Growth Finalist
Generation 6.2 growth book. 20% TQQQ, 126-day top-3 satellite, curve-slope filter, and a 200-day average filter. Research window 2010–2024: 21.99% CAGR, Sharpe 1.21, max drawdown −25.65%. Not Monte Carlo validated.
Diversification
12
Volatility Profile
25.7%
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
$905.70
As of Nov 7, 2026 UTC
Total return
Cumulative since activation
-9.43%
Today's return
Since midnight UTC
+0.70%
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
25.7%
annualized
Net Sharpe
0.37
after paper fee + slippage
Max Drawdown
-42.6%
backtested
Sortino Ratio
0.53
return / downside vol
Gross Sharpe
0.39
before paper fee + slippage
VaR 95% (1-day)
-2.39%
historical, 5th-pctile day
CVaR 95% (1-day)
-3.81%
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
Cleared the Accelerated Growth gate on 2010-03-01 through 2024-12-31 and failed the plateau and raw-trial deflated Sharpe tests. Tradable as a research winner. Weights update at the prior month-end.
Bull Case
The 126-day rank plus the TQQQ core beat the frozen Accelerated Growth book by 2.41 percentage points in research.
Bear Case
Drawdown is deeper than Accelerated Growth, and the book did not pass the freeze tests.
Behavior During Downturns
An inverted 10-year minus 3-month curve moves the satellite into the strongest defensive sleeve. The 20% TQQQ core stays.
Holdings
Template allocation using real ETF and stock tickers.