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 → 2026-07-20
118 KISS target changes
CAGR 20.2%; max drawdown -19.5%.
CAGR 29.4%; 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 | $333,344 | 233.3% | 20.2% | 2.16 | -19.5% | 14.2% |
| 40/30/30 annual rebalance | $541,389 | 441.4% | 29.4% | 1.64 | -41.5% | 26.0% |
| 60% Stocks (VT) / 40% Bonds (AGG) annual rebalance | $163,305 | 63.3% | 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.