Portfolio Performance
Current-methodology model simulation using adjusted total returns, next-session execution, the declared cash proxy, and implementation costs. The period before 2025-01-02 is a retrospective reconstruction, not a record of signals published live. All results are simulated—not audited live—performance, and taxes are excluded.
2020-01-02 → 2026-10-09
148 KISS target changes
CAGR 19.5%; max drawdown -17.9%.
CAGR 30.1%; max drawdown -41.5%.
Model-simulation Sortino divided by 40/30/30 annual rebalance Sortino. Treat cautiously until the common sample spans more regimes.
| Portfolio | Ending value | Total return | CAGR | Sortino ratio | Max drawdown | Volatility |
|---|---|---|---|---|---|---|
| Current-methodology KISS simulation | $334,597 | 234.6% | 19.5% | 2.13 | -17.9% | 13.8% |
| 40/30/30 annual rebalance | $592,949 | 492.9% | 30.1% | 1.70 | -41.5% | 25.7% |
| 60% Stocks (VT) / 40% Bonds (AGG) annual rebalance | $165,739 | 65.7% | 7.8% | 0.89 | -22.3% | 12.0% |
KISS rule: Current-methodology model simulation starts on the first available trading day on or after 2020-01-01 at 40% stocks / 30% gold / 30% bitcoin. Signals before 2025-01-02 are retrospective reconstructions; later rows align with the archived-record period but are recalculated under the current methodology. Confirmation is tracked independently by sleeve: a lower sleeve target requires 2 confirming closes and a higher sleeve target requires 5. Confirmed sleeve changes execute next session with declared costs and the 3-month T-bill cash proxy.
Matching-allocation benchmark: Benchmark starts with the same 40% stocks / 30% gold / 30% bitcoin portfolio and is fully rebalanced on the first trading day of each calendar year.
60/40 comparison: 60/40 comparison starts on the same date with 60% VT and 40% AGG, uses adjusted total returns, and is fully rebalanced on the first trading day of each calendar year.
Sortino Ratio: return per unit of downside volatility. On this page, it is calculated as CAGR divided by annualized downside deviation of daily returns below 0%; higher is better.