KISS 40/30/30 Performance

A daily comparison of the current KISS methodology applied to a 40% equity, 30% Bitcoin, and 30% gold base allocation versus both a matching 40/30/30 annual rebalance and a conventional 60% VT / 40% AGG annual rebalance. The pre-2025 signal history is a retrospective reconstruction.

Latest refresh
Jul 20, 2026, 6:50 PM
Updated with the dashboard’s daily data refresh.

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.

Trading Days
1,643

2020-01-02 → 2026-07-20
118 KISS target changes

KISS ending value
$333,344

CAGR 20.2%; max drawdown -19.5%.

40/30/30 annual rebalance ending value
$541,389

CAGR 29.4%; max drawdown -41.5%.

Sample Sortino comparison
1.3x

Model-simulation Sortino divided by 40/30/30 annual rebalance Sortino. Treat cautiously until the common sample spans more regimes.

Current-methodology KISS simulation40/30/30 annual rebalance60% Stocks (VT) / 40% Bonds (AGG) annual rebalance
PortfolioEnding valueTotal returnCAGRSortino ratioMax drawdownVolatility
Current-methodology KISS simulation$333,344233.3%20.2%2.16-19.5%14.2%
40/30/30 annual rebalance$541,389441.4%29.4%1.64-41.5%26.0%
60% Stocks (VT) / 40% Bonds (AGG) annual rebalance$163,30563.3%7.8%0.89-22.3%12.1%

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. A lower total-risk target requires 2 confirming closes; a higher-risk or equal-total-risk rotation requires 5. Confirmed targets 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.