2017-06-072017-09-27BSVCompleted15%$64.80$64.970.27%Signal
2016-06-102017-09-25SCHPCompleted15%$20.66$20.941.35%Signal
2017-02-272017-07-13SCHPCompleted15%$20.92$20.64-1.33%Signal
2016-11-012017-06-07CASHInterest15%$1.00$1.011.39%Interest Income
2016-11-302017-02-27CASHInterest15%$1.00$1.010.57%Interest Income
2016-05-172017-02-03SCHPCompleted15%$20.56$20.670.54%Signal
2014-04-142016-12-23BSVCompleted15%$62.13$63.842.76%Signal
2013-03-012016-12-16BSVCompleted15%$61.73$63.743.27%Signal
2016-03-282016-11-30SCHPCompleted15%$20.20$20.501.46%Signal
2016-05-172016-11-16CASHInterest3.33%$1.00$1.010.84%Interest Income
2016-04-062016-11-01BSVCompleted15%$64.16$64.560.62%Signal
2015-10-142016-07-13CASHInterest3.33%$1.00$1.011.43%Interest Income
2015-07-282016-06-10CASHInterest15%$1.00$1.021.76%Interest Income
2016-03-082016-05-17VTICompleted3.33%$86.02$89.423.95%Signal
2015-01-202016-05-17CASHInterest15%$1.00$1.032.76%Interest Income
2016-01-212016-05-04CASHInterest3.33%$1.00$1.010.52%Interest Income
2015-04-242016-04-06CASHInterest15%$1.00$1.022.02%Interest Income
2015-05-122016-03-28CASHInterest15%$1.00$1.021.87%Interest Income
2016-02-122016-03-08CASHInterest3.33%$1.00$1.000.11%Interest Income
2011-08-312016-02-12VTICompleted3.33%$48.69$79.0462.32%Stop
2015-12-282016-01-21VTICompleted3.33%$88.69$80.08-9.71%Stop
2015-08-212015-12-28CASHInterest3.33%$1.00$1.010.76%Interest Income
2015-09-172015-10-14VTICompleted3.33%$86.70$86.65-0.06%Signal
2015-08-252015-09-17CASHInterest3.33%$1.00$1.000.14%Interest Income
2012-03-162015-08-25VTICompleted3.33%$56.65$84.8349.74%Stop
2012-09-052015-08-21VTICompleted3.33%$56.97$87.2753.18%Signal
2014-04-142015-07-28SCHPCompleted15%$19.74$19.920.93%Signal
2015-04-082015-05-12SCHPCompleted15%$20.32$19.92-1.95%Signal
2013-03-012015-04-24BSVCompleted15%$61.73$63.232.43%Signal
2014-10-282015-04-08CASHInterest15%$1.00$1.010.91%Interest Income
2014-04-142015-01-20SCHPCompleted15%$19.74$20.282.73%Signal
2014-04-142014-10-28SCHPCompleted15%$19.74$20.111.88%Signal
2013-09-052014-04-14CASHInterest15%$1.00$1.021.65%Interest Income
2013-05-082014-04-14CASHInterest15%$1.00$1.022.46%Interest Income
2013-04-082014-04-14CASHInterest15%$1.00$1.032.62%Interest Income
2013-02-272014-04-14CASHInterest15%$1.00$1.032.83%Interest Income
2013-07-052013-09-05SCHPCompleted15%$19.28$19.00-1.49%Signal
2013-06-122013-07-05CASHInterest15%$1.00$1.000.15%Interest Income
2012-07-302013-06-12SCHPCompleted15%$20.75$19.88-4.20%Stop
2012-07-302013-05-08SCHPCompleted15%$20.75$20.890.67%Signal
2009-04-022013-04-08BSVCompleted15%$54.97$61.8712.56%Signal
2013-01-312013-03-01CASHInterest15%$1.00$1.000.16%Interest Income
2012-12-272013-03-01CASHInterest15%$1.00$1.000.33%Interest Income
2012-07-302013-02-27SCHPCompleted15%$20.75$20.800.26%Signal
2012-07-162013-01-31BSVCompleted15%$61.53$61.530.00%Signal
2012-07-112012-12-27BSVCompleted15%$61.48$61.550.11%Signal
2012-07-052012-09-05CASHInterest3.33%$1.00$1.000.27%Interest Income
2012-07-262012-07-30CASHInterest15%$1.00$1.000.01%Interest Income
2012-07-262012-07-30CASHInterest15%$1.00$1.000.01%Interest Income
2012-07-262012-07-30CASHInterest15%$1.00$1.000.01%Interest Income
2012-04-052012-07-16CASHInterest15%$1.00$1.000.48%Interest Income
2012-05-142012-07-11CASHInterest15%$1.00$1.000.26%Interest Income
2011-12-282012-07-05VTICompleted3.33%$50.62$55.399.41%Signal
2012-03-122012-05-14BSVCompleted15%$61.03$61.290.42%Signal
2011-05-032012-04-05BSVCompleted15%$59.54$60.932.35%Signal
2011-10-062012-03-16CASHInterest3.33%$1.00$1.010.89%Interest Income
2011-12-012012-03-12CASHInterest15%$1.00$1.010.53%Interest Income
2011-07-292011-12-28CASHInterest3.33%$1.00$1.010.87%Interest Income
2011-05-032011-12-01BSVCompleted15%$59.54$60.591.76%Signal
2011-08-302011-10-06VTICompleted3.33%$47.98$45.30-5.59%Signal
2011-08-092011-08-31CASHInterest3.33%$1.00$1.000.14%Interest Income
2011-08-082011-08-30CASHInterest3.33%$1.00$1.000.14%Interest Income
2010-06-012011-08-09VTICompleted3.33%$41.84$45.067.71%Stop
2010-12-072011-08-08VTICompleted3.33%$48.74$46.27-5.07%Stop
2010-10-142011-07-29VTICompleted3.33%$46.00$51.4511.85%Signal
2011-03-142011-05-03CASHInterest15%$1.00$1.000.47%Interest Income
2011-01-032011-05-03CASHInterest15%$1.00$1.011.13%Interest Income
2010-08-052011-03-14BSVCompleted15%$58.82$59.240.71%Signal
2010-07-072011-01-03BSVCompleted15%$58.44$58.860.71%Signal
2010-10-062010-12-07CASHInterest3.33%$1.00$1.000.45%Interest Income
2010-07-152010-10-14CASHInterest3.33%$1.00$1.010.68%Interest Income
2010-06-012010-10-06VTICompleted3.33%$41.84$45.218.06%Signal
2010-07-142010-08-05CASHInterest15%$1.00$1.000.19%Interest Income
2010-06-012010-07-15VTICompleted3.33%$41.84$42.361.24%Signal
2010-07-122010-07-14BSVCompleted15%$58.44$58.38-0.10%Signal
2010-06-012010-07-12CASHInterest15%$1.00$1.000.35%Interest Income
2010-03-092010-07-07CASHInterest15%$1.00$1.011.15%Interest Income
2010-05-072010-06-01CASHInterest3.33%$1.00$1.000.21%Interest Income
2010-05-072010-06-01CASHInterest3.33%$1.00$1.000.21%Interest Income
2010-05-072010-06-01CASHInterest3.33%$1.00$1.000.21%Interest Income
2009-04-022010-06-01BSVCompleted15%$54.97$57.905.34%Signal
2009-07-222010-05-07VTICompleted3.33%$35.50$43.5322.61%Stop
2009-07-222010-05-07VTICompleted3.33%$35.50$43.5322.61%Stop
2009-05-292010-05-07VTICompleted3.33%$33.95$43.5328.22%Stop
2009-07-172010-03-09BSVCompleted15%$55.68$57.433.15%Signal
2008-07-082009-07-22CASHInterest3.33%$1.00$1.033.43%Interest Income
2008-01-032009-07-22CASHInterest3.33%$1.00$1.055.40%Interest Income
2009-05-202009-07-17CASHInterest15%$1.00$1.010.56%Interest Income
2008-07-302009-05-29CASHInterest3.33%$1.00$1.032.63%Interest Income
2009-04-022009-05-20BSVCompleted15%$54.97$55.490.95%Signal
2009-03-312009-04-02CASHInterest15%$1.00$1.000.01%Interest Income
2009-03-312009-04-02CASHInterest15%$1.00$1.000.01%Interest Income
2009-03-312009-04-02CASHInterest15%$1.00$1.000.01%Interest Income
2008-06-132008-07-30VTICompleted3.33%$48.91$46.30-5.33%Signal
2008-02-132008-07-08VTICompleted3.33%$48.82$45.25-7.31%Signal
2007-12-312008-06-13CASHInterest3.33%$1.00$1.021.67%Interest Income
2008-01-222008-02-13CASHInterest3.33%$1.00$1.000.23%Interest Income
2003-09-052008-01-22VTICompleted3.33%$32.78$44.4535.59%Stop
2006-11-282008-01-03VTICompleted3.33%$48.12$51.587.19%Signal
2007-12-072007-12-31VTICompleted3.33%$53.68$52.53-2.14%Signal
2007-09-172007-12-07CASHInterest3.33%$1.00$1.010.99%Interest Income
2006-10-092007-09-17VTICompleted3.33%$46.74$52.3211.95%Signal
2006-10-052006-11-28CASHInterest3.33%$1.00$1.010.67%Interest Income
2006-06-272006-10-09CASHInterest3.33%$1.00$1.011.37%Interest Income
2005-01-062006-10-05VTICompleted3.33%$39.25$46.6618.87%Signal
2005-12-212006-06-27VTICompleted3.33%$43.26$43.360.22%Signal
2005-11-142005-12-21CASHInterest3.33%$1.00$1.000.45%Interest Income
2005-07-182005-11-14VTICompleted3.33%$41.47$42.211.78%Signal
2005-05-022005-07-18CASHInterest3.33%$1.00$1.010.84%Interest Income
2004-11-102005-05-02VTICompleted3.33%$38.29$38.530.63%Signal
2004-09-292005-01-06CASHInterest3.33%$1.00$1.011.13%Interest Income
2004-06-022004-11-10CASHInterest3.33%$1.00$1.021.90%Interest Income
2003-06-172004-09-29VTICompleted3.33%$31.84$36.2513.85%Signal
2003-06-172004-06-02VTICompleted3.33%$31.84$36.5814.88%Signal
2003-06-132003-09-05CASHInterest3.33%$1.00$1.010.91%Interest Income
2003-06-132003-06-17CASHInterest3.33%$1.00$1.000.01%Interest Income
2003-06-132003-06-17CASHInterest3.33%$1.00$1.000.01%Interest Income