Live tracking
A backtest can be tweaked until it looks good. This log cannot: each month we record the signal on the day of the close, with its date, and then measure what happened to it.
How it works. At the end of each month the portfolio of each strategy is calculated with that day's closes and stored in an append-only log (versioned in Git, so any change would be visible). The "live" return applies those logged portfolios to the actual prices of the following month, with costs of 0.1% per trade.
Tracking started with the September 2026 close; there will be no first result until the next close.
Return since tracking began
| Strategy | Months | Cumulative | Last month |
|---|---|---|---|
| BAA-G12 (Bold Asset Allocation) | 0 | Waiting for the first monthly close | |
| Dual Momentum (GEM) | 0 | Waiting for the first monthly close | |
| HAA Balanced | 0 | Waiting for the first monthly close | |
Signal log
| Close | Logged | BAA-G12 (Bold Asset Allocation) | Dual Momentum (GEM) | HAA Balanced |
|---|---|---|---|---|
| September 30, 2026 | 2026-10-08 | BIL 67% · DBC 33% | ACWX 100% | BIL 100% |
The first logged signal was calculated on October 8, 2026, after the close it corresponds to. From then on, each signal is logged as it is published.
Educational and informational content. It is not investment advice or a personal recommendation. The results shown are historical simulations (backtests) using US-listed ETFs; past performance does not guarantee future results and you may lose some or all of the capital invested. Real returns will depend on your costs, taxes, currency and execution timing.