MAIN — live sleeve
Runs several sleeves in one shared account: an ETH trend sleeve, six smaller crypto sleeves at 10% each, a 28-ETF trend sleeve, and an adaptive ETH forward test. The numbers shown are the ETF sleeve only, not the whole account.
Backtest +4.2% ETF leg (EW) · 0.66 · −12.3%·Live −0.68% · -0.08 · −1.35%·Read paper →·Dashboard →
Holds any of 28 liquid ETFs while its price is above its 200-day average and its 60-day return is positive; otherwise cash. Position size is inverse to volatility, rebalanced monthly. This account is shared — the numbers shown are the ETF sleeve only, not the whole account.
28 ETFs: SPY, QQQ, IWM, EFA, EEM, XLK, XLF, XLE, XLV, XLI, XLP, XLU, XLY, SMH, ITB, XBI, GDX, TLT, IEF, LQD, HYG, TIP, VNQ, GLD, SLV, USO, DBC, UUP.
Monthly. If no ETF passes the filter, the sleeve holds cash.
Backtest includes a 5 bps commission plus spread on next-open fills. Live fills are paper.
Equal-weight backtest: +4.2% CAGR, 0.66 Sharpe, −12.3% max drawdown. The shared account also holds crypto sleeves, so its drawdown differs.
| Sleeve | Sep 26 | Oct 26* | Total | Positive |
|---|---|---|---|---|
| Main (shared sleeves) | -1.4 | +1.3 | -0.1% | 50% |
* Current month is partial.
Today, month-to-date, last month, year-to-date and year-over-year returns by sleeve, with day-by-day history.
| Sleeve | Today | Prev day | MTD | Last mo | YTD | YoY |
|---|---|---|---|---|---|---|
| Main (shared sleeves) | −0.87% | +0.09% | +1.27% | −1.35% | — | — |
| S&P 500 | −1.79% | −0.36% | −0.87% | −0.59% | — | — |
Today is live vs the prior close; weekends show — until the next session. MTD/YTD anchor on the prior month/year-end close; YoY needs ~1y of history. The vs S&P 500 view subtracts the benchmark's same-period return.
| Equity | vs S&P 500 | ||
|---|---|---|---|
| 2026-10-30live | $9,989.52 | −0.87% | +0.92pp |
| 2026-10-29 | $10,077.02 | +0.09% | +0.45pp |
| 2026-10-28 | $10,068.13 | +0.34% | +0.00pp |
| 2026-10-27 | $10,034.18 | +0.26% | −0.32pp |
| 2026-10-26 | $10,008.03 | +0.24% | −0.47pp |
| 2026-10-23 | $9,983.88 | +0.10% | +0.65pp |
| 2026-10-22 | $9,973.84 | −0.64% | +0.54pp |
| 2026-10-21 | $10,038.13 | +0.30% | −0.22pp |
| 2026-10-20 | $10,007.63 | +0.29% | −0.04pp |
| 2026-10-19 | $9,978.93 | −0.01% | −0.43pp |
| Symbol | Qty | Value | % | P&L | P&L % |
|---|---|---|---|---|---|
| UUP | 89.165 | $2,590.24 | 25.9% | +$41.58 | +1.6% |
| SPY | 1.498 | $1,132.84 | 11.3% | −$7.19 | −0.6% |
| XLF | 18.576 | $1,051.05 | 10.5% | +$2.63 | +0.3% |
| EFA | 9.238 | $956.15 | 9.6% | −$17.19 | −1.8% |
| XLV | 4.216 | $780.30 | 7.8% | +$73.91 | +10.5% |
| XLE | 9.373 | $655.93 | 6.6% | +$48.93 | +8.1% |
| DBC | 18.294 | $615.60 | 6.2% | +$7.54 | +1.2% |
| QQQ | 0.878 | $606.81 | 6.1% | −$27.37 | −4.3% |
| EEM | 7.666 | $468.21 | 4.7% | −$47.37 | −9.2% |
| XLK | 2.419 | $434.46 | 4.3% | −$24.01 | −5.2% |
| USO | 1.672 | $281.46 | 2.8% | +$19.98 | +7.6% |
| GDX | 2.901 | $223.16 | 2.2% | −$52.60 | −19.1% |
| Shown (12) | — | $9,796.21 | 98.1% | +$18.84 | +0.2% |
| Cash | — | $193.31 | 1.9% | — | — |
% of equity · P&L unrealized · positions + cash = 100%
12 positions · top 5 = 66% · effective N = 7.8
Gross market value, so both legs of a hedge count. Cash is excluded; P&L in the drill-down is unrealized.
| Time (ET) | Symbol | Side | Qty | Fill | Value | P&L % | P&L $ |
|---|---|---|---|---|---|---|---|
| Sep 28, 9:33 AM | UUP | sell | 5.2392 | $28.68 | $150.26 | +0.35% | +$0.52 |
| Sep 28, 9:33 AM | DBC | sell | 1.0405 | $32.69 | $34.01 | −1.45% | −$0.50 |
| Sep 28, 9:32 AM | EEM | buy | 7.6656 | $67.26 | $515.58 | — | — |
| Sep 28, 9:30 AM | QQQ | sell | 0.047 | $740.60 | $34.81 | +2.99% | +$1.01 |
| Sep 28, 9:30 AM | SPY | sell | 0.1043 | $768.48 | $80.15 | +1.38% | +$1.09 |
| Sep 28, 9:30 AM | EFA | sell | 0.6997 | $104.98 | $73.45 | −0.97% | −$0.72 |
| Sep 28, 9:30 AM | GDX | sell | 0.1922 | $88.01 | $16.92 | −8.32% | −$1.54 |
| Sep 28, 9:30 AM | XLK | sell | 0.1209 | $195.27 | $23.61 | +3.43% | +$0.78 |
| Sep 28, 9:30 AM | XLE | sell | 0.5022 | $62.77 | $31.52 | −4.86% | −$1.61 |
| Sep 28, 9:30 AM | XLV | sell | 0.2748 | $169.97 | $46.71 | +2.15% | +$0.98 |
| Sep 25, 9:33 AM | EEM | sell | 7.5447 | $67.70 | $510.79 | −1.27% | −$6.56 |
| Sep 25, 9:32 AM | UUP | buy | 4.4121 | $28.61 | $126.25 | — | — |
| Sep 25, 9:30 AM | QQQ | buy | 0.0576 | $742.73 | $42.78 | — | — |
| Sep 25, 9:30 AM | GDX | buy | 0.1835 | $92.38 | $16.95 | — | — |
| Sep 25, 9:30 AM | EFA | buy | 0.513 | $105.14 | $53.94 | — | — |
Live stats are annualized from daily equity; short windows are noisy. Backtest numbers are from the paper’s full window.