Growth
Equity-focused allocation emphasizing innovation, platform businesses, and long-term compounding themes.
Diversification
18
Volatility Profile
10.1%
1.2936507936507935-year backtest
Horizon
10+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/1/2026. This is not customer capital and not your brokerage account.
Account value
$963.87
As of Sep 23, 2026 UTC
Total return
Cumulative since activation
-3.61%
Today's return
Since midnight UTC
+0.02%
Tracking days
78
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. 1.3-year daily MA200 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (6 holdings, as of 2026-09-21). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
-2.7%
1.2936507936507935-year backtest
Volatility
10.1%
annualized
Net Sharpe
-0.21
after paper fee + slippage
Max Drawdown
-14.0%
backtested
Sortino Ratio
-0.20
return / downside vol
Gross Sharpe
-0.15
before paper fee + slippage
VaR 95% (1-day)
-1.12%
historical, 5th-pctile day
CVaR 95% (1-day)
-1.60%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA200 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Concentrates on companies with above-average growth characteristics across technology, consumer, and platform sectors for growth-oriented research.
Bull Case
In risk-on, low-rate environments, growth equities may compound strongly over extended periods.
Bear Case
Multiple compression and sector concentration can produce steep drawdowns during macro shifts.
Behavior During Downturns
Higher volatility than balanced or conservative models. Drawdowns may be pronounced in corrections.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.