Institutional quant discipline. Now yours.
Four rules-based strategies — leveraged equities, long-duration Treasuries and gold — in four equal 25% buckets. Every evening after the US close you get the exact action and allocation for each one, so your account follows the model. Backtested over 41+ years.
Backtest, not live results. UPRO and UGL histories are simulated (3× S&P 500 and 2× gold, daily-reset, with financing costs); TQQQ and TMF use real ETF prices once they exist. Past performance does not predict future returns. Leveraged ETFs can lose most of their value.
A vote, not a prediction
Each strategy combines 7–10 independent signals into a vote. The vote decides whether you are in or out and how much to hold: 100%, 75%, 50% or cash of that strategy's bucket. Four strategies, four equal 25% buckets. Your capital never leaves your broker.
Every drawdown shown
The backtest runs through 1987, 2000, 2008, 2018, 2020 and 2022 and shows the drawdowns of the leveraged strategies, not just the good years. Every evening's signal is computed from that day's close and traded at the next open.
Exact orders before each session
Every evening you get the action for each strategy — ticker, order type, buy-stop price, target allocation — before the next session opens, flagged ACTION when anything changed. No black box, no discretionary override.
$67/month vs. 2-and-20
The kind of rules-based allocation hedge funds charge management and performance fees for, fully disclosed, for a flat monthly price. No lock-up period.
What quant funds build at scale. Now accessible to you.
Every decision is encoded before markets open. Every signal is computed from yesterday's close. The model runs identically for every subscriber — the same rules, the same trigger price, the same allocation. You trade what the model trades.
Four strategies. One portfolio.
TQQQ Momentum
3× Nasdaq-100 (TQQQ) with ensemble voting entry/exit.
UPRO Momentum
3× S&P 500 (UPRO) with ensemble voting entry/exit.
Monetary Hedge TMF
3× 20Y Treasury (TMF) with monetary & inflation gates.
Gold Momentum UGL
2× Gold (UGL) with 10-signal macro ensemble (real rate, M2, yield curve, unemployment).
Portfolio Core
FlagshipEqual-weight 25/25/25/25 of the 4 legs, rebalanced quarterly.
Every year of the backtest, shown as it happened.
Each bar is one calendar year's compounded return of the Portfolio Core (25/25/25/25, rebalanced quarterly). No smoothing, no selection. Click a decade to see the drawdown profile and win rate of that period in isolation.
Evolution & decorrelation, side by side
Every strategy rebased to 100 at inception, log scale. Refreshed quarterly as new backtest and live data lands — watch how the monetary hedge and gold leg move against the growth legs instead of with them.
| Strategy | CAGR | Sharpe | Max Drawdown |
|---|---|---|---|
| TQQQ Momentum | +80.5% | 1.77 | -31.4% |
| UPRO Momentum | +39.2% | 1.62 | -29.3% |
| Monetary Hedge TMF | +19.9% | 0.73 | -58.9% |
| Gold Momentum UGL | +5.0% | 0.82 | -44.8% |
| Portfolio Core | +42.4% | 2.07 | -14.7% |
From rules in code to your evening brief.
A fixed pipeline, built so that what the backtest assumes is exactly what you can do: every subscriber gets the same signal, the same price and the same allocation.
Rules written in code
Entry triggers, exit rules, the vote-to-allocation table and the quarterly rebalance are written in code before the model runs live. Nothing is added or changed discretionarily after deployment.
Backtested with real costs
41+ years of history with slippage, commissions and the financing cost of leverage. TQQQ and TMF use real ETF prices once they exist; UPRO (3× S&P 500) and UGL (2× gold) are simulated from the index with daily-reset leverage.
Signal fixed after the close
Yesterday's closing prices feed the model. Tomorrow's action — ticker, order type, buy-stop price and allocation — is determined before the market opens and is identical for every subscriber.
In your inbox and dashboard
Current position, allocation, pending order and what changed since the last email — in your dashboard and in one email every evening after the US close.
Every evening: one email, one number per strategy.
After the US close the models recompute and send you one email. For each of the four strategies it states the action — enter, exit or hold — and the allocation: how much of that strategy's bucket should be invested (100%, 75%, 50% or 0%). You trade the difference at the next open. No charts, no intraday decisions, no forecasts.
- 01
Split your capital into four buckets
25% of your account to each strategy: TQQQ Momentum, UPRO Momentum, Monetary Hedge TMF, Gold Momentum UGL. You do this once, at the start.
- 02
Read the evening email
Around 22:30 CET. Each strategy shows its action, its allocation and, when entering, the exact buy-stop price. Anything that changed since the last email is flagged ACTION at the top; if nothing changed, the subject line says so.
- 03
Trade the difference at the next open
ENTER → BUY STOP at the published price, valid 3 sessions, sized to the allocation shown. EXIT → sell everything market-on-open. NEW ALLOCATION → buy or sell the difference at the open. HOLD → nothing.
- 04
Re-equalize each quarter
First trading day of Jan / Apr / Jul / Oct, bring the four buckets back to 25% each. Set a calendar reminder: this step is not emailed.
A worked example. A $100,000 account is four buckets of $25,000. Tonight's email says TQQQ 75%, UPRO 100%, TMF 50%, Gold 0%. You hold $18,750 of TQQQ, $25,000 of UPRO, $12,500 of TMF and nothing in UGL; the other $43,750 stays in cash or T-bills. Next week TQQQ moves to 100%: you buy about $6,250 more at the open. That is the whole job.
How often you will trade. Over the last three years of the backtest: an allocation change roughly once a week per strategy — about three a week across all four, mostly small moves between 100%, 75% and 50% — and a full entry or exit about once a year per strategy (Gold about twice). While a position was open the strategies averaged roughly 65–85% invested. Each change is one order at the open; most days the email says “no changes”.
What you need to operate. A margin brokerage account that supports BUY STOP and MARKET-ON-OPEN orders (Interactive Brokers is the reference; most US retail brokers work), with access to the four US-listed ETFs: TQQQ, UPRO, TMF, UGL. About $5,000 minimum so each bucket can be sized cleanly; no upper limit. The model assumes the uninvested part earns short-term interest rates. About five minutes each weekday evening.
One plan. Full access.
No tiers, no upsells. Every strategy, every signal, every evening — from day one.
Billed monthly · Cancel anytime
- ✓All 4 strategies plus the 25/25/25/25 Core Portfolio
- ✓Evening email: action, allocation and buy-stop price per strategy
- ✓ACTION alerts whenever an entry, exit or allocation changes
- ✓Live dashboard: positions, allocation, trades, curves and stats, updated every trading day
- ✓41+ years of backtested equity curves
Fully disclosed rules. Flat monthly price. Not 2-and-20.
Fully disclosed rules. Flat monthly price.
Full access from day one — four strategies, 41 years of backtested history, signals and allocations every evening. $67/month. Not 2-and-20.