Growth Finalist Fear Bump
The growth finalist, plus 5 percentage points shifted into TQQQ when QQQ’s 14-day RSI is below 40 at the month-end. Research window: 22.87% CAGR, Sharpe 1.21, max drawdown −26.40%. Not Monte Carlo validated.
Diversification
12
Volatility Profile
28.8%
5-year backtest
Horizon
5+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 9/24/2026. This is not customer capital and not your brokerage account.
Account value
$899.20
As of Nov 7, 2026 UTC
Total return
Cumulative since activation
-10.08%
Today's return
Since midnight UTC
+0.88%
Tracking days
45
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Historical Performance
Simulated. 5-year simulated buy-and-hold at stated weights (close-to-close; no rebalance fills). Sharpe uses excess returns vs SHY. No historical point-in-time universe. (4 holdings, as of 2026-11-06). Not a live track record — paper and house-account blotters are the forward book.
Annualized Return
+9.4%
5-year backtest
Volatility
28.8%
annualized
Net Sharpe
0.33
after paper fee + slippage
Max Drawdown
-47.4%
backtested
Sortino Ratio
0.47
return / downside vol
Gross Sharpe
0.35
before paper fee + slippage
VaR 95% (1-day)
-2.66%
historical, 5th-pctile day
CVaR 95% (1-day)
-4.28%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Monthly (1st business day)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
The fear bump held under the predeclared torture checks. It is tradable with the parent finalist. It is not a certified shelf book.
Bull Case
The bump added about 0.9 percentage points of CAGR in research without changing the Sharpe.
Bear Case
The drawdown is about 0.75 percentage points deeper than the finalist, and the parent failed the freeze tests.
Behavior During Downturns
A weak QQQ RSI adds to TQQQ instead of cutting it. The curve filter still moves the satellite to defense.
Holdings
Template allocation using real ETF and stock tickers.