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.
Three-Fund CoreA comprehensive passive core strategy using Total US Stock Market, Total International Stock, and Total Bond Market funds. Offers maximum diversification with ultra-low-cost professional building blocks.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-05-05
Executive Summary
The Three-Fund Core model portfolio achieved a Compound Annual Growth Rate (CAGR) of 7.1% with a Maximum Drawdown of -12.7%. The portfolio currently aggregates 118 completed trades across its constituent members, maintaining a Sharpe Ratio of 0.87.

Target Portfolio Composition

TickerDescription & StrategyMethodWeight
VTI
Vanguard Total Stock Market Index Fund ETF
Excess Return MMA
Investing60%
VXUS
Vanguard Total International Stock Index Fund ETF
Excess Return MMA
Investing20%
BND
Vanguard Total Bond Market Index Fund ETF
Excess Return MMA
Investing20%

Portfolio Performance Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR21.83%25.31%7.17%9.25%10.23%11.46%7.09%7.46%
Sharpe Ratio2.022.210.780.661.040.760.870.54
Max Drawdown-7.64%-7.73%-12.72%-23.77%-12.72%-28.67%-12.72%-35.98%
% Time Invested100.0%100.0%93.5%100.0%96.5%100.0%87.5%100.0%
Trades / Year1.00.05.40.06.70.04.70.0

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
2025-11-07OpenBNDOpen6.67%$72.82$73.240.58%Mark-to-Market
2025-09-15OpenVTIOpen20%$322.64$356.9910.65%Mark-to-Market
2025-06-27OpenBNDOpen6.67%$70.80$73.243.45%Mark-to-Market
2025-05-23OpenVXUSOpen6.67%$64.18$83.4129.97%Mark-to-Market
2025-04-30OpenVTIOpen20%$265.97$356.9934.22%Mark-to-Market
2025-04-01OpenVXUSOpen6.67%$60.17$83.4138.61%Mark-to-Market
2023-12-13OpenVXUSOpen6.67%$51.82$83.4160.96%Mark-to-Market
2026-04-09OpenCASHInterest20%$1.00$1.000.32%Mark-to-Market
2026-03-05OpenCASHInterest6.67%$1.00$1.000.72%Mark-to-Market
2025-05-012026-04-09VTICompleted20%$272.06$333.3122.51%Signal
2025-08-212026-03-05BNDCompleted6.67%$71.32$73.783.46%Signal
2025-10-162025-11-07CASHInterest6.67%$1.00$1.000.25%Interest Income
2024-08-052025-10-16BNDCompleted6.67%$69.92$72.984.37%Signal
2025-06-262025-09-15CASHInterest20%$1.00$1.010.92%Interest Income
2025-07-282025-08-21CASHInterest6.67%$1.00$1.000.30%Interest Income
2025-04-292025-07-28BNDCompleted6.67%$70.25$70.670.60%Signal
2025-03-192025-06-27CASHInterest6.67%$1.00$1.011.17%Interest Income
2025-04-302025-06-26VTICompleted20%$265.97$296.8611.62%Signal
2025-04-072025-05-23CASHInterest6.67%$1.00$1.010.56%Interest Income
2025-03-272025-05-01CASHInterest20%$1.00$1.000.40%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
2024-12-232025-04-29CASHInterest6.67%$1.00$1.011.47%Interest Income
2024-02-262025-04-07VXUSCompleted6.67%$55.11$53.65-2.64%Signal
2023-11-082025-04-07VTICompleted20%$209.34$237.2013.31%Stop
2023-04-172025-04-07VTICompleted20%$196.92$237.2020.45%Stop
2024-12-312025-04-01CASHInterest6.67%$1.00$1.011.06%Interest Income
2024-01-032025-03-27VTICompleted20%$227.92$276.2021.18%Signal
2024-04-112025-03-19BNDCompleted6.67%$65.75$69.816.17%Signal
2024-01-162024-12-31VXUSCompleted6.67%$52.97$57.137.84%Signal
2024-08-052024-12-23BNDCompleted6.67%$69.92$68.26-2.38%Signal
2024-05-092024-08-05CASHInterest6.67%$1.00$1.010.99%Interest Income
2021-11-042024-08-05CASHInterest6.67%$1.00$1.109.92%Interest Income
2024-01-172024-05-09BNDCompleted6.67%$66.62$66.14-0.71%Signal
2023-09-152024-04-11CASHInterest6.67%$1.00$1.022.43%Interest Income
2023-11-302024-02-26CASHInterest6.67%$1.00$1.010.93%Interest Income
2023-07-102024-01-17CASHInterest6.67%$1.00$1.022.22%Interest Income
2023-10-022024-01-16CASHInterest6.67%$1.00$1.011.24%Interest Income
2023-11-062024-01-03CASHInterest20%$1.00$1.010.64%Interest Income
2023-03-132023-12-13CASHInterest6.67%$1.00$1.033.04%Interest Income
2023-04-042023-11-30VXUSCompleted6.67%$50.40$51.562.32%Signal
2022-10-262023-11-08CASHInterest20%$1.00$1.044.02%Interest Income
2023-01-302023-11-06VTICompleted20%$193.50$208.857.93%Signal
2023-01-092023-10-02VXUSCompleted6.67%$49.07$49.05-0.04%Signal
2023-06-232023-09-15BNDCompleted6.67%$65.54$64.18-2.08%Signal
2023-06-212023-07-10BNDCompleted6.67%$65.28$64.43-1.30%Signal
2022-01-262023-06-23CASHInterest6.67%$1.00$1.054.55%Interest Income
2023-05-262023-06-21CASHInterest6.67%$1.00$1.000.23%Interest Income
2023-02-132023-05-26BNDCompleted6.67%$64.82$64.64-0.29%Signal
2022-05-092023-04-17CASHInterest20%$1.00$1.033.20%Interest Income
2023-03-132023-04-04CASHInterest6.67%$1.00$1.000.22%Interest Income
2023-01-182023-03-13VXUSCompleted6.67%$50.83$47.76-6.05%Stop
2023-01-182023-03-13VXUSCompleted6.67%$50.83$47.76-6.05%Stop
2021-11-192023-02-13CASHInterest6.67%$1.00$1.043.52%Interest Income
2022-02-252023-01-30CASHInterest20%$1.00$1.032.92%Interest Income
2022-08-122023-01-18CASHInterest6.67%$1.00$1.021.54%Interest Income
2022-02-032023-01-18CASHInterest6.67%$1.00$1.032.93%Interest Income
2021-10-042023-01-09CASHInterest6.67%$1.00$1.033.40%Interest Income
2022-10-202022-10-26VTICompleted20%$175.68$182.083.64%Signal
2022-09-282022-10-20CASHInterest20%$1.00$1.000.24%Interest Income
2022-06-012022-09-28VTICompleted20%$196.08$173.79-11.37%Stop
2022-05-312022-08-12VXUSCompleted6.67%$49.99$48.09-3.80%Signal
2022-05-092022-06-01CASHInterest20%$1.00$1.000.18%Interest Income
2022-05-062022-05-31CASHInterest6.67%$1.00$1.000.18%Interest Income
2022-03-212022-05-09VTICompleted20%$212.20$191.68-9.67%Signal
2020-04-012022-05-09VTICompleted20%$113.86$191.6868.34%Stop
2020-06-032022-05-06VXUSCompleted6.67%$41.38$48.1116.25%Stop
2022-02-252022-03-21CASHInterest20%$1.00$1.000.12%Interest Income
2020-08-112022-02-25VTICompleted20%$157.57$204.5229.79%Stop
2020-06-252022-02-25VTICompleted20%$141.38$204.5244.66%Stop
2020-06-042022-02-03VXUSCompleted6.67%$41.49$54.4031.12%Signal
2021-11-122022-01-26BNDCompleted6.67%$73.47$72.03-1.96%Signal
2021-07-302021-11-19BNDCompleted6.67%$74.23$73.44-1.06%Signal
2021-03-122021-11-12CASHInterest6.67%$1.00$1.011.01%Interest Income
2020-04-062021-11-04BNDCompleted6.67%$71.87$73.442.18%Signal
2020-06-042021-10-04VXUSCompleted6.67%$41.49$54.5931.57%Signal
2020-12-072021-07-30CASHInterest6.67%$1.00$1.010.89%Interest Income
2020-04-062021-03-12BNDCompleted6.67%$71.87$72.050.25%Signal
2020-04-062020-12-07BNDCompleted6.67%$71.87$74.333.42%Signal
2020-06-152020-08-11CASHInterest20%$1.00$1.000.10%Interest Income
2020-04-082020-06-25CASHInterest20%$1.00$1.000.15%Interest Income
2020-03-242020-06-15VTICompleted20%$107.37$138.1128.63%Signal
2020-04-302020-06-04CASHInterest6.67%$1.00$1.000.06%Interest Income
2020-03-272020-06-04CASHInterest6.67%$1.00$1.000.12%Interest Income
2020-04-272020-06-03CASHInterest6.67%$1.00$1.000.07%Interest Income
2020-03-242020-04-30VXUSCompleted6.67%$32.71$37.9816.10%Signal
2020-04-012020-04-27VXUSCompleted6.67%$34.01$36.818.25%Signal
2020-03-242020-04-08VTICompleted20%$107.37$122.6714.25%Signal
2020-03-132020-04-06CASHInterest6.67%$1.00$1.000.05%Interest Income
2020-03-132020-04-06CASHInterest6.67%$1.00$1.000.05%Interest Income
2020-03-132020-04-06CASHInterest6.67%$1.00$1.000.05%Interest Income
2020-03-102020-04-01CASHInterest20%$1.00$1.000.05%Interest Income
2020-03-102020-04-01CASHInterest6.67%$1.00$1.000.05%Interest Income
2020-03-242020-03-27VXUSCompleted6.67%$32.71$34.355.01%Signal
2020-03-022020-03-24CASHInterest20%$1.00$1.000.06%Interest Income
2020-03-022020-03-24CASHInterest20%$1.00$1.000.06%Interest Income
2020-03-022020-03-24CASHInterest6.67%$1.00$1.000.06%Interest Income
2020-03-022020-03-24CASHInterest6.67%$1.00$1.000.06%Interest Income
2018-12-072020-03-13BNDCompleted6.67%$62.95$67.887.83%Stop
2018-12-072020-03-13BNDCompleted6.67%$62.95$67.887.83%Stop
2018-12-072020-03-13BNDCompleted6.67%$62.95$67.887.83%Stop
2019-09-132020-03-10VXUSCompleted6.67%$42.98$39.48-8.15%Stop
2019-01-162020-03-10VTICompleted20%$119.70$131.7610.07%Stop
2019-09-132020-03-02VXUSCompleted6.67%$42.98$41.55-3.32%Stop
2019-06-202020-03-02VTICompleted20%$136.22$138.201.46%Stop
2019-04-082020-03-02VXUSCompleted6.67%$42.82$41.55-2.96%Stop
2019-03-282020-03-02VTICompleted20%$129.16$138.207.00%Stop
2019-08-062019-09-13CASHInterest6.67%$1.00$1.000.17%Interest Income
2019-08-062019-09-13CASHInterest6.67%$1.00$1.000.17%Interest Income
2019-04-082019-08-06VXUSCompleted6.67%$42.82$40.84-4.61%Stop
2019-03-222019-08-06VXUSCompleted6.67%$41.89$40.84-2.49%Signal
2019-01-302019-06-20CASHInterest20%$1.00$1.010.96%Interest Income
2019-02-152019-04-08CASHInterest6.67%$1.00$1.000.36%Interest Income
2018-12-112019-04-08CASHInterest6.67%$1.00$1.010.84%Interest Income
2018-11-282019-03-28CASHInterest20%$1.00$1.010.86%Interest Income
2018-12-112019-03-22CASHInterest6.67%$1.00$1.010.73%Interest Income
2018-11-052019-02-15VXUSCompleted6.67%$40.18$40.911.83%Signal
2019-01-112019-01-30VTICompleted20%$118.32$121.923.04%Signal
2018-12-212019-01-16CASHInterest20%$1.00$1.000.17%Interest Income
2018-12-182019-01-11CASHInterest20%$1.00$1.000.17%Interest Income
2016-11-162018-12-21VTICompleted20%$96.35$112.6316.89%Stop
2016-07-132018-12-18VTICompleted20%$94.23$116.8624.01%Stop
2018-11-082018-12-11VXUSCompleted6.67%$40.67$38.72-4.79%Stop
2018-11-082018-12-11VXUSCompleted6.67%$40.67$38.72-4.79%Stop
2018-10-092018-12-07CASHInterest6.67%$1.00$1.010.50%Interest Income
2018-02-232018-12-07CASHInterest6.67%$1.00$1.022.33%Interest Income
2017-07-112018-12-07CASHInterest6.67%$1.00$1.043.85%Interest Income
2018-07-092018-11-28VTICompleted20%$127.11$122.89-3.33%Signal
2018-08-092018-11-08CASHInterest6.67%$1.00$1.010.76%Interest Income
2018-05-032018-11-08CASHInterest6.67%$1.00$1.021.55%Interest Income
2018-10-122018-11-05CASHInterest6.67%$1.00$1.000.20%Interest Income
2017-04-042018-10-12VXUSCompleted6.67%$37.67$40.467.40%Stop
2018-08-292018-10-09BNDCompleted6.67%$63.07$62.11-1.52%Signal
2017-12-142018-08-29CASHInterest6.67%$1.00$1.021.98%Interest Income
2016-08-042018-08-09VXUSCompleted6.67%$34.43$43.5426.45%Signal
2018-05-082018-07-09CASHInterest20%$1.00$1.000.48%Interest Income
2016-05-042018-05-08VTICompleted20%$89.00$121.4036.40%Signal
2017-02-152018-05-03VXUSCompleted6.67%$36.76$44.2720.45%Signal
2017-08-232018-02-23BNDCompleted6.67%$63.51$62.20-2.05%Signal
2017-05-152017-12-14BNDCompleted6.67%$62.14$63.602.36%Signal
2017-01-132017-08-23CASHInterest6.67%$1.00$1.011.41%Interest Income
2016-06-172017-07-11BNDCompleted6.67%$62.55$62.620.10%Signal
2016-11-172017-05-15CASHInterest6.67%$1.00$1.011.15%Interest Income
2015-07-232017-04-04CASHInterest6.67%$1.00$1.033.45%Interest Income
2016-12-272017-02-15CASHInterest6.67%$1.00$1.000.33%Interest Income
2016-03-232017-01-13BNDCompleted6.67%$61.10$61.490.63%Signal
2016-05-052016-12-27VXUSCompleted6.67%$33.17$34.574.22%Signal
2016-03-072016-11-17BNDCompleted6.67%$60.69$61.451.26%Signal
2016-05-172016-11-16CASHInterest20%$1.00$1.010.84%Interest Income
2015-10-092016-08-04CASHInterest6.67%$1.00$1.021.55%Interest Income
2015-10-142016-07-13CASHInterest20%$1.00$1.011.43%Interest Income
2016-02-232016-06-17CASHInterest6.67%$1.00$1.010.58%Interest Income
2016-03-082016-05-17VTICompleted20%$86.02$89.423.95%Signal
2015-08-132016-05-05CASHInterest6.67%$1.00$1.011.48%Interest Income
2016-01-212016-05-04CASHInterest20%$1.00$1.010.52%Interest Income
2015-07-302016-03-23CASHInterest6.67%$1.00$1.011.35%Interest Income
2016-02-122016-03-08CASHInterest20%$1.00$1.000.11%Interest Income
2016-01-062016-03-07CASHInterest6.67%$1.00$1.000.31%Interest Income
2014-12-042016-02-23BNDCompleted6.67%$59.16$60.742.67%Signal
2011-08-312016-02-12VTICompleted20%$48.69$79.0462.32%Stop
2015-12-282016-01-21VTICompleted20%$88.69$80.08-9.71%Stop
2015-10-292016-01-06BNDCompleted6.67%$60.08$59.93-0.25%Signal
2015-08-212015-12-28CASHInterest20%$1.00$1.010.76%Interest Income
2015-06-042015-10-29CASHInterest6.67%$1.00$1.010.90%Interest Income
2015-09-172015-10-14VTICompleted20%$86.70$86.65-0.06%Signal
2015-09-162015-10-09VXUSCompleted6.67%$33.52$34.723.56%Signal
2015-08-252015-09-17CASHInterest20%$1.00$1.000.14%Interest Income
2015-08-242015-09-16CASHInterest6.67%$1.00$1.000.14%Interest Income
2012-03-162015-08-25VTICompleted20%$56.65$84.8349.74%Stop
2015-04-292015-08-24VXUSCompleted6.67%$38.45$31.73-17.49%Stop
2012-09-052015-08-21VTICompleted20%$56.97$87.2753.18%Signal
2015-03-272015-08-13VXUSCompleted6.67%$36.45$35.71-2.02%Signal
2014-04-282015-07-30BNDCompleted6.67%$57.52$59.483.41%Signal
2013-04-102015-07-23VXUSCompleted6.67%$32.55$36.6612.65%Signal
2013-04-052015-06-04BNDCompleted6.67%$57.74$59.322.74%Signal
2014-12-172015-04-29CASHInterest6.67%$1.00$1.010.70%Interest Income
2014-10-082015-03-27CASHInterest6.67%$1.00$1.010.98%Interest Income
2014-11-072014-12-17VXUSCompleted6.67%$35.46$33.87-4.47%Signal
2013-08-142014-12-04CASHInterest6.67%$1.00$1.033.45%Interest Income
2014-10-162014-11-07CASHInterest6.67%$1.00$1.000.14%Interest Income
2013-01-252014-10-16VXUSCompleted6.67%$32.62$33.432.48%Stop
2014-05-122014-10-08VXUSCompleted6.67%$37.30$35.43-5.01%Signal
2014-04-172014-05-12CASHInterest6.67%$1.00$1.000.17%Interest Income
2013-03-152014-04-28CASHInterest6.67%$1.00$1.032.83%Interest Income
2013-09-122014-04-17VXUSCompleted6.67%$34.15$36.677.38%Signal
2013-08-082013-09-12CASHInterest6.67%$1.00$1.000.26%Interest Income
2009-04-022013-08-14BNDCompleted6.67%$46.26$55.8020.62%Signal
2013-01-252013-08-08VXUSCompleted6.67%$32.62$33.141.61%Signal
2013-01-232013-04-10CASHInterest6.67%$1.00$1.000.40%Interest Income
2013-01-092013-04-05CASHInterest6.67%$1.00$1.000.45%Interest Income
2011-05-092013-03-15BNDCompleted6.67%$52.82$56.947.80%Signal
2013-01-232013-01-25CASHInterest6.67%$1.00$1.000.01%Interest Income
2013-01-232013-01-25CASHInterest6.67%$1.00$1.000.01%Interest Income
2011-05-092013-01-09BNDCompleted6.67%$52.82$57.178.23%Signal
2012-07-052012-09-05CASHInterest20%$1.00$1.000.27%Interest Income
2011-12-282012-07-05VTICompleted20%$50.62$55.399.41%Signal
2011-10-062012-03-16CASHInterest20%$1.00$1.010.89%Interest Income
2011-07-292011-12-28CASHInterest20%$1.00$1.010.87%Interest Income
2011-08-302011-10-06VTICompleted20%$47.98$45.30-5.59%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
2010-06-012011-08-09VTICompleted20%$41.84$45.067.71%Stop
2010-12-072011-08-08VTICompleted20%$48.74$46.27-5.07%Stop
2010-10-142011-07-29VTICompleted20%$46.00$51.4511.85%Signal
2011-03-252011-05-09CASHInterest6.67%$1.00$1.000.40%Interest Income
2011-01-052011-05-09CASHInterest6.67%$1.00$1.011.15%Interest Income
2009-04-022011-03-25BNDCompleted6.67%$46.26$51.9512.30%Signal
2010-04-162011-01-05BNDCompleted6.67%$49.50$51.393.83%Signal
2010-10-062010-12-07CASHInterest20%$1.00$1.000.45%Interest Income
2010-07-152010-10-14CASHInterest20%$1.00$1.010.68%Interest Income
2010-06-012010-10-06VTICompleted20%$41.84$45.218.06%Signal
2010-06-012010-07-15VTICompleted20%$41.84$42.361.24%Signal
2010-05-072010-06-01CASHInterest20%$1.00$1.000.21%Interest Income
2010-05-072010-06-01CASHInterest20%$1.00$1.000.21%Interest Income
2010-05-072010-06-01CASHInterest20%$1.00$1.000.21%Interest Income
2009-07-222010-05-07VTICompleted20%$35.50$43.5322.61%Stop
2009-07-222010-05-07VTICompleted20%$35.50$43.5322.61%Stop
2009-05-292010-05-07VTICompleted20%$33.95$43.5328.22%Stop
2010-03-192010-04-16CASHInterest6.67%$1.00$1.000.29%Interest Income
2009-07-202010-03-19BNDCompleted6.67%$47.06$49.495.15%Signal
2008-07-082009-07-22CASHInterest20%$1.00$1.033.43%Interest Income
2008-01-032009-07-22CASHInterest20%$1.00$1.055.40%Interest Income
2009-06-252009-07-20CASHInterest6.67%$1.00$1.000.22%Interest Income
2009-04-022009-06-25BNDCompleted6.67%$46.26$46.731.00%Signal
2008-07-302009-05-29CASHInterest20%$1.00$1.032.63%Interest Income
2009-03-312009-04-02CASHInterest6.67%$1.00$1.000.01%Interest Income
2009-03-312009-04-02CASHInterest6.67%$1.00$1.000.01%Interest Income
2009-03-312009-04-02CASHInterest6.67%$1.00$1.000.01%Interest Income
2008-06-132008-07-30VTICompleted20%$48.91$46.30-5.33%Signal
2008-02-132008-07-08VTICompleted20%$48.82$45.25-7.31%Signal
2007-12-312008-06-13CASHInterest20%$1.00$1.021.67%Interest Income
2008-01-222008-02-13CASHInterest20%$1.00$1.000.23%Interest Income
2003-09-052008-01-22VTICompleted20%$32.78$44.4535.59%Stop
2006-11-282008-01-03VTICompleted20%$48.12$51.587.19%Signal
2007-12-072007-12-31VTICompleted20%$53.68$52.53-2.14%Signal
2007-09-172007-12-07CASHInterest20%$1.00$1.010.99%Interest Income
2006-10-092007-09-17VTICompleted20%$46.74$52.3211.95%Signal
2006-10-052006-11-28CASHInterest20%$1.00$1.010.67%Interest Income
2006-06-272006-10-09CASHInterest20%$1.00$1.011.37%Interest Income
2005-01-062006-10-05VTICompleted20%$39.25$46.6618.87%Signal
2005-12-212006-06-27VTICompleted20%$43.26$43.360.22%Signal
2005-11-142005-12-21CASHInterest20%$1.00$1.000.45%Interest Income
2005-07-182005-11-14VTICompleted20%$41.47$42.211.78%Signal
2005-05-022005-07-18CASHInterest20%$1.00$1.010.84%Interest Income
2004-11-102005-05-02VTICompleted20%$38.29$38.530.63%Signal
2004-09-292005-01-06CASHInterest20%$1.00$1.011.13%Interest Income
2004-06-022004-11-10CASHInterest20%$1.00$1.021.90%Interest Income
2003-06-172004-09-29VTICompleted20%$31.84$36.2513.85%Signal
2003-06-172004-06-02VTICompleted20%$31.84$36.5814.88%Signal
2003-06-132003-09-05CASHInterest20%$1.00$1.010.91%Interest Income
2003-06-132003-06-17CASHInterest20%$1.00$1.000.01%Interest Income
2003-06-132003-06-17CASHInterest20%$1.00$1.000.01%Interest Income