{ "schema_version": 2, "as_of": "2026-10-02", "generated_at": "2026-10-03T19:37:51.417202+00:00", "run_id": "b66e59f75035e12a", "config": { "experiment": "v2-prespecified-2026-10-03", "registered_on": "2026-10-03", "start": "2007-06-01", "symbols": [ "SPY", "IEF", "GLD", "EFA", "EEM", "BIL" ], "risk_assets": [ "SPY", "IEF", "GLD", "EFA", "EEM" ], "cash_asset": "BIL", "horizons": [ 63, 126, 252 ], "covariance_window": 126, "diagonal_shrinkage": 0.25, "vol_target": 0.1, "asset_cap": 0.4, "rebalance_band": 0.02, "initial_capital": 100000, "base_cost_bps": 5.0, "impact_bps": 10.0, "max_adv_participation": 0.005, "fill_delay_sessions": 1, "max_drawdown_gate": 0.2, "min_forward_sessions": 126, "candidate": "Ensemble trend", "seed": 42, "research_only": true }, "source_hashes": { "__init__.py": "4043ca77dc6d09494ad97e20e5ceb194901a3e7840ebc5a3906c597a448dce88", "cli.py": "caf6d69f0d7ad1f9b4f88d87cb04497a0b7955ebbb4e51106dcb6ce18e8da109", "data.py": "44078a6fe6007a9208ee7acc5c4370e8c64b0c32c548d0849e2dbefc93067ff7", "paper.py": "fe0a0e97e62f93272db85c6b81db3038829dc2d9b3de26ccbaf299e7cdb373c7", "portfolio.py": "8569d8c10402f18685ad68873ae59239db6fff4c3782f2862b0bd68dec5e2063", "research.py": "26ad13ad01d60fd886af5646ed3abb8d9911f6493b1699d71f886f2fbe58bd03", "v2.py": "d2145472bce6e6bbbfe089db443ee7d4f606fa4d8e9e0b77f1c409773e620584", "validation.py": "1f9208f45210259797bd6c9d24afe4425da96266511a1f0d869e095acd865d20" }, "data_manifest": { "provider": "Yahoo Finance via yfinance", "retrieved_at": "20261003T191842033035Z", "start": "2007-06-01", "end_exclusive": "2026-10-03", "files": { "SPY": { "sha256": "ff0676e3253455b25303d7052a85a6c727315cedd7979ed6daf57b97b48f9f4e", "rows": 4866 }, "IEF": { "sha256": "8479f81cef1ab00bf34b2a3d5dbdad61b228aa277c43da96bc0abd58297cbfef", "rows": 4866 }, "GLD": { "sha256": "41a2b8338ba94293ac413f8261b65e88008f62b959cb25164ffb120eb51780ef", "rows": 4866 }, "EFA": { "sha256": "25059460771a304eb5b54109fdc9736b9dfb03534de52ecccf206b5c4cb495b4", "rows": 4866 }, "EEM": { "sha256": "5634623f53ab0c2d40c0a1809e13be036d3c9b43cf746acd58354dd56000daed", "rows": 4866 }, "BIL": { "sha256": "24727452d6efa7dcd59aaa1145e06896b4fc4bd1e28e3da4c2f3e8be15110ef1", "rows": 4866 } }, "adjustment": "auto_adjust=False; provider Close is split-adjusted; Adj Close also adjusts distributions" }, "data": { "bars": 29196, "sessions": 4866, "audit_events": 524, "errors": 2, "status": "QUARANTINED DIAGNOSTIC", "diagnostic_mode": true }, "audit": [ { "symbol": "SPY", "date": "2007-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.656; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2007-09-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.719; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2007-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.775; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2008-03-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.642; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2008-06-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.669; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2008-09-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.691; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2008-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.719; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2009-03-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.561; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2009-06-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.518; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2009-09-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.508; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2009-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.59; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2010-03-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.48; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2010-06-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.531; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2010-09-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.602; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2010-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.653; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2011-03-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.553; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2011-06-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.628; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2011-09-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.625; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2011-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.77; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2012-03-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.614; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2012-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.688; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2012-09-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.779; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2012-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.022; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2013-03-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.694; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2013-06-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.839; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2013-09-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.838; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2013-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.98; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2014-03-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.825; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2014-06-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.937; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2014-09-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.939; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2014-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.135; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2015-03-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.931; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2015-06-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.03; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2015-09-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.033; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2015-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.212; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2016-03-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.05; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2016-06-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.078; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2016-09-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.082; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2016-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.329; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2017-03-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.033; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2017-06-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.183; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2017-09-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.235; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2017-12-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.351; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2018-03-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.097; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2018-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.246; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2018-09-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.323; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2018-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.435; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2019-03-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.233; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2019-06-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.432; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2019-09-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.384; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2019-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.57; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2020-03-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.406; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2020-06-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.366; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2020-09-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.339; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2020-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.58; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2021-03-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.278; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2021-06-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.376; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2021-09-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.428; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2021-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.633; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2022-03-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.366; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2022-06-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.577; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2022-09-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.596; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2022-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.781; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2023-03-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.506; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2023-06-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.638; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2023-09-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.583; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2023-12-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.906; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2024-03-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.595; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2024-06-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.759; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2024-09-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.746; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2024-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.966; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2025-03-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.696; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2025-06-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.761; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2025-09-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.831; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2025-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.993; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2026-03-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.797; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2026-06-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.904; incorporated once through Adj Close" }, { "symbol": "SPY", "date": "2026-09-18", "code": "dividend", "severity": "info", "reason": "Distribution 1.889; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.329; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-07-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.313; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.322; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-09-04", "code": "dividend", "severity": "info", "reason": "Distribution 0.334; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.31; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.297; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-12-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.295; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2007-12-27", "code": "dividend", "severity": "info", "reason": "Distribution 0.313; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.281; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-03-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.28; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.311; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.28; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-06-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.307; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.292; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.304; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-09-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.295; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.305; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-11-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.32; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.313; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2008-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.369; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-02-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.266; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.248; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.276; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.28; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.272; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.252; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.264; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.257; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.253; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-11-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.77; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.208; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2009-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.3; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.244; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.255; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-05-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.273; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.26; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.248; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-08-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.253; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.247; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.233; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.235; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.239; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2010-12-28", "code": "dividend", "severity": "info", "reason": "Distribution 0.248; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.235; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.216; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.248; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-05-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.241; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.244; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.231; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.238; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.229; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-10-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.211; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.209; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.2; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2011-12-27", "code": "dividend", "severity": "info", "reason": "Distribution 0.189; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.191; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.17; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-04-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.177; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.168; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.171; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-07-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.16; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.162; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-09-04", "code": "dividend", "severity": "info", "reason": "Distribution 0.151; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.141; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.145; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-12-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.137; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2012-12-26", "code": "dividend", "severity": "info", "reason": "Distribution 0.151; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.14; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.127; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.145; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.135; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-06-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.142; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.139; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.141; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-09-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.151; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.153; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.161; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-12-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2013-12-26", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-02-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.175; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-03-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.166; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.19; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.194; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-06-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.175; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.192; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.196; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-09-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.181; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.189; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-11-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.181; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.18; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2014-12-24", "code": "dividend", "severity": "info", "reason": "Distribution 0.156; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-02-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.182; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.17; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.175; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.163; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.169; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.162; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.167; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-11-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.163; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.165; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2015-12-24", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.157; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.168; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-05-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.161; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.163; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.158; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.158; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.155; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-10-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.15; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.154; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.149; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2016-12-22", "code": "dividend", "severity": "info", "reason": "Distribution 0.165; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.145; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-04-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.16; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-07-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.165; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.162; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-10-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.16; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2017-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.164; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.168; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.159; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-04-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.175; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.191; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.202; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-07-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.19; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.2; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-09-04", "code": "dividend", "severity": "info", "reason": "Distribution 0.206; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.204; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.216; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-12-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.212; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2018-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.213; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.22; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.199; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.218; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.212; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-06-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.213; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.192; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.194; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-09-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.19; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.171; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.168; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-12-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.16; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2019-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.156; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-02-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.153; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.14; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.144; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.128; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.122; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.11; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.1; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.088; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.079; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-11-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.076; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.08; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2020-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.073; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.078; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.07; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.07; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-05-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.074; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.079; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.077; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-08-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.076; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.08; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.08; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.081; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.088; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2021-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.106; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.108; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.101; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.121; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-05-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.125; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.129; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.155; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.184; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.179; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-10-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.187; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.203; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.194; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2022-12-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.192; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.212; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.196; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-04-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.196; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.239; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.232; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-07-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.232; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.242; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.242; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-10-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.239; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.249; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.249; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2023-12-14", "code": "dividend", "severity": "info", "reason": "Distribution 0.282; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.236; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.249; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.276; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.271; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-06-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.276; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.285; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.289; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-09-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.288; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.286; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.292; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-12-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.292; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2024-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.308; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-02-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.296; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-03-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.275; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.304; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.313; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-06-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.31; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.303; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.309; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-09-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.314; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.294; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-11-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.304; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.288; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2025-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.313; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-02-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.312; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.283; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.317; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.312; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.317; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.311; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.318; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.332; incorporated once through Adj Close" }, { "symbol": "IEF", "date": "2026-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.307; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2007-12-24", "code": "dividend", "severity": "info", "reason": "Distribution 2; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2008-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 1.308; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2008-12-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.541; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2009-06-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.945; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2009-12-22", "code": "dividend", "severity": "info", "reason": "Distribution 0.496; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2010-06-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.859; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2010-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.538; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2011-06-22", "code": "dividend", "severity": "info", "reason": "Distribution 1.141; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2011-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.569; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2012-06-21", "code": "dividend", "severity": "info", "reason": "Distribution 1.149; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2012-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.61; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2013-06-27", "code": "dividend", "severity": "info", "reason": "Distribution 1.152; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2013-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.552; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2014-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 1.676; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2014-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.585; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2015-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 1.111; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2015-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.508; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2016-06-22", "code": "dividend", "severity": "info", "reason": "Distribution 1.175; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2016-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.596; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2017-06-20", "code": "dividend", "severity": "info", "reason": "Distribution 1.062; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2017-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.743; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2018-06-19", "code": "dividend", "severity": "info", "reason": "Distribution 1.354; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2018-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.638; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2019-06-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.376; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2019-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.776; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2020-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.858; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2020-12-14", "code": "dividend", "severity": "info", "reason": "Distribution 0.694; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2021-06-10", "code": "dividend", "severity": "info", "reason": "Distribution 1.102; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2021-12-13", "code": "dividend", "severity": "info", "reason": "Distribution 1.352; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2021-12-30", "code": "dividend", "severity": "info", "reason": "Distribution 0.163; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2022-06-09", "code": "dividend", "severity": "info", "reason": "Distribution 1.498; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2022-12-13", "code": "dividend", "severity": "info", "reason": "Distribution 0.268; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2023-06-07", "code": "dividend", "severity": "info", "reason": "Distribution 1.311; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2023-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.931; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2024-06-11", "code": "dividend", "severity": "info", "reason": "Distribution 1.393; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2024-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 1.057; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2025-06-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.519; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2025-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 1.728; incorporated once through Adj Close" }, { "symbol": "EFA", "date": "2026-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 1.636; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2008-10-13", "code": "return_jump", "severity": "error", "reason": "Absolute adjusted daily return exceeds 20%; manual review required" }, { "symbol": "EEM", "date": "2008-10-28", "code": "return_jump", "severity": "error", "reason": "Absolute adjusted daily return exceeds 20%; manual review required" }, { "symbol": "EEM", "date": "2007-12-24", "code": "dividend", "severity": "info", "reason": "Distribution 0.649; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2008-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 0.517333; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2008-07-24", "code": "split", "severity": "info", "reason": "Split ratio 3; provider OHLC already split adjusted" }, { "symbol": "EEM", "date": "2008-12-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.34; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2009-06-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.247; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2009-12-22", "code": "dividend", "severity": "info", "reason": "Distribution 0.323; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2009-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.012; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2010-06-23", "code": "dividend", "severity": "info", "reason": "Distribution 0.262; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2010-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.359; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2010-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.025; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2011-06-22", "code": "dividend", "severity": "info", "reason": "Distribution 0.461; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2011-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.347; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2012-06-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.468; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2012-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.262; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2012-12-27", "code": "dividend", "severity": "info", "reason": "Distribution 0.014; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2013-06-27", "code": "dividend", "severity": "info", "reason": "Distribution 0.493; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2013-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.366; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2014-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 0.341; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2014-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.535; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2015-06-25", "code": "dividend", "severity": "info", "reason": "Distribution 0.301; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2015-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.501; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2016-06-22", "code": "dividend", "severity": "info", "reason": "Distribution 0.266; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2016-12-21", "code": "dividend", "severity": "info", "reason": "Distribution 0.396; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2017-06-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.192; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2017-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.697; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2018-06-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.29; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2018-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.584; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2019-06-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.311; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2019-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.929; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2020-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.23; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2020-12-14", "code": "dividend", "severity": "info", "reason": "Distribution 0.519; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2021-06-10", "code": "dividend", "severity": "info", "reason": "Distribution 0.241; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2021-12-13", "code": "dividend", "severity": "info", "reason": "Distribution 0.707; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2021-12-30", "code": "dividend", "severity": "info", "reason": "Distribution 0.026; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2022-06-09", "code": "dividend", "severity": "info", "reason": "Distribution 0.362; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2022-12-13", "code": "dividend", "severity": "info", "reason": "Distribution 0.584; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2023-06-07", "code": "dividend", "severity": "info", "reason": "Distribution 0.31; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2023-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.748; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2024-06-11", "code": "dividend", "severity": "info", "reason": "Distribution 0.29; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2024-12-17", "code": "dividend", "severity": "info", "reason": "Distribution 0.727; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2025-06-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.452; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2025-12-16", "code": "dividend", "severity": "info", "reason": "Distribution 0.763; incorporated once through Adj Close" }, { "symbol": "EEM", "date": "2026-06-15", "code": "dividend", "severity": "info", "reason": "Distribution 0.351; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-07-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.406; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.37; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-09-04", "code": "dividend", "severity": "info", "reason": "Distribution 0.354; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.32; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.302; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-12-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.278; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2007-12-28", "code": "dividend", "severity": "info", "reason": "Distribution 0.258; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.23; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-03-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.174; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.14; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.108; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-06-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.094; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.112; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.132; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-09-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.126; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.126; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-11-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.094; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.052; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2008-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.056; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-02-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.016; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.014; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.016; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.01; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.008; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.002; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.004; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.004; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.004; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-11-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.002; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2009-12-29", "code": "dividend", "severity": "info", "reason": "Distribution 0.008; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2011-12-28", "code": "dividend", "severity": "info", "reason": "Distribution 0.004; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2016-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.042; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2016-12-28", "code": "dividend", "severity": "info", "reason": "Distribution 0.018; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.026; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.024; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-04-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.028; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.034; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.054; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-07-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.05; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.064; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.066; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-10-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.064; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.07; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-11-30", "code": "split", "severity": "info", "reason": "Split ratio 0.5; provider OHLC already split adjusted" }, { "symbol": "BIL", "date": "2017-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.066; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2017-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.082; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.086; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.079; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-04-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.105; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.107; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.126; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-07-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.127; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.135; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-09-04", "code": "dividend", "severity": "info", "reason": "Distribution 0.138; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.146; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.15; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-12-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.157; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2018-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.16; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.179; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.17; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.176; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.174; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-06-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.176; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.165; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.155; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-09-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.168; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.137; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.139; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-12-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.117; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2019-12-20", "code": "dividend", "severity": "info", "reason": "Distribution 0.115; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2020-02-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.108; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2020-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.097; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2020-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.052; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2020-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.014; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2020-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.003; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.022; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.031; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.053; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.097; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.139; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-10-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.155; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.208; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.26; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2022-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.271; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.336; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.255; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-04-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.372; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.353; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.371; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-07-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.373; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.394; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.405; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-10-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.394; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.408; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.419; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2023-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.421; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-02-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.406; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-03-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.355; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.405; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.388; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-06-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.405; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.392; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.402; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-09-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.396; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.371; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-11-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.359; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-12-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.335; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2024-12-19", "code": "dividend", "severity": "info", "reason": "Distribution 0.383; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-02-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.326; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-03-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.289; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.321; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.312; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-06-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.316; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.306; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-08-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.319; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-09-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.322; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.311; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-11-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.303; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-12-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.281; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2025-12-18", "code": "dividend", "severity": "info", "reason": "Distribution 0.365; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-02-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.274; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-03-02", "code": "dividend", "severity": "info", "reason": "Distribution 0.243; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-04-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.264; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-05-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.27; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-06-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.269; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-07-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.268; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-08-03", "code": "dividend", "severity": "info", "reason": "Distribution 0.273; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-09-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.28; incorporated once through Adj Close" }, { "symbol": "BIL", "date": "2026-10-01", "code": "dividend", "severity": "info", "reason": "Distribution 0.263; incorporated once through Adj Close" } ], "metrics": { "Ensemble trend": { "total_return": 1.7187813636257192, "cagr": 0.056145986769944534, "sharpe": 0.7506099181913385, "max_drawdown": -0.12231546483448585, "annual_turnover": 3.76300006005021, "annual_volatility": 0.0767057992817144, "cost_sum": 0.035123603342621115, "sessions": 4614, "sharpe_vs_bil": 0.5840620906277858, "mean_risk_exposure": 0.7971810315941824, "execution_days": 209, "unfilled_dollars": 161794.44957662656, "ending_dollars": 271878.13636256993 }, "Core + trend": { "total_return": 2.4584853621621616, "cagr": 0.07011882009518322, "sharpe": 0.8640226545802696, "max_drawdown": -0.16170416718242075, "annual_turnover": 1.735688119226366, "annual_volatility": 0.08237370002782828, "cost_sum": 0.01613497051351969, "sessions": 4614, "sharpe_vs_bil": 0.7053600235443789, "mean_risk_exposure": 0.8920360485709637, "execution_days": 199, "unfilled_dollars": 233374.64411392406, "ending_dollars": 345848.5362162148 }, "60/40 monthly": { "total_return": 3.4922750175738315, "cagr": 0.08551380897981309, "sharpe": 0.7914671394436066, "max_drawdown": -0.30540929544042694, "annual_turnover": 0.20051027988837902, "annual_volatility": 0.11154973945797339, "cost_sum": 0.001857674270797928, "sessions": 4614, "sharpe_vs_bil": 0.672894902525934, "mean_risk_exposure": 0.9997832683138271, "execution_days": 47, "unfilled_dollars": 304.93355601337976, "ending_dollars": 449227.5017573836 }, "SPY buy & hold": { "total_return": 6.801775140214168, "cagr": 0.11873797371787664, "sharpe": 0.668107221874191, "max_drawdown": -0.5069911570248543, "annual_turnover": 0.054588979632325806, "annual_volatility": 0.1970540365286898, "cost_sum": 0.0005017776843177421, "sessions": 4614, "sharpe_vs_bil": 0.6011147074426798, "mean_risk_exposure": 0.9997832683138259, "execution_days": 1, "unfilled_dollars": 50.177768432040466, "ending_dollars": 780177.5140214051 }, "BIL reserve": { "total_return": 0.25973290109037306, "cagr": 0.012690760539800783, "sharpe": 2.788460765114151, "max_drawdown": -0.007799275266377359, "annual_turnover": 0.05455458584960368, "annual_volatility": 0.004526319703830332, "cost_sum": 0.0005663420567247721, "sessions": 4614, "sharpe_vs_bil": -0.3931807637126597, "mean_risk_exposure": 0.0, "execution_days": 4, "unfilled_dollars": 143751.2110892816, "ending_dollars": 125973.29010903696 } }, "validations": { "Ensemble trend": { "status": "RESEARCH ONLY", "live_enabled": false, "gates": [ { "name": "All market-data exceptions resolved", "passed": false, "value": 2, "threshold": 0 }, { "name": "Historical maximum drawdown", "passed": true, "value": -0.12231546483448585, "threshold": -0.2 }, { "name": "Positive net return at 25bp base cost", "passed": true, "value": 0.04837325070535048, "threshold": 0 }, { "name": "Positive return with an extra session delay", "passed": true, "value": 0.058595651358912315, "threshold": 0 }, { "name": "Positive CAGR in every declared era", "passed": true, "value": 4, "threshold": 4 }, { "name": "Active-return interval above 60/40", "passed": false, "value": -0.06654382925216937, "threshold": 0 }, { "name": "Verified forward observations", "passed": false, "value": 0, "threshold": 126 } ], "periods": [ { "period": "2008\u20132014", "total_return": 0.4126211938168054, "cagr": 0.05387406407783679, "sharpe": 0.7709828252132378, "max_drawdown": -0.07880196422409347, "annual_turnover": 3.502891454684122, "annual_volatility": 0.0713723410203528, "cost_sum": 0.011883316022093042, "sessions": 1659 }, { "period": "2015\u20132019", "total_return": 0.15446664295556323, "cagr": 0.02919131548811693, "sharpe": 0.48974940586642685, "max_drawdown": -0.12231546483448619, "annual_turnover": 3.8970332196363215, "annual_volatility": 0.0627845349750135, "cost_sum": 0.009903424728832929, "sessions": 1258 }, { "period": "2020\u20132022", "total_return": 0.015225495244244547, "cagr": 0.005049623464673303, "sharpe": 0.10353741180496875, "max_drawdown": -0.11462040038023269, "annual_turnover": 3.850341409241869, "annual_volatility": 0.07816808836241579, "cost_sum": 0.005850992725219955, "sessions": 756 }, { "period": "2023 onward", "total_return": 0.642119135631193, "cagr": 0.1420507786899834, "sharpe": 1.399962487052358, "max_drawdown": -0.08332476259888133, "annual_turnover": 3.9722204655274855, "annual_volatility": 0.09835267090004797, "cost_sum": 0.007485869866475193, "sessions": 941 } ], "active_interval": { "annual_arithmetic_active_mean": -0.030711819470832926, "lower_95": -0.06654382925216937, "upper_95": 0.006705813578575487, "samples": 1000, "block_sessions": 21, "interpretation": "Paired retrospective diagnostic; not selection-adjusted evidence of alpha" }, "historical_passes": 4, "forward_sessions": 0, "required_forward_sessions": 126 }, "Core + trend": { "status": "RESEARCH ONLY", "live_enabled": false, "gates": [ { "name": "All market-data exceptions resolved", "passed": false, "value": 2, "threshold": 0 }, { "name": "Historical maximum drawdown", "passed": true, "value": -0.16170416718242075, "threshold": -0.2 }, { "name": "Positive net return at 25bp base cost", "passed": true, "value": 0.06635683915507218, "threshold": 0 }, { "name": "Positive return with an extra session delay", "passed": true, "value": 0.07054991853107628, "threshold": 0 }, { "name": "Positive CAGR in every declared era", "passed": true, "value": 4, "threshold": 4 }, { "name": "Active-return interval above 60/40", "passed": false, "value": -0.035380559060962394, "threshold": 0 }, { "name": "Verified forward observations", "passed": false, "value": 0, "threshold": 126 } ], "periods": [ { "period": "2008\u20132014", "total_return": 0.5354456989204726, "cagr": 0.06730557777669643, "sharpe": 0.8480348993189833, "max_drawdown": -0.16170416718242075, "annual_turnover": 1.7016766501406915, "annual_volatility": 0.08065250767196637, "cost_sum": 0.005727413057021909, "sessions": 1659 }, { "period": "2015\u20132019", "total_return": 0.3138761649487387, "cagr": 0.056205885052772464, "sharpe": 0.9047702074346434, "max_drawdown": -0.10777436069291957, "annual_turnover": 1.682070392821707, "annual_volatility": 0.06261395921219477, "cost_sum": 0.004260773287437266, "sessions": 1258 }, { "period": "2020\u20132022", "total_return": 0.05612032361199848, "cagr": 0.018367349541360545, "sharpe": 0.2309472428894847, "max_drawdown": -0.15651402765954303, "annual_turnover": 1.8272280138018733, "annual_volatility": 0.10088274953003461, "cost_sum": 0.0027714405115475205, "sessions": 756 }, { "period": "2023 onward", "total_return": 0.6232433987478645, "cagr": 0.1385203167584912, "sharpe": 1.4627857755953124, "max_drawdown": -0.09236720590484038, "annual_turnover": 1.7937879776016166, "annual_volatility": 0.09156740814232989, "cost_sum": 0.003375343657512996, "sessions": 941 } ], "active_interval": { "annual_arithmetic_active_mean": -0.017115210228838808, "lower_95": -0.035380559060962394, "upper_95": 0.002064755331542151, "samples": 1000, "block_sessions": 21, "interpretation": "Paired retrospective diagnostic; not selection-adjusted evidence of alpha" }, "historical_passes": 4, "forward_sessions": 0, "required_forward_sessions": 126 } }, "sensitivity": { "Ensemble trend": [ { "scenario": "Base execution", "total_return": 1.7187813636257192, "cagr": 0.056145986769944534, "sharpe": 0.7506099181913385, "max_drawdown": -0.12231546483448585, "annual_turnover": 3.76300006005021, "annual_volatility": 0.0767057992817144, "cost_sum": 0.035123603342621115, "sessions": 4614, "sharpe_vs_bil": 0.5840620906277858, "mean_risk_exposure": 0.7971810315941824, "execution_days": 209, "unfilled_dollars": 161794.44957662656, "ending_dollars": 271878.13636256993 }, { "scenario": "25bp base + impact", "total_return": 1.3748541009120574, "cagr": 0.04837325070535048, "sharpe": 0.6536974216171287, "max_drawdown": -0.13115626564473792, "annual_turnover": 3.7583409265010874, "annual_volatility": 0.07678486506685289, "cost_sum": 0.17268960107110307, "sessions": 4614, "sharpe_vs_bil": 0.4871997359244745, "mean_risk_exposure": 0.7974419819314924, "execution_days": 209, "unfilled_dollars": 159652.15539405996, "ending_dollars": 237485.4100912071 }, { "scenario": "Two-session fill delay", "total_return": 1.8365892807818924, "cagr": 0.058595651358912315, "sharpe": 0.7835245235412887, "max_drawdown": -0.11914388492965278, "annual_turnover": 3.7544378350995418, "annual_volatility": 0.07641183548984158, "cost_sum": 0.03505165434620282, "sessions": 4614, "sharpe_vs_bil": 0.6164275933599789, "mean_risk_exposure": 0.7965688789887586, "execution_days": 210, "unfilled_dollars": 161775.76678700425, "ending_dollars": 283658.92807819054 } ], "Core + trend": [ { "scenario": "Base execution", "total_return": 2.4584853621621616, "cagr": 0.07011882009518322, "sharpe": 0.8640226545802696, "max_drawdown": -0.16170416718242075, "annual_turnover": 1.735688119226366, "annual_volatility": 0.08237370002782828, "cost_sum": 0.01613497051351969, "sessions": 4614, "sharpe_vs_bil": 0.7053600235443789, "mean_risk_exposure": 0.8920360485709637, "execution_days": 199, "unfilled_dollars": 233374.64411392406, "ending_dollars": 345848.5362162148 }, { "scenario": "25bp base + impact", "total_return": 2.2425192446236673, "cagr": 0.06635683915507218, "sharpe": 0.8208111323785223, "max_drawdown": -0.16300755907257958, "annual_turnover": 1.7341060214949813, "annual_volatility": 0.08242372439210602, "cost_sum": 0.07961753593612036, "sessions": 4614, "sharpe_vs_bil": 0.662422248038396, "mean_risk_exposure": 0.8921204269341882, "execution_days": 200, "unfilled_dollars": 230532.98106844816, "ending_dollars": 324251.92446236877 }, { "scenario": "Two-session fill delay", "total_return": 2.4840843217591244, "cagr": 0.07054991853107628, "sharpe": 0.8698447566424087, "max_drawdown": -0.16265798602500237, "annual_turnover": 1.7466042071516874, "annual_volatility": 0.08227588281641726, "cost_sum": 0.016237457567416718, "sessions": 4614, "sharpe_vs_bil": 0.7109555979286966, "mean_risk_exposure": 0.8913768713891825, "execution_days": 201, "unfilled_dollars": 211262.3813261842, "ending_dollars": 348408.43217591406 } ] }, "yearly": { "Ensemble trend": [ { "year": 2008, "total_return": 0.012989047628733097, "cagr": 0.022066548077486203, "sharpe": 0.4019766268832207, "max_drawdown": -0.039915058862098673, "annual_turnover": 3.294726333495929, "annual_volatility": 0.05853428014515096, "cost_sum": 0.0010192648505668886, "sessions": 149, "sharpe_vs_bil": 0.19623220496399335, "mean_risk_exposure": 0.5302441327973704, "execution_days": 5, "unfilled_dollars": 1990.3225589924832, "ending_dollars": 101298.90476287316 }, { "year": 2009, "total_return": 0.08834692669607969, "cagr": 0.08834692669607969, "sharpe": 1.1402333059439038, "max_drawdown": -0.03890396839613408, "annual_turnover": 2.459311955972079, "annual_volatility": 0.0768375052130153, "cost_sum": 0.0012627949198651697, "sessions": 252, "sharpe_vs_bil": 1.1007062139608446, "mean_risk_exposure": 0.6553081359665877, "execution_days": 11, "unfilled_dollars": 4206.9677137693325, "ending_dollars": 110248.35167635194 }, { "year": 2010, "total_return": 0.09486853734410805, "cagr": 0.09486853734410805, "sharpe": 1.1477951265527706, "max_drawdown": -0.0651878993573266, "annual_turnover": 4.00767274106556, "annual_volatility": 0.0818900932068599, "cost_sum": 0.002100169885296828, "sessions": 252, "sharpe_vs_bil": 1.1497596701655974, "mean_risk_exposure": 0.82339008559478, "execution_days": 12, "unfilled_dollars": 3755.4662449276057, "ending_dollars": 120707.45154448616 }, { "year": 2011, "total_return": 0.055280424681406704, "cagr": 0.055280424681406704, "sharpe": 0.727269873322736, "max_drawdown": -0.04232899779987964, "annual_turnover": 2.137163402440574, "annual_volatility": 0.0781807375054474, "cost_sum": 0.001085506472037469, "sessions": 252, "sharpe_vs_bil": 0.7317973934619547, "mean_risk_exposure": 0.8393970011585398, "execution_days": 11, "unfilled_dollars": 12165.534632816496, "ending_dollars": 127380.21072807588 }, { "year": 2012, "total_return": 0.021190074902443623, "cagr": 0.021361393394045303, "sharpe": 0.5062836102083146, "max_drawdown": -0.04509363406672717, "annual_turnover": 4.286204671195126, "annual_volatility": 0.043621239630106855, "cost_sum": 0.00218329503919527, "sessions": 250, "sharpe_vs_bil": 0.5136592090849933, "mean_risk_exposure": 0.7519667479091204, "execution_days": 12, "unfilled_dollars": 11004.098606765197, "ending_dollars": 130079.40693449305 }, { "year": 2013, "total_return": 0.08101640662360898, "cagr": 0.08101640662360898, "sharpe": 0.9123580856914638, "max_drawdown": -0.07880196422409325, "annual_turnover": 4.216810570871221, "annual_volatility": 0.08981382889230051, "cost_sum": 0.0021568824362306173, "sessions": 252, "sharpe_vs_bil": 0.9235959243955553, "mean_risk_exposure": 0.8800575134562288, "execution_days": 11, "unfilled_dollars": 8184.896844843337, "ending_dollars": 140617.9730600558 }, { "year": 2014, "total_return": 0.004580824965733754, "cagr": 0.004580824965733754, "sharpe": 0.11156913240113768, "max_drawdown": -0.055599439071725376, "annual_turnover": 4.0394839162826415, "annual_volatility": 0.05406346947829528, "cost_sum": 0.0020754024189008, "sessions": 252, "sharpe_vs_bil": 0.12392508143095525, "mean_risk_exposure": 0.8417859051340654, "execution_days": 12, "unfilled_dollars": 8982.563105208608, "ending_dollars": 141262.11938168015 }, { "year": 2015, "total_return": -0.046690650554241486, "cagr": -0.046690650554241486, "sharpe": -0.8009473679142994, "max_drawdown": -0.07125258846941451, "annual_turnover": 4.35810769649286, "annual_volatility": 0.05762658404321468, "cost_sum": 0.002225976973546805, "sessions": 252, "sharpe_vs_bil": -0.7793266814158967, "mean_risk_exposure": 0.715962941479005, "execution_days": 11, "unfilled_dollars": 8907.206829793064, "ending_dollars": 134666.49912907864 }, { "year": 2016, "total_return": 0.004849551675827124, "cagr": 0.004849551675827124, "sharpe": 0.1277394836989157, "max_drawdown": -0.057701705791773805, "annual_turnover": 3.029062490091183, "annual_volatility": 0.04620713151048545, "cost_sum": 0.0015447124666187468, "sessions": 252, "sharpe_vs_bil": 0.10435097124945052, "mean_risk_exposure": 0.7288345551221652, "execution_days": 12, "unfilled_dollars": 4304.771253652172, "ending_dollars": 135319.571275608 }, { "year": 2017, "total_return": 0.18240484241829713, "cagr": 0.1831943982057871, "sharpe": 3.18220202740996, "max_drawdown": -0.018984524450650686, "annual_turnover": 2.765395185989084, "annual_volatility": 0.05332417301957049, "cost_sum": 0.0014027772097932232, "sessions": 251, "sharpe_vs_bil": 3.043849519101164, "mean_risk_exposure": 0.9889094452571174, "execution_days": 12, "unfilled_dollars": 15554.66715496719, "ending_dollars": 160002.51635024694 }, { "year": 2018, "total_return": -0.05603708372704752, "cagr": -0.05625393860887207, "sharpe": -0.5276328375563393, "max_drawdown": -0.12231546483448563, "annual_turnover": 5.777511955177634, "annual_volatility": 0.10020585817567315, "cost_sum": 0.0029264691726621837, "sessions": 251, "sharpe_vs_bil": -0.7002832495699424, "mean_risk_exposure": 0.8476502270027473, "execution_days": 12, "unfilled_dollars": 7967.065181003967, "ending_dollars": 151036.44194498973 }, { "year": 2019, "total_return": 0.07975534009702478, "cagr": 0.07975534009702478, "sharpe": 2.1363737625940336, "max_drawdown": -0.01803829714291727, "annual_turnover": 3.558060360517729, "annual_volatility": 0.03622959626280863, "cost_sum": 0.00180348890621197, "sessions": 252, "sharpe_vs_bil": 1.5866396443894921, "mean_risk_exposure": 0.7353990068806072, "execution_days": 11, "unfilled_dollars": 6524.934191187528, "ending_dollars": 163082.4047393566 }, { "year": 2020, "total_return": 0.07110153522793694, "cagr": 0.07081077871350594, "sharpe": 0.8845998364291217, "max_drawdown": -0.10005000589522284, "annual_turnover": 2.5009630111461694, "annual_volatility": 0.08106289708430901, "cost_sum": 0.0012691946156046475, "sessions": 253, "sharpe_vs_bil": 0.835213607234266, "mean_risk_exposure": 0.7982470716376988, "execution_days": 12, "unfilled_dollars": 27516.797393557135, "ending_dollars": 174677.81408498884 }, { "year": 2021, "total_return": 0.05425952417947655, "cagr": 0.05425952417947655, "sharpe": 0.6728992923436051, "max_drawdown": -0.03963719212706285, "annual_turnover": 3.456821233357246, "annual_volatility": 0.08372620961874393, "cost_sum": 0.001750536910225488, "sessions": 252, "sharpe_vs_bil": 0.6848716216278499, "mean_risk_exposure": 0.9018416854952057, "execution_days": 12, "unfilled_dollars": 2110.6608884833217, "ending_dollars": 184155.7491619512 }, { "year": 2022, "total_return": -0.100948974601202, "cagr": -0.10133006095808939, "sharpe": -1.521371857498449, "max_drawdown": -0.1082892369659989, "annual_turnover": 5.6055598117961996, "annual_volatility": 0.06866610176351205, "cost_sum": 0.0028312611993898183, "sessions": 251, "sharpe_vs_bil": -1.732578493866861, "mean_risk_exposure": 0.42850113517095845, "execution_days": 9, "unfilled_dollars": 6645.89697679747, "ending_dollars": 165565.4151171359 }, { "year": 2023, "total_return": 0.11645718814663009, "cagr": 0.11744153721028194, "sharpe": 1.3259873019485737, "max_drawdown": -0.08285536615790179, "annual_turnover": 4.615558391697655, "annual_volatility": 0.08657388711350693, "cost_sum": 0.0023077233951398803, "sessions": 250, "sharpe_vs_bil": 0.7626804014147129, "mean_risk_exposure": 0.8680866815504408, "execution_days": 12, "unfilled_dollars": 6827.327413035149, "ending_dollars": 184846.6978160073 }, { "year": 2024, "total_return": 0.10984335696147118, "cagr": 0.10984335696147118, "sharpe": 1.14106687587488, "max_drawdown": -0.0653155289068259, "annual_turnover": 2.3767519526592054, "annual_volatility": 0.09532421052866866, "cost_sum": 0.0011978081093253438, "sessions": 252, "sharpe_vs_bil": 0.6104637154846856, "mean_risk_exposure": 0.9905508837524291, "execution_days": 11, "unfilled_dollars": 5718.378478625076, "ending_dollars": 205150.87962735942 }, { "year": 2025, "total_return": 0.22221664125674967, "cagr": 0.22418027683527786, "sharpe": 2.1399704683117484, "max_drawdown": -0.08332476259888144, "annual_turnover": 4.6821016419145645, "annual_volatility": 0.09672881885863582, "cost_sum": 0.0023467020294282532, "sessions": 250, "sharpe_vs_bil": 1.7134842170974887, "mean_risk_exposure": 0.927159216108936, "execution_days": 11, "unfilled_dollars": 3490.1127059749942, "ending_dollars": 250738.81904901896 }, { "year": 2026, "total_return": 0.0843081154873686, "cagr": 0.11396174720352947, "sharpe": 0.9748769012723973, "max_drawdown": -0.08263073384592645, "annual_turnover": 4.30953945813857, "annual_volatility": 0.11781596972747946, "cost_sum": 0.0016336363325817147, "sessions": 189, "sharpe_vs_bil": 0.6700905568698937, "mean_risk_exposure": 0.780634851159619, "execution_days": 10, "unfilled_dollars": 15936.78140222644, "ending_dollars": 271878.13636256993 } ], "Core + trend": [ { "year": 2008, "total_return": -0.07477162910508806, "cagr": -0.12316541241399181, "sharpe": -1.0483514405813419, "max_drawdown": -0.14337086417793454, "annual_turnover": 2.702243439580085, "annual_volatility": 0.11867965775246027, "cost_sum": 0.0008240947732234098, "sessions": 149, "sharpe_vs_bil": -1.1066231590645959, "mean_risk_exposure": 0.7594261495817334, "execution_days": 7, "unfilled_dollars": 5621.068168504145, "ending_dollars": 92522.83708949121 }, { "year": 2009, "total_return": 0.10977551432263999, "cagr": 0.10977551432263999, "sharpe": 1.124927969597062, "max_drawdown": -0.09457618826807679, "annual_turnover": 1.2555839833057514, "annual_volatility": 0.09674961451667849, "cost_sum": 0.000638618971417483, "sessions": 252, "sharpe_vs_bil": 1.0903299777262339, "mean_risk_exposure": 0.8207994935606391, "execution_days": 10, "unfilled_dollars": 2113.493021406513, "ending_dollars": 102679.57911758 }, { "year": 2010, "total_return": 0.10928236130079494, "cagr": 0.10928236130079494, "sharpe": 1.2823308346188178, "max_drawdown": -0.05263489567617852, "annual_turnover": 1.7561317783357602, "annual_volatility": 0.08361038485994696, "cost_sum": 0.0009079245953466336, "sessions": 252, "sharpe_vs_bil": 1.282044341227599, "mean_risk_exposure": 0.9009090939597111, "execution_days": 11, "unfilled_dollars": 5914.022806227185, "ending_dollars": 113900.64598092112 }, { "year": 2011, "total_return": 0.06556361141804534, "cagr": 0.06556361141804534, "sharpe": 0.8014616015333402, "max_drawdown": -0.05450841102246806, "annual_turnover": 0.8552474311774694, "annual_volatility": 0.08358961116099449, "cost_sum": 0.0004332744563204055, "sessions": 252, "sharpe_vs_bil": 0.8052364706780946, "mean_risk_exposure": 0.9130022274810105, "execution_days": 9, "unfilled_dollars": 11235.326031726112, "ending_dollars": 121368.38367427845 }, { "year": 2012, "total_return": 0.06370804465000623, "cagr": 0.06423373954165945, "sharpe": 1.270273472959955, "max_drawdown": -0.03623685451613812, "annual_turnover": 1.926622431928514, "annual_volatility": 0.04999473385497815, "cost_sum": 0.000974212609416997, "sessions": 250, "sharpe_vs_bil": 1.2688319231037162, "mean_risk_exposure": 0.8615434176425105, "execution_days": 12, "unfilled_dollars": 2980.2898101296378, "ending_dollars": 129100.52608049824 }, { "year": 2013, "total_return": 0.12004252689243566, "cagr": 0.12004252689243566, "sharpe": 1.5148033558482588, "max_drawdown": -0.06513607571463353, "annual_turnover": 2.037147876260229, "annual_volatility": 0.07679804034497945, "cost_sum": 0.0010360920204590006, "sessions": 252, "sharpe_vs_bil": 1.5290344108363632, "mean_risk_exposure": 0.9357760710161999, "execution_days": 12, "unfilled_dollars": 13228.132596972784, "ending_dollars": 144598.07945434397 }, { "year": 2014, "total_return": 0.06187143336525347, "cagr": 0.06187143336525347, "sharpe": 1.1536727698926776, "max_drawdown": -0.03701671452939681, "annual_turnover": 1.7895067170471637, "annual_volatility": 0.05326980742254065, "cost_sum": 0.0009131956308379786, "sessions": 252, "sharpe_vs_bil": 1.165579844485786, "mean_risk_exposure": 0.9139215655411053, "execution_days": 11, "unfilled_dollars": 4478.422488114447, "ending_dollars": 153544.5698920471 }, { "year": 2015, "total_return": -0.02019971392882758, "cagr": -0.02019971392882758, "sharpe": -0.27175320392884944, "max_drawdown": -0.07070780831482637, "annual_turnover": 2.086909536343586, "annual_volatility": 0.0668810697647854, "cost_sum": 0.0010610855258439498, "sessions": 252, "sharpe_vs_bil": -0.25199899916238305, "mean_risk_exposure": 0.8546214340938322, "execution_days": 11, "unfilled_dollars": 11733.39223301897, "ending_dollars": 150443.0135049027 }, { "year": 2016, "total_return": 0.04343409675383092, "cagr": 0.04343409675383092, "sharpe": 0.8645897101674459, "max_drawdown": -0.03666817743854378, "annual_turnover": 1.1929548347503762, "annual_volatility": 0.05065923665566586, "cost_sum": 0.0006069749410311546, "sessions": 252, "sharpe_vs_bil": 0.8427359268970582, "mean_risk_exposure": 0.8569525523434023, "execution_days": 9, "unfilled_dollars": 7095.856495712051, "ending_dollars": 156977.36990941237 }, { "year": 2017, "total_return": 0.1626386936118418, "cagr": 0.1633369132780207, "sharpe": 3.4873983531343655, "max_drawdown": -0.014984619320827508, "annual_turnover": 1.086179223400392, "annual_volatility": 0.0436678055019456, "cost_sum": 0.0005500029972677694, "sessions": 251, "sharpe_vs_bil": 3.3229498110437055, "mean_risk_exposure": 0.9920352989640276, "execution_days": 10, "unfilled_dollars": 16482.197961505095, "ending_dollars": 182507.96427810212 }, { "year": 2018, "total_return": -0.038204752307601564, "cagr": -0.03835400556666457, "sharpe": -0.37007188736302815, "max_drawdown": -0.10777436069292068, "annual_turnover": 2.6576481296328716, "annual_volatility": 0.09379680293185412, "cost_sum": 0.001341363981879667, "sessions": 251, "sharpe_vs_bil": -0.5542971091057919, "mean_risk_exposure": 0.9204419478481236, "execution_days": 12, "unfilled_dollars": 18818.990359585223, "ending_dollars": 175535.29270869217 }, { "year": 2019, "total_return": 0.14927629381778473, "cagr": 0.14927629381778473, "sharpe": 3.29046172640332, "max_drawdown": -0.015496892160490328, "annual_turnover": 1.3881669327090456, "annual_volatility": 0.04256952652976796, "cost_sum": 0.0007013458414147251, "sessions": 252, "sharpe_vs_bil": 2.830927446158389, "mean_risk_exposure": 0.8662985502097211, "execution_days": 12, "unfilled_dollars": 29689.16862883755, "ending_dollars": 201738.5506384656 }, { "year": 2020, "total_return": 0.10920965564461227, "cagr": 0.108755333401928, "sharpe": 0.9100551648948221, "max_drawdown": -0.13928172405424832, "annual_turnover": 1.166464912619476, "annual_volatility": 0.12159978010977045, "cost_sum": 0.0005913998068101903, "sessions": 253, "sharpe_vs_bil": 0.8771597923617543, "mean_risk_exposure": 0.8883695016173053, "execution_days": 11, "unfilled_dollars": 8726.393951469647, "ending_dollars": 223770.34828393513 }, { "year": 2021, "total_return": 0.10053118156812002, "cagr": 0.10053118156812002, "sharpe": 1.251750930752113, "max_drawdown": -0.038343198007826595, "annual_turnover": 1.573308767700083, "annual_volatility": 0.07902924140022834, "cost_sum": 0.0007955701637759308, "sessions": 252, "sharpe_vs_bil": 1.26461273559491, "mean_risk_exposure": 0.9449315296552455, "execution_days": 11, "unfilled_dollars": 5369.68720796206, "ending_dollars": 246266.24579682946 }, { "year": 2022, "total_return": -0.13483805831398354, "cagr": -0.13533715263337243, "sharpe": -1.4511385666119943, "max_drawdown": -0.1539009305581558, "annual_turnover": 2.748187036179554, "annual_volatility": 0.09695082607922524, "cost_sum": 0.0013844705409613994, "sessions": 251, "sharpe_vs_bil": -1.5975462750356004, "mean_risk_exposure": 0.70863072375534, "execution_days": 9, "unfilled_dollars": 5362.220451442732, "ending_dollars": 213060.18338531064 }, { "year": 2023, "total_return": 0.1441503875421526, "cagr": 0.1453836434813338, "sharpe": 1.6856074349301247, "max_drawdown": -0.07949965473969078, "annual_turnover": 2.2089502689678624, "annual_volatility": 0.08256223938116385, "cost_sum": 0.0011030508241176, "sessions": 250, "sharpe_vs_bil": 1.0941934211967945, "mean_risk_exposure": 0.9310079905761169, "execution_days": 12, "unfilled_dollars": 11124.72107194479, "ending_dollars": 243772.8913901056 }, { "year": 2024, "total_return": 0.12752753095661418, "cagr": 0.12752753095661418, "sharpe": 1.4649534266705138, "max_drawdown": -0.05319048350402833, "annual_turnover": 1.0747446159816378, "annual_volatility": 0.084375024134892, "cost_sum": 0.0005410495725495508, "sessions": 252, "sharpe_vs_bil": 0.8658958409318627, "mean_risk_exposure": 0.9884143219322069, "execution_days": 9, "unfilled_dollars": 12039.639852734654, "ending_dollars": 274860.64634324075 }, { "year": 2025, "total_return": 0.17631857193324785, "cagr": 0.17784774123223057, "sharpe": 1.7149544013720153, "max_drawdown": -0.09236720590484038, "annual_turnover": 2.09642885631023, "annual_volatility": 0.09826633730351508, "cost_sum": 0.0010489761571743192, "sessions": 250, "sharpe_vs_bil": 1.2949208754518244, "mean_risk_exposure": 0.9503819624821531, "execution_days": 12, "unfilled_dollars": 16452.220595045783, "ending_dollars": 323323.6829871302 }, { "year": 2026, "total_return": 0.06966657382156805, "cagr": 0.09395107546173098, "sharpe": 0.9240318128199005, "max_drawdown": -0.07299539273069888, "annual_turnover": 1.8030373670699784, "annual_volatility": 0.10289506542871635, "cost_sum": 0.0006822671036715265, "sessions": 189, "sharpe_vs_bil": 0.5752528288751821, "mean_risk_exposure": 0.8857827565824339, "execution_days": 9, "unfilled_dollars": 44909.400381584666, "ending_dollars": 345848.5362162148 } ], "60/40 monthly": [ { "year": 2008, "total_return": -0.16266681866972443, "cagr": -0.25937253703341767, "sharpe": -0.975190318554126, "max_drawdown": -0.2688901950052016, "annual_turnover": 2.165633069644056, "annual_volatility": 0.270565652170518, "cost_sum": 0.0006557511056201259, "sessions": 149, "sharpe_vs_bil": -1.0005389799700735, "mean_risk_exposure": 0.9932885906040236, "execution_days": 5, "unfilled_dollars": 63.500211237052326, "ending_dollars": 83733.31813302745 }, { "year": 2009, "total_return": 0.13310512116373996, "cagr": 0.13310512116373996, "sharpe": 0.8907065977993177, "max_drawdown": -0.1766901901889245, "annual_turnover": 0.2827928748650649, "annual_volatility": 0.1534807658585842, "cost_sum": 0.00014264640877150402, "sessions": 252, "sharpe_vs_bil": 0.8694595572092433, "mean_risk_exposure": 0.9999999999999997, "execution_days": 4, "unfilled_dollars": 11.396480950709702, "ending_dollars": 94878.65158856628 }, { "year": 2010, "total_return": 0.13531668131339725, "cagr": 0.13531668131339725, "sharpe": 1.3921738127762093, "max_drawdown": -0.0688231464475767, "annual_turnover": 0.1981500552125711, "annual_volatility": 0.09436904751364479, "cost_sum": 9.983850289232963e-05, "sessions": 252, "sharpe_vs_bil": 1.3907432718345616, "mean_risk_exposure": 0.9999999999999998, "execution_days": 3, "unfilled_dollars": 9.78834134797944, "ending_dollars": 107717.31584902125 }, { "year": 2011, "total_return": 0.0774095422896619, "cagr": 0.0774095422896619, "sharpe": 0.7031238703516682, "max_drawdown": -0.0821566977923126, "annual_turnover": 0.14791216735647178, "annual_volatility": 0.11551911270470648, "cost_sum": 7.437695437159043e-05, "sessions": 252, "sharpe_vs_bil": 0.7058605922122749, "mean_risk_exposure": 0.9999999999999998, "execution_days": 2, "unfilled_dollars": 8.145403888330748, "ending_dollars": 116055.66396556499 }, { "year": 2012, "total_return": 0.11585820446814021, "cagr": 0.11683723062744189, "sharpe": 1.702281315645789, "max_drawdown": -0.04006397285177232, "annual_turnover": 0.2213759820740618, "annual_volatility": 0.06620902195251964, "cost_sum": 0.00011054283774036475, "sessions": 250, "sharpe_vs_bil": 1.6977632696504843, "mean_risk_exposure": 0.9999999999999998, "execution_days": 4, "unfilled_dollars": 13.560512726337947, "ending_dollars": 129501.66481097316 }, { "year": 2013, "total_return": 0.15817638464463424, "cagr": 0.15817638464463424, "sharpe": 2.1665324295212733, "max_drawdown": -0.05284450042969213, "annual_turnover": 0.14012795644665596, "annual_volatility": 0.06889080494864985, "cost_sum": 7.051961005307046e-05, "sessions": 252, "sharpe_vs_bil": 2.1829053091618635, "mean_risk_exposure": 0.9999999999999998, "execution_days": 3, "unfilled_dollars": 9.919024650956544, "ending_dollars": 149985.7699562338 }, { "year": 2014, "total_return": 0.11756616585343371, "cagr": 0.11756616585343371, "sharpe": 1.8503293942714694, "max_drawdown": -0.03323436868864871, "annual_turnover": 0.05024677492916722, "annual_volatility": 0.06109052317763006, "cost_sum": 2.5220263778250804e-05, "sessions": 252, "sharpe_vs_bil": 1.857317836974167, "mean_risk_exposure": 0.9999999999999998, "execution_days": 1, "unfilled_dollars": 4.029775281406728, "ending_dollars": 167619.02186256356 }, { "year": 2015, "total_return": 0.013431325621112489, "cagr": 0.013431325621112489, "sharpe": 0.19773963835992317, "max_drawdown": -0.06953063359101286, "annual_turnover": 0.0, "annual_volatility": 0.08620658676580742, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.21260715543531133, "mean_risk_exposure": 0.9999999999999998, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 169870.36752549195 }, { "year": 2016, "total_return": 0.07816926102382138, "cagr": 0.07816926102382138, "sharpe": 1.0792353540707813, "max_drawdown": -0.043226415528968, "annual_turnover": 0.1369530928405864, "annual_volatility": 0.07215200022145783, "cost_sum": 6.877011018490981e-05, "sessions": 252, "sharpe_vs_bil": 1.0625587911632917, "mean_risk_exposure": 0.9999999999999996, "execution_days": 3, "unfilled_dollars": 11.984247726105423, "ending_dollars": 183149.00862480447 }, { "year": 2017, "total_return": 0.13858230001476923, "cagr": 0.13917117592031403, "sharpe": 3.4442259020084354, "max_drawdown": -0.014968348116412455, "annual_turnover": 0.08573205720971443, "annual_volatility": 0.038050853543334894, "cost_sum": 4.291298171587763e-05, "sessions": 251, "sharpe_vs_bil": 3.261041908776574, "mean_risk_exposure": 0.9999999999999998, "execution_days": 2, "unfilled_dollars": 8.523430466958416, "ending_dollars": 208530.21948545414 }, { "year": 2018, "total_return": -0.0198954949032204, "cagr": -0.019973962892577135, "sharpe": -0.16064787194257474, "max_drawdown": -0.10531520187425636, "annual_turnover": 0.051867363422694844, "annual_volatility": 0.09660017552601986, "cost_sum": 2.5958177711188604e-05, "sessions": 251, "sharpe_vs_bil": -0.33950307690584636, "mean_risk_exposure": 0.9999999999999993, "execution_days": 1, "unfilled_dollars": 5.5753752230293685, "ending_dollars": 204381.40756651387 }, { "year": 2019, "total_return": 0.2193096926731255, "cagr": 0.2193096926731255, "sharpe": 2.984524700328317, "max_drawdown": -0.027397913213709657, "annual_turnover": 0.1448096310055113, "annual_volatility": 0.06721808100612543, "cost_sum": 7.268738701302578e-05, "sessions": 252, "sharpe_vs_bil": 2.693052938540482, "mean_risk_exposure": 0.9999999999999997, "execution_days": 2, "unfilled_dollars": 15.093966834167077, "ending_dollars": 249204.23124802695 }, { "year": 2020, "total_return": 0.1632232179161217, "cagr": 0.16252827425349947, "sharpe": 0.9235824101814344, "max_drawdown": -0.18801076739369393, "annual_turnover": 0.37396021535540896, "annual_volatility": 0.18084103626282347, "cost_sum": 0.00018850710394146332, "sessions": 253, "sharpe_vs_bil": 0.9015053568726846, "mean_risk_exposure": 0.9999999999999998, "execution_days": 6, "unfilled_dollars": 46.94106488070156, "ending_dollars": 289880.14779064344 }, { "year": 2021, "total_return": 0.152210079825996, "cagr": 0.152210079825996, "sharpe": 1.8124791641837368, "max_drawdown": -0.03760538462047236, "annual_turnover": 0.15420593550850653, "annual_volatility": 0.07995055173122462, "cost_sum": 7.737501261945916e-05, "sessions": 252, "sharpe_vs_bil": 1.8252173917670478, "mean_risk_exposure": 0.9999999999999998, "execution_days": 3, "unfilled_dollars": 23.743995011844163, "ending_dollars": 334002.82822582894 }, { "year": 2022, "total_return": -0.16798488306229575, "cagr": -0.16859426721961246, "sharpe": -1.080225666857023, "max_drawdown": -0.21098761503428276, "annual_turnover": 0.0920399670696916, "annual_volatility": 0.15918443287519554, "cost_sum": 4.600213980963384e-05, "sessions": 251, "sharpe_vs_bil": -1.168324256660655, "mean_risk_exposure": 0.9999999999999996, "execution_days": 2, "unfilled_dollars": 13.225245111684671, "ending_dollars": 277895.402183837 }, { "year": 2023, "total_return": 0.16834742230855326, "cagr": 0.16980259588557467, "sharpe": 1.8148273268970452, "max_drawdown": -0.0830077285154287, "annual_turnover": 0.05492617248945961, "annual_volatility": 0.08859750749741369, "cost_sum": 2.7362751853293626e-05, "sessions": 250, "sharpe_vs_bil": 1.263547889325634, "mean_risk_exposure": 0.9999999999999996, "execution_days": 1, "unfilled_dollars": 8.391047718712798, "ending_dollars": 324678.3768128849 }, { "year": 2024, "total_return": 0.1431618525003444, "cagr": 0.1431618525003444, "sharpe": 1.6723960136555351, "max_drawdown": -0.04408317704325315, "annual_turnover": 0.10491086919437678, "annual_volatility": 0.08203120001398169, "cost_sum": 5.2671670120005e-05, "sessions": 252, "sharpe_vs_bil": 1.0566008229816446, "mean_risk_exposure": 0.9999999999999998, "execution_days": 2, "unfilled_dollars": 18.120273612269557, "ending_dollars": 371159.9347042222 }, { "year": 2025, "total_return": 0.13853466964385186, "cagr": 0.1397170097846938, "sharpe": 1.1937729201575864, "max_drawdown": -0.10648731571548609, "annual_turnover": 0.04664403752830745, "annual_volatility": 0.11507369325575614, "cost_sum": 2.3233788078956473e-05, "sessions": 250, "sharpe_vs_bil": 0.8358944764196428, "mean_risk_exposure": 0.9999999999999998, "execution_days": 1, "unfilled_dollars": 9.391903128220292, "ending_dollars": 422578.4536435053 }, { "year": 2026, "total_return": 0.06306295998792266, "cagr": 0.0849556402456626, "sharpe": 0.9495173394107967, "max_drawdown": -0.0604285311458419, "annual_turnover": 0.14147924419294983, "annual_volatility": 0.09014345849444604, "cost_sum": 5.3297464522878775e-05, "sessions": 189, "sharpe_vs_bil": 0.5517725833252426, "mean_risk_exposure": 0.9999999999999999, "execution_days": 2, "unfilled_dollars": 23.603256216912996, "ending_dollars": 449227.5017573836 } ], "SPY buy & hold": [ { "year": 2008, "total_return": -0.3344150965813728, "cagr": -0.497670819768949, "sharpe": -1.0945548479847398, "max_drawdown": -0.4582590852822248, "annual_turnover": 1.690426523647995, "annual_volatility": 0.5106168802407197, "cost_sum": 0.0005017776843177421, "sessions": 149, "sharpe_vs_bil": -1.1066685034538464, "mean_risk_exposure": 0.9932885906040236, "execution_days": 1, "unfilled_dollars": 50.177768432040466, "ending_dollars": 66558.49034186268 }, { "year": 2009, "total_return": 0.26351746732908143, "cagr": 0.26351746732908143, "sharpe": 1.0111120355574843, "max_drawdown": -0.2713168263506832, "annual_turnover": 0.0, "annual_volatility": 0.2663347198665192, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.9987214147171299, "mean_risk_exposure": 0.9999999999999962, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 84097.81514599721 }, { "year": 2010, "total_return": 0.15056141316323024, "cagr": 0.15056141316323024, "sharpe": 0.871808645355691, "max_drawdown": -0.15699660790634973, "annual_turnover": 0.0, "annual_volatility": 0.1792949490377597, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.8726593288274417, "mean_risk_exposure": 0.9999999999999969, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 96759.70103831864 }, { "year": 2011, "total_return": 0.01894999444896972, "cagr": 0.01894999444896972, "sharpe": 0.1967144830572659, "max_drawdown": -0.18605452755645557, "annual_turnover": 0.0, "annual_volatility": 0.2301705385029947, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.19828560390299066, "mean_risk_exposure": 0.9999999999999976, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 98593.29683587863 }, { "year": 2012, "total_return": 0.1599037140545605, "cagr": 0.16128098415919512, "sharpe": 1.2376614484704718, "max_drawdown": -0.09686965318797724, "annual_turnover": 0.0, "annual_volatility": 0.1273696124765167, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": 1.237075986336935, "mean_risk_exposure": 0.9999999999999978, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 114358.73118081917 }, { "year": 2013, "total_return": 0.32307808835936314, "cagr": 0.32307808835936314, "sharpe": 2.584692986378201, "max_drawdown": -0.0555060825252206, "annual_turnover": 0.0, "annual_volatility": 0.11073937487909183, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 2.5958794352583765, "mean_risk_exposure": 0.9999999999999982, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 151305.53143792023 }, { "year": 2014, "total_return": 0.1346377116649322, "cagr": 0.1346377116649322, "sharpe": 1.1796629601297426, "max_drawdown": -0.07273496482273645, "annual_turnover": 0.0, "annual_volatility": 0.11244922823487767, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 1.184050480816726, "mean_risk_exposure": 0.9999999999999982, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 171676.96195296827 }, { "year": 2015, "total_return": 0.012342577870793514, "cagr": 0.012342577870793514, "sharpe": 0.15646986713360597, "max_drawdown": -0.11910258376414973, "annual_turnover": 0.0, "annual_volatility": 0.1543190706916963, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.16482189374713788, "mean_risk_exposure": 0.9999999999999984, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 173795.89822449378 }, { "year": 2016, "total_return": 0.11997899617748375, "cagr": 0.11997899617748375, "sharpe": 0.9328860229438809, "max_drawdown": -0.1030559671770771, "annual_turnover": 0.0, "annual_volatility": 0.13061293760110781, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 0.9237987947835447, "mean_risk_exposure": 0.9999999999999984, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 194647.7556332324 }, { "year": 2017, "total_return": 0.2170542444696255, "cagr": 0.21800708772953414, "sharpe": 2.9591340322331607, "max_drawdown": -0.026101100595000593, "annual_turnover": 0.0, "annual_volatility": 0.06743832473785573, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": 2.8616981764653455, "mean_risk_exposure": 0.9999999999999988, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 236896.87716991204 }, { "year": 2018, "total_return": -0.04569007209063658, "cagr": -0.04586786433298007, "sharpe": -0.19044700259969388, "max_drawdown": -0.1934892567498777, "annual_turnover": 0.0, "annual_volatility": 0.17036822772826996, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": -0.29181475960720943, "mean_risk_exposure": 0.9999999999999989, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 226073.041773972 }, { "year": 2019, "total_return": 0.31223836980376896, "cagr": 0.31223836980376896, "sharpe": 2.2355943802518183, "max_drawdown": -0.06618351904918174, "annual_turnover": 0.0, "annual_volatility": 0.12510924717993555, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 2.077773005877903, "mean_risk_exposure": 0.999999999999999, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 296661.7197940564 }, { "year": 2020, "total_return": 0.18331641590145598, "cagr": 0.18252941676114798, "sharpe": 0.6701122372512107, "max_drawdown": -0.3371727370591734, "annual_turnover": 0.0, "annual_volatility": 0.33397971739592935, "cost_sum": 0.0, "sessions": 253, "sharpe_vs_bil": 0.6581598589094441, "mean_risk_exposure": 0.999999999999999, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 351044.6830018646 }, { "year": 2021, "total_return": 0.28728753560423725, "cagr": 0.28728753560423725, "sharpe": 2.0099967925109388, "max_drawdown": -0.05114138965167869, "annual_turnover": 0.0, "annual_volatility": 0.12988722156035326, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 2.0183735823151627, "mean_risk_exposure": 0.9999999999999994, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 451895.444868441 }, { "year": 2022, "total_return": -0.18175348372561329, "cagr": -0.18240714041513306, "sharpe": -0.7095878217889626, "max_drawdown": -0.24496388853798623, "annual_turnover": 0.0, "annual_volatility": 0.24242941401720516, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": -0.7672058609898806, "mean_risk_exposure": 0.9999999999999993, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 369761.8734838661 }, { "year": 2023, "total_return": 0.2617576922114806, "cagr": 0.26410680353619087, "sharpe": 1.8582954804721434, "max_drawdown": -0.09974304960345548, "annual_turnover": 0.0, "annual_volatility": 0.13075558288727562, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": 1.4848543746090967, "mean_risk_exposure": 0.9999999999999994, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 466549.88815479586 }, { "year": 2024, "total_return": 0.2488646294579704, "cagr": 0.2488646294579704, "sharpe": 1.8316220556062703, "max_drawdown": -0.08405607164495799, "annual_turnover": 0.0, "annual_volatility": 0.12568964753351192, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": 1.4292819723292933, "mean_risk_exposure": 0.9999999999999998, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 582657.6531940962 }, { "year": 2025, "total_return": 0.17719063776702537, "cagr": 0.1787279289237027, "sharpe": 0.940072943434149, "max_drawdown": -0.18755220835437236, "annual_turnover": 0.0, "annual_volatility": 0.19486758826392184, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": 0.7289754647441525, "mean_risk_exposure": 0.9999999999999998, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 685899.1343633961 }, { "year": 2026, "total_return": 0.13745225053463828, "cagr": 0.1873467443555361, "sharpe": 1.3744712794673621, "max_drawdown": -0.08884972983911432, "annual_turnover": 0.0, "annual_volatility": 0.1312025898533688, "cost_sum": 0.0, "sessions": 189, "sharpe_vs_bil": 1.1006185915497333, "mean_risk_exposure": 0.9999999999999999, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 780177.5140214051 } ], "BIL reserve": [ { "year": 2008, "total_return": 0.003723442535279231, "cagr": 0.00630546726556247, "sharpe": 0.342195520965619, "max_drawdown": -0.00772558624404962, "annual_turnover": 1.6893614705373918, "annual_volatility": 0.01888659430093424, "cost_sum": 0.0005663420567247721, "sessions": 149, "sharpe_vs_bil": -2.2011649372333895, "mean_risk_exposure": 0.0, "execution_days": 4, "unfilled_dollars": 143751.2110892816, "ending_dollars": 100372.34425352792 }, { "year": 2009, "total_return": 0.0027078655450911704, "cagr": 0.0027078655450911704, "sharpe": 0.4011907239447083, "max_drawdown": -0.0024391193981110337, "annual_turnover": 0.0, "annual_volatility": 0.0067978488547386865, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100644.13906621221 }, { "year": 2010, "total_return": -0.00043512155829472654, "cagr": -0.00043512155829472654, "sharpe": -0.14721570803660392, "max_drawdown": -0.0006534134586461127, "annual_turnover": 0.0, "annual_volatility": 0.002927324441854643, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100600.34663158818 }, { "year": 2011, "total_return": -0.0003932009567221284, "cagr": -0.0003932009567221284, "sharpe": -0.14880824184825475, "max_drawdown": -0.0008714964672216219, "annual_turnover": 0.0, "annual_volatility": 0.0026198799280498382, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100560.79047904602 }, { "year": 2012, "total_return": -0.0004362139306871571, "cagr": -0.00043970287480255, "sharpe": -0.19170918868829318, "max_drawdown": -0.0004362139306871571, "annual_turnover": 0.0, "annual_volatility": 0.0022805845490894957, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100516.92446135831 }, { "year": 2013, "total_return": -0.0008732269049305241, "cagr": -0.0008732269049305241, "sharpe": -0.3466161656372933, "max_drawdown": -0.0010911387322938282, "annual_turnover": 0.0, "annual_volatility": 0.0025113251205196307, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100429.15037851782 }, { "year": 2014, "total_return": -0.0006549168903463576, "cagr": -0.0006549168903463576, "sharpe": -0.26447305587176745, "max_drawdown": -0.0010920922828457913, "annual_turnover": 0.0, "annual_volatility": 0.002465668370481247, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100363.37763165218 }, { "year": 2015, "total_return": -0.0013123679842094171, "cagr": -0.0013123679842094171, "sharpe": -0.4980603610950489, "max_drawdown": -0.001531061068889783, "annual_turnover": 0.0, "annual_volatility": 0.0026297662617553058, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100231.66394806142 }, { "year": 2016, "total_return": 0.0010946925867671986, "cagr": 0.0010946925867671986, "sharpe": 0.37400754738395225, "max_drawdown": -0.0008749818148530153, "annual_turnover": 0.0, "annual_volatility": 0.00293681699471503, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 100341.38680754483 }, { "year": 2017, "total_return": 0.006891075251412859, "cagr": 0.006918624490274361, "sharpe": 2.2567112988639617, "max_drawdown": -0.0004382467459580486, "annual_turnover": 0.0, "annual_volatility": 0.0030573471235857755, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 101032.84685486666 }, { "year": 2018, "total_return": 0.01737348295976937, "cagr": 0.017443300237468318, "sharpe": 9.319606836592616, "max_drawdown": -0.0002188861210948856, "annual_turnover": 0.0, "annual_volatility": 0.001855788646463131, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 102788.13929807677 }, { "year": 2019, "total_return": 0.020319491248781407, "cagr": 0.020319491248781407, "sharpe": 10.627212251336191, "max_drawdown": -0.00021780822948080925, "annual_turnover": 0.0, "annual_volatility": 0.0018931015976204996, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 104876.7419950228 }, { "year": 2020, "total_return": 0.003985873088324654, "cagr": 0.003970087417376034, "sharpe": 2.1653878498910397, "max_drawdown": -0.0008842316870589784, "annual_turnover": 0.0, "annual_volatility": 0.0018305854048923421, "cost_sum": 0.0, "sessions": 253, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 105294.76737853198 }, { "year": 2021, "total_return": -0.0009834524221564722, "cagr": -0.0009834524221564722, "sharpe": -0.7078471178492122, "max_drawdown": -0.0010923699526178554, "annual_turnover": 0.0, "annual_volatility": 0.0013886812256017397, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 105191.21498451324 }, { "year": 2022, "total_return": 0.014045505791902002, "cagr": 0.014101856701457693, "sharpe": 5.646245377434952, "max_drawdown": -0.00032821470174182465, "annual_turnover": 0.0, "annual_volatility": 0.0024807288752569934, "cost_sum": 0.0, "sessions": 251, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 106668.67880383549 }, { "year": 2023, "total_return": 0.0494484626390026, "cagr": 0.04985375184108265, "sharpe": 17.089986696813746, "max_drawdown": -0.000218760410799268, "annual_turnover": 0.0, "annual_volatility": 0.002847258101970874, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 111943.28098241868 }, { "year": 2024, "total_return": 0.05193098468152346, "cagr": 0.05193098468152346, "sharpe": 20.26443708972455, "max_drawdown": -0.00010931502326161358, "annual_turnover": 0.0, "annual_volatility": 0.0024987470698204645, "cost_sum": 0.0, "sessions": 252, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 117756.60579231613 }, { "year": 2025, "total_return": 0.041470578914690526, "cagr": 0.041809184642733976, "sharpe": 20.085087803491465, "max_drawdown": -0.00010925107611892138, "annual_turnover": 0.0, "annual_volatility": 0.002039533144844266, "cost_sum": 0.0, "sessions": 250, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 122640.04040555241 }, { "year": 2026, "total_return": 0.02717913083249268, "cagr": 0.03640201740384019, "sharpe": 18.087889276564393, "max_drawdown": -0.00010955388425126777, "annual_turnover": 0.0, "annual_volatility": 0.001976991121364024, "cost_sum": 0.0, "sessions": 189, "sharpe_vs_bil": null, "mean_risk_exposure": 0.0, "execution_days": 0, "unfilled_dollars": 0.0, "ending_dollars": 125973.29010903696 } ] }, "curves": [ { "date": "2008-06-02", "Ensemble trend": { "equity": 1.0, "drawdown": 0.0, "net": 0.0 }, "Core + trend": { "equity": 1.0, "drawdown": 0.0, "net": 0.0 }, "60/40 monthly": { "equity": 1.0, "drawdown": 0.0, "net": 0.0 }, "SPY buy & hold": { "equity": 1.0, "drawdown": 0.0, "net": 0.0 }, "BIL reserve": { "equity": 1.0, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-06-03", "Ensemble trend": { "equity": 0.999474098816851, "drawdown": -0.0005259011831489913, "net": -0.0005259011831489913 }, "Core + trend": { "equity": 0.9994820252437325, "drawdown": -0.0005179747562674697, "net": -0.0005179747562674697 }, "60/40 monthly": { "equity": 0.9994860249949119, "drawdown": -0.0005139750050880965, "net": -0.0005139750050880965 }, "SPY buy & hold": { "equity": 0.9994982223156822, "drawdown": -0.0005017776843178057, "net": -0.0005017776843178057 }, "BIL reserve": { "equity": 0.9999063078315155, "drawdown": -9.369216848453821e-05, "net": -9.369216848453821e-05 } }, { "date": "2008-06-04", "Ensemble trend": { "equity": 0.9961103216056699, "drawdown": -0.003889678394330076, "net": -0.003365547156412685 }, "Core + trend": { "equity": 0.9969206994691303, "drawdown": -0.0030793005308696886, "net": -0.002562653164250306 }, "60/40 monthly": { "equity": 0.9977271702950533, "drawdown": -0.0022728297049466883, "net": -0.0017597591720879269 }, "SPY buy & hold": { "equity": 0.9989911909706988, "drawdown": -0.0010088090293012275, "net": -0.0005072858897224863 }, "BIL reserve": { "equity": 0.9998705990479677, "drawdown": -0.00012940095203228807, "net": -3.5712129494602785e-05 } }, { "date": "2008-06-05", "Ensemble trend": { "equity": 1.0001405947624247, "drawdown": 0.0, "net": 0.004046010837693403 }, "Core + trend": { "equity": 1.0038839130518973, "drawdown": 0.0, "net": 0.006984721639820446 }, "60/40 monthly": { "equity": 1.007623331943897, "drawdown": 0.0, "net": 0.009918705176603648 }, "SPY buy & hold": { "equity": 1.018968272366151, "drawdown": 0.0, "net": 0.01999725480666248 }, "BIL reserve": { "equity": 0.9997630745867954, "drawdown": -0.00023692541320463611, "net": -0.0001075383767406013 } }, { "date": "2008-06-06", "Ensemble trend": { "equity": 0.9989234451930776, "drawdown": -0.001216978468548291, "net": -0.001216978468548291 }, "Core + trend": { "equity": 0.9952525664778498, "drawdown": -0.008597952872665737, "net": -0.008597952872665737 }, "60/40 monthly": { "equity": 0.9915777338064693, "drawdown": -0.015924202654649333, "net": -0.015924202654649333 }, "SPY buy & hold": { "equity": 0.9864695430188682, "drawdown": -0.03189375982415754, "net": -0.03189375982415754 }, "BIL reserve": { "equity": 0.9997988352978034, "drawdown": -0.00020116470219655458, "net": 3.5769185637191114e-05 } }, { "date": "2008-06-09", "Ensemble trend": { "equity": 0.9940651759849867, "drawdown": -0.006074564725453424, "net": -0.00486350503781785 }, "Core + trend": { "equity": 0.9921086728943003, "drawdown": -0.011729683088355536, "net": -0.003158890204800535 }, "60/40 monthly": { "equity": 0.9901482486559143, "drawdown": -0.017342872811678345, "net": -0.0014416269161948714 }, "SPY buy & hold": { "equity": 0.9888582205846328, "drawdown": -0.02954954790849329, "net": 0.002421440765879579 }, "BIL reserve": { "equity": 0.9998705990479677, "drawdown": -0.00012940095203228807, "net": 7.177818940240499e-05 } }, { "date": "2008-06-10", "Ensemble trend": { "equity": 0.9832015607056054, "drawdown": -0.016936652852135192, "net": -0.010928473848424436 }, "Core + trend": { "equity": 0.9840188124186156, "drawdown": -0.019788244810986177, "net": -0.008154207998287033 }, "60/40 monthly": { "equity": 0.9848322078651124, "drawdown": -0.022618694264270434, "net": -0.00536893419547857 }, "SPY buy & hold": { "equity": 0.9839363197569823, "drawdown": -0.03437982669256323, "net": -0.0049773574463896075 }, "BIL reserve": { "equity": 0.9999779157992988, "drawdown": -2.2084200701155687e-05, "net": 0.00010733064001811066 } }, { "date": "2008-06-11", "Ensemble trend": { "equity": 0.9824529828984887, "drawdown": -0.017685125427927884, "net": -0.0007613675944324605 }, "Core + trend": { "equity": 0.9795061511573391, "drawdown": -0.024283447097431465, "net": -0.004585950191526189 }, "60/40 monthly": { "equity": 0.9765554359642936, "drawdown": -0.030832846952508985, "net": -0.008404245753457773 }, "SPY buy & hold": { "equity": 0.9694600953588797, "drawdown": -0.04858657364503438, "net": -0.01471256229435458 }, "BIL reserve": { "equity": 1.000085509497085, "drawdown": 0.0, "net": 0.0001075960739596038 } }, { "date": "2008-06-12", "Ensemble trend": { "equity": 0.9770254237538138, "drawdown": -0.023111921593485185, "net": -0.005524497598513256 }, "Core + trend": { "equity": 0.9761729325498344, "drawdown": -0.027603769860022, "net": -0.003402958320952165 }, "60/40 monthly": { "equity": 0.9753165959801462, "drawdown": -0.032062314298960115, "net": -0.0012685813201419593 }, "SPY buy & hold": { "equity": 0.9731510762831206, "drawdown": -0.04496430097537596, "net": 0.003807254101443558 }, "BIL reserve": { "equity": 0.9999779157992988, "drawdown": -0.00010758449828984773, "net": -0.00010758449828984773 } }, { "date": "2008-06-13", "Ensemble trend": { "equity": 0.9795831882446338, "drawdown": -0.0205545166604042, "net": 0.002617909860516132 }, "Core + trend": { "equity": 0.9806888062170991, "drawdown": -0.023105367596023108, "net": 0.004626100065557859 }, "60/40 monthly": { "equity": 0.9817905844469135, "drawdown": -0.02563730580468715, "net": 0.006637832774967878 }, "SPY buy & hold": { "equity": 0.9854562537141139, "drawdown": -0.032888186571519706, "net": 0.012644673299845754 }, "BIL reserve": { "equity": 1.000085509497085, "drawdown": 0.0, "net": 0.0001075960739596038 } }, { "date": "2008-06-16", "Ensemble trend": { "equity": 0.9825365799688036, "drawdown": -0.017601540109271063, "net": 0.0030149473363891843 }, "Core + trend": { "equity": 0.9823619122346601, "drawdown": -0.02143873463596835, "net": 0.0017060519167286792 }, "60/40 monthly": { "equity": 0.9821833829076092, "drawdown": -0.025247479122192606, "net": 0.0004000837519917422 }, "SPY buy & hold": { "equity": 0.9860350552067704, "drawdown": -0.03232015956974432, "net": 0.0005873436699750378 }, "BIL reserve": { "equity": 1.000085509497085, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-06-17", "Ensemble trend": { "equity": 0.9844885580351105, "drawdown": -0.015649836442277576, "net": 0.0019866721566426104 }, "Core + trend": { "equity": 0.9825636188997057, "drawdown": -0.021237808351142973, "net": 0.00020532826296837392 }, "60/40 monthly": { "equity": 0.980634796493895, "drawdown": -0.02678434946314312, "net": -0.001576677472520327 }, "SPY buy & hold": { "equity": 0.9812580867678473, "drawdown": -0.03700820390681725, "net": -0.004844623336359266 }, "BIL reserve": { "equity": 1.0000496449311562, "drawdown": -3.586149943002326e-05, "net": -3.586149943002326e-05 } }, { "date": "2008-06-18", "Ensemble trend": { "equity": 0.9864989788965276, "drawdown": -0.013639698195769712, "net": 0.0020420967262733125 }, "Core + trend": { "equity": 0.9817707373142487, "drawdown": -0.02202762236763267, "net": -0.0008069519064269892 }, "60/40 monthly": { "equity": 0.9770385821263656, "drawdown": -0.030353356108306362, "net": -0.003667231042980501 }, "SPY buy & hold": { "equity": 0.9717042272285225, "drawdown": -0.04638421668211168, "net": -0.009736337124918948 }, "BIL reserve": { "equity": 1.0001212355897862, "drawdown": 0.0, "net": 7.15871046930161e-05 } }, { "date": "2008-06-19", "Ensemble trend": { "equity": 0.9845627272545002, "drawdown": -0.015575677649225739, "net": -0.0019627507817526757 }, "Core + trend": { "equity": 0.9800355742337805, "drawdown": -0.02375607229885346, "net": -0.0017673811354521618 }, "60/40 monthly": { "equity": 0.9755045168240545, "drawdown": -0.031875815199593704, "net": -0.0015701174246083305 }, "SPY buy & hold": { "equity": 0.9729344510852413, "drawdown": -0.04517689365736033, "net": 0.0012660476534382958 }, "BIL reserve": { "equity": 1.000085509497085, "drawdown": -3.5721761952212105e-05, "net": -3.5721761952212105e-05 } }, { "date": "2008-06-20", "Ensemble trend": { "equity": 0.9808361385910447, "drawdown": -0.01930174244748606, "net": -0.0037850190346401247 }, "Core + trend": { "equity": 0.9743433065875895, "drawdown": -0.02942631720683886, "net": -0.005808225533691869 }, "60/40 monthly": { "equity": 0.9678465691035658, "drawdown": -0.03947582551864315, "net": -0.007850243221241615 }, "SPY buy & hold": { "equity": 0.957142002394846, "drawdown": -0.06067536315702737, "net": -0.016231770467969198 }, "BIL reserve": { "equity": 1.0001569963007941, "drawdown": 0.0, "net": 7.148069143103619e-05 } }, { "date": "2008-06-23", "Ensemble trend": { "equity": 0.9775396596095736, "drawdown": -0.022597758026429937, "net": -0.003360886545439201 }, "Core + trend": { "equity": 0.9723207632323292, "drawdown": -0.03144103557114808, "net": -0.002075801559456303 }, "60/40 monthly": { "equity": 0.9670979845218731, "drawdown": -0.04021874656657931, "net": -0.0007734537741721503 }, "SPY buy & hold": { "equity": 0.9561963842961408, "drawdown": -0.06160337840966068, "net": -0.0009879600898707874 }, "BIL reserve": { "equity": 1.0001569963007941, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-06-24", "Ensemble trend": { "equity": 0.9793383392605146, "drawdown": -0.02079933122487787, "net": 0.0018400068306787531 }, "Core + trend": { "equity": 0.9736978695236187, "drawdown": -0.030069257147980588, "net": 0.001416308633286345 }, "60/40 monthly": { "equity": 0.9680535070127242, "drawdown": -0.039270453230608515, "net": 0.0009880306919711757 }, "SPY buy & hold": { "equity": 0.9543053027757734, "drawdown": -0.06345925711722444, "net": -0.0019777124777139443 }, "BIL reserve": { "equity": 1.0001569963007941, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-06-25", "Ensemble trend": { "equity": 0.982482840732006, "drawdown": -0.017655271791675475, "net": 0.003210842816452786 }, "Core + trend": { "equity": 0.9766003429690424, "drawdown": -0.0271780130432715, "net": 0.002980876857462622 }, "60/40 monthly": { "equity": 0.9707139381408387, "drawdown": -0.036630150010374396, "net": 0.002748227354006705 }, "SPY buy & hold": { "equity": 0.9588151439624735, "drawdown": -0.059033367411917226, "net": 0.004725784477548567 }, "BIL reserve": { "equity": 1.0001928781758762, "drawdown": 0.0, "net": 3.5876242644672374e-05 } }, { "date": "2008-06-26", "Ensemble trend": { "equity": 0.9825305657832196, "drawdown": -0.017607553449410895, "net": 4.857596411356191e-05 }, "Core + trend": { "equity": 0.9699251239521017, "drawdown": -0.03382740639458781, "net": -0.006835159402716173 }, "60/40 monthly": { "equity": 0.9573157210601632, "drawdown": -0.04992700078379564, "net": -0.0138024360774468 }, "SPY buy & hold": { "equity": 0.9327734850886497, "drawdown": -0.08459025625729066, "net": -0.027160249854004337 }, "BIL reserve": { "equity": 1.0001928781758762, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-06-27", "Ensemble trend": { "equity": 0.9867795400390695, "drawdown": -0.013359176493109803, "net": 0.004324521194374098 }, "Core + trend": { "equity": 0.9714991019769068, "drawdown": -0.032259517912322844, "net": 0.0016227830230768348 }, "60/40 monthly": { "equity": 0.9562146647508027, "drawdown": -0.05101972687940548, "net": -0.0011501496164098013 }, "SPY buy & hold": { "equity": 0.9276814395143602, "drawdown": -0.08958751251382269, "net": -0.005459037650288101 }, "BIL reserve": { "equity": 1.00026453807112, "drawdown": 0.0, "net": 7.164607627907493e-05 } }, { "date": "2008-06-30", "Ensemble trend": { "equity": 0.9883308263555962, "drawdown": -0.011808108248654414, "net": 0.001572069802405096 }, "Core + trend": { "equity": 0.9733931996916705, "drawdown": -0.030372748246888737, "net": 0.0019496649157053625 }, "60/40 monthly": { "equity": 0.9584515705128431, "drawdown": -0.048799744777834886, "net": 0.002339334298562923 }, "SPY buy & hold": { "equity": 0.9309550244396883, "drawdown": -0.08637486594365373, "net": 0.0035287813099309506 }, "BIL reserve": { "equity": 1.0001569963007941, "drawdown": -0.00010751332895708732, "net": -0.00010751332895708732 } }, { "date": "2008-07-01", "Ensemble trend": { "equity": 0.9871960008208885, "drawdown": -0.012942774255264466, "net": -0.0011482243641961487 }, "Core + trend": { "equity": 0.9731560090932473, "drawdown": -0.03060902118177633, "net": -0.0002436739834409396 }, "60/40 monthly": { "equity": 0.9591120264935672, "drawdown": -0.04814428558015038, "net": 0.0006890864400908026 }, "SPY buy & hold": { "equity": 0.9338647316227731, "drawdown": -0.08351932346800028, "net": 0.003125507792211657 }, "BIL reserve": { "equity": 1.00021447999937, "drawdown": -5.00448329863179e-05, "net": 5.747467526440175e-05 } }, { "date": "2008-07-02", "Ensemble trend": { "equity": 0.9833156779597393, "drawdown": -0.0168225516400341, "net": -0.003930650912202571 }, "Core + trend": { "equity": 0.9669108357376519, "drawdown": -0.036830032669657786, "net": -0.006417443140914636 }, "60/40 monthly": { "equity": 0.9504480204612785, "drawdown": -0.05674274271946078, "net": -0.00903336189408821 }, "SPY buy & hold": { "equity": 0.917861380785067, "drawdown": -0.09922476913466916, "net": -0.017136690460402226 }, "BIL reserve": { "equity": 1.0000226938816816, "drawdown": -0.00024178022936272026, "net": -0.00019174499222252006 } }, { "date": "2008-07-03", "Ensemble trend": { "equity": 0.9808930988550972, "drawdown": -0.01924479019062264, "net": -0.002463684001935751 }, "Core + trend": { "equity": 0.9661098456264332, "drawdown": -0.03762792384094238, "net": -0.0008284012151003051 }, "60/40 monthly": { "equity": 0.9511655898936253, "drawdown": -0.056030602170906385, "net": 0.0007549801955488711 }, "SPY buy & hold": { "equity": 0.9188069215452508, "drawdown": -0.09829682978088716, "net": 0.0010301563830641403 }, "BIL reserve": { "equity": 1.0000226938816816, "drawdown": -0.00024178022936272026, "net": 0.0 } }, { "date": "2008-07-07", "Ensemble trend": { "equity": 0.9807684770579408, "drawdown": -0.019369394469070156, "net": -0.0001270493158753716 }, "Core + trend": { "equity": 0.9640512343310319, "drawdown": -0.039678570602621255, "net": -0.002130825293542582 }, "60/40 monthly": { "equity": 0.9471140024543678, "drawdown": -0.060051536691587915, "net": -0.004259602620517944 }, "SPY buy & hold": { "equity": 0.909423748122213, "drawdown": -0.10750533379176197, "net": -0.010212345165246606 }, "BIL reserve": { "equity": 0.9999134474244054, "drawdown": -0.0003509977944350373, "net": -0.00010924397810641029 } }, { "date": "2008-07-08", "Ensemble trend": { "equity": 0.9807568526813784, "drawdown": -0.019381017211535845, "net": -1.1852314622973203e-05 }, "Core + trend": { "equity": 0.969669720566778, "drawdown": -0.03408182165316809, "net": 0.005827995479560588 }, "60/40 monthly": { "equity": 0.9580999948653579, "drawdown": -0.04914866052476086, "net": 0.011599440386818038 }, "SPY buy & hold": { "equity": 0.9255719540101258, "drawdown": -0.09165772957694673, "net": 0.0177565254055172 }, "BIL reserve": { "equity": 0.999695217881254, "drawdown": -0.0005691696228317111, "net": -0.00021824843311524234 } }, { "date": "2008-07-09", "Ensemble trend": { "equity": 0.9842277663798011, "drawdown": -0.015910591436800292, "net": 0.0035390154949550556 }, "Core + trend": { "equity": 0.9667024893975397, "drawdown": -0.03703757294139998, "net": -0.003060043132525614 }, "60/40 monthly": { "equity": 0.9488486425807787, "drawdown": -0.05833002025640943, "net": -0.009655936054857484 }, "SPY buy & hold": { "equity": 0.9077503745390217, "drawdown": -0.10914755723342562, "net": -0.01925466668894882 }, "BIL reserve": { "equity": 0.99980441166425, "drawdown": -0.00046000471810903054, "net": 0.00010922707345484284 } }, { "date": "2008-07-10", "Ensemble trend": { "equity": 0.9893674541227729, "drawdown": -0.010771626205424378, "net": 0.0052220511537453 }, "Core + trend": { "equity": 0.9704250864985254, "drawdown": -0.03332937814657666, "net": 0.003850819814590345 }, "60/40 monthly": { "equity": 0.9512840231796859, "drawdown": -0.05591306491039838, "net": 0.0025666692132089164 }, "SPY buy & hold": { "equity": 0.9114601487239141, "drawdown": -0.10550684114294528, "net": 0.004086777917085893 }, "BIL reserve": { "equity": 1.0002411867962342, "drawdown": -2.334509921808614e-05, "net": 0.000436860576817244 } }, { "date": "2008-07-11", "Ensemble trend": { "equity": 0.9895826429820681, "drawdown": -0.010556467596302799, "net": 0.00021750145347754213 }, "Core + trend": { "equity": 0.9652131005352568, "drawdown": -0.03852119952702271, "net": -0.0053708277287786155 }, "60/40 monthly": { "equity": 0.9410862912534046, "drawdown": -0.06603364430052416, "net": -0.010719965517969277 }, "SPY buy & hold": { "equity": 0.9008394816231647, "drawdown": -0.11592980267057662, "net": -0.011652365839163514 }, "BIL reserve": { "equity": 1.0005686101223816, "drawdown": 0.0, "net": 0.00032734437500625546 } }, { "date": "2008-07-14", "Ensemble trend": { "equity": 0.9934546790254891, "drawdown": -0.006684975864341913, "net": 0.0039127970472006 }, "Core + trend": { "equity": 0.9656164248015517, "drawdown": -0.03811943567659026, "net": 0.0004178603316420393 }, "60/40 monthly": { "equity": 0.9380625149428958, "drawdown": -0.06903454375833584, "net": -0.003213070191981582 }, "SPY buy & hold": { "equity": 0.8926925644614992, "drawdown": -0.12392506354631272, "net": -0.009043694606930441 }, "BIL reserve": { "equity": 1.0005686101223816, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-07-15", "Ensemble trend": { "equity": 0.9955934085146472, "drawdown": -0.0045465470270783515, "net": 0.002152820389608401 }, "Core + trend": { "equity": 0.9634253084407326, "drawdown": -0.040302074856610526, "net": -0.002269137417861833 }, "60/40 monthly": { "equity": 0.9316316055579404, "drawdown": -0.07541679909232946, "net": -0.006855523254062468 }, "SPY buy & hold": { "equity": 0.8801082723074972, "drawdown": -0.13627509690385786, "net": -0.01409700568257033 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": 0.0, "net": 0.00010881586351274564 } }, { "date": "2008-07-16", "Ensemble trend": { "equity": 0.9879921751281727, "drawdown": -0.012146711870182236, "net": -0.007634877171208809 }, "Core + trend": { "equity": 0.9646714045058093, "drawdown": -0.0390607997959429, "net": 0.0012934018383774504 }, "60/40 monthly": { "equity": 0.9415422137681265, "drawdown": -0.06558117113890893, "net": 0.010637904672899934 }, "SPY buy & hold": { "equity": 0.901712633527506, "drawdown": -0.11507290464144204, "net": 0.02454739024707231 }, "BIL reserve": { "equity": 1.0007867343169723, "drawdown": 0.0, "net": 0.00010917249423680886 } }, { "date": "2008-07-17", "Ensemble trend": { "equity": 0.9850073287725795, "drawdown": -0.015131138631004015, "net": -0.0030211234772238305 }, "Core + trend": { "equity": 0.9650980634192562, "drawdown": -0.038635791577463, "net": 0.00044228419278735664 }, "60/40 monthly": { "equity": 0.9453252777674391, "drawdown": -0.06182672850208126, "net": 0.004017944117632677 }, "SPY buy & hold": { "equity": 0.9107326252549914, "drawdown": -0.10622082163542257, "net": 0.01000317772215209 }, "BIL reserve": { "equity": 1.0000226938816814, "drawdown": -0.0007634398109925833, "net": -0.0007634398109925833 } }, { "date": "2008-07-18", "Ensemble trend": { "equity": 0.9840064001774882, "drawdown": -0.016131926520559725, "net": -0.0010161636018876097 }, "Core + trend": { "equity": 0.9656943015145113, "drawdown": -0.03804186025980438, "net": 0.0006178005301789025 }, "60/40 monthly": { "equity": 0.9475493462342263, "drawdown": -0.05961948657319849, "net": 0.0023527017832842834 }, "SPY buy & hold": { "equity": 0.9164064885242639, "drawdown": -0.10065257832192165, "net": 0.0062299989172824866 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": -0.00010916057690435466, "net": 0.0006547791185347318 } }, { "date": "2008-07-21", "Ensemble trend": { "equity": 0.9867868795896331, "drawdown": -0.013351837974303615, "net": 0.0028256720806321134 }, "Core + trend": { "equity": 0.967674161884908, "drawdown": -0.0360696597447292, "net": 0.0020501936972099344 }, "60/40 monthly": { "equity": 0.948732716558341, "drawdown": -0.05844506922238957, "net": 0.0012488746140955076 }, "SPY buy & hold": { "equity": 0.9169159947019255, "drawdown": -0.10015255669074907, "net": 0.0005559827260521732 }, "BIL reserve": { "equity": 1.0002411867962342, "drawdown": -0.000545118657183763, "net": -0.0004360056749103114 } }, { "date": "2008-07-22", "Ensemble trend": { "equity": 0.9808299164736012, "drawdown": -0.019307963690255447, "net": -0.00603672711833092 }, "Core + trend": { "equity": 0.9673746375634789, "drawdown": -0.03636802524051497, "net": -0.0003095301427141761 }, "60/40 monthly": { "equity": 0.953894704701101, "drawdown": -0.05332213490843174, "net": 0.005440929834786168 }, "SPY buy & hold": { "equity": 0.9273178711262018, "drawdown": -0.0899443130129336, "net": 0.011344415938188357 }, "BIL reserve": { "equity": 1.0004589949451435, "drawdown": -0.000327481730713175, "net": 0.00021775562912673685 } }, { "date": "2008-07-23", "Ensemble trend": { "equity": 0.974611695320607, "drawdown": -0.025525310716821625, "net": -0.0063397547816962385 }, "Core + trend": { "equity": 0.9656246430259949, "drawdown": -0.03811124924752585, "net": -0.001809014284157473 }, "60/40 monthly": { "equity": 0.9564063521129682, "drawdown": -0.05082948975796486, "net": 0.0026330447160352044 }, "SPY buy & hold": { "equity": 0.9323369091364788, "drawdown": -0.08501870527185817, "net": 0.005412424548856709 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": -0.00010916057690435466, "net": 0.0002183926734193875 } }, { "date": "2008-07-24", "Ensemble trend": { "equity": 0.9797031285862476, "drawdown": -0.02043459317940366, "net": 0.005224063378354904 }, "Core + trend": { "equity": 0.9637371920984238, "drawdown": -0.03999139784143346, "net": -0.001954642459886191 }, "60/40 monthly": { "equity": 0.947636566449407, "drawdown": -0.05953292623619988, "net": -0.009169518420895306 }, "SPY buy & hold": { "equity": 0.9129874298405598, "drawdown": -0.10400799063104549, "net": -0.02075374159952581 }, "BIL reserve": { "equity": 1.0005686101223816, "drawdown": -0.00021795272370339625, "net": -0.00010880402390900379 } }, { "date": "2008-07-25", "Ensemble trend": { "equity": 0.9782881440052794, "drawdown": -0.02184937884891669, "net": -0.001444299338933419 }, "Core + trend": { "equity": 0.9617818104241607, "drawdown": -0.04193921436567549, "net": -0.0020289573654468374 }, "60/40 monthly": { "equity": 0.9452897522032453, "drawdown": -0.06186198529206177, "net": -0.0024764918632832478 }, "SPY buy & hold": { "equity": 0.9127695672263412, "drawdown": -0.1042217976946479, "net": -0.00023862608300828647 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": -0.00010916057690435466, "net": 0.00010881586351274564 } }, { "date": "2008-07-28", "Ensemble trend": { "equity": 0.9806597700345356, "drawdown": -0.01947808621098568, "net": 0.00242426124019679 }, "Core + trend": { "equity": 0.9598752778039327, "drawdown": -0.04383837082733433, "net": -0.001982292240884753 }, "60/40 monthly": { "equity": 0.939141731911019, "drawdown": -0.06796349177501071, "net": -0.006503847394829676 }, "SPY buy & hold": { "equity": 0.8993848213779254, "drawdown": -0.11735738416127561, "net": -0.01466388268080454 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": -0.00010916057690435466, "net": 0.0 } }, { "date": "2008-07-29", "Ensemble trend": { "equity": 0.9768916210303671, "drawdown": -0.02324570550761429, "net": -0.0038424631246327667 }, "Core + trend": { "equity": 0.9635353838170639, "drawdown": -0.04019242534943124, "net": 0.003813105825066332 }, "60/40 monthly": { "equity": 0.9499892006509592, "drawdown": -0.05719809125673048, "net": 0.011550406473650243 }, "SPY buy & hold": { "equity": 0.9185887495769472, "drawdown": -0.09851094043989417, "net": 0.021352292970210573 }, "BIL reserve": { "equity": 1.000677487859696, "drawdown": -0.00010916057690435466, "net": 0.0 } }, { "date": "2008-07-30", "Ensemble trend": { "equity": 0.9752798119022124, "drawdown": -0.02485728805570353, "net": -0.0016499364857430754 }, "Core + trend": { "equity": 0.9683290847055275, "drawdown": -0.03541727074625578, "net": 0.00497511660596528 }, "60/40 monthly": { "equity": 0.9608948402892871, "drawdown": -0.046374959941093974, "net": 0.01147975117070299 }, "SPY buy & hold": { "equity": 0.9349557461413329, "drawdown": -0.0824486183752633, "net": 0.01781754519846168 }, "BIL reserve": { "equity": 1.0007867343169723, "drawdown": 0.0, "net": 0.00010917249423680886 } }, { "date": "2008-07-31", "Ensemble trend": { "equity": 0.9797624890367221, "drawdown": -0.020375241073524397, "net": 0.004596298497932194 }, "Core + trend": { "equity": 0.9682358553474347, "drawdown": -0.03551013941053127, "net": -9.627858913396903e-05 }, "60/40 monthly": { "equity": 0.9562469989862534, "drawdown": -0.05098763727367128, "net": -0.004836992674072782 }, "SPY buy & hold": { "equity": 0.9225894712785919, "drawdown": -0.09458469287150373, "net": -0.013226588438841058 }, "BIL reserve": { "equity": 1.0007867343169723, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-08-01", "Ensemble trend": { "equity": 0.9786751250461198, "drawdown": -0.021462452207935523, "net": -0.0011098240673322879 }, "Core + trend": { "equity": 0.9662756536490505, "drawdown": -0.037462757310767425, "net": -0.0020245084785470713 }, "60/40 monthly": { "equity": 0.9534106008267142, "drawdown": -0.05380257621922668, "net": -0.0029661773187745766 }, "SPY buy & hold": { "equity": 0.9177158296881696, "drawdown": -0.09936761077247547, "net": -0.005282567969985719 }, "BIL reserve": { "equity": 1.0006335575099523, "drawdown": -0.00015305639230378532, "net": -0.00015305639230378532 } }, { "date": "2008-08-04", "Ensemble trend": { "equity": 0.9751232156047049, "drawdown": -0.02501386233968672, "net": -0.003629303893105007 }, "Core + trend": { "equity": 0.9617282480298249, "drawdown": -0.04199256953317976, "net": -0.004706116315828512 }, "60/40 monthly": { "equity": 0.9478619106777804, "drawdown": -0.05930928688483761, "net": -0.005819832655649559 }, "SPY buy & hold": { "equity": 0.9092049574457398, "drawdown": -0.10772005164157794, "net": -0.009273973453548967 }, "BIL reserve": { "equity": 1.0005161729725864, "drawdown": -0.0002703486518239595, "net": -0.0001173102145983762 } }, { "date": "2008-08-05", "Ensemble trend": { "equity": 0.9697929429889457, "drawdown": -0.030343385652381927, "net": -0.005466255474651627 }, "Core + trend": { "equity": 0.9658019148690342, "drawdown": -0.03793466324915029, "net": 0.004235777463700963 }, "60/40 monthly": { "equity": 0.9611340333669784, "drawdown": -0.04613757651604977, "net": 0.014002169028722422 }, "SPY buy & hold": { "equity": 0.9337191805258759, "drawdown": -0.08366216510580637, "net": 0.026962262886252475 }, "BIL reserve": { "equity": 1.0007117855404968, "drawdown": -7.488985805415016e-05, "net": 0.0001955116500809151 } }, { "date": "2008-08-06", "Ensemble trend": { "equity": 0.9706584883902386, "drawdown": -0.0294779619251323, "net": 0.0008925053616344325 }, "Core + trend": { "equity": 0.9676137103726827, "drawdown": -0.03612987737690698, "net": 0.0018759493802558147 }, "60/40 monthly": { "equity": 0.9638411260816073, "drawdown": -0.04345096473483334, "net": 0.0028165610837289634 }, "SPY buy & hold": { "equity": 0.9378653759858966, "drawdown": -0.07959315179846094, "net": 0.004440516534838235 }, "BIL reserve": { "equity": 1.0003198047791118, "drawdown": -0.00046656247714882415, "net": -0.000391701953598278 } }, { "date": "2008-08-07", "Ensemble trend": { "equity": 0.9737919010355441, "drawdown": -0.026344989759304105, "net": 0.00322813088515006 }, "Core + trend": { "equity": 0.9666389903099467, "drawdown": -0.03710082635822176, "net": -0.0010073442038771585 }, "60/40 monthly": { "equity": 0.9587314771634097, "drawdown": -0.048521955804819994, "net": -0.005301339380454073 }, "SPY buy & hold": { "equity": 0.9238989671195403, "drawdown": -0.09329957352435503, "net": -0.014891698983635626 }, "BIL reserve": { "equity": 1.0009081537339715, "drawdown": 0.0, "net": 0.0005881608582063436 } }, { "date": "2008-08-08", "Ensemble trend": { "equity": 0.9708042095966692, "drawdown": -0.029332261203460108, "net": -0.003068100520961181 }, "Core + trend": { "equity": 0.9705013025534249, "drawdown": -0.03325345696295323, "net": 0.0039956098214493085 }, "60/40 monthly": { "equity": 0.9692233024413309, "drawdown": -0.03810950807231217, "net": 0.010943445091594617 }, "SPY buy & hold": { "equity": 0.9410661853627758, "drawdown": -0.0764519260471953, "net": 0.01858127225399775 }, "BIL reserve": { "equity": 1.0007117855404968, "drawdown": -0.00019619002277282416, "net": -0.00019619002277282416 } }, { "date": "2008-08-11", "Ensemble trend": { "equity": 0.9635414066128044, "drawdown": -0.03659404321880766, "net": -0.007481223208624321 }, "Core + trend": { "equity": 0.9690014126103501, "drawdown": -0.03474754400187685, "net": -0.0015454795775425856 }, "60/40 monthly": { "equity": 0.9734086210493217, "drawdown": -0.03395585414697433, "net": 0.004318219132215084 }, "SPY buy & hold": { "equity": 0.9508135458821416, "drawdown": -0.06688601434640062, "net": 0.010357784256809 }, "BIL reserve": { "equity": 1.0009081537339715, "drawdown": 0.0, "net": 0.00019622852085077191 } }, { "date": "2008-08-12", "Ensemble trend": { "equity": 0.9650551835957307, "drawdown": -0.03508047903507816, "net": 0.0015710554549470679 }, "Core + trend": { "equity": 0.9680424862903416, "drawdown": -0.03570276034466424, "net": -0.0009896026027714777 }, "60/40 monthly": { "equity": 0.9699161908151925, "drawdown": -0.037421861853834004, "net": -0.0035878357337377764 }, "SPY buy & hold": { "equity": 0.9409207116043997, "drawdown": -0.0765946917861503, "net": -0.010404599640577938 }, "BIL reserve": { "equity": 1.0003198047791118, "drawdown": -0.0005878151283559285, "net": -0.0005878151283559285 } }, { "date": "2008-08-13", "Ensemble trend": { "equity": 0.9662581094183855, "drawdown": -0.03387772231371888, "net": 0.0012464839763595137 }, "Core + trend": { "equity": 0.9663924252999427, "drawdown": -0.0373464374361544, "net": -0.001704533647817641 }, "60/40 monthly": { "equity": 0.9655642893491362, "drawdown": -0.041740838328565455, "net": -0.004486884029019644 }, "SPY buy & hold": { "equity": 0.9352468483351274, "drawdown": -0.08216293509965111, "net": -0.006030118371608051 }, "BIL reserve": { "equity": 1.0011037663018818, "drawdown": 0.0, "net": 0.0007837108882826627 } }, { "date": "2008-08-14", "Ensemble trend": { "equity": 0.963790832571158, "drawdown": -0.0363446523235077, "net": -0.00255343455664514 }, "Core + trend": { "equity": 0.9680345027092487, "drawdown": -0.03571071303818696, "net": 0.0016991828229577788 }, "60/40 monthly": { "equity": 0.9711231059599151, "drawdown": -0.036224077814440814, "net": 0.005757065243709336 }, "SPY buy & hold": { "equity": 0.9423030603323177, "drawdown": -0.07523807572124763, "net": 0.007544758915521976 }, "BIL reserve": { "equity": 1.0009081537339715, "drawdown": -0.0001953968954018226, "net": -0.0001953968954018226 } }, { "date": "2008-08-15", "Ensemble trend": { "equity": 0.9625846368357328, "drawdown": -0.03755067849796945, "net": -0.0012515119408299524 }, "Core + trend": { "equity": 0.9696509683399617, "drawdown": -0.03410050132974474, "net": 0.0016698429923611702 }, "60/40 monthly": { "equity": 0.9754058434248917, "drawdown": -0.03197374206971926, "net": 0.004410087082361347 }, "SPY buy & hold": { "equity": 0.9468854450519032, "drawdown": -0.07074099289359026, "net": 0.004862962790303849 }, "BIL reserve": { "equity": 1.0011037663018818, "drawdown": 0.0, "net": 0.0001954350828101692 } }, { "date": "2008-08-18", "Ensemble trend": { "equity": 0.9652214433546182, "drawdown": -0.03491424264815601, "net": 0.0027392983619116684 }, "Core + trend": { "equity": 0.967375739598963, "drawdown": -0.03636692746868131, "net": -0.002346440951731199 }, "60/40 monthly": { "equity": 0.968318330566961, "drawdown": -0.039007633240398465, "net": -0.0072662193954513565 }, "SPY buy & hold": { "equity": 0.9339376618482641, "drawdown": -0.083447750851395, "net": -0.013674075645897621 }, "BIL reserve": { "equity": 1.0005161729725862, "drawdown": -0.0005869454786552319, "net": -0.0005869454786552319 } }, { "date": "2008-08-19", "Ensemble trend": { "equity": 0.9676625929686192, "drawdown": -0.032473436198757866, "net": 0.0025291083520864177 }, "Core + trend": { "equity": 0.9650500342971102, "drawdown": -0.03868363488038029, "net": -0.0024041385437439944 }, "60/40 monthly": { "equity": 0.9614256223125888, "drawdown": -0.04584819363222159, "net": -0.007118225522320221 }, "SPY buy & hold": { "equity": 0.9237533386841217, "drawdown": -0.09344249106101243, "net": -0.010904714072658361 }, "BIL reserve": { "equity": 1.0012994733229879, "drawdown": 0.0, "net": 0.0007828962405220796 } }, { "date": "2008-08-20", "Ensemble trend": { "equity": 0.9682479306701236, "drawdown": -0.031888180781099895, "net": 0.0006048985521995842 }, "Core + trend": { "equity": 0.9672982946851674, "drawdown": -0.036444072756885104, "net": 0.0023296827191914282 }, "60/40 monthly": { "equity": 0.9652236881637513, "drawdown": -0.042078862642401016, "net": 0.003950452081801892 }, "SPY buy & hold": { "equity": 0.9280454719336456, "drawdown": -0.08923025662160533, "net": 0.004646406210166543 }, "BIL reserve": { "equity": 1.0012994733229879, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-08-21", "Ensemble trend": { "equity": 0.9711305309505897, "drawdown": -0.029005985722163508, "net": 0.002977130329079092 }, "Core + trend": { "equity": 0.9687824941051012, "drawdown": -0.03496561553624722, "net": 0.001534376136181459 }, "60/40 monthly": { "equity": 0.9653909970550906, "drawdown": -0.0419128195526518, "net": 0.0001733369097660642 }, "SPY buy & hold": { "equity": 0.9296455285987401, "drawdown": -0.08765998529080232, "net": 0.0017241145110709066 }, "BIL reserve": { "equity": 1.0014958415164625, "drawdown": 0.0, "net": 0.00019611334940883296 } }, { "date": "2008-08-22", "Ensemble trend": { "equity": 0.9680420908010366, "drawdown": -0.03209399171424754, "net": -0.00318025234623176 }, "Core + trend": { "equity": 0.9709077426199558, "drawdown": -0.032848589366962666, "net": 0.002193731335760507 }, "60/40 monthly": { "equity": 0.9726206860840743, "drawdown": -0.03473782786698265, "net": 0.007488871401367669 }, "SPY buy & hold": { "equity": 0.9431026633029984, "drawdown": -0.0744533574995272, "net": 0.014475554703675453 }, "BIL reserve": { "equity": 1.0016917374439596, "drawdown": 0.0, "net": 0.00019560333590651346 } }, { "date": "2008-08-25", "Ensemble trend": { "equity": 0.9704029084769018, "drawdown": -0.02973350591032331, "net": 0.0024387551928775064 }, "Core + trend": { "equity": 0.967395708152892, "drawdown": -0.03634703617082358, "net": -0.003617268987459843 }, "60/40 monthly": { "equity": 0.9633018527144099, "drawdown": -0.043986158145010834, "net": -0.009581158927622124 }, "SPY buy & hold": { "equity": 0.9239717426679889, "drawdown": -0.09322815270545204, "net": -0.02028508812392482 }, "BIL reserve": { "equity": 1.0014958415164625, "drawdown": -0.00019556508272389195, "net": -0.00019556508272389195 } }, { "date": "2008-08-26", "Ensemble trend": { "equity": 0.9711232803265575, "drawdown": -0.029013235326939224, "net": 0.0007423430446908963 }, "Core + trend": { "equity": 0.9686687657912033, "drawdown": -0.03507890384819168, "net": 0.001315963702942291 }, "60/40 monthly": { "equity": 0.9651043544029779, "drawdown": -0.0421972935649394, "net": 0.0018711701669511527 }, "SPY buy & hold": { "equity": 0.9266632005442488, "drawdown": -0.0905867967876568, "net": 0.002912922281030239 }, "BIL reserve": { "equity": 1.0016917374439596, "drawdown": 0.0, "net": 0.00019560333590651346 } }, { "date": "2008-08-27", "Ensemble trend": { "equity": 0.971930371437181, "drawdown": -0.028206257673147106, "net": 0.0008310902714145918 }, "Core + trend": { "equity": 0.9722191406585665, "drawdown": -0.03154226497869361, "net": 0.0036652104338918967 }, "60/40 monthly": { "equity": 0.9712739875656747, "drawdown": -0.03607433772707247, "net": 0.006392710937993318 }, "SPY buy & hold": { "equity": 0.9356830375946922, "drawdown": -0.08173486557933929, "net": 0.00973367351282084 }, "BIL reserve": { "equity": 1.0016917374439596, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-08-28", "Ensemble trend": { "equity": 0.9726747959883392, "drawdown": -0.027461937769469036, "net": 0.0007659237462220858 }, "Core + trend": { "equity": 0.9758715289606007, "drawdown": -0.027904007352938187, "net": 0.0037567541609602184 }, "60/40 monthly": { "equity": 0.9777588209447456, "drawdown": -0.02963856636937623, "net": 0.006676626227089644 }, "SPY buy & hold": { "equity": 0.9470311508258429, "drawdown": -0.07059799945808187, "net": 0.012128159617302403 }, "BIL reserve": { "equity": 1.0016917374439596, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-08-29", "Ensemble trend": { "equity": 0.9712170527807016, "drawdown": -0.028919476054857562, "net": -0.001498695364216096 }, "Core + trend": { "equity": 0.9716834534433267, "drawdown": -0.032075879680827035, "net": -0.004291625888230066 }, "60/40 monthly": { "equity": 0.9709530939412845, "drawdown": -0.03639280358054886, "net": -0.006960537565782632 }, "SPY buy & hold": { "equity": 0.9368472143543065, "drawdown": -0.08059236017344373, "net": -0.010753539060099238 }, "BIL reserve": { "equity": 1.0012994733229879, "drawdown": -0.0003916016338245676, "net": -0.0003916016338245676 } }, { "date": "2008-09-02", "Ensemble trend": { "equity": 0.9696530162218991, "drawdown": -0.030483292749223456, "net": -0.0016103882796584257 }, "Core + trend": { "equity": 0.9701935912808343, "drawdown": -0.03355997773551467, "net": -0.0015332793382586418 }, "60/40 monthly": { "equity": 0.9694546393001909, "drawdown": -0.03787992142864671, "net": -0.0015432822146032033 }, "SPY buy & hold": { "equity": 0.931027490634052, "drawdown": -0.08630374872015534, "net": -0.006212030767755006 }, "BIL reserve": { "equity": 1.0019476111506083, "drawdown": 0.0, "net": 0.000647296682849019 } }, { "date": "2008-09-03", "Ensemble trend": { "equity": 0.9700413293683245, "drawdown": -0.03009503418991799, "net": 0.0004004660841858687 }, "Core + trend": { "equity": 0.9706325488478733, "drawdown": -0.033122718445539046, "net": 0.0004524432762533781 }, "60/40 monthly": { "equity": 0.9699181974298734, "drawdown": -0.037419870420510315, "net": 0.0004781638159132573 }, "SPY buy & hold": { "equity": 0.9302275783092866, "drawdown": -0.08708877053728004, "net": -0.0008591715419923318 }, "BIL reserve": { "equity": 1.0018933266283983, "drawdown": -5.417900258042341e-05, "net": -5.417900258042341e-05 } }, { "date": "2008-09-04", "Ensemble trend": { "equity": 0.9717205904305471, "drawdown": -0.02841600918981635, "net": 0.0017311232123646825 }, "Core + trend": { "equity": 0.9635938184051082, "drawdown": -0.040134216838183634, "net": -0.007251694218496918 }, "60/40 monthly": { "equity": 0.9544827929914261, "drawdown": -0.05273849589206381, "net": -0.015914130159995543 }, "SPY buy & hold": { "equity": 0.9022217530125617, "drawdown": -0.11457326250452504, "net": -0.03010642336322289 }, "BIL reserve": { "equity": 1.0018933266283983, "drawdown": -5.417900258042341e-05, "net": 0.0 } }, { "date": "2008-09-05", "Ensemble trend": { "equity": 0.9712870584522143, "drawdown": -0.028849480224392154, "net": -0.0004461488030637062 }, "Core + trend": { "equity": 0.9638405355394486, "drawdown": -0.039888454224466185, "net": 0.0002560385191643366 }, "60/40 monthly": { "equity": 0.9553722314778735, "drawdown": -0.05185578659162349, "net": 0.0009318538720430869 }, "SPY buy & hold": { "equity": 0.905058684647198, "drawdown": -0.11178914084777447, "net": 0.0031443839889291336 }, "BIL reserve": { "equity": 1.0021113427335606, "drawdown": 0.0, "net": 0.00021760410950721898 } }, { "date": "2008-09-08", "Ensemble trend": { "equity": 0.9712665670494296, "drawdown": -0.028869968746597863, "net": -2.1097164433880877e-05 }, "Core + trend": { "equity": 0.9697607276474894, "drawdown": -0.033991166668534745, "net": 0.006142294176004315 }, "60/40 monthly": { "equity": 0.9670307701980277, "drawdown": -0.040285452369943076, "net": 0.012203137516483498 }, "SPY buy & hold": { "equity": 0.9237533386841217, "drawdown": -0.09344249106101243, "net": 0.020655736864412466 }, "BIL reserve": { "equity": 1.0021113427335606, "drawdown": 0.0, "net": 0.0 } }, { "date": "2008-09-09", "Ensemble trend": { "equity": 0.9716620443870649, "drawdown": -0.02847454700318852, "net": 0.00040717692861269583 }, "Core + trend": { "equity": 0.9621778127461204, "drawdown": -0.041544744131805644, "net": -0.00781936686564344 }, "60/40 monthly": { "equity": 0.9517823121314388, "drawdown": -0.05541854584165906, "net": -0.015768327685649952 }, "SPY buy & hold": { "equity": 0.896329795113507, "drawdown": -0.12035554057818176, "net": -0.02968708466015324 }, "BIL reserve": { "equity": 1.0018933266283985, "drawdown": -0.00021755676826029635, "net": -0.00021755676826029635 } }, { "date": "2008-09-10", "Ensemble trend": { "equity": 0.9696982889650545, "drawdown": -0.03043802637028381, "net": -0.0020210272011285113 }, "Core + trend": { "equity": 0.9618465531933321, "drawdown": -0.041874722078938165, "net": -0.0003442810137586072 }, "60/40 monthly": { "equity": 0.9530382035765143, "drawdown": -0.05417215603977488, "net": 0.001319515428126472 }, "SPY buy & hold": { "equity": 0.8999667164114297, "drawdown": -0.11678632120545551, "net": 0.004057570458719573 }, "BIL reserve": { "equity": 1.0023303049066814, "drawdown": 0.0, "net": 0.00043615249914230603 } }, { "date": "2008-09-11", "Ensemble trend": { "equity": 0.9682829642950123, "drawdown": -0.031853152081063096, "net": -0.0014595515802682257 }, "Core + trend": { "equity": 0.9649084543403056, "drawdown": -0.03882466708038257, "net": 0.0031833571964343665 }, "60/40 monthly": { "equity": 0.9604290871090536, "drawdown": -0.04683718939278292, "net": 0.007755075824666058 }, "SPY buy & hold": { "equity": 0.9129874298405598, "drawdown": -0.10400799063104549, "net": 0.014467994417670882 }, "BIL reserve": { "equity": 1.0021113427335606, "drawdown": -0.0002184531107649601, "net": -0.0002184531107649601 } }, { "date": "2008-09-12", "Ensemble trend": { "equity": 0.967885435239164, "drawdown": -0.03225062525426481, "net": -0.0004105505007387933 }, "Core + trend": { "equity": 0.96506900723199, "drawdown": -0.03866473534963466, "net": 0.00016639183848177197 }, "60/40 monthly": { "equity": 0.9610861273173579, "drawdown": -0.04618512012495768, "net": 0.0006841111094229024 }, "SPY buy & hold": { "equity": 0.917206710203114, "drawdown": -0.09986725290939247, "net": 0.00462140027852409 }, "BIL reserve": { "equity": 1.0025480056558573, "drawdown": 0.0, "net": 0.00043574291964953993 } }, { "date": "2008-09-15", "Ensemble trend": { "equity": 0.9769755242632209, "drawdown": -0.023161814069457276, "net": 0.009391699361413153 }, "Core + trend": { "equity": 0.9595373838566237, "drawdown": -0.04417495750126743, "net": -0.00573184231792101 }, "60/40 monthly": { "equity": 0.9414779664117836, "drawdown": -0.06564493242182712, "net": -0.020402085045495122 }, "SPY buy & hold": { "equity": 0.8735611797953624, "drawdown": -0.14270031414534445, "net": -0.047585271588436506 }, "BIL reserve": { "equity": 1.0036406090295578, "drawdown": 0.0, "net": 0.0010898264896410659 } }, { "date": "2008-09-16", "Ensemble trend": { "equity": 0.9756780620519088, "drawdown": -0.02445909389002121, "net": -0.0013280396274927275 }, "Core + trend": { "equity": 0.9629463084732178, "drawdown": -0.040779221627553985, "net": 0.003552675147364015 }, "60/40 monthly": { "equity": 0.9494271798767947, "drawdown": -0.05775585997480903, "net": 0.008443334574581352 }, "SPY buy & hold": { "equity": 0.888182723274799, "drawdown": -0.12835095325162027, "net": 0.01673785856974752 }, "BIL reserve": { "equity": 1.004076956595868, "drawdown": 0.0, "net": 0.0004347647578073488 } }, { "date": "2008-09-17", "Ensemble trend": { "equity": 0.9861822196024773, "drawdown": -0.013956412961382725, "net": 0.010766007722339932 }, "Core + trend": { "equity": 0.9573396296884357, "drawdown": -0.04636420880773229, "net": -0.005822420975549192 }, "60/40 monthly": { "equity": 0.9281952143020588, "drawdown": -0.078827191792598, "net": -0.022362921585509232 }, "SPY buy & hold": { "equity": 0.84824696705194, "drawdown": -0.1675432983970917, "net": -0.044963446345378855 }, "BIL reserve": { "equity": 1.0084462137853871, "drawdown": 0.0, "net": 0.004351516246655196 } }, { "date": "2008-09-18", "Ensemble trend": { "equity": 0.9785710695151857, "drawdown": -0.021566493111263574, "net": -0.007717792854103123 }, "Core + trend": { "equity": 0.95915999135065, "drawdown": -0.04455088991841949, "net": 0.0019014794810141566 }, "60/40 monthly": { "equity": 0.9391179783036807, "drawdown": -0.06798706567071677, "net": 0.011767744363813781 }, "SPY buy & hold": { "equity": 0.8734161700681137, "drawdown": -0.14284262449119256, "net": 0.029672022410700327 }, "BIL reserve": { "equity": 1.0056065382478514, "drawdown": -0.0028158919124465775, "net": -0.0028158919124465775 } }, { "date": "2008-09-19", "Ensemble trend": { "equity": 0.9713745005984044, "drawdown": -0.028762050370381487, "net": -0.007354160715528413 }, "Core + trend": { "equity": 0.9630301182710046, "drawdown": -0.04069573608037347, "net": 0.0040349127937509 }, "60/40 monthly": { "equity": 0.953596337936394, "drawdown": -0.05361824433270579, "net": 0.015416976319488018 }, "SPY buy & hold": { "equity": 0.9081024194875212, "drawdown": -0.10880206566313166, "net": 0.03971331263159761 }, "BIL reserve": { "equity": 1.0021113427335604, "drawdown": -0.006281813511945011, "net": -0.003475708819854262 } }, { "date": "2008-09-22", "Ensemble trend": { "equity": 0.9724881506166037, "drawdown": -0.02764855690353163, "net": 0.0011464682442385854 }, "Core + trend": { "equity": 0.9566771322825368, "drawdown": -0.04702414308627345, "net": -0.006596871549431671 }, "60/40 monthly": { "equity": 0.9399937075495423, "drawdown": -0.06711796189145824, "net": -0.014264558121403925 }, "SPY buy & hold": { "equity": 0.8875435977356072, "drawdown": -0.12897818135726835, "net": -0.022639320533378027 }, "BIL reserve": { "equity": 1.0025480056558569, "drawdown": -0.005848807848055748, "net": 0.00043574291964953993 } }, { "date": "2008-09-23", "Ensemble trend": { "equity": 0.9737978707855787, "drawdown": -0.026339020848467176, "net": 0.0013467723675035792 }, "Core + trend": { "equity": 0.9509407515668773, "drawdown": -0.052738330395262545, "net": -0.005996151180046483 }, "60/40 monthly": { "equity": 0.9274479298543291, "drawdown": -0.07956882254293796, "net": -0.013346661360019718 }, "SPY buy & hold": { "equity": 0.8673505871889662, "drawdown": -0.14879529548561188, "net": -0.02275157028698027 }, "BIL reserve": { "equity": 1.0058249748276618, "drawdown": -0.0025992848422584647, "net": 0.0032686406569240045 } }, { "date": "2008-09-24", "Ensemble trend": { "equity": 0.9722885862824072, "drawdown": -0.02784809318397219, "net": -0.0015498950536356748 }, "Core + trend": { "equity": 0.9515704596739228, "drawdown": -0.05211105855749476, "net": 0.000662194890699519 }, "60/40 monthly": { "equity": 0.9301795890511942, "drawdown": -0.07685783014104985, "net": 0.002945350470828112 }, "SPY buy & hold": { "equity": 0.8701309843646056, "drawdown": -0.14606665588902956, "net": 0.00320562090659382 }, "BIL reserve": { "equity": 1.00276707294764, "drawdown": -0.0056315753484060815, "net": -0.0030401928332968176 } }, { "date": "2008-09-25", "Ensemble trend": { "equity": 0.9715721259666957, "drawdown": -0.028564452783276018, "net": -0.0007368803108661615 }, "Core + trend": { "equity": 0.9549262238965406, "drawdown": -0.04876827740622003, "net": 0.0035265535920141478 }, "60/40 monthly": { "equity": 0.9374554188033069, "drawdown": -0.06963704681711058, "net": 0.007821962379903624 }, "SPY buy & hold": { "equity": 0.8837392385392875, "drawdown": -0.13271172174266788, "net": 0.015639316860574848 }, "BIL reserve": { "equity": 1.003859255846692, "drawdown": -0.004548539997465184, "net": 0.0010891690887313565 } }, { "date": "2008-09-26", "Ensemble trend": { "equity": 0.9723558721741903, "drawdown": -0.02778081675090327, "net": 0.000806678358248325 }, "Core + trend": { "equity": 0.9553225504255578, "drawdown": -0.04837348421961307, "net": 0.00041503366343853543 }, "60/40 monthly": { "equity": 0.9374664847134966, "drawdown": -0.06962606462779541, "net": 1.1804198864151516e-05 }, "SPY buy & hold": { "equity": 0.8841782119856152, "drawdown": -0.13228091986371593, "net": 0.000496722819565365 }, "BIL reserve": { "equity": 1.0056065382478512, "drawdown": -0.0028158919124469106, "net": 0.0017405651150623758 } }, { "date": "2008-09-29", "Ensemble trend": { "equity": 0.9816254214550943, "drawdown": -0.018512570536873718, "net": 0.009533083047235769 }, "Core + trend": { "equity": 0.9407293990176527, "drawdown": -0.06291017637910856, "net": -0.01527562748456468 }, "60/40 monthly": { "equity": 0.8998324711911165, "drawdown": -0.10697535213365039, "net": -0.04014438290439959 }, "SPY buy & hold": { "equity": 0.8148921002749797, "drawdown": -0.2002772585031377, "net": -0.07836215682700254 }, "BIL reserve": { "equity": 1.009974218657439, "drawdown": 0.0, "net": 0.0043433293673666995 } }, { "date": "2008-09-30", "Ensemble trend": { "equity": 0.9720911075302803, "drawdown": -0.02804554417552385, "net": -0.009712782204316817 }, "Core + trend": { "equity": 0.9440577900611747, "drawdown": -0.05959466250320289, "net": 0.0035380961273216993 }, "60/40 monthly": { "equity": 0.9155932668805492, "drawdown": -0.09133379720952295, "net": 0.01751525555481459 }, "SPY buy & hold": { "equity": 0.8486208988019387, "drawdown": -0.16717632745193123, "net": 0.04139050865209937 }, "BIL reserve": { "equity": 1.006261322393972, "drawdown": -0.00367622875403939, "net": -0.00367622875403939 } }, { "date": "2008-10-01", "Ensemble trend": { "equity": 0.9751972538655915, "drawdown": -0.02493983448672854, "net": 0.0031953242975371055 }, "Core + trend": { "equity": 0.9471298949661062, "drawdown": -0.05653444322387213, "net": 0.0032541492028070884 }, "60/40 monthly": { "equity": 0.9186489748892249, "drawdown": -0.08830120763780203, "net": 0.0033374076887726645 }, "SPY buy & hold": { "equity": 0.8491329571508, "drawdown": -0.1666738011586718, "net": 0.0006034005874520076 }, "BIL reserve": { "equity": 1.0061090054526125, "drawdown": -0.003827041456528124, "net": -0.00015136917018454543 } }, { "date": "2008-10-02", "Ensemble trend": { "equity": 0.9751963987620124, "drawdown": -0.024940689470101418, "net": -8.768519145219145e-07 }, "Core + trend": { "equity": 0.9384801507966409, "drawdown": -0.06515072251374465, "net": -0.009132584891932694 }, "60/40 monthly": { "equity": 0.9016697308487355, "drawdown": -0.10515199255138008, "net": -0.018482842200457372 }, "SPY buy & hold": { "equity": 0.8183312669741956, "drawdown": -0.19690211249272294, "net": -0.03627428415916989 }, "BIL reserve": { "equity": 1.0056707657503845, "drawdown": -0.0042609532278705675, "net": -0.0004355787492734686 } }, { "date": "2008-10-03", "Ensemble trend": { "equity": 0.9768087987382035, "drawdown": -0.02332851615703424, "net": 0.0016534105111933872 }, "Core + trend": { "equity": 0.9365324497559744, "drawdown": -0.06709088811989061, "net": -0.0020753779811040207 }, "60/40 monthly": { "equity": 0.8957317991341606, "drawdown": -0.11104499991467676, "net": -0.0065854841428308886 }, "SPY buy & hold": { "equity": 0.8072833045438196, "drawdown": -0.2077444151727873, "net": -0.013500599178161932 }, "BIL reserve": { "equity": 1.0056707657503845, "drawdown": -0.0042609532278705675, "net": 0.0 } }, { "date": "2008-10-06", "Ensemble trend": { "equity": 0.9807546808738753, "drawdown": -0.01938318871373701, "net": 0.0040395644887403215 }, "Core + trend": { "equity": 0.9270950863066465, "drawdown": -0.07649173947992227, "net": -0.010076920935080058 }, "60/40 monthly": { "equity": 0.8714825262309893, "drawdown": -0.13511081115029966, "net": -0.027072024155680552 }, "SPY buy & hold": { "equity": 0.7661660477325976, "drawdown": -0.2480962670668051, "net": -0.05093287149603154 }, "BIL reserve": { "equity": 1.0054524342892364, "drawdown": -0.004477128509491668, "net": -0.0002171003359985324 } }, { "date": "2008-10-07", "Ensemble trend": { "equity": 0.9819211539381709, "drawdown": -0.018216879626390514, "net": 0.0011893627295831433 }, "Core + trend": { "equity": 0.916681878939923, "drawdown": -0.08686465932786214, "net": -0.011232081283277573 }, "60/40 monthly": { "equity": 0.8485169361323712, "drawdown": -0.15790265148443838, "net": -0.026352324237572833 }, "SPY buy & hold": { "equity": 0.7318522606312862, "drawdown": -0.2817712970278765, "net": -0.04478635826118893 }, "BIL reserve": { "equity": 1.0052334721161154, "drawdown": -0.004693928274352888, "net": -0.00021777477049489402 } }, { "date": "2008-10-08", "Ensemble trend": { "equity": 0.9775604981699625, "drawdown": -0.02257692239542164, "net": -0.004440942891106081 }, "Core + trend": { "equity": 0.9061584294360028, "drawdown": -0.09734739479866772, "net": -0.011479936219629283 }, "60/40 monthly": { "equity": 0.8316678007679886, "drawdown": -0.17462431207945195, "net": -0.019857158586819357 }, "SPY buy & hold": { "equity": 0.7134149118543927, "drawdown": -0.2998654313369654, "net": -0.025192719581121015 }, "BIL reserve": { "equity": 1.0043585694915909, "drawdown": -0.005560190608937754, "net": -0.0008703476841881441 } }, { "date": "2008-10-09", "Ensemble trend": { "equity": 0.9747378674515152, "drawdown": -0.0253991563225604, "net": -0.0028874230533367795 }, "Core + trend": { "equity": 0.8870416450692288, "drawdown": -0.1163902184939466, "net": -0.02109651441268645 }, "60/40 monthly": { "equity": 0.7951143311385979, "drawdown": -0.21090123071617317, "net": -0.043952007755543865 }, "SPY buy & hold": { "equity": 0.6635909616650639, "drawdown": -0.3487618999911192, "net": -0.0698386722248634 }, "BIL reserve": { "equity": 1.0058896228048433, "drawdown": -0.004044257543549423, "net": 0.001524409070385646 } }, { "date": "2008-10-10", "Ensemble trend": { "equity": 0.9671512368436439, "drawdown": -0.032984720439846904, "net": -0.007783252155481368 }, "Core + trend": { "equity": 0.8758997716856893, "drawdown": -0.1274889852324903, "net": -0.01256071058836239 }, "60/40 monthly": { "equity": 0.7802951312442498, "drawdown": -0.22560831363550093, "net": -0.018637822655173553 }, "SPY buy & hold": { "equity": 0.6474949206097004, "drawdown": -0.3645583104308544, "net": -0.02425596788566242 }, "BIL reserve": { "equity": 1.00676463054803, "drawdown": -0.0031778911284245925, "net": 0.0008698844518812976 } }, { "date": "2008-10-13", "Ensemble trend": { "equity": 0.9617736274187411, "drawdown": -0.03836157390731376, "net": -0.005560256989850854 }, "Core + trend": { "equity": 0.9016339099640165, "drawdown": -0.10185440941774992, "net": 0.029380231745923746 }, "60/40 monthly": { "equity": 0.8400365865898002, "drawdown": -0.16631884161593413, "net": 0.07656264015166592 }, "SPY buy & hold": { "equity": 0.7415095991119759, "drawdown": -0.27229373158978454, "net": 0.14519755369470455 }, "BIL reserve": { "equity": 1.0028277264156622, "drawdown": -0.007075915513246156, "net": -0.003910451373549728 } }, { "date": "2008-10-14", "Ensemble trend": { "equity": 0.9610505788017892, "drawdown": -0.03908452088170755, "net": -0.0007517866952667651 }, "Core + trend": { "equity": 0.8969091680029334, "drawdown": -0.10656087188781715, "net": -0.005240199940208079 }, "60/40 monthly": { "equity": 0.8311346322225465, "drawdown": -0.17515344685485812, "net": -0.010597103161175236 }, "SPY buy & hold": { "equity": 0.7305352629537817, "drawdown": -0.28306377856358356, "net": -0.014799992031575782 }, "BIL reserve": { "equity": 1.0045776367833736, "drawdown": -0.00534328676353657, "net": 0.0017449760528320812 } }, { "date": "2008-10-15", "Ensemble trend": { "equity": 0.964837676348487, "drawdown": -0.03529795570624095, "net": 0.0039405808916106455 }, "Core + trend": { "equity": 0.8776121461189013, "drawdown": -0.12578323578183304, "net": -0.021515023563644764 }, "60/40 monthly": { "equity": 0.786442128509417, "drawdown": -0.21950782243973987, "net": -0.05377288104770317 }, "SPY buy & hold": { "equity": 0.6586158519348281, "drawdown": -0.35364439718475915, "net": -0.09844755573900832 }, "BIL reserve": { "equity": 1.0047970194311426, "drawdown": -0.005126070676515271, "net": 0.00021838296985343675 } }, { "date": "2008-10-16", "Ensemble trend": { "equity": 0.9625526627276175, "drawdown": -0.0375826481113245, "net": -0.002368288134764085 }, "Core + trend": { "equity": 0.8851851658365797, "drawdown": -0.11823951521890885, "net": 0.008629119083149561 }, "60/40 monthly": { "equity": 0.8046598243976149, "drawdown": -0.20142795537964253, "net": 0.02316469989053971 }, "SPY buy & hold": { "equity": 0.6860519243458773, "drawdown": -0.32671905205370844, "net": 0.04165716985166634 }, "BIL reserve": { "equity": 1.0043585694915906, "drawdown": -0.005560190608937865, "net": -0.00043635672784969604 } }, { "date": "2008-10-17", "Ensemble trend": { "equity": 0.9626541869091017, "drawdown": -0.03748113820160204, "net": 0.00010547389812054497 }, "Core + trend": { "equity": 0.8851403904718601, "drawdown": -0.1182841173528183, "net": -5.058304911520484e-05 }, "60/40 monthly": { "equity": 0.8041607990568798, "drawdown": -0.20192320526609808, "net": -0.0006201693257255059 }, "SPY buy & hold": { "equity": 0.6819548388468181, "drawdown": -0.3307398695905934, "net": -0.005971975813588104 }, "BIL reserve": { "equity": 1.0021715757269343, "drawdown": -0.007725586244049731, "net": -0.0021775029666580847 } }, { "date": "2008-10-20", "Ensemble trend": { "equity": 0.9650267993073945, "drawdown": -0.03510885933329311, "net": 0.0024646570186444006 }, "Core + trend": { "equity": 0.8994657730950335, "drawdown": -0.1040141580109828, "net": 0.016184305650696507 }, "60/40 monthly": { "equity": 0.8316082468090447, "drawdown": -0.17468341547360333, "net": 0.034131790289150254 }, "SPY buy & hold": { "equity": 0.7229263125455793, "drawdown": -0.2905310870309351, "net": 0.06007945301487094 }, "BIL reserve": { "equity": 1.0045776367833734, "drawdown": -0.005343286763536681, "net": 0.0024008474344265895 } }, { "date": "2008-10-21", "Ensemble trend": { "equity": 0.9677482111252002, "drawdown": -0.03238783007794921, "net": 0.0028200375572562386 }, "Core + trend": { "equity": 0.8960231262160638, "drawdown": -0.1074434856794616, "net": -0.00382743510864636 }, "60/40 monthly": { "equity": 0.8210759139993232, "drawdown": -0.18513606427184282, "net": -0.012665017272417534 }, "SPY buy & hold": { "equity": 0.7013428327262944, "drawdown": -0.3117127866035486, "net": -0.029855712048002192 }, "BIL reserve": { "equity": 1.0045776367833734, "drawdown": -0.005343286763536681, "net": 0.0 } }, { "date": "2008-10-22", "Ensemble trend": { "equity": 0.9676954797036441, "drawdown": -0.0324405540867857, "net": -5.448878225755571e-05 }, "Core + trend": { "equity": 0.8854047965341252, "drawdown": -0.11802073424763315, "net": -0.011850508509507085 }, "60/40 monthly": { "equity": 0.7985602208634554, "drawdown": -0.20748141140908194, "net": -0.027422181983390193 }, "SPY buy & hold": { "equity": 0.6631518335416938, "drawdown": -0.3491928536677734, "net": -0.05445410917816429 }, "BIL reserve": { "equity": 1.0032653354059176, "drawdown": -0.006642628225143832, "net": -0.001306321512051345 } }, { "date": "2008-10-23", "Ensemble trend": { "equity": 0.968360259845059, "drawdown": -0.03177586739683802, "net": 0.0006869724570983671 }, "Core + trend": { "equity": 0.888422062153704, "drawdown": -0.11501514208667696, "net": 0.0034077809736177134 }, "60/40 monthly": { "equity": 0.8041207509059761, "drawdown": -0.20196295042645107, "net": 0.006963194380642301 }, "SPY buy & hold": { "equity": 0.6708338688524297, "drawdown": -0.34165382078611417, "net": 0.011584127378052367 }, "BIL reserve": { "equity": 1.0045776367833734, "drawdown": -0.005343286763536681, "net": 0.001308030220066314 } }, { "date": "2008-10-24", "Ensemble trend": { "equity": 0.9669515925596752, "drawdown": -0.03318433665882059, "net": -0.0014546934067795059 }, "Core + trend": { "equity": 0.8761431746038155, "drawdown": -0.12724652401266034, "net": -0.013821007011151965 }, "60/40 monthly": { "equity": 0.7801037041694392, "drawdown": -0.22579829243883143, "net": -0.02986746295189846 }, "SPY buy & hold": { "equity": 0.6368132334157247, "drawdown": -0.3750411561520186, "net": -0.05071395022869496 }, "BIL reserve": { "equity": 1.0034841924603761, "drawdown": -0.0064259325408226875, "net": -0.0010884617404965935 } }, { "date": "2008-10-27", "Ensemble trend": { "equity": 0.9675436666833719, "drawdown": -0.03259234576594294, "net": 0.0006123099938533105 }, "Core + trend": { "equity": 0.8691808212930344, "drawdown": -0.134181940767786, "net": -0.007946593105549793 }, "60/40 monthly": { "equity": 0.7649568631923618, "drawdown": -0.2408305376210229, "net": -0.019416445398376725 }, "SPY buy & hold": { "equity": 0.6142056755679781, "drawdown": -0.3972278703617256, "net": -0.035501080476115 }, "BIL reserve": { "equity": 1.0050151406549668, "drawdown": -0.004910103555974321, "net": 0.0015256325969987827 } }, { "date": "2008-10-28", "Ensemble trend": { "equity": 0.9651586346931007, "drawdown": -0.03497704248034594, "net": -0.002465038088096505 }, "Core + trend": { "equity": 0.8891114319951592, "drawdown": -0.11432843933898629, "net": 0.022930338790120963 }, "60/40 monthly": { "equity": 0.8095126767969841, "drawdown": -0.19661181799424954, "net": 0.058246177985356695 }, "SPY buy & hold": { "equity": 0.6859789167818648, "drawdown": -0.32679070056916504, "net": 0.11685538585672539 }, "BIL reserve": { "equity": 1.0047970194311426, "drawdown": -0.005126070676515271, "net": -0.00021703277393614329 } }, { "date": "2008-10-29", "Ensemble trend": { "equity": 0.9652444662777524, "drawdown": -0.03489122296146929, "net": 8.893002825272056e-05 }, "Core + trend": { "equity": 0.887867193192175, "drawdown": -0.11556786432309785, "net": -0.001399418293601462 }, "60/40 monthly": { "equity": 0.8067462757500288, "drawdown": -0.19935728940132635, "net": -0.003417365936629113 }, "SPY buy & hold": { "equity": 0.6810037297131077, "drawdown": -0.3316732736616561, "net": -0.007252682184602954 }, "BIL reserve": { "equity": 1.003702734158849, "drawdown": -0.006209549098121325, "net": -0.0010890610253933009 } }, { "date": "2008-10-30", "Ensemble trend": { "equity": 0.9623175290760752, "drawdown": -0.03781774870895427, "net": -0.0030323273574043297 }, "Core + trend": { "equity": 0.8923697704614564, "drawdown": -0.11108270701482592, "net": 0.005071228336631206 }, "60/40 monthly": { "equity": 0.8195882171081811, "drawdown": -0.18661250575942934, "net": 0.01591819106473502 }, "SPY buy & hold": { "equity": 0.7045618939941767, "drawdown": -0.30855364872341895, "net": 0.034593297001461965 }, "BIL reserve": { "equity": 1.005015140654967, "drawdown": -0.004910103555974099, "net": 0.0013075649307838777 } }, { "date": "2008-10-31", "Ensemble trend": { "equity": 0.9602199240521072, "drawdown": -0.03991505886209945, "net": -0.002179743131128231 }, "Core + trend": { "equity": 0.8921586208214594, "drawdown": -0.11129303974080329, "net": -0.00023661675572872465 }, "60/40 monthly": { "equity": 0.8214287363644135, "drawdown": -0.1847859112395489, "net": 0.002245663392680841 }, "SPY buy & hold": { "equity": 0.7084398021241567, "drawdown": -0.3047479285306055, "net": 0.005503999241281754 }, "BIL reserve": { "equity": 1.003921801450632, "drawdown": -0.00599264525272003, "net": -0.001087883316486682 } }, { "date": "2008-11-03", "Ensemble trend": { "equity": 0.9605480323475216, "drawdown": -0.039586996690508136, "net": 0.0003417011948989579 }, "Core + trend": { "equity": 0.8932759526274583, "drawdown": -0.11018003076489269, "net": 0.001252391424487076 }, "60/40 monthly": { "equity": 0.8233475927673062, "drawdown": -0.18288157224494572, "net": 0.0023359986301252356 }, "SPY buy & hold": { "equity": 0.7104884995507288, "drawdown": -0.3027373679644607, "net": 0.0028918440500227405 }, "BIL reserve": { "equity": 1.003636509401736, "drawdown": -0.0062751198383337314, "net": -0.00028417756092513624 } }, { "date": "2008-11-04", "Ensemble trend": { "equity": 0.9676405587215043, "drawdown": -0.03249546734840847, "net": 0.0073838331193589735 }, "Core + trend": { "equity": 0.9067188950983611, "drawdown": -0.09678909751441855, "net": 0.015049036561839646 }, "60/40 monthly": { "equity": 0.8435223426469091, "drawdown": -0.16285945759156428, "net": 0.024503320416344065 }, "SPY buy & hold": { "equity": 0.7346327351454468, "drawdown": -0.279042581532443, "net": 0.033982584672356264 }, "BIL reserve": { "equity": 1.004074643985302, "drawdown": -0.005841312147531141, "net": 0.0004365470760196999 } }, { "date": "2008-11-05", "Ensemble trend": { "equity": 0.9699391888294279, "drawdown": -0.030197160370408538, "net": 0.002375499959365701 }, "Core + trend": { "equity": 0.8973230857258927, "drawdown": -0.10614855556560321, "net": -0.010362428116653666 }, "60/40 monthly": { "equity": 0.8240378752903689, "drawdown": -0.1821965121622947, "net": -0.02309893451713385 }, "SPY buy & hold": { "equity": 0.7037573413581394, "drawdown": -0.3093432244716108, "net": -0.042028339209788323 }, "BIL reserve": { "equity": 1.0045127785688681, "drawdown": -0.00540750445672844, "net": 0.00043635658582807935 } }, { "date": "2008-11-06", "Ensemble trend": { "equity": 0.9696504527098234, "drawdown": -0.030485855900933445, "net": -0.00029768476511693454 }, "Core + trend": { "equity": 0.8821892961728238, "drawdown": -0.12122379420256957, "net": -0.016865485569031557 }, "60/40 monthly": { "equity": 0.7961468076572481, "drawdown": -0.20987656556013878, "net": -0.033846827275132996 }, "SPY buy & hold": { "equity": 0.6647617895375014, "drawdown": -0.3476128672840274, "net": -0.05541050803872638 }, "BIL reserve": { "equity": 1.0060453035433898, "drawdown": -0.0038901142637799424, "net": 0.001525640098581027 } }, { "date": "2008-11-07", "Ensemble trend": { "equity": 0.9682573741813828, "drawdown": -0.031878738597362344, "net": -0.0014366811509730626 }, "Core + trend": { "equity": 0.8890089004699119, "drawdown": -0.11443057418138614, "net": 0.0077303185684447495 }, "60/40 monthly": { "equity": 0.8100511743151183, "drawdown": -0.19607739456332796, "net": 0.017464576286860156 }, "SPY buy & hold": { "equity": 0.6867106165309321, "drawdown": -0.3260726215387274, "net": 0.033017582145780766 }, "BIL reserve": { "equity": 1.0060453035433898, "drawdown": -0.0038901142637799424, "net": 0.0 } }, { "date": "2008-11-10", "Ensemble trend": { "equity": 0.9685230349607861, "drawdown": -0.03161311516322274, "net": 0.00027437000376884235 }, "Core + trend": { "equity": 0.8859862779016974, "drawdown": -0.11744150256555119, "net": -0.003399991346112352 }, "60/40 monthly": { "equity": 0.8041937679993127, "drawdown": -0.2018904857553565, "net": -0.007230908986407991 }, "SPY buy & hold": { "equity": 0.6777114288656494, "drawdown": -0.3349042877537959, "net": -0.013104774338198122 }, "BIL reserve": { "equity": 1.0058268669635795, "drawdown": -0.004106393625941007, "net": -0.00021712399932782844 } }, { "date": "2008-11-11", "Ensemble trend": { "equity": 0.9699591276827527, "drawdown": -0.030177224319987928, "net": 0.001482765685614229 }, "Core + trend": { "equity": 0.8795862782699816, "drawdown": -0.12381674132424303, "net": -0.0072235877590260955 }, "60/40 monthly": { "equity": 0.7910325060637915, "drawdown": -0.2149521741048419, "net": -0.016365784540041894 }, "SPY buy & hold": { "equity": 0.656786718569941, "drawdown": -0.35543948091257693, "net": -0.030875545851029917 }, "BIL reserve": { "equity": 1.0058268669635795, "drawdown": -0.004106393625941007, "net": 0.0 } }, { "date": "2008-11-12", "Ensemble trend": { "equity": 0.9724798534372563, "drawdown": -0.027656852916503105, "net": 0.002598795848775204 }, "Core + trend": { "equity": 0.8711913275254691, "drawdown": -0.13217921295603874, "net": -0.009544203851183486 }, "60/40 monthly": { "equity": 0.7732143028516854, "drawdown": -0.23263557091318243, "net": -0.02252524779388676 }, "SPY buy & hold": { "equity": 0.6278873626685388, "drawdown": -0.38380087025622633, "net": -0.044001127130472995 }, "BIL reserve": { "equity": 1.0060453035433898, "drawdown": -0.0038901142637799424, "net": 0.00021717115239705542 } }, { "date": "2008-11-13", "Ensemble trend": { "equity": 0.9696504527098234, "drawdown": -0.030485855900933445, "net": -0.002909469761694483 }, "Core + trend": { "equity": 0.8830290423878816, "drawdown": -0.12038729687041794, "net": 0.013587962240207752 }, "60/40 monthly": { "equity": 0.7977091448121388, "drawdown": -0.20832604851139536, "net": 0.03167924063240202 }, "SPY buy & hold": { "equity": 0.6670295869946314, "drawdown": -0.34538728527266227, "net": 0.062339563834725054 }, "BIL reserve": { "equity": 1.0060453035433898, "drawdown": -0.0038901142637799424, "net": 0.0 } }, { "date": "2008-11-14", "Ensemble trend": { "equity": 0.973480755729407, "drawdown": -0.026656091326190512, "net": 0.003950189482074817 }, "Core + trend": { "equity": 0.8742982966950913, "drawdown": -0.12908426429790476, "net": -0.00988726901799375 }, "60/40 monthly": { "equity": 0.7781206885642428, "drawdown": -0.22776630522925656, "net": -0.024555887788536235 }, "SPY buy & hold": { "equity": 0.6337403032836485, "drawdown": -0.37805688315295904, "net": -0.04990675730138305 }, "BIL reserve": { "equity": 1.0060453035433898, "drawdown": -0.0038901142637799424, "net": 0.0 } }, { "date": "2008-11-17", "Ensemble trend": { "equity": 0.9753878235835466, "drawdown": -0.02474929155811123, "net": 0.0019590195727194892 }, "Core + trend": { "equity": 0.8728522849034953, "drawdown": -0.1305246816338097, "net": -0.0016539112532438782 }, "60/40 monthly": { "equity": 0.7737686665275988, "drawdown": -0.2320854013623801, "net": -0.005592991036742712 }, "SPY buy & hold": { "equity": 0.6253262975390209, "drawdown": -0.38631426071103503, "net": -0.013276740805392206 }, "BIL reserve": { "equity": 1.0064829125336452, "drawdown": -0.003456826975677618, "net": 0.00043497940770076404 } }, { "date": "2008-11-18", "Ensemble trend": { "equity": 0.9778015797364601, "drawdown": -0.02233587471896481, "net": 0.002474662995120669 }, "Core + trend": { "equity": 0.8797824177271706, "drawdown": -0.12362136070837815, "net": 0.00793963989501556 }, "60/40 monthly": { "equity": 0.784544861367701, "drawdown": -0.22139073551009902, "net": 0.013926894828220293 }, "SPY buy & hold": { "equity": 0.6371057277029007, "drawdown": -0.3747541066970863, "net": 0.018837253782925778 }, "BIL reserve": { "equity": 1.0053879965493788, "drawdown": -0.004540929880523903, "net": -0.0010878634606027449 } }, { "date": "2008-11-19", "Ensemble trend": { "equity": 0.9819407166306546, "drawdown": -0.018197319683932234, "net": 0.004233105141137283 }, "Core + trend": { "equity": 0.8686116099590578, "drawdown": -0.1347489498876414, "net": -0.012697239161668428 }, "60/40 monthly": { "equity": 0.7601451402184307, "drawdown": -0.2456058567520799, "net": -0.031100479208714726 }, "SPY buy & hold": { "equity": 0.5962808878403336, "drawdown": -0.4148189850350228, "net": -0.06407859494492707 }, "BIL reserve": { "equity": 1.0051693497322443, "drawdown": -0.0047574174037650074, "net": -0.00021747506224956137 } }, { "date": "2008-11-20", "Ensemble trend": { "equity": 0.9903732508714866, "drawdown": -0.009765970846586924, "net": 0.008587620513147431 }, "Core + trend": { "equity": 0.8599562089033204, "drawdown": -0.14337086417793443, "net": -0.009964638920892832 }, "60/40 monthly": { "equity": 0.7366832977257106, "drawdown": -0.2688901950052025, "net": -0.03086495098288511 }, "SPY buy & hold": { "equity": 0.5520168039400294, "drawdown": -0.45825908528222525, "net": -0.07423361171380838 }, "BIL reserve": { "equity": 1.005826866963579, "drawdown": -0.00410639362594134, "net": 0.0006541357747429366 } }, { "date": "2008-11-21", "Ensemble trend": { "equity": 0.9865030003160045, "drawdown": -0.013635677341603758, "net": -0.003907870645816103 }, "Core + trend": { "equity": 0.8674096035033948, "drawdown": -0.13594630591659584, "net": 0.008667179238788902 }, "60/40 monthly": { "equity": 0.753928282768982, "drawdown": -0.25177567959396985, "net": 0.023408953476358407 }, "SPY buy & hold": { "equity": 0.5817941840726083, "drawdown": -0.42903601628182075, "net": 0.053942887100614234 }, "BIL reserve": { "equity": 1.0056073791971478, "drawdown": -0.004323713793502604, "net": -0.00021821624937690132 } }, { "date": "2008-11-24", "Ensemble trend": { "equity": 0.9828430897724963, "drawdown": -0.017295073393193472, "net": -0.0037099841990706484 }, "Core + trend": { "equity": 0.8788405508397141, "drawdown": -0.12455958361962394, "net": 0.013178257757523903 }, "60/40 monthly": { "equity": 0.778393487627903, "drawdown": -0.22749557006958743, "net": 0.0324503078317564 }, "SPY buy & hold": { "equity": 0.6221071589326173, "drawdown": -0.389473474490016, "net": 0.06929078351697293 }, "BIL reserve": { "equity": 1.005826866963579, "drawdown": -0.00410639362594134, "net": 0.00021826387810164327 } }, { "date": "2008-11-25", "Ensemble trend": { "equity": 0.9898464962321514, "drawdown": -0.010292651437389666, "net": 0.007125660782003607 }, "Core + trend": { "equity": 0.887062021755978, "drawdown": -0.11636992064228835, "net": 0.00935490619818169 }, "60/40 monthly": { "equity": 0.7875751873603043, "drawdown": -0.21838333592283732, "net": 0.011795704715338529 }, "SPY buy & hold": { "equity": 0.6267164187883195, "drawdown": -0.3849500168115948, "net": 0.007409109169569161 }, "BIL reserve": { "equity": 1.0060453035433894, "drawdown": -0.0038901142637802755, "net": 0.00021717115239705542 } }, { "date": "2008-11-26", "Ensemble trend": { "equity": 0.9925807522702662, "drawdown": -0.007558779767312784, "net": 0.002762303092977314 }, "Core + trend": { "equity": 0.8984756152876546, "drawdown": -0.10500048501005654, "net": 0.012866736768960996 }, "60/40 monthly": { "equity": 0.8064259116276614, "drawdown": -0.19967522975881025, "net": 0.023935142409118537 }, "SPY buy & hold": { "equity": 0.6509335072700072, "drawdown": -0.361183733661823, "net": 0.03864122233865919 }, "BIL reserve": { "equity": 1.0064829125336447, "drawdown": -0.0034568269756778403, "net": 0.00043497940770076404 } }, { "date": "2008-11-28", "Ensemble trend": { "equity": 0.9916351854923551, "drawdown": -0.008504213622175683, "net": -0.0009526346100792171 }, "Core + trend": { "equity": 0.9014681667480027, "drawdown": -0.10201951139205079, "net": 0.0033306985848358117 }, "60/40 monthly": { "equity": 0.8127932792473448, "drawdown": -0.19335603545492341, "net": 0.007895787483851668 }, "SPY buy & hold": { "equity": 0.6591278329451681, "drawdown": -0.3531419467903508, "net": 0.012588575612780373 }, "BIL reserve": { "equity": 1.0034178625846013, "drawdown": -0.006491607361575169, "net": -0.003045307486967519 } }, { "date": "2008-12-01", "Ensemble trend": { "equity": 0.9987906876358474, "drawdown": -0.0013497173633850723, "net": 0.00721586148633846 }, "Core + trend": { "equity": 0.8858048982260576, "drawdown": -0.11762218050378836, "net": -0.017375287447419785 }, "60/40 monthly": { "equity": 0.7774264644300113, "drawdown": -0.2284552771022006, "net": -0.04351268117039986 }, "SPY buy & hold": { "equity": 0.6007437072061448, "drawdown": -0.4104392418311956, "net": -0.08857784912244804 }, "BIL reserve": { "equity": 1.0061782786509257, "drawdown": -0.0037584523806551973, "net": 0.0027510134802803954 } }, { "date": "2008-12-02", "Ensemble trend": { "equity": 1.0014810153954175, "drawdown": 0.0, "net": 0.0026935851453901982 }, "Core + trend": { "equity": 0.8966133408970689, "drawdown": -0.10685555447214634, "net": 0.012201832133302393 }, "60/40 monthly": { "equity": 0.7952132772947087, "drawdown": -0.210803033152685, "net": 0.022879093623006774 }, "SPY buy & hold": { "equity": 0.6238629753794073, "drawdown": -0.3877503428730591, "net": 0.0384844117315557 }, "BIL reserve": { "equity": 1.007054232462071, "drawdown": -0.0028911492406702433, "net": 0.0008705751552497976 } }, { "date": "2008-12-03", "Ensemble trend": { "equity": 1.0012495507665902, "drawdown": -0.0002311223330937473, "net": -0.0002311223330937473 }, "Core + trend": { "equity": 0.9032328426730954, "drawdown": -0.10026166279805548, "net": 0.007382783050499553 }, "60/40 monthly": { "equity": 0.8071819224312616, "drawdown": -0.19892493867321004, "net": 0.015050861798070025 }, "SPY buy & hold": { "equity": 0.6388617761652544, "drawdown": -0.3730307473835761, "net": 0.024041819081706883 }, "BIL reserve": { "equity": 1.0055208665382527, "drawdown": -0.004409372077939122, "net": -0.001522624973304243 } }, { "date": "2008-12-04", "Ensemble trend": { "equity": 1.0036162748662059, "drawdown": 0.0, "net": 0.002363770448439606 }, "Core + trend": { "equity": 0.8989892682835946, "drawdown": -0.1044888192793264, "net": -0.004698206474580968 }, "60/40 monthly": { "equity": 0.7978712436779045, "drawdown": -0.2081651760299562, "net": -0.011534795929662223 }, "SPY buy & hold": { "equity": 0.6240828874644377, "drawdown": -0.387534524489902, "net": -0.023133155327473842 }, "BIL reserve": { "equity": 1.005082837073349, "drawdown": -0.004843075688201637, "net": -0.00043562444050693205 } }, { "date": "2008-12-05", "Ensemble trend": { "equity": 0.9991617178453811, "drawdown": -0.004438506162545597, "net": -0.004438506162545597 }, "Core + trend": { "equity": 0.9034677470369382, "drawdown": -0.10002766725256595, "net": 0.004981682108279539 }, "60/40 monthly": { "equity": 0.8092002179688087, "drawdown": -0.19692191286628136, "net": 0.014199000629075975 }, "SPY buy & hold": { "equity": 0.6433244408540231, "drawdown": -0.36865115597745124, "net": 0.03083172728507444 }, "BIL reserve": { "equity": 1.005082837073349, "drawdown": -0.004843075688201637, "net": 0.0 } }, { "date": "2008-12-08", "Ensemble trend": { "equity": 0.9977160998651781, "drawdown": -0.005878915227649384, "net": -0.0014468308326707202 }, "Core + trend": { "equity": 0.9118633875532287, "drawdown": -0.09166450851764119, "net": 0.009292684264408102 }, "60/40 monthly": { "equity": 0.8251826457961775, "drawdown": -0.1810604025968282, "net": 0.019750894120476925 }, "SPY buy & hold": { "equity": 0.6657856742196606, "drawdown": -0.3466080423940615, "net": 0.03491431685048352 }, "BIL reserve": { "equity": 1.0053016941278075, "drawdown": -0.0046263800038804925, "net": 0.00021775026533732422 } }, { "date": "2008-12-09", "Ensemble trend": { "equity": 1.0010002731120655, "drawdown": -0.002606575660093702, "net": 0.0032916911407276928 }, "Core + trend": { "equity": 0.9100465962350685, "drawdown": -0.09347427087615634, "net": -0.001992394192988911 }, "60/40 monthly": { "equity": 0.8194789909376922, "drawdown": -0.18672090556223875, "net": -0.006911990802935808 }, "SPY buy & hold": { "equity": 0.6548113380614664, "drawdown": -0.3573780893678604, "net": -0.016483286713936507 }, "BIL reserve": { "equity": 1.0048636646629037, "drawdown": -0.005060083614143007, "net": -0.0004357194138460141 } }, { "date": "2008-12-10", "Ensemble trend": { "equity": 1.0009871055419537, "drawdown": -0.0026196957842304913, "net": -1.3154412107252433e-05 }, "Core + trend": { "equity": 0.9118092344451182, "drawdown": -0.09171845211351559, "net": 0.0019368658894411972 }, "60/40 monthly": { "equity": 0.822593097892847, "drawdown": -0.1836303588704039, "net": 0.0038001059082570787 }, "SPY buy & hold": { "equity": 0.6592741574272774, "drawdown": -0.35299834616403347, "net": 0.00681542775209576 }, "BIL reserve": { "equity": 1.0055208665382525, "drawdown": -0.004409372077939233, "net": 0.0006540209368295358 } }, { "date": "2008-12-11", "Ensemble trend": { "equity": 1.0028864684474126, "drawdown": -0.000727176747796987, "net": 0.0018974898826797926 }, "Core + trend": { "equity": 0.9068423049498365, "drawdown": -0.09666616512166781, "net": -0.00544733405590514 }, "60/40 monthly": { "equity": 0.8123768892885295, "drawdown": -0.1937692751503679, "net": -0.012419516563520028 }, "SPY buy & hold": { "equity": 0.6433978351106413, "drawdown": -0.3685791279677392, "net": -0.02408151773852496 }, "BIL reserve": { "equity": 1.0044253198420137, "drawdown": -0.005494099466025637, "net": -0.0010895315380282655 } }, { "date": "2008-12-12", "Ensemble trend": { "equity": 1.0043191228370816, "drawdown": 0.0, "net": 0.0014285309800690094 }, "Core + trend": { "equity": 0.9112824284598052, "drawdown": -0.092243219946194, "net": 0.00489624655326848 }, "60/40 monthly": { "equity": 0.81914850899565, "drawdown": -0.18704888719145008, "net": 0.008335564189979605 }, "SPY buy & hold": { "equity": 0.6510802184447227, "drawdown": -0.36103975354124984, "net": 0.011940331339101107 }, "BIL reserve": { "equity": 1.0048636646629037, "drawdown": -0.005060083614143007, "net": 0.00043641355134194093 } }, { "date": "2008-12-15", "Ensemble trend": { "equity": 1.0051095290418446, "drawdown": 0.0, "net": 0.000787007024749542 }, "Core + trend": { "equity": 0.9080981605875419, "drawdown": -0.09541516824705165, "net": -0.0034942711203651555 }, "60/40 monthly": { "equity": 0.8129073428436571, "drawdown": -0.19324283482459226, "net": -0.0076190899250309085 }, "SPY buy & hold": { "equity": 0.6420076751920822, "drawdown": -0.3699434098166048, "net": -0.01393460129123969 }, "BIL reserve": { "equity": 1.0046444922524587, "drawdown": -0.005277091540084378, "net": -0.00021811158881790416 } }, { "date": "2008-12-16", "Ensemble trend": { "equity": 1.012215070264305, "drawdown": 0.0, "net": 0.007069419816598366 }, "Core + trend": { "equity": 0.9270666594806637, "drawdown": -0.0765200563257381, "net": 0.020888159140030726 }, "60/40 monthly": { "equity": 0.8411285362879568, "drawdown": -0.16523515323403637, "net": 0.03471637166614627 }, "SPY buy & hold": { "equity": 0.6722241834480314, "drawdown": -0.34028938713954615, "net": 0.04706564956082282 }, "BIL reserve": { "equity": 1.0053016941278075, "drawdown": -0.0046263800038804925, "net": 0.0006541636174954846 } }, { "date": "2008-12-17", "Ensemble trend": { "equity": 1.0147604658140466, "drawdown": 0.0, "net": 0.0025146785742646838 }, "Core + trend": { "equity": 0.9265910233146667, "drawdown": -0.07699385230933053, "net": -0.0005130549795236972 }, "60/40 monthly": { "equity": 0.8383725662375074, "drawdown": -0.16797027256194297, "net": -0.0032765147436466524 }, "SPY buy & hold": { "equity": 0.6657125893171272, "drawdown": -0.3466797668083691, "net": -0.009686640694038129 }, "BIL reserve": { "equity": 1.0046444922524587, "drawdown": -0.005277091540084378, "net": -0.0006537359672103005 } }, { "date": "2008-12-18", "Ensemble trend": { "equity": 1.0173067988523383, "drawdown": 0.0, "net": 0.0025092946799512017 }, "Core + trend": { "equity": 0.9235607641172996, "drawdown": -0.08001238777739561, "net": -0.0032703308375761075 }, "60/40 monthly": { "equity": 0.8310848126524086, "drawdown": -0.17520288950724472, "net": -0.008692738620736606 }, "SPY buy & hold": { "equity": 0.653274466968192, "drawdown": -0.35888635133729896, "net": -0.01868392238412353 }, "BIL reserve": { "equity": 1.0039875006144339, "drawdown": -0.005927594915208112, "net": -0.0006539543521028035 } }, { "date": "2008-12-19", "Ensemble trend": { "equity": 1.0162455901270921, "drawdown": -0.0010431550506134757, "net": -0.0010431550506134757 }, "Core + trend": { "equity": 0.9212894942527601, "drawdown": -0.0822748703563172, "net": -0.0024592533082653523 }, "60/40 monthly": { "equity": 0.827840644408188, "drawdown": -0.17842251348911686, "net": -0.0039035345067451876 }, "SPY buy & hold": { "equity": 0.6504649131700603, "drawdown": -0.3616436048007534, "net": -0.0043007249482298615 }, "BIL reserve": { "equity": 1.0046444922524587, "drawdown": -0.005277091540084378, "net": 0.000654382288248101 } }, { "date": "2008-12-22", "Ensemble trend": { "equity": 1.0158699615836415, "drawdown": -0.0014123932626007862, "net": -0.0003696237869074137 }, "Core + trend": { "equity": 0.9170730982459585, "drawdown": -0.08647495360497015, "net": -0.0045766244303278025 }, "60/40 monthly": { "equity": 0.8206031550439786, "drawdown": -0.18560524649535537, "net": -0.008742611773288167 }, "SPY buy & hold": { "equity": 0.6421299473940985, "drawdown": -0.36982341373298555, "net": -0.012813859144747863 }, "BIL reserve": { "equity": 1.00595858064717, "drawdown": -0.0039759807092967225, "net": 0.001308013336902114 } }, { "date": "2008-12-23", "Ensemble trend": { "equity": 1.0150185656354664, "drawdown": -0.0022493049485694527, "net": -0.0008380954062738866 }, "Core + trend": { "equity": 0.9137316626180848, "drawdown": -0.08980346159720953, "net": -0.003643587009873883 }, "60/40 monthly": { "equity": 0.8153606924639495, "drawdown": -0.19080804640463833, "net": -0.0063885479208865 }, "SPY buy & hold": { "equity": 0.6354919047810331, "drawdown": -0.3763378880233882, "net": -0.010337537814587128 }, "BIL reserve": { "equity": 1.0048636646629037, "drawdown": -0.005060083614143007, "net": -0.0010884304834519742 } }, { "date": "2008-12-24", "Ensemble trend": { "equity": 1.0152151361431367, "drawdown": -0.002056078570949582, "net": 0.00019366198247539046 }, "Core + trend": { "equity": 0.9152397737745318, "drawdown": -0.08830118515185614, "net": 0.001650496768521581 }, "60/40 monthly": { "equity": 0.8178491288697908, "drawdown": -0.18833843665370043, "net": 0.003051945511772569 }, "SPY buy & hold": { "equity": 0.6391797148259051, "drawdown": -0.3727187272066256, "net": 0.005803079499718589 }, "BIL reserve": { "equity": 1.00595858064717, "drawdown": -0.0039759807092967225, "net": 0.0010896164552169907 } }, { "date": "2008-12-26", "Ensemble trend": { "equity": 1.017529539430833, "drawdown": 0.0, "net": 0.0022797170819268686 }, "Core + trend": { "equity": 0.9188136065856436, "drawdown": -0.08474117909473444, "net": 0.0039048049631551507 }, "60/40 monthly": { "equity": 0.8224289084433377, "drawdown": -0.18379330611894817, "net": 0.005599785353902487 }, "SPY buy & hold": { "equity": 0.6428676408785589, "drawdown": -0.36909945254158616, "net": 0.005769779558254973 }, "BIL reserve": { "equity": 1.00595858064717, "drawdown": -0.0039759807092967225, "net": 0.0 } }, { "date": "2008-12-29", "Ensemble trend": { "equity": 1.0164363695650105, "drawdown": -0.0010743372290047404, "net": -0.0010743372290047404 }, "Core + trend": { "equity": 0.917893934408668, "drawdown": -0.08565729316431814, "net": -0.001000934433691203 }, "60/40 monthly": { "equity": 0.8217487341663732, "drawdown": -0.1844683344310183, "net": -0.0008270310904463507 }, "SPY buy & hold": { "equity": 0.6410239678716864, "drawdown": -0.3709088052534142, "net": -0.0028678889551086995 }, "BIL reserve": { "equity": 1.0024078824792988, "drawdown": -0.007491613190085511, "net": -0.0035296663661709138 } }, { "date": "2008-12-30", "Ensemble trend": { "equity": 1.0190785337466637, "drawdown": 0.0, "net": 0.002599438844149038 }, "Core + trend": { "equity": 0.9259072713934735, "drawdown": -0.07767495887185583, "net": 0.0087301339342305 }, "60/40 monthly": { "equity": 0.8338349092729097, "drawdown": -0.17247359917293326, "net": 0.014707871888354651 }, "SPY buy & hold": { "equity": 0.6562175843924348, "drawdown": -0.35599802055796215, "net": 0.023702103637706307 }, "BIL reserve": { "equity": 1.0059155871143777, "drawdown": -0.004018549650164793, "net": 0.0034992787830072647 } }, { "date": "2008-12-31", "Ensemble trend": { "equity": 1.0129890476287315, "drawdown": -0.005975482670156795, "net": -0.005975482670156795 }, "Core + trend": { "equity": 0.9252283708949121, "drawdown": -0.07835123278135347, "net": -0.0007332273107000242 }, "60/40 monthly": { "equity": 0.8373331813302746, "drawdown": -0.16900179384006553, "net": 0.004195401294022627 }, "SPY buy & hold": { "equity": 0.6655849034186267, "drawdown": -0.34680507581156683, "net": 0.014274715047242648 }, "BIL reserve": { "equity": 1.0037234425352792, "drawdown": -0.0061890452317378, "net": -0.0021792530180261283 } }, { "date": "2009-01-02", "Ensemble trend": { "equity": 1.006935081816062, "drawdown": -0.011916110023391213, "net": -0.005976338862538566 }, "Core + trend": { "equity": 0.9286396233120714, "drawdown": -0.07495317811307134, "net": 0.0036869301941744315 }, "60/40 monthly": { "equity": 0.8479774423237222, "drawdown": -0.15843806366828317, "net": 0.012712097443143389 }, "SPY buy & hold": { "equity": 0.6856468251718348, "drawdown": -0.32711661023587024, "net": 0.030141792054123373 }, "BIL reserve": { "equity": 1.0039424047084, "drawdown": -0.00597224546687658, "net": 0.0002181499044873192 } }, { "date": "2009-01-05", "Ensemble trend": { "equity": 1.006167181983874, "drawdown": -0.012669633728149221, "net": -0.0007626110620787552 }, "Core + trend": { "equity": 0.9276514424160858, "drawdown": -0.07593753584919782, "net": -0.0010641166618123865 }, "60/40 monthly": { "equity": 0.8467908703224796, "drawdown": -0.15961565847343062, "net": -0.0013992966581646282 }, "SPY buy & hold": { "equity": 0.6848356987614956, "drawdown": -0.3279126373864072, "net": -0.0011830090661265613 }, "BIL reserve": { "equity": 1.0039424047084, "drawdown": -0.00597224546687658, "net": 0.0 } }, { "date": "2009-01-06", "Ensemble trend": { "equity": 1.006222907665738, "drawdown": -0.012614951306707867, "net": 5.538411792982423e-05 }, "Core + trend": { "equity": 0.9294561177204563, "drawdown": -0.07413984262898854, "net": 0.0019454239187839395 }, "60/40 monthly": { "equity": 0.8500880127083358, "drawdown": -0.15634346113407838, "net": 0.003893691466702487 }, "SPY buy & hold": { "equity": 0.6894084935044522, "drawdown": -0.3234249660162888, "net": 0.0066772143321769395 }, "BIL reserve": { "equity": 1.004161472000183, "drawdown": -0.005755341621475174, "net": 0.00021820703135522201 } }, { "date": "2009-01-07", "Ensemble trend": { "equity": 1.0065408162668879, "drawdown": -0.012302994386193755, "net": 0.000315942520019874 }, "Core + trend": { "equity": 0.9210360711660449, "drawdown": -0.08252731297783977, "net": -0.009059111445801404 }, "60/40 monthly": { "equity": 0.8343606463200519, "drawdown": -0.17195183967166416, "net": -0.018500868325595277 }, "SPY buy & hold": { "equity": 0.6687564788344929, "drawdown": -0.343692539826024, "net": -0.029956136114568932 }, "BIL reserve": { "equity": 1.0056960993479465, "drawdown": -0.004235869817726168, "net": 0.0015282675053311934 } }, { "date": "2009-01-08", "Ensemble trend": { "equity": 1.0074550245355423, "drawdown": -0.011405901337541824, "net": 0.0009082674580898065 }, "Core + trend": { "equity": 0.9228971521096642, "drawdown": -0.08067343234540547, "net": 0.002020638498189564 }, "60/40 monthly": { "equity": 0.8373143159103248, "drawdown": -0.16902051653072947, "net": 0.0035400394341464914 }, "SPY buy & hold": { "equity": 0.6714857552476196, "drawdown": -0.3410140693700312, "net": 0.004081121453781256 }, "BIL reserve": { "equity": 1.0045997117024108, "drawdown": -0.005321429850132731, "net": -0.001090177884001342 } }, { "date": "2009-01-09", "Ensemble trend": { "equity": 1.0095556239816386, "drawdown": -0.009344627965043872, "net": 0.002085055307619932 }, "Core + trend": { "equity": 0.9185617498891702, "drawdown": -0.08499206138620152, "net": -0.004697600605423569 }, "60/40 monthly": { "equity": 0.8278140894433852, "drawdown": -0.17844886754817946, "net": -0.011346069554073024 }, "SPY buy & hold": { "equity": 0.657102723767562, "drawdown": -0.35512935820690406, "net": -0.02141971198592829 }, "BIL reserve": { "equity": 1.0052578596457185, "drawdown": -0.004669781589068833, "net": 0.0006551345134195863 } }, { "date": "2009-01-12", "Ensemble trend": { "equity": 1.0109683766137951, "drawdown": -0.007958323980244542, "net": 0.0013993806766037231 }, "Core + trend": { "equity": 0.9139310544791105, "drawdown": -0.08960484116068956, "net": -0.005041245632771529 }, "60/40 monthly": { "equity": 0.8177759115169596, "drawdown": -0.18841110006919504, "net": -0.012126125967697798 }, "SPY buy & hold": { "equity": 0.6413187823144986, "drawdown": -0.3706194788329481, "net": -0.02402050833477698 }, "BIL reserve": { "equity": 1.0048193045875042, "drawdown": -0.005104005602031392, "net": -0.0004362612577520908 } }, { "date": "2009-01-13", "Ensemble trend": { "equity": 1.012051785054798, "drawdown": -0.006895198416192239, "net": 0.001071654134852107 }, "Core + trend": { "equity": 0.9150533826964196, "drawdown": -0.08848685510401788, "net": 0.0012280228489980338 }, "60/40 monthly": { "equity": 0.8189113016197416, "drawdown": -0.18728429993784879, "net": 0.0013883878050111598 }, "SPY buy & hold": { "equity": 0.6424988134709589, "drawdown": -0.36946141416257317, "net": 0.0018400071680446661 }, "BIL reserve": { "equity": 1.00613412881285, "drawdown": -0.003802166207463875, "net": 0.0013085180781688965 } }, { "date": "2009-01-14", "Ensemble trend": { "equity": 1.0141632915235286, "drawdown": -0.004823222215332157, "net": 0.002086362081379356 }, "Core + trend": { "equity": 0.9084647420426968, "drawdown": -0.09505000505398842, "net": -0.007200280091100075 }, "60/40 monthly": { "equity": 0.8052888960070911, "drawdown": -0.20080364310983578, "net": -0.016634775446017658 }, "SPY buy & hold": { "equity": 0.622289677842648, "drawdown": -0.38929435320137484, "net": -0.03145396567992953 }, "BIL reserve": { "equity": 1.0063535114606192, "drawdown": -0.003584950120442576, "net": 0.00021804513084955346 } }, { "date": "2009-01-15", "Ensemble trend": { "equity": 1.0141223517307711, "drawdown": -0.004863395559585593, "net": -4.0368048320971184e-05 }, "Core + trend": { "equity": 0.9083179986549054, "drawdown": -0.09519618070824831, "net": -0.00016152898511112568 }, "60/40 monthly": { "equity": 0.8051914337723651, "drawdown": -0.20090036797877853, "net": -0.00012102766498978124 }, "SPY buy & hold": { "equity": 0.6225109820210599, "drawdown": -0.38907716863889763, "net": 0.00035562887557327727 }, "BIL reserve": { "equity": 1.0065728941083885, "drawdown": -0.003367734033421166, "net": 0.00021799759753493575 } }, { "date": "2009-01-16", "Ensemble trend": { "equity": 1.0106007042286933, "drawdown": -0.00831911303911137, "net": -0.0034726061367916783 }, "Core + trend": { "equity": 0.9068228185511668, "drawdown": -0.09668557612967033, "net": -0.001646097628752119 }, "60/40 monthly": { "equity": 0.8058820923607231, "drawdown": -0.20021493467601303, "net": 0.0008577569996268686 }, "SPY buy & hold": { "equity": 0.6273788232223922, "drawdown": -0.38429994315175986, "net": 0.007819687269657871 }, "BIL reserve": { "equity": 1.0059155871143775, "drawdown": -0.004018549650165015, "net": -0.0006530147968996092 } }, { "date": "2009-01-20", "Ensemble trend": { "equity": 1.00945978569028, "drawdown": -0.009438672033469264, "net": -0.0011289508642128299 }, "Core + trend": { "equity": 0.8915117317569691, "drawdown": -0.11193742606483914, "net": -0.016884320157117605 }, "60/40 monthly": { "equity": 0.7800553153982343, "drawdown": -0.2258463151172182, "net": -0.03204783579050963 }, "SPY buy & hold": { "equity": 0.594261617721078, "drawdown": -0.4168006660883167, "net": -0.05278661675447549 }, "BIL reserve": { "equity": 1.0041614720001828, "drawdown": -0.005755341621475396, "net": -0.0017437995162463693 } }, { "date": "2009-01-21", "Ensemble trend": { "equity": 1.0067607575157587, "drawdown": -0.012087170736114317, "net": -0.002673735212419426 }, "Core + trend": { "equity": 0.8997783324192407, "drawdown": -0.10370280794336695, "net": 0.009272565203354066 }, "60/40 monthly": { "equity": 0.7967858359599691, "drawdown": -0.20924237192600748, "net": 0.021447864313562937 }, "SPY buy & hold": { "equity": 0.6199291901678605, "drawdown": -0.3916108999858062, "net": 0.0431923780391783 }, "BIL reserve": { "equity": 1.0059155871143775, "drawdown": -0.004018549650165015, "net": 0.0017468456648717101 } }, { "date": "2009-01-22", "Ensemble trend": { "equity": 1.0043480287632072, "drawdown": -0.014454729930675203, "net": -0.002396526418555478 }, "Core + trend": { "equity": 0.8932976833857397, "drawdown": -0.11015838408045164, "net": -0.007202495103517781 }, "60/40 monthly": { "equity": 0.7873200732358808, "drawdown": -0.21863651994144406, "net": -0.011879933473822213 }, "SPY buy & hold": { "equity": 0.6103404896247353, "drawdown": -0.40102110519352996, "net": -0.015467412561310234 }, "BIL reserve": { "equity": 1.00613412881285, "drawdown": -0.003802166207463764, "net": 0.00021725649872816888 } }, { "date": "2009-01-23", "Ensemble trend": { "equity": 1.0053874894949182, "drawdown": -0.013434729315129457, "net": 0.0010349606928496957 }, "Core + trend": { "equity": 0.8944595603180276, "drawdown": -0.10900100231829568, "net": 0.00130066041130239 }, "60/40 monthly": { "equity": 0.7894177006073932, "drawdown": -0.21655476249795014, "net": 0.002664262531617112 }, "SPY buy & hold": { "equity": 0.6129962171042014, "drawdown": -0.39841481454495153, "net": 0.0043512228413666865 }, "BIL reserve": { "equity": 1.0059155871143775, "drawdown": -0.004018549650165015, "net": -0.00021720930859425724 } }, { "date": "2009-01-26", "Ensemble trend": { "equity": 1.004379617096167, "drawdown": -0.014423732974195635, "net": -0.0010024715935719186 }, "Core + trend": { "equity": 0.8953122818086301, "drawdown": -0.10815157991046964, "net": 0.0009533371081631437 }, "60/40 monthly": { "equity": 0.7918334036716556, "drawdown": -0.21415733581311736, "net": 0.0030601075481377915 }, "SPY buy & hold": { "equity": 0.6172004164551217, "drawdown": -0.39428887709926663, "net": 0.006858442570463197 }, "BIL reserve": { "equity": 1.0056960993479462, "drawdown": -0.004235869817726279, "net": -0.00021819700305159007 } }, { "date": "2009-01-27", "Ensemble trend": { "equity": 1.0065852462904632, "drawdown": -0.012259396152982105, "net": 0.0021960115047665596 }, "Core + trend": { "equity": 0.9002651802278608, "drawdown": -0.10321784369372566, "net": 0.005532034486587678 }, "60/40 monthly": { "equity": 0.7987268770192064, "drawdown": -0.2073160161165477, "net": 0.00870571172621215 }, "SPY buy & hold": { "equity": 0.6234693609757628, "drawdown": -0.3881366300758299, "net": 0.01015706463169086 }, "BIL reserve": { "equity": 1.0052578596457182, "drawdown": -0.004669781589068944, "net": -0.00043575758373937123 } }, { "date": "2009-01-28", "Ensemble trend": { "equity": 1.0034945710089287, "drawdown": -0.015292209797060696, "net": -0.0030704555753469087 }, "Core + trend": { "equity": 0.9069143220304405, "drawdown": -0.09659442666698426, "net": 0.00738575916142481 }, "60/40 monthly": { "equity": 0.8127934245649934, "drawdown": -0.19335589123669816, "net": 0.017611210979004754 }, "SPY buy & hold": { "equity": 0.644564100010328, "drawdown": -0.36743457329286344, "net": 0.033834443767294164 }, "BIL reserve": { "equity": 1.004819304587504, "drawdown": -0.005104005602031614, "net": -0.0004362612577520908 } }, { "date": "2009-01-29", "Ensemble trend": { "equity": 0.9988757819925893, "drawdown": -0.01982452881212049, "net": -0.004602704538496427 }, "Core + trend": { "equity": 0.893186438988399, "drawdown": -0.11026919808583047, "net": -0.015136912835720717 }, "60/40 monthly": { "equity": 0.7926088305767782, "drawdown": -0.21338777552154808, "net": -0.024833608858262912 }, "SPY buy & hold": { "equity": 0.623617038881993, "drawdown": -0.387991701219618, "net": -0.03249802638403132 }, "BIL reserve": { "equity": 1.004819304587504, "drawdown": -0.005104005602031614, "net": 0.0 } }, { "date": "2009-01-30", "Ensemble trend": { "equity": 0.9997128602541516, "drawdown": -0.01900312179210928, "net": 0.0008380203791631402 }, "Core + trend": { "equity": 0.8878000620249227, "drawdown": -0.11563473576747463, "net": -0.006030518073669833 }, "60/40 monthly": { "equity": 0.7827734512517068, "drawdown": -0.22314874374575255, "net": -0.012408869224828423 }, "SPY buy & hold": { "equity": 0.610930737218529, "drawdown": -0.40044184516178916, "net": -0.020343096600130894 }, "BIL reserve": { "equity": 1.0056960993479462, "drawdown": -0.004235869817726501, "net": 0.0008725894859296091 } }, { "date": "2009-02-02", "Ensemble trend": { "equity": 1.0025793427956675, "drawdown": -0.016190303695571284, "net": 0.0028673058589916423 }, "Core + trend": { "equity": 0.8900545996261504, "drawdown": -0.11338892071663498, "net": 0.0025394654693824403 }, "60/40 monthly": { "equity": 0.7839228211915859, "drawdown": -0.2220080695439538, "net": 0.0014683302532054743 }, "SPY buy & hold": { "equity": 0.609086832196093, "drawdown": -0.40225142557017046, "net": -0.003018189968360452 }, "BIL reserve": { "equity": 1.00630967697853, "drawdown": -0.0036283517056309167, "net": 0.0006101024265499078 } }, { "date": "2009-02-03", "Ensemble trend": { "equity": 0.9985570965955568, "drawdown": -0.02013724798584393, "net": -0.004011898139547609 }, "Core + trend": { "equity": 0.8904201780019975, "drawdown": -0.11302475672207946, "net": 0.0004107370222012907 }, "60/40 monthly": { "equity": 0.7877258419308094, "drawdown": -0.2182338211530528, "net": 0.004851269329604335 }, "SPY buy & hold": { "equity": 0.6176425994500792, "drawdown": -0.3938549254179933, "net": 0.014046876080275661 }, "BIL reserve": { "equity": 1.0054328822180878, "drawdown": -0.00449648748993603, "net": -0.0008712971568302086 } }, { "date": "2009-02-04", "Ensemble trend": { "equity": 0.9971339339234233, "drawdown": -0.02153376712053834, "net": -0.0014252191256619584 }, "Core + trend": { "equity": 0.8874834480399104, "drawdown": -0.11595012480887257, "net": -0.00329813950159652 }, "60/40 monthly": { "equity": 0.783809219586418, "drawdown": -0.22212081167840658, "net": -0.004972062786198883 }, "SPY buy & hold": { "equity": 0.6146184699248799, "drawdown": -0.3968227602438774, "net": -0.004896245058050974 }, "BIL reserve": { "equity": 1.0060907148054095, "drawdown": -0.0038451514704920253, "net": 0.0006542779721607772 } }, { "date": "2009-02-05", "Ensemble trend": { "equity": 0.9980543672814783, "drawdown": -0.020630565524611177, "net": 0.0009230789633578595 }, "Core + trend": { "equity": 0.892139211953477, "drawdown": -0.11131237351807566, "net": 0.005246029009159825 }, "60/40 monthly": { "equity": 0.7915392382457171, "drawdown": -0.21444927568450856, "net": 0.009862117548678384 }, "SPY buy & hold": { "equity": 0.6237644847726598, "drawdown": -0.3878470000599594, "net": 0.014880800521497095 }, "BIL reserve": { "equity": 1.0056522648658572, "drawdown": -0.0042792714029146195, "net": -0.00043579563264017906 } }, { "date": "2009-02-06", "Ensemble trend": { "equity": 0.9946483253430288, "drawdown": -0.023972841733616468, "net": -0.003412681763746983 }, "Core + trend": { "equity": 0.897246144668211, "drawdown": -0.10622519894705551, "net": 0.005724367504877925 }, "60/40 monthly": { "equity": 0.8032282714651848, "drawdown": -0.2028486776744195, "net": 0.014767471597963988 }, "SPY buy & hold": { "equity": 0.6415399704851287, "drawdown": -0.3704024081187477, "net": 0.02849711092311935 }, "BIL reserve": { "equity": 1.0041177426367558, "drawdown": -0.005798639126123661, "net": -0.0015258974525415026 } }, { "date": "2009-02-09", "Ensemble trend": { "equity": 0.9942697541696474, "drawdown": -0.024344325540649248, "net": -0.0003806080639113807 }, "Core + trend": { "equity": 0.89726295361802, "drawdown": -0.10620845502916765, "net": 1.873393372475718e-05 }, "60/40 monthly": { "equity": 0.8032702796218478, "drawdown": -0.20280698733703706, "net": 5.229915100768423e-05 }, "SPY buy & hold": { "equity": 0.6424249938524741, "drawdown": -0.3695338596159663, "net": 0.0013795295820400177 }, "BIL reserve": { "equity": 1.0054328822180882, "drawdown": -0.004496487489935808, "net": 0.0013097463828084521 } }, { "date": "2009-02-10", "Ensemble trend": { "equity": 0.9998646371060818, "drawdown": -0.018854186408913454, "net": 0.005627127761828499 }, "Core + trend": { "equity": 0.8892247199535606, "drawdown": -0.11421558967885281, "net": -0.008958615344640042 }, "60/40 monthly": { "equity": 0.7849410181954642, "drawdown": -0.22099757586878832, "net": -0.02281829901015686 }, "SPY buy & hold": { "equity": 0.6129962171042014, "drawdown": -0.39841481454495153, "net": -0.04580889135678723 }, "BIL reserve": { "equity": 1.0052132893329948, "drawdown": -0.0047139117380371465, "net": -0.00021840630933900318 } }, { "date": "2009-02-11", "Ensemble trend": { "equity": 1.003347531156101, "drawdown": -0.015436496864208338, "net": 0.0034833655684634035 }, "Core + trend": { "equity": 0.8934749467216444, "drawdown": -0.10998180655629763, "net": 0.004779699296152851 }, "60/40 monthly": { "equity": 0.7901441232158796, "drawdown": -0.21583383575334514, "net": 0.006628657312847341 }, "SPY buy & hold": { "equity": 0.6166098981765038, "drawdown": -0.3948684027769864, "net": 0.00589511153816491 }, "BIL reserve": { "equity": 1.004994432278536, "drawdown": -0.004930607422358291, "net": -0.00021772200664393893 } }, { "date": "2009-02-12", "Ensemble trend": { "equity": 1.0034641651355172, "drawdown": -0.015322046431240133, "net": 0.00011624484617156483 }, "Core + trend": { "equity": 0.8935530890648414, "drawdown": -0.10990396653696755, "net": 8.745890803529832e-05 }, "60/40 monthly": { "equity": 0.790382717563409, "drawdown": -0.21559704652867595, "net": 0.0003019630729625966 }, "SPY buy & hold": { "equity": 0.6170526612103703, "drawdown": -0.3944338818543296, "net": 0.0007180602114496004 }, "BIL reserve": { "equity": 1.004994432278536, "drawdown": -0.004930607422358291, "net": 0.0 } }, { "date": "2009-02-13", "Ensemble trend": { "equity": 1.0006786297792003, "drawdown": -0.018055432783787184, "net": -0.0027759191141026873 }, "Core + trend": { "equity": 0.8880990275599112, "drawdown": -0.11533692689624797, "net": -0.006103791225922861 }, "60/40 monthly": { "equity": 0.7827998543781747, "drawdown": -0.22312254037626844, "net": -0.009593913197660564 }, "SPY buy & hold": { "equity": 0.6104146959358262, "drawdown": -0.40094828024588114, "net": -0.010757534472865649 }, "BIL reserve": { "equity": 1.0058712270389782, "drawdown": -0.004062471638053178, "net": 0.0008724374307769178 } }, { "date": "2009-02-17", "Ensemble trend": { "equity": 1.0080929849821487, "drawdown": -0.010779884376649784, "net": 0.007409327012993572 }, "Core + trend": { "equity": 0.8828314374569597, "drawdown": -0.12058413729026418, "net": -0.005931309391729034 }, "60/40 monthly": { "equity": 0.7681448313457474, "drawdown": -0.23766668853940687, "net": -0.018721289931854512 }, "SPY buy & hold": { "equity": 0.5843045538014802, "drawdown": -0.42657237752392063, "net": -0.042774432378821836 }, "BIL reserve": { "equity": 1.0058712270389782, "drawdown": -0.004062471638053178, "net": 0.0 } }, { "date": "2009-02-18", "Ensemble trend": { "equity": 1.005705720840024, "drawdown": -0.013122455692864299, "net": -0.0023680991512575744 }, "Core + trend": { "equity": 0.8796482032854374, "drawdown": -0.12375505588965185, "net": -0.0036057100330407765 }, "60/40 monthly": { "equity": 0.7647337530542714, "drawdown": -0.2410519597844617, "net": -0.00444067075931498 }, "SPY buy & hold": { "equity": 0.5829031024588259, "drawdown": -0.4279477406050496, "net": -0.0023984946438230237 }, "BIL reserve": { "equity": 1.0060907148054095, "drawdown": -0.0038451514704919143, "net": 0.00021820662578986294 } }, { "date": "2009-02-19", "Ensemble trend": { "equity": 1.0031871441719329, "drawdown": -0.015593881186276914, "net": -0.002504287900428115 }, "Core + trend": { "equity": 0.8749485118378372, "drawdown": -0.12843656476383303, "net": -0.005342694306709306 }, "60/40 monthly": { "equity": 0.758168405990207, "drawdown": -0.24756763568827256, "net": -0.00858514095636953 }, "SPY buy & hold": { "equity": 0.5766336939070574, "drawdown": -0.43410044302159323, "net": -0.010755490106884924 }, "BIL reserve": { "equity": 1.0060907148054095, "drawdown": -0.0038451514704919143, "net": 0.0 } }, { "date": "2009-02-20", "Ensemble trend": { "equity": 1.0048674752592395, "drawdown": -0.013945008178296914, "net": 0.0016749926442625185 }, "Core + trend": { "equity": 0.8735486009411129, "drawdown": -0.1298310595640022, "net": -0.001599992317015131 }, "60/40 monthly": { "equity": 0.7547835454095823, "drawdown": -0.2509268875766688, "net": -0.004464523388051034 }, "SPY buy & hold": { "equity": 0.5710281592212646, "drawdown": -0.4396016297001305, "net": -0.00972113621701809 }, "BIL reserve": { "equity": 1.0060907148054095, "drawdown": -0.0038451514704919143, "net": 0.0 } }, { "date": "2009-02-23", "Ensemble trend": { "equity": 1.00509585698326, "drawdown": -0.013720902070222363, "net": 0.0002272754663110721 }, "Core + trend": { "equity": 0.8650197335054596, "drawdown": -0.1383269297784423, "net": -0.009763472148504038 }, "60/40 monthly": { "equity": 0.7394594930956744, "drawdown": -0.26613500337560014, "net": -0.02030257867584051 }, "SPY buy & hold": { "equity": 0.5505975260682386, "drawdown": -0.4596519430485372, "net": -0.03577867890243469 }, "BIL reserve": { "equity": 1.0058712270389782, "drawdown": -0.004062471638053178, "net": -0.00021815902204580517 } }, { "date": "2009-02-24", "Ensemble trend": { "equity": 1.0023946713880076, "drawdown": -0.01637151780375301, "net": -0.0026874905278784222 }, "Core + trend": { "equity": 0.8724882062736493, "drawdown": -0.13088735168471144, "net": 0.00863387559717732 }, "60/40 monthly": { "equity": 0.7542199489436373, "drawdown": -0.25148622006538535, "net": 0.01996114186886655 }, "SPY buy & hold": { "equity": 0.5714707289088283, "drawdown": -0.43916729852460135, "net": 0.03791009194981876 }, "BIL reserve": { "equity": 1.0052132893329948, "drawdown": -0.0047139117380371465, "net": -0.0006540973519245652 } }, { "date": "2009-02-25", "Ensemble trend": { "equity": 0.9981278509132048, "drawdown": -0.020558457606238867, "net": -0.004256627251314704 }, "Core + trend": { "equity": 0.8671911425004238, "drawdown": -0.1361639217187125, "net": -0.006071215330060276 }, "60/40 monthly": { "equity": 0.7479052963061715, "drawdown": -0.25775309821049897, "net": -0.008372428555237899 }, "SPY buy & hold": { "equity": 0.5669717537843564, "drawdown": -0.44358252444132673, "net": -0.007872625660219512 }, "BIL reserve": { "equity": 1.0047755752240772, "drawdown": -0.005147303106679546, "net": -0.0004354440132879889 } }, { "date": "2009-02-26", "Ensemble trend": { "equity": 0.997230768977886, "drawdown": -0.021438744949767274, "net": -0.0008987645565625701 }, "Core + trend": { "equity": 0.8623700854311553, "drawdown": -0.14096632666473075, "net": -0.005559393809498214 }, "60/40 monthly": { "equity": 0.7400523969319112, "drawdown": -0.26554658524608643, "net": -0.010499857954001657 }, "SPY buy & hold": { "equity": 0.5577518419795705, "drawdown": -0.45263080597748917, "net": -0.016261677487892312 }, "BIL reserve": { "equity": 1.004994432278536, "drawdown": -0.004930607422358513, "net": 0.00021781685368882364 } }, { "date": "2009-02-27", "Ensemble trend": { "equity": 0.9971601591857445, "drawdown": -0.021508032830733548, "net": -7.080586995311666e-05 }, "Core + trend": { "equity": 0.8568696199259592, "drawdown": -0.14644551149246066, "net": -0.006378312047368828 }, "60/40 monthly": { "equity": 0.7302523298889607, "drawdown": -0.2752725083487645, "net": -0.013242396191917472 }, "SPY buy & hold": { "equity": 0.5452869991715611, "drawdown": -0.4648636135594806, "net": -0.022348366907708028 }, "BIL reserve": { "equity": 1.0056522648658572, "drawdown": -0.0042792714029147305, "net": 0.0006545634146746249 } }, { "date": "2009-03-02", "Ensemble trend": { "equity": 1.00095141326075, "drawdown": -0.01778775617936812, "net": 0.0038020512954521912 }, "Core + trend": { "equity": 0.8499805715884171, "drawdown": -0.15330790688297835, "net": -0.008039785957328571 }, "60/40 monthly": { "equity": 0.7146114470641814, "drawdown": -0.29079505762777436, "net": -0.021418463433259483 }, "SPY buy & hold": { "equity": 0.5207258702783176, "drawdown": -0.48896753274845584, "net": -0.04504257194937411 }, "BIL reserve": { "equity": 1.0062437675774034, "drawdown": -0.0036936102042233188, "net": 0.0005881781727257174 } }, { "date": "2009-03-03", "Ensemble trend": { "equity": 1.000024267846045, "drawdown": -0.018697544173131964, "net": -0.0009262641547054251 }, "Core + trend": { "equity": 0.8477190512745293, "drawdown": -0.15556067763115433, "net": -0.00266067294886696 }, "60/40 monthly": { "equity": 0.7111882225207902, "drawdown": -0.29419238323037544, "net": -0.0047903298463168875 }, "SPY buy & hold": { "equity": 0.5168168333935549, "drawdown": -0.4928038022288447, "net": -0.007506899710347681 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": -0.00021749904099843675 } }, { "date": "2009-03-04", "Ensemble trend": { "equity": 0.9971263177745873, "drawdown": -0.021541240684727847, "net": -0.002897879746158072 }, "Core + trend": { "equity": 0.851638951524257, "drawdown": -0.15165594303110397, "net": 0.004624055863595489 }, "60/40 monthly": { "equity": 0.7198490080447507, "drawdown": -0.2855971222341338, "net": 0.012177909095938855 }, "SPY buy & hold": { "equity": 0.5290604106924127, "drawdown": -0.4807881412599049, "net": 0.023690360893362072 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": 0.0 } }, { "date": "2009-03-05", "Ensemble trend": { "equity": 1.0043870001595783, "drawdown": -0.014416488131755223, "net": 0.007281607410779989 }, "Core + trend": { "equity": 0.8460907150772105, "drawdown": -0.1571827139803259, "net": -0.006514775348304913 }, "60/40 monthly": { "equity": 0.7053245448566522, "drawdown": -0.30001169832386954, "net": -0.020177096899181235 }, "SPY buy & hold": { "equity": 0.5074496690444052, "drawdown": -0.5019965951775378, "net": -0.04084739891938671 }, "BIL reserve": { "equity": 1.0062437675774034, "drawdown": -0.0036936102042233188, "net": 0.00021754635712256665 } }, { "date": "2009-03-06", "Ensemble trend": { "equity": 1.0026506916824265, "drawdown": -0.016120290556842498, "net": -0.0017287245622216174 }, "Core + trend": { "equity": 0.8449683083701266, "drawdown": -0.1583007782231044, "net": -0.0013265796292084575 }, "60/40 monthly": { "equity": 0.7046979670463887, "drawdown": -0.3006335356616918, "net": -0.000888353900105554 }, "SPY buy & hold": { "equity": 0.5083345764039687, "drawdown": -0.5011281605230332, "net": 0.0017438327651879693 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": -0.00021749904099843675 } }, { "date": "2009-03-09", "Ensemble trend": { "equity": 1.0013520497158614, "drawdown": -0.017394620182637377, "net": -0.0012952087674581447 }, "Core + trend": { "equity": 0.8415517009440108, "drawdown": -0.16170416718242042, "net": -0.004043474047809137 }, "60/40 monthly": { "equity": 0.699885800065575, "drawdown": -0.30540929544042783, "net": -0.006828694285841319 }, "SPY buy & hold": { "equity": 0.5023603689876185, "drawdown": -0.5069911570248551, "net": -0.01175251044029424 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": 0.0 } }, { "date": "2009-03-10", "Ensemble trend": { "equity": 0.9964022659217542, "drawdown": -0.02225173730383634, "net": -0.004943100476512474 }, "Core + trend": { "equity": 0.8529292466930686, "drawdown": -0.15037063986802313, "net": 0.01351972283615499 }, "60/40 monthly": { "equity": 0.7225284443698563, "drawdown": -0.28293795760369944, "net": 0.032351912700843144 }, "SPY buy & hold": { "equity": 0.5323057283882425, "drawdown": -0.4776032357198199, "net": 0.05960931882618725 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": 0.0 } }, { "date": "2009-03-11", "Ensemble trend": { "equity": 1.0001187487634646, "drawdown": -0.018604832066762333, "net": 0.003729902037378885 }, "Core + trend": { "equity": 0.8574335237488204, "drawdown": -0.1458837893495618, "net": 0.005280950410852414 }, "60/40 monthly": { "equity": 0.7274114621988329, "drawdown": -0.27809188300997567, "net": 0.006758236117936134 }, "SPY buy & hold": { "equity": 0.5357722342547024, "drawdown": -0.4742012594655345, "net": 0.006512246030032642 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544574, "net": 0.0 } }, { "date": "2009-03-12", "Ensemble trend": { "equity": 1.0026192416156803, "drawdown": -0.016151151835639643, "net": 0.002500195957037432 }, "Core + trend": { "equity": 0.8693656044053572, "drawdown": -0.13399787256037643, "net": 0.013916041682587865 }, "60/40 monthly": { "equity": 0.7456423028530774, "drawdown": -0.25999897063261557, "net": 0.025062624940134892 }, "SPY buy & hold": { "equity": 0.5568667799429647, "drawdown": -0.45349939242969584, "net": 0.03937222636706106 }, "BIL reserve": { "equity": 1.0055865657020546, "drawdown": -0.004344321740427093, "net": -0.0004357196489918058 } }, { "date": "2009-03-13", "Ensemble trend": { "equity": 1.0023833155376034, "drawdown": -0.01638266105721975, "net": -0.0002353097450000785 }, "Core + trend": { "equity": 0.8712790764357984, "drawdown": -0.13209180353629568, "net": 0.0022009980849770905 }, "60/40 monthly": { "equity": 0.7490242385725411, "drawdown": -0.25664262147688566, "net": 0.004535600658014172 }, "SPY buy & hold": { "equity": 0.5612186958693758, "drawdown": -0.4492284881783736, "net": 0.007815003665431197 }, "BIL reserve": { "equity": 1.0053671830542854, "drawdown": -0.004561537827448503, "net": -0.00021816386102579965 } }, { "date": "2009-03-16", "Ensemble trend": { "equity": 0.9995891175312193, "drawdown": -0.019124547883263787, "net": -0.002787554384707236 }, "Core + trend": { "equity": 0.8682737671446064, "drawdown": -0.1350854856265441, "net": -0.0034493073143521125 }, "60/40 monthly": { "equity": 0.7459945275439833, "drawdown": -0.25964941075270853, "net": -0.00404487715154811 }, "SPY buy & hold": { "equity": 0.5595220433913034, "drawdown": -0.4508935571742242, "net": -0.00302315744389825 }, "BIL reserve": { "equity": 1.00514748505053, "drawdown": -0.004779066156089917, "net": -0.00021852513933073858 } }, { "date": "2009-03-17", "Ensemble trend": { "equity": 0.9985326423950346, "drawdown": -0.020161244370531017, "net": -0.0010569094017288672 }, "Core + trend": { "equity": 0.8759174034120698, "drawdown": -0.12747142172126036, "net": 0.008803256019815242 }, "60/40 monthly": { "equity": 0.7595795003495188, "drawdown": -0.24616721718407852, "net": 0.018210552898103582 }, "SPY buy & hold": { "equity": 0.5766336939070574, "drawdown": -0.43410044302159323, "net": 0.030582620859830545 }, "BIL reserve": { "equity": 1.0058053176378512, "drawdown": -0.004127730136646024, "net": 0.0006544637449779067 } }, { "date": "2009-03-18", "Ensemble trend": { "equity": 1.0146854798461356, "drawdown": -0.004310809967095319, "net": 0.016176574270378774 }, "Core + trend": { "equity": 0.8949953437805968, "drawdown": -0.10846729174120295, "net": 0.02178052438986855 }, "60/40 monthly": { "equity": 0.7799495078902583, "drawdown": -0.2259513221219407, "net": 0.02681747931765699 }, "SPY buy & hold": { "equity": 0.5895412610796729, "drawdown": -0.42143315246637036, "net": 0.022384344357608832 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544685, "net": 0.00021832543658550918 } }, { "date": "2009-03-19", "Ensemble trend": { "equity": 1.0140391376374547, "drawdown": -0.004945051772095921, "net": -0.000636987738090955 }, "Core + trend": { "equity": 0.890525268630258, "drawdown": -0.11292007267754567, "net": -0.004994523358586855 }, "60/40 monthly": { "equity": 0.7729254391395881, "drawdown": -0.2329222491816778, "net": -0.009005799323689612 }, "SPY buy & hold": { "equity": 0.5822394606084138, "drawdown": -0.4285990286465027, "net": -0.012385563069642891 }, "BIL reserve": { "equity": 1.0053671830542852, "drawdown": -0.004561537827448614, "net": -0.0006537884517366921 } }, { "date": "2009-03-20", "Ensemble trend": { "equity": 1.0136196714214638, "drawdown": -0.005356665011017503, "net": -0.00041365880311894365 }, "Core + trend": { "equity": 0.8842471410066918, "drawdown": -0.1191739109370713, "net": -0.007049915195806666 }, "60/40 monthly": { "equity": 0.7626891143973581, "drawdown": -0.24308112940776605, "net": -0.013243612156982443 }, "SPY buy & hold": { "equity": 0.5698412836056782, "drawdown": -0.44076641141882955, "net": -0.0212939483520751 }, "BIL reserve": { "equity": 1.0058053176378512, "drawdown": -0.004127730136646135, "net": 0.0004357955888660836 } }, { "date": "2009-03-23", "Ensemble trend": { "equity": 1.0110702868161625, "drawdown": -0.007858321675228042, "net": -0.0025151293697034394 }, "Core + trend": { "equity": 0.9027046344908267, "drawdown": -0.10078782740274861, "net": 0.020873681834155056 }, "60/40 monthly": { "equity": 0.7954873832908137, "drawdown": -0.21053100094837285, "net": 0.04300345746952394 }, "SPY buy & hold": { "equity": 0.6107719612345067, "drawdown": -0.4005976655031366, "net": 0.0718282069172651 }, "BIL reserve": { "equity": 1.0060249105229444, "drawdown": -0.003910305888544796, "net": 0.00021832543658550918 } }, { "date": "2009-03-24", "Ensemble trend": { "equity": 1.0094089023819208, "drawdown": -0.009488602737212082, "net": -0.0016431938074981112 }, "Core + trend": { "equity": 0.8958236079486389, "drawdown": -0.10764223203332868, "net": -0.007622677761114027 }, "60/40 monthly": { "equity": 0.7851292187055343, "drawdown": -0.22081079921911806, "net": -0.013021155084106062 }, "SPY buy & hold": { "equity": 0.5987378939895779, "drawdown": -0.41240771648439467, "net": -0.01970304468562256 }, "BIL reserve": { "equity": 1.0058053176378512, "drawdown": -0.004127730136646135, "net": -0.0002182777809937031 } }, { "date": "2009-03-25", "Ensemble trend": { "equity": 1.008093399238153, "drawdown": -0.010779477876080135, "net": -0.0013032410757062296 }, "Core + trend": { "equity": 0.89731327703622, "drawdown": -0.10615832630656763, "net": 0.0016629044762419554 }, "60/40 monthly": { "equity": 0.7885929293342933, "drawdown": -0.2173732938349615, "net": 0.004411644027807027 }, "SPY buy & hold": { "equity": 0.6050521975529025, "drawdown": -0.40621095478477665, "net": 0.010546022937099275 }, "BIL reserve": { "equity": 1.0062437675774034, "drawdown": -0.0036936102042234298, "net": 0.0004359192896115083 } }, { "date": "2009-03-26", "Ensemble trend": { "equity": 1.008980807262595, "drawdown": -0.009908683334682977, "net": 0.0008802835383232566 }, "Core + trend": { "equity": 0.904213852287645, "drawdown": -0.09928444859849017, "net": 0.007690263175662793 }, "60/40 monthly": { "equity": 0.7995283232611416, "drawdown": -0.20652063334152904, "net": 0.013866969281704833 }, "SPY buy & hold": { "equity": 0.6173833993962795, "drawdown": -0.3941093004175188, "net": 0.020380393449110246 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544685, "net": -0.00021749904099843675 } }, { "date": "2009-03-27", "Ensemble trend": { "equity": 1.0077876893511943, "drawdown": -0.011079464458895294, "net": -0.0011824981236636667 }, "Core + trend": { "equity": 0.8981160612319484, "drawdown": -0.10535864799188288, "net": -0.006743748771675273 }, "60/40 monthly": { "equity": 0.7901474109135567, "drawdown": -0.215830572929259, "net": -0.0117330581977656 }, "SPY buy & hold": { "equity": 0.6062407359466948, "drawdown": -0.4050445412407785, "net": -0.01804820709543009 }, "BIL reserve": { "equity": 1.0062437675774034, "drawdown": -0.0036936102042234298, "net": 0.00021754635712256665 } }, { "date": "2009-03-30", "Ensemble trend": { "equity": 1.0087804479564015, "drawdown": -0.01010529164263807, "net": 0.0009850870532526201 }, "Core + trend": { "equity": 0.8889782445890458, "drawdown": -0.11446111145812454, "net": -0.010174427378982887 }, "60/40 monthly": { "equity": 0.7740886577774682, "drawdown": -0.231767831056369, "net": -0.020323743284207718 }, "SPY buy & hold": { "equity": 0.5852924760712813, "drawdown": -0.4256028455997253, "net": -0.03455435874446999 }, "BIL reserve": { "equity": 1.0060249105229446, "drawdown": -0.003910305888544685, "net": -0.00021749904099843675 } }, { "date": "2009-03-31", "Ensemble trend": { "equity": 1.009517698660419, "drawdown": -0.00938184327275926, "net": 0.0007308336571263396 }, "Core + trend": { "equity": 0.8922694344168928, "drawdown": -0.11118265487060797, "net": 0.0037022163904230077 }, "60/40 monthly": { "equity": 0.7790786610718481, "drawdown": -0.2268155804125166, "net": 0.006446294289735421 }, "SPY buy & hold": { "equity": 0.5907151051544374, "drawdown": -0.42028115970408475, "net": 0.009264819393468127 }, "BIL reserve": { "equity": 1.0055865657020544, "drawdown": -0.004344321740427204, "net": -0.0004357196489918058 } }, { "date": "2009-04-01", "Ensemble trend": { "equity": 1.0112355829398396, "drawdown": -0.007696120119407457, "net": 0.0017016881246363358 }, "Core + trend": { "equity": 0.8990587302367631, "drawdown": -0.10441962606657995, "net": 0.007609019829651675 }, "60/40 monthly": { "equity": 0.7892378379931306, "drawdown": -0.21673326433346785, "net": 0.013039988680097814 }, "SPY buy & hold": { "equity": 0.6021551738872943, "drawdown": -0.40905404984884663, "net": 0.019366474012656232 }, "BIL reserve": { "equity": 1.0057617985117484, "drawdown": -0.0041708194802143606, "net": 0.0001742592986726521 } }, { "date": "2009-04-02", "Ensemble trend": { "equity": 1.0062031901528379, "drawdown": -0.012634299680996497, "net": -0.004976479142844048 }, "Core + trend": { "equity": 0.9044269761106708, "drawdown": -0.09907214932737429, "net": 0.005970962400302815 }, "60/40 monthly": { "equity": 0.801836695849425, "drawdown": -0.2042297251071692, "net": 0.015963322144222802 }, "SPY buy & hold": { "equity": 0.6197605921916459, "drawdown": -0.3917763594812458, "net": 0.029237344571329427 }, "BIL reserve": { "equity": 1.0051035454497788, "drawdown": -0.004822571821818222, "net": -0.0006544820681633201 } }, { "date": "2009-04-03", "Ensemble trend": { "equity": 0.9994033074407727, "drawdown": -0.019306879356544404, "net": -0.00675796179003596 }, "Core + trend": { "equity": 0.9020344655209996, "drawdown": -0.10145540356480676, "net": -0.0026453330704041544 }, "60/40 monthly": { "equity": 0.8029454374243559, "drawdown": -0.20312937189006774, "net": 0.0013827523492877525 }, "SPY buy & hold": { "equity": 0.625926676479092, "drawdown": -0.3857250579297974, "net": 0.009949139014536312 }, "BIL reserve": { "equity": 1.0057617985117484, "drawdown": -0.0041708194802142495, "net": 0.0006549106954698569 } }, { "date": "2009-04-06", "Ensemble trend": { "equity": 0.9928066497592871, "drawdown": -0.025780038650002113, "net": -0.006600596208129361 }, "Core + trend": { "equity": 0.8966870529833466, "drawdown": -0.10678212756957373, "net": -0.005928168758567831 }, "60/40 monthly": { "equity": 0.7984036276217044, "drawdown": -0.20763681992016603, "net": -0.005656436403973508 }, "SPY buy & hold": { "equity": 0.6210235302428321, "drawdown": -0.390536931242471, "net": -0.007833419505045902 }, "BIL reserve": { "equity": 1.0055424158639792, "drawdown": -0.004388035567235549, "net": -0.00021812585056801836 } }, { "date": "2009-04-07", "Ensemble trend": { "equity": 0.9965724996296866, "drawdown": -0.022084690602041324, "net": 0.003793135220551358 }, "Core + trend": { "equity": 0.8927124545961982, "drawdown": -0.11074134868615215, "net": -0.004432536829794387 }, "60/40 monthly": { "equity": 0.7879611194280427, "drawdown": -0.21800032368453004, "net": -0.013079234402739282 }, "SPY buy & hold": { "equity": 0.6065380252221854, "drawdown": -0.40475278605707665, "net": -0.023325211228280907 }, "BIL reserve": { "equity": 1.0055424158639792, "drawdown": -0.004388035567235549, "net": 0.0 } }, { "date": "2009-04-08", "Ensemble trend": { "equity": 0.998774175500961, "drawdown": -0.0199242330922752, "net": 0.002209248069851899 }, "Core + trend": { "equity": 0.897210227636891, "drawdown": -0.10626097701945314, "net": 0.005038322269993678 }, "60/40 monthly": { "equity": 0.7946070898340647, "drawdown": -0.21140463440726742, "net": 0.008434388756193956 }, "SPY buy & hold": { "equity": 0.6130749090495218, "drawdown": -0.39833758746393777, "net": 0.01077736853339406 }, "BIL reserve": { "equity": 1.0059808658035314, "drawdown": -0.0039539156348130655, "net": 0.00043603326188423885 } }, { "date": "2009-04-09", "Ensemble trend": { "equity": 0.9965984942989042, "drawdown": -0.022059182588324178, "net": -0.002178351478666851 }, "Core + trend": { "equity": 0.9054417647286412, "drawdown": -0.09806128681152282, "net": 0.009174591236471796 }, "60/40 monthly": { "equity": 0.8116499251899663, "drawdown": -0.19449073928832183, "net": 0.02144812898593762 }, "SPY buy & hold": { "equity": 0.6374406421689549, "drawdown": -0.37442542672231494, "net": 0.03974348445805487 }, "BIL reserve": { "equity": 1.0053232434535342, "drawdown": -0.00460504349317703, "net": -0.0006537125827656975 } }, { "date": "2009-04-13", "Ensemble trend": { "equity": 1.0029179739274232, "drawdown": -0.01585801219835903, "net": 0.006341048741965505 }, "Core + trend": { "equity": 0.9092409936785909, "drawdown": -0.09427675664767188, "net": 0.004195994814849557 }, "60/40 monthly": { "equity": 0.813637585664924, "drawdown": -0.19251811676962416, "net": 0.0024489135195724376 }, "SPY buy & hold": { "equity": 0.6375892481374396, "drawdown": -0.3742795870798896, "net": 0.00023312910827111288 }, "BIL reserve": { "equity": 1.0059808658035312, "drawdown": -0.0039539156348131765, "net": 0.0006541402024466958 } }, { "date": "2009-04-14", "Ensemble trend": { "equity": 1.0032231513548773, "drawdown": -0.015558548106683778, "net": 0.0003042895185725314 }, "Core + trend": { "equity": 0.9055990764150816, "drawdown": -0.09790458374616329, "net": -0.00400544771829392 }, "60/40 monthly": { "equity": 0.8067407127347044, "drawdown": -0.199362810328788, "net": -0.008476590870102552 }, "SPY buy & hold": { "equity": 0.6265948039637336, "drawdown": -0.38506936775497946, "net": -0.01724377286132661 }, "BIL reserve": { "equity": 1.0055424158639792, "drawdown": -0.00438803556723566, "net": -0.000435843219743437 } }, { "date": "2009-04-15", "Ensemble trend": { "equity": 1.0042706769018468, "drawdown": -0.014530633660170711, "net": 0.0010441600610540114 }, "Core + trend": { "equity": 0.9089838544742486, "drawdown": -0.09453290100958389, "net": 0.0037376120927219425 }, "60/40 monthly": { "equity": 0.8122319600378395, "drawdown": -0.19391310791614003, "net": 0.006806706561914622 }, "SPY buy & hold": { "equity": 0.6332805644443786, "drawdown": -0.3785080638734365, "net": 0.01066999030051341 }, "BIL reserve": { "equity": 1.0055424158639792, "drawdown": -0.00438803556723566, "net": 0.0 } }, { "date": "2009-04-16", "Ensemble trend": { "equity": 0.9993089534266706, "drawdown": -0.019399466935398624, "net": -0.004940623667797461 }, "Core + trend": { "equity": 0.9100631257545231, "drawdown": -0.09345780530753856, "net": 0.0011873382293448032 }, "60/40 monthly": { "equity": 0.8181699476793702, "drawdown": -0.1880200450490116, "net": 0.007310704249133604 }, "SPY buy & hold": { "equity": 0.6425662913307053, "drawdown": -0.36939519241497176, "net": 0.014662895733226433 }, "BIL reserve": { "equity": 1.0062001433326382, "drawdown": -0.003736803628331953, "net": 0.0006541021624573151 } }, { "date": "2009-04-17", "Ensemble trend": { "equity": 0.9941459986027188, "drawdown": -0.02446576423534297, "net": -0.005166525133441402 }, "Core + trend": { "equity": 0.9083855464745517, "drawdown": -0.0951288942234585, "net": -0.0018433658418810506 }, "60/40 monthly": { "equity": 0.8189402483848747, "drawdown": -0.18725557217399547, "net": 0.0009414922996002772 }, "SPY buy & hold": { "equity": 0.6468748590159843, "drawdown": -0.3651668294697017, "net": 0.006705250093894888 }, "BIL reserve": { "equity": 1.0051035454497785, "drawdown": -0.004822571821818555, "net": -0.0010898407142219124 } }, { "date": "2009-04-20", "Ensemble trend": { "equity": 0.9997224027768679, "drawdown": -0.0189937579183741, "net": 0.005609240676909488 }, "Core + trend": { "equity": 0.9007357392886105, "drawdown": -0.10274910517263602, "net": -0.008421321998825393 }, "60/40 monthly": { "equity": 0.800098296387378, "drawdown": -0.20595497243614214, "net": -0.02300772496486425 }, "SPY buy & hold": { "equity": 0.6197605921916459, "drawdown": -0.3917763594812458, "net": -0.04191578393629969 }, "BIL reserve": { "equity": 1.005542415863979, "drawdown": -0.004388035567235882, "net": 0.00043664199194926034 } }, { "date": "2009-04-21", "Ensemble trend": { "equity": 0.9984890088257857, "drawdown": -0.020204061060122736, "net": -0.0012337364328899314 }, "Core + trend": { "equity": 0.9046045420737422, "drawdown": -0.09889527034688383, "net": 0.004295158520286169 }, "60/40 monthly": { "equity": 0.8082608980345026, "drawdown": -0.19785412622868337, "net": 0.010201998534405954 }, "SPY buy & hold": { "equity": 0.6318693684480535, "drawdown": -0.3798929902098064, "net": 0.019537828653460654 }, "BIL reserve": { "equity": 1.005323243453534, "drawdown": -0.004605043493177141, "net": -0.0002179643613111626 } }, { "date": "2009-04-22", "Ensemble trend": { "equity": 0.9986711853250104, "drawdown": -0.020025295152303002, "net": 0.0001824521828628356 }, "Core + trend": { "equity": 0.9026953409572192, "drawdown": -0.10079708498072826, "net": -0.002110536734810431 }, "60/40 monthly": { "equity": 0.8044931722093608, "drawdown": -0.20159334673469642, "net": -0.004661521835714222 }, "SPY buy & hold": { "equity": 0.6280064253219255, "drawdown": -0.3836840239749282, "net": -0.006113515417934923 }, "BIL reserve": { "equity": 1.005980865803531, "drawdown": -0.0039539156348132876, "net": 0.0006541402024466958 } }, { "date": "2009-04-23", "Ensemble trend": { "equity": 1.0023742228266455, "drawdown": -0.016391583540283583, "net": 0.0037079646995421545 }, "Core + trend": { "equity": 0.9068474579985653, "drawdown": -0.09666103200950049, "net": 0.004599688126165846 }, "60/40 monthly": { "equity": 0.809212584874729, "drawdown": -0.19690963952412233, "net": 0.005866317861228598 }, "SPY buy & hold": { "equity": 0.6341719295704625, "drawdown": -0.37763329166486326, "net": 0.00981758147677625 }, "BIL reserve": { "equity": 1.0064196310990694, "drawdown": -0.0035194834607706893, "net": 0.00043615670084129476 } }, { "date": "2009-04-24", "Ensemble trend": { "equity": 1.0034045214236624, "drawdown": -0.015380573531831199, "net": 0.0010278582325387031 }, "Core + trend": { "equity": 0.9106488016837966, "drawdown": -0.09287439529203878, "net": 0.004191822617688246 }, "60/40 monthly": { "equity": 0.815414518839644, "drawdown": -0.19075462726080938, "net": 0.007664159061336218 }, "SPY buy & hold": { "equity": 0.6437547523859766, "drawdown": -0.3682288547698246, "net": 0.015110764713292646 }, "BIL reserve": { "equity": 1.0064196310990694, "drawdown": -0.0035194834607706893, "net": 0.0 } }, { "date": "2009-04-27", "Ensemble trend": { "equity": 1.0024594154305546, "drawdown": -0.01630798585758486, "net": -0.0009418992768407408 }, "Core + trend": { "equity": 0.9086258214913991, "drawdown": -0.09488954880341194, "net": -0.002221471316556922 }, "60/40 monthly": { "equity": 0.8119898095158956, "drawdown": -0.19415342641042965, "net": -0.004199961178790179 }, "SPY buy & hold": { "equity": 0.637663299771488, "drawdown": -0.3742069139299431, "net": -0.009462380808703319 }, "BIL reserve": { "equity": 1.0062001433326382, "drawdown": -0.003736803628332064, "net": -0.00021808772369791285 } }, { "date": "2009-04-28", "Ensemble trend": { "equity": 0.9976668317371066, "drawdown": -0.0210108458774384, "net": -0.004780825657056398 }, "Core + trend": { "equity": 0.9048384734813513, "drawdown": -0.09866224399337065, "net": -0.0041682152548024876 }, "60/40 monthly": { "equity": 0.8088948626168785, "drawdown": -0.19722495800452877, "net": -0.0038115587938994944 }, "SPY buy & hold": { "equity": 0.6356577959090058, "drawdown": -0.3761750849877379, "net": -0.00314508277832648 }, "BIL reserve": { "equity": 1.0064196310990694, "drawdown": -0.0035194834607706893, "net": 0.0002181352963281924 } }, { "date": "2009-04-29", "Ensemble trend": { "equity": 0.9980997126980358, "drawdown": -0.020586069035816945, "net": 0.00043389330702270357 }, "Core + trend": { "equity": 0.9094744440791858, "drawdown": -0.0940442094402113, "net": 0.005123533905446953 }, "60/40 monthly": { "equity": 0.8176850402912598, "drawdown": -0.18850128379442155, "net": 0.010866897640991136 }, "SPY buy & hold": { "equity": 0.6491775361461751, "drawdown": -0.36290701707648176, "net": 0.02126889707666657 }, "BIL reserve": { "equity": 1.0062001433326382, "drawdown": -0.003736803628332064, "net": -0.00021808772369791285 } }, { "date": "2009-04-30", "Ensemble trend": { "equity": 0.9952635772872123, "drawdown": -0.023369108141151007, "net": -0.002841535143975671 }, "Core + trend": { "equity": 0.9079120319426642, "drawdown": -0.09560057678130329, "net": -0.0017179285758859297 }, "60/40 monthly": { "equity": 0.817323195191005, "drawdown": -0.1888603912989656, "net": -0.0004425238110334906 }, "SPY buy & hold": { "equity": 0.6494005804413141, "drawdown": -0.36268812478985446, "net": 0.00034357981094523815 }, "BIL reserve": { "equity": 1.0062001433326382, "drawdown": -0.003736803628332064, "net": 0.0 } }, { "date": "2009-05-01", "Ensemble trend": { "equity": 0.9937933450227419, "drawdown": -0.024811815661507697, "net": -0.0014772290456742665 }, "Core + trend": { "equity": 0.9080838314015581, "drawdown": -0.09542944199503933, "net": 0.00018922478483562877 }, "60/40 monthly": { "equity": 0.8190271667580026, "drawdown": -0.18716931139541648, "net": 0.002084819783683356 }, "SPY buy & hold": { "equity": 0.6528917959652972, "drawdown": -0.3592618988526365, "net": 0.005376058520937255 }, "BIL reserve": { "equity": 1.006529480100947, "drawdown": -0.003410719296449982, "net": 0.000327307415419531 } }, { "date": "2009-05-04", "Ensemble trend": { "equity": 0.9992687376427752, "drawdown": -0.019438929825218887, "net": 0.005509588736386739 }, "Core + trend": { "equity": 0.9195932605506362, "drawdown": -0.08396454152254507, "net": 0.012674412593949747 }, "60/40 monthly": { "equity": 0.8365493941540632, "drawdown": -0.16977965115178462, "net": 0.021393951394090838 }, "SPY buy & hold": { "equity": 0.6751029552226362, "drawdown": -0.33746420420434053, "net": 0.03401966358682751 }, "BIL reserve": { "equity": 1.00521307909567, "drawdown": -0.004714119899117852, "net": -0.0013078613506135595 } }, { "date": "2009-05-05", "Ensemble trend": { "equity": 0.9974070063339916, "drawdown": -0.02126580699624414, "net": -0.0018630937190884378 }, "Core + trend": { "equity": 0.917735513653822, "drawdown": -0.08581510100722345, "net": -0.0020201832446029577 }, "60/40 monthly": { "equity": 0.834765512405104, "drawdown": -0.17155003666431323, "net": -0.002132428475144832 }, "SPY buy & hold": { "equity": 0.6728002007539243, "drawdown": -0.33972409249641133, "net": -0.0034109678396423426 }, "BIL reserve": { "equity": 1.0054325668621011, "drawdown": -0.004496799731556589, "net": 0.00021834949325238995 } }, { "date": "2009-05-06", "Ensemble trend": { "equity": 1.0025989914362934, "drawdown": -0.016171022904174936, "net": 0.0052054828864547265 }, "Core + trend": { "equity": 0.9250249278360793, "drawdown": -0.07855388874205538, "net": 0.00794282674453295 }, "60/40 monthly": { "equity": 0.8435803659475491, "drawdown": -0.16280187327528206, "net": 0.010559676234165538 }, "SPY buy & hold": { "equity": 0.6844631591048779, "drawdown": -0.3282782421522481, "net": 0.017334950759355205 }, "BIL reserve": { "equity": 1.00521307909567, "drawdown": -0.004714119899117852, "net": -0.0002183018271590953 } }, { "date": "2009-05-07", "Ensemble trend": { "equity": 0.9965701620389126, "drawdown": -0.02208698442994239, "net": -0.0060132011391155205 }, "Core + trend": { "equity": 0.9167823370758627, "drawdown": -0.08676458985306179, "net": -0.008910668796243915 }, "60/40 monthly": { "equity": 0.8337096501188211, "drawdown": -0.17259791065929686, "net": -0.011700978622991909 }, "SPY buy & hold": { "equity": 0.6749542332463698, "drawdown": -0.33761015769504243, "net": -0.013892531295539023 }, "BIL reserve": { "equity": 1.00521307909567, "drawdown": -0.004714119899117852, "net": 0.0 } }, { "date": "2009-05-08", "Ensemble trend": { "equity": 1.0035757275845252, "drawdown": -0.015212572582744999, "net": 0.007029676195883461 }, "Core + trend": { "equity": 0.9267496113661096, "drawdown": -0.0768358778170799, "net": 0.010872018239398429 }, "60/40 monthly": { "equity": 0.8458143551565819, "drawdown": -0.16058478566108103, "net": 0.014519089512800454 }, "SPY buy & hold": { "equity": 0.6907032176878511, "drawdown": -0.32215434334970416, "net": 0.023333410868070947 }, "BIL reserve": { "equity": 1.0054325668621011, "drawdown": -0.004496799731556589, "net": 0.00021834949325238995 } }, { "date": "2009-05-11", "Ensemble trend": { "equity": 1.002274894899377, "drawdown": -0.016489051913896824, "net": -0.0012961978347952874 }, "Core + trend": { "equity": 0.9225212656105892, "drawdown": -0.08104786458222879, "net": -0.004562554657333462 }, "60/40 monthly": { "equity": 0.8393277456961786, "drawdown": -0.1670223196628885, "net": -0.007669069957085828 }, "SPY buy & hold": { "equity": 0.6777770119316266, "drawdown": -0.33483992552804676, "net": -0.01871455847490533 }, "BIL reserve": { "equity": 1.00521307909567, "drawdown": -0.004714119899117852, "net": -0.0002183018271590953 } }, { "date": "2009-05-12", "Ensemble trend": { "equity": 1.0048384860831365, "drawdown": -0.013973454637664862, "net": 0.0025577725200998103 }, "Core + trend": { "equity": 0.9227732840626068, "drawdown": -0.08079682116103126, "net": 0.00027318443640522716 }, "60/40 monthly": { "equity": 0.8376209054696604, "drawdown": -0.16871624652266592, "net": -0.002033580130372692 }, "SPY buy & hold": { "equity": 0.6757715467384051, "drawdown": -0.33680805863641583, "net": -0.0029588864153211603 }, "BIL reserve": { "equity": 1.0060907148054088, "drawdown": -0.0038451514704925804, "net": 0.000873084252473566 } }, { "date": "2009-05-13", "Ensemble trend": { "equity": 1.0012378612858748, "drawdown": -0.01750667085018187, "net": -0.003583287112436273 }, "Core + trend": { "equity": 0.9149304160421481, "drawdown": -0.0886093460142443, "net": -0.008499236113479136 }, "60/40 monthly": { "equity": 0.8265174606168014, "drawdown": -0.17973568652653948, "net": -0.01325593091141053 }, "SPY buy & hold": { "equity": 0.6587605523079921, "drawdown": -0.3535023904343153, "net": -0.025172700023426753 }, "BIL reserve": { "equity": 1.0054325668621011, "drawdown": -0.004496799731556589, "net": -0.0006541636192665123 } }, { "date": "2009-05-14", "Ensemble trend": { "equity": 1.0030306085194245, "drawdown": -0.015747486278843037, "net": 0.0017905308047854174 }, "Core + trend": { "equity": 0.9181076171772856, "drawdown": -0.08544443711010774, "net": 0.0034726150529365007 }, "60/40 monthly": { "equity": 0.8307509645268794, "drawdown": -0.17553421185255513, "net": 0.005122098578436152 }, "SPY buy & hold": { "equity": 0.6644061096785056, "drawdown": -0.34796192610032395, "net": 0.008569968785674842 }, "BIL reserve": { "equity": 1.0056520546285326, "drawdown": -0.004279479563995214, "net": 0.0002183018271590953 } }, { "date": "2009-05-15", "Ensemble trend": { "equity": 1.001491386311802, "drawdown": -0.017257892156949062, "net": -0.0015345715220941303 }, "Core + trend": { "equity": 0.9147068371991136, "drawdown": -0.08883205985608167, "net": -0.0037041191190936296 }, "60/40 monthly": { "equity": 0.8258930604393513, "drawdown": -0.18035536270677, "net": -0.0058476057145413485 }, "SPY buy & hold": { "equity": 0.6589832099105252, "drawdown": -0.35328387764194347, "net": -0.008162025738451484 }, "BIL reserve": { "equity": 1.0056520546285326, "drawdown": -0.004279479563995214, "net": 0.0 } }, { "date": "2009-05-18", "Ensemble trend": { "equity": 1.0047358338348942, "drawdown": -0.014074185096450087, "net": 0.003239616004128143 }, "Core + trend": { "equity": 0.9228608757939298, "drawdown": -0.08070956831218667, "net": 0.008914373724137059 }, "60/40 monthly": { "equity": 0.8378361232953752, "drawdown": -0.1685026569610789, "net": 0.014460786060692232 }, "SPY buy & hold": { "equity": 0.6777028442897964, "drawdown": -0.33491271252626986, "net": 0.028406845724966212 }, "BIL reserve": { "equity": 1.0063099923345158, "drawdown": -0.0036280394640113567, "net": 0.000654239906292764 } }, { "date": "2009-05-19", "Ensemble trend": { "equity": 1.0062520464413833, "drawdown": -0.012586358048504165, "net": 0.001509065921041275 }, "Core + trend": { "equity": 0.9229847357703368, "drawdown": -0.08058618753598679, "net": 0.00013421305383687354 }, "60/40 monthly": { "equity": 0.8367617298978505, "drawdown": -0.16956892186728345, "net": -0.0012823431308963684 }, "SPY buy & hold": { "equity": 0.6768857628133248, "drawdown": -0.3357145838883431, "net": -0.0012056633425050478 }, "BIL reserve": { "equity": 1.0060907148054088, "drawdown": -0.0038451514704925804, "net": -0.0002179025655885125 } }, { "date": "2009-05-20", "Ensemble trend": { "equity": 1.0091578771153027, "drawdown": -0.009734928470024218, "net": 0.0028877761632344345 }, "Core + trend": { "equity": 0.9230485092281158, "drawdown": -0.0805226608104862, "net": 6.909481306394127e-05 }, "60/40 monthly": { "equity": 0.8344342454182778, "drawdown": -0.1718787973989292, "net": -0.0027815379174388477 }, "SPY buy & hold": { "equity": 0.6723546535332946, "drawdown": -0.3401613457777084, "net": -0.006694053160754443 }, "BIL reserve": { "equity": 1.00521307909567, "drawdown": -0.004714119899117852, "net": -0.0008723226413123175 } }, { "date": "2009-05-21", "Ensemble trend": { "equity": 1.005850604255735, "drawdown": -0.012980284691402444, "net": -0.003277260114167291 }, "Core + trend": { "equity": 0.9155356007933413, "drawdown": -0.08800650265424526, "net": -0.008139234676904472 }, "60/40 monthly": { "equity": 0.8235911682308715, "drawdown": -0.18263983958965335, "net": -0.012994525628524545 }, "SPY buy & hold": { "equity": 0.6626974697296473, "drawdown": -0.3496387594180982, "net": -0.014363228919288096 }, "BIL reserve": { "equity": 1.005871752632288, "drawdown": -0.0040619512353538, "net": 0.0006552576267815358 } }, { "date": "2009-05-22", "Ensemble trend": { "equity": 1.0049954715669513, "drawdown": -0.01381940813524507, "net": -0.0008501587464038174 }, "Core + trend": { "equity": 0.9135078745075926, "drawdown": -0.09002638389687245, "net": -0.002214797856021744 }, "60/40 monthly": { "equity": 0.820602831374021, "drawdown": -0.18560556771653725, "net": -0.0036284226593512603 }, "SPY buy & hold": { "equity": 0.6612860417177584, "drawdown": -0.35102391345102146, "net": -0.002129822545519522 }, "BIL reserve": { "equity": 1.0060907148054088, "drawdown": -0.0038451514704925804, "net": 0.00021768398659949284 } }, { "date": "2009-05-26", "Ensemble trend": { "equity": 1.005504616656158, "drawdown": -0.013319794933370432, "net": 0.0005066143118168664 }, "Core + trend": { "equity": 0.9195173206394799, "drawdown": -0.08404018763079424, "net": 0.0065784283853342895 }, "60/40 monthly": { "equity": 0.8310053665988901, "drawdown": -0.17528173449921725, "net": 0.012676699162067262 }, "SPY buy & hold": { "equity": 0.6782235645530319, "drawdown": -0.33440168556168515, "net": 0.02561300521522658 }, "BIL reserve": { "equity": 1.0063099923345158, "drawdown": -0.0036280394640113567, "net": 0.00021795005746527707 } }, { "date": "2009-05-27", "Ensemble trend": { "equity": 0.9985495244348896, "drawdown": -0.020144678385382808, "net": -0.0069170166959531265 }, "Core + trend": { "equity": 0.9092901947421781, "drawdown": -0.09422774593742189, "net": -0.011122276511538964 }, "60/40 monthly": { "equity": 0.818303653734564, "drawdown": -0.18788735056789452, "net": -0.015284754316703397 }, "SPY buy & hold": { "equity": 0.6661147496273638, "drawdown": -0.34628509278254993, "net": -0.017853721926704424 }, "BIL reserve": { "equity": 1.0063099923345158, "drawdown": -0.0036280394640113567, "net": 0.0 } }, { "date": "2009-05-28", "Ensemble trend": { "equity": 1.0042178040329945, "drawdown": -0.014582516677133062, "net": 0.005676513241857251 }, "Core + trend": { "equity": 0.9166597892741176, "drawdown": -0.08688666353125474, "net": 0.008104777302728072 }, "60/40 monthly": { "equity": 0.8268952616221918, "drawdown": -0.179360743833756, "net": 0.010499290634250036 }, "SPY buy & hold": { "equity": 0.6754002444981269, "drawdown": -0.3371724490206386, "net": 0.01393978271154861 }, "BIL reserve": { "equity": 1.0060907148054088, "drawdown": -0.0038451514704925804, "net": -0.0002179025655885125 } }, { "date": "2009-05-29", "Ensemble trend": { "equity": 1.0137777569280608, "drawdown": -0.005201539079735418, "net": 0.009519800243207088 }, "Core + trend": { "equity": 0.9280059573230937, "drawdown": -0.07558439252017479, "net": 0.012377730736897297 }, "60/40 monthly": { "equity": 0.8394502438080581, "drawdown": -0.1669007483296372, "net": 0.01518327987662671 }, "SPY buy & hold": { "equity": 0.6873601827704862, "drawdown": -0.3254351470881779, "net": 0.017707927069594787 }, "BIL reserve": { "equity": 1.0063099923345158, "drawdown": -0.0036280394640113567, "net": 0.00021795005746527707 } }, { "date": "2009-06-01", "Ensemble trend": { "equity": 1.0127271384856051, "drawdown": -0.006232488518531865, "net": -0.0010363400018157387 }, "Core + trend": { "equity": 0.9314615836700956, "drawdown": -0.07214213559975402, "net": 0.0037237113832437885 }, "60/40 monthly": { "equity": 0.846462966023529, "drawdown": -0.15994108196111234, "net": 0.00835394624898611 }, "SPY buy & hold": { "equity": 0.7040001069761844, "drawdown": -0.3091049779779478, "net": 0.02420844940221767 }, "BIL reserve": { "equity": 1.0055205511822656, "drawdown": -0.004409684319560014, "net": -0.0007844910199281685 } }, { "date": "2009-06-02", "Ensemble trend": { "equity": 1.0143995419089613, "drawdown": -0.00459139475786996, "net": 0.0016513860049776063 }, "Core + trend": { "equity": 0.9330864156279232, "drawdown": -0.07052358993256835, "net": 0.0017443896627764577 }, "60/40 monthly": { "equity": 0.8479854881412585, "drawdown": -0.15843007872263803, "net": 0.0017986872182749192 }, "SPY buy & hold": { "equity": 0.7045944535116018, "drawdown": -0.3085216953070976, "net": 0.0008442421095220531 }, "BIL reserve": { "equity": 1.0055205511822656, "drawdown": -0.004409684319560014, "net": 0.0 } }, { "date": "2009-06-03", "Ensemble trend": { "equity": 1.0062798165103208, "drawdown": -0.012559107872960551, "net": -0.008004464772687458 }, "Core + trend": { "equity": 0.9270213944737979, "drawdown": -0.07656514620742383, "net": -0.0064999565448005114 }, "60/40 monthly": { "equity": 0.8433384645984732, "drawdown": -0.16304194448186005, "net": -0.005480074373644506 }, "SPY buy & hold": { "equity": 0.6956799515270322, "drawdown": -0.3172702522801907, "net": -0.01265196162152693 }, "BIL reserve": { "equity": 1.0059594215964658, "drawdown": -0.003975148064977452, "net": 0.00043646090941096283 } }, { "date": "2009-06-04", "Ensemble trend": { "equity": 1.0103487664080402, "drawdown": -0.008566334241707718, "net": 0.004043557101075734 }, "Core + trend": { "equity": 0.9292351011161604, "drawdown": -0.07436000414509858, "net": 0.002387977942643893 }, "60/40 monthly": { "equity": 0.8444168237727581, "drawdown": -0.16197174380259982, "net": 0.0012786789877992089 }, "SPY buy & hold": { "equity": 0.7022172993854958, "drawdown": -0.31085459829394513, "net": 0.009397062318835081 }, "BIL reserve": { "equity": 1.0059594215964658, "drawdown": -0.003975148064977452, "net": 0.0 } }, { "date": "2009-06-05", "Ensemble trend": { "equity": 1.0031233487016635, "drawdown": -0.015656482318728182, "net": -0.007151409440587897 }, "Core + trend": { "equity": 0.9241010879368867, "drawdown": -0.0794741544094113, "net": -0.0055249884266176386 }, "60/40 monthly": { "equity": 0.8413221356575069, "drawdown": -0.16504301857080206, "net": -0.0036648821152384103 }, "SPY buy & hold": { "equity": 0.7023659440232412, "drawdown": -0.3107087207020942, "net": 0.00021167897440776962 }, "BIL reserve": { "equity": 1.0057391979994, "drawdown": -0.004193196796319021, "net": -0.0002189189666481628 } }, { "date": "2009-06-08", "Ensemble trend": { "equity": 1.000820832196937, "drawdown": -0.01791589258837767, "net": -0.0022953473346091213 }, "Core + trend": { "equity": 0.9209911822032564, "drawdown": -0.08257202827032017, "net": -0.0033653306702338126 }, "60/40 monthly": { "equity": 0.8375471764699419, "drawdown": -0.16878941771410327, "net": -0.004486936724438784 }, "SPY buy & hold": { "equity": 0.6994683789879846, "drawdown": -0.31355234705812207, "net": -0.004125434981455567 }, "BIL reserve": { "equity": 1.0059594215964658, "drawdown": -0.003975148064977452, "net": 0.00021896690265621466 } }, { "date": "2009-06-09", "Ensemble trend": { "equity": 1.0033399013030162, "drawdown": -0.015443983876084588, "net": 0.0025170030689205536 }, "Core + trend": { "equity": 0.9243193006916596, "drawdown": -0.07925678589504848, "net": 0.0036136268758204526 }, "60/40 monthly": { "equity": 0.8415668423307181, "drawdown": -0.16480016326420743, "net": 0.004799330680951064 }, "SPY buy & hold": { "equity": 0.7030343808619675, "drawdown": -0.3100527269318719, "net": 0.005098160232979154 }, "BIL reserve": { "equity": 1.0057391979994, "drawdown": -0.004193196796319021, "net": -0.0002189189666481628 } }, { "date": "2009-06-10", "Ensemble trend": { "equity": 1.003261068171337, "drawdown": -0.01552134114450765, "net": -7.857071325167997e-05 }, "Core + trend": { "equity": 0.9225108124671859, "drawdown": -0.08105827728360526, "net": -0.001956562221648306 }, "60/40 monthly": { "equity": 0.838332499535911, "drawdown": -0.16801003613264065, "net": -0.0038432393389566943 }, "SPY buy & hold": { "equity": 0.7012514959327578, "drawdown": -0.31180242314672035, "net": -0.0025359854051856257 }, "BIL reserve": { "equity": 1.0059594215964658, "drawdown": -0.003975148064977452, "net": 0.00021896690265621466 } }, { "date": "2009-06-11", "Ensemble trend": { "equity": 1.006551434908506, "drawdown": -0.012292574539963463, "net": 0.0032796715048122316 }, "Core + trend": { "equity": 0.926494452599385, "drawdown": -0.07709004940346276, "net": 0.004318258472814085 }, "60/40 monthly": { "equity": 0.8428134408655138, "drawdown": -0.1635629960656364, "net": 0.005345064556227186 }, "SPY buy & hold": { "equity": 0.7043717185705474, "drawdown": -0.30874028399832065, "net": 0.004449505856154001 }, "BIL reserve": { "equity": 1.0053009582971721, "drawdown": -0.004627108567661464, "net": -0.000654562485481569 } }, { "date": "2009-06-12", "Ensemble trend": { "equity": 1.0036950608010973, "drawdown": -0.015095473446004815, "net": -0.0028377825596844763 }, "Core + trend": { "equity": 0.9268758794981101, "drawdown": -0.07671009820216734, "net": 0.0004116882703992797 }, "60/40 monthly": { "equity": 0.8459420014524087, "drawdown": -0.16045810509327352, "net": 0.0037120440125897325 }, "SPY buy & hold": { "equity": 0.7063028614448963, "drawdown": -0.3068450896858771, "net": 0.002741653055389426 }, "BIL reserve": { "equity": 1.0061782786509246, "drawdown": -0.0037584523806561965, "net": 0.0008726942379908564 } }, { "date": "2009-06-15", "Ensemble trend": { "equity": 0.9954804390124746, "drawdown": -0.02315630636181687, "net": -0.008184380006877934 }, "Core + trend": { "equity": 0.9176667182468081, "drawdown": -0.0858836302526067, "net": -0.009935700620765542 }, "60/40 monthly": { "equity": 0.8353421223548861, "drawdown": -0.17097778914730732, "net": -0.012530266944215551 }, "SPY buy & hold": { "equity": 0.6901087938139124, "drawdown": -0.32273770191940565, "net": -0.02292793717110997 }, "BIL reserve": { "equity": 1.0061782786509246, "drawdown": -0.0037584523806561965, "net": 0.0 } }, { "date": "2009-06-16", "Ensemble trend": { "equity": 0.9951633162835142, "drawdown": -0.023467492122736244, "net": -0.000318562491569474 }, "Core + trend": { "equity": 0.9149591372992922, "drawdown": -0.08858073587638804, "net": -0.002950505770426992 }, "60/40 monthly": { "equity": 0.8301838132042234, "drawdown": -0.17609707230315808, "net": -0.006175085647687761 }, "SPY buy & hold": { "equity": 0.6807488219472345, "drawdown": -0.3319234362749446, "net": -0.013563038104397629 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0002181400365008912 } }, { "date": "2009-06-17", "Ensemble trend": { "equity": 0.9951095706504325, "drawdown": -0.023520231564596705, "net": -5.400684711975856e-05 }, "Core + trend": { "equity": 0.914181080391495, "drawdown": -0.08935578257021526, "net": -0.0008503733949187797 }, "60/40 monthly": { "equity": 0.8288222675967288, "drawdown": -0.1774483169243679, "net": -0.0016400531856186618 }, "SPY buy & hold": { "equity": 0.6800802304314657, "drawdown": -0.3325795818428692, "net": -0.000982141274745496 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-18", "Ensemble trend": { "equity": 0.9921248355342777, "drawdown": -0.026449088387025532, "net": -0.0029994034869987862 }, "Core + trend": { "equity": 0.9124453184895177, "drawdown": -0.09108482900617265, "net": -0.0018987068746095792 }, "60/40 monthly": { "equity": 0.8285971100747337, "drawdown": -0.17767177098190812, "net": -0.00027165959554631414 }, "SPY buy & hold": { "equity": 0.6850573509632528, "drawdown": -0.3276951112791001, "net": 0.007318431427758787 }, "BIL reserve": { "equity": 1.0061782786509246, "drawdown": -0.0037584523806561965, "net": -0.00021809246180326536 } }, { "date": "2009-06-19", "Ensemble trend": { "equity": 0.9952187553427175, "drawdown": -0.02341309095799038, "net": 0.003118478338236308 }, "Core + trend": { "equity": 0.9157082390163258, "drawdown": -0.08783453234897398, "net": 0.0035760176097014984 }, "60/40 monthly": { "equity": 0.831951159898796, "drawdown": -0.17434309674647552, "net": 0.0040478657037070764 }, "SPY buy & hold": { "equity": 0.6875822216648495, "drawdown": -0.3252172414866151, "net": 0.0036856340539175303 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0002181400365008912 } }, { "date": "2009-06-22", "Ensemble trend": { "equity": 0.9865202664264874, "drawdown": -0.031948732351838594, "net": -0.008740278325276019 }, "Core + trend": { "equity": 0.9047580774224823, "drawdown": -0.09874232900900215, "net": -0.011958133745314403 }, "60/40 monthly": { "equity": 0.8183499020898984, "drawdown": -0.1878414521117272, "net": -0.016348625333429623 }, "SPY buy & hold": { "equity": 0.6669637719130908, "drawdown": -0.34545187519496456, "net": -0.029986886080089592 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-23", "Ensemble trend": { "equity": 0.9890954768541071, "drawdown": -0.029421733359766833, "net": 0.0026103978957756624 }, "Core + trend": { "equity": 0.9067649490920207, "drawdown": -0.09674322169843941, "net": 0.002218130702138277 }, "60/40 monthly": { "equity": 0.819783227565994, "drawdown": -0.18641897068374114, "net": 0.0017514824312132582 }, "SPY buy & hold": { "equity": 0.667486734993441, "drawdown": -0.34493864716369727, "net": 0.000784095182337019 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-24", "Ensemble trend": { "equity": 0.9914411296434497, "drawdown": -0.027119994375315093, "net": 0.0023715130078272306 }, "Core + trend": { "equity": 0.9093488691254697, "drawdown": -0.0941692985586674, "net": 0.0028496029054017047 }, "60/40 monthly": { "equity": 0.8228353192451211, "drawdown": -0.18338997008166202, "net": 0.0037230472355342936 }, "SPY buy & hold": { "equity": 0.6732390968617309, "drawdown": -0.3392933665163105, "net": 0.008617941850704192 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-25", "Ensemble trend": { "equity": 0.9998413188670288, "drawdown": -0.018877068098872463, "net": 0.008472706015938636 }, "Core + trend": { "equity": 0.9211756168771397, "drawdown": -0.08238830715328116, "net": 0.013005732071832643 }, "60/40 monthly": { "equity": 0.8377560940198667, "drawdown": -0.16858208076258419, "net": 0.018133366939613316 }, "SPY buy & hold": { "equity": 0.6878811350492853, "drawdown": -0.3249238924270398, "net": 0.021748645103659925 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-26", "Ensemble trend": { "equity": 0.9999175290542812, "drawdown": -0.018802284669795388, "net": 7.622228229053896e-05 }, "Core + trend": { "equity": 0.9207736514246698, "drawdown": -0.08278871744698524, "net": -0.0004363613681315215 }, "60/40 monthly": { "equity": 0.8368552728846038, "drawdown": -0.16947608659462965, "net": -0.0010752785228221873 }, "SPY buy & hold": { "equity": 0.6860884281278833, "drawdown": -0.32668322779598036, "net": -0.0026061289226568807 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-29", "Ensemble trend": { "equity": 1.001579005155788, "drawdown": -0.017171913656681803, "net": 0.0016616131363136333 }, "Core + trend": { "equity": 0.9244022653838431, "drawdown": -0.07917414218385355, "net": 0.003940831662112565 }, "60/40 monthly": { "equity": 0.8423163437340656, "drawdown": -0.16405633233097405, "net": 0.006525705252041769 }, "SPY buy & hold": { "equity": 0.692512939083917, "drawdown": -0.3203783102335175, "net": 0.009363969267874417 }, "BIL reserve": { "equity": 1.0063977664173558, "drawdown": -0.003541132213094822, "net": 0.0 } }, { "date": "2009-06-30", "Ensemble trend": { "equity": 0.997302630840888, "drawdown": -0.021368228438407022, "net": -0.004269632543101198 }, "Core + trend": { "equity": 0.9197732892529634, "drawdown": -0.08378520933085776, "net": -0.005007534386512469 }, "60/40 monthly": { "equity": 0.8372863420963913, "drawdown": -0.16904827870439754, "net": -0.005971630106778925 }, "SPY buy & hold": { "equity": 0.6869100725771056, "drawdown": -0.3258768784016911, "net": -0.008090630789112874 }, "BIL reserve": { "equity": 1.0061782786509246, "drawdown": -0.0037584523806561965, "net": -0.00021809246180326536 } }, { "date": "2009-07-01", "Ensemble trend": { "equity": 1.0021417175703262, "drawdown": -0.01661973598253408, "net": 0.004852174836195822 }, "Core + trend": { "equity": 0.9229968439813693, "drawdown": -0.08057412617025006, "net": 0.0035047274867310296 }, "60/40 monthly": { "equity": 0.8391872264315092, "drawdown": -0.16716177580707914, "net": 0.0022702918219810186 }, "SPY buy & hold": { "equity": 0.6897487829977292, "drawdown": -0.32309101107136495, "net": 0.00413257940733569 }, "BIL reserve": { "equity": 1.0061998279766518, "drawdown": -0.00373711586995229, "net": 2.1417005499291264e-05 } }, { "date": "2009-07-02", "Ensemble trend": { "equity": 0.9944644095803382, "drawdown": -0.02415331434352852, "net": -0.0076609005047723056 }, "Core + trend": { "equity": 0.9128393955066155, "drawdown": -0.09069227662837842, "net": -0.011004857211579844 }, "60/40 monthly": { "equity": 0.8262736890084765, "drawdown": -0.17997761384262756, "net": -0.015388148218062336 }, "SPY buy & hold": { "equity": 0.6709230401673725, "drawdown": -0.3415663094107739, "net": -0.027293622394718664 }, "BIL reserve": { "equity": 1.0064198413363934, "drawdown": -0.0035192752996907606, "net": 0.00021865771949514112 } }, { "date": "2009-07-06", "Ensemble trend": { "equity": 0.9935889644178222, "drawdown": -0.025012369984017346, "net": -0.0008803182437524537 }, "Core + trend": { "equity": 0.9124917250099592, "drawdown": -0.09103860202729774, "net": -0.0003808671036413802 }, "60/40 monthly": { "equity": 0.8264348190083178, "drawdown": -0.17981770289700616, "net": 0.00019500802456229316 }, "SPY buy & hold": { "equity": 0.6708486405099787, "drawdown": -0.34163932410555053, "net": -0.00011089149267440312 }, "BIL reserve": { "equity": 1.0061998279766518, "drawdown": -0.00373711586995229, "net": -0.00021860991874878 } }, { "date": "2009-07-07", "Ensemble trend": { "equity": 0.9884814459034801, "drawdown": -0.03002426881733311, "net": -0.005140474277846585 }, "Core + trend": { "equity": 0.9057548047441832, "drawdown": -0.09774945791231249, "net": -0.007382993271201954 }, "60/40 monthly": { "equity": 0.8180706028083427, "drawdown": -0.1881186383108766, "net": -0.01012084196792662 }, "SPY buy & hold": { "equity": 0.6578499685593904, "drawdown": -0.35439602350739163, "net": -0.01937646015158756 }, "BIL reserve": { "equity": 1.0061998279766518, "drawdown": -0.00373711586995229, "net": 0.0 } }, { "date": "2009-07-08", "Ensemble trend": { "equity": 0.9867096559366879, "drawdown": -0.03176288847040165, "net": -0.0017924362405939975 }, "Core + trend": { "equity": 0.9068564949299956, "drawdown": -0.09665203004093326, "net": 0.001216322762012334 }, "60/40 monthly": { "equity": 0.8215296157916938, "drawdown": -0.18468579503135663, "net": 0.004228257281800207 }, "SPY buy & hold": { "equity": 0.6574017918290399, "drawdown": -0.35483585734962675, "net": -0.0006812749893900794 }, "BIL reserve": { "equity": 1.0064198413363934, "drawdown": -0.0035192752996907606, "net": 0.00021865771949514112 } }, { "date": "2009-07-09", "Ensemble trend": { "equity": 0.9885009498384427, "drawdown": -0.03000513002251326, "net": 0.0018154214778149935 }, "Core + trend": { "equity": 0.9069699891354167, "drawdown": -0.09653897493172647, "net": 0.00012515122961076486 }, "60/40 monthly": { "equity": 0.8205234190988587, "drawdown": -0.18568437918570913, "net": -0.00122478444293872 }, "SPY buy & hold": { "equity": 0.6586716903471338, "drawdown": -0.3535895982142514, "net": 0.0019316931196078357 }, "BIL reserve": { "equity": 1.0061998279766518, "drawdown": -0.00373711586995229, "net": -0.00021860991874878 } }, { "date": "2009-07-10", "Ensemble trend": { "equity": 0.9875837204128598, "drawdown": -0.030905187667934153, "net": -0.0009278993871809638 }, "Core + trend": { "equity": 0.9071884047843644, "drawdown": -0.09632140430816327, "net": 0.0002408190475584604 }, "60/40 monthly": { "equity": 0.8214159212136184, "drawdown": -0.1847986294353159, "net": 0.0010877229022174806 }, "SPY buy & hold": { "equity": 0.6571029557831254, "drawdown": -0.355129130510351, "net": -0.002381663865319239 }, "BIL reserve": { "equity": 1.0061998279766518, "drawdown": -0.00373711586995229, "net": 0.0 } }, { "date": "2009-07-13", "Ensemble trend": { "equity": 0.9924553353835873, "drawdown": -0.026124775943611955, "net": 0.004932862774095659 }, "Core + trend": { "equity": 0.9153034761658704, "drawdown": -0.0882377292178479, "net": 0.008945298836171567 }, "60/40 monthly": { "equity": 0.8321100445518556, "drawdown": -0.17418541416011368, "net": 0.013019133257652138 }, "SPY buy & hold": { "equity": 0.6730895241617313, "drawdown": -0.33944015489437485, "net": 0.024328863898585462 }, "BIL reserve": { "equity": 1.0064198413363934, "drawdown": -0.0035192752996907606, "net": 0.00021865771949514112 } }, { "date": "2009-07-14", "Ensemble trend": { "equity": 0.9942656943306201, "drawdown": -0.024348309373977917, "net": 0.0018241213306924298 }, "Core + trend": { "equity": 0.9164122495378669, "drawdown": -0.08713324556432889, "net": 0.0012113724036546536 }, "60/40 monthly": { "equity": 0.8327396606638582, "drawdown": -0.17356056150729937, "net": 0.0007566500562334877 }, "SPY buy & hold": { "equity": 0.676899451731577, "drawdown": -0.3357011497916951, "net": 0.005660357847034669 }, "BIL reserve": { "equity": 1.0064198413363934, "drawdown": -0.0035192752996907606, "net": 0.0 } }, { "date": "2009-07-15", "Ensemble trend": { "equity": 1.004106489784957, "drawdown": -0.014691746971316921, "net": 0.009897551037363339 }, "Core + trend": { "equity": 0.9263196340854842, "drawdown": -0.07726419156435194, "net": 0.010811056435150901 }, "60/40 monthly": { "equity": 0.8431969143861928, "drawdown": -0.16318242377386627, "net": 0.012557650627565975 }, "SPY buy & hold": { "equity": 0.6966962570341134, "drawdown": -0.3162728654776349, "net": 0.029246301281370846 }, "BIL reserve": { "equity": 1.0059811811595172, "drawdown": -0.0039536033931933945, "net": -0.00043586201191525564 } }, { "date": "2009-07-16", "Ensemble trend": { "equity": 1.005388372950566, "drawdown": -0.01343386239897093, "net": 0.0012766406538049502 }, "Core + trend": { "equity": 0.9275386120575323, "drawdown": -0.07604992967988533, "net": 0.0013159366672081951 }, "60/40 monthly": { "equity": 0.8443142204555615, "drawdown": -0.1620735708583496, "net": 0.0013250832045346161 }, "SPY buy & hold": { "equity": 0.6955758538774978, "drawdown": -0.3173724121337972, "net": -0.0016081658905205964 }, "BIL reserve": { "equity": 1.0064198413363936, "drawdown": -0.0035192752996906496, "net": 0.0004360520704480564 } }, { "date": "2009-07-17", "Ensemble trend": { "equity": 1.0060047776252348, "drawdown": -0.012828997656699648, "net": 0.0006131010575145535 }, "Core + trend": { "equity": 0.929557620877353, "drawdown": -0.07403873217629875, "net": 0.0021767382980877326 }, "60/40 monthly": { "equity": 0.8477763381158002, "drawdown": -0.15863764639086064, "net": 0.004100508526755142 }, "SPY buy & hold": { "equity": 0.7031956316786682, "drawdown": -0.30989447782728874, "net": 0.010954632422465194 }, "BIL reserve": { "equity": 1.0064198413363936, "drawdown": -0.0035192752996906496, "net": 0.0 } }, { "date": "2009-07-20", "Ensemble trend": { "equity": 1.0140672451247053, "drawdown": -0.004917470495168108, "net": 0.008014343151036218 }, "Core + trend": { "equity": 0.9368640819682481, "drawdown": -0.06676053895504996, "net": 0.007860148662972577 }, "60/40 monthly": { "equity": 0.8545228918546077, "drawdown": -0.15194213475975127, "net": 0.007957940597636659 }, "SPY buy & hold": { "equity": 0.7106663008109662, "drawdown": -0.3025628765057379, "net": 0.010623884443741627 }, "BIL reserve": { "equity": 1.0059811811595174, "drawdown": -0.0039536033931932835, "net": -0.00043586201191525564 } }, { "date": "2009-07-21", "Ensemble trend": { "equity": 1.0162660809143698, "drawdown": -0.0027597998968282855, "net": 0.002168333313432358 }, "Core + trend": { "equity": 0.9413349885184182, "drawdown": -0.06230692983546737, "net": 0.0047722040328168625 }, "60/40 monthly": { "equity": 0.8606144976867057, "drawdown": -0.14589661592450742, "net": 0.00712866312905569 }, "SPY buy & hold": { "equity": 0.7139531879619404, "drawdown": -0.2993371753331766, "net": 0.004625078109407266 }, "BIL reserve": { "equity": 1.0059811811595174, "drawdown": -0.0039536033931932835, "net": 0.0 } }, { "date": "2009-07-22", "Ensemble trend": { "equity": 1.0159744273618638, "drawdown": -0.003045993298855354, "net": -0.0002869854243716663 }, "Core + trend": { "equity": 0.9400806209728563, "drawdown": -0.06355644437519992, "net": -0.0013325410835267615 }, "60/40 monthly": { "equity": 0.8585528582680959, "drawdown": -0.1479426576875863, "net": -0.002395543445005255 }, "SPY buy & hold": { "equity": 0.7138035379234196, "drawdown": -0.2994840396100922, "net": -0.00020960763400768023 }, "BIL reserve": { "equity": 1.006199827976652, "drawdown": -0.003737115869952068, "net": 0.00021734682639151792 } }, { "date": "2009-07-23", "Ensemble trend": { "equity": 1.0202395235572603, "drawdown": 0.0, "net": 0.004198034990379851 }, "Core + trend": { "equity": 0.946376194986589, "drawdown": -0.05728522722361362, "net": 0.006696844795308854 }, "60/40 monthly": { "equity": 0.8670942613665072, "drawdown": -0.13946587591047777, "net": 0.00994860481350135 }, "SPY buy & hold": { "equity": 0.7295662886216742, "drawdown": -0.2840147152692548, "net": 0.022082757874962722 }, "BIL reserve": { "equity": 1.0059811811595174, "drawdown": -0.0039536033931932835, "net": -0.00021729959701366486 } }, { "date": "2009-07-24", "Ensemble trend": { "equity": 1.0212906465590268, "drawdown": 0.0, "net": 0.0010302708114087178 }, "Core + trend": { "equity": 0.9485485337452576, "drawdown": -0.05512129299732993, "net": 0.002295428361550611 }, "60/40 monthly": { "equity": 0.8700022454552576, "drawdown": -0.13657989263025705, "net": 0.0033537116070490036 }, "SPY buy & hold": { "equity": 0.732554339726734, "drawdown": -0.2810822872574176, "net": 0.004095654023029249 }, "BIL reserve": { "equity": 1.0057612729184375, "drawdown": -0.0041713398829147375, "net": -0.00021860075039004112 } }, { "date": "2009-07-27", "Ensemble trend": { "equity": 1.0222373869348191, "drawdown": 0.0, "net": 0.0009270038641615574 }, "Core + trend": { "equity": 0.9489476900961737, "drawdown": -0.05472368093708413, "net": 0.0004208075145508694 }, "60/40 monthly": { "equity": 0.8700961853985287, "drawdown": -0.13648666340432214, "net": 0.00010797666760264946 }, "SPY buy & hold": { "equity": 0.7347210557366565, "drawdown": -0.2789559050444651, "net": 0.0029577546571228908 }, "BIL reserve": { "equity": 1.0057612729184375, "drawdown": -0.0041713398829147375, "net": 0.0 } }, { "date": "2009-07-28", "Ensemble trend": { "equity": 1.0187121143216054, "drawdown": -0.0034485850921421868, "net": -0.0034485850921421868 }, "Core + trend": { "equity": 0.9461386660264752, "drawdown": -0.057521837211108706, "net": -0.0029601463800537076 }, "60/40 monthly": { "equity": 0.8681913393066581, "drawdown": -0.1383770980851028, "net": -0.0021892362290936163 }, "SPY buy & hold": { "equity": 0.7312846732242038, "drawdown": -0.28232831869623953, "net": -0.004677125401023496 }, "BIL reserve": { "equity": 1.0059811811595174, "drawdown": -0.0039536033931932835, "net": 0.00021864854712649873 } }, { "date": "2009-07-29", "Ensemble trend": { "equity": 1.014508831806136, "drawdown": -0.00756043090133629, "net": -0.004126074929685641 }, "Core + trend": { "equity": 0.9436946251935457, "drawdown": -0.059956422327130054, "net": -0.002583174032188884 }, "60/40 monthly": { "equity": 0.8670749066359038, "drawdown": -0.13948508420983918, "net": -0.001285929287944798 }, "SPY buy & hold": { "equity": 0.7294918116257593, "drawdown": -0.2840878058628824, "net": -0.0024516602960373834 }, "BIL reserve": { "equity": 1.0059811811595174, "drawdown": -0.0039536033931932835, "net": 0.0 } }, { "date": "2009-07-30", "Ensemble trend": { "equity": 1.0206552983077006, "drawdown": -0.0015476724363039374, "net": 0.006058563818140739 }, "Core + trend": { "equity": 0.9502226664213663, "drawdown": -0.053453637350752925, "net": 0.006917535666245422 }, "60/40 monthly": { "equity": 0.8740402415003641, "drawdown": -0.13257244667590784, "net": 0.008033140863785926 }, "SPY buy & hold": { "equity": 0.7371115120884086, "drawdown": -0.27660994745522494, "net": 0.01044521726113401 }, "BIL reserve": { "equity": 1.006199827976652, "drawdown": -0.003737115869952068, "net": 0.00021734682639151792 } }, { "date": "2009-07-31", "Ensemble trend": { "equity": 1.0265725152521792, "drawdown": 0.0, "net": 0.00579746850311702 }, "Core + trend": { "equity": 0.9554533924722922, "drawdown": -0.04824314838592436, "net": 0.005504737190310749 }, "60/40 monthly": { "equity": 0.8781047559207044, "drawdown": -0.12853868297524096, "net": 0.0046502600536597605 }, "SPY buy & hold": { "equity": 0.7381572062335457, "drawdown": -0.27558371908924373, "net": 0.0014186376524962796 }, "BIL reserve": { "equity": 1.005542626101303, "drawdown": -0.004387827406155953, "net": -0.0006531524425623658 } }, { "date": "2009-08-03", "Ensemble trend": { "equity": 1.0329132341227159, "drawdown": 0.0, "net": 0.006176591303907131 }, "Core + trend": { "equity": 0.9610537872001069, "drawdown": -0.042664420950409454, "net": 0.005861504885469548 }, "60/40 monthly": { "equity": 0.8836594968127537, "drawdown": -0.12302596734435822, "net": 0.006325829412260786 }, "SPY buy & hold": { "equity": 0.7503344657504754, "drawdown": -0.2636331413851384, "net": 0.016496837549096366 }, "BIL reserve": { "equity": 1.0058051074005265, "drawdown": -0.004127938297726508, "net": 0.0002610344826865507 } }, { "date": "2009-08-04", "Ensemble trend": { "equity": 1.0332277773290843, "drawdown": 0.0, "net": 0.0003045204533909107 }, "Core + trend": { "equity": 0.9616345628094661, "drawdown": -0.04208589229604176, "net": 0.0006043112436517895 }, "60/40 monthly": { "equity": 0.8841325822017417, "drawdown": -0.1225564611568869, "net": 0.0005353706837243344 }, "SPY buy & hold": { "equity": 0.7522764360177921, "drawdown": -0.26172732123353804, "net": 0.0025881394977298466 }, "BIL reserve": { "equity": 1.0060252258789304, "drawdown": -0.003909993646924903, "net": 0.00021884804201555141 } }, { "date": "2009-08-05", "Ensemble trend": { "equity": 1.03116547635363, "drawdown": -0.0019959790287341628, "net": -0.0019959790287341628 }, "Core + trend": { "equity": 0.958883748032027, "drawdown": -0.04482606448295967, "net": -0.0028605614687999825 }, "60/40 monthly": { "equity": 0.8805939992529215, "drawdown": -0.1260682724028549, "net": -0.004002321620144578 }, "SPY buy & hold": { "equity": 0.7501104933930819, "drawdown": -0.26385294445797935, "net": -0.0028791844606695927 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": -0.00021880015802921982 } }, { "date": "2009-08-06", "Ensemble trend": { "equity": 1.0288574267279564, "drawdown": -0.004229803628029938, "net": -0.0022382921835544245 }, "Core + trend": { "equity": 0.9564190705373352, "drawdown": -0.04728120641983857, "net": -0.002570361109728081 }, "60/40 monthly": { "equity": 0.8778543785622106, "drawdown": -0.12878716606466156, "net": -0.0031111053368920727 }, "SPY buy & hold": { "equity": 0.7462255474576727, "drawdown": -0.2676655714462446, "net": -0.005179164895875332 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": 0.0 } }, { "date": "2009-08-07", "Ensemble trend": { "equity": 1.0279580520743095, "drawdown": -0.005100255113540619, "net": -0.0008741489639698674 }, "Core + trend": { "equity": 0.9583551860105671, "drawdown": -0.045352581557880245, "net": 0.0020243380050379844 }, "60/40 monthly": { "equity": 0.8824289559562051, "drawdown": -0.12424719835155873, "net": 0.005211089111940126 }, "SPY buy & hold": { "equity": 0.7560120412687653, "drawdown": -0.2580612549267838, "net": 0.01311465929360689 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": 0.0 } }, { "date": "2009-08-10", "Ensemble trend": { "equity": 1.0250478883342005, "drawdown": -0.007916830319863344, "net": -0.002831014100465268 }, "Core + trend": { "equity": 0.9576917053207769, "drawdown": -0.046013495316098774, "net": -0.0006923118896577929 }, "60/40 monthly": { "equity": 0.8835705446043762, "drawdown": -0.1231142465708881, "net": 0.00129368901651028 }, "SPY buy & hold": { "equity": 0.7544432293662356, "drawdown": -0.25960086312173447, "net": -0.0020751149676093705 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": 0.0 } }, { "date": "2009-08-11", "Ensemble trend": { "equity": 1.0221679706752171, "drawdown": -0.010704132134791378, "net": -0.0028095445020266396 }, "Core + trend": { "equity": 0.9542708344253095, "drawdown": -0.049421131249886896, "net": -0.0035719959528328626 }, "60/40 monthly": { "equity": 0.8793776215812651, "drawdown": -0.12727544737895402, "net": -0.004745430966113129 }, "SPY buy & hold": { "equity": 0.7450302032740148, "drawdown": -0.26883866408914125, "net": -0.01247678516530415 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": 0.0 } }, { "date": "2009-08-12", "Ensemble trend": { "equity": 1.0252760158496395, "drawdown": -0.007696039202508165, "net": 0.0030406403483462796 }, "Core + trend": { "equity": 0.9581399012556343, "drawdown": -0.0455670334005025, "net": 0.004054474569219035 }, "60/40 monthly": { "equity": 0.8840285937604023, "drawdown": -0.12265966285740615, "net": 0.005288936248768694 }, "SPY buy & hold": { "equity": 0.7530236034710995, "drawdown": -0.2609940624328766, "net": 0.010728961271580628 }, "BIL reserve": { "equity": 1.0062441880520514, "drawdown": -0.0036931938820635724, "net": 0.0004365464524827001 } }, { "date": "2009-08-13", "Ensemble trend": { "equity": 1.0319235061424683, "drawdown": -0.0012623268704481383, "net": 0.006483610452274524 }, "Core + trend": { "equity": 0.9647091280819432, "drawdown": -0.03902322216804843, "net": 0.006856229260152835 }, "60/40 monthly": { "equity": 0.8908451624565283, "drawdown": -0.1158946659780905, "net": 0.007710801148558266 }, "SPY buy & hold": { "equity": 0.7587758106623469, "drawdown": -0.255348933583192, "net": 0.007638813929247812 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": -0.0004363559628350888 } }, { "date": "2009-08-14", "Ensemble trend": { "equity": 1.0274844133006011, "drawdown": -0.005558662043842699, "net": -0.004301765407458746 }, "Core + trend": { "equity": 0.9611941440913689, "drawdown": -0.042524607084047816, "net": -0.0036435687071426637 }, "60/40 monthly": { "equity": 0.8878406932200934, "drawdown": -0.11887640443251757, "net": -0.0033726054347649193 }, "SPY buy & hold": { "equity": 0.7529491264751844, "drawdown": -0.2610671530265042, "net": -0.007679058959557894 }, "BIL reserve": { "equity": 1.0062441880520514, "drawdown": -0.0036931938820635724, "net": 0.0004365464524827001 } }, { "date": "2009-08-17", "Ensemble trend": { "equity": 1.015823117073912, "drawdown": -0.016844940328805014, "net": -0.011349365572592252 }, "Core + trend": { "equity": 0.9504039766198706, "drawdown": -0.053273028620851925, "net": -0.011225794016565094 }, "60/40 monthly": { "equity": 0.8772202232182736, "drawdown": -0.12941652360714095, "net": -0.011962134742101727 }, "SPY buy & hold": { "equity": 0.7344222196907421, "drawdown": -0.27924917820518913, "net": -0.024605788270415152 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": -0.0004363559628350888 } }, { "date": "2009-08-18", "Ensemble trend": { "equity": 1.0207065262212889, "drawdown": -0.012118577706227707, "net": 0.004807342011908133 }, "Core + trend": { "equity": 0.9540218332028049, "drawdown": -0.049669169114890166, "net": 0.003806651352408208 }, "60/40 monthly": { "equity": 0.8800672842998198, "drawdown": -0.12659100241158294, "net": 0.0032455488441673896 }, "SPY buy & hold": { "equity": 0.7402487492008623, "drawdown": -0.273531110559579, "net": 0.007933487514271587 }, "BIL reserve": { "equity": 1.0062441880520514, "drawdown": -0.0036931938820635724, "net": 0.0004365464524827001 } }, { "date": "2009-08-19", "Ensemble trend": { "equity": 1.0242901371287745, "drawdown": -0.008650212853756, "net": 0.003510912113741771 }, "Core + trend": { "equity": 0.9588409054029179, "drawdown": -0.04486874135879382, "net": 0.005051322760543764 }, "60/40 monthly": { "equity": 0.8859913259872104, "drawdown": -0.12071177998829707, "net": 0.0067313508785906695 }, "SPY buy & hold": { "equity": 0.7467485105380229, "drawdown": -0.2671523434149773, "net": 0.008780509719439111 }, "BIL reserve": { "equity": 1.0058051074005268, "drawdown": -0.004127938297726397, "net": -0.0004363559628350888 } }, { "date": "2009-08-20", "Ensemble trend": { "equity": 1.0273042956323555, "drawdown": -0.00573298727221716, "net": 0.002942680393301478 }, "Core + trend": { "equity": 0.9634770673902424, "drawdown": -0.04025051615660857, "net": 0.00483517334440009 }, "60/40 monthly": { "equity": 0.8923640937104056, "drawdown": -0.11438722643622634, "net": 0.007192810512105519 }, "SPY buy & hold": { "equity": 0.7544432293662356, "drawdown": -0.25960086312173447, "net": 0.010304297524033501 }, "BIL reserve": { "equity": 1.0060252258789306, "drawdown": -0.003909993646924792, "net": 0.00021884804201555141 } }, { "date": "2009-08-21", "Ensemble trend": { "equity": 1.0347432247521409, "drawdown": 0.0, "net": 0.007241212901973215 }, "Core + trend": { "equity": 0.9704835181959455, "drawdown": -0.03327117251476974, "net": 0.007272047299144768 }, "60/40 monthly": { "equity": 0.8991275073809183, "drawdown": -0.10767498242986251, "net": 0.00757920866402273 }, "SPY buy & hold": { "equity": 0.7692347629152684, "drawdown": -0.2450846765532506, "net": 0.019605893423496168 }, "BIL reserve": { "equity": 1.005805107400527, "drawdown": -0.004127938297726175, "net": -0.00021880015802921982 } }, { "date": "2009-08-24", "Ensemble trend": { "equity": 1.0325894273437328, "drawdown": -0.0020814800782329446, "net": -0.0020814800782329446 }, "Core + trend": { "equity": 0.9705507117825775, "drawdown": -0.0332042388925069, "net": 6.92372259518681e-05 }, "60/40 monthly": { "equity": 0.901283270675742, "drawdown": -0.10553552889947948, "net": 0.002397616886511633 }, "SPY buy & hold": { "equity": 0.7691601312423109, "drawdown": -0.2451579189445806, "net": -9.70206711338184e-05 }, "BIL reserve": { "equity": 1.005805107400527, "drawdown": -0.004127938297726175, "net": 0.0 } }, { "date": "2009-08-25", "Ensemble trend": { "equity": 1.0349999426174719, "drawdown": 0.0, "net": 0.0023344372989948514 }, "Core + trend": { "equity": 0.9727754263997617, "drawdown": -0.030988131443966505, "net": 0.0022922188301712776 }, "60/40 monthly": { "equity": 0.9032832564337491, "drawdown": -0.10355067434658949, "net": 0.002219042362239243 }, "SPY buy & hold": { "equity": 0.7706540794563197, "drawdown": -0.24369178083751297, "net": 0.0019423110394396481 }, "BIL reserve": { "equity": 1.005805107400527, "drawdown": -0.004127938297726175, "net": 0.0 } }, { "date": "2009-08-26", "Ensemble trend": { "equity": 1.0347428042322453, "drawdown": -0.0002484428980510378, "net": -0.0002484428980510378 }, "Core + trend": { "equity": 0.9729607354513156, "drawdown": -0.030803539332124985, "net": 0.00019049520220693061 }, "60/40 monthly": { "equity": 0.9038092732743785, "drawdown": -0.1030286371686544, "net": 0.0005823387479872988 }, "SPY buy & hold": { "equity": 0.7707289431448408, "drawdown": -0.2436183107496297, "net": 9.714305097019427e-05 }, "BIL reserve": { "equity": 1.0060252258789308, "drawdown": -0.003909993646924681, "net": 0.00021884804201555141 } }, { "date": "2009-08-27", "Ensemble trend": { "equity": 1.0361520860970368, "drawdown": 0.0, "net": 0.0013619634357711075 }, "Core + trend": { "equity": 0.9737807330112951, "drawdown": -0.029986714249744084, "net": 0.0008427858700785773 }, "60/40 monthly": { "equity": 0.9040347795238572, "drawdown": -0.10280483702198284, "net": 0.0002495064568897032 }, "SPY buy & hold": { "equity": 0.7724468637162429, "drawdown": -0.2419323695697213, "net": 0.0022289555708034925 }, "BIL reserve": { "equity": 1.0060252258789308, "drawdown": -0.003909993646924681, "net": 0.0 } }, { "date": "2009-08-28", "Ensemble trend": { "equity": 1.0379360459378013, "drawdown": 0.0, "net": 0.001721716208172186 }, "Core + trend": { "equity": 0.9750560626391624, "drawdown": -0.028716318727626144, "net": 0.0013096681672100097 }, "60/40 monthly": { "equity": 0.9047579619078157, "drawdown": -0.10208712598748027, "net": 0.0007999497368222919 }, "SPY buy & hold": { "equity": 0.7722975230318069, "drawdown": -0.24207893025123228, "net": -0.00019333457283721156 }, "BIL reserve": { "equity": 1.0062441880520516, "drawdown": -0.0036931938820634613, "net": 0.00021765077802049504 } }, { "date": "2009-08-31", "Ensemble trend": { "equity": 1.0337829457779595, "drawdown": -0.004001306415839401, "net": -0.004001306415839401 }, "Core + trend": { "equity": 0.9712767024256037, "drawdown": -0.032481057024974835, "net": -0.003876044012617208 }, "60/40 monthly": { "equity": 0.9009752213289717, "drawdown": -0.10584124765072755, "net": -0.004180942017760758 }, "SPY buy & hold": { "equity": 0.7654243713142954, "drawdown": -0.24882413704903705, "net": -0.008899616420533829 }, "BIL reserve": { "equity": 1.0062441880520516, "drawdown": -0.0036931938820634613, "net": 0.0 } }, { "date": "2009-09-01", "Ensemble trend": { "equity": 1.0288702717859755, "drawdown": -0.008734424618267234, "net": -0.004752132942459464 }, "Core + trend": { "equity": 0.9632787010144027, "drawdown": -0.04044811507542845, "net": -0.008234524097229245 }, "60/40 monthly": { "equity": 0.8900067150166657, "drawdown": -0.11672677001268561, "net": -0.012174037701200069 }, "SPY buy & hold": { "equity": 0.7485412947979463, "drawdown": -0.2653929321471855, "net": -0.02205714522436686 }, "BIL reserve": { "equity": 1.005629769472171, "drawdown": -0.004301544638479093, "net": -0.000610605842176315 } }, { "date": "2009-09-02", "Ensemble trend": { "equity": 1.0360639575451633, "drawdown": -0.0018036644935542911, "net": 0.006991829734472432 }, "Core + trend": { "equity": 0.9665259291023257, "drawdown": -0.03721345014484778, "net": 0.0033710161809903383 }, "60/40 monthly": { "equity": 0.8899823202210838, "drawdown": -0.11675098024562536, "net": -2.7409675871337136e-05 }, "SPY buy & hold": { "equity": 0.7457027390543649, "drawdown": -0.2681786476798095, "net": -0.0037921164313955424 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313857, "net": 0.0008728270135256455 } }, { "date": "2009-09-03", "Ensemble trend": { "equity": 1.040813124741209, "drawdown": 0.0, "net": 0.004583855235441359 }, "Core + trend": { "equity": 0.9701105133341594, "drawdown": -0.033642734263032104, "net": 0.0037087305409002624 }, "60/40 monthly": { "equity": 0.8930498559454411, "drawdown": -0.1137066524426561, "net": 0.003446737822381918 }, "SPY buy & hold": { "equity": 0.7519033549915266, "drawdown": -0.26209345729133626, "net": 0.008315130966294548 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313857, "net": 0.0 } }, { "date": "2009-09-04", "Ensemble trend": { "equity": 1.0439180751390449, "drawdown": 0.0, "net": 0.002983196814133171 }, "Core + trend": { "equity": 0.9740314300120371, "drawdown": -0.02973698716727713, "net": 0.004041721663650355 }, "60/40 monthly": { "equity": 0.8983024730960268, "drawdown": -0.10849377478880862, "net": 0.005881661718678544 }, "SPY buy & hold": { "equity": 0.7624361655321934, "drawdown": -0.25175671685857626, "net": 0.014008197291240254 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313857, "net": 0.0 } }, { "date": "2009-09-08", "Ensemble trend": { "equity": 1.0479435376275297, "drawdown": 0.0, "net": 0.0038561095782816412 }, "Core + trend": { "equity": 0.9775361597650326, "drawdown": -0.026245816816373835, "net": 0.003598169058006917 }, "60/40 monthly": { "equity": 0.9021083736889451, "drawdown": -0.1047166683321965, "net": 0.004236769581409616 }, "SPY buy & hold": { "equity": 0.7690107905578752, "drawdown": -0.24530447962609114, "net": 0.008623180959802301 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313857, "net": 0.0 } }, { "date": "2009-09-09", "Ensemble trend": { "equity": 1.0502021142379616, "drawdown": 0.0, "net": 0.0021552464701914964 }, "Core + trend": { "equity": 0.9808032431361517, "drawdown": -0.02299137342043689, "net": 0.0033421611451225353 }, "60/40 monthly": { "equity": 0.906586643499796, "drawdown": -0.10027227957215112, "net": 0.004964225963825397 }, "SPY buy & hold": { "equity": 0.77491241577208, "drawdown": -0.23951271419604436, "net": 0.007674307417615545 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": -0.0006541016076822004 } }, { "date": "2009-09-10", "Ensemble trend": { "equity": 1.0572712527037955, "drawdown": 0.0, "net": 0.006731217134297474 }, "Core + trend": { "equity": 0.9882849603767395, "drawdown": -0.015538602095670151, "net": 0.007628153039813235 }, "60/40 monthly": { "equity": 0.9148596537794269, "drawdown": -0.09206186004596706, "net": 0.009125449110626294 }, "SPY buy & hold": { "equity": 0.7828309522806437, "drawdown": -0.23174158262766298, "net": 0.010218621288541563 }, "BIL reserve": { "equity": 1.0060690603610198, "drawdown": -0.0038665920617363403, "net": 0.00021862944420258934 } }, { "date": "2009-09-11", "Ensemble trend": { "equity": 1.0601751522283984, "drawdown": 0.0, "net": 0.0027465983939092276 }, "Core + trend": { "equity": 0.9901572060626971, "drawdown": -0.013673599916019907, "net": 0.001894439115256663 }, "60/40 monthly": { "equity": 0.9158220033578496, "drawdown": -0.0911067912738236, "net": 0.001051909519069083 }, "SPY buy & hold": { "equity": 0.7826814569191652, "drawdown": -0.23188829510687625, "net": -0.00019096761700976295 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": -0.00021858165581667421 } }, { "date": "2009-09-14", "Ensemble trend": { "equity": 1.0571615320218386, "drawdown": -0.002842568230565945, "net": -0.002842568230565945 }, "Core + trend": { "equity": 0.9890765317637689, "drawdown": -0.014750093208598769, "net": -0.0010914168904808674 }, "60/40 monthly": { "equity": 0.9163734509937052, "drawdown": -0.09055951570132204, "net": 0.0006021340760908878 }, "SPY buy & hold": { "equity": 0.7864912298119686, "drawdown": -0.22814944180189867, "net": 0.004867590587618764 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": 0.0 } }, { "date": "2009-09-15", "Ensemble trend": { "equity": 1.0599013987934796, "drawdown": -0.00025821529050507053, "net": 0.002591720081226212 }, "Core + trend": { "equity": 0.9910642192783287, "drawdown": -0.012770095831693862, "net": 0.0020096397505411367 }, "60/40 monthly": { "equity": 0.9179402535212685, "drawdown": -0.08900456706338145, "net": 0.0017097860330461678 }, "SPY buy & hold": { "equity": 0.7897787356711126, "drawdown": -0.22492313343852843, "net": 0.004179965058135338 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": 0.0 } }, { "date": "2009-09-16", "Ensemble trend": { "equity": 1.0680129004786205, "drawdown": 0.0, "net": 0.007653071969123237 }, "Core + trend": { "equity": 0.998730763467847, "drawdown": -0.005133212632508655, "net": 0.0077356684263114595 }, "60/40 monthly": { "equity": 0.926092134905952, "drawdown": -0.08091436001254138, "net": 0.008880623061699788 }, "SPY buy & hold": { "equity": 0.8017310174298731, "drawdown": -0.2131933454923286, "net": 0.015133709251622385 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": 0.0 } }, { "date": "2009-09-17", "Ensemble trend": { "equity": 1.0671065127531396, "drawdown": -0.0008486673944432255, "net": -0.0008486673944432255 }, "Core + trend": { "equity": 0.9989304761496205, "drawdown": -0.004934272616460067, "net": 0.00019996648654352356 }, "60/40 monthly": { "equity": 0.9270286283331239, "drawdown": -0.07998495177289167, "net": 0.0010112313795507255 }, "SPY buy & hold": { "equity": 0.8005358279232576, "drawdown": -0.21436628633752297, "net": -0.0014907612162079475 }, "BIL reserve": { "equity": 1.0060690603610198, "drawdown": -0.0038665920617363403, "net": 0.00021862944420258934 } }, { "date": "2009-09-18", "Ensemble trend": { "equity": 1.064661096896223, "drawdown": -0.003138354958910572, "net": -0.0022916323981637676 }, "Core + trend": { "equity": 0.9968934569911452, "drawdown": -0.00696341077874274, "net": -0.0020392001316518193 }, "60/40 monthly": { "equity": 0.9254505987504026, "drawdown": -0.08155104252594825, "net": -0.001702244714447243 }, "SPY buy & hold": { "equity": 0.80104603014761, "drawdown": -0.21386558161669034, "net": 0.000637325909167652 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": -0.00021858165581667421 } }, { "date": "2009-09-21", "Ensemble trend": { "equity": 1.061619134345544, "drawdown": -0.005986600096507533, "net": -0.002857212083307248 }, "Core + trend": { "equity": 0.9947939806157479, "drawdown": -0.009054764518055869, "net": -0.002106018813418653 }, "60/40 monthly": { "equity": 0.9237845913154741, "drawdown": -0.08320444552100825, "net": -0.001800212174672522 }, "SPY buy & hold": { "equity": 0.7990196835536647, "drawdown": -0.2158542074148616, "net": -0.00252962566155146 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313857, "net": 0.0006545297366351566 } }, { "date": "2009-09-22", "Ensemble trend": { "equity": 1.0686081150273556, "drawdown": 0.0, "net": 0.006583322074465325 }, "Core + trend": { "equity": 0.9999995944146733, "drawdown": -0.003869290648771617, "net": 0.005232856149474552 }, "60/40 monthly": { "equity": 0.9280151532838506, "drawdown": -0.07900589053100526, "net": 0.004579597893435539 }, "SPY buy & hold": { "equity": 0.8036733743897958, "drawdown": -0.21128714584647268, "net": 0.005824250555923394 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": -0.0006541016076822004 } }, { "date": "2009-09-23", "Ensemble trend": { "equity": 1.0643335196504518, "drawdown": -0.004000152457006578, "net": -0.004000152457006578 }, "Core + trend": { "equity": 0.9961655101189951, "drawdown": -0.007688541306969943, "net": -0.003834085850727198 }, "60/40 monthly": { "equity": 0.924095383682384, "drawdown": -0.08289600450236856, "net": -0.0042238206861130445 }, "SPY buy & hold": { "equity": 0.7969931049441557, "drawdown": -0.21784306090958638, "net": -0.008312169668072245 }, "BIL reserve": { "equity": 1.0062882327714646, "drawdown": -0.003649584135795192, "net": 0.0004365273367274991 } }, { "date": "2009-09-24", "Ensemble trend": { "equity": 1.0577795547911952, "drawdown": -0.010133331465373763, "net": -0.006157811191936369 }, "Core + trend": { "equity": 0.9906913444435091, "drawdown": -0.01314152805604929, "net": -0.005495237106564854 }, "60/40 monthly": { "equity": 0.9188910053915177, "drawdown": -0.08806100825513608, "net": -0.005631862665656406 }, "SPY buy & hold": { "equity": 0.7882110838464007, "drawdown": -0.2264616031507124, "net": -0.0110189423763839 }, "BIL reserve": { "equity": 1.0058491521199402, "drawdown": -0.004084328551457905, "net": -0.0004363368637584353 } }, { "date": "2009-09-25", "Ensemble trend": { "equity": 1.0573249891363687, "drawdown": -0.010558712527368508, "net": -0.0004297357164521065 }, "Core + trend": { "equity": 0.9896655729846577, "drawdown": -0.014163330921415418, "net": -0.001035409731400816 }, "60/40 monthly": { "equity": 0.9173892840228259, "drawdown": -0.08955136811589348, "net": -0.0016342758388977474 }, "SPY buy & hold": { "equity": 0.7840073485266076, "drawdown": -0.23058708520329063, "net": -0.005333260856063227 }, "BIL reserve": { "equity": 1.0062882327714646, "drawdown": -0.003649584135795192, "net": 0.0004365273367274991 } }, { "date": "2009-09-28", "Ensemble trend": { "equity": 1.0629451131146652, "drawdown": -0.005299418779489251, "net": 0.005315417715500148 }, "Core + trend": { "equity": 0.9976410971682165, "drawdown": -0.006218663136758562, "net": 0.0080588073398431 }, "60/40 monthly": { "equity": 0.9279208825262992, "drawdown": -0.07909944806839331, "net": 0.011479966778433992 }, "SPY buy & hold": { "equity": 0.7980439034316917, "drawdown": -0.21681182321943138, "net": 0.017903601198972385 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313968, "net": 0.00021790727742398985 } }, { "date": "2009-09-29", "Ensemble trend": { "equity": 1.062676078338361, "drawdown": -0.005551180648523002, "net": -0.00025310316871929306 }, "Core + trend": { "equity": 0.9965609037568902, "drawdown": -0.007294677402235106, "net": -0.0010827475074878246 }, "60/40 monthly": { "equity": 0.9260688858264073, "drawdown": -0.08093743319753777, "net": -0.00199585625753973 }, "SPY buy & hold": { "equity": 0.7956421556558445, "drawdown": -0.21916886204093466, "net": -0.0030095434167460855 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313968, "net": 0.0 } }, { "date": "2009-09-30", "Ensemble trend": { "equity": 1.0658135292487483, "drawdown": -0.002615164286428606, "net": 0.0029524056994800763 }, "Core + trend": { "equity": 0.9969353316926962, "drawdown": -0.006921698085664896, "net": 0.0003757200732985577 }, "60/40 monthly": { "equity": 0.9241750618244183, "drawdown": -0.08281692917778216, "net": -0.002045014178722715 }, "SPY buy & hold": { "equity": 0.792564237189151, "drawdown": -0.2221894845177722, "net": -0.0038684708255012357 }, "BIL reserve": { "equity": 1.0065075103005718, "drawdown": -0.003432472129313968, "net": 0.0 } }, { "date": "2009-10-01", "Ensemble trend": { "equity": 1.0577128791041375, "drawdown": -0.010195726356559964, "net": -0.007600438465367287 }, "Core + trend": { "equity": 0.9877684160417446, "drawdown": -0.016053147979192217, "net": -0.009195095568924283 }, "60/40 monthly": { "equity": 0.913054955658174, "drawdown": -0.09385290444126826, "net": -0.012032467251704593 }, "SPY buy & hold": { "equity": 0.772898288664484, "drawdown": -0.24148934797573907, "net": -0.024813065745197926 }, "BIL reserve": { "equity": 1.005893091720691, "drawdown": -0.004040822885729822, "net": -0.0006104460956255497 } }, { "date": "2009-10-02", "Ensemble trend": { "equity": 1.0566016245867924, "drawdown": -0.011235634721205368, "net": -0.0010506202007165566 }, "Core + trend": { "equity": 0.9859148581283752, "drawdown": -0.017899534687127794, "net": -0.0018765106104496887 }, "60/40 monthly": { "equity": 0.9103557256811309, "drawdown": -0.09653171297167007, "net": -0.002956262337021509 }, "SPY buy & hold": { "equity": 0.7692957830084949, "drawdown": -0.2450247923597174, "net": -0.004661034587376212 }, "BIL reserve": { "equity": 1.005893091720691, "drawdown": -0.004040822885729822, "net": 0.0 } }, { "date": "2009-10-05", "Ensemble trend": { "equity": 1.0669408417031683, "drawdown": -0.0015602289564726757, "net": 0.009785350387303327 }, "Core + trend": { "equity": 0.9949085547153416, "drawdown": -0.008940633692664512, "net": 0.009122183840539533 }, "60/40 monthly": { "equity": 0.9184147396427073, "drawdown": -0.08853367074091989, "net": 0.008852598752588259 }, "SPY buy & hold": { "equity": 0.7807799346984355, "drawdown": -0.23375442015934145, "net": 0.014928135502094486 }, "BIL reserve": { "equity": 1.0063320672535536, "drawdown": -0.0036061825506069622, "net": 0.0004364037654456254 } }, { "date": "2009-10-06", "Ensemble trend": { "equity": 1.0783354856058212, "drawdown": 0.0, "net": 0.010679733549672221 }, "Core + trend": { "equity": 1.003607685905945, "drawdown": -0.00027515845443970566, "net": 0.0087436490010806 }, "60/40 monthly": { "equity": 0.9251122126785353, "drawdown": -0.08188686848505389, "net": 0.007292427643782684 }, "SPY buy & hold": { "equity": 0.791964167603165, "drawdown": -0.22277838370360525, "net": 0.014324436896613113 }, "BIL reserve": { "equity": 1.0058930917206912, "drawdown": -0.0040408228857296, "net": -0.00043621340027510946 } }, { "date": "2009-10-07", "Ensemble trend": { "equity": 1.081171716407208, "drawdown": 0.0, "net": 0.002630193329670183 }, "Core + trend": { "equity": 1.007031434830143, "drawdown": 0.0, "net": 0.0034114415147266097 }, "60/40 monthly": { "equity": 0.9289867028455896, "drawdown": -0.07804169137945849, "net": 0.004188129952188424 }, "SPY buy & hold": { "equity": 0.7941407829438007, "drawdown": -0.22064228643770956, "net": 0.0027483760372937205 }, "BIL reserve": { "equity": 1.0063320672535538, "drawdown": -0.0036061825506068512, "net": 0.0004364037654456254 } }, { "date": "2009-10-08", "Ensemble trend": { "equity": 1.0877005939448536, "drawdown": 0.0, "net": 0.00603870545128693 }, "Core + trend": { "equity": 1.0114648504062882, "drawdown": 0.0, "net": 0.00440245996580324 }, "60/40 monthly": { "equity": 0.9319261629647668, "drawdown": -0.07512447020564306, "net": 0.003164157366486897 }, "SPY buy & hold": { "equity": 0.8002205187723276, "drawdown": -0.21467572595353557, "net": 0.007655740592984017 }, "BIL reserve": { "equity": 1.0058930917206912, "drawdown": -0.004040822885729489, "net": -0.00043621340027510946 } }, { "date": "2009-10-09", "Ensemble trend": { "equity": 1.0832377748110291, "drawdown": -0.004102984919442609, "net": -0.004102984919442609 }, "Core + trend": { "equity": 1.00926545096198, "drawdown": -0.002174469477040919, "net": -0.002174469477040919 }, "60/40 monthly": { "equity": 0.9318373344618798, "drawdown": -0.07521262666259576, "net": -9.531710388344106e-05 }, "SPY buy & hold": { "equity": 0.8050996513977551, "drawdown": -0.20988741923413434, "net": 0.006097235088289077 }, "BIL reserve": { "equity": 1.006112999961771, "drawdown": -0.0038230863960080352, "net": 0.0002186198939924111 } }, { "date": "2009-10-12", "Ensemble trend": { "equity": 1.0883809167372114, "drawdown": 0.0, "net": 0.004747934429335743 }, "Core + trend": { "equity": 1.0133951656590436, "drawdown": 0.0, "net": 0.004091802303474834 }, "60/40 monthly": { "equity": 0.9351309962338457, "drawdown": -0.07194388360400483, "net": 0.0035345887636792916 }, "SPY buy & hold": { "equity": 0.8082520468603637, "drawdown": -0.2067937061636691, "net": 0.0039155345020154275 }, "BIL reserve": { "equity": 1.006112999961771, "drawdown": -0.0038230863960080352, "net": 0.0 } }, { "date": "2009-10-13", "Ensemble trend": { "equity": 1.0906653408939238, "drawdown": 0.0, "net": 0.002098919708699576 }, "Core + trend": { "equity": 1.0143288088143123, "drawdown": 0.0, "net": 0.0009213021602103577 }, "60/40 monthly": { "equity": 0.9347993945118108, "drawdown": -0.07227297654133802, "net": -0.00035460456702895993 }, "SPY buy & hold": { "equity": 0.8066008694327564, "drawdown": -0.20841414663506186, "net": -0.00204289916000977 }, "BIL reserve": { "equity": 1.006112999961771, "drawdown": -0.0038230863960080352, "net": 0.0 } }, { "date": "2009-10-14", "Ensemble trend": { "equity": 1.09784491224541, "drawdown": 0.0, "net": 0.006582744570943877 }, "Core + trend": { "equity": 1.0212639646434372, "drawdown": 0.0, "net": 0.006837187082590734 }, "60/40 monthly": { "equity": 0.9420937611432589, "drawdown": -0.0650337965817237, "net": 0.007803135811033979 }, "SPY buy & hold": { "equity": 0.820487078252629, "drawdown": -0.19478643201777812, "net": 0.017215712685306306 }, "BIL reserve": { "equity": 1.0058930917206914, "drawdown": -0.004040822885729378, "net": -0.00021857210978082353 } }, { "date": "2009-10-15", "Ensemble trend": { "equity": 1.0935691673442443, "drawdown": -0.0038946711447799265, "net": -0.0038946711447799265 }, "Core + trend": { "equity": 1.0196842459809172, "drawdown": -0.0015468269881346863, "net": -0.0015468269881346863 }, "60/40 monthly": { "equity": 0.9430214449732175, "drawdown": -0.0641131312889015, "net": 0.0009847043555757384 }, "SPY buy & hold": { "equity": 0.8234894369841107, "drawdown": -0.19183996271848391, "net": 0.0036592395067034378 }, "BIL reserve": { "equity": 1.0058930917206914, "drawdown": -0.004040822885729378, "net": 0.0 } }, { "date": "2009-10-16", "Ensemble trend": { "equity": 1.0910969805137924, "drawdown": -0.006146525484930332, "net": -0.0022606588629924262 }, "Core + trend": { "equity": 1.0173070820970003, "drawdown": -0.0038744954129643627, "net": -0.002331274503147962 }, "60/40 monthly": { "equity": 0.9403467549953061, "drawdown": -0.06676758548137374, "net": -0.002836298148010119 }, "SPY buy & hold": { "equity": 0.8173344507744568, "drawdown": -0.19788037278479675, "net": -0.007474274633315847 }, "BIL reserve": { "equity": 1.006332067253554, "drawdown": -0.003606182550606518, "net": 0.0004364037654456254 } }, { "date": "2009-10-19", "Ensemble trend": { "equity": 1.0999943193487072, "drawdown": 0.0, "net": 0.008154489466852821 }, "Core + trend": { "equity": 1.0241504504104435, "drawdown": 0.0, "net": 0.006726944532163159 }, "60/40 monthly": { "equity": 0.9456653501176188, "drawdown": -0.061489229022465564, "net": 0.005655993487571731 }, "SPY buy & hold": { "equity": 0.8240897385856603, "drawdown": -0.1912508358360977, "net": 0.008265022726990923 }, "BIL reserve": { "equity": 1.006112999961771, "drawdown": -0.003823086396007813, "net": -0.00021768887121009772 } }, { "date": "2009-10-20", "Ensemble trend": { "equity": 1.09528215376038, "drawdown": -0.004283809021047524, "net": -0.004283809021047524 }, "Core + trend": { "equity": 1.0208337361979245, "drawdown": -0.0032385029086202666, "net": -0.0032385029086202666 }, "60/40 monthly": { "equity": 0.9434281426566102, "drawdown": -0.0637095105404536, "net": -0.0023657496393731936 }, "SPY buy & hold": { "equity": 0.8197365852429099, "drawdown": -0.1955229544690379, "net": -0.005282377802957927 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": -0.00021857210978082353 } }, { "date": "2009-10-21", "Ensemble trend": { "equity": 1.0931482872056375, "drawdown": -0.00622369772520559, "net": -0.0019482345689797453 }, "Core + trend": { "equity": 1.016628087076616, "drawdown": -0.007344978787845791, "net": -0.004119817921547364 }, "60/40 monthly": { "equity": 0.9374081476448415, "drawdown": -0.06968396033823177, "net": -0.0063809788362015896 }, "SPY buy & hold": { "equity": 0.8123805317990294, "drawdown": -0.20274207369323016, "net": -0.008973679565248083 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-22", "Ensemble trend": { "equity": 1.0963516329221554, "drawdown": -0.003311550216648751, "net": 0.0029303853411384306 }, "Core + trend": { "equity": 1.0205334171695037, "drawdown": -0.003531740126160199, "net": 0.0038414540602726976 }, "60/40 monthly": { "equity": 0.9421598100657849, "drawdown": -0.06496824736265339, "net": 0.005068936549017078 }, "SPY buy & hold": { "equity": 0.8206372696607981, "drawdown": -0.194639036448905, "net": 0.010163633344935086 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-23", "Ensemble trend": { "equity": 1.0891643311084034, "drawdown": -0.00984549469920526, "net": -0.006555653859515287 }, "Core + trend": { "equity": 1.0128038191198074, "drawdown": -0.011079066836409357, "net": -0.0075740763797179644 }, "60/40 monthly": { "equity": 0.9337588826049986, "drawdown": -0.07330561629254828, "net": -0.008916669307088787 }, "SPY buy & hold": { "equity": 0.8112547149459297, "drawdown": -0.20384693326897085, "net": -0.01143325444961385 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-26", "Ensemble trend": { "equity": 1.0781628965438672, "drawdown": -0.01984685049806989, "net": -0.010100803203260011 }, "Core + trend": { "equity": 1.003356198845436, "drawdown": -0.020303903158636394, "net": -0.009328183895062736 }, "60/40 monthly": { "equity": 0.9255043597429019, "drawdown": -0.08149768827064763, "net": -0.008840101032365322 }, "SPY buy & hold": { "equity": 0.802472771186696, "drawdown": -0.21246539961124578, "net": -0.010825137404371188 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-27", "Ensemble trend": { "equity": 1.0767775879190218, "drawdown": -0.021106228478917632, "net": -0.001284878777860099 }, "Core + trend": { "equity": 1.0031447329750853, "drawdown": -0.02051038246083836, "net": -0.00021075852283958252 }, "60/40 monthly": { "equity": 0.9260031465269587, "drawdown": -0.08100267513603254, "net": 0.0005389350993392217 }, "SPY buy & hold": { "equity": 0.7987945511184528, "drawdown": -0.21607514897046975, "net": -0.004583607320163496 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-28", "Ensemble trend": { "equity": 1.0632934636788762, "drawdown": -0.033364586547647845, "net": -0.012522664282235807 }, "Core + trend": { "equity": 0.992032099061878, "drawdown": -0.03136096980252612, "net": -0.01107779719906421 }, "60/40 monthly": { "equity": 0.9164742365925049, "drawdown": -0.09045949261173625, "net": -0.010290364530825546 }, "SPY buy & hold": { "equity": 0.7837072750643536, "drawdown": -0.23088157274563303, "net": -0.018887555045254634 }, "BIL reserve": { "equity": 1.0058930917206916, "drawdown": -0.004040822885729267, "net": 0.0 } }, { "date": "2009-10-29", "Ensemble trend": { "equity": 1.078853886928902, "drawdown": -0.01921867417671952, "net": 0.01463417558891833 }, "Core + trend": { "equity": 1.00435915727721, "drawdown": -0.01932459544913734, "net": 0.01242606789335654 }, "60/40 monthly": { "equity": 0.9265864422623676, "drawdown": -0.08042379241575692, "net": 0.011033813353510613 }, "SPY buy & hold": { "equity": 0.8005208242501445, "drawdown": -0.21438101071464055, "net": 0.02145386386059811 }, "BIL reserve": { "equity": 1.0061129999617713, "drawdown": -0.003823086396007702, "net": 0.0002186198939924111 } }, { "date": "2009-10-30", "Ensemble trend": { "equity": 1.0668131076953935, "drawdown": -0.030164893645050705, "net": -0.01116071358632642 }, "Core + trend": { "equity": 0.9918498242119625, "drawdown": -0.03153894643656696, "net": -0.01245503958878591 }, "60/40 monthly": { "equity": 0.9129267792153937, "drawdown": -0.09398011114511973, "net": -0.01474191982954376 }, "SPY buy & hold": { "equity": 0.7773271564194884, "drawdown": -0.23714292436755346, "net": -0.02897322234231936 }, "BIL reserve": { "equity": 1.006551029426675, "drawdown": -0.0033893827857451875, "net": 0.00043536805996979844 } }, { "date": "2009-11-02", "Ensemble trend": { "equity": 1.073735810895418, "drawdown": -0.02387149459902338, "net": 0.006489143365494998 }, "Core + trend": { "equity": 0.9965949475882415, "drawdown": -0.026905717622990544, "net": 0.004784114752502067 }, "60/40 monthly": { "equity": 0.9159899624784722, "drawdown": -0.09094010287420262, "net": 0.003355343859790416 }, "SPY buy & hold": { "equity": 0.7830318004201982, "drawdown": -0.23154447331130712, "net": 0.007338794166135143 }, "BIL reserve": { "equity": 1.0065729992270507, "drawdown": -0.0033676299528809794, "net": 2.1826812286018793e-05 } }, { "date": "2009-11-03", "Ensemble trend": { "equity": 1.0797667592031381, "drawdown": -0.018388786005318236, "net": 0.005616789760128027 }, "Core + trend": { "equity": 0.9999024760610298, "drawdown": -0.023676183845543375, "net": 0.003318829260365419 }, "60/40 monthly": { "equity": 0.9168969216604161, "drawdown": -0.0900400054338284, "net": 0.0009901409612502743 }, "SPY buy & hold": { "equity": 0.7855087212386512, "drawdown": -0.22911366080651596, "net": 0.0031632442221680712 }, "BIL reserve": { "equity": 1.0065729992270507, "drawdown": -0.0033676299528809794, "net": 0.0 } }, { "date": "2009-11-04", "Ensemble trend": { "equity": 1.0846891516791788, "drawdown": -0.013913860644835241, "net": 0.004558755336822262 }, "Core + trend": { "equity": 1.0024038322443887, "drawdown": -0.021233812041326128, "net": 0.0025016001492592643 }, "60/40 monthly": { "equity": 0.9173266508345707, "drawdown": -0.08961352744296502, "net": 0.0004686777368347883 }, "SPY buy & hold": { "equity": 0.7875355318637237, "drawdown": -0.2271245796152379, "net": 0.002580252224159363 }, "BIL reserve": { "equity": 1.00635403705393, "drawdown": -0.003584429717742088, "net": -0.00021753233326238242 } }, { "date": "2009-11-05", "Ensemble trend": { "equity": 1.0922030415080408, "drawdown": -0.007083016433466094, "net": 0.0069272287062427385 }, "Core + trend": { "equity": 1.0114575334118234, "drawdown": -0.012393605835483434, "net": 0.009031989779172855 }, "60/40 monthly": { "equity": 0.927622526248116, "drawdown": -0.07939554708548091, "net": 0.011223783157480849 }, "SPY buy & hold": { "equity": 0.8020223516392309, "drawdown": -0.21290743452016325, "net": 0.018395131634535655 }, "BIL reserve": { "equity": 1.00635403705393, "drawdown": -0.003584429717742088, "net": 0.0 } }, { "date": "2009-11-06", "Ensemble trend": { "equity": 1.0946437583314919, "drawdown": -0.0048641714989794416, "net": 0.002234673161211065 }, "Core + trend": { "equity": 1.013981578512646, "drawdown": -0.009929080140248958, "net": 0.0024954533605661133 }, "60/40 monthly": { "equity": 0.9301837368402341, "drawdown": -0.07685371373275673, "net": 0.0027610482924311786 }, "SPY buy & hold": { "equity": 0.8041237165987397, "drawdown": -0.2108451868364064, "net": 0.0026200827884832467 }, "BIL reserve": { "equity": 1.0065729992270507, "drawdown": -0.0033676299528809794, "net": 0.00021757966387436767 } }, { "date": "2009-11-09", "Ensemble trend": { "equity": 1.1093683773560903, "drawdown": 0.0, "net": 0.013451516909064987 }, "Core + trend": { "equity": 1.0278732554387566, "drawdown": 0.0, "net": 0.013700127517590088 }, "60/40 monthly": { "equity": 0.943259406146993, "drawdown": -0.06387697044761131, "net": 0.014057082261162535 }, "SPY buy & hold": { "equity": 0.8224385611580532, "drawdown": -0.19287127630749024, "net": 0.022776152700459074 }, "BIL reserve": { "equity": 1.0065729992270507, "drawdown": -0.0033676299528809794, "net": 0.0 } }, { "date": "2009-11-10", "Ensemble trend": { "equity": 1.1084881500756782, "drawdown": -0.0007934490457622845, "net": -0.0007934490457622845 }, "Core + trend": { "equity": 1.0276799539843136, "drawdown": -0.00018805962060031156, "net": -0.00018805962060031156 }, "60/40 monthly": { "equity": 0.9436449772539878, "drawdown": -0.06349431643914272, "net": 0.0004087646563417646 }, "SPY buy & hold": { "equity": 0.8225887525662224, "drawdown": -0.19272388073861701, "net": 0.00018261717684753265 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": -0.0006532235931621111 } }, { "date": "2009-11-11", "Ensemble trend": { "equity": 1.114352809736634, "drawdown": 0.0, "net": 0.005290683225215531 }, "Core + trend": { "equity": 1.03257483454328, "drawdown": 0.0, "net": 0.004763039835494309 }, "60/40 monthly": { "equity": 0.9476486672874637, "drawdown": -0.05952091694892647, "net": 0.0042427927133428245 }, "SPY buy & hold": { "equity": 0.8267919465163671, "drawdown": -0.18859892997799665, "net": 0.0051097148326331165 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-12", "Ensemble trend": { "equity": 1.104350893983962, "drawdown": -0.008975537787745957, "net": -0.008975537787745957 }, "Core + trend": { "equity": 1.0248025250309083, "drawdown": -0.007527114987079253, "net": -0.007527114987079253 }, "60/40 monthly": { "equity": 0.9418404614420941, "drawdown": -0.06528517990437477, "net": -0.006129070873908238 }, "SPY buy & hold": { "equity": 0.8183855586160776, "drawdown": -0.19684883149923738, "net": -0.010167476758462968 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-13", "Ensemble trend": { "equity": 1.113167464262362, "drawdown": -0.0010637075295319987, "net": 0.007983486341550439 }, "Core + trend": { "equity": 1.030724786715619, "drawdown": -0.0017916840172452764, "net": 0.00577892963771931 }, "60/40 monthly": { "equity": 0.9452433046678573, "drawdown": -0.061908081421354844, "net": 0.0036129720107298535 }, "SPY buy & hold": { "equity": 0.8228140396784761, "drawdown": -0.19250278738530713, "net": 0.005411240479227475 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-16", "Ensemble trend": { "equity": 1.1270316926748942, "drawdown": 0.0, "net": 0.012454755333438872 }, "Core + trend": { "equity": 1.0427786325876296, "drawdown": 0.0, "net": 0.01169453381481178 }, "60/40 monthly": { "equity": 0.9556189057423183, "drawdown": -0.05161097857991459, "net": 0.01097664593150105 }, "SPY buy & hold": { "equity": 0.8347484562388398, "drawdown": -0.18079053207371576, "net": 0.014504391010424555 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-17", "Ensemble trend": { "equity": 1.1270265907783659, "drawdown": -4.5268438867429595e-06, "net": -4.5268438867429595e-06 }, "Core + trend": { "equity": 1.0435945003579252, "drawdown": 0.0, "net": 0.0007823978597174541 }, "60/40 monthly": { "equity": 0.9571065158356639, "drawdown": -0.05013462323344231, "net": 0.0015566980565229205 }, "SPY buy & hold": { "equity": 0.8357243136993338, "drawdown": -0.179832840370295, "net": 0.0011690437438973689 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-18", "Ensemble trend": { "equity": 1.125269476686766, "drawdown": -0.0015635904469959439, "net": -0.0015590706607786498 }, "Core + trend": { "equity": 1.0420728735224956, "drawdown": -0.0014580632946108452, "net": -0.0014580632946108452 }, "60/40 monthly": { "equity": 0.9558165707728759, "drawdown": -0.05141480901506712, "net": -0.0013477549692175739 }, "SPY buy & hold": { "equity": 0.8351989531248262, "drawdown": -0.18034842126594697, "net": -0.0006286290417732987 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-19", "Ensemble trend": { "equity": 1.1178989484232698, "drawdown": -0.008103360633939904, "net": -0.00655001172270131 }, "Core + trend": { "equity": 1.0347550249648456, "drawdown": -0.008470220368206327, "net": -0.007022396171693646 }, "60/40 monthly": { "equity": 0.9485809690482532, "drawdown": -0.05859566866295152, "net": -0.0075700735328034785 }, "SPY buy & hold": { "equity": 0.8243149483593929, "drawdown": -0.1910298183816389, "net": -0.013031631235541852 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-20", "Ensemble trend": { "equity": 1.1172158603784488, "drawdown": -0.008709455430795043, "net": -0.000611046325595499 }, "Core + trend": { "equity": 1.033302392224569, "drawdown": -0.009862171686250032, "net": -0.0014038421705908632 }, "60/40 monthly": { "equity": 0.9464772805304159, "drawdown": -0.06068344139621962, "net": -0.002217721614158008 }, "SPY buy & hold": { "equity": 0.8213882267016441, "drawdown": -0.19390205860453869, "net": -0.0035504896078539794 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-23", "Ensemble trend": { "equity": 1.1274919828296455, "drawdown": 0.0, "net": 0.009197974013469334 }, "Core + trend": { "equity": 1.0417514215194832, "drawdown": -0.00176608715148463, "net": 0.00817672479856002 }, "60/40 monthly": { "equity": 0.9533145466930416, "drawdown": -0.05389790364032487, "net": 0.007223909441116394 }, "SPY buy & hold": { "equity": 0.8318211932114425, "drawdown": -0.1836633035885733, "net": 0.012701626552029888 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-24", "Ensemble trend": { "equity": 1.1286251129666167, "drawdown": 0.0, "net": 0.0010050006157271696 }, "Core + trend": { "equity": 1.0438003412376136, "drawdown": 0.0, "net": 0.00196680290115836 }, "60/40 monthly": { "equity": 0.9560938007311399, "drawdown": -0.05113967648342033, "net": 0.0029153588894024196 }, "SPY buy & hold": { "equity": 0.8330972014727115, "drawdown": -0.1824110484439594, "net": 0.0015339934491720442 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-25", "Ensemble trend": { "equity": 1.1377472469403334, "drawdown": 0.0, "net": 0.008082519048099979 }, "Core + trend": { "equity": 1.0498172357217797, "drawdown": 0.0, "net": 0.0057644113021002585 }, "60/40 monthly": { "equity": 0.9593973489580409, "drawdown": -0.04786112176741586, "net": 0.003455255357136089 }, "SPY buy & hold": { "equity": 0.836024232484545, "drawdown": -0.17953850462565513, "net": 0.00351343277430205 }, "BIL reserve": { "equity": 1.0059154819957157, "drawdown": -0.004018653730704758, "net": 0.0 } }, { "date": "2009-11-27", "Ensemble trend": { "equity": 1.1228425942302516, "drawdown": -0.013100143946877418, "net": -0.013100143946877418 }, "Core + trend": { "equity": 1.0386624211073063, "drawdown": -0.010625482450575485, "net": -0.010625482450575485 }, "60/40 monthly": { "equity": 0.951496697505942, "drawdown": -0.055701999605026975, "net": -0.008235014887918335 }, "SPY buy & hold": { "equity": 0.8224385611580534, "drawdown": -0.19287127630749012, "net": -0.0162503319863313 }, "BIL reserve": { "equity": 1.0061344441688367, "drawdown": -0.003801853965843427, "net": 0.0002176745233968269 } }, { "date": "2009-11-30", "Ensemble trend": { "equity": 1.1269111040591686, "drawdown": -0.009524209274340723, "net": 0.003623401757132605 }, "Core + trend": { "equity": 1.0419390102934338, "drawdown": -0.007504378057700101, "net": 0.003154623792622102 }, "60/40 monthly": { "equity": 0.954055053178278, "drawdown": -0.05316299957274262, "net": 0.0026887698917315017 }, "SPY buy & hold": { "equity": 0.8252158647928448, "drawdown": -0.19014567266495241, "net": 0.0033769132017360537 }, "BIL reserve": { "equity": 1.0061344441688367, "drawdown": -0.003801853965843427, "net": 0.0 } }, { "date": "2009-12-01", "Ensemble trend": { "equity": 1.1393453795501038, "drawdown": 0.0, "net": 0.011033945309569138 }, "Core + trend": { "equity": 1.0504515972513275, "drawdown": 0.0, "net": 0.00816994744778432 }, "60/40 monthly": { "equity": 0.9592019059765198, "drawdown": -0.04805508609448628, "net": 0.005394712580889083 }, "SPY buy & hold": { "equity": 0.835424162898559, "drawdown": -0.18012740381148806, "net": 0.01237045789016289 }, "BIL reserve": { "equity": 1.0061344441688367, "drawdown": -0.003801853965843427, "net": 0.0 } }, { "date": "2009-12-02", "Ensemble trend": { "equity": 1.1431754044453561, "drawdown": 0.0, "net": 0.0033616012878945334 }, "Core + trend": { "equity": 1.051672452564509, "drawdown": 0.0, "net": 0.0011622194838638578 }, "60/40 monthly": { "equity": 0.9581760339269758, "drawdown": -0.0490731967485587, "net": -0.0010695058497611765 }, "SPY buy & hold": { "equity": 0.8350492257477844, "drawdown": -0.1804953614417134, "net": -0.0004487985474034284 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": -0.00021762715151030232 } }, { "date": "2009-12-03", "Ensemble trend": { "equity": 1.137133743289161, "drawdown": -0.0052849817558192624, "net": -0.0052849817558192624 }, "Core + trend": { "equity": 1.0454152883864634, "drawdown": -0.005949727182439135, "net": -0.005949727182439135 }, "60/40 monthly": { "equity": 0.9518472494600428, "drawdown": -0.05535409980657302, "net": -0.006605033149279627 }, "SPY buy & hold": { "equity": 0.8285185290021437, "drawdown": -0.18690448812676286, "net": -0.007820732651769524 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": 0.0 } }, { "date": "2009-12-04", "Ensemble trend": { "equity": 1.126186392754723, "drawdown": -0.014861246685827445, "net": -0.009627144211526772 }, "Core + trend": { "equity": 1.0402548186160752, "drawdown": -0.01085664450047319, "net": -0.0049362868782539815 }, "60/40 monthly": { "equity": 0.9524566210370475, "drawdown": -0.05474933852556019, "net": 0.0006401989156878951 }, "SPY buy & hold": { "equity": 0.8332473928808808, "drawdown": -0.18226365287508606, "net": 0.005707613907479425 }, "BIL reserve": { "equity": 1.0063540370539301, "drawdown": -0.003584429717741977, "net": 0.0004359760497414378 } }, { "date": "2009-12-07", "Ensemble trend": { "equity": 1.123796406477401, "drawdown": -0.01695190247498124, "net": -0.0021221942412887884 }, "Core + trend": { "equity": 1.039137848604085, "drawdown": -0.011918733755798328, "net": -0.0010737465397913093 }, "60/40 monthly": { "equity": 0.9525589608493509, "drawdown": -0.05464777298111634, "net": 0.00010744826592934409 }, "SPY buy & hold": { "equity": 0.8319712299425694, "drawdown": -0.18351605981740227, "net": -0.001531553472851721 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": -0.0004357860574576433 } }, { "date": "2009-12-08", "Ensemble trend": { "equity": 1.1139160453909331, "drawdown": -0.025594811557915764, "net": -0.008791949350895778 }, "Core + trend": { "equity": 1.0315308585855072, "drawdown": -0.019151964977200286, "net": -0.007320482098498005 }, "60/40 monthly": { "equity": 0.9473304085348727, "drawdown": -0.05983676786513836, "net": -0.005488953995893442 }, "SPY buy & hold": { "equity": 0.8227385572817856, "drawdown": -0.19257686466399926, "net": -0.011097346072196701 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": 0.0 } }, { "date": "2009-12-09", "Ensemble trend": { "equity": 1.1142124848996386, "drawdown": -0.02533549920081568, "net": 0.0002661237441834441 }, "Core + trend": { "equity": 1.032453223097565, "drawdown": -0.018274919553210478, "net": 0.0008941705469893702 }, "60/40 monthly": { "equity": 0.9487793100499957, "drawdown": -0.05839882824108478, "net": 0.0015294574121862414 }, "SPY buy & hold": { "equity": 0.8258162437329156, "drawdown": -0.189556469883715, "net": 0.003740783051785268 }, "BIL reserve": { "equity": 1.0063540370539301, "drawdown": -0.003584429717741977, "net": 0.0004359760497414378 } }, { "date": "2009-12-10", "Ensemble trend": { "equity": 1.1150025334038423, "drawdown": -0.02464439921639383, "net": 0.000709064487169897 }, "Core + trend": { "equity": 1.0339323904463074, "drawdown": -0.016868429019836317, "net": 0.0014326725082076663 }, "60/40 monthly": { "equity": 0.9508191097486045, "drawdown": -0.05637446096618892, "net": 0.0021499200888996928 }, "SPY buy & hold": { "equity": 0.8304703212616528, "drawdown": -0.1849890288210705, "net": 0.005635730180965526 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": -0.0004357860574576433 } }, { "date": "2009-12-11", "Ensemble trend": { "equity": 1.111224434277072, "drawdown": -0.027949315602871838, "net": -0.0033884220112365693 }, "Core + trend": { "equity": 1.0324336217143588, "drawdown": -0.018293557849914155, "net": -0.001449580984015264 }, "60/40 monthly": { "equity": 0.9515029668950246, "drawdown": -0.055695777647988276, "net": 0.0007192294931901433 }, "SPY buy & hold": { "equity": 0.8339977312135571, "drawdown": -0.1815272822215288, "net": 0.0042474846621196605 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704647, "net": 0.0 } }, { "date": "2009-12-14", "Ensemble trend": { "equity": 1.1166056190834477, "drawdown": -0.023242089760319384, "net": 0.004842572427663061 }, "Core + trend": { "equity": 1.0371820204367155, "drawdown": -0.013778465046277777, "net": 0.004599229066631905 }, "60/40 monthly": { "equity": 0.9555257638963491, "drawdown": -0.05170341574667758, "net": 0.004227834427518173 }, "SPY buy & hold": { "equity": 0.8397022978757457, "drawdown": -0.17592890706413356, "net": 0.00684002659562144 }, "BIL reserve": { "equity": 1.0056958891106225, "drawdown": -0.0042360779788059855, "net": -0.00021830152634461086 } }, { "date": "2009-12-15", "Ensemble trend": { "equity": 1.1112602589983902, "drawdown": -0.027917977698663332, "net": -0.004787151339472162 }, "Core + trend": { "equity": 1.0325996846180305, "drawdown": -0.018135654214360586, "net": -0.004418063298817776 }, "60/40 monthly": { "equity": 0.9516111853668962, "drawdown": -0.05558837791989468, "net": -0.004096779676029394 }, "SPY buy & hold": { "equity": 0.835799332064897, "drawdown": -0.17975921848470966, "net": -0.004648035167609144 }, "BIL reserve": { "equity": 1.0056958891106225, "drawdown": -0.0042360779788059855, "net": 0.0 } }, { "date": "2009-12-16", "Ensemble trend": { "equity": 1.1167157957413902, "drawdown": -0.023145712023784792, "net": 0.00490932407491762 }, "Core + trend": { "equity": 1.035730540727985, "drawdown": -0.015158628333041713, "net": 0.0030320134284300693 }, "60/40 monthly": { "equity": 0.9525109576710657, "drawdown": -0.054695412983846836, "net": 0.0009455251451491176 }, "SPY buy & hold": { "equity": 0.8370752629876447, "drawdown": -0.17850703923894684, "net": 0.0015265995960960232 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.00021834919230667715 } }, { "date": "2009-12-17", "Ensemble trend": { "equity": 1.1025248579055582, "drawdown": -0.035559325700783906, "net": -0.012707743447302522 }, "Core + trend": { "equity": 1.0266481482074572, "drawdown": -0.023794770221498007, "net": -0.008769068945426839 }, "60/40 monthly": { "equity": 0.9486244053823351, "drawdown": -0.0585525609532499, "net": -0.00408032291642435 }, "SPY buy & hold": { "equity": 0.8270173883056633, "drawdown": -0.18837768482698458, "net": -0.01201549624831022 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.0 } }, { "date": "2009-12-18", "Ensemble trend": { "equity": 1.1052721475763085, "drawdown": -0.03315611648191241, "net": 0.00249181653461239 }, "Core + trend": { "equity": 1.0288921186192486, "drawdown": -0.021661054152089076, "net": 0.0021857248909564753 }, "60/40 monthly": { "equity": 0.9501205913159882, "drawdown": -0.0570676946483315, "net": 0.0015772163620966229 }, "SPY buy & hold": { "equity": 0.8316960594841418, "drawdown": -0.18378610792968408, "net": 0.005657282718158907 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.0 } }, { "date": "2009-12-21", "Ensemble trend": { "equity": 1.0991245837376755, "drawdown": -0.03853373728684539, "net": -0.005562036329345266 }, "Core + trend": { "equity": 1.0271000844585065, "drawdown": -0.023365039224981676, "net": -0.0017417123994953876 }, "60/40 monthly": { "equity": 0.9523534453308528, "drawdown": -0.054851733639809774, "net": 0.002350074332955643 }, "SPY buy & hold": { "equity": 0.8401477677578542, "drawdown": -0.1754917296816877, "net": 0.01016201553119589 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.0 } }, { "date": "2009-12-22", "Ensemble trend": { "equity": 1.098701344639576, "drawdown": -0.0389039683961343, "net": -0.0003850692672711098 }, "Core + trend": { "equity": 1.027129621404012, "drawdown": -0.023336953535912253, "net": 2.8757611796992322e-05 }, "60/40 monthly": { "equity": 0.9528790729418399, "drawdown": -0.05433008274673912, "net": 0.000551924932454817 }, "SPY buy & hold": { "equity": 0.8431665222558302, "drawdown": -0.17252916982595623, "net": 0.0035931232740549213 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.0 } }, { "date": "2009-12-23", "Ensemble trend": { "equity": 1.1023041627623764, "drawdown": -0.03575238018946836, "net": 0.003279160565679007 }, "Core + trend": { "equity": 1.0293770030428, "drawdown": -0.021199993845366416, "net": 0.0021880214453515734 }, "60/40 monthly": { "equity": 0.9538894664810423, "drawdown": -0.05332733349791707, "net": 0.0010603586204100957 }, "SPY buy & hold": { "equity": 0.8448267482904176, "drawdown": -0.1708998491889827, "net": 0.001969036946753544 }, "BIL reserve": { "equity": 1.005915481995716, "drawdown": -0.004018653730704536, "net": 0.0 } }, { "date": "2009-12-24", "Ensemble trend": { "equity": 1.1071835421350904, "drawdown": -0.03148411186096867, "net": 0.0044265272123134025 }, "Core + trend": { "equity": 1.032646990056314, "drawdown": -0.01809067306251222, "net": 0.003176666084289792 }, "60/40 monthly": { "equity": 0.9554279276978728, "drawdown": -0.051800511750089484, "net": 0.0016128296525863561 }, "SPY buy & hold": { "equity": 0.8488266192683291, "drawdown": -0.16697443650795452, "net": 0.004734545853342764 }, "BIL reserve": { "equity": 1.006134444168837, "drawdown": -0.003801853965843205, "net": 0.0002176745233968269 } }, { "date": "2009-12-28", "Ensemble trend": { "equity": 1.1079342765842632, "drawdown": -0.030827402097748258, "net": 0.000678057811196453 }, "Core + trend": { "equity": 1.0331881343941571, "drawdown": -0.0175761170935661, "net": 0.0005240361353435752 }, "60/40 monthly": { "equity": 0.9557430498592074, "drawdown": -0.051487773694762096, "net": 0.00032982305854711846 }, "SPY buy & hold": { "equity": 0.8506378874348189, "drawdown": -0.1651968854147453, "net": 0.0021338493932379077 }, "BIL reserve": { "equity": 1.0059154819957161, "drawdown": -0.0040186537307043135, "net": -0.00021762715151030232 } }, { "date": "2009-12-29", "Ensemble trend": { "equity": 1.1063948693167258, "drawdown": -0.03217400845540008, "net": -0.0013894391572425446 }, "Core + trend": { "equity": 1.0324129870985452, "drawdown": -0.018313178612788916, "net": -0.0007502479653103133 }, "60/40 monthly": { "equity": 0.9558313170723908, "drawdown": -0.051400174280987976, "net": 9.235454361555817e-05 }, "SPY buy & hold": { "equity": 0.8494302464262904, "drawdown": -0.16638204597496997, "net": -0.001419688714042966 }, "BIL reserve": { "equity": 1.0060034663158803, "drawdown": -0.00393153831870785, "net": 8.7466911225631e-05 } }, { "date": "2009-12-30", "Ensemble trend": { "equity": 1.1060603777558191, "drawdown": -0.0324666070886509, "net": -0.0003023256616447867 }, "Core + trend": { "equity": 1.032442145644394, "drawdown": -0.018285452731239382, "net": 2.8243102530689512e-05 }, "60/40 monthly": { "equity": 0.9562605372948616, "drawdown": -0.05097420139125475, "net": 0.00044905436221265305 }, "SPY buy & hold": { "equity": 0.8491282395010068, "drawdown": -0.16667843098859003, "net": -0.0003555405832960101 }, "BIL reserve": { "equity": 1.0062222182516771, "drawdown": -0.003714946714926559, "net": 0.0002174465030402306 } }, { "date": "2009-12-31", "Ensemble trend": { "equity": 1.1024835167635194, "drawdown": -0.03559548912931654, "net": -0.0032338749893175978 }, "Core + trend": { "equity": 1.0267957911757999, "drawdown": -0.02365438148355703, "net": -0.005468930624746848 }, "60/40 monthly": { "equity": 0.9487865158856628, "drawdown": -0.05839167692229463, "net": -0.007815883974823246 }, "SPY buy & hold": { "equity": 0.8409781514599721, "drawdown": -0.17467680371722194, "net": -0.009598182773692732 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0002178171048794475 } }, { "date": "2010-01-04", "Ensemble trend": { "equity": 1.1194230057386594, "drawdown": -0.020777562755753043, "net": 0.015364845566914198 }, "Core + trend": { "equity": 1.0407743328248, "drawdown": -0.010362655894555095, "net": 0.013613750435218508 }, "60/40 monthly": { "equity": 0.9597278873494663, "drawdown": -0.04753308411589796, "net": 0.011531963492957154 }, "SPY buy & hold": { "equity": 0.8552409215395645, "drawdown": -0.16067953759383935, "net": 0.016959739149978725 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": -0.00043512155829916743 } }, { "date": "2010-01-05", "Ensemble trend": { "equity": 1.122299350540806, "drawdown": -0.01826146173489329, "net": 0.002569488734286418 }, "Core + trend": { "equity": 1.0438259691567793, "drawdown": -0.007460957438407578, "net": 0.0029320826193866 }, "60/40 monthly": { "equity": 0.9628633537577056, "drawdown": -0.0444213395692622, "net": 0.003267036885735042 }, "SPY buy & hold": { "equity": 0.8575049294091558, "drawdown": -0.158457674626179, "net": 0.0026472164890281036 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": -0.00021838692520614877 } }, { "date": "2010-01-06", "Ensemble trend": { "equity": 1.1268940126293476, "drawdown": -0.01424225167257498, "net": 0.004093971974881372 }, "Core + trend": { "equity": 1.0454948969036078, "drawdown": -0.00587403011825316, "net": 0.0015988563191013938 }, "60/40 monthly": { "equity": 0.961715640651842, "drawdown": -0.04556036947208264, "net": -0.0011919792163493925 }, "SPY buy & hold": { "equity": 0.858108556567117, "drawdown": -0.15786528409319445, "net": 0.0007039343300070389 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": 0.0 } }, { "date": "2010-01-07", "Ensemble trend": { "equity": 1.1250139840780975, "drawdown": -0.015886818677725345, "net": -0.0016683277488214188 }, "Core + trend": { "equity": 1.0458939445420057, "drawdown": -0.00549458912650258, "net": 0.0003816830092424617 }, "60/40 monthly": { "equity": 0.9641563359344512, "drawdown": -0.04313813965144064, "net": 0.002537855452735327 }, "SPY buy & hold": { "equity": 0.8617311702386179, "drawdown": -0.15431010600792516, "net": 0.004221626324288463 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": 0.0 } }, { "date": "2010-01-08", "Ensemble trend": { "equity": 1.1291460811286727, "drawdown": -0.012272240342233509, "net": 0.003672929500482036 }, "Core + trend": { "equity": 1.049165097529454, "drawdown": -0.002384159658209817, "net": 0.0031276144245013793 }, "60/40 monthly": { "equity": 0.966563183499153, "drawdown": -0.04074950146850109, "net": 0.00249632499937813 }, "SPY buy & hold": { "equity": 0.8645989599432127, "drawdown": -0.15149570070957818, "net": 0.003327940085770198 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": 0.0 } }, { "date": "2010-01-11", "Ensemble trend": { "equity": 1.1332230830381416, "drawdown": -0.00870585683396774, "net": 0.003610694822935301 }, "Core + trend": { "equity": 1.051762947902298, "drawdown": 0.0, "net": 0.002476112080893156 }, "60/40 monthly": { "equity": 0.9676357690037256, "drawdown": -0.03968503077735186, "net": 0.001109690005664632 }, "SPY buy & hold": { "equity": 0.8658062915976565, "drawdown": -0.150310843744758, "net": 0.0013964065542284576 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": 0.0 } }, { "date": "2010-01-12", "Ensemble trend": { "equity": 1.1224741629810364, "drawdown": -0.01810854343421031, "net": -0.009485263950225531 }, "Core + trend": { "equity": 1.0451036887437328, "drawdown": -0.006331520968528959, "net": -0.006331520968528959 }, "60/40 monthly": { "equity": 0.964958683634979, "drawdown": -0.04234186223795511, "net": -0.002766625061310868 }, "SPY buy & hold": { "equity": 0.8577316086147911, "drawdown": -0.158235215093549, "net": -0.009326200399820683 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": 0.0 } }, { "date": "2010-01-13", "Ensemble trend": { "equity": 1.1281830705179297, "drawdown": -0.013114640036102188, "net": 0.005086003513641302 }, "Core + trend": { "equity": 1.0494886968846426, "drawdown": -0.0021623228144624917, "net": 0.004195763720038936 }, "60/40 monthly": { "equity": 0.9679833838441116, "drawdown": -0.03934004587141926, "net": 0.003134538566706979 }, "SPY buy & hold": { "equity": 0.8649762945881445, "drawdown": -0.15112539021496818, "net": 0.008446332046749827 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": 0.00043592862935937227 } }, { "date": "2010-01-14", "Ensemble trend": { "equity": 1.130388260659247, "drawdown": -0.011185635849393694, "net": 0.001954638567927658 }, "Core + trend": { "equity": 1.0523900387221503, "drawdown": 0.0, "net": 0.002764528904523056 }, "60/40 monthly": { "equity": 0.9713721870118093, "drawdown": -0.03597688122420928, "net": 0.003500889813045971 }, "SPY buy & hold": { "equity": 0.8673153981618202, "drawdown": -0.14882982946287127, "net": 0.0027042400910992637 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": -0.0002173992303378114 } }, { "date": "2010-01-15", "Ensemble trend": { "equity": 1.1216307379707444, "drawdown": -0.018846334858878988, "net": -0.007747358136393823 }, "Core + trend": { "equity": 1.0455963016618979, "drawdown": -0.0064555315142489356, "net": -0.0064555315142489356 }, "60/40 monthly": { "equity": 0.966540502428827, "drawdown": -0.04077201094164151, "net": -0.004974081662607377 }, "SPY buy & hold": { "equity": 0.8575803344673252, "drawdown": -0.15838367324633795, "net": -0.011224363957018868 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": 0.0 } }, { "date": "2010-01-19", "Ensemble trend": { "equity": 1.1299863144533162, "drawdown": -0.011537240865008735, "net": 0.007449489568811751 }, "Core + trend": { "equity": 1.0530905023016963, "drawdown": 0.0, "net": 0.0071673939816800925 }, "60/40 monthly": { "equity": 0.9730694538565173, "drawdown": -0.03429245531732439, "net": 0.006754969306804748 }, "SPY buy & hold": { "equity": 0.8682965146417558, "drawdown": -0.14786697663757442, "net": 0.012495832452929179 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": 0.0 } }, { "date": "2010-01-20", "Ensemble trend": { "equity": 1.1153847804136157, "drawdown": -0.024310026198668844, "net": -0.012921868037636175 }, "Core + trend": { "equity": 1.0435874664848626, "drawdown": -0.00902394978975063, "net": -0.00902394978975063 }, "60/40 monthly": { "equity": 0.9684589288551885, "drawdown": -0.038868098670514994, "net": -0.004738125303446972 }, "SPY buy & hold": { "equity": 0.8594671623690268, "drawdown": -0.15653196897558552, "net": -0.010168591171152874 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": 0.0 } }, { "date": "2010-01-21", "Ensemble trend": { "equity": 1.1007308321036162, "drawdown": -0.03712866125066183, "net": -0.013138020678895579 }, "Core + trend": { "equity": 1.031362046022114, "drawdown": -0.02063303793177429, "net": -0.011714801926404506 }, "60/40 monthly": { "equity": 0.9587487969046093, "drawdown": -0.04850476709883178, "net": -0.010026374543376293 }, "SPY buy & hold": { "equity": 0.842940307081322, "drawdown": -0.17275117396547957, "net": -0.019229187584259066 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": 0.0 } }, { "date": "2010-01-22", "Ensemble trend": { "equity": 1.0897604967539145, "drawdown": -0.04672503229489733, "net": -0.009966410524484104 }, "Core + trend": { "equity": 1.0195523265935418, "drawdown": -0.0318473821906583, "net": -0.011450605026742555 }, "60/40 monthly": { "equity": 0.9464343375084638, "drawdown": -0.06072605952602139, "net": -0.012844302319756418 }, "SPY buy & hold": { "equity": 0.8241497532781109, "drawdown": -0.19119193832762937, "net": -0.022291677886745354 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": 0.0 } }, { "date": "2010-01-25", "Ensemble trend": { "equity": 1.0942240811744375, "drawdown": -0.042820483261419295, "net": 0.004095931568283806 }, "Core + trend": { "equity": 1.0227224120399163, "drawdown": -0.028837113425109973, "net": 0.003109291562274352 }, "60/40 monthly": { "equity": 0.9484182351207104, "drawdown": -0.05875717140150827, "net": 0.002096180932603664 }, "SPY buy & hold": { "equity": 0.8283756847534883, "drawdown": -0.18704467330477992, "net": 0.005127625724048901 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": 0.0002174465030402306 } }, { "date": "2010-01-26", "Ensemble trend": { "equity": 1.0898213004387236, "drawdown": -0.04667184388253931, "net": -0.0040236554938438696 }, "Core + trend": { "equity": 1.0198318543596396, "drawdown": -0.03158194653675506, "net": -0.0028263364978099448 }, "60/40 monthly": { "equity": 0.9468565541253982, "drawdown": -0.060307037254951346, "net": -0.0016466163739603523 }, "SPY buy & hold": { "equity": 0.8249044225679747, "drawdown": -0.19045131733840914, "net": -0.004190444323032727 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": 0.0 } }, { "date": "2010-01-27", "Ensemble trend": { "equity": 1.0883827531955041, "drawdown": -0.04793022228853505, "net": -0.001319984517315298 }, "Core + trend": { "equity": 1.0200202585873395, "drawdown": -0.03140304051938225, "net": 0.00018474048137884225 }, "60/40 monthly": { "equity": 0.9485935182601727, "drawdown": -0.05858321439405778, "net": 0.0018344533046814604 }, "SPY buy & hold": { "equity": 0.8288285017951108, "drawdown": -0.18660028553147767, "net": 0.004757010775769954 }, "BIL reserve": { "equity": 1.0064413906621223, "drawdown": -0.0034979387889850777, "net": 0.0002178171048794475 } }, { "date": "2010-01-28", "Ensemble trend": { "equity": 1.0825303415129313, "drawdown": -0.05304965685633223, "net": -0.0053771631950159104 }, "Core + trend": { "equity": 1.0137555220941545, "drawdown": -0.03735194660057117, "net": -0.006141776538694632 }, "60/40 monthly": { "equity": 0.9420578158965661, "drawdown": -0.0650694698790295, "net": -0.006889887225451141 }, "SPY buy & hold": { "equity": 0.81932003996773, "drawdown": -0.19593174568116534, "net": -0.011472170427038852 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": -0.00021776967092024258 } }, { "date": "2010-01-29", "Ensemble trend": { "equity": 1.0759332278676867, "drawdown": -0.058820524231182, "net": -0.006094160498101409 }, "Core + trend": { "equity": 1.0082058537485594, "drawdown": -0.04262183397821395, "net": -0.005474365588787111 }, "60/40 monthly": { "equity": 0.9375693464734459, "drawdown": -0.06952398108458202, "net": -0.004764537109485767 }, "SPY buy & hold": { "equity": 0.8104148959442256, "drawdown": -0.20467111889327305, "net": -0.010868944477246179 }, "BIL reserve": { "equity": 1.0064413906621223, "drawdown": -0.0034979387889850777, "net": 0.0002178171048794475 } }, { "date": "2010-02-01", "Ensemble trend": { "equity": 1.0896896405667975, "drawdown": -0.04678701419797304, "net": 0.012785563585923976 }, "Core + trend": { "equity": 1.0186961895737565, "drawdown": -0.03266035792058275, "net": 0.010404954292016377 }, "60/40 monthly": { "equity": 0.9447176080009124, "drawdown": -0.06242980084792937, "net": 0.007624248333580663 }, "SPY buy & hold": { "equity": 0.8230177493433155, "drawdown": -0.19230286981145928, "net": 0.01555111272283094 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": -0.00021776967092024258 } }, { "date": "2010-02-02", "Ensemble trend": { "equity": 1.0965877193372744, "drawdown": -0.04075287565400787, "net": 0.0063303150857603185 }, "Core + trend": { "equity": 1.025982384562669, "drawdown": -0.02574148915005703, "net": 0.007152471034530095 }, "60/40 monthly": { "equity": 0.9520786714365118, "drawdown": -0.055124428689269145, "net": 0.007791813525288127 }, "SPY buy & hold": { "equity": 0.83297910555084, "drawdown": -0.18252694598961816, "net": 0.012103452465603182 }, "BIL reserve": { "equity": 1.0060034663158806, "drawdown": -0.003931538318707628, "net": -0.0002173992303378114 } }, { "date": "2010-02-03", "Ensemble trend": { "equity": 1.0905322930666999, "drawdown": -0.04604989853171104, "net": -0.005522062817039486 }, "Core + trend": { "equity": 1.0206835370541298, "drawdown": -0.03077320057177979, "net": -0.0051646573939939655 }, "60/40 monthly": { "equity": 0.947419855145462, "drawdown": -0.05974799797687391, "net": -0.004893310217757962 }, "SPY buy & hold": { "equity": 0.8288285017951109, "drawdown": -0.18660028553147756, "net": -0.004982842580408264 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0004353109714874126 } }, { "date": "2010-02-04", "Ensemble trend": { "equity": 1.0659575921959479, "drawdown": -0.06754677536722609, "net": -0.02253459253521517 }, "Core + trend": { "equity": 1.0017012720024596, "drawdown": -0.04879849375425693, "net": -0.018597600884654564 }, "60/40 monthly": { "equity": 0.9333889230559322, "drawdown": -0.07367277685477214, "net": -0.014809624279380929 }, "SPY buy & hold": { "equity": 0.8032459243831266, "drawdown": -0.21170663879660812, "net": -0.03086594796942499 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-05", "Ensemble trend": { "equity": 1.0665185158117345, "drawdown": -0.06705610384507343, "net": 0.0005262156955336827 }, "Core + trend": { "equity": 1.0032481006943845, "drawdown": -0.04732964688065566, "net": 0.0015442015850022361 }, "60/40 monthly": { "equity": 0.9357635101113976, "drawdown": -0.07131615510913991, "net": 0.002544048891957029 }, "SPY buy & hold": { "equity": 0.804906150417714, "drawdown": -0.2100773181596346, "net": 0.0020668963068346535 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-08", "Ensemble trend": { "equity": 1.0593506507516515, "drawdown": -0.07332623967218277, "net": -0.00672080695629329 }, "Core + trend": { "equity": 0.9976611935754724, "drawdown": -0.052634895676178184, "net": -0.00556881903394113 }, "60/40 monthly": { "equity": 0.9315019756728369, "drawdown": -0.07554544824225884, "net": -0.004554072041186408 }, "SPY buy & hold": { "equity": 0.7990953206273973, "drawdown": -0.21577997833846752, "net": -0.007219263745594451 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-09", "Ensemble trend": { "equity": 1.071188571302142, "drawdown": -0.06297094292204486, "net": 0.011174695122989853 }, "Core + trend": { "equity": 1.0056197288101776, "drawdown": -0.045077582019554585, "net": 0.007977192343407546 }, "60/40 monthly": { "equity": 0.9361419922883624, "drawdown": -0.07094053639829223, "net": 0.004981220369580042 }, "SPY buy & hold": { "equity": 0.8091324685856972, "drawdown": -0.2059296736425298, "net": 0.012560639136792062 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-10", "Ensemble trend": { "equity": 1.0679480645362742, "drawdown": -0.06580559695087251, "net": -0.0030251506155714036 }, "Core + trend": { "equity": 1.0029555195748898, "drawdown": -0.04760747781622621, "net": -0.0026493207710235334 }, "60/40 monthly": { "equity": 0.9339912962773534, "drawdown": -0.07307496098218902, "net": -0.0022974036297118694 }, "SPY buy & hold": { "equity": 0.8075474929322368, "drawdown": -0.20748514469736445, "net": -0.0019588580547642565 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-11", "Ensemble trend": { "equity": 1.0785385012746063, "drawdown": -0.056541544647831454, "net": 0.009916621500625666 }, "Core + trend": { "equity": 1.0107493724652967, "drawdown": -0.040206544208552186, "net": 0.007770885885059364 }, "60/40 monthly": { "equity": 0.9392094424659804, "drawdown": -0.06789629349484505, "net": 0.00558693235089569 }, "SPY buy & hold": { "equity": 0.8159994332215127, "drawdown": -0.19919053875281456, "net": 0.010466183553597075 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-12", "Ensemble trend": { "equity": 1.0761498328838501, "drawdown": -0.058631047607279, "net": -0.002214727047697651 }, "Core + trend": { "equity": 1.0098923199450116, "drawdown": -0.04102038928493634, "net": -0.0008479377218851836 }, "60/40 monthly": { "equity": 0.9396615241264404, "drawdown": -0.06744763212890792, "net": 0.0004813427548950866 }, "SPY buy & hold": { "equity": 0.8153204010053821, "drawdown": -0.19985693066564025, "net": -0.0008321479016841771 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-16", "Ensemble trend": { "equity": 1.0920669966886203, "drawdown": -0.0447074067181602, "net": 0.014790843540918086 }, "Core + trend": { "equity": 1.0224533087237517, "drawdown": -0.029092650167276246, "net": 0.012437948611614624 }, "60/40 monthly": { "equity": 0.9491711718970537, "drawdown": -0.05800993108613106, "net": 0.010120290686004063 }, "SPY buy & hold": { "equity": 0.8281490828863742, "drawdown": -0.18726705693855872, "net": 0.01573452824824817 }, "BIL reserve": { "equity": 1.0064413906621221, "drawdown": -0.0034979387889851887, "net": 0.0 } }, { "date": "2010-02-17", "Ensemble trend": { "equity": 1.0911833980238212, "drawdown": -0.04548034030417247, "net": -0.0008091066459092744 }, "Core + trend": { "equity": 1.022258777465318, "drawdown": -0.029277374327268735, "net": -0.00019025930746574549 }, "60/40 monthly": { "equity": 0.9497357096134343, "drawdown": -0.05744966446815636, "net": 0.0005947691344778683 }, "SPY buy & hold": { "equity": 0.8320732394520316, "drawdown": -0.18341594923277604, "net": 0.0047384663543674765 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647349042, "net": -0.0006534134586461127 } }, { "date": "2010-02-18", "Ensemble trend": { "equity": 1.093996996756175, "drawdown": -0.04301912680936437, "net": 0.002578483816239485 }, "Core + trend": { "equity": 1.0245920712376504, "drawdown": -0.02706171122212009, "net": 0.002282488371601721 }, "60/40 monthly": { "equity": 0.9516545019187587, "drawdown": -0.05554538908618145, "net": 0.0020203434343910587 }, "SPY buy & hold": { "equity": 0.836978744513188, "drawdown": -0.17860176100514324, "net": 0.005895520764959361 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926337, "net": 0.00043592862935937227 } }, { "date": "2010-02-19", "Ensemble trend": { "equity": 1.0916662978637925, "drawdown": -0.04505792057917357, "net": -0.0021304435928920507 }, "Core + trend": { "equity": 1.0241934402148274, "drawdown": -0.027440245661422114, "net": -0.00038906315402342795 }, "60/40 monthly": { "equity": 0.9530403387881096, "drawdown": -0.054170036982456926, "net": 0.0014562394929638067 }, "SPY buy & hold": { "equity": 0.8387140662518601, "drawdown": -0.17689874258373306, "net": 0.0020733163775639163 }, "BIL reserve": { "equity": 1.0057837683121251, "drawdown": -0.004149066647348931, "net": -0.00043573867839441505 } }, { "date": "2010-02-22", "Ensemble trend": { "equity": 1.0910833081377591, "drawdown": -0.045567894572461465, "net": -0.0005340365706757444 }, "Core + trend": { "equity": 1.0237743820878074, "drawdown": -0.02783817739293415, "net": -0.00040915915935946234 }, "60/40 monthly": { "equity": 0.9528390195797146, "drawdown": -0.05436983307888765, "net": -0.00021123891634100556 }, "SPY buy & hold": { "equity": 0.8388651857222837, "drawdown": -0.17675043622864628, "net": 0.00018017996419095184 }, "BIL reserve": { "equity": 1.0062222182516773, "drawdown": -0.003714946714926226, "net": 0.00043592862935937227 } }, { "date": "2010-02-23", "Ensemble trend": { "equity": 1.0835401314747823, "drawdown": -0.05216633662574954, "net": -0.00691347453188651 }, "Core + trend": { "equity": 1.0182033417895933, "drawdown": -0.03312835927762292, "net": -0.005441668003894673 }, "60/40 monthly": { "equity": 0.9489206570654767, "drawdown": -0.05825855060856089, "net": -0.004112302743401797 }, "SPY buy & hold": { "equity": 0.828677614340251, "drawdown": -0.18674836419001073, "net": -0.012144467973433715 }, "BIL reserve": { "equity": 1.0057837683121253, "drawdown": -0.00414906664734882, "net": -0.00043573867839441505 } }, { "date": "2010-02-24", "Ensemble trend": { "equity": 1.087040505552845, "drawdown": -0.049104362002737934, "net": 0.003230497861946624 }, "Core + trend": { "equity": 1.0225614803918115, "drawdown": -0.02898993186545573, "net": 0.004280224217844797 }, "60/40 monthly": { "equity": 0.9542721001859078, "drawdown": -0.052947594668202536, "net": 0.005639505348087104 }, "SPY buy & hold": { "equity": 0.8362994802814937, "drawdown": -0.17926838061452222, "net": 0.009197624998366738 }, "BIL reserve": { "equity": 1.0062222182516776, "drawdown": -0.003714946714926115, "net": 0.00043592862935937227 } }, { "date": "2010-02-25", "Ensemble trend": { "equity": 1.0879572651529534, "drawdown": -0.04830242067637325, "net": 0.0008433536702867617 }, "Core + trend": { "equity": 1.023453076173241, "drawdown": -0.028143284991819728, "net": 0.0008719238877332725 }, "60/40 monthly": { "equity": 0.9549393987888452, "drawdown": -0.05228534461723355, "net": 0.0006992749791252528 }, "SPY buy & hold": { "equity": 0.8351675536852193, "drawdown": -0.18037923619950136, "net": -0.0013534943198738603 }, "BIL reserve": { "equity": 1.0062222182516776, "drawdown": -0.003714946714926115, "net": 0.0 } }, { "date": "2010-02-26", "Ensemble trend": { "equity": 1.0930389428014116, "drawdown": -0.04385719063669813, "net": 0.004670843066380881 }, "Core + trend": { "equity": 1.0264209120740324, "drawdown": -0.025325069563701508, "net": 0.0028998260593326997 }, "60/40 monthly": { "equity": 0.9559014097099177, "drawdown": -0.05133061194027522, "net": 0.0010074052052859717 }, "SPY buy & hold": { "equity": 0.8356958531235325, "drawdown": -0.17986077114750676, "net": 0.0006325670052458321 }, "BIL reserve": { "equity": 1.0062222182516776, "drawdown": -0.003714946714926115, "net": 0.0 } }, { "date": "2010-03-01", "Ensemble trend": { "equity": 1.0992662105355462, "drawdown": -0.038409848339165054, "net": 0.00569720573557464 }, "Core + trend": { "equity": 1.032566325815474, "drawdown": -0.019489470697307998, "net": 0.005987225775655691 }, "60/40 monthly": { "equity": 0.9621565313953357, "drawdown": -0.04512281435647891, "net": 0.006543689152332499 }, "SPY buy & hold": { "equity": 0.8443743179414014, "drawdown": -0.17134385746802916, "net": 0.01038471686251885 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": -0.00043573867839441505 } }, { "date": "2010-03-02", "Ensemble trend": { "equity": 1.1057210508165758, "drawdown": -0.03276343550004235, "net": 0.005871953689802645 }, "Core + trend": { "equity": 1.0366397157883331, "drawdown": -0.01562143659771631, "net": 0.003944918472566172 }, "60/40 monthly": { "equity": 0.963949735948303, "drawdown": -0.043343176573074405, "net": 0.0018637347400913828 }, "SPY buy & hold": { "equity": 0.846713344176556, "drawdown": -0.16904837261478323, "net": 0.002770129533140153 }, "BIL reserve": { "equity": 1.006003466315881, "drawdown": -0.003931538318707184, "net": 0.00021843462847304096 } }, { "date": "2010-03-03", "Ensemble trend": { "equity": 1.108075139516187, "drawdown": -0.030704181346692838, "net": 0.0021290077618334458 }, "Core + trend": { "equity": 1.0378243212953748, "drawdown": -0.01449655179014031, "net": 0.0011427359853184438 }, "60/40 monthly": { "equity": 0.9640672506705377, "drawdown": -0.043226550926854124, "net": 0.00012190959533686652 }, "SPY buy & hold": { "equity": 0.8474680908049409, "drawdown": -0.16830767572671212, "net": 0.0008913838828403797 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": -0.00021838692520614877 } }, { "date": "2010-03-04", "Ensemble trend": { "equity": 1.1076444837659865, "drawdown": -0.03108090021986476, "net": -0.0003886521182926428 }, "Core + trend": { "equity": 1.038859435086615, "drawdown": -0.013513622223329302, "net": 0.0009973882573384163 }, "60/40 monthly": { "equity": 0.9664908894962624, "drawdown": -0.04082124851980373, "net": 0.0025139727794289968 }, "SPY buy & hold": { "equity": 0.8500339509227732, "drawdown": -0.165789579543134, "net": 0.0030276775558537583 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-05", "Ensemble trend": { "equity": 1.1144198959787814, "drawdown": -0.025154065032151562, "net": 0.006116955676751523 }, "Core + trend": { "equity": 1.0459904316782294, "drawdown": -0.006742127678436516, "net": 0.006864255500572014 }, "60/40 monthly": { "equity": 0.9728093900446981, "drawdown": -0.034550551575692645, "net": 0.0065375686590578574 }, "SPY buy & hold": { "equity": 0.8621839099417193, "drawdown": -0.1538657941334739, "net": 0.014293498519390324 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-08", "Ensemble trend": { "equity": 1.112165184321562, "drawdown": -0.02712638848177429, "net": -0.002023215545016055 }, "Core + trend": { "equity": 1.0444615428608968, "drawdown": -0.008193939098244174, "net": -0.0014616661596794644 }, "60/40 monthly": { "equity": 0.9718689106292447, "drawdown": -0.035483915647005815, "net": -0.0009667663830938977 }, "SPY buy & hold": { "equity": 0.8623350294121429, "drawdown": -0.15371748777838723, "net": 0.00017527521527727075 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-09", "Ensemble trend": { "equity": 1.1137487145771134, "drawdown": -0.025741185258022492, "net": 0.001423826494368674 }, "Core + trend": { "equity": 1.046354956122411, "drawdown": -0.006395980368794185, "net": 0.0018128128071885907 }, "60/40 monthly": { "equity": 0.9738334772548435, "drawdown": -0.033534212257537166, "net": 0.0020214317014490835 }, "SPY buy & hold": { "equity": 0.8637685762410948, "drawdown": -0.15231062667404383, "net": 0.0016624012478412276 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-10", "Ensemble trend": { "equity": 1.1138548904458754, "drawdown": -0.02564830723742384, "net": 9.533197872402255e-05 }, "Core + trend": { "equity": 1.047610939816857, "drawdown": -0.005203315833599231, "net": 0.0012003418984130043 }, "60/40 monthly": { "equity": 0.9757754316707931, "drawdown": -0.03160695000150826, "net": 0.0019941339677742587 }, "SPY buy & hold": { "equity": 0.8676176371026675, "drawdown": -0.14853321675269782, "net": 0.004456125132871636 }, "BIL reserve": { "equity": 1.006003466315881, "drawdown": -0.003931538318707184, "net": 0.00021843462847304096 } }, { "date": "2010-03-11", "Ensemble trend": { "equity": 1.1152331108970717, "drawdown": -0.02444270007877003, "net": 0.0012373429097614075 }, "Core + trend": { "equity": 1.0494286613432118, "drawdown": -0.0034772329163362814, "net": 0.00173511124909842 }, "60/40 monthly": { "equity": 0.9778683387828783, "drawdown": -0.029529877105580304, "net": 0.0021448655542612993 }, "SPY buy & hold": { "equity": 0.8712397094045201, "drawdown": -0.14497856995938618, "net": 0.004174733369814998 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": -0.00021838692520614877 } }, { "date": "2010-03-12", "Ensemble trend": { "equity": 1.115696039809014, "drawdown": -0.024037750050854623, "net": 0.00041509609732637287 }, "Core + trend": { "equity": 1.0499197924022945, "drawdown": -0.0030108617374020596, "net": 0.00046799851878853715 }, "60/40 monthly": { "equity": 0.9785270395033939, "drawdown": -0.028876159888408637, "net": 0.0006736088023213682 }, "SPY buy & hold": { "equity": 0.8713148051086048, "drawdown": -0.14490487217494952, "net": 8.619407870646967e-05 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-15", "Ensemble trend": { "equity": 1.114498544854893, "drawdown": -0.025085266424513808, "net": -0.0010733164871016276 }, "Core + trend": { "equity": 1.0493334934381797, "drawdown": -0.00356760302681014, "net": -0.0005584226227161038 }, "60/40 monthly": { "equity": 0.9786796057549146, "drawdown": -0.028724747900730208, "net": 0.0001559141907803152 }, "SPY buy & hold": { "equity": 0.8715412522986767, "drawdown": -0.1446826403388728, "net": 0.0002598913604408004 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-16", "Ensemble trend": { "equity": 1.1240276425475733, "drawdown": -0.016749627242962584, "net": 0.008550121251096776 }, "Core + trend": { "equity": 1.0573726295077477, "drawdown": 0.0, "net": 0.007661183141336236 }, "60/40 monthly": { "equity": 0.9848772235854614, "drawdown": -0.02257401911739576, "net": 0.0063326320422973925 }, "SPY buy & hold": { "equity": 0.8784843180393523, "drawdown": -0.13786882097965647, "net": 0.007966422383752336 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-17", "Ensemble trend": { "equity": 1.126951479546927, "drawdown": -0.014191982118702429, "net": 0.00260121449747186 }, "Core + trend": { "equity": 1.0611078469090442, "drawdown": 0.0, "net": 0.0035325459512181023 }, "60/40 monthly": { "equity": 0.9888632108136828, "drawdown": -0.01861818849909147, "net": 0.004047192008066247 }, "SPY buy & hold": { "equity": 0.883691288656144, "drawdown": -0.13275877903036148, "net": 0.005927220907497643 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-18", "Ensemble trend": { "equity": 1.1249327504658955, "drawdown": -0.015957878299797446, "net": -0.0017913185418092503 }, "Core + trend": { "equity": 1.0593323855706558, "drawdown": -0.0016732147854341406, "net": -0.0016732147854341406 }, "60/40 monthly": { "equity": 0.9875159643421146, "drawdown": -0.019955242166724507, "net": -0.0013624194497635633 }, "SPY buy & hold": { "equity": 0.8832386262915638, "drawdown": -0.13320301500596166, "net": -0.0005122403834811884 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-19", "Ensemble trend": { "equity": 1.1175187752115223, "drawdown": -0.02244330059417421, "net": -0.006590594194455179 }, "Core + trend": { "equity": 1.053716933874098, "drawdown": -0.006965279784213796, "net": -0.005300934600930507 }, "60/40 monthly": { "equity": 0.9839826274122984, "drawdown": -0.02346184708326593, "net": -0.003578004870199991 }, "SPY buy & hold": { "equity": 0.8787678410580692, "drawdown": -0.13759057579145406, "net": -0.005061809006549067 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": 0.0 } }, { "date": "2010-03-22", "Ensemble trend": { "equity": 1.1204512790208458, "drawdown": -0.019878074122435807, "net": 0.0026241203945485125 }, "Core + trend": { "equity": 1.0575734758078015, "drawdown": -0.003330831179449101, "net": 0.0036599411186497566 }, "60/40 monthly": { "equity": 0.9884508458471247, "drawdown": -0.019027433653987402, "net": 0.0045409525639461545 }, "SPY buy & hold": { "equity": 0.883465614851284, "drawdown": -0.13298025187792717, "net": 0.005345864486300034 }, "BIL reserve": { "equity": 1.006003466315881, "drawdown": -0.003931538318707184, "net": 0.00021843462847304096 } }, { "date": "2010-03-23", "Ensemble trend": { "equity": 1.1238034420491148, "drawdown": -0.016945748063605492, "net": 0.002991797225844861 }, "Core + trend": { "equity": 1.0611408926500714, "drawdown": 0.0, "net": 0.003373209449627046 }, "60/40 monthly": { "equity": 0.9918118293896921, "drawdown": -0.015691878158181738, "net": 0.0034002535955006685 }, "SPY buy & hold": { "equity": 0.8896793009985282, "drawdown": -0.12688223458361503, "net": 0.007033308419468254 }, "BIL reserve": { "equity": 1.006003466315881, "drawdown": -0.003931538318707184, "net": 0.0 } }, { "date": "2010-03-24", "Ensemble trend": { "equity": 1.1115518365326764, "drawdown": -0.027662918384797508, "net": -0.010901911364588068 }, "Core + trend": { "equity": 1.0515392083343535, "drawdown": -0.009048453774822218, "net": -0.009048453774822218 }, "60/40 monthly": { "equity": 0.9849930468417345, "drawdown": -0.02245907214008669, "net": -0.006875076850165862 }, "SPY buy & hold": { "equity": 0.885359944589542, "drawdown": -0.13112118541861617, "net": -0.004854958864546344 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348598, "net": -0.00021838692520614877 } }, { "date": "2010-03-25", "Ensemble trend": { "equity": 1.1098001656655603, "drawdown": -0.029195203684415194, "net": -0.0015758787035792254 }, "Core + trend": { "equity": 1.0493872665506447, "drawdown": -0.011076404821298902, "net": -0.002046468421389225 }, "60/40 monthly": { "equity": 0.9825894907972588, "drawdown": -0.024844443705311137, "net": -0.0024401756460945556 }, "SPY buy & hold": { "equity": 0.8839201333403729, "drawdown": -0.13253419432990032, "net": -0.001626243945152317 }, "BIL reserve": { "equity": 1.0062222182516778, "drawdown": -0.003714946714926004, "net": 0.00043592862935937227 } }, { "date": "2010-03-26", "Ensemble trend": { "equity": 1.114941424443286, "drawdown": -0.024697854670665098, "net": 0.00463259867567456 }, "Core + trend": { "equity": 1.0521363066923703, "drawdown": -0.008485759073154742, "net": 0.0026196621870224757 }, "60/40 monthly": { "equity": 0.9831446361722004, "drawdown": -0.024293498369546973, "net": 0.0005649819992388228 }, "SPY buy & hold": { "equity": 0.8833900551160722, "drawdown": -0.1330544050554705, "net": -0.0005996901804888877 }, "BIL reserve": { "equity": 1.0062222182516778, "drawdown": -0.003714946714926004, "net": 0.0 } }, { "date": "2010-03-29", "Ensemble trend": { "equity": 1.1192451615544354, "drawdown": -0.020933133093893996, "net": 0.0038600566960711458 }, "Core + trend": { "equity": 1.056245668590901, "drawdown": -0.004613170685511148, "net": 0.003905731484021402 }, "60/40 monthly": { "equity": 0.9863577317743659, "drawdown": -0.021104711944795462, "net": 0.0032681819988109595 }, "SPY buy & hold": { "equity": 0.8889971752415495, "drawdown": -0.12755166245048533, "net": 0.0063472755811595505 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348487, "net": -0.00043573867839441505 } }, { "date": "2010-03-30", "Ensemble trend": { "equity": 1.119263118092449, "drawdown": -0.020917425497366082, "net": 1.6043435907109327e-05 }, "Core + trend": { "equity": 1.056748497568205, "drawdown": -0.0041393137445647765, "net": 0.00047605305494413663 }, "60/40 monthly": { "equity": 0.9871573173932959, "drawdown": -0.020311175715947427, "net": 0.000810644650690362 }, "SPY buy & hold": { "equity": 0.8896038186018376, "drawdown": -0.12695631186230727, "net": 0.0006823906500301735 }, "BIL reserve": { "equity": 1.0057837683121256, "drawdown": -0.004149066647348487, "net": 0.0 } }, { "date": "2010-03-31", "Ensemble trend": { "equity": 1.12101549484862, "drawdown": -0.019384522716780817, "net": 0.0015656521937017498 }, "Core + trend": { "equity": 1.0569545930556041, "drawdown": -0.003945093081855089, "net": 0.0001950279445612768 }, "60/40 monthly": { "equity": 0.9860270213157074, "drawdown": -0.021432920361744823, "net": -0.0011450009615218137 }, "SPY buy & hold": { "equity": 0.8865726899404696, "drawdown": -0.12993101553421782, "net": -0.0034072792831891796 }, "BIL reserve": { "equity": 1.0062222182516778, "drawdown": -0.003714946714925782, "net": 0.00043592862935937227 } }, { "date": "2010-04-01", "Ensemble trend": { "equity": 1.1289668122519079, "drawdown": -0.012429056939290861, "net": 0.007092959410308408 }, "Core + trend": { "equity": 1.0629419602581351, "drawdown": 0.0, "net": 0.005664734551388717 }, "60/40 monthly": { "equity": 0.9893054554247628, "drawdown": -0.018179289758798567, "net": 0.0033248927647853144 }, "SPY buy & hold": { "equity": 0.8926347152476417, "drawdown": -0.12398183588695022, "net": 0.00683759535563766 }, "BIL reserve": { "equity": 1.0062222182516778, "drawdown": -0.003714946714925782, "net": 0.0 } }, { "date": "2010-04-05", "Ensemble trend": { "equity": 1.1288359948142512, "drawdown": -0.012543490329956941, "net": -0.00011587359011544507 }, "Core + trend": { "equity": 1.063953163539174, "drawdown": 0.0, "net": 0.0009513250194705947 }, "60/40 monthly": { "equity": 0.9907220219807255, "drawdown": -0.01677344045871354, "net": 0.0014318798589405546 }, "SPY buy & hold": { "equity": 0.8999089445360934, "drawdown": -0.11684301764724181, "net": 0.008149166914747985 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": -0.00043573867839441505 } }, { "date": "2010-04-06", "Ensemble trend": { "equity": 1.130092749252591, "drawdown": -0.011444136343287115, "net": 0.0011133188914185244 }, "Core + trend": { "equity": 1.0659610461948128, "drawdown": 0.0, "net": 0.001887190831746599 }, "60/40 monthly": { "equity": 0.9932840694859739, "drawdown": -0.014230776524656208, "net": 0.002586040734338546 }, "SPY buy & hold": { "equity": 0.9020308042037198, "drawdown": -0.11476065676793856, "net": 0.0023578604041105677 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-07", "Ensemble trend": { "equity": 1.130310383876579, "drawdown": -0.011253759063351354, "net": 0.00019258120550880165 }, "Core + trend": { "equity": 1.065191282478418, "drawdown": -0.000722131187760211, "net": -0.000722131187760211 }, "60/40 monthly": { "equity": 0.9922081700779607, "drawdown": -0.015298536047391287, "net": -0.001083173928854042 }, "SPY buy & hold": { "equity": 0.8968782799058526, "drawdown": -0.11981726592604569, "net": -0.0057121378492343 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-08", "Ensemble trend": { "equity": 1.1313853440538102, "drawdown": -0.010313430769852916, "net": 0.0009510309668612216 }, "Core + trend": { "equity": 1.0665956659976232, "drawdown": 0.0, "net": 0.001318433169991362 }, "60/40 monthly": { "equity": 0.9938657278091555, "drawdown": -0.013653518828509403, "net": 0.0016705745640701597 }, "SPY buy & hold": { "equity": 0.8999850456409535, "drawdown": -0.11676833317774071, "net": 0.0034639770019038174 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-09", "Ensemble trend": { "equity": 1.1373573088689823, "drawdown": -0.005089416334317143, "net": 0.005278453399240934 }, "Core + trend": { "equity": 1.0716679673220426, "drawdown": 0.0, "net": 0.004755599039186986 }, "60/40 monthly": { "equity": 0.9982833602977522, "drawdown": -0.009269308629571094, "net": 0.004444898707127054 }, "SPY buy & hold": { "equity": 0.9058954101080536, "drawdown": -0.11096799117751766, "net": 0.0065671807500877755 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-12", "Ensemble trend": { "equity": 1.1367813026170925, "drawdown": -0.0055932814889119165, "net": -0.0005064426521008691 }, "Core + trend": { "equity": 1.072439246249045, "drawdown": 0.0, "net": 0.0007196995249654226 }, "60/40 monthly": { "equity": 1.0002986087031407, "drawdown": -0.007269306901245831, "net": 0.0020187138096616764 }, "SPY buy & hold": { "equity": 0.9073351440187016, "drawdown": -0.10955505816508448, "net": 0.00158929374691974 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-13", "Ensemble trend": { "equity": 1.1364400044842808, "drawdown": -0.005891834214490577, "net": -0.00030023200770978864 }, "Core + trend": { "equity": 1.0729474329159907, "drawdown": 0.0, "net": 0.0004738605648040295 }, "60/40 monthly": { "equity": 1.0014986376802524, "drawdown": -0.0060783569310854935, "net": 0.0011996707449861699 }, "SPY buy & hold": { "equity": 0.9080170377601167, "drawdown": -0.10888585799476758, "net": 0.0007515345855499955 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-14", "Ensemble trend": { "equity": 1.142758374198689, "drawdown": -0.00036479987676896197, "net": 0.005559791708736661 }, "Core + trend": { "equity": 1.079174014965099, "drawdown": 0.0, "net": 0.00580324986862224 }, "60/40 monthly": { "equity": 1.0073963271376132, "drawdown": -0.00022528736591065357, "net": 0.005888864183601461 }, "SPY buy & hold": { "equity": 0.9183225503869784, "drawdown": -0.09877218428544665, "net": 0.011349470547692864 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-15", "Ensemble trend": { "equity": 1.1435604153472, "drawdown": 0.0, "net": 0.0007018466603434526 }, "Core + trend": { "equity": 1.0799883630086244, "drawdown": 0.0, "net": 0.0007546030873915033 }, "60/40 monthly": { "equity": 1.008560335078243, "drawdown": 0.0, "net": 0.0011554617674032208 }, "SPY buy & hold": { "equity": 0.9190806225717747, "drawdown": -0.09802822374677744, "net": 0.0008254966454617207 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-16", "Ensemble trend": { "equity": 1.1303988788618784, "drawdown": -0.01150926204570113, "net": -0.01150926204570113 }, "Core + trend": { "equity": 1.069823658012989, "drawdown": -0.009411865297621058, "net": -0.009411865297621058 }, "60/40 monthly": { "equity": 1.0010591309057326, "drawdown": -0.007437536369034881, "net": -0.007437536369034881 }, "SPY buy & hold": { "equity": 0.9044557535359268, "drawdown": -0.11238084829109962, "net": -0.015912498508481865 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-19", "Ensemble trend": { "equity": 1.1298698132187128, "drawdown": -0.011971909786970492, "net": -0.00046803447266174913 }, "Core + trend": { "equity": 1.070205598699611, "drawdown": -0.009058212703107804, "net": 0.00035701275042976377 }, "60/40 monthly": { "equity": 1.002398366671301, "drawdown": -0.006109667605026292, "net": 0.001337818840288385 }, "SPY buy & hold": { "equity": 0.9078656089356082, "drawdown": -0.10903446794525884, "net": 0.003770063252238387 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.00021843462847304096 } }, { "date": "2010-04-20", "Ensemble trend": { "equity": 1.1347019241335636, "drawdown": -0.007746412952696402, "net": 0.004276697065731305 }, "Core + trend": { "equity": 1.075592193731275, "drawdown": -0.004070570969026632, "net": 0.00503323383675891 }, "60/40 monthly": { "equity": 1.0080349497566188, "drawdown": -0.0005209260203392629, "net": 0.005623096837273689 }, "SPY buy & hold": { "equity": 0.9159732381285043, "drawdown": -0.10107776368589128, "net": 0.008930428813579194 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": -0.00021838692520614877 } }, { "date": "2010-04-21", "Ensemble trend": { "equity": 1.1349595312676222, "drawdown": -0.007521145331850776, "net": 0.00022702626000681292 }, "Core + trend": { "equity": 1.0756436756364358, "drawdown": -0.004022902024689579, "net": 4.786377723919877e-05 }, "60/40 monthly": { "equity": 1.0081749288243753, "drawdown": -0.0003821350497964504, "net": 0.00013886330805323865 }, "SPY buy & hold": { "equity": 0.914306438319615, "drawdown": -0.10271353572520991, "net": -0.0018197036108772435 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-22", "Ensemble trend": { "equity": 1.1335803635807038, "drawdown": -0.008727174911407065, "net": -0.0012151690425278305 }, "Core + trend": { "equity": 1.0756227241866319, "drawdown": -0.004042301724280439, "net": -1.9478057909472213e-05 }, "60/40 monthly": { "equity": 1.0090980013730046, "drawdown": 0.0, "net": 0.0009155876844764155 }, "SPY buy & hold": { "equity": 0.9170340132852753, "drawdown": -0.10003673504394184, "net": 0.0029832174983621673 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-23", "Ensemble trend": { "equity": 1.1384641672820226, "drawdown": -0.004456474705475166, "net": 0.004308299489144352 }, "Core + trend": { "equity": 1.079304464621918, "drawdown": -0.000633246070171567, "net": 0.003422892016408774 }, "60/40 monthly": { "equity": 1.0120429298113367, "drawdown": 0.0, "net": 0.0029183770400149633 }, "SPY buy & hold": { "equity": 0.9230207108727994, "drawdown": -0.09416148087766407, "net": 0.0065283266496045655 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": 0.0 } }, { "date": "2010-04-26", "Ensemble trend": { "equity": 1.1371876254133222, "drawdown": -0.005572761918261282, "net": -0.0011212841874048696 }, "Core + trend": { "equity": 1.077679113082116, "drawdown": -0.0021382174156723277, "net": -0.001505924966567762 }, "60/40 monthly": { "equity": 1.009955467915709, "drawdown": -0.0020626218850388067, "net": -0.0020626218850388067 }, "SPY buy & hold": { "equity": 0.9195346770297367, "drawdown": -0.09758262159185704, "net": -0.0037767666553942814 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.00021843462847304096 } }, { "date": "2010-04-27", "Ensemble trend": { "equity": 1.126530757745676, "drawdown": -0.014891786540507046, "net": -0.009371248358223006 }, "Core + trend": { "equity": 1.0661385195379751, "drawdown": -0.012824067318712995, "net": -0.010708747533516805 }, "60/40 monthly": { "equity": 0.9989620030280575, "drawdown": -0.012925268679775948, "net": -0.010885098637407498 }, "SPY buy & hold": { "equity": 0.8977873942225515, "drawdown": -0.1189250749311408, "net": -0.02365031287067143 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": -0.00021838692520614877 } }, { "date": "2010-04-28", "Ensemble trend": { "equity": 1.1277486230740597, "drawdown": -0.013826809725955402, "net": 0.001081075967087619 }, "Core + trend": { "equity": 1.0682136145578416, "drawdown": -0.010902662337935687, "net": 0.001946365300416586 }, "60/40 monthly": { "equity": 1.001552891154097, "drawdown": -0.010365211146917575, "net": 0.00259358025449008 }, "SPY buy & hold": { "equity": 0.9046071823604354, "drawdown": -0.11223223834060825, "net": 0.007596217302415553 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.00021843462847304096 } }, { "date": "2010-04-29", "Ensemble trend": { "equity": 1.134880485167382, "drawdown": -0.0075902681339165, "net": 0.006323982089095237 }, "Core + trend": { "equity": 1.0761628189906318, "drawdown": -0.0035422085542990978, "net": 0.0074415868927870665 }, "60/40 monthly": { "equity": 1.0097621476192253, "drawdown": -0.0022536417427830857, "net": 0.008196528149071236 }, "SPY buy & hold": { "equity": 0.915821731965475, "drawdown": -0.1012264495352333, "net": 0.012397148534435631 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.0 } }, { "date": "2010-04-30", "Ensemble trend": { "equity": 1.1306725251102068, "drawdown": -0.011269968830706967, "net": -0.0037078442286849755 }, "Core + trend": { "equity": 1.069645485833935, "drawdown": -0.009576841315101059, "net": -0.006056084675745921 }, "60/40 monthly": { "equity": 1.001692275238195, "drawdown": -0.010227485680939674, "net": -0.007991854715545754 }, "SPY buy & hold": { "equity": 0.9002879032899705, "drawdown": -0.11647111327675808, "net": -0.016961629248704146 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": -0.00021838692520614877 } }, { "date": "2010-05-03", "Ensemble trend": { "equity": 1.1354178556394616, "drawdown": -0.007120358136274096, "net": 0.004196909736346788 }, "Core + trend": { "equity": 1.0754654086218076, "drawdown": -0.0041879658538327424, "net": 0.005440982891013801 }, "60/40 monthly": { "equity": 1.0085189698510142, "drawdown": -0.00348202616363269, "net": 0.006815161483795684 }, "SPY buy & hold": { "equity": 0.9119575127537473, "drawdown": -0.10501873563139863, "net": 0.012962086262774175 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.00021843462847304096 } }, { "date": "2010-05-04", "Ensemble trend": { "equity": 1.1188666149466255, "drawdown": -0.021593787323494484, "net": -0.01457722424447383 }, "Core + trend": { "equity": 1.0610244191557137, "drawdown": -0.01755939647357041, "net": -0.013427665223189056 }, "60/40 monthly": { "equity": 0.9967359948736632, "drawdown": -0.015124788175267412, "net": -0.01168344406956634 }, "SPY buy & hold": { "equity": 0.890513087595579, "drawdown": -0.12606396906969997, "net": -0.02351471955465856 }, "BIL reserve": { "equity": 1.0057837683121258, "drawdown": -0.004149066647348376, "net": -0.00021838692520614877 } }, { "date": "2010-05-05", "Ensemble trend": { "equity": 1.1152661106060051, "drawdown": -0.024742291147428763, "net": -0.0032179924689166306 }, "Core + trend": { "equity": 1.0577598072446208, "drawdown": -0.020582217851013995, "net": -0.0030768489887259554 }, "60/40 monthly": { "equity": 0.9946909497426616, "drawdown": -0.017145498039208396, "net": -0.0020517420274972498 }, "SPY buy & hold": { "equity": 0.8852085931035549, "drawdown": -0.13126971947025612, "net": -0.005956672131957608 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": 0.00021843462847304096 } }, { "date": "2010-05-06", "Ensemble trend": { "equity": 1.1081211809938176, "drawdown": -0.0309902597866879, "net": -0.006406479623329742 }, "Core + trend": { "equity": 1.0447686300695807, "drawdown": -0.032611215218031564, "net": -0.012281783715039518 }, "60/40 monthly": { "equity": 0.9792514147545812, "drawdown": -0.0324013083742094, "net": -0.015521941756959645 }, "SPY buy & hold": { "equity": 0.8558077355614353, "drawdown": -0.16012327491398726, "net": -0.03321347959246501 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0002174465030402306 } }, { "date": "2010-05-07", "Ensemble trend": { "equity": 1.104236406691358, "drawdown": -0.03438734685819178, "net": -0.003505730572693766 }, "Core + trend": { "equity": 1.0377023294352454, "drawdown": -0.039154156675891394, "net": -0.0067635076618490775 }, "60/40 monthly": { "equity": 0.9695820624464146, "drawdown": -0.04195559903060386, "net": -0.009874228581625122 }, "SPY buy & hold": { "equity": 0.8430775829564512, "drawdown": -0.17261645350474286, "net": -0.014875014651080098 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-10", "Ensemble trend": { "equity": 1.1230143425136352, "drawdown": -0.017966757643781084, "net": 0.01700535837116779 }, "Core + trend": { "equity": 1.0601963124801697, "drawdown": -0.01832617017586946, "net": 0.021676720198909427 }, "60/40 monthly": { "equity": 0.9915401797794383, "drawdown": -0.02025877502619422, "net": 0.022646992125266552 }, "SPY buy & hold": { "equity": 0.8802074202916748, "drawdown": -0.1361777945767232, "net": 0.044040830981437074 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-11", "Ensemble trend": { "equity": 1.1226817565594456, "drawdown": -0.018257591385248628, "net": -0.0002961546808433191 }, "Core + trend": { "equity": 1.0591423709899639, "drawdown": -0.019302052441183548, "net": -0.0009941003168933982 }, "60/40 monthly": { "equity": 0.9903358291754932, "drawdown": -0.021448794311413222, "net": -0.001214626122577278 }, "SPY buy & hold": { "equity": 0.877706911224256, "drawdown": -0.13863175623110557, "net": -0.0028408179819594537 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-12", "Ensemble trend": { "equity": 1.1277866230141476, "drawdown": -0.013793580226597157, "net": 0.004547028955334875 }, "Core + trend": { "equity": 1.0659471912904663, "drawdown": -0.013001225012316042, "net": 0.006424840028014467 }, "60/40 monthly": { "equity": 0.9976017463184194, "drawdown": -0.014269338846731983, "net": 0.007336821438617802 }, "SPY buy & hold": { "equity": 0.8899825453401513, "drawdown": -0.12658463518837682, "net": 0.013986028774426229 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-13", "Ensemble trend": { "equity": 1.1229354228996629, "drawdown": -0.018035769838426252, "net": -0.004301523014627939 }, "Core + trend": { "equity": 1.0598094116759902, "drawdown": -0.018684415521311615, "net": -0.005758052241824241 }, "60/40 monthly": { "equity": 0.9912401605977075, "drawdown": -0.020555224092625446, "net": -0.006376879094477261 }, "SPY buy & hold": { "equity": 0.878919347221099, "drawdown": -0.13744188994211148, "net": -0.01243080347696468 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": -0.0002173992303378114 } }, { "date": "2010-05-14", "Ensemble trend": { "equity": 1.1164014079561129, "drawdown": -0.023749516883059707, "net": -0.005818691627589412 }, "Core + trend": { "equity": 1.0515803471982992, "drawdown": -0.02630400176830272, "net": -0.00776466446422408 }, "60/40 monthly": { "equity": 0.9830964697539092, "drawdown": -0.028602008081637043, "net": -0.008215658694546546 }, "SPY buy & hold": { "equity": 0.863006405114675, "drawdown": -0.1530586098518223, "net": -0.018105122110164462 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0002174465030402306 } }, { "date": "2010-05-17", "Ensemble trend": { "equity": 1.1138380366944691, "drawdown": -0.025991087356505682, "net": -0.0022961017814702167 }, "Core + trend": { "equity": 1.0500208224369048, "drawdown": -0.027748021736304862, "net": -0.0014830295807157778 }, "60/40 monthly": { "equity": 0.9825291607292265, "drawdown": -0.029162566342528673, "net": -0.0005770634338914116 }, "SPY buy & hold": { "equity": 0.8634612329578487, "drawdown": -0.15261224870839085, "net": 0.0005270271929362913 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-18", "Ensemble trend": { "equity": 1.1099135649722154, "drawdown": -0.029422888308676787, "net": -0.003523377360949431 }, "Core + trend": { "equity": 1.044756245666798, "drawdown": -0.03262268238120358, "net": -0.005013783210402134 }, "60/40 monthly": { "equity": 0.9775429029707474, "drawdown": -0.0340894895111028, "net": -0.005074920885582923 }, "SPY buy & hold": { "equity": 0.8517158317432965, "drawdown": -0.16413900722784713, "net": -0.013602696642578294 }, "BIL reserve": { "equity": 1.0060034663158812, "drawdown": -0.003931538318706962, "net": -0.0002173992303378114 } }, { "date": "2010-05-19", "Ensemble trend": { "equity": 1.1053747082485967, "drawdown": -0.03339194552918279, "net": -0.004089378548799205 }, "Core + trend": { "equity": 1.0406913874371146, "drawdown": -0.03638648055617599, "net": -0.003890724029210202 }, "60/40 monthly": { "equity": 0.9746248911738278, "drawdown": -0.03697277806632593, "net": -0.0029850472936295835 }, "SPY buy & hold": { "equity": 0.8468664744485308, "drawdown": -0.16889809288956747, "net": -0.0056936329160864885 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0002174465030402306 } }, { "date": "2010-05-20", "Ensemble trend": { "equity": 1.0929032334476687, "drawdown": -0.04429777493141984, "net": -0.011282576584991988 }, "Core + trend": { "equity": 1.02375372181816, "drawdown": -0.052069673263706484, "net": -0.016275397128697855 }, "60/40 monthly": { "equity": 0.9570122522429518, "drawdown": -0.05437583322541817, "net": -0.01807119753494446 }, "SPY buy & hold": { "equity": 0.8148889293956108, "drawdown": -0.2002803703560334, "net": -0.03775984292416745 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-21", "Ensemble trend": { "equity": 1.1008933685194673, "drawdown": -0.03731070633008793, "net": 0.007310926372312787 }, "Core + trend": { "equity": 1.0325278937538294, "drawdown": -0.04394535245044684, "net": 0.008570588559215553 }, "60/40 monthly": { "equity": 0.9652461118846237, "drawdown": -0.04623995341327736, "net": 0.008603713925682932 }, "SPY buy & hold": { "equity": 0.8267859141117138, "drawdown": -0.18860485008838368, "net": 0.014599516924259648 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-24", "Ensemble trend": { "equity": 1.0967627303572143, "drawdown": -0.04092279197665072, "net": -0.00375207833961988 }, "Core + trend": { "equity": 1.0265017457523362, "drawdown": -0.049525179241085016, "net": -0.00583630528332213 }, "60/40 monthly": { "equity": 0.9580986852154494, "drawdown": -0.053302328396230614, "net": -0.007404771261102616 }, "SPY buy & hold": { "equity": 0.8161773118202715, "drawdown": -0.1990159713952404, "net": -0.012831135739461597 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-25", "Ensemble trend": { "equity": 1.0976364566270058, "drawdown": -0.04015875165305638, "net": 0.0007966411016784303 }, "Core + trend": { "equity": 1.027720833620957, "drawdown": -0.04839638201476626, "net": 0.001187614023712369 }, "60/40 monthly": { "equity": 0.9600583378729992, "drawdown": -0.051365994867459075, "net": 0.002045355752794187 }, "SPY buy & hold": { "equity": 0.8170107890632374, "drawdown": -0.19819800947673005, "net": 0.0010211962901873761 }, "BIL reserve": { "equity": 1.006222218251678, "drawdown": -0.003714946714925671, "net": 0.0 } }, { "date": "2010-05-26", "Ensemble trend": { "equity": 1.0951943970961644, "drawdown": -0.042294239641332054, "net": -0.002224834567126077 }, "Core + trend": { "equity": 1.0243858138659636, "drawdown": -0.05148439654272152, "net": -0.003245063879111054 }, "60/40 monthly": { "equity": 0.9559098862357265, "drawdown": -0.05546508149221929, "net": -0.004321041205124776 }, "SPY buy & hold": { "equity": 0.812085485340654, "drawdown": -0.2030316278102493, "net": -0.006028443918385307 }, "BIL reserve": { "equity": 1.006441390662123, "drawdown": -0.0034979387889844116, "net": 0.0002178171048794475 } }, { "date": "2010-05-27", "Ensemble trend": { "equity": 1.1092661439125255, "drawdown": -0.029989033350950933, "net": 0.012848629296928094 }, "Core + trend": { "equity": 1.0403621366398124, "drawdown": -0.036691345690449406, "net": 0.015596001582211638 }, "60/40 monthly": { "equity": 0.9703499024361074, "drawdown": -0.04119689604768206, "net": 0.015106043371142741 }, "SPY buy & hold": { "equity": 0.8392889234799352, "drawdown": -0.17633458642336486, "net": 0.03349824449561467 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.00393153831870674, "net": -0.00043512155829916743 } }, { "date": "2010-05-28", "Ensemble trend": { "equity": 1.1052869780063517, "drawdown": -0.03346866228246281, "net": -0.0035872057648300704 }, "Core + trend": { "equity": 1.035108974898743, "drawdown": -0.04155543675013007, "net": -0.005049358830028328 }, "60/40 monthly": { "equity": 0.9650881724555295, "drawdown": -0.046396013422632665, "net": -0.005422507867902215 }, "SPY buy & hold": { "equity": 0.8287559582622259, "drawdown": -0.18667147865382716, "net": -0.012549868016888066 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.00371494671492556, "net": 0.0002174465030402306 } }, { "date": "2010-06-01", "Ensemble trend": { "equity": 1.1012026064098155, "drawdown": -0.03704028958061145, "net": -0.003695304185980186 }, "Core + trend": { "equity": 1.0279097165130615, "drawdown": -0.04822148856352726, "net": -0.006955072905619142 }, "60/40 monthly": { "equity": 0.9562200624838272, "drawdown": -0.055158596224683776, "net": -0.009188911671291766 }, "SPY buy & hold": { "equity": 0.8148129829677929, "drawdown": -0.20035490302783243, "net": -0.01682398196408663 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.00371494671492556, "net": 0.0 } }, { "date": "2010-06-02", "Ensemble trend": { "equity": 1.1092672572206808, "drawdown": -0.029988059805399425, "net": 0.007323494118087748 }, "Core + trend": { "equity": 1.039164726918827, "drawdown": -0.03780007034156474, "net": 0.010949415327977885 }, "60/40 monthly": { "equity": 0.9681930703730732, "drawdown": -0.04332806262125444, "net": 0.012521184567227728 }, "SPY buy & hold": { "equity": 0.8360301875506774, "drawdown": -0.17953266041411897, "net": 0.02603935507459032 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0002178171048794475 } }, { "date": "2010-06-03", "Ensemble trend": { "equity": 1.1061834312146965, "drawdown": -0.032684748117269735, "net": -0.0027800568221142408 }, "Core + trend": { "equity": 1.0384712345701048, "drawdown": -0.038442199805617916, "net": -0.0006673555508168727 }, "60/40 monthly": { "equity": 0.9695639184373639, "drawdown": -0.041973527132778465, "net": 0.0014158829537609385 }, "SPY buy & hold": { "equity": 0.8389101194031006, "drawdown": -0.17670633899614618, "net": 0.0034447701713504753 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.00043512155829916743 } }, { "date": "2010-06-04", "Ensemble trend": { "equity": 1.1094013176875943, "drawdown": -0.029870829036378166, "net": 0.002908998979820332 }, "Core + trend": { "equity": 1.0315695179430775, "drawdown": -0.04483274702207163, "net": -0.006646035438703568 }, "60/40 monthly": { "equity": 0.9553115678943712, "drawdown": -0.0560562800705906, "net": -0.01469975343756913 }, "SPY buy & hold": { "equity": 0.8094332380946418, "drawdown": -0.20563450301052744, "net": -0.035137114962246474 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0004353109714874126 } }, { "date": "2010-06-07", "Ensemble trend": { "equity": 1.112370469012313, "drawdown": -0.0272744193628085, "net": 0.00267635460439819 }, "Core + trend": { "equity": 1.0300355218703274, "drawdown": -0.04625312906070467, "net": -0.0014870506020853158 }, "60/40 monthly": { "equity": 0.9501864973505324, "drawdown": -0.061120364204644395, "net": -0.005364815748159613 }, "SPY buy & hold": { "equity": 0.7993552553971486, "drawdown": -0.21552488229985622, "net": -0.012450665753751644 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.00371494671492556, "net": -0.00021776967092024258 } }, { "date": "2010-06-08", "Ensemble trend": { "equity": 1.1123057465352935, "drawdown": -0.027331016702267785, "net": -5.8184281965911744e-05 }, "Core + trend": { "equity": 1.0326067558721888, "drawdown": -0.043872331183680946, "net": 0.0024962576020606253 }, "60/40 monthly": { "equity": 0.9546850518785334, "drawdown": -0.056675340781735195, "net": 0.004734391133261351 }, "SPY buy & hold": { "equity": 0.8079179444487821, "drawdown": -0.20712158920050383, "net": 0.01071199444029336 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0002178171048794475 } }, { "date": "2010-06-09", "Ensemble trend": { "equity": 1.1112268862701642, "drawdown": -0.028274438886745745, "net": -0.0009699313956526012 }, "Core + trend": { "equity": 1.030494865137745, "drawdown": -0.0458278066376574, "net": -0.0020452032900557526 }, "60/40 monthly": { "equity": 0.9518184012137975, "drawdown": -0.05950787938290936, "net": -0.003002718707174945 }, "SPY buy & hold": { "equity": 0.8035985880397959, "drawdown": -0.21136054003550497, "net": -0.0053462810656262905 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0 } }, { "date": "2010-06-10", "Ensemble trend": { "equity": 1.1092209930033028, "drawdown": -0.0300285161002809, "net": -0.0018051158513578969 }, "Core + trend": { "equity": 1.0365340923012956, "drawdown": -0.040235869381290645, "net": 0.005860511651111455 }, "60/40 monthly": { "equity": 0.9638337452652767, "drawdown": -0.047635513401637075, "net": 0.012623567726949503 }, "SPY buy & hold": { "equity": 0.8270886944222096, "drawdown": -0.18830770608625236, "net": 0.029231144419644473 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0 } }, { "date": "2010-06-11", "Ensemble trend": { "equity": 1.1138924961841017, "drawdown": -0.02594346460837471, "net": 0.004211517100979556 }, "Core + trend": { "equity": 1.0414269329873722, "drawdown": -0.03570541252299064, "net": 0.004720385679947814 }, "60/40 monthly": { "equity": 0.9691242872357747, "drawdown": -0.04240792688859829, "net": 0.005489060739455542 }, "SPY buy & hold": { "equity": 0.8311048838280942, "drawdown": -0.184366278747638, "net": 0.004855814658052182 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889841895, "net": 0.0 } }, { "date": "2010-06-14", "Ensemble trend": { "equity": 1.112998894902724, "drawdown": -0.02672488487212732, "net": -0.0008022329663220917 }, "Core + trend": { "equity": 1.0403532971254077, "drawdown": -0.03669953051420072, "net": -0.0010309276896504072 }, "60/40 monthly": { "equity": 0.9679057307769261, "drawdown": -0.04361198298439628, "net": -0.001257378929512054 }, "SPY buy & hold": { "equity": 0.8298168880960395, "drawdown": -0.18563029821417532, "net": -0.0015497390968539637 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.00043512155829916743 } }, { "date": "2010-06-15", "Ensemble trend": { "equity": 1.1167476695943481, "drawdown": -0.02344672427710015, "net": 0.0033681746754581354 }, "Core + trend": { "equity": 1.0486191291286902, "drawdown": -0.029045899895204452, "net": 0.007945216328070215 }, "60/40 monthly": { "equity": 0.979347609172591, "drawdown": -0.03230625863355485, "net": 0.011821273530926213 }, "SPY buy & hold": { "equity": 0.8486851671130561, "drawdown": -0.16711325550665068, "net": 0.022737882643372842 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-06-16", "Ensemble trend": { "equity": 1.1170168999264247, "drawdown": -0.02321129261256938, "net": 0.00024108430167979478 }, "Core + trend": { "equity": 1.0491248591690856, "drawdown": -0.02857762629363858, "net": 0.0004822819137539902 }, "60/40 monthly": { "equity": 0.9802822453119148, "drawdown": -0.03138274431238075, "net": 0.0009543456588547716 }, "SPY buy & hold": { "equity": 0.8483818454329121, "drawdown": -0.16741093080073965, "net": -0.0003574018869397788 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-06-17", "Ensemble trend": { "equity": 1.1211377657392245, "drawdown": -0.019607752513160936, "net": 0.003689170515747131 }, "Core + trend": { "equity": 1.0524916676004619, "drawdown": -0.02546017748891516, "net": 0.0032091589499108064 }, "60/40 monthly": { "equity": 0.983128836325881, "drawdown": -0.02857002665968511, "net": 0.0029038483840544416 }, "SPY buy & hold": { "equity": 0.8497459422698269, "drawdown": -0.16607222686470124, "net": 0.0016078807488140168 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-06-18", "Ensemble trend": { "equity": 1.1215689103267246, "drawdown": -0.01923073300311684, "net": 0.00038455986469765335 }, "Core + trend": { "equity": 1.0526934329458737, "drawdown": -0.0252733557116418, "net": 0.00019170255843614648 }, "60/40 monthly": { "equity": 0.9829169730813031, "drawdown": -0.028779368811422956, "net": -0.00021549896285166792 }, "SPY buy & hold": { "equity": 0.850667198734354, "drawdown": -0.16516811975017076, "net": 0.0010841551794484872 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0002174465030402306 } }, { "date": "2010-06-21", "Ensemble trend": { "equity": 1.1186119830147165, "drawdown": -0.02181645324345094, "net": -0.002636420539819273 }, "Core + trend": { "equity": 1.0501747668017505, "drawdown": -0.02760547912184863, "net": -0.0023925922450899195 }, "60/40 monthly": { "equity": 0.9809688801813852, "drawdown": -0.030704280139325912, "net": -0.001981950615636441 }, "SPY buy & hold": { "equity": 0.848230648623967, "drawdown": -0.16755931305467775, "net": -0.002864281253599721 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.0002173992303378114 } }, { "date": "2010-06-22", "Ensemble trend": { "equity": 1.1206480607055962, "drawdown": -0.020035980901496386, "net": 0.0018201822631940257 }, "Core + trend": { "equity": 1.047052843632671, "drawdown": -0.03049617987012565, "net": -0.002972765360366836 }, "60/40 monthly": { "equity": 0.9739836727554021, "drawdown": -0.03760636622700331, "net": -0.007120722753907849 }, "SPY buy & hold": { "equity": 0.8342216262324297, "drawdown": -0.1813075550475387, "net": -0.01651558148041843 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0002174465030402306 } }, { "date": "2010-06-23", "Ensemble trend": { "equity": 1.1219484069416994, "drawdown": -0.018898877676645554, "net": 0.0011603520156759917 }, "Core + trend": { "equity": 1.0473735889345086, "drawdown": -0.030199190279474708, "net": 0.00030633153215542386 }, "60/40 monthly": { "equity": 0.9737732789580839, "drawdown": -0.03781425641735081, "net": -0.00021601367990398135 }, "SPY buy & hold": { "equity": 0.8316332606049284, "drawdown": -0.18384773779679242, "net": -0.0031027313918857713 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-06-24", "Ensemble trend": { "equity": 1.1197785672280969, "drawdown": -0.020796319809550767, "net": -0.0019339924190606705 }, "Core + trend": { "equity": 1.0410714693950858, "drawdown": -0.0360345490252546, "net": -0.0060170693685659415 }, "60/40 monthly": { "equity": 0.9641382697215577, "drawdown": -0.04733461267172656, "net": -0.009894509784490468 }, "SPY buy & hold": { "equity": 0.8178523868509293, "drawdown": -0.19737207817885205, "net": -0.01657085449417317 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-06-25", "Ensemble trend": { "equity": 1.1231574605022088, "drawdown": -0.017841606417267064, "net": 0.0030174655713191 }, "Core + trend": { "equity": 1.0442805585357675, "drawdown": -0.033063138174361795, "net": 0.0030824868753212 }, "60/40 monthly": { "equity": 0.9671037567445867, "drawdown": -0.04440441382770932, "net": 0.003075790180889104 }, "SPY buy & hold": { "equity": 0.8212787153556262, "drawdown": -0.19400953137772292, "net": 0.004189421660661274 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-06-28", "Ensemble trend": { "equity": 1.1237264462077796, "drawdown": -0.017344050102852226, "net": 0.0005065947790761083 }, "Core + trend": { "equity": 1.044852509341984, "drawdown": -0.03253354838820599, "net": 0.0005476984145127428 }, "60/40 monthly": { "equity": 0.9682948687680414, "drawdown": -0.04322747558885742, "net": 0.0012316279563053811 }, "SPY buy & hold": { "equity": 0.818689653681434, "drawdown": -0.1965503972166367, "net": -0.0031524762858016198 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-06-29", "Ensemble trend": { "equity": 1.1215864625877467, "drawdown": -0.0192153842198024, "net": -0.001904363492783001 }, "Core + trend": { "equity": 1.035243233491335, "drawdown": -0.04143112189897924, "net": -0.009196777310417237 }, "60/40 monthly": { "equity": 0.9530609130146437, "drawdown": -0.058280153004663826, "net": -0.01573276513669819 }, "SPY buy & hold": { "equity": 0.7934130274593143, "drawdown": -0.22135649462674023, "net": -0.03087449085066274 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-06-30", "Ensemble trend": { "equity": 1.1218938129403264, "drawdown": -0.01894661805016684, "net": 0.0002740317958818128 }, "Core + trend": { "equity": 1.032868957538304, "drawdown": -0.04362954924723028, "net": -0.002293447449082886 }, "60/40 monthly": { "equity": 0.9485957816533807, "drawdown": -0.06269215098393477, "net": -0.004685043002277012 }, "SPY buy & hold": { "equity": 0.7858752284906153, "drawdown": -0.2287539761510624, "net": -0.00950047290354783 }, "BIL reserve": { "equity": 1.0064413906621232, "drawdown": -0.0034979387889840785, "net": 0.0002178171048794475 } }, { "date": "2010-07-01", "Ensemble trend": { "equity": 1.1164936311322406, "drawdown": -0.023668871230333455, "net": -0.004813451813173608 }, "Core + trend": { "equity": 1.0287868322103335, "drawdown": -0.047409335648445294, "net": -0.003952219977352955 }, "60/40 monthly": { "equity": 0.9460519548674673, "drawdown": -0.06520570718889496, "net": -0.002681676257804577 }, "SPY buy & hold": { "equity": 0.782373108235143, "drawdown": -0.23219090382628826, "net": -0.004456331143301906 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": -0.00021776967092024258 } }, { "date": "2010-07-02", "Ensemble trend": { "equity": 1.1171995585818753, "drawdown": -0.023051564579840145, "net": 0.0006322718105600256 }, "Core + trend": { "equity": 1.0272455212964042, "drawdown": -0.04883649076114993, "net": -0.0014981829720912554 }, "60/40 monthly": { "equity": 0.9423909510416971, "drawdown": -0.06882314644757603, "net": -0.003869770372477155 }, "SPY buy & hold": { "equity": 0.7781095902384627, "drawdown": -0.23637505569078154, "net": -0.005449468996062357 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-07-06", "Ensemble trend": { "equity": 1.1174835068510702, "drawdown": -0.022803262640227584, "net": 0.0002541607423791614 }, "Core + trend": { "equity": 1.0296952602959069, "drawdown": -0.046568189468830457, "net": 0.0023847648383132913 }, "60/40 monthly": { "equity": 0.9470084599126247, "drawdown": -0.06426058419363256, "net": 0.004899780569649348 }, "SPY buy & hold": { "equity": 0.7832107617582535, "drawdown": -0.23136884336981756, "net": 0.006555852265266893 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.0002173992303378114 } }, { "date": "2010-07-07", "Ensemble trend": { "equity": 1.1211156688474377, "drawdown": -0.019627075402874783, "net": 0.003250304791166503 }, "Core + trend": { "equity": 1.0400071610385127, "drawdown": -0.03702003034433854, "net": 0.010014517052008731 }, "60/40 monthly": { "equity": 0.963746028744607, "drawdown": -0.04772218612873769, "net": 0.01767414921882171 }, "SPY buy & hold": { "equity": 0.8078785018029703, "drawdown": -0.20716029761457466, "net": 0.03149566023497874 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-07-08", "Ensemble trend": { "equity": 1.1205522819789504, "drawdown": -0.020119735747642142, "net": -0.0005025234096196485 }, "Core + trend": { "equity": 1.0422225188741496, "drawdown": -0.03496875098660035, "net": 0.0021301370977337974 }, "60/40 monthly": { "equity": 0.9686439069376518, "drawdown": -0.04288259084204582, "net": 0.005082125422010586 }, "SPY buy & hold": { "equity": 0.8158727527237883, "drawdown": -0.19931486107094754, "net": 0.00989536285837156 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0002174465030402306 } }, { "date": "2010-07-09", "Ensemble trend": { "equity": 1.1215651617919395, "drawdown": -0.019234010953922742, "net": 0.0009039112491924239 }, "Core + trend": { "equity": 1.0444814548121302, "drawdown": -0.03287712109932317, "net": 0.002167421924850199 }, "60/40 monthly": { "equity": 0.9720800562900065, "drawdown": -0.03948733037320862, "net": 0.0035473813728081893 }, "SPY buy & hold": { "equity": 0.8219636252993678, "drawdown": -0.1933373711522124, "net": 0.007465468794300545 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.0002173992303378114 } }, { "date": "2010-07-12", "Ensemble trend": { "equity": 1.1207498985606408, "drawdown": -0.019946927578490592, "net": -0.0007268977845176217 }, "Core + trend": { "equity": 1.0446004341613366, "drawdown": -0.03276695384819184, "net": 0.00011391236163960095 }, "60/40 monthly": { "equity": 0.9731009121062103, "drawdown": -0.03847862235684596, "net": 0.0010501766902819565 }, "SPY buy & hold": { "equity": 0.8224967970645164, "drawdown": -0.1928141244725975, "net": 0.0006486561555012482 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0002174465030402306 } }, { "date": "2010-07-13", "Ensemble trend": { "equity": 1.1217356226095745, "drawdown": -0.019084949465480783, "net": 0.0008795218720960563 }, "Core + trend": { "equity": 1.0487362143413523, "drawdown": -0.02893748649310446, "net": 0.003959198220452764 }, "60/40 monthly": { "equity": 0.9802579345780064, "drawdown": -0.031406765757709065, "net": 0.007354861538774182 }, "SPY buy & hold": { "equity": 0.8349069228687773, "drawdown": -0.1806350153277727, "net": 0.015088357606440006 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-07-14", "Ensemble trend": { "equity": 1.1239344523421217, "drawdown": -0.017162156665871953, "net": 0.0019602031782071094 }, "Core + trend": { "equity": 1.0507253652052597, "drawdown": -0.02709566029197208, "net": 0.0018967122873283504 }, "60/40 monthly": { "equity": 0.9820633358204341, "drawdown": -0.02962284811029825, "net": 0.0018417614168100283 }, "SPY buy & hold": { "equity": 0.8348305897483536, "drawdown": -0.1807099274938272, "net": -9.142710203136062e-05 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-07-15", "Ensemble trend": { "equity": 1.1261917948953784, "drawdown": -0.015188196634585704, "net": 0.002008429004513923 }, "Core + trend": { "equity": 1.0528975012351758, "drawdown": -0.025084401555938163, "net": 0.0020672728591564216 }, "60/40 monthly": { "equity": 0.9841696585002885, "drawdown": -0.027541589877263628, "net": 0.002144793113668886 }, "SPY buy & hold": { "equity": 0.8350589704014553, "drawdown": -0.1804857981864726, "net": 0.0002735652669012545 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-07-16", "Ensemble trend": { "equity": 1.1230105274926783, "drawdown": -0.017970093734210435, "net": -0.0028248007285434085 }, "Core + trend": { "equity": 1.0439362325427322, "drawdown": -0.03338196197360721, "net": -0.008511055142529034 }, "60/40 monthly": { "equity": 0.9696393359434688, "drawdown": -0.04189900706659999, "net": -0.014764042389765808 }, "SPY buy & hold": { "equity": 0.8120660733718328, "drawdown": -0.2030506784218803, "net": -0.027534459055710392 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0 } }, { "date": "2010-07-19", "Ensemble trend": { "equity": 1.1216287906269988, "drawdown": -0.019178369962677078, "net": -0.0012303863871734322 }, "Core + trend": { "equity": 1.044517687223949, "drawdown": -0.03284357220837231, "net": 0.000556982948853646 }, "60/40 monthly": { "equity": 0.9721349541381019, "drawdown": -0.03943308578883542, "net": 0.002573759234101969 }, "SPY buy & hold": { "equity": 0.8168629178107041, "drawdown": -0.19834312808006982, "net": 0.005906963233858642 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": -0.0002173992303378114 } }, { "date": "2010-07-20", "Ensemble trend": { "equity": 1.1249037578134133, "drawdown": -0.016314535973267597, "net": 0.002919831600064038 }, "Core + trend": { "equity": 1.0496732647695348, "drawdown": -0.028069837858843205, "net": 0.004935845135651151 }, "60/40 monthly": { "equity": 0.9791144290234125, "drawdown": -0.032536664026754925, "net": 0.007179532898802687 }, "SPY buy & hold": { "equity": 0.8259227388766073, "drawdown": -0.18945195716572394, "net": 0.011090993198938026 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-07-21", "Ensemble trend": { "equity": 1.1250050978865314, "drawdown": -0.016225917941585233, "net": 9.00877718774673e-05 }, "Core + trend": { "equity": 1.046973831717275, "drawdown": -0.030569339839345844, "net": -0.002571688870110056 }, "60/40 monthly": { "equity": 0.9737287884374244, "drawdown": -0.037858217517565906, "net": -0.005500522131371199 }, "SPY buy & hold": { "equity": 0.8151873787489193, "drawdown": -0.19998747668956485, "net": -0.012998019817555662 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-07-22", "Ensemble trend": { "equity": 1.127322736615124, "drawdown": -0.014199231202967288, "net": 0.002060113978991307 }, "Core + trend": { "equity": 1.0537645841265497, "drawdown": -0.024281538376043854, "net": 0.006486076541317498 }, "60/40 monthly": { "equity": 0.9848527816364546, "drawdown": -0.026866595649209013, "net": 0.011424118636649716 }, "SPY buy & hold": { "equity": 0.8333839727093191, "drawdown": -0.18212961550400963, "net": 0.02232197705063399 }, "BIL reserve": { "equity": 1.0060034663158814, "drawdown": -0.003931538318706629, "net": 0.0 } }, { "date": "2010-07-23", "Ensemble trend": { "equity": 1.1262058263636225, "drawdown": -0.015175926650371596, "net": -0.0009907635278030291 }, "Core + trend": { "equity": 1.0552598436790346, "drawdown": -0.0228970238722771, "net": 0.0014189692603154835 }, "60/40 monthly": { "equity": 0.9888813254117162, "drawdown": -0.022885990028049696, "net": 0.00409050352537732 }, "SPY buy & hold": { "equity": 0.840617212581535, "drawdown": -0.17503102365539436, "net": 0.008679360425783988 }, "BIL reserve": { "equity": 1.0062222182516782, "drawdown": -0.003714946714925338, "net": 0.0002174465030402306 } }, { "date": "2010-07-26", "Ensemble trend": { "equity": 1.1263074602772538, "drawdown": -0.015087051666359041, "net": 9.024452835548757e-05 }, "Core + trend": { "equity": 1.058488219277215, "drawdown": -0.019907754997946947, "net": 0.0030593181551616944 }, "60/40 monthly": { "equity": 0.9951250742506984, "drawdown": -0.016716539449361134, "net": 0.006313951612325841 }, "SPY buy & hold": { "equity": 0.8493728612435609, "drawdown": -0.16643836292249992, "net": 0.010415738020801868 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": -0.00043573867839441505 } }, { "date": "2010-07-27", "Ensemble trend": { "equity": 1.122355985822291, "drawdown": -0.01854246547915972, "net": -0.0035083443858129337 }, "Core + trend": { "equity": 1.0558436708904189, "drawdown": -0.0223564372961792, "net": -0.002498420236175969 }, "60/40 monthly": { "equity": 0.9937631716085269, "drawdown": -0.01806223596287304, "net": -0.0013685743404636685 }, "SPY buy & hold": { "equity": 0.8492964507846159, "drawdown": -0.1665133509874056, "net": -8.996103175840098e-05 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-07-28", "Ensemble trend": { "equity": 1.12391723561327, "drawdown": -0.01717721203909106, "net": 0.0013910468787987629 }, "Core + trend": { "equity": 1.0554041418439408, "drawdown": -0.022763413020670975, "net": -0.00041628231394086335 }, "60/40 monthly": { "equity": 0.9914029216264069, "drawdown": -0.020394399858884915, "net": -0.002375062841481257 }, "SPY buy & hold": { "equity": 0.8438146190634815, "drawdown": -0.17189313745357782, "net": -0.006454556257794342 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.00021843462847304096 } }, { "date": "2010-07-29", "Ensemble trend": { "equity": 1.1253826883482352, "drawdown": -0.01589572947350215, "net": 0.001303879581636247 }, "Core + trend": { "equity": 1.0549956005523107, "drawdown": -0.023141696070399398, "net": -0.0003870946450108548 }, "60/40 monthly": { "equity": 0.9892073774930302, "drawdown": -0.02256381784373851, "net": -0.002214583077660204 }, "SPY buy & hold": { "equity": 0.839703457953564, "drawdown": -0.1759277685813665, "net": -0.004872114107812298 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": -0.00021838692520614877 } }, { "date": "2010-07-30", "Ensemble trend": { "equity": 1.1296021574287183, "drawdown": -0.012205964574459216, "net": 0.0037493637712484595 }, "Core + trend": { "equity": 1.058137312291941, "drawdown": -0.020232672374182692, "net": 0.002977938237832989 }, "60/40 monthly": { "equity": 0.9913140061683825, "drawdown": -0.020482257256437153, "net": 0.0021296127821965882 }, "SPY buy & hold": { "equity": 0.8395510237282799, "drawdown": -0.1760773652169223, "net": -0.00018153340186977118 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.00021843462847304096 } }, { "date": "2010-08-02", "Ensemble trend": { "equity": 1.1317589878659875, "drawdown": -0.01031989855789961, "net": 0.001909371740382193 }, "Core + trend": { "equity": 1.0655915030368255, "drawdown": -0.013330569536594172, "net": 0.00704463462188909 }, "60/40 monthly": { "equity": 1.0039108955794285, "drawdown": -0.008035266086414139, "net": 0.012707264633267323 }, "SPY buy & hold": { "equity": 0.8585088607528454, "drawdown": -0.15747243163980185, "net": 0.022580923003794773 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": -0.00021838692520614877 } }, { "date": "2010-08-03", "Ensemble trend": { "equity": 1.1337901051169754, "drawdown": -0.00854376393157874, "net": 0.001794655286827318 }, "Core + trend": { "equity": 1.065996923753061, "drawdown": -0.012955175939661112, "net": 0.000380465417639142 }, "60/40 monthly": { "equity": 1.0027098160848935, "drawdown": -0.00922205318719338, "net": -0.001196400497119554 }, "SPY buy & hold": { "equity": 0.8543978543199704, "drawdown": -0.16150691096988812, "net": -0.004788542810460927 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-08-04", "Ensemble trend": { "equity": 1.1335042947217115, "drawdown": -0.008793694229469629, "net": -0.00025208404445764554 }, "Core + trend": { "equity": 1.0671033744127274, "drawdown": -0.011930673549113147, "net": 0.0010379492051166839 }, "60/40 monthly": { "equity": 1.0052712806338113, "drawdown": -0.006691069101967595, "net": 0.002554542209349364 }, "SPY buy & hold": { "equity": 0.8601080666942065, "drawdown": -0.1559029951963612, "net": 0.00668331778382214 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-08-05", "Ensemble trend": { "equity": 1.1353111690076831, "drawdown": -0.007213651529737852, "net": 0.0015940603792905517 }, "Core + trend": { "equity": 1.068646655457355, "drawdown": -0.010501694221661473, "net": 0.0014462338716498824 }, "60/40 monthly": { "equity": 1.0064336451029845, "drawdown": -0.005542536332325265, "net": 0.0011562694484221758 }, "SPY buy & hold": { "equity": 0.8591943120662355, "drawdown": -0.15679974012233333, "net": -0.0010623718848293828 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-08-06", "Ensemble trend": { "equity": 1.1388102938312623, "drawdown": -0.004153800229693583, "net": 0.003082084382766803 }, "Core + trend": { "equity": 1.0704660817644065, "drawdown": -0.008817022081322179, "net": 0.0017025518189384137 }, "60/40 monthly": { "equity": 1.0063895827394278, "drawdown": -0.0055860743703458615, "net": -4.378069410837515e-05 }, "SPY buy & hold": { "equity": 0.8556921144722422, "drawdown": -0.16023674369641017, "net": -0.004076141502346586 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-08-09", "Ensemble trend": { "equity": 1.139410230800563, "drawdown": -0.0036291782147573892, "net": 0.0005268102795965568 }, "Core + trend": { "equity": 1.0722283922971405, "drawdown": -0.007185235487043751, "net": 0.001646302076035333 }, "60/40 monthly": { "equity": 1.0096299086087002, "drawdown": -0.0023843071588735, "net": 0.003219752991134861 }, "SPY buy & hold": { "equity": 0.8602602689039269, "drawdown": -0.1557536262573589, "net": 0.005338549174900509 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": 0.0 } }, { "date": "2010-08-10", "Ensemble trend": { "equity": 1.1395935119931664, "drawdown": -0.003468905797014088, "net": 0.00016085619353667369 }, "Core + trend": { "equity": 1.0718786885872478, "drawdown": -0.0075090387074031595, "net": -0.0003261466609213448 }, "60/40 monthly": { "equity": 1.0081997531247555, "drawdown": -0.003797444331040012, "net": -0.0014165145780155042 }, "SPY buy & hold": { "equity": 0.855615626674776, "drawdown": -0.16031180766016695, "net": -0.005399112799977068 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.00021843462847304096 } }, { "date": "2010-08-11", "Ensemble trend": { "equity": 1.132673398745459, "drawdown": -0.009520281093706617, "net": -0.006072440019076697 }, "Core + trend": { "equity": 1.0621693773311764, "drawdown": -0.01649923859161595, "net": -0.009058218396774342 }, "60/40 monthly": { "equity": 0.9933435243928941, "drawdown": -0.018476889534645102, "net": -0.014735402072671544 }, "SPY buy & hold": { "equity": 0.8321658910004285, "drawdown": -0.18332502240913529, "net": -0.027406857639430182 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-08-12", "Ensemble trend": { "equity": 1.1324391071471809, "drawdown": -0.009725160167110669, "net": -0.0002068483276268518 }, "Core + trend": { "equity": 1.0599582685731859, "drawdown": -0.018546583575807074, "net": -0.002081691305718225 }, "60/40 monthly": { "equity": 0.9886440386709893, "drawdown": -0.02312045314590494, "net": -0.004730977357281341 }, "SPY buy & hold": { "equity": 0.8270650288347224, "drawdown": -0.1883309311346949, "net": -0.006129621774780714 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-08-13", "Ensemble trend": { "equity": 1.1343985686086344, "drawdown": -0.008011685797801982, "net": 0.0017303018317600394 }, "Core + trend": { "equity": 1.0609541558124456, "drawdown": -0.017624455825758667, "net": 0.0009395532529787864 }, "60/40 monthly": { "equity": 0.9885408250579756, "drawdown": -0.02322243855578565, "net": -0.0001043991659044341 }, "SPY buy & hold": { "equity": 0.8246285560628568, "drawdown": -0.19072204854035057, "net": -0.0029459264833122667 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-08-16", "Ensemble trend": { "equity": 1.1401029478186209, "drawdown": -0.0030234235832038436, "net": 0.005028549372186664 }, "Core + trend": { "equity": 1.0650222248713874, "drawdown": -0.013857684628697742, "net": 0.0038343495208110756 }, "60/40 monthly": { "equity": 0.9910832927357034, "drawdown": -0.02071022528613531, "net": 0.002571939987990657 }, "SPY buy & hold": { "equity": 0.8242478185229921, "drawdown": -0.1910956985844099, "net": -0.00046170792542332695 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-08-17", "Ensemble trend": { "equity": 1.1408003457403129, "drawdown": -0.0024135756798202568, "net": 0.0006116973234973067 }, "Core + trend": { "equity": 1.067691881590742, "drawdown": -0.011385753623888273, "net": 0.002506667614074143 }, "60/40 monthly": { "equity": 0.9964564308598541, "drawdown": -0.015401025482573272, "net": 0.005421479873118695 }, "SPY buy & hold": { "equity": 0.8343739057806715, "drawdown": -0.18115811020968509, "net": 0.012285246051150889 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-08-18", "Ensemble trend": { "equity": 1.1408116227566143, "drawdown": -0.002403714358852893, "net": 9.885179596436089e-06 }, "Core + trend": { "equity": 1.0680878655605488, "drawdown": -0.011019097849279902, "net": 0.00037087850590089566 }, "60/40 monthly": { "equity": 0.9971655810833393, "drawdown": -0.014700313879739024, "net": 0.0007116720827153866 }, "SPY buy & hold": { "equity": 0.8358962372319604, "drawdown": -0.1796641172242569, "net": 0.0018245194878963034 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-08-19", "Ensemble trend": { "equity": 1.1394986577834467, "drawdown": -0.0035518521883429743, "net": -0.0011509042746207232 }, "Core + trend": { "equity": 1.0635527289062512, "drawdown": -0.015218343701951631, "net": -0.004246033309176833 }, "60/40 monthly": { "equity": 0.9883459340364891, "drawdown": -0.02341501044749672, "net": -0.008844716679118125 }, "SPY buy & hold": { "equity": 0.8213549711375289, "drawdown": -0.1939346951105193, "net": -0.017396018126106583 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-08-20", "Ensemble trend": { "equity": 1.1363238021059097, "drawdown": -0.006328142478675414, "net": -0.00278618641263928 }, "Core + trend": { "equity": 1.0605377124599247, "drawdown": -0.018010055677372572, "net": -0.0028348537541971197 }, "60/40 monthly": { "equity": 0.9851386137631861, "drawdown": -0.026584164817164413, "net": -0.0032451393412465945 }, "SPY buy & hold": { "equity": 0.8186896536814341, "drawdown": -0.19655039721663659, "net": -0.0032450250497704225 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-08-23", "Ensemble trend": { "equity": 1.135292896489472, "drawdown": -0.0072296301505135885, "net": -0.0009072287445947014 }, "Core + trend": { "equity": 1.0592357053979387, "drawdown": -0.019215630761866054, "net": -0.00122768577363086 }, "60/40 monthly": { "equity": 0.9833864909752646, "drawdown": -0.028315438003617244, "net": -0.0017785545743949083 }, "SPY buy & hold": { "equity": 0.8155682709658265, "drawdown": -0.19961367484780312, "net": -0.00381265684935872 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-08-24", "Ensemble trend": { "equity": 1.1359726679843702, "drawdown": -0.006635195885585032, "net": 0.0005987631006942884 }, "Core + trend": { "equity": 1.0572227501098543, "drawdown": -0.021079498333991253, "net": -0.0019003846620975207 }, "60/40 monthly": { "equity": 0.9776863181813451, "drawdown": -0.0339477808875126, "net": -0.005796472542821229 }, "SPY buy & hold": { "equity": 0.8034626269195275, "drawdown": -0.2114939702157721, "net": -0.01484320133244399 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-08-25", "Ensemble trend": { "equity": 1.134714564229239, "drawdown": -0.0077353596707658845, "net": -0.0011075123465458248 }, "Core + trend": { "equity": 1.0568982538876053, "drawdown": -0.021379961036519624, "net": -0.0003069326896485425 }, "60/40 monthly": { "equity": 0.9781683447901317, "drawdown": -0.03347149021387841, "net": 0.000493027875937857 }, "SPY buy & hold": { "equity": 0.8065843963277413, "drawdown": -0.20843031309034987, "net": 0.003885394670045228 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-08-26", "Ensemble trend": { "equity": 1.1351176096473155, "drawdown": -0.007382911813470949, "net": 0.00035519542163453544 }, "Core + trend": { "equity": 1.0560951900513076, "drawdown": -0.022123546674850614, "net": -0.0007598307910376967 }, "60/40 monthly": { "equity": 0.9760264956077013, "drawdown": -0.03558785219748495, "net": -0.002189652930232544 }, "SPY buy & hold": { "equity": 0.8011784336959035, "drawdown": -0.21373564278357438, "net": -0.006702290121716081 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-08-27", "Ensemble trend": { "equity": 1.1346377549089235, "drawdown": -0.0078025264940353445, "net": -0.0004227357009650712 }, "Core + trend": { "equity": 1.0575626805601146, "drawdown": -0.02076474452561372, "net": 0.0013895437860442783 }, "60/40 monthly": { "equity": 0.9805187707740813, "drawdown": -0.031149033414157645, "net": 0.004602616001303517 }, "SPY buy & hold": { "equity": 0.8135888688542492, "drawdown": -0.2015562300433451, "net": 0.015490226192304224 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-08-30", "Ensemble trend": { "equity": 1.1341743221177962, "drawdown": -0.008207780807587661, "net": -0.00040844118673299956 }, "Core + trend": { "equity": 1.054974503932373, "drawdown": -0.02316123018822902, "net": -0.002447303290213254 }, "60/40 monthly": { "equity": 0.9749209820655087, "drawdown": -0.03668021054477222, "net": -0.0057090071862198055 }, "SPY buy & hold": { "equity": 0.801787629227391, "drawdown": -0.21313778753330936, "net": -0.01450516357663234 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-08-31", "Ensemble trend": { "equity": 1.1381407294606318, "drawdown": -0.004739308753462512, "net": 0.003497176109074074 }, "Core + trend": { "equity": 1.0578831673045563, "drawdown": -0.020467994342538542, "net": 0.0027570935234373373 }, "60/40 monthly": { "equity": 0.9766677016431534, "drawdown": -0.03495427627242831, "net": 0.0017916524618681873 }, "SPY buy & hold": { "equity": 0.801787629227391, "drawdown": -0.21313778753330936, "net": 0.0 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-09-01", "Ensemble trend": { "equity": 1.142943300334706, "drawdown": -0.0005396435590213633, "net": 0.004219663482520453 }, "Core + trend": { "equity": 1.0665025221056914, "drawdown": -0.012487024272524794, "net": 0.00814773792374135 }, "60/40 monthly": { "equity": 0.9912571550344966, "drawdown": -0.02053843188323523, "net": 0.014937991055502087 }, "SPY buy & hold": { "equity": 0.8257703046513234, "drawdown": -0.18960155380127952, "net": 0.029911505927127102 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-02", "Ensemble trend": { "equity": 1.1430149314252098, "drawdown": -0.00047700490037039245, "net": 6.267247945079824e-05 }, "Core + trend": { "equity": 1.0683842097586491, "drawdown": -0.01074470211664924, "net": 0.0017643536831422058 }, "60/40 monthly": { "equity": 0.9952138340406708, "drawdown": -0.01662883586746966, "net": 0.003991576742804259 }, "SPY buy & hold": { "equity": 0.8334603058297428, "drawdown": -0.18205470333795504, "net": 0.009312518426860317 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-09-03", "Ensemble trend": { "equity": 1.142138167783155, "drawdown": -0.0012437012902490885, "net": -0.0007670622823462425 }, "Core + trend": { "equity": 1.070710767045061, "drawdown": -0.008590459195058298, "net": 0.002177641025729482 }, "60/40 monthly": { "equity": 1.0008408069749912, "drawdown": -0.011068821792405426, "net": 0.005654034079765724 }, "SPY buy & hold": { "equity": 0.8442713030311639, "drawdown": -0.1714449547377196, "net": 0.012971220255844518 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-09-07", "Ensemble trend": { "equity": 1.144115363077494, "drawdown": 0.0, "net": 0.0017311349450623847 }, "Core + trend": { "equity": 1.0698922626456326, "drawdown": -0.009348341805152649, "net": -0.0007644495830441134 }, "60/40 monthly": { "equity": 0.996989656768626, "drawdown": -0.014874144761346075, "net": -0.0038479148527177376 }, "SPY buy & hold": { "equity": 0.8347544886434937, "drawdown": -0.18078461196332807, "net": -0.011272222985078795 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-09-08", "Ensemble trend": { "equity": 1.1448547815431973, "drawdown": 0.0, "net": 0.0006462796406425664 }, "Core + trend": { "equity": 1.071758160223999, "drawdown": -0.007620640246250421, "net": 0.001744005114825642 }, "60/40 monthly": { "equity": 1.000175203802735, "drawdown": -0.011726504537523996, "net": 0.0031951655791833122 }, "SPY buy & hold": { "equity": 0.840617212581535, "drawdown": -0.17503102365539436, "net": 0.007023291300378043 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-09", "Ensemble trend": { "equity": 1.140720332464478, "drawdown": -0.003611330576919425, "net": -0.003611330576919425 }, "Core + trend": { "equity": 1.0695198457108774, "drawdown": -0.009693176015882154, "net": -0.002088451104168554 }, "60/40 monthly": { "equity": 0.999932380759954, "drawdown": -0.011966438077523178, "net": -0.00024278050671278084 }, "SPY buy & hold": { "equity": 0.8444999156998293, "drawdown": -0.1712205977338116, "net": 0.004618871776810973 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-10", "Ensemble trend": { "equity": 1.1405380844232738, "drawdown": -0.0037705193615078514, "net": -0.00015976575153209271 }, "Core + trend": { "equity": 1.0703958017116422, "drawdown": -0.008882096905432624, "net": 0.0008190179960454458 }, "60/40 monthly": { "equity": 1.001916492137178, "drawdown": -0.010005936878632715, "net": 0.001984245550399999 }, "SPY buy & hold": { "equity": 0.8487636657120732, "drawdown": -0.16703621817276515, "net": 0.005048845989179984 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-13", "Ensemble trend": { "equity": 1.1468514155288452, "drawdown": 0.0, "net": 0.005535397012861543 }, "Core + trend": { "equity": 1.0776131711795316, "drawdown": -0.002199275390779243, "net": 0.006742710926507911 }, "60/40 monthly": { "equity": 1.0106075319439658, "drawdown": -0.0014183171732036204, "net": 0.008674415357959875 }, "SPY buy & hold": { "equity": 0.8582046883489682, "drawdown": -0.15777094182125317, "net": 0.011123264364732766 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-14", "Ensemble trend": { "equity": 1.1537640476199211, "drawdown": 0.0, "net": 0.006027487081130101 }, "Core + trend": { "equity": 1.0815901830725396, "drawdown": 0.0, "net": 0.0036905746879976054 }, "60/40 monthly": { "equity": 1.0121699512457905, "drawdown": 0.0, "net": 0.0015460198469123831 }, "SPY buy & hold": { "equity": 0.8576716712608621, "drawdown": -0.15829403670316589, "net": -0.000621083868851291 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-09-15", "Ensemble trend": { "equity": 1.1523981384534288, "drawdown": -0.0011838721871338942, "net": -0.0011838721871338942 }, "Core + trend": { "equity": 1.081450928793319, "drawdown": -0.0001287495776127745, "net": -0.0001287495776127745 }, "60/40 monthly": { "equity": 1.0131959680190012, "drawdown": 0.0, "net": 0.0010136803329796606 }, "SPY buy & hold": { "equity": 0.8609452561861901, "drawdown": -0.15508139013299693, "net": 0.0038168276218282227 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-09-16", "Ensemble trend": { "equity": 1.1510872194958992, "drawdown": -0.0023200828016298747, "net": -0.001137557336988504 }, "Core + trend": { "equity": 1.080097354552805, "drawdown": -0.0013802164101507364, "net": -0.0012516279791114915 }, "60/40 monthly": { "equity": 1.0116768684370012, "drawdown": -0.0014993146735179375, "net": -0.0014993146735179375 }, "SPY buy & hold": { "equity": 0.8607168755330883, "drawdown": -0.15530551944035165, "net": -0.00026526733431742056 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-09-17", "Ensemble trend": { "equity": 1.151418427258907, "drawdown": -0.002033015646355718, "net": 0.0002877347236578398 }, "Core + trend": { "equity": 1.0809061559184543, "drawdown": -0.0006324272952831222, "net": 0.0007488226521803476 }, "60/40 monthly": { "equity": 1.0127858755176973, "drawdown": -0.00040475141458151676, "net": 0.0010962068179036777 }, "SPY buy & hold": { "equity": 0.8610385264427567, "drawdown": -0.1549898561185472, "net": 0.00037370117725310514 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-09-20", "Ensemble trend": { "equity": 1.1571277022671522, "drawdown": 0.0, "net": 0.004958471111007556 }, "Core + trend": { "equity": 1.0889013437590267, "drawdown": 0.0, "net": 0.007396745588684972 }, "60/40 monthly": { "equity": 1.0235468917221644, "drawdown": 0.0, "net": 0.010625164177932911 }, "SPY buy & hold": { "equity": 0.8742040175835721, "drawdown": -0.14206944289484225, "net": 0.015290246297348098 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-21", "Ensemble trend": { "equity": 1.1629521914073313, "drawdown": 0.0, "net": 0.005033575057244999 }, "Core + trend": { "equity": 1.0928969975248792, "drawdown": 0.0, "net": 0.003669435976687341 }, "60/40 monthly": { "equity": 1.0258890505988556, "drawdown": 0.0, "net": 0.002288277064425026 }, "SPY buy & hold": { "equity": 0.8724435608255102, "drawdown": -0.14379712844286618, "net": -0.0020137825068889947 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-22", "Ensemble trend": { "equity": 1.1636867967679256, "drawdown": 0.0, "net": 0.0006316728804691696 }, "Core + trend": { "equity": 1.0919753870887492, "drawdown": -0.0008432729142978657, "net": -0.0008432729142978657 }, "60/40 monthly": { "equity": 1.0233712913449156, "drawdown": -0.0024542217820439083, "net": -0.0024542217820439083 }, "SPY buy & hold": { "equity": 0.868157150626555, "drawdown": -0.14800374636729063, "net": -0.004913108871936078 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-23", "Ensemble trend": { "equity": 1.1626066512365736, "drawdown": -0.0009282098364887803, "net": -0.0009282098364887803 }, "Core + trend": { "equity": 1.0892834970135779, "drawdown": -0.003306350479034159, "net": -0.0024651563643278696 }, "60/40 monthly": { "equity": 1.018811467843371, "drawdown": -0.006898974846600625, "net": -0.004455688311865713 }, "SPY buy & hold": { "equity": 0.8611154009328288, "drawdown": -0.15491441266053496, "net": -0.008111146338706132 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-24", "Ensemble trend": { "equity": 1.1660883041529437, "drawdown": 0.0, "net": 0.0029946955082933435 }, "Core + trend": { "equity": 1.096132865083321, "drawdown": 0.0, "net": 0.006287957256785548 }, "60/40 monthly": { "equity": 1.0297653343750386, "drawdown": 0.0, "net": 0.010751612911125363 }, "SPY buy & hold": { "equity": 0.8788730987854221, "drawdown": -0.1374872774550805, "net": 0.02062173993561922 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-09-27", "Ensemble trend": { "equity": 1.168891464825533, "drawdown": 0.0, "net": 0.002403900856055241 }, "Core + trend": { "equity": 1.097551754462792, "drawdown": 0.0, "net": 0.0012944501754017512 }, "60/40 monthly": { "equity": 1.0297302144068525, "drawdown": -3.4104826617809e-05, "net": -3.4104826617809e-05 }, "SPY buy & hold": { "equity": 0.8746630217068906, "drawdown": -0.14161898321345034, "net": -0.004790312827130161 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-09-28", "Ensemble trend": { "equity": 1.173750026147076, "drawdown": 0.0, "net": 0.004156554708240501 }, "Core + trend": { "equity": 1.101587765003387, "drawdown": 0.0, "net": 0.0036772849427684218 }, "60/40 monthly": { "equity": 1.033268938704293, "drawdown": 0.0, "net": 0.0034365547868075996 }, "SPY buy & hold": { "equity": 0.8777250857767382, "drawdown": -0.13861392000109218, "net": 0.00350085003464784 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-09-29", "Ensemble trend": { "equity": 1.172937601360864, "drawdown": -0.0006921616767743277, "net": -0.0006921616767743277 }, "Core + trend": { "equity": 1.1001501548237844, "drawdown": -0.0013050346284466663, "net": -0.0013050346284466663 }, "60/40 monthly": { "equity": 1.0312011585852272, "drawdown": -0.0020012022442663646, "net": -0.0020012022442663646 }, "SPY buy & hold": { "equity": 0.8761942470881174, "drawdown": -0.14011626186014348, "net": -0.0017440981389590382 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-09-30", "Ensemble trend": { "equity": 1.1722179919389462, "drawdown": -0.001305247432588974, "net": -0.0006135104042047645 }, "Core + trend": { "equity": 1.0986933161141406, "drawdown": -0.0026275245433918792, "net": -0.0013242180653760816 }, "60/40 monthly": { "equity": 1.0288324040133445, "drawdown": -0.004293688240074145, "net": -0.0022970829233092127 }, "SPY buy & hold": { "equity": 0.8735916511727153, "drawdown": -0.14267040999800318, "net": -0.002970341250300712 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-01", "Ensemble trend": { "equity": 1.176769309824384, "drawdown": 0.0, "net": 0.003882654861754764 }, "Core + trend": { "equity": 1.102169927352808, "drawdown": 0.0, "net": 0.003164314543173674 }, "60/40 monthly": { "equity": 1.03171402469014, "drawdown": -0.001504849275836051, "net": 0.002800865005373687 }, "SPY buy & hold": { "equity": 0.8772656176222926, "drawdown": -0.13906483507559075, "net": 0.004205587867793126 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-04", "Ensemble trend": { "equity": 1.1758051444943207, "drawdown": -0.0008193324910956701, "net": -0.0008193324910956701 }, "Core + trend": { "equity": 1.1002048266315845, "drawdown": -0.0017829380683099805, "net": -0.0017829380683099805 }, "60/40 monthly": { "equity": 1.0283267607981725, "drawdown": -0.004783050879587858, "net": -0.003283142237971104 }, "SPY buy & hold": { "equity": 0.8706831814059697, "drawdown": -0.1455247380920388, "net": -0.0075033559780488535 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-10-05", "Ensemble trend": { "equity": 1.1864734900915075, "drawdown": 0.0, "net": 0.009073225820741548 }, "Core + trend": { "equity": 1.1114823390623705, "drawdown": 0.0, "net": 0.010250375346301466 }, "60/40 monthly": { "equity": 1.0411435987833846, "drawdown": 0.0, "net": 0.012463779485096582 }, "SPY buy & hold": { "equity": 0.8882116478817278, "drawdown": -0.1283225670813014, "net": 0.020131853755867235 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-10-06", "Ensemble trend": { "equity": 1.1914937732857693, "drawdown": 0.0, "net": 0.004231264529875656 }, "Core + trend": { "equity": 1.1150386941230181, "drawdown": 0.0, "net": 0.0031996505348412807 }, "60/40 monthly": { "equity": 1.0436412255617369, "drawdown": 0.0, "net": 0.002398926316476091 }, "SPY buy & hold": { "equity": 0.8881350827457404, "drawdown": -0.1283977069439094, "net": -8.620145454074635e-05 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-07", "Ensemble trend": { "equity": 1.1880953200194135, "drawdown": -0.002852262716391718, "net": -0.002852262716391718 }, "Core + trend": { "equity": 1.1133033664861691, "drawdown": -0.0015562936479203149, "net": -0.0015562936479203149 }, "60/40 monthly": { "equity": 1.0432612873804203, "drawdown": -0.0003640505683474293, "net": -0.0003640505683474293 }, "SPY buy & hold": { "equity": 0.8870634028574804, "drawdown": -0.1294494373238666, "net": -0.0012066631631607594 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-08", "Ensemble trend": { "equity": 1.1929589805197418, "drawdown": 0.0, "net": 0.004093661862289766 }, "Core + trend": { "equity": 1.1174552455100313, "drawdown": 0.0, "net": 0.0037293330361214405 }, "60/40 monthly": { "equity": 1.0470357773732006, "drawdown": 0.0, "net": 0.003617971871896053 }, "SPY buy & hold": { "equity": 0.8920382032336315, "drawdown": -0.1245672437256311, "net": 0.005608167759064253 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-11", "Ensemble trend": { "equity": 1.1944566565187402, "drawdown": 0.0, "net": 0.0012554295859743547 }, "Core + trend": { "equity": 1.1187050491575603, "drawdown": 0.0, "net": 0.0011184373177814955 }, "60/40 monthly": { "equity": 1.048046545527652, "drawdown": 0.0, "net": 0.0009653616201990012 }, "SPY buy & hold": { "equity": 0.8928801877139292, "drawdown": -0.12374093293349764, "net": 0.0009438883640247031 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-12", "Ensemble trend": { "equity": 1.1922306738824509, "drawdown": -0.0018635943164123647, "net": -0.0018635943164123647 }, "Core + trend": { "equity": 1.1181227641390394, "drawdown": -0.0005204991422531613, "net": -0.0005204991422531613 }, "60/40 monthly": { "equity": 1.0488922665847218, "drawdown": 0.0, "net": 0.0008069499018710236 }, "SPY buy & hold": { "equity": 0.8956362232553908, "drawdown": -0.12103620147501781, "net": 0.003086680138483011 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-13", "Ensemble trend": { "equity": 1.1996592643050126, "drawdown": 0.0, "net": 0.006230833164500682 }, "Core + trend": { "equity": 1.1240748512848688, "drawdown": 0.0, "net": 0.0053232859009113564 }, "60/40 monthly": { "equity": 1.0539535031170524, "drawdown": 0.0, "net": 0.004825315900945926 }, "SPY buy & hold": { "equity": 0.9026013304746084, "drawdown": -0.11420075094323245, "net": 0.0077767145168619045 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-14", "Ensemble trend": { "equity": 1.1980870936899362, "drawdown": -0.0013105142950630144, "net": -0.0013105142950630144 }, "Core + trend": { "equity": 1.1206888092833156, "drawdown": -0.0030122922843464073, "net": -0.0030122922843464073 }, "60/40 monthly": { "equity": 1.0491216763449733, "drawdown": -0.004584478117667268, "net": -0.004584478117667268 }, "SPY buy & hold": { "equity": 0.8990805716355271, "drawdown": -0.11765597024157792, "net": -0.0039006798685194966 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-10-15", "Ensemble trend": { "equity": 1.1939932366042931, "drawdown": -0.004723030838262199, "net": -0.0034169945634208165 }, "Core + trend": { "equity": 1.1186062362132965, "drawdown": -0.004864991922309714, "net": -0.0018582973728014096 }, "60/40 monthly": { "equity": 1.0487407851143182, "drawdown": -0.0049458709395791, "net": -0.000363057249929466 }, "SPY buy & hold": { "equity": 0.9009175935295762, "drawdown": -0.11585314483094622, "net": 0.0020432227677964487 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-10-18", "Ensemble trend": { "equity": 1.1980571437379697, "drawdown": -0.0013354796771991584, "net": 0.0034036265944306088 }, "Core + trend": { "equity": 1.123154871164592, "drawdown": -0.0008184331490249663, "net": 0.004066341491795633 }, "60/40 monthly": { "equity": 1.0538419067199167, "drawdown": -0.0001058836056861967, "net": 0.004864044269092149 }, "SPY buy & hold": { "equity": 0.9053572886775488, "drawdown": -0.11149609538360372, "net": 0.004927970304785534 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-10-19", "Ensemble trend": { "equity": 1.1856609925935553, "drawdown": -0.011668539666191635, "net": -0.010346878034329876 }, "Core + trend": { "equity": 1.1139061739047764, "drawdown": -0.009046263572633939, "net": -0.008234569868557418 }, "60/40 monthly": { "equity": 1.0465771093577974, "drawdown": -0.0069987848016439536, "net": -0.006893631118476851 }, "SPY buy & hold": { "equity": 0.893492940817392, "drawdown": -0.12313958633608113, "net": -0.013104603020854921 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-10-20", "Ensemble trend": { "equity": 1.1917187959369293, "drawdown": -0.006618936396647013, "net": 0.0051092204105687156 }, "Core + trend": { "equity": 1.1196477235786955, "drawdown": -0.0039384634405021934, "net": 0.0051544284504609905 }, "60/40 monthly": { "equity": 1.0526782350680892, "drawdown": -0.001209985113376888, "net": 0.0058295998027664275 }, "SPY buy & hold": { "equity": 0.9022185821331925, "drawdown": -0.11457637435742085, "net": 0.009765764134429755 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-21", "Ensemble trend": { "equity": 1.1857472253444283, "drawdown": -0.011596658630101842, "net": -0.005010888988963402 }, "Core + trend": { "equity": 1.1165223270298297, "drawdown": -0.006718880194149235, "net": -0.00279141062233057 }, "60/40 monthly": { "equity": 1.0519305069422322, "drawdown": -0.001919435884825238, "net": -0.0007103102362601144 }, "SPY buy & hold": { "equity": 0.9042091209918227, "drawdown": -0.1126228897273176, "net": 0.0022062711831136728 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2010-10-22", "Ensemble trend": { "equity": 1.1869038195829715, "drawdown": -0.010632556344597255, "net": 0.0009754138266755419 }, "Core + trend": { "equity": 1.1177264645638283, "drawdown": -0.005647654792546919, "net": 0.0010784715225551356 }, "60/40 monthly": { "equity": 1.0532736330936385, "drawdown": -0.0006450664297836806, "net": 0.0012768202296087328 }, "SPY buy & hold": { "equity": 0.9058927805983334, "drawdown": -0.11097057173845504, "net": 0.0018620245775269328 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-10-25", "Ensemble trend": { "equity": 1.1905020346334103, "drawdown": -0.007633192143860268, "net": 0.003031597835537525 }, "Core + trend": { "equity": 1.1203062318813422, "drawdown": -0.0033526409733469764, "net": 0.002308048882532887 }, "60/40 monthly": { "equity": 1.0551007202891707, "drawdown": 0.0, "net": 0.0017346747683844033 }, "SPY buy & hold": { "equity": 0.9085718643112017, "drawdown": -0.10834135963683855, "net": 0.002957396029912962 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-10-26", "Ensemble trend": { "equity": 1.1868897768440976, "drawdown": -0.010644261950756961, "net": -0.0030342306726296453 }, "Core + trend": { "equity": 1.1173682329643806, "drawdown": -0.00596634495720838, "net": -0.002622496272316366 }, "60/40 monthly": { "equity": 1.0525792994695318, "drawdown": -0.002389744193282306, "net": -0.002389744193282306 }, "SPY buy & hold": { "equity": 0.9087251492602189, "drawdown": -0.10819092811392061, "net": 0.00016870976863603282 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-10-27", "Ensemble trend": { "equity": 1.1788650102866882, "drawdown": -0.01733346679098169, "net": -0.006761172531746795 }, "Core + trend": { "equity": 1.1115564376404592, "drawdown": -0.011136637057666099, "net": -0.005201324999640211 }, "60/40 monthly": { "equity": 1.0484144685404158, "drawdown": -0.006337074385583286, "net": -0.003956785898425852 }, "SPY buy & hold": { "equity": 0.9061227080218591, "drawdown": -0.11074492445407813, "net": -0.002863837586621565 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-10-28", "Ensemble trend": { "equity": 1.185814182979448, "drawdown": -0.011540844752768509, "net": 0.005894799346932711 }, "Core + trend": { "equity": 1.115961927534311, "drawdown": -0.007217423057979122, "net": 0.003963352417087673 }, "60/40 monthly": { "equity": 1.0507991559163659, "drawdown": -0.004076922980041142, "net": 0.0022745654962870177 }, "SPY buy & hold": { "equity": 0.9062753742627068, "drawdown": -0.11059510012196905, "net": 0.0001684829653820774 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2010-10-29", "Ensemble trend": { "equity": 1.190687483570568, "drawdown": -0.0074786074691317594, "net": 0.0041096663044419834 }, "Core + trend": { "equity": 1.1194427560802602, "drawdown": -0.004120806723247772, "net": 0.003119128403995086 }, "60/40 monthly": { "equity": 1.0530555585344685, "drawdown": -0.0019383568936827134, "net": 0.0021473205468414136 }, "SPY buy & hold": { "equity": 0.9069648471791995, "drawdown": -0.10991846186424226, "net": 0.0007607763998371819 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2010-11-01", "Ensemble trend": { "equity": 1.1896870274843319, "drawdown": -0.008312557671496634, "net": -0.0008402339825022143 }, "Core + trend": { "equity": 1.118797073782065, "drawdown": -0.004695218914266275, "net": -0.0005767890271193288 }, "60/40 monthly": { "equity": 1.0526176572587616, "drawdown": -0.0023533895699822116, "net": -0.0004158387201493863 }, "SPY buy & hold": { "equity": 0.9072705663535006, "drawdown": -0.10961843370576851, "net": 0.00033707940859240004 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2010-11-02", "Ensemble trend": { "equity": 1.1956221987923292, "drawdown": -0.003365176790446567, "net": 0.004988850992641014 }, "Core + trend": { "equity": 1.1247685092716047, "drawdown": 0.0, "net": 0.005337371387067913 }, "60/40 monthly": { "equity": 1.0591365728413322, "drawdown": 0.0, "net": 0.0061930517102928295 }, "SPY buy & hold": { "equity": 0.9144656783347651, "drawdown": -0.10255725999075516, "net": 0.007930503036357894 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347821, "net": -0.00043573867839441505 } }, { "date": "2010-11-03", "Ensemble trend": { "equity": 1.1978476935281364, "drawdown": -0.0015100710933330097, "net": 0.0018613695346700876 }, "Core + trend": { "equity": 1.1277807528637185, "drawdown": 0.0, "net": 0.0026781009312437654 }, "60/40 monthly": { "equity": 1.0630634941912753, "drawdown": 0.0, "net": 0.003707662874305573 }, "SPY buy & hold": { "equity": 0.9181400314769487, "drawdown": -0.09895130557408693, "net": 0.0040180328570389445 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.00021843462847304096 } }, { "date": "2010-11-04", "Ensemble trend": { "equity": 1.2182165136206742, "drawdown": 0.0, "net": 0.017004515851713586 }, "Core + trend": { "equity": 1.1452065699546983, "drawdown": 0.0, "net": 0.015451422669460424 }, "60/40 monthly": { "equity": 1.0787850326745922, "drawdown": 0.0, "net": 0.014788898846796572 }, "SPY buy & hold": { "equity": 0.9358217055632027, "drawdown": -0.08159877893928269, "net": 0.019258145250252046 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-05", "Ensemble trend": { "equity": 1.2166816081511374, "drawdown": -0.0012599611418622203, "net": -0.0012599611418622203 }, "Core + trend": { "equity": 1.1448229791382651, "drawdown": -0.0003349533843910457, "net": -0.0003349533843910457 }, "60/40 monthly": { "equity": 1.079428835372182, "drawdown": 0.0, "net": 0.000596784973919684 }, "SPY buy & hold": { "equity": 0.9393423097252417, "drawdown": -0.07814371143863941, "net": 0.003762045848167306 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-08", "Ensemble trend": { "equity": 1.2176217234073692, "drawdown": -0.0004882467169462501, "net": 0.0007726879817477883 }, "Core + trend": { "equity": 1.1447067277021985, "drawdown": -0.0004364647091742446, "net": -0.00010154533773776286 }, "60/40 monthly": { "equity": 1.078334281745817, "drawdown": -0.0010140118463553005, "net": -0.0010140118463553005 }, "SPY buy & hold": { "equity": 0.9375820076442222, "drawdown": -0.07987124518896105, "net": -0.0018739729519203774 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-09", "Ensemble trend": { "equity": 1.205799348731865, "drawdown": -0.010192904750489729, "net": -0.009709398615541098 }, "Core + trend": { "equity": 1.135026758812816, "drawdown": -0.008889061073309001, "net": -0.008456287235083626 }, "60/40 monthly": { "equity": 1.0700480114504518, "drawdown": -0.008690544123268418, "net": -0.007684324272756893 }, "SPY buy & hold": { "equity": 0.9308462091403608, "drawdown": -0.08648165562717836, "net": -0.007184223298808634 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-10", "Ensemble trend": { "equity": 1.2123318702321961, "drawdown": -0.0048305398282513234, "net": 0.005417585858875418 }, "Core + trend": { "equity": 1.140183805827781, "drawdown": -0.004385902298059685, "net": 0.004543546638811291 }, "60/40 monthly": { "equity": 1.0742424347196111, "drawdown": -0.004804763855305483, "net": 0.003919845861377613 }, "SPY buy & hold": { "equity": 0.9345968180644466, "drawdown": -0.08280086494330696, "net": 0.004029246600842473 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-11", "Ensemble trend": { "equity": 1.2096054066130326, "drawdown": -0.007068617861736515, "net": -0.0022489416356274994 }, "Core + trend": { "equity": 1.1374371055421708, "drawdown": -0.00678433447411575, "net": -0.002408997805065316 }, "60/40 monthly": { "equity": 1.0713238089070125, "drawdown": -0.007508625116888545, "net": -0.0027169153984877292 }, "SPY buy & hold": { "equity": 0.9310756725327592, "drawdown": -0.08625646373590812, "net": -0.003767555659968558 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347821, "net": -0.00021838692520614877 } }, { "date": "2010-11-12", "Ensemble trend": { "equity": 1.192969596059302, "drawdown": -0.02072449131914622, "net": -0.013753088786459644 }, "Core + trend": { "equity": 1.1240480171859155, "drawdown": -0.018475752168990445, "net": -0.011771277981891703 }, "60/40 monthly": { "equity": 1.0601443210435437, "drawdown": -0.017865480054541027, "net": -0.010435209010125845 }, "SPY buy & hold": { "equity": 0.9200536185069852, "drawdown": -0.09707334030084735, "net": -0.01183797874966619 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.00043592862935937227 } }, { "date": "2010-11-15", "Ensemble trend": { "equity": 1.1844220342969038, "drawdown": -0.02774094665925142, "net": -0.007164945184381044 }, "Core + trend": { "equity": 1.1169114445144523, "drawdown": -0.02470744246722667, "net": -0.006348992714145463 }, "60/40 monthly": { "equity": 1.0538314231868378, "drawdown": -0.023713848793485592, "net": -0.005954753264623358 }, "SPY buy & hold": { "equity": 0.9187522432107629, "drawdown": -0.09835049026862841, "net": -0.0014144559295731218 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-11-16", "Ensemble trend": { "equity": 1.1766779094782664, "drawdown": -0.034097882993681106, "net": -0.006538315392987881 }, "Core + trend": { "equity": 1.1098031676680116, "drawdown": -0.03091442471211725, "net": -0.006364225992447459 }, "60/40 monthly": { "equity": 1.0469747872500919, "drawdown": -0.03006594511707683, "net": -0.006506387820559789 }, "SPY buy & hold": { "equity": 0.9044385070457, "drawdown": -0.11239777373489857, "net": -0.015579538739454613 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-11-17", "Ensemble trend": { "equity": 1.1756712221354175, "drawdown": -0.03492424458999266, "net": -0.0008555334766972011 }, "Core + trend": { "equity": 1.1089001507530396, "drawdown": -0.031702943516203175, "net": -0.0008136730379580959 }, "60/40 monthly": { "equity": 1.0460923202357777, "drawdown": -0.030883476560925938, "net": -0.0008428732239407211 }, "SPY buy & hold": { "equity": 0.9048978978616243, "drawdown": -0.11194693455925109, "net": 0.000507929297951959 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-11-18", "Ensemble trend": { "equity": 1.1857841415375936, "drawdown": -0.02662283076978489, "net": 0.008601826098803 }, "Core + trend": { "equity": 1.1178114932904275, "drawdown": -0.02392151545668686, "net": 0.008036199229783048 }, "60/40 monthly": { "equity": 1.054360732129198, "drawdown": -0.023223488590927488, "net": 0.007904093867696638 }, "SPY buy & hold": { "equity": 0.918216673951457, "drawdown": -0.09887608981262808, "net": 0.014718540203603636 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-11-19", "Ensemble trend": { "equity": 1.1874641103492376, "drawdown": -0.02524379117143727, "net": 0.0014167576988046715 }, "Core + trend": { "equity": 1.1199066773738855, "drawdown": -0.022091990427380748, "net": 0.0018743626237822664 }, "60/40 monthly": { "equity": 1.0569743608208129, "drawdown": -0.020802181501503814, "net": 0.0024788752198092734 }, "SPY buy & hold": { "equity": 0.9207423180382656, "drawdown": -0.09639746103163216, "net": 0.0027505970632613064 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-22", "Ensemble trend": { "equity": 1.1902655516881357, "drawdown": -0.022944166016486744, "net": 0.002359179797083888 }, "Core + trend": { "equity": 1.1220514714037548, "drawdown": -0.020219145749276746, "net": 0.0019151542474045158 }, "60/40 monthly": { "equity": 1.0586741391801382, "drawdown": -0.019227479859649566, "net": 0.0016081547692465836 }, "SPY buy & hold": { "equity": 0.9199770533709974, "drawdown": -0.09714848016345556, "net": -0.0008311388021119415 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-23", "Ensemble trend": { "equity": 1.1829159182048439, "drawdown": -0.028977275403132552, "net": -0.006174784671259204 }, "Core + trend": { "equity": 1.1143629423428412, "drawdown": -0.026932807076960108, "net": -0.0068522071017783626 }, "60/40 monthly": { "equity": 1.050277276891265, "drawdown": -0.02700646631407222, "net": -0.00793148899941587 }, "SPY buy & hold": { "equity": 0.9066585092967286, "drawdown": -0.11021909721352507, "net": -0.014477039427740923 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-11-24", "Ensemble trend": { "equity": 1.1845431800193382, "drawdown": -0.027641501510478728, "net": 0.0013756360781447263 }, "Core + trend": { "equity": 1.1175835155195712, "drawdown": -0.024120586765599583, "net": 0.0028900576772223907 }, "60/40 monthly": { "equity": 1.055079296467444, "drawdown": -0.02255779918677303, "net": 0.004572144596322714 }, "SPY buy & hold": { "equity": 0.9200536185069851, "drawdown": -0.09707334030084747, "net": 0.014774150435809208 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-11-26", "Ensemble trend": { "equity": 1.1778168731792753, "drawdown": -0.0331629394197972, "net": -0.005678397337911423 }, "Core + trend": { "equity": 1.1115729853486935, "drawdown": -0.02936901122330715, "net": -0.005378148556605455 }, "60/40 monthly": { "equity": 1.049434908312791, "drawdown": -0.02778684993073144, "net": -0.005349728853130897 }, "SPY buy & hold": { "equity": 0.9093375156710756, "drawdown": -0.1075899610107599, "net": -0.011647259051379089 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-11-29", "Ensemble trend": { "equity": 1.1797637105177854, "drawdown": -0.03156483488193973, "net": 0.001652920231355548 }, "Core + trend": { "equity": 1.1138935205463951, "drawdown": -0.02734270849453979, "net": 0.00208761388436729 }, "60/40 monthly": { "equity": 1.0522514118096076, "drawdown": -0.02517759640282702, "net": 0.002683828672465971 }, "SPY buy & hold": { "equity": 0.9120930871814099, "drawdown": -0.10488568494538675, "net": 0.0030303066384551602 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-11-30", "Ensemble trend": { "equity": 1.1806265496889616, "drawdown": -0.030856554242554957, "net": 0.0007313660892296348 }, "Core + trend": { "equity": 1.1128585991805808, "drawdown": -0.028246406912769473, "net": -0.0009291025997769653 }, "60/40 monthly": { "equity": 1.0494172459316549, "drawdown": -0.02780321264085861, "net": -0.0026934303400730775 }, "SPY buy & hold": { "equity": 0.9069648471791992, "drawdown": -0.10991846186424248, "net": -0.005622496293726131 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-01", "Ensemble trend": { "equity": 1.1846049661241669, "drawdown": -0.027590783018209164, "net": 0.0033697501011249464 }, "Core + trend": { "equity": 1.11874624219612, "drawdown": -0.02310528812249557, "net": 0.005290558045626392 }, "60/40 monthly": { "equity": 1.0573097218588825, "drawdown": -0.020491497714782647, "net": 0.007520817823248871 }, "SPY buy & hold": { "equity": 0.9262533837204132, "drawdown": -0.09098898479973683, "net": 0.02126712694676569 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-12-02", "Ensemble trend": { "equity": 1.189763006483175, "drawdown": -0.02335669137576557, "net": 0.004354228208146349 }, "Core + trend": { "equity": 1.1248185639067798, "drawdown": -0.017802906988845568, "net": 0.005427791827697925 }, "60/40 monthly": { "equity": 1.0645223454586588, "drawdown": -0.013809608771831239, "net": 0.0068216752864955765 }, "SPY buy & hold": { "equity": 0.9381178089190914, "drawdown": -0.07934541794840821, "net": 0.012809049237718417 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-03", "Ensemble trend": { "equity": 1.1982372840654731, "drawdown": -0.01640039297761653, "net": 0.007122660173598305 }, "Core + trend": { "equity": 1.1294887660884374, "drawdown": -0.013724863512512453, "net": 0.004151960441901581 }, "60/40 monthly": { "equity": 1.066321224383151, "drawdown": -0.012143098794012985, "net": 0.001689846091222691 }, "SPY buy & hold": { "equity": 0.9406440717140696, "drawdown": -0.07686618197660311, "net": 0.0026929057000730783 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-12-06", "Ensemble trend": { "equity": 1.2010402237969022, "drawdown": -0.014099537833978548, "net": 0.0023392192587421423 }, "Core + trend": { "equity": 1.1317657844687012, "drawdown": -0.011736559882404962, "net": 0.002015972578593761 }, "60/40 monthly": { "equity": 1.068210758623125, "drawdown": -0.010392604293537278, "net": 0.001772012219926511 }, "SPY buy & hold": { "equity": 0.9396484929306698, "drawdown": -0.07784322788705922, "net": -0.0010584011671764815 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-12-07", "Ensemble trend": { "equity": 1.189656577598288, "drawdown": -0.023444055882564707, "net": -0.009478155662952292 }, "Core + trend": { "equity": 1.1230676499496737, "drawdown": -0.019331813653409524, "net": -0.0076854545687745635 }, "60/40 monthly": { "equity": 1.0616989287823313, "drawdown": -0.01642526677892331, "net": -0.006096015967099189 }, "SPY buy & hold": { "equity": 0.940184603559624, "drawdown": -0.07731709705110168, "net": 0.0005705438075913616 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-08", "Ensemble trend": { "equity": 1.1836928405165983, "drawdown": -0.02833952152024921, "net": -0.005012990466315537 }, "Core + trend": { "equity": 1.1197471210074224, "drawdown": -0.02223131583001925, "net": -0.0029566597723655885 }, "60/40 monthly": { "equity": 1.0606074475501561, "drawdown": -0.017436432310552807, "net": -0.0010280515526441825 }, "SPY buy & hold": { "equity": 0.9436289519397603, "drawdown": -0.07393686581766179, "net": 0.003663480945226949 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-09", "Ensemble trend": { "equity": 1.1862792707385177, "drawdown": -0.026216393001631144, "net": 0.0021850518423265353 }, "Core + trend": { "equity": 1.1227061829123441, "drawdown": -0.019647448445256566, "net": 0.0026426162205799297 }, "60/40 monthly": { "equity": 1.0640207834394906, "drawdown": -0.014274263784493813, "net": 0.0032182839157113285 }, "SPY buy & hold": { "equity": 0.9473029957278588, "drawdown": -0.07033121499639827, "net": 0.0038935259251489107 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-12-10", "Ensemble trend": { "equity": 1.1860105707458992, "drawdown": -0.026436961340357668, "net": -0.00022650652274414096 }, "Core + trend": { "equity": 1.1226815439495494, "drawdown": -0.019668963308549392, "net": -2.1946047122356482e-05 }, "60/40 monthly": { "equity": 1.0644089576452023, "drawdown": -0.01391465304130124, "net": 0.0003648182552007384 }, "SPY buy & hold": { "equity": 0.9528139840714853, "drawdown": -0.06492281466335414, "net": 0.005817556123521195 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-13", "Ensemble trend": { "equity": 1.1915263158915879, "drawdown": -0.021909239803161173, "net": 0.004650671150611796 }, "Core + trend": { "equity": 1.1261534933769721, "drawdown": -0.016637240020793587, "net": 0.003092550551074824 }, "60/40 monthly": { "equity": 1.0661253993687243, "drawdown": -0.012324514194463454, "net": 0.001612577300476259 }, "SPY buy & hold": { "equity": 0.9534268145134694, "drawdown": -0.06432139216708632, "net": 0.0006431795211121472 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-14", "Ensemble trend": { "equity": 1.1889389086640079, "drawdown": -0.024033170318509378, "net": -0.0021715065736033212 }, "Core + trend": { "equity": 1.1228987286565826, "drawdown": -0.019479316555962578, "net": -0.0028901608346741936 }, "60/40 monthly": { "equity": 1.0624510650913488, "drawdown": -0.015728475768371886, "net": -0.003446437238575517 }, "SPY buy & hold": { "equity": 0.9542684896396825, "drawdown": -0.06349538497035723, "net": 0.0008827894426721716 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-15", "Ensemble trend": { "equity": 1.1783981288897603, "drawdown": -0.03268580279918332, "net": -0.008865703441476303 }, "Core + trend": { "equity": 1.1155925233848027, "drawdown": -0.02585913087371383, "net": -0.00650655761318808 }, "60/40 monthly": { "equity": 1.0577835968092515, "drawdown": -0.020052492441956393, "net": -0.004393113655258962 }, "SPY buy & hold": { "equity": 0.9499055143047399, "drawdown": -0.06777714275738944, "net": -0.004572062666126642 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-12-16", "Ensemble trend": { "equity": 1.1815309254448152, "drawdown": -0.03011417737789923, "net": 0.0026585213250520656 }, "Core + trend": { "equity": 1.1204298238101316, "drawdown": -0.021635176390532584, "net": 0.004336081789659163 }, "60/40 monthly": { "equity": 1.0639802421232718, "drawdown": -0.014311821903093436, "net": 0.005858140864267725 }, "SPY buy & hold": { "equity": 0.9554168893409725, "drawdown": -0.06236836293008974, "net": 0.005802024467945532 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-17", "Ensemble trend": { "equity": 1.1846998455861826, "drawdown": -0.02751289911091115, "net": 0.002682045872116623 }, "Core + trend": { "equity": 1.1241362526247152, "drawdown": -0.01839870455058301, "net": 0.0033080419101836345 }, "60/40 monthly": { "equity": 1.0681335020178928, "drawdown": -0.01046417603842742, "net": 0.0039035122365926878 }, "SPY buy & hold": { "equity": 0.9564401553149617, "drawdown": -0.06136414523093292, "net": 0.0010710151614496954 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-12-20", "Ensemble trend": { "equity": 1.1865678168371738, "drawdown": -0.025979533547314082, "net": 0.0015767464290221689 }, "Core + trend": { "equity": 1.1257410966534134, "drawdown": -0.016997346864727425, "net": 0.0014276241202533235 }, "60/40 monthly": { "equity": 1.0696946612363272, "drawdown": -0.009017893368114982, "net": 0.0014615768679524521 }, "SPY buy & hold": { "equity": 0.9587485554957212, "drawdown": -0.05909871632273034, "net": 0.002413533317198846 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-21", "Ensemble trend": { "equity": 1.1932409219258036, "drawdown": -0.020501767473698473, "net": 0.005623871635434208 }, "Core + trend": { "equity": 1.1315322555439953, "drawdown": -0.011940478486116124, "net": 0.0051443079654796 }, "60/40 monthly": { "equity": 1.0747794045049817, "drawdown": -0.004307306526230792, "net": 0.004753452973933481 }, "SPY buy & hold": { "equity": 0.9648268992308664, "drawdown": -0.05313352201787669, "net": 0.006339872639497646 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2010-12-22", "Ensemble trend": { "equity": 1.1934776837634362, "drawdown": -0.02030741627669408, "net": 0.0001984191400765667 }, "Core + trend": { "equity": 1.1321393127880568, "drawdown": -0.011410393119870466, "net": 0.0005364913294225726 }, "60/40 monthly": { "equity": 1.075746538781192, "drawdown": -0.0034113379875759797, "net": 0.000899844444503195 }, "SPY buy & hold": { "equity": 0.9678277111919241, "drawdown": -0.050188570695604784, "net": 0.003110207606618287 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-12-23", "Ensemble trend": { "equity": 1.1909130246282649, "drawdown": -0.022412673516680748, "net": -0.002148895760735181 }, "Core + trend": { "equity": 1.129690594819624, "drawdown": -0.013548625673434511, "net": -0.0021629122324198224 }, "60/40 monthly": { "equity": 1.0733634988474796, "drawdown": -0.005619023993009176, "net": -0.0022152429478530244 }, "SPY buy & hold": { "equity": 0.9664428876313278, "drawdown": -0.05154761552374332, "net": -0.0014308575220386421 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-27", "Ensemble trend": { "equity": 1.192048529568165, "drawdown": -0.021480569143439876, "net": 0.0009534742810077823 }, "Core + trend": { "equity": 1.1311768782742788, "drawdown": -0.012250795662981817, "net": 0.0013156553320621267 }, "60/40 monthly": { "equity": 1.075180365978231, "drawdown": -0.003935849455500184, "net": 0.001692685779516756 }, "SPY buy & hold": { "equity": 0.966827801451337, "drawdown": -0.05116986694172376, "net": 0.00039827891015131733 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2010-12-28", "Ensemble trend": { "equity": 1.1933236882181695, "drawdown": -0.02043382692992779, "net": 0.00106972041689124 }, "Core + trend": { "equity": 1.1297623089441848, "drawdown": -0.01348600454774218, "net": -0.0012505288582737029 }, "60/40 monthly": { "equity": 1.071906339573848, "drawdown": -0.0069689594643266295, "net": -0.0030450950444992353 }, "SPY buy & hold": { "equity": 0.968212857027497, "drawdown": -0.04981059441703184, "net": 0.0014325773152994437 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-12-29", "Ensemble trend": { "equity": 1.2020484053454308, "drawdown": -0.01327194968584855, "net": 0.007311274563139625 }, "Core + trend": { "equity": 1.1365365381719943, "drawdown": -0.007570714323658523, "net": 0.005996154389448671 }, "60/40 monthly": { "equity": 1.0768740612294452, "drawdown": -0.002366783301518849, "net": 0.004634473621615287 }, "SPY buy & hold": { "equity": 0.9689053461463164, "drawdown": -0.049130996104111535, "net": 0.000715224047886931 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2010-12-30", "Ensemble trend": { "equity": 1.199730946162146, "drawdown": -0.015174287371615969, "net": -0.0019279250094914602 }, "Core + trend": { "equity": 1.134504149238592, "drawdown": -0.009345406319603566, "net": -0.0017882301757505825 }, "60/40 monthly": { "equity": 1.0749849913040361, "drawdown": -0.004116847653614419, "net": -0.0017542162017090135 }, "SPY buy & hold": { "equity": 0.9673663095744486, "drawdown": -0.050641383241381344, "net": -0.0015884281968194802 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2010-12-31", "Ensemble trend": { "equity": 1.2070745154448617, "drawdown": -0.00914615591829182, "net": 0.006121013470734571 }, "Core + trend": { "equity": 1.1390064598092113, "drawdown": -0.0054139666223991245, "net": 0.003968527196344551 }, "60/40 monthly": { "equity": 1.0771731584902124, "drawdown": -0.002089694853474655, "net": 0.0020355327784826738 }, "SPY buy & hold": { "equity": 0.9675970103831865, "drawdown": -0.050414976968493064, "net": 0.0002384834022588489 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-03", "Ensemble trend": { "equity": 1.2103656925873685, "drawdown": -0.006444520284799249, "net": 0.0027265732979988577 }, "Core + trend": { "equity": 1.143546189554765, "drawdown": -0.0014498523179088396, "net": 0.00398569271179916 }, "60/40 monthly": { "equity": 1.0828734926105212, "drawdown": 0.0, "net": 0.005291938510887606 }, "SPY buy & hold": { "equity": 0.9776003614077223, "drawdown": -0.04059784007049416, "net": 0.010338344287126766 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-01-04", "Ensemble trend": { "equity": 1.2049544588608265, "drawdown": -0.010886451309407574, "net": -0.004470742817383022 }, "Core + trend": { "equity": 1.1416208179459866, "drawdown": -0.003131096260522992, "net": -0.0016836850372681234 }, "60/40 monthly": { "equity": 1.0834192660275737, "drawdown": 0.0, "net": 0.0005040047805924264 }, "SPY buy & hold": { "equity": 0.9770619306231322, "drawdown": -0.041126247871985155, "net": -0.0005507677838977321 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-01-05", "Ensemble trend": { "equity": 1.2025825043025427, "drawdown": -0.012833522730426261, "net": -0.0019685014158347114 }, "Core + trend": { "equity": 1.1399004383733526, "drawdown": -0.004633340150637988, "net": -0.0015069623342445215 }, "60/40 monthly": { "equity": 1.0821296682678425, "drawdown": -0.0011903035142245555, "net": -0.0011903035142245555 }, "SPY buy & hold": { "equity": 0.9821403646176904, "drawdown": -0.03614234981325026, "net": 0.005197658239861402 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-01-06", "Ensemble trend": { "equity": 1.197818672296494, "drawdown": -0.01674401971744366, "net": -0.003961334868089805 }, "Core + trend": { "equity": 1.1381764281684896, "drawdown": -0.006138754326642237, "net": -0.0015124217403786888 }, "60/40 monthly": { "equity": 1.0830685279888672, "drawdown": -0.00032373251030748396, "net": 0.0008676037156687411 }, "SPY buy & hold": { "equity": 0.9802164142258127, "drawdown": -0.03803048553254007, "net": -0.001958936279567891 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-01-07", "Ensemble trend": { "equity": 1.1954506178799773, "drawdown": -0.018687889620732756, "net": -0.0019769723675928663 }, "Core + trend": { "equity": 1.137898996612711, "drawdown": -0.006381008923373566, "net": -0.00024375092376927032 }, "60/40 monthly": { "equity": 1.084654247951503, "drawdown": 0.0, "net": 0.0014640993821326553 }, "SPY buy & hold": { "equity": 0.9782928505265416, "drawdown": -0.03991824175757397, "net": -0.0019623867457784216 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-10", "Ensemble trend": { "equity": 1.194538567716456, "drawdown": -0.01943656619285572, "net": -0.0007629342022831276 }, "Core + trend": { "equity": 1.1377544709278518, "drawdown": -0.006507209461033003, "net": -0.00012701099595802123 }, "60/40 monthly": { "equity": 1.0853148618920445, "drawdown": 0.0, "net": 0.0006090548594532841 }, "SPY buy & hold": { "equity": 0.9770619306231321, "drawdown": -0.04112624787198538, "net": -0.0012582325453436294 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-01-11", "Ensemble trend": { "equity": 1.199423610064893, "drawdown": -0.015426571012345569, "net": 0.0040894806416968965 }, "Core + trend": { "equity": 1.140333774535409, "drawdown": -0.0042549488861926, "net": 0.002267012500029031 }, "60/40 monthly": { "equity": 1.0859078550996044, "drawdown": 0.0, "net": 0.0005463789618858073 }, "SPY buy & hold": { "equity": 0.9805241442016652, "drawdown": -0.037728484003937246, "net": 0.0035434945012391417 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-01-12", "Ensemble trend": { "equity": 1.2097814690998114, "drawdown": -0.006924093070937665, "net": 0.008635697136525566 }, "Core + trend": { "equity": 1.1477045968565902, "drawdown": 0.0, "net": 0.0064637411306913695 }, "60/40 monthly": { "equity": 1.0905471691651392, "drawdown": 0.0, "net": 0.004272290732356243 }, "SPY buy & hold": { "equity": 0.9893730631202577, "drawdown": -0.02904428925659297, "net": 0.009024682330282863 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-13", "Ensemble trend": { "equity": 1.206617454259143, "drawdown": -0.00952134471322963, "net": -0.0026153606427967713 }, "Core + trend": { "equity": 1.147294865056818, "drawdown": -0.000357001096706, "net": -0.000357001096706 }, "60/40 monthly": { "equity": 1.0923844482704534, "drawdown": 0.0, "net": 0.0016847314424013327 }, "SPY buy & hold": { "equity": 0.9877570747197965, "drawdown": -0.03063019575072623, "net": -0.0016333458638592147 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-01-14", "Ensemble trend": { "equity": 1.2070163613356866, "drawdown": -0.009193893006506415, "net": 0.0003305994581261906 }, "Core + trend": { "equity": 1.1495512664020127, "drawdown": 0.0, "net": 0.0019667144113670876 }, "60/40 monthly": { "equity": 1.0959435169539276, "drawdown": 0.0, "net": 0.0032580733725284805 }, "SPY buy & hold": { "equity": 0.9949131307478551, "drawdown": -0.023607350955528128, "net": 0.007244752997682902 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-01-18", "Ensemble trend": { "equity": 1.2094150664243277, "drawdown": -0.007224862820310762, "net": 0.0019873012209932206 }, "Core + trend": { "equity": 1.150664506399721, "drawdown": 0.0, "net": 0.0009684126582651942 }, "60/40 monthly": { "equity": 1.0960067123691961, "drawdown": 0.0, "net": 5.76630221273966e-05 }, "SPY buy & hold": { "equity": 0.9966059936383889, "drawdown": -0.021946001003382176, "net": 0.0017015182916133575 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-01-19", "Ensemble trend": { "equity": 1.2052925055650046, "drawdown": -0.010608958186963058, "net": -0.0034087229221574367 }, "Core + trend": { "equity": 1.1457578483344497, "drawdown": -0.0042641952002355765, "net": -0.0042641952002355765 }, "60/40 monthly": { "equity": 1.0906144159399502, "drawdown": -0.0049199483619856155, "net": -0.0049199483619856155 }, "SPY buy & hold": { "equity": 0.9868338074537178, "drawdown": -0.03153627623538624, "net": -0.009805465998648955 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-01-20", "Ensemble trend": { "equity": 1.1953869671942603, "drawdown": -0.01874013869551161, "net": -0.00821836883993643 }, "Core + trend": { "equity": 1.139060747281564, "drawdown": -0.010084398235645331, "net": -0.005845127801324845 }, "60/40 monthly": { "equity": 1.0863695180443325, "drawdown": -0.008793006663281533, "net": -0.0038922077625015428 }, "SPY buy & hold": { "equity": 0.9855257037061514, "drawdown": -0.03282002940321438, "net": -0.0013255562767369167 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-01-21", "Ensemble trend": { "equity": 1.195209352918414, "drawdown": -0.018885937306727607, "net": -0.00014858307871901122 }, "Core + trend": { "equity": 1.1405508810570415, "drawdown": -0.008789378038889573, "net": 0.0013082127349519634 }, "60/40 monthly": { "equity": 1.089287280731479, "drawdown": -0.006130830734778936, "net": 0.0026857921164791243 }, "SPY buy & hold": { "equity": 0.9877570747197967, "drawdown": -0.03063019575072612, "net": 0.0022641428886673864 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-24", "Ensemble trend": { "equity": 1.1986745068054947, "drawdown": -0.016041489010109267, "net": 0.002899202452373295 }, "Core + trend": { "equity": 1.144296906504886, "drawdown": -0.005533845755578581, "net": 0.003284400117575359 }, "60/40 monthly": { "equity": 1.093070672699858, "drawdown": -0.0026788519050137127, "net": 0.003473272877875022 }, "SPY buy & hold": { "equity": 0.9933740941759874, "drawdown": -0.025117738092797826, "net": 0.005686640571806789 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-01-25", "Ensemble trend": { "equity": 1.1976601771031523, "drawdown": -0.016874124006434732, "net": -0.0008462094560144351 }, "Core + trend": { "equity": 1.1451808819495102, "drawdown": -0.004765615363741649, "net": 0.0007725053171070417 }, "60/40 monthly": { "equity": 1.0956016166397196, "drawdown": -0.0003696106282058409, "net": 0.00231544400840078 }, "SPY buy & hold": { "equity": 0.9939128343146624, "drawdown": -0.02458902669590235, "net": 0.0005423335899672477 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-01-26", "Ensemble trend": { "equity": 1.2024221630153966, "drawdown": -0.01296514242639446, "net": 0.0039760743517098796 }, "Core + trend": { "equity": 1.1473280955208123, "drawdown": -0.0028995513986505017, "net": 0.0018749994914748491 }, "60/40 monthly": { "equity": 1.0955269010652406, "drawdown": -0.00043778135529692896, "net": -6.819593303275528e-05 }, "SPY buy & hold": { "equity": 0.9977604257443323, "drawdown": -0.02081305885272744, "net": 0.0038711557963964083 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-27", "Ensemble trend": { "equity": 1.1972945663398795, "drawdown": -0.017174243697134273, "net": -0.004264389690437964 }, "Core + trend": { "equity": 1.1469446057439034, "drawdown": -0.0032328281919955515, "net": -0.0003342459566761935 }, "60/40 monthly": { "equity": 1.0987822740418784, "drawdown": 0.0, "net": 0.002971513500464873 }, "SPY buy & hold": { "equity": 1.0002223428896728, "drawdown": -0.01839697072505342, "net": 0.0024674431675357766 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-01-28", "Ensemble trend": { "equity": 1.1883033995618517, "drawdown": -0.024554842037001645, "net": -0.0075095695168097 }, "Core + trend": { "equity": 1.137238291511407, "drawdown": -0.011668227197102699, "net": -0.008462757646609198 }, "60/40 monthly": { "equity": 1.0891490933893728, "drawdown": -0.008767142390339044, "net": -0.008767142390339044 }, "SPY buy & hold": { "equity": 0.9827554378767895, "drawdown": -0.035538726250299746, "net": -0.01746302223405727 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-01-31", "Ensemble trend": { "equity": 1.1921620889437077, "drawdown": -0.021387351415496747, "net": 0.0032472257365236956 }, "Core + trend": { "equity": 1.140856648995636, "drawdown": -0.008523646423032938, "net": 0.0031817056383320885 }, "60/40 monthly": { "equity": 1.0923535594232643, "drawdown": -0.005850762949575317, "net": 0.0029421738982668977 }, "SPY buy & hold": { "equity": 0.9901424267291498, "drawdown": -0.028289247485659863, "net": 0.007516609491695636 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-01", "Ensemble trend": { "equity": 1.2057696067347223, "drawdown": -0.01021731912741708, "net": 0.011414150741088758 }, "Core + trend": { "equity": 1.1518424061149077, "drawdown": 0.0, "net": 0.009629393078388171 }, "60/40 monthly": { "equity": 1.1008838556523723, "drawdown": 0.0, "net": 0.007809098213230392 }, "SPY buy & hold": { "equity": 1.005993498018614, "drawdown": -0.01273324665684461, "net": 0.016008879997019276 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-02", "Ensemble trend": { "equity": 1.2026463854372997, "drawdown": -0.0127810844864501, "net": -0.002590230571394514 }, "Core + trend": { "equity": 1.1492277593926175, "drawdown": -0.002269969145439976, "net": -0.002269969145439976 }, "60/40 monthly": { "equity": 1.098584135005282, "drawdown": -0.002088976630261752, "net": -0.002088976630261752 }, "SPY buy & hold": { "equity": 1.0040694702882156, "drawdown": -0.014621458274985288, "net": -0.0019125647771959242 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-03", "Ensemble trend": { "equity": 1.2047302273296487, "drawdown": -0.011070516726901625, "net": 0.0017327137199945053 }, "Core + trend": { "equity": 1.1499023689121668, "drawdown": -0.00168429048317853, "net": 0.0005870111594814542 }, "60/40 monthly": { "equity": 1.0976127568925123, "drawdown": -0.002971338659446099, "net": -0.0008842091213752123 }, "SPY buy & hold": { "equity": 1.0063009186403815, "drawdown": -0.012431548723646269, "net": 0.0022224043437208962 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-04", "Ensemble trend": { "equity": 1.2038350350631892, "drawdown": -0.011805355120939498, "net": -0.000743064502036872 }, "Core + trend": { "equity": 1.1489517758978323, "drawdown": -0.0025095709289131296, "net": -0.0008266728028691883 }, "60/40 monthly": { "equity": 1.0968654917661451, "drawdown": -0.0036501251840467264, "net": -0.0006808094400093667 }, "SPY buy & hold": { "equity": 1.009147981621295, "drawdown": -0.009637484317399192, "net": 0.0028292361938415667 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-02-07", "Ensemble trend": { "equity": 1.206770709172278, "drawdown": -0.009395542024281167, "net": 0.002438601655196493 }, "Core + trend": { "equity": 1.1522164872868852, "drawdown": 0.0, "net": 0.0028414694659413264 }, "60/40 monthly": { "equity": 1.1008780772171478, "drawdown": -5.24890540887224e-06, "net": 0.0036582292734377297 }, "SPY buy & hold": { "equity": 1.0154575675348263, "drawdown": -0.0034453524476995012, "net": 0.006252389172294093 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-02-08", "Ensemble trend": { "equity": 1.2108574871755504, "drawdown": -0.006040819807352604, "net": 0.003386540601466592 }, "Core + trend": { "equity": 1.1541908751749668, "drawdown": 0.0, "net": 0.001713556358432955 }, "60/40 monthly": { "equity": 1.1010306691366565, "drawdown": 0.0, "net": 0.0001386092816875184 }, "SPY buy & hold": { "equity": 1.0200747545889515, "drawdown": 0.0, "net": 0.004546902994020829 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-09", "Ensemble trend": { "equity": 1.2052555580337676, "drawdown": -0.01063928738610287, "net": -0.004626414917621724 }, "Core + trend": { "equity": 1.1525175260829963, "drawdown": -0.0014498027388379908, "net": -0.0014498027388379908 }, "60/40 monthly": { "equity": 1.1019046280520832, "drawdown": 0.0, "net": 0.0007937643699897912 }, "SPY buy & hold": { "equity": 1.0177661997311493, "drawdown": -0.002263123214663154, "net": -0.002263123214663154 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-02-10", "Ensemble trend": { "equity": 1.2010705602448002, "drawdown": -0.014074635488985687, "net": -0.003472290802620015 }, "Core + trend": { "equity": 1.15017329155334, "drawdown": -0.0034808658671969805, "net": -0.0020340120445920817 }, "60/40 monthly": { "equity": 1.1007701628216287, "drawdown": -0.0010295493834707736, "net": -0.0010295493834707736 }, "SPY buy & hold": { "equity": 1.0181508041970742, "drawdown": -0.001886087645265322, "net": 0.00037789078280092703 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-02-11", "Ensemble trend": { "equity": 1.205610553805882, "drawdown": -0.010347881245942214, "net": 0.0037799557422806274 }, "Core + trend": { "equity": 1.1550303413053595, "drawdown": 0.0, "net": 0.004222885184075098 }, "60/40 monthly": { "equity": 1.106760447526608, "drawdown": 0.0, "net": 0.005441903230392953 }, "SPY buy & hold": { "equity": 1.024229302609262, "drawdown": 0.0, "net": 0.005970135648992958 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-14", "Ensemble trend": { "equity": 1.2067147131327207, "drawdown": -0.0094415076132639, "net": 0.0009158507474518185 }, "Core + trend": { "equity": 1.1565671819257974, "drawdown": 0.0, "net": 0.0013305629865110191 }, "60/40 monthly": { "equity": 1.1085379016490804, "drawdown": 0.0, "net": 0.0016059971482038637 }, "SPY buy & hold": { "equity": 1.0266917611242505, "drawdown": 0.0, "net": 0.0024042062736493452 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-15", "Ensemble trend": { "equity": 1.20724881077664, "drawdown": -0.009003081735804996, "net": 0.00044260473341917184 }, "Core + trend": { "equity": 1.1564402671102594, "drawdown": -0.00010973406259617846, "net": -0.00010973406259617846 }, "60/40 monthly": { "equity": 1.1073607122428, "drawdown": -0.00106192977662678, "net": -0.00106192977662678 }, "SPY buy & hold": { "equity": 1.0234600936774128, "drawdown": -0.0031476510956891524, "net": -0.0031476510956891524 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-02-16", "Ensemble trend": { "equity": 1.213753193102438, "drawdown": -0.0036638154780638255, "net": 0.005387772816784597 }, "Core + trend": { "equity": 1.160968489193863, "drawdown": 0.0, "net": 0.003915655838341525 }, "60/40 monthly": { "equity": 1.1110588789368745, "drawdown": 0.0, "net": 0.003339622449296087 }, "SPY buy & hold": { "equity": 1.0299235832481308, "drawdown": 0.0, "net": 0.006315331306659955 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-02-17", "Ensemble trend": { "equity": 1.2181485338877196, "drawdown": -5.580266906135556e-05, "net": 0.0036212805125950265 }, "Core + trend": { "equity": 1.1648864023819916, "drawdown": 0.0, "net": 0.00337469382209421 }, "60/40 monthly": { "equity": 1.1146824398309172, "drawdown": 0.0, "net": 0.0032613581176814677 }, "SPY buy & hold": { "equity": 1.0330015017148242, "drawdown": 0.0, "net": 0.0029884920752920596 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-02-18", "Ensemble trend": { "equity": 1.2213875237814302, "drawdown": 0.0, "net": 0.0026589449509686336 }, "Core + trend": { "equity": 1.166950307724986, "drawdown": 0.0, "net": 0.0017717653316018378 }, "60/40 monthly": { "equity": 1.1160236086078446, "drawdown": 0.0, "net": 0.0012031846281985725 }, "SPY buy & hold": { "equity": 1.0351561529154396, "drawdown": 0.0, "net": 0.0020858161358319194 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-02-22", "Ensemble trend": { "equity": 1.204034217405103, "drawdown": -0.014207862810487248, "net": -0.014207862810487248 }, "Core + trend": { "equity": 1.1553451818091733, "drawdown": -0.009944832988165064, "net": -0.009944832988165064 }, "60/40 monthly": { "equity": 1.1063248126469647, "drawdown": -0.00869049353980822, "net": -0.00869049353980822 }, "SPY buy & hold": { "equity": 1.0143806286271246, "drawdown": -0.02006994232686765, "net": -0.02006994232686765 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-02-23", "Ensemble trend": { "equity": 1.2039071153457814, "drawdown": -0.014311926473204228, "net": -0.00010556349436274814 }, "Core + trend": { "equity": 1.1528294349296355, "drawdown": -0.012100663328912242, "net": -0.0021774850660634115 }, "60/40 monthly": { "equity": 1.1011125291438186, "drawdown": -0.013360899670058601, "net": -0.004711350087751698 }, "SPY buy & hold": { "equity": 1.0081480718807079, "drawdown": -0.02609082789940964, "net": -0.006144199298099617 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-02-24", "Ensemble trend": { "equity": 1.2033147923541307, "drawdown": -0.014796885571047969, "net": -0.0004920005738818789 }, "Core + trend": { "equity": 1.1527140894996994, "drawdown": -0.012199506809369431, "net": -0.00010005420267844567 }, "60/40 monthly": { "equity": 1.1017639394679304, "drawdown": -0.012777211010528755, "net": 0.00059159287254551 }, "SPY buy & hold": { "equity": 1.0074556601004097, "drawdown": -0.02675972387065806, "net": -0.0006868155577647306 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-02-25", "Ensemble trend": { "equity": 1.2136964657288771, "drawdown": -0.006296984292701424, "net": 0.008627562330914218 }, "Core + trend": { "equity": 1.161573082590451, "drawdown": -0.004607929831235369, "net": 0.007685334265842503 }, "60/40 monthly": { "equity": 1.1103211964070214, "drawdown": -0.005109580260525548, "net": 0.007766869682831912 }, "SPY buy & hold": { "equity": 1.0182277560256674, "drawdown": -0.016353471736698433, "net": 0.010692377195224756 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-02-28", "Ensemble trend": { "equity": 1.2193129000387464, "drawdown": -0.0016985794453350245, "net": 0.004627544421904828 }, "Core + trend": { "equity": 1.1659600040604994, "drawdown": -0.0008486253938417843, "net": 0.0037767072393457557 }, "60/40 monthly": { "equity": 1.1143337264197861, "drawdown": -0.001514199318925269, "net": 0.0036138461786996423 }, "SPY buy & hold": { "equity": 1.024537032585114, "drawdown": -0.010258471922731438, "net": 0.006196331343463646 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-03-01", "Ensemble trend": { "equity": 1.212036220530187, "drawdown": -0.007656295049004336, "net": -0.005967852475216473 }, "Core + trend": { "equity": 1.1579677530310124, "drawdown": -0.007697461181089715, "net": -0.0068546528196967715 }, "60/40 monthly": { "equity": 1.1034609777436355, "drawdown": -0.011256599562333602, "net": -0.009757174550467318 }, "SPY buy & hold": { "equity": 1.0074556601004097, "drawdown": -0.02675972387065806, "net": -0.016672284106319157 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-03-02", "Ensemble trend": { "equity": 1.2157829688072992, "drawdown": -0.004588678748559061, "net": 0.003091284083468482 }, "Core + trend": { "equity": 1.1588947768443087, "drawdown": -0.006903062476055211, "net": 0.0008005609921950541 }, "60/40 monthly": { "equity": 1.1026185564886175, "drawdown": -0.012011441349299767, "net": -0.0007634354743930594 }, "SPY buy & hold": { "equity": 1.0096098472698978, "drawdown": -0.02467869757967689, "net": 0.0021382451405089764 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-03-03", "Ensemble trend": { "equity": 1.2239970180163464, "drawdown": 0.0, "net": 0.006756180518884269 }, "Core + trend": { "equity": 1.1668870961079594, "drawdown": -5.4168216596983676e-05, "net": 0.006896501238372821 }, "60/40 monthly": { "equity": 1.1112623416853764, "drawdown": -0.0042662779584096144, "net": 0.007839324983143436 }, "SPY buy & hold": { "equity": 1.026999877792709, "drawdown": -0.007879270291500706, "net": 0.017224505654175104 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-03-04", "Ensemble trend": { "equity": 1.2231370370748724, "drawdown": -0.0007026005201121732, "net": -0.0007026005201121732 }, "Core + trend": { "equity": 1.1654490890187752, "drawdown": -0.0012864461290882367, "net": -0.0012323446664039839 }, "60/40 monthly": { "equity": 1.1092080960183455, "drawdown": -0.006106960943237705, "net": -0.0018485694961239973 }, "SPY buy & hold": { "equity": 1.019305081625975, "drawdown": -0.015312734455397159, "net": -0.007492499593351409 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-03-07", "Ensemble trend": { "equity": 1.2156372478086666, "drawdown": -0.0068298942600595325, "net": -0.006131601806565801 }, "Core + trend": { "equity": 1.1589306900220433, "drawdown": -0.006872287234387486, "net": -0.005593036245126637 }, "60/40 monthly": { "equity": 1.1028162022307375, "drawdown": -0.011834343176290285, "net": -0.005762574047694424 }, "SPY buy & hold": { "equity": 1.0113030968530372, "drawdown": -0.023042954432741514, "net": -0.007850431551045811 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-03-08", "Ensemble trend": { "equity": 1.2210097940017979, "drawdown": -0.002440548441359547, "net": 0.0044195307463767985 }, "Core + trend": { "equity": 1.163763171643931, "drawdown": -0.0027311669228389235, "net": 0.004169776211376153 }, "60/40 monthly": { "equity": 1.1076809306239213, "drawdown": -0.007475359767998402, "net": 0.004411186907975706 }, "SPY buy & hold": { "equity": 1.0201513197249386, "drawdown": -0.014495236441614101, "net": 0.008749328365981857 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-03-09", "Ensemble trend": { "equity": 1.222017557399249, "drawdown": -0.0016172103264640025, "net": 0.000825352427475945 }, "Core + trend": { "equity": 1.1650066219507007, "drawdown": -0.0016656114329964833, "net": 0.00106847366978724 }, "60/40 monthly": { "equity": 1.1092162227526694, "drawdown": -0.006099679077279485, "net": 0.0013860418522178009 }, "SPY buy & hold": { "equity": 1.0186892349816643, "drawdown": -0.0159076656090944, "net": -0.0014332037953631582 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-03-10", "Ensemble trend": { "equity": 1.202197173550963, "drawdown": -0.01781037383629669, "net": -0.01621939368078218 }, "Core + trend": { "equity": 1.1520462584089348, "drawdown": -0.0127717943235367, "net": -0.011124712338600129 }, "60/40 monthly": { "equity": 1.1003431292874912, "drawdown": -0.014050311480340083, "net": -0.007999426336515625 }, "SPY buy & hold": { "equity": 0.9998377384237479, "drawdown": -0.03411892436925579, "net": -0.01850564029790258 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": 0.0 } }, { "date": "2011-03-11", "Ensemble trend": { "equity": 1.2070685214460428, "drawdown": -0.013830504748891137, "net": 0.004052037388085905 }, "Core + trend": { "equity": 1.156020763200971, "drawdown": -0.009365903973514333, "net": 0.003449952432921677 }, "60/40 monthly": { "equity": 1.1039289097584553, "drawdown": -0.010837314512079699, "net": 0.003258783897061246 }, "SPY buy & hold": { "equity": 1.0067627069504632, "drawdown": -0.027429142825464936, "net": 0.006926092365379777 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0002174465030402306 } }, { "date": "2011-03-14", "Ensemble trend": { "equity": 1.203991313245343, "drawdown": -0.016344569861310054, "net": -0.002549323543797888 }, "Core + trend": { "equity": 1.1530975493285123, "drawdown": -0.011870906845622642, "net": -0.002528686305222183 }, "60/40 monthly": { "equity": 1.1008600934385442, "drawdown": -0.013587091753565761, "net": -0.0027799039347401466 }, "SPY buy & hold": { "equity": 1.0006842085382757, "drawdown": -0.033301202219661596, "net": -0.006037667436649241 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-03-15", "Ensemble trend": { "equity": 1.1879781315406825, "drawdown": -0.029427266525565043, "net": -0.013300080763454347 }, "Core + trend": { "equity": 1.1431701126113, "drawdown": -0.020378070048283736, "net": -0.008609364162635802 }, "60/40 monthly": { "equity": 1.0948112373775234, "drawdown": -0.019007099013596984, "net": -0.005494663760702956 }, "SPY buy & hold": { "equity": 0.9892193141401134, "drawdown": -0.04437672388455449, "net": -0.011457055383045534 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0002178171048794475 } }, { "date": "2011-03-16", "Ensemble trend": { "equity": 1.1725158883736824, "drawdown": -0.04205984890886105, "net": -0.01301559578958511 }, "Core + trend": { "equity": 1.1322618106463496, "drawdown": -0.0297257705396754, "net": -0.009542151115229158 }, "60/40 monthly": { "equity": 1.0863427388536118, "drawdown": -0.02659519881596195, "net": -0.007735122032723196 }, "SPY buy & hold": { "equity": 0.97090578433566, "drawdown": -0.06206828641149764, "net": -0.01851311386936738 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-03-17", "Ensemble trend": { "equity": 1.1868733246388987, "drawdown": -0.030329888742385736, "net": 0.01224498227067139 }, "Core + trend": { "equity": 1.1420607402048115, "drawdown": -0.021328729557214654, "net": 0.008654296617907065 }, "60/40 monthly": { "equity": 1.0935452619285575, "drawdown": -0.020141461619550438, "net": 0.006630065095797111 }, "SPY buy & hold": { "equity": 0.9837559663255454, "drawdown": -0.049654524532486644, "net": 0.013235251243948642 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-03-18", "Ensemble trend": { "equity": 1.1938231323932869, "drawdown": -0.024651927397634, "net": 0.005855559822698586 }, "Core + trend": { "equity": 1.1460999165134131, "drawdown": -0.017867419952287245, "net": 0.0035367438581919153 }, "60/40 monthly": { "equity": 1.0956473478210114, "drawdown": -0.01825791195604831, "net": 0.0019222669290765992 }, "SPY buy & hold": { "equity": 0.9873341103473567, "drawdown": -0.04619790205892671, "net": 0.0036372272639688674 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-03-21", "Ensemble trend": { "equity": 1.2086731393854349, "drawdown": -0.01251953918625226, "net": 0.012439034383910696 }, "Core + trend": { "equity": 1.1564878727724017, "drawdown": -0.00896562165785908, "net": 0.009063744015085806 }, "60/40 monthly": { "equity": 1.1035519840388923, "drawdown": -0.01117505442784461, "net": 0.0072145807075620905 }, "SPY buy & hold": { "equity": 1.002635536766657, "drawdown": -0.03141614533922321, "net": 0.015497718815687511 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-03-22", "Ensemble trend": { "equity": 1.2074892693085137, "drawdown": -0.013486755657775795, "net": -0.0009794790984790636 }, "Core + trend": { "equity": 1.154833509132483, "drawdown": -0.010383302966966212, "net": -0.0014305066908766317 }, "60/40 monthly": { "equity": 1.101470115902141, "drawdown": -0.013040488206031875, "net": -0.0018865156937437622 }, "SPY buy & hold": { "equity": 0.9991576234683203, "drawdown": -0.03477594114253413, "net": -0.0034687712242401636 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.00043512155829916743 } }, { "date": "2011-03-23", "Ensemble trend": { "equity": 1.2137042658520116, "drawdown": -0.008409131732212471, "net": 0.005147040807291781 }, "Core + trend": { "equity": 1.1581314266107485, "drawdown": -0.007557203640856325, "net": 0.002855751458703981 }, "60/40 monthly": { "equity": 1.1028154674576238, "drawdown": -0.011835001561209868, "net": 0.0012214144860216436 }, "SPY buy & hold": { "equity": 1.0020173699667103, "drawdown": -0.0320133178510279, "net": 0.002862157512708796 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-03-24", "Ensemble trend": { "equity": 1.2193173604473724, "drawdown": -0.0038232589623118374, "net": 0.004624763011292776 }, "Core + trend": { "equity": 1.1626172333618958, "drawdown": -0.003713160992722786, "net": 0.0038733140713356207 }, "60/40 monthly": { "equity": 1.1069614336760085, "drawdown": -0.0081200566564541, "net": 0.0037594378576706333 }, "SPY buy & hold": { "equity": 1.0116000767744426, "drawdown": -0.022756060594967376, "net": 0.009563413863824088 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-03-25", "Ensemble trend": { "equity": 1.2172844576594148, "drawdown": -0.005484131299445694, "net": -0.0016672466528417917 }, "Core + trend": { "equity": 1.1623254700959258, "drawdown": -0.0039631830065470774, "net": -0.000250953845855606 }, "60/40 monthly": { "equity": 1.1078575051156927, "drawdown": -0.007317142244274266, "net": 0.0008094874965141052 }, "SPY buy & hold": { "equity": 1.0146916068208671, "drawdown": -0.019769525628510753, "net": 0.0030560792920084623 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-03-28", "Ensemble trend": { "equity": 1.213984595660815, "drawdown": -0.008180103552668627, "net": -0.0027108388494047064 }, "Core + trend": { "equity": 1.1601261932960638, "drawdown": -0.005847819211964755, "net": -0.0018921350830248818 }, "60/40 monthly": { "equity": 1.1063514106377912, "drawdown": -0.008666660718870234, "net": -0.0013594658798147252 }, "SPY buy & hold": { "equity": 1.0122183982514317, "drawdown": -0.022158738659288746, "net": -0.0024373992578733406 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-03-29", "Ensemble trend": { "equity": 1.2187465928666923, "drawdown": -0.004289573481284337, "net": 0.003922617488638869 }, "Core + trend": { "equity": 1.1638262141136593, "drawdown": -0.0026771436544007488, "net": 0.0031893261603577194 }, "60/40 monthly": { "equity": 1.1096214521117238, "drawdown": -0.005736578013889049, "net": 0.002955698743175361 }, "SPY buy & hold": { "equity": 1.0190188517590157, "drawdown": -0.015589243333939962, "net": 0.006718365838174423 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-03-30", "Ensemble trend": { "equity": 1.2278435596602348, "drawdown": 0.0, "net": 0.007464198748769357 }, "Core + trend": { "equity": 1.170906781886571, "drawdown": 0.0, "net": 0.006083870329647301 }, "60/40 monthly": { "equity": 1.1157868215056908, "drawdown": -0.0002121703343258563, "net": 0.005556281723135159 }, "SPY buy & hold": { "equity": 1.0260515528457617, "drawdown": -0.00879538806201885, "net": 0.006901443554853115 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-03-31", "Ensemble trend": { "equity": 1.2300916516885827, "drawdown": 0.0, "net": 0.0018309270840413117 }, "Core + trend": { "equity": 1.1707281947778656, "drawdown": -0.00015252034702351036, "net": -0.00015252034702351036 }, "60/40 monthly": { "equity": 1.1137467826576801, "drawdown": -0.002040123463879606, "net": -0.0018283410492854202 }, "SPY buy & hold": { "equity": 1.0246600781723423, "drawdown": -0.010139605231091031, "net": -0.0013561449905321599 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-04-01", "Ensemble trend": { "equity": 1.2363077779113927, "drawdown": 0.0, "net": 0.005053384611038547 }, "Core + trend": { "equity": 1.175257402603023, "drawdown": 0.0, "net": 0.0038687099579222117 }, "60/40 monthly": { "equity": 1.1175477951130832, "drawdown": 0.0, "net": 0.0034128156548591804 }, "SPY buy & hold": { "equity": 1.0289877871416182, "drawdown": -0.005958874664898306, "net": 0.00422355575421185 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-04", "Ensemble trend": { "equity": 1.2403649900949405, "drawdown": 0.0, "net": 0.003281716944628421 }, "Core + trend": { "equity": 1.17775894664209, "drawdown": 0.0, "net": 0.002128507366579102 }, "60/40 monthly": { "equity": 1.1190917495244317, "drawdown": 0.0, "net": 0.0013815555970848603 }, "SPY buy & hold": { "equity": 1.0298380468436843, "drawdown": -0.005137491630395341, "net": 0.0008263068937173212 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-05", "Ensemble trend": { "equity": 1.2426334728843806, "drawdown": 0.0, "net": 0.0018288832783539544 }, "Core + trend": { "equity": 1.1775430768205384, "drawdown": -0.00018328862809069424, "net": -0.00018328862809069424 }, "60/40 monthly": { "equity": 1.1168001971584638, "drawdown": -0.0020476894472161167, "net": -0.0020476894472161167 }, "SPY buy & hold": { "equity": 1.029683601816849, "drawdown": -0.005286691368425522, "net": -0.00014997020872231648 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-06", "Ensemble trend": { "equity": 1.2467321342453863, "drawdown": 0.0, "net": 0.003298367097332333 }, "Core + trend": { "equity": 1.1793680487646103, "drawdown": 0.0, "net": 0.0015498133189315588 }, "60/40 monthly": { "equity": 1.1170970824604494, "drawdown": -0.0017823981499550667, "net": 0.00026583564610827004 }, "SPY buy & hold": { "equity": 1.0329296542286301, "drawdown": -0.0021508819520018596, "net": 0.0031524755818714834 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-07", "Ensemble trend": { "equity": 1.24481360236509, "drawdown": -0.0015388485045005895, "net": -0.0015388485045005895 }, "Core + trend": { "equity": 1.1776592009472977, "drawdown": -0.0014489521054117382, "net": -0.0014489521054117382 }, "60/40 monthly": { "equity": 1.1153953462099935, "drawdown": -0.003303038661494062, "net": -0.001523355737988119 }, "SPY buy & hold": { "equity": 1.0303021553094016, "drawdown": -0.0046891452969360925, "net": -0.0025437346178143194 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-04-08", "Ensemble trend": { "equity": 1.2474589766490438, "drawdown": 0.0, "net": 0.0021251167877085475 }, "Core + trend": { "equity": 1.1767614821350452, "drawdown": -0.0022101384146328007, "net": -0.0007622908321271993 }, "60/40 monthly": { "equity": 1.1117727652958207, "drawdown": -0.006540110970991608, "net": -0.003247799918192129 }, "SPY buy & hold": { "equity": 1.0267469034898655, "drawdown": -0.008123653037167444, "net": -0.0034506885200764614 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-04-11", "Ensemble trend": { "equity": 1.2415860826664136, "drawdown": -0.004707885463621664, "net": -0.004707885463621664 }, "Core + trend": { "equity": 1.173531533129211, "drawdown": -0.0049488500570396, "net": -0.0027447779816637263 }, "60/40 monthly": { "equity": 1.1102745137234389, "drawdown": -0.007878921281244122, "net": -0.001347623920238017 }, "SPY buy & hold": { "equity": 1.0236559148130893, "drawdown": -0.011109665020065496, "net": -0.0030104679802491763 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-12", "Ensemble trend": { "equity": 1.231657929836342, "drawdown": -0.012666586323461404, "net": -0.007996346744440053 }, "Core + trend": { "equity": 1.1680278185068689, "drawdown": -0.009615514232067413, "net": -0.0046898736565405 }, "60/40 monthly": { "equity": 1.1076064536668533, "drawdown": -0.010263051141659374, "net": -0.0024030634078394675 }, "SPY buy & hold": { "equity": 1.016005201603439, "drawdown": -0.018500543379917467, "net": -0.007473911007535361 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-04-13", "Ensemble trend": { "equity": 1.2352933334693357, "drawdown": -0.009752339281238531, "net": 0.0029516341712483296 }, "Core + trend": { "equity": 1.170378607859746, "drawdown": -0.007622252370056093, "net": 0.002012614182325123 }, "60/40 monthly": { "equity": 1.1092311301809121, "drawdown": -0.00881126980670699, "net": 0.0014668355431481928 }, "SPY buy & hold": { "equity": 1.0159277084051972, "drawdown": -0.018575404740711732, "net": -7.62724424240302e-05 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0 } }, { "date": "2011-04-14", "Ensemble trend": { "equity": 1.2402772186675648, "drawdown": -0.005757109545013628, "net": 0.004034576293091119 }, "Core + trend": { "equity": 1.1719730635873942, "drawdown": -0.006270294659044273, "net": 0.0013623418242103558 }, "60/40 monthly": { "equity": 1.10830183790325, "drawdown": -0.00964166845637704, "net": -0.0008377805602250987 }, "SPY buy & hold": { "equity": 1.016700629586064, "drawdown": -0.01782873364312909, "net": 0.0007608033273156511 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-04-15", "Ensemble trend": { "equity": 1.2448385887907791, "drawdown": -0.002100580385660189, "net": 0.003677702093177748 }, "Core + trend": { "equity": 1.1770095190996752, "drawdown": -0.0019998249633824683, "net": 0.00429741575874143 }, "60/40 monthly": { "equity": 1.1139372098875544, "drawdown": -0.0046060027152088345, "net": 0.005084690642547018 }, "SPY buy & hold": { "equity": 1.0204104037709567, "drawdown": -0.014244951452930588, "net": 0.003648836321074267 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0002174465030402306 } }, { "date": "2011-04-18", "Ensemble trend": { "equity": 1.232853143051428, "drawdown": -0.011708468070710132, "net": -0.009628112308916914 }, "Core + trend": { "equity": 1.1686609890045976, "drawdown": -0.009078641541314103, "net": -0.007093001339074756 }, "60/40 monthly": { "equity": 1.1073982169435939, "drawdown": -0.010449127683951787, "net": -0.005870162955253555 }, "SPY buy & hold": { "equity": 1.0089727325322573, "drawdown": -0.025294174516027113, "net": -0.01120889320260876 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": -0.0002173992303378114 } }, { "date": "2011-04-19", "Ensemble trend": { "equity": 1.2397361282841493, "drawdown": -0.006190863595081808, "net": 0.005582972531249952 }, "Core + trend": { "equity": 1.1738505118707492, "drawdown": -0.004678384241154299, "net": 0.004440571658485659 }, "60/40 monthly": { "equity": 1.1118128827507072, "drawdown": -0.006504262744156275, "net": 0.003986520602586641 }, "SPY buy & hold": { "equity": 1.0147684813109399, "drawdown": -0.019695261963211474, "net": 0.005744207540809176 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-20", "Ensemble trend": { "equity": 1.255614526580352, "drawdown": 0.0, "net": 0.012807885431377342 }, "Core + trend": { "equity": 1.1843818666507864, "drawdown": 0.0, "net": 0.008971631969775684 }, "60/40 monthly": { "equity": 1.119293955531433, "drawdown": 0.0, "net": 0.00672871568299982 }, "SPY buy & hold": { "equity": 1.0286020999363967, "drawdown": -0.006331463094320533, "net": 0.013632290399467006 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-21", "Ensemble trend": { "equity": 1.2613793174759482, "drawdown": 0.0, "net": 0.004591210736702989 }, "Core + trend": { "equity": 1.1888203963639423, "drawdown": 0.0, "net": 0.003747549534600214 }, "60/40 monthly": { "equity": 1.123115945273437, "drawdown": 0.0, "net": 0.003414643421521202 }, "SPY buy & hold": { "equity": 1.0338569430978106, "drawdown": -0.00125508582832623, "net": 0.0051087229568547166 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-25", "Ensemble trend": { "equity": 1.2599151622352516, "drawdown": -0.0011607572919670739, "net": -0.0011607572919670739 }, "Core + trend": { "equity": 1.188707855535716, "drawdown": -9.466596347984524e-05, "net": -9.466596347984524e-05 }, "60/40 monthly": { "equity": 1.1239329526673316, "drawdown": 0.0, "net": 0.0007274470613056749 }, "SPY buy & hold": { "equity": 1.0327745904936252, "drawdown": -0.00230067938552736, "net": -0.0010469075159879049 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-26", "Ensemble trend": { "equity": 1.2662725257267393, "drawdown": 0.0, "net": 0.005045866326593762 }, "Core + trend": { "equity": 1.1955426552394341, "drawdown": 0.0, "net": 0.005749772470913683 }, "60/40 monthly": { "equity": 1.131708944691846, "drawdown": 0.0, "net": 0.006918555066883991 }, "SPY buy & hold": { "equity": 1.041662023995775, "drawdown": 0.0, "net": 0.00860539519848369 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-27", "Ensemble trend": { "equity": 1.2757182261421516, "drawdown": 0.0, "net": 0.007459453019397433 }, "Core + trend": { "equity": 1.2013383133071844, "drawdown": 0.0, "net": 0.00484772169554204 }, "60/40 monthly": { "equity": 1.134976131516467, "drawdown": 0.0, "net": 0.0028869497231998054 }, "SPY buy & hold": { "equity": 1.0484626321804014, "drawdown": 0.0, "net": 0.006528612955034596 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-28", "Ensemble trend": { "equity": 1.2782385845493554, "drawdown": 0.0, "net": 0.0019756387857101654 }, "Core + trend": { "equity": 1.2045966386364753, "drawdown": 0.0, "net": 0.002712246245040628 }, "60/40 monthly": { "equity": 1.1389150187993424, "drawdown": 0.0, "net": 0.0034704582532609773 }, "SPY buy & hold": { "equity": 1.0518629749419752, "drawdown": 0.0, "net": 0.0032431701972079896 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-04-29", "Ensemble trend": { "equity": 1.284367497404398, "drawdown": 0.0, "net": 0.0047948113357909605 }, "Core + trend": { "equity": 1.2086094187341525, "drawdown": 0.0, "net": 0.0033312230575535118 }, "60/40 monthly": { "equity": 1.1414455782271677, "drawdown": 0.0, "net": 0.002221903641671963 }, "SPY buy & hold": { "equity": 1.054335951495847, "drawdown": 0.0, "net": 0.002351044397211899 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-05-02", "Ensemble trend": { "equity": 1.2817217789269408, "drawdown": -0.0020599388281031805, "net": -0.0020599388281031805 }, "Core + trend": { "equity": 1.2067438407068025, "drawdown": -0.001543573960646527, "net": -0.001543573960646527 }, "60/40 monthly": { "equity": 1.1402304350076775, "drawdown": -0.0010645651817912105, "net": -0.0010645651817912105 }, "SPY buy & hold": { "equity": 1.052713002628478, "drawdown": -0.0015393090457237468, "net": -0.0015393090457237468 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-05-03", "Ensemble trend": { "equity": 1.2727288604295024, "drawdown": -0.009061765420268153, "net": -0.0070162796991460885 }, "Core + trend": { "equity": 1.202410250994399, "drawdown": -0.005129173779107488, "net": -0.00359114301330532 }, "60/40 monthly": { "equity": 1.1388782489405553, "drawdown": -0.002249191144618412, "net": -0.001185888418346881 }, "SPY buy & hold": { "equity": 1.0489265086305555, "drawdown": -0.005130663388284273, "net": -0.003596891069520436 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706185, "net": 0.0 } }, { "date": "2011-05-04", "Ensemble trend": { "equity": 1.2626827974120307, "drawdown": -0.01688356333852281, "net": -0.00789332538124543 }, "Core + trend": { "equity": 1.1958775263051138, "drawdown": -0.01053433163078732, "net": -0.005433024779922246 }, "60/40 monthly": { "equity": 1.13537084978342, "drawdown": -0.005321960643259516, "net": -0.0030796963243419073 }, "SPY buy & hold": { "equity": 1.0419712234035303, "drawdown": -0.011727503055145028, "net": -0.006630860379442383 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0004353109714874126 } }, { "date": "2011-05-05", "Ensemble trend": { "equity": 1.2480872626192423, "drawdown": -0.02824754975384758, "net": -0.011559145988765285 }, "Core + trend": { "equity": 1.1869166515755627, "drawdown": -0.017948533928611954, "net": -0.007493137493132296 }, "60/40 monthly": { "equity": 1.1312929545145305, "drawdown": -0.008894531553931495, "net": -0.003591685720720661 }, "SPY buy & hold": { "equity": 1.0325431162996757, "drawdown": -0.020669725968513908, "net": -0.009048337316896693 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-06", "Ensemble trend": { "equity": 1.255300303012554, "drawdown": -0.02263152442784977, "net": 0.0057792757039873965 }, "Core + trend": { "equity": 1.192042710733185, "drawdown": -0.013707247142189849, "net": 0.00431880296802456 }, "60/40 monthly": { "equity": 1.1345596193893193, "drawdown": -0.0060326650426412165, "net": 0.002887549915123966 }, "SPY buy & hold": { "equity": 1.0371026088169857, "drawdown": -0.016345210133839605, "net": 0.004415788982885305 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-09", "Ensemble trend": { "equity": 1.2622955999843275, "drawdown": -0.01718503268315008, "net": 0.005572608367086174 }, "Core + trend": { "equity": 1.1971009093533653, "drawdown": -0.009522107971689286, "net": 0.0042433031758308815 }, "60/40 monthly": { "equity": 1.137886822767525, "drawdown": -0.003117761834226185, "net": 0.0029325945691567323 }, "SPY buy & hold": { "equity": 1.041120886362943, "drawdown": -0.012534017372883066, "net": 0.0038745226478031913 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-10", "Ensemble trend": { "equity": 1.2687681022545396, "drawdown": -0.012145585419580662, "net": 0.005127564629309189 }, "Core + trend": { "equity": 1.2020510973374328, "drawdown": -0.0054263364947038095, "net": 0.004135146791210298 }, "60/40 monthly": { "equity": 1.1416521553995773, "drawdown": 0.0, "net": 0.0033090572425247267 }, "SPY buy & hold": { "equity": 1.0500079331724868, "drawdown": -0.004104970827580989, "net": 0.008536037386196238 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-11", "Ensemble trend": { "equity": 1.2556353488130285, "drawdown": -0.022370659993681485, "net": -0.010350790990232839 }, "Core + trend": { "equity": 1.1929504874969326, "drawdown": -0.01295615522640925, "net": -0.007570900988034701 }, "60/40 monthly": { "equity": 1.1358871710309444, "drawdown": -0.005049685529315395, "net": -0.005049685529315395 }, "SPY buy & hold": { "equity": 1.0389574959094325, "drawdown": -0.014585915964068552, "net": -0.010524146450652583 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-12", "Ensemble trend": { "equity": 1.2578592107606101, "drawdown": -0.020639175856878023, "net": 0.00177110492284549 }, "Core + trend": { "equity": 1.195183291616043, "drawdown": -0.011108739440547799, "net": 0.0018716653729655697 }, "60/40 monthly": { "equity": 1.138197253217469, "drawdown": -0.003026230157555432, "net": 0.0020337250436837095 }, "SPY buy & hold": { "equity": 1.0439032170016125, "drawdown": -0.009895076118226931, "net": 0.004760272784644526 }, "BIL reserve": { "equity": 1.0064413906621237, "drawdown": -0.0034979387889837454, "net": 0.0 } }, { "date": "2011-05-13", "Ensemble trend": { "equity": 1.2475490709522774, "drawdown": -0.028666582209941893, "net": -0.008196576946078338 }, "Core + trend": { "equity": 1.188530039619894, "drawdown": -0.016613621243568466, "net": -0.0055667210567786896 }, "60/40 monthly": { "equity": 1.134577245595326, "drawdown": -0.006197080056994375, "net": -0.0031804747480368434 }, "SPY buy & hold": { "equity": 1.0358661978785713, "drawdown": -0.017517901757093446, "net": -0.007699007908152478 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": -0.00021776967092024258 } }, { "date": "2011-05-16", "Ensemble trend": { "equity": 1.2450853644333626, "drawdown": -0.030584807736431463, "net": -0.0019748373641399475 }, "Core + trend": { "equity": 1.1856545563361585, "drawdown": -0.01899278794470749, "net": -0.0024193610492629913 }, "60/40 monthly": { "equity": 1.1312809501248375, "drawdown": -0.009084382861879514, "net": -0.002905307226357068 }, "SPY buy & hold": { "equity": 1.0292972185649372, "drawdown": -0.02374834405996129, "net": -0.006341532648798998 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-05-17", "Ensemble trend": { "equity": 1.245843355046036, "drawdown": -0.02999464128157714, "net": 0.0006087860594348182 }, "Core + trend": { "equity": 1.18664158507047, "drawdown": -0.01817612317359807, "net": 0.000832475807592159 }, "60/40 monthly": { "equity": 1.132485175027114, "drawdown": -0.008029573919785316, "net": 0.0010644790775835578 }, "SPY buy & hold": { "equity": 1.0291422321684536, "drawdown": -0.02389534312251218, "net": -0.00015057496871473397 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.0 } }, { "date": "2011-05-18", "Ensemble trend": { "equity": 1.2527382432992595, "drawdown": -0.024626327098013934, "net": 0.005534313945085634 }, "Core + trend": { "equity": 1.19168413842512, "drawdown": -0.014003928851356706, "net": 0.004249432531348907 }, "60/40 monthly": { "equity": 1.1360359623370566, "drawdown": -0.004919355721406227, "net": 0.0031353940768872324 }, "SPY buy & hold": { "equity": 1.0383390197554008, "drawdown": -0.01517251851058532, "net": 0.008936362049363433 }, "BIL reserve": { "equity": 1.006003466315882, "drawdown": -0.003931538318706407, "net": -0.0002173992303378114 } }, { "date": "2011-05-19", "Ensemble trend": { "equity": 1.2538419832808945, "drawdown": -0.023766962481682974, "net": 0.0008810619357544347 }, "Core + trend": { "equity": 1.1933130716073936, "drawdown": -0.012656154163335653, "net": 0.001366916894963932 }, "60/40 monthly": { "equity": 1.1381483501107241, "drawdown": -0.003069065540043492, "net": 0.0018594374154510263 }, "SPY buy & hold": { "equity": 1.04081184163223, "drawdown": -0.012827135264077416, "net": 0.0023815168550747057 }, "BIL reserve": { "equity": 1.0064413906621235, "drawdown": -0.0034979387889839675, "net": 0.0004353109714874126 } }, { "date": "2011-05-20", "Ensemble trend": { "equity": 1.2506641369223719, "drawdown": -0.026241212542467585, "net": -0.002534487121102158 }, "Core + trend": { "equity": 1.1895980068406524, "drawdown": -0.015729988198678657, "net": -0.0031132356253643634 }, "60/40 monthly": { "equity": 1.1337205603990892, "drawdown": -0.006947470788694066, "net": -0.003890344972344084 }, "SPY buy & hold": { "equity": 1.0325431162996757, "drawdown": -0.020669725968513908, "net": -0.007944495827014397 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": -0.00021776967092024258 } }, { "date": "2011-05-23", "Ensemble trend": { "equity": 1.239389722615534, "drawdown": -0.03501939661332154, "net": -0.009014741827155892 }, "Core + trend": { "equity": 1.1805488635595867, "drawdown": -0.023217223645299212, "net": -0.0076068917643017375 }, "60/40 monthly": { "equity": 1.1263583072256544, "drawdown": -0.013396241667471886, "net": -0.006493886968798601 }, "SPY buy & hold": { "equity": 1.0205648487977923, "drawdown": -0.03203068495401473, "net": -0.011600743167810679 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-05-24", "Ensemble trend": { "equity": 1.2436189564373072, "drawdown": -0.031726543259184004, "net": 0.003412351857209339 }, "Core + trend": { "equity": 1.1824691349473142, "drawdown": -0.021628396553633134, "net": 0.0016265920429059388 }, "60/40 monthly": { "equity": 1.1262593507513694, "drawdown": -0.013482919972958252, "net": -8.785523545229434e-05 }, "SPY buy & hold": { "equity": 1.0197148211112894, "drawdown": -0.032836905860450516, "net": -0.0008328992395770785 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-05-25", "Ensemble trend": { "equity": 1.2463510491057954, "drawdown": -0.029599354059823724, "net": 0.002196888889756776 }, "Core + trend": { "equity": 1.1849447150653574, "drawdown": -0.019580108595861012, "net": 0.002093568487226083 }, "60/40 monthly": { "equity": 1.1285681629972883, "drawdown": -0.011460576972072034, "net": 0.002049982754308566 }, "SPY buy & hold": { "equity": 1.023114699841736, "drawdown": -0.029612242293185376, "net": 0.003334146626153167 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-05-26", "Ensemble trend": { "equity": 1.2530479260675709, "drawdown": -0.024385210152173098, "net": 0.0053731867651416465 }, "Core + trend": { "equity": 1.1910280842277579, "drawdown": -0.014546746230729157, "net": 0.005133884378787146 }, "60/40 monthly": { "equity": 1.1341793182159223, "drawdown": -0.006545634016728585, "net": 0.004971924073891687 }, "SPY buy & hold": { "equity": 1.0278287920629239, "drawdown": -0.02514109416008814, "net": 0.0046075891802914715 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-05-27", "Ensemble trend": { "equity": 1.2601631169434289, "drawdown": -0.018845369810341683, "net": 0.00567830705261807 }, "Core + trend": { "equity": 1.1957123173275395, "drawdown": -0.010671025069555529, "net": 0.003932932532668909 }, "60/40 monthly": { "equity": 1.136754782353988, "drawdown": -0.004289724345919788, "net": 0.0022707733219089477 }, "SPY buy & hold": { "equity": 1.0317701177802876, "drawdown": -0.021402887460627795, "net": 0.003834613067661863 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-05-31", "Ensemble trend": { "equity": 1.27112395326845, "drawdown": -0.010311335472683592, "net": 0.008697950430105461 }, "Core + trend": { "equity": 1.2049093019167036, "drawdown": -0.003061466144558378, "net": 0.007691636571679483 }, "60/40 monthly": { "equity": 1.14460246423531, "drawdown": 0.0, "net": 0.006903583783541389 }, "SPY buy & hold": { "equity": 1.0425123610363622, "drawdown": -0.011214253334252744, "net": 0.010411469639366233 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-01", "Ensemble trend": { "equity": 1.2583186550996048, "drawdown": -0.020281455547135563, "net": -0.010073996431204657 }, "Core + trend": { "equity": 1.192813410297146, "drawdown": -0.013069572512144356, "net": -0.010038839936181265 }, "60/40 monthly": { "equity": 1.1327393229931375, "drawdown": -0.010364420497817162, "net": -0.010364420497817162 }, "SPY buy & hold": { "equity": 1.0190961129416942, "drawdown": -0.03342372846544417, "net": -0.02246136254095832 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-06-02", "Ensemble trend": { "equity": 1.2581806449954198, "drawdown": -0.02038890929729964, "net": -0.0001096781833644922 }, "Core + trend": { "equity": 1.1908799922863071, "drawdown": -0.0146692770824296, "net": -0.0016208888952355949 }, "60/40 monthly": { "equity": 1.1293047235790832, "drawdown": -0.013365112459763018, "net": -0.0030321181090269267 }, "SPY buy & hold": { "equity": 1.0180144563841995, "drawdown": -0.03444964108462423, "net": -0.0010613881691418081 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-06-03", "Ensemble trend": { "equity": 1.257288118804814, "drawdown": -0.02108382425926314, "net": -0.000709378414106121 }, "Core + trend": { "equity": 1.1876186832686098, "drawdown": -0.01736767489990909, "net": -0.0027385706694392775 }, "60/40 monthly": { "equity": 1.1243479710745956, "drawdown": -0.01769565748248325, "net": -0.004389207271513151 }, "SPY buy & hold": { "equity": 1.0078906892821562, "drawdown": -0.04405167266448262, "net": -0.009944620175631802 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-06-06", "Ensemble trend": { "equity": 1.249845112686501, "drawdown": -0.026878899370829545, "net": -0.005919889011111068 }, "Core + trend": { "equity": 1.1800696244728688, "drawdown": -0.02361374470436861, "net": -0.006356466854297027 }, "60/40 monthly": { "equity": 1.116971818731417, "drawdown": -0.024139949342458, "net": -0.006560382135193388 }, "SPY buy & hold": { "equity": 0.997225784547281, "drawdown": -0.05416695396523352, "net": -0.010581410115486967 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-06-07", "Ensemble trend": { "equity": 1.2529149439538025, "drawdown": -0.024488749142405508, "net": 0.0024561693574198795 }, "Core + trend": { "equity": 1.1816892611821883, "drawdown": -0.022273661891663243, "net": 0.0013724925002140953 }, "60/40 monthly": { "equity": 1.1174027893399954, "drawdown": -0.023763425071329336, "net": 0.00038583839032546585 }, "SPY buy & hold": { "equity": 0.9966077724243761, "drawdown": -0.05475311639479685, "net": -0.0006197313913071101 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-06-08", "Ensemble trend": { "equity": 1.2486738256969279, "drawdown": -0.027790855638751277, "net": -0.003385000935092086 }, "Core + trend": { "equity": 1.1786340070501464, "drawdown": -0.02480157048205134, "net": -0.0025854970781281628 }, "60/40 monthly": { "equity": 1.1156092029155127, "drawdown": -0.02533042014649811, "net": -0.001605138667626016 }, "SPY buy & hold": { "equity": 0.9924345084819359, "drawdown": -0.058711308218303726, "net": -0.0041874687895402385 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-09", "Ensemble trend": { "equity": 1.253128883510792, "drawdown": -0.02432217722477137, "net": 0.003567831504258212 }, "Core + trend": { "equity": 1.1826312383721813, "drawdown": -0.02149427264035375, "net": 0.00339141013930111 }, "60/40 monthly": { "equity": 1.118822987895902, "drawdown": -0.022522646198067542, "net": 0.0028807444147918027 }, "SPY buy & hold": { "equity": 1.0000081151859503, "drawdown": -0.0515280127105775, "net": 0.007631341553811177 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-06-10", "Ensemble trend": { "equity": 1.2414126760773234, "drawdown": -0.03344433848869788, "net": -0.009349562991991966 }, "Core + trend": { "equity": 1.1727040078999798, "drawdown": -0.029708034934709193, "net": -0.00839418928749569 }, "60/40 monthly": { "equity": 1.1110186739273973, "drawdown": -0.02934100821663843, "net": -0.00697546801677873 }, "SPY buy & hold": { "equity": 0.9860976994089421, "drawdown": -0.06472154533864793, "net": -0.013910302892313542 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-06-13", "Ensemble trend": { "equity": 1.2381399791032834, "drawdown": -0.0359924386085263, "net": -0.0026362683715951407 }, "Core + trend": { "equity": 1.1709451809178864, "drawdown": -0.031163283383737195, "net": -0.0014998046994340042 }, "60/40 monthly": { "equity": 1.1105495975436797, "drawdown": -0.02975082419937003, "net": -0.00042220386994884507 }, "SPY buy & hold": { "equity": 0.9868700018816396, "drawdown": -0.06398904402196437, "net": 0.0007831906241748676 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-06-14", "Ensemble trend": { "equity": 1.2448011364757152, "drawdown": -0.030806105735813993, "net": 0.005379971154195307 }, "Core + trend": { "equity": 1.1769249841830023, "drawdown": -0.02621561114783899, "net": 0.00510681743480812 }, "60/40 monthly": { "equity": 1.1152750342113982, "drawdown": -0.02562237190665584, "net": 0.004255043339055131 }, "SPY buy & hold": { "equity": 0.9993899483860037, "drawdown": -0.05211432184579157, "net": 0.012686520494586517 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-06-15", "Ensemble trend": { "equity": 1.236955213851227, "drawdown": -0.03691488896206685, "net": -0.006302952652101235 }, "Core + trend": { "equity": 1.1690974479455871, "drawdown": -0.03269209239652349, "net": -0.006650837005426569 }, "60/40 monthly": { "equity": 1.1083174760824737, "drawdown": -0.03170095232765191, "net": -0.0062384236313908215 }, "SPY buy & hold": { "equity": 0.9816153907357891, "drawdown": -0.06897285505334916, "net": -0.017785407666867314 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-16", "Ensemble trend": { "equity": 1.2366643288235541, "drawdown": -0.03714137011194063, "net": -0.0002351621339360399 }, "Core + trend": { "equity": 1.1703881850424678, "drawdown": -0.031624140188909244, "net": 0.0011040457740703058 }, "60/40 monthly": { "equity": 1.11102073312264, "drawdown": -0.029339209168228964, "net": 0.0024390638048237268 }, "SPY buy & hold": { "equity": 0.9837791678819058, "drawdown": -0.06692058969803538, "net": 0.0022043023841493703 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-17", "Ensemble trend": { "equity": 1.2402261231710607, "drawdown": -0.0343681806979258, "net": 0.002880162599090186 }, "Core + trend": { "equity": 1.1730035301182813, "drawdown": -0.029460211102080858, "net": 0.002234596272619349 }, "60/40 monthly": { "equity": 1.112646454352835, "drawdown": -0.02791887216827238, "net": 0.001463268129682449 }, "SPY buy & hold": { "equity": 0.9867150154851557, "drawdown": -0.06413604308451559, "net": 0.002984254697699029 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-20", "Ensemble trend": { "equity": 1.2407351355200662, "drawdown": -0.03397186706492439, "net": 0.0004104189869051922 }, "Core + trend": { "equity": 1.1747640280324214, "drawdown": -0.028003580128623695, "net": 0.0015008462199279649 }, "60/40 monthly": { "equity": 1.1153026151260776, "drawdown": -0.02559827540543258, "net": 0.0023872459781375532 }, "SPY buy & hold": { "equity": 0.9917625914097555, "drawdown": -0.0593485975673268, "net": 0.005115535737659771 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-21", "Ensemble trend": { "equity": 1.2511177749526428, "drawdown": -0.025888012986119757, "net": 0.008368135257348586 }, "Core + trend": { "equity": 1.1843556983344972, "drawdown": -0.020067459365870066, "net": 0.008164763367959571 }, "60/40 monthly": { "equity": 1.1237364750967433, "drawdown": -0.018229900590426285, "net": 0.007561947633120347 }, "SPY buy & hold": { "equity": 1.005353908448295, "drawdown": -0.046457718697781814, "net": 0.013704204167672707 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-06-22", "Ensemble trend": { "equity": 1.2466305878761592, "drawdown": -0.02938170703050491, "net": -0.0035865425032853837 }, "Core + trend": { "equity": 1.1799335224062542, "drawdown": -0.023726355167687063, "net": -0.0037338241665587635 }, "60/40 monthly": { "equity": 1.1195189297030073, "drawdown": -0.021914625659189668, "net": -0.0037531445202694247 }, "SPY buy & hold": { "equity": 0.9992962914368312, "drawdown": -0.05220315211762239, "net": -0.00602535779744795 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-06-23", "Ensemble trend": { "equity": 1.2422442116141053, "drawdown": -0.03279691044457311, "net": -0.00351858546125261 }, "Core + trend": { "equity": 1.17793792020291, "drawdown": -0.025377510762216726, "net": -0.0016912835896673029 }, "60/40 monthly": { "equity": 1.1199944486145739, "drawdown": -0.02149918106036608, "net": 0.0004247528996164096 }, "SPY buy & hold": { "equity": 0.9964228560201891, "drawdown": -0.054928503000863604, "net": -0.0028754589016943832 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-06-24", "Ensemble trend": { "equity": 1.235778399454336, "drawdown": -0.037831148832601524, "net": -0.00520494448621156 }, "Core + trend": { "equity": 1.1715342376600266, "drawdown": -0.030675899508508575, "net": -0.005436349771115623 }, "60/40 monthly": { "equity": 1.1142149010620626, "drawdown": -0.026548573957115185, "net": -0.005160335892432921 }, "SPY buy & hold": { "equity": 0.9848510797857295, "drawdown": -0.06590391953488395, "net": -0.01161331874770355 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-06-27", "Ensemble trend": { "equity": 1.2388186149103024, "drawdown": -0.035464057278112415, "net": 0.0024601623214233204 }, "Core + trend": { "equity": 1.1753044026232826, "drawdown": -0.027556475727081642, "net": 0.0032181432194302584 }, "60/40 monthly": { "equity": 1.118274426368271, "drawdown": -0.023001905630727792, "net": 0.0036433952753089915 }, "SPY buy & hold": { "equity": 0.9936266044477035, "drawdown": -0.0575806477641323, "net": 0.008910509255757981 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-06-28", "Ensemble trend": { "equity": 1.2434384474681206, "drawdown": -0.0318670863432714, "net": 0.003729224361189276 }, "Core + trend": { "equity": 1.1801847901790827, "drawdown": -0.023518456926176157, "net": 0.004152445566363072 }, "60/40 monthly": { "equity": 1.122691128901771, "drawdown": -0.019143183784928963, "net": 0.003949569470030445 }, "SPY buy & hold": { "equity": 1.0065965838069268, "drawdown": -0.045279085495652294, "net": 0.01305317239007775 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-06-29", "Ensemble trend": { "equity": 1.248816555390538, "drawdown": -0.027679727247618358, "net": 0.004325190308670512 }, "Core + trend": { "equity": 1.1845688222370407, "drawdown": -0.019891121254284938, "net": 0.003714699676220068 }, "60/40 monthly": { "equity": 1.1257118477166015, "drawdown": -0.016504085137829083, "net": 0.002690605400779811 }, "SPY buy & hold": { "equity": 1.0152172767494598, "drawdown": -0.03710266608180002, "net": 0.008564198489458219 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-06-30", "Ensemble trend": { "equity": 1.2519738429347202, "drawdown": -0.025221484143084005, "net": 0.002528223645461569 }, "Core + trend": { "equity": 1.1888454136994557, "drawdown": -0.016352681625960486, "net": 0.003610251580266066 }, "60/40 monthly": { "equity": 1.1306260175485547, "drawdown": -0.012210743138747926, "net": 0.004365388746615073 }, "SPY buy & hold": { "equity": 1.0249249626074501, "drawdown": -0.027895272703799878, "net": 0.009562175585774657 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-01", "Ensemble trend": { "equity": 1.2569974675607247, "drawdown": -0.021310123386792168, "net": 0.004012563564609772 }, "Core + trend": { "equity": 1.1962133385442917, "drawdown": -0.010256481537967876, "net": 0.006197546594311376 }, "60/40 monthly": { "equity": 1.1395809560530836, "drawdown": -0.004387119842155118, "net": 0.007920336491057611 }, "SPY buy & hold": { "equity": 1.0400697011828004, "drawdown": -0.013531028978767456, "net": 0.014776436449378316 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-07-05", "Ensemble trend": { "equity": 1.2628927207633054, "drawdown": -0.016720118411974183, "net": 0.004689948352895934 }, "Core + trend": { "equity": 1.2000861147530186, "drawdown": -0.0070521575035058515, "net": 0.003237529698038477 }, "60/40 monthly": { "equity": 1.141827669203601, "drawdown": -0.0024242434543095825, "net": 0.0019715257073957826 }, "SPY buy & hold": { "equity": 1.0392151878620683, "drawdown": -0.014341504349089096, "net": -0.0008215923603583919 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-07-06", "Ensemble trend": { "equity": 1.2644011968707891, "drawdown": -0.01554562893716871, "net": 0.0011944610042347037 }, "Core + trend": { "equity": 1.2017980853295172, "drawdown": -0.005635677911371428, "net": 0.0014265397753150388 }, "60/40 monthly": { "equity": 1.1434520465138436, "drawdown": -0.0010050805912208416, "net": 0.0014226116199964611 }, "SPY buy & hold": { "equity": 1.0404577858821789, "drawdown": -0.01316294449978539, "net": 0.0011957081022524463 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-07-07", "Ensemble trend": { "equity": 1.2685795994749607, "drawdown": -0.012292352431327647, "net": 0.003304649358536249 }, "Core + trend": { "equity": 1.206421143494067, "drawdown": -0.0018105727178409081, "net": 0.0038467844315812627 }, "60/40 monthly": { "equity": 1.1488984521441798, "drawdown": 0.0, "net": 0.0047631255258506755 }, "SPY buy & hold": { "equity": 1.0512533153793602, "drawdown": -0.0029237702765551044, "net": 0.010375749639883747 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-07-08", "Ensemble trend": { "equity": 1.2703421794505032, "drawdown": -0.010920019373145684, "net": 0.0013894122026492095 }, "Core + trend": { "equity": 1.20750615963102, "drawdown": -0.0009128334481193212, "net": 0.0008993676402342388 }, "60/40 monthly": { "equity": 1.1487238518010203, "drawdown": -0.00015197195438254596, "net": -0.00015197195438254596 }, "SPY buy & hold": { "equity": 1.0437974179046112, "drawdown": -0.009995422783681263, "net": -0.007092389023342416 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-07-11", "Ensemble trend": { "equity": 1.2635292507667877, "drawdown": -0.016224520380438312, "net": -0.005363065789614541 }, "Core + trend": { "equity": 1.2002031304386311, "drawdown": -0.006955339057613696, "net": -0.00604802645033331 }, "60/40 monthly": { "equity": 1.1396397099769051, "drawdown": -0.00805879940911669, "net": -0.007908029253395177 }, "SPY buy & hold": { "equity": 1.02492496260745, "drawdown": -0.02789527270379999, "net": -0.018080572890328717 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347932, "net": -0.00021838692520614877 } }, { "date": "2011-07-12", "Ensemble trend": { "equity": 1.2629524918425592, "drawdown": -0.01667358104679273, "net": -0.00045646661830622826 }, "Core + trend": { "equity": 1.1988869624689213, "drawdown": -0.00804433269717042, "net": -0.0010966210105025631 }, "60/40 monthly": { "equity": 1.1373516255525113, "drawdown": -0.010050345676868688, "net": -0.0020077261299012994 }, "SPY buy & hold": { "equity": 1.0204985696851239, "drawdown": -0.032093548325575094, "net": -0.004318748282864604 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.00021843462847304096 } }, { "date": "2011-07-13", "Ensemble trend": { "equity": 1.271024362104652, "drawdown": -0.01038887649112219, "net": 0.006391269912549458 }, "Core + trend": { "equity": 1.204040607409742, "drawdown": -0.003780221512087567, "net": 0.0042986912879656725 }, "60/40 monthly": { "equity": 1.140375707608709, "drawdown": -0.007418187847293756, "net": 0.0026588804976901415 }, "SPY buy & hold": { "equity": 1.0239154628902343, "drawdown": -0.02885274713667263, "net": 0.003348258691008965 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-07-14", "Ensemble trend": { "equity": 1.2645845448782016, "drawdown": -0.015402875396781646, "net": -0.005066635556683408 }, "Core + trend": { "equity": 1.1972887748856378, "drawdown": -0.009366668563919989, "net": -0.005607645192822419 }, "60/40 monthly": { "equity": 1.133046479006685, "drawdown": -0.013797540685959175, "net": -0.006427029752670843 }, "SPY buy & hold": { "equity": 1.0168486555156395, "drawdown": -0.03555536157808348, "net": -0.006901748855952516 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-15", "Ensemble trend": { "equity": 1.2703718672622635, "drawdown": -0.010896904640158245, "net": 0.004576461421659239 }, "Core + trend": { "equity": 1.203033608814171, "drawdown": -0.004613409289678905, "net": 0.004798202446257838 }, "60/40 monthly": { "equity": 1.1388499117358413, "drawdown": -0.008746238964449038, "net": 0.005121972343309356 }, "SPY buy & hold": { "equity": 1.0227505127454075, "drawdown": -0.02995766074905004, "net": 0.005804066512508976 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-18", "Ensemble trend": { "equity": 1.266675901920425, "drawdown": -0.013774558698912975, "net": -0.0029093570450385853 }, "Core + trend": { "equity": 1.1985134345127717, "drawdown": -0.008353388667080797, "net": -0.0037573134019546206 }, "60/40 monthly": { "equity": 1.1329880220564588, "drawdown": -0.013848421553730339, "net": -0.005147201241336163 }, "SPY buy & hold": { "equity": 1.014362995444291, "drawdown": -0.037912921393645105, "net": -0.008200941673059292 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-19", "Ensemble trend": { "equity": 1.2732982452509385, "drawdown": -0.008618446181353434, "net": 0.005228127669021809 }, "Core + trend": { "equity": 1.2080004875060797, "drawdown": -0.0005038279684355107, "net": 0.007915683479313484 }, "60/40 monthly": { "equity": 1.1456784087009049, "drawdown": -0.0028027224140352303, "net": 0.011200812715929542 }, "SPY buy & hold": { "equity": 1.0308276705609516, "drawdown": -0.02229676499368427, "net": 0.016231541559192264 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-20", "Ensemble trend": { "equity": 1.2752708751964608, "drawdown": -0.007082569612140377, "net": 0.0015492285117642002 }, "Core + trend": { "equity": 1.2072964361977225, "drawdown": -0.001086358021109235, "net": -0.0005828236955521815 }, "60/40 monthly": { "equity": 1.1430126031853007, "drawdown": -0.00512303672086456, "net": -0.002326835781628178 }, "SPY buy & hold": { "equity": 1.0302061782045933, "drawdown": -0.022886228300400546, "net": -0.0006029061637629063 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": -0.0002173992303378114 } }, { "date": "2011-07-21", "Ensemble trend": { "equity": 1.279287062407214, "drawdown": -0.003955592933837959, "net": 0.0031492816850651195 }, "Core + trend": { "equity": 1.2123728693947864, "drawdown": 0.0, "net": 0.004204794319655036 }, "60/40 monthly": { "equity": 1.1499868981076566, "drawdown": 0.0, "net": 0.006101678059297289 }, "SPY buy & hold": { "equity": 1.0444964034592117, "drawdown": -0.009332459945689653, "net": 0.013871228455961004 }, "BIL reserve": { "equity": 1.0060034663158817, "drawdown": -0.003931538318706518, "net": 0.0 } }, { "date": "2011-07-22", "Ensemble trend": { "equity": 1.2835744561635511, "drawdown": -0.0006174566410699356, "net": 0.0033513930393931357 }, "Core + trend": { "equity": 1.2155780474540354, "drawdown": 0.0, "net": 0.002643723016376054 }, "60/40 monthly": { "equity": 1.1521879950770562, "drawdown": 0.0, "net": 0.001914019171019632 }, "SPY buy & hold": { "equity": 1.0451955436908542, "drawdown": -0.00866935040204686, "net": 0.0006693562843558265 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0002174465030402306 } }, { "date": "2011-07-25", "Ensemble trend": { "equity": 1.281359107204819, "drawdown": -0.002342312621316456, "net": -0.0017259216620387763 }, "Core + trend": { "equity": 1.2118594152233086, "drawdown": -0.0030591472415244514, "net": -0.0030591472415244514 }, "60/40 monthly": { "equity": 1.14685779226046, "drawdown": -0.004626157223795557, "net": -0.004626157223795557 }, "SPY buy & hold": { "equity": 1.0393707929667217, "drawdown": -0.01419391846393303, "net": -0.0055728813228227425 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-26", "Ensemble trend": { "equity": 1.284551186139218, "drawdown": 0.0, "net": 0.002491166540629308 }, "Core + trend": { "equity": 1.212952006202582, "drawdown": -0.0021603230306384003, "net": 0.000901582283842739 }, "60/40 monthly": { "equity": 1.146197865413371, "drawdown": -0.0051989169209183395, "net": -0.0005754216883229191 }, "SPY buy & hold": { "equity": 1.0354873164632152, "drawdown": -0.017877257249826473, "net": -0.0037363725532654213 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-27", "Ensemble trend": { "equity": 1.2715712502557999, "drawdown": -0.010104646683975371, "net": -0.010104646683975371 }, "Core + trend": { "equity": 1.1995079458199234, "drawdown": -0.013220131498565602, "net": -0.011083752954701098 }, "60/40 monthly": { "equity": 1.1313411352094487, "drawdown": -0.01809327987852649, "net": -0.012961750019107154 }, "SPY buy & hold": { "equity": 1.0142855022460493, "drawdown": -0.03798642092492055, "net": -0.020475204167234362 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-28", "Ensemble trend": { "equity": 1.2717210263007608, "drawdown": -0.009988048726200627, "net": 0.00011778816557139749 }, "Core + trend": { "equity": 1.1990833891175423, "drawdown": -0.013569394718044081, "net": -0.00035394238434249825 }, "60/40 monthly": { "equity": 1.1302691674061862, "drawdown": -0.019023655657342542, "net": -0.0009475195145838278 }, "SPY buy & hold": { "equity": 1.0113343416156018, "drawdown": -0.04078549139791399, "net": -0.0029095955960254383 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-07-29", "Ensemble trend": { "equity": 1.2784400472021629, "drawdown": -0.004757411773852582, "net": 0.005283407887771485 }, "Core + trend": { "equity": 1.2028202184995724, "drawdown": -0.010495277519352642, "net": 0.0031164049272505157 }, "60/40 monthly": { "equity": 1.1312070155605558, "drawdown": -0.018209684188817743, "net": 0.0008297564698873661 }, "SPY buy & hold": { "equity": 1.0044219019293208, "drawdown": -0.04734169359937912, "net": -0.006834969803594548 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-01", "Ensemble trend": { "equity": 1.2760828942903772, "drawdown": -0.006592412930069846, "net": -0.0018437727423701311 }, "Core + trend": { "equity": 1.2013636311805247, "drawdown": -0.011693544732304217, "net": -0.0012109767500123603 }, "60/40 monthly": { "equity": 1.1300488257800418, "drawdown": -0.019214893221946583, "net": -0.0010238530742670005 }, "SPY buy & hold": { "equity": 1.0001506500805208, "drawdown": -0.05139282345295204, "net": -0.004252447941045179 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-02", "Ensemble trend": { "equity": 1.2729929070788166, "drawdown": -0.008997912411058073, "net": -0.0024214627634194796 }, "Core + trend": { "equity": 1.1939173311054345, "drawdown": -0.017819272397990416, "net": -0.006198206672673234 }, "60/40 monthly": { "equity": 1.1173290895205785, "drawdown": -0.030254529387060858, "net": -0.011255917416385208 }, "SPY buy & hold": { "equity": 0.9745993174311011, "drawdown": -0.07562735004115062, "net": -0.025547483918910263 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-03", "Ensemble trend": { "equity": 1.2742350743083795, "drawdown": -0.008030907559117395, "net": 0.0009757848788123358 }, "Core + trend": { "equity": 1.1967126319004793, "drawdown": -0.015519707346697054, "net": 0.002341285047312791 }, "60/40 monthly": { "equity": 1.1212193566577715, "drawdown": -0.026878112384093544, "net": 0.0034817558888242672 }, "SPY buy & hold": { "equity": 0.9798806103667653, "drawdown": -0.07061823228492559, "net": 0.00541893765079271 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-04", "Ensemble trend": { "equity": 1.2612832121050015, "drawdown": -0.018113699387993787, "net": -0.01016442135718787 }, "Core + trend": { "equity": 1.1764938784338121, "drawdown": -0.03215274338170482, "net": -0.01689524529757669 }, "60/40 monthly": { "equity": 1.0968895622824806, "drawdown": -0.04799427960614833, "net": -0.021699406303344104 }, "SPY buy & hold": { "equity": 0.9339815127897846, "drawdown": -0.11415188729485015, "net": -0.04684152037644751 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-05", "Ensemble trend": { "equity": 1.2573347257610257, "drawdown": -0.021187525006296393, "net": -0.003130531117897073 }, "Core + trend": { "equity": 1.1711292994293963, "drawdown": -0.03656593512669515, "net": -0.004559801884865933 }, "60/40 monthly": { "equity": 1.090456481921572, "drawdown": -0.05357763960329709, "net": -0.005864838705841979 }, "SPY buy & hold": { "equity": 0.9325835416805843, "drawdown": -0.11547781297083315, "net": -0.0014967867030093451 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-08", "Ensemble trend": { "equity": 1.2513302785628895, "drawdown": -0.025861879179899017, "net": -0.004775535961198951 }, "Core + trend": { "equity": 1.1493188196135216, "drawdown": -0.05450841102246806, "net": -0.018623460130748448 }, "60/40 monthly": { "equity": 1.0575280341655804, "drawdown": -0.08215669779231216, "net": -0.03019693889843844 }, "SPY buy & hold": { "equity": 0.8718506837219959, "drawdown": -0.17308075999395534, "net": -0.06512323587562285 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-09", "Ensemble trend": { "equity": 1.2726506190755211, "drawdown": -0.00926437746670472, "net": 0.0170381400321562 }, "Core + trend": { "equity": 1.176323424778509, "drawdown": -0.03229296774299528, "net": 0.023496182872971838 }, "60/40 monthly": { "equity": 1.08727548318919, "drawdown": -0.056338472684333896, "net": 0.028129229734397798 }, "SPY buy & hold": { "equity": 0.912391227180634, "drawdown": -0.13462950221305447, "net": 0.04649941121290113 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-10", "Ensemble trend": { "equity": 1.2740558369643262, "drawdown": -0.008170440608471385, "net": 0.001104166271357121 }, "Core + trend": { "equity": 1.1651793589027226, "drawdown": -0.04146067680053145, "net": -0.009473641042118008 }, "60/40 monthly": { "equity": 1.0668073887079912, "drawdown": -0.07410301681137965, "net": -0.018825122793316273 }, "SPY buy & hold": { "equity": 0.8720833179937635, "drawdown": -0.17286011469447793, "net": -0.044178317355620944 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-11", "Ensemble trend": { "equity": 1.274326455074545, "drawdown": -0.007959769275838746, "net": 0.00021240678969269844 }, "Core + trend": { "equity": 1.176270707880754, "drawdown": -0.03233633550359738, "net": 0.009519005716404294 }, "60/40 monthly": { "equity": 1.0857008044082297, "drawdown": -0.05770515831869949, "net": 0.01771024076156813 }, "SPY buy & hold": { "equity": 0.9112258130046802, "drawdown": -0.13573485594238566, "net": 0.04488389377859492 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-12", "Ensemble trend": { "equity": 1.2782174404681723, "drawdown": -0.004930707113417698, "net": 0.0030533662533120953 }, "Core + trend": { "equity": 1.182235324096652, "drawdown": -0.027429520817044972, "net": 0.005070785301322767 }, "60/40 monthly": { "equity": 1.0931226285283777, "drawdown": -0.05126365384906506, "net": 0.006835975519234649 }, "SPY buy & hold": { "equity": 0.9173615419225555, "drawdown": -0.12991533616866446, "net": 0.006733488922623154 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-15", "Ensemble trend": { "equity": 1.2862830801883658, "drawdown": 0.0, "net": 0.006310068588361029 }, "Core + trend": { "equity": 1.192484154383229, "drawdown": -0.018998280792562272, "net": 0.0086690272889689 }, "60/40 monthly": { "equity": 1.104253003310231, "drawdown": -0.041603446635129604, "net": 0.010182183125087674 }, "SPY buy & hold": { "equity": 0.9367773003311421, "drawdown": -0.111500182648536, "net": 0.021164783480999372 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-16", "Ensemble trend": { "equity": 1.2891568644349687, "drawdown": 0.0, "net": 0.002234177134773585 }, "Core + trend": { "equity": 1.19202607609798, "drawdown": -0.019375120672328494, "net": -0.00038413783828095127 }, "60/40 monthly": { "equity": 1.101141285949972, "drawdown": -0.044304149448866736, "net": -0.0028179387793655364 }, "SPY buy & hold": { "equity": 0.9287777130523617, "drawdown": -0.11908750551980019, "net": -0.008539476005612778 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-17", "Ensemble trend": { "equity": 1.2947306861002847, "drawdown": 0.0, "net": 0.0043236178769903155 }, "Core + trend": { "equity": 1.1967353009922568, "drawdown": -0.015501058530337786, "net": 0.003950605602263346 }, "60/40 monthly": { "equity": 1.104941391167315, "drawdown": -0.04100598523123955, "net": 0.003451060518600446 }, "SPY buy & hold": { "equity": 0.9293992054087201, "drawdown": -0.11849804221308402, "net": 0.0006691508071570151 }, "BIL reserve": { "equity": 1.0062222182516785, "drawdown": -0.003714946714925227, "net": 0.0 } }, { "date": "2011-08-18", "Ensemble trend": { "equity": 1.2886014026065236, "drawdown": -0.0047340219549615314, "net": -0.0047340219549615314 }, "Core + trend": { "equity": 1.180032244867573, "drawdown": -0.029241892497903543, "net": -0.013957185110888393 }, "60/40 monthly": { "equity": 1.0808186542233367, "drawdown": -0.061942444426307586, "net": -0.02183168911655453 }, "SPY buy & hold": { "equity": 0.8893249358943931, "drawdown": -0.1565070558082965, "net": -0.043118467587567655 }, "BIL reserve": { "equity": 1.0057837683121262, "drawdown": -0.004149066647347821, "net": -0.00043573867839441505 } }, { "date": "2011-08-19", "Ensemble trend": { "equity": 1.2883646974247511, "drawdown": -0.004916843899566259, "net": -0.00018369154440889268 }, "Core + trend": { "equity": 1.1747005885048338, "drawdown": -0.03362800030390256, "net": -0.0045182293839245435 }, "60/40 monthly": { "equity": 1.071673619137601, "drawdown": -0.06987954768099314, "net": -0.008461211369734545 }, "SPY buy & hold": { "equity": 0.8748016123368799, "drawdown": -0.17028190957943856, "net": -0.016330727916570975 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714925116, "net": 0.00043592862935937227 } }, { "date": "2011-08-22", "Ensemble trend": { "equity": 1.29550670335411, "drawdown": 0.0, "net": 0.005543466026067367 }, "Core + trend": { "equity": 1.1779262231151717, "drawdown": -0.030974419468765113, "net": 0.002745920655784495 }, "60/40 monthly": { "equity": 1.0712447442220563, "drawdown": -0.07025177419036255, "net": -0.0004001917261805543 }, "SPY buy & hold": { "equity": 0.8755008299070437, "drawdown": -0.16961872668297018, "net": 0.0007992870158251009 }, "BIL reserve": { "equity": 1.0057837683121265, "drawdown": -0.004149066647347599, "net": -0.00043573867839441505 } }, { "date": "2011-08-23", "Ensemble trend": { "equity": 1.2917911036582606, "drawdown": -0.0028680667465706966, "net": -0.0028680667465706966 }, "Core + trend": { "equity": 1.185955262449363, "drawdown": -0.02436929908919938, "net": 0.006816249758798687 }, "60/40 monthly": { "equity": 1.0884397147076799, "drawdown": -0.055328019942711526, "net": 0.016051393090484423 }, "SPY buy & hold": { "equity": 0.9043138373495268, "drawdown": -0.1422906180268968, "net": 0.03291031425469049 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.00043592862935937227 } }, { "date": "2011-08-24", "Ensemble trend": { "equity": 1.2774305224772913, "drawdown": -0.013952981354723115, "net": -0.011116798327764577 }, "Core + trend": { "equity": 1.1811049940841252, "drawdown": -0.028359391190152072, "net": -0.004089756602808525 }, "60/40 monthly": { "equity": 1.0916934071918893, "drawdown": -0.052504094942527946, "net": 0.002989318048802758 }, "SPY buy & hold": { "equity": 0.9170509504214187, "drawdown": -0.1302099211163712, "net": 0.014084837084018753 }, "BIL reserve": { "equity": 1.0062222182516787, "drawdown": -0.003714946714924894, "net": 0.0 } }, { "date": "2011-08-25", "Ensemble trend": { "equity": 1.2761456104528968, "drawdown": -0.014944803335318002, "net": -0.001005856680097783 }, "Core + trend": { "equity": 1.176806074109653, "drawdown": -0.03189591439693085, "net": -0.0036397441345218384 }, "60/40 monthly": { "equity": 1.0853553564546254, "drawdown": -0.05800497740645272, "net": -0.005805705792038318 }, "SPY buy & hold": { "equity": 0.9030713166679372, "drawdown": -0.14346910452337513, "net": -0.015244118930422879 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00043573867839441505 } }, { "date": "2011-08-26", "Ensemble trend": { "equity": 1.291153245903408, "drawdown": -0.003360428347789046, "net": 0.011760127784466112 }, "Core + trend": { "equity": 1.1897843266642383, "drawdown": -0.021219304547183016, "net": 0.011028369788458336 }, "60/40 monthly": { "equity": 1.0956399644667998, "drawdown": -0.049078822945446854, "net": 0.009475797904356043 }, "SPY buy & hold": { "equity": 0.9161963597621654, "drawdown": -0.13102046983951854, "net": 0.014533783602667993 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.00043592862935937227 } }, { "date": "2011-08-29", "Ensemble trend": { "equity": 1.2906467893018407, "drawdown": -0.0037513615635386133, "net": -0.00039225134829989905 }, "Core + trend": { "equity": 1.197777643746748, "drawdown": -0.014643571216648277, "net": 0.006718290788819248 }, "60/40 monthly": { "equity": 1.1099581338349114, "drawdown": -0.03665188443429357, "net": 0.01306831608235437 }, "SPY buy & hold": { "equity": 0.9425243258414695, "drawdown": -0.10604933417640172, "net": 0.02873616097551257 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.0 } }, { "date": "2011-08-30", "Ensemble trend": { "equity": 1.3032255064936418, "drawdown": 0.0, "net": 0.009746057012705478 }, "Core + trend": { "equity": 1.2065424529723787, "drawdown": -0.007433166879396325, "net": 0.007317559541530461 }, "60/40 monthly": { "equity": 1.114951452196667, "drawdown": -0.03231811391846584, "net": 0.0044986546875454 }, "SPY buy & hold": { "equity": 0.9450097538972544, "drawdown": -0.10369199441931709, "net": 0.002636990884628876 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.0 } }, { "date": "2011-08-31", "Ensemble trend": { "equity": 1.30276521061747, "drawdown": -0.00035319741201977894, "net": -0.00035319741201977894 }, "Core + trend": { "equity": 1.206960836145245, "drawdown": -0.007088982337940863, "net": 0.00034676208187756075 }, "60/40 monthly": { "equity": 1.1160010876936746, "drawdown": -0.03140712065912599, "net": 0.0009414181172995306 }, "SPY buy & hold": { "equity": 0.9492035125478128, "drawdown": -0.0997143640970195, "net": 0.004437794036795006 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.0 } }, { "date": "2011-09-01", "Ensemble trend": { "equity": 1.304180749663985, "drawdown": 0.0, "net": 0.0010865649734721483 }, "Core + trend": { "equity": 1.205943159198707, "drawdown": -0.007926178228957026, "net": -0.0008431731304456846 }, "60/40 monthly": { "equity": 1.1132481492179838, "drawdown": -0.03379643428455281, "net": -0.002466788344606341 }, "SPY buy & hold": { "equity": 0.9392625737098846, "drawdown": -0.10914298959710256, "net": -0.010472926729111043 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.0 } }, { "date": "2011-09-02", "Ensemble trend": { "equity": 1.310101752607778, "drawdown": 0.0, "net": 0.004540017129771812 }, "Core + trend": { "equity": 1.2021128800022927, "drawdown": -0.011077172280253733, "net": -0.003176168932339629 }, "60/40 monthly": { "equity": 1.1017072238578287, "drawdown": -0.04381296406047974, "net": -0.010366893821707301 }, "SPY buy & hold": { "equity": 0.9152641212276275, "drawdown": -0.13190466479959295, "net": -0.02555031271763386 }, "BIL reserve": { "equity": 1.006222218251679, "drawdown": -0.003714946714924783, "net": 0.0 } }, { "date": "2011-09-06", "Ensemble trend": { "equity": 1.3075859776286936, "drawdown": -0.0019202897592319745, "net": -0.0019202897592319745 }, "Core + trend": { "equity": 1.198392519611994, "drawdown": -0.014137741198959386, "net": -0.0030948511177183446 }, "60/40 monthly": { "equity": 1.0974737379403998, "drawdown": -0.047487265420602665, "net": -0.003842659670147741 }, "SPY buy & hold": { "equity": 0.9085850118598053, "drawdown": -0.1382395615261497, "net": -0.007297466614187287 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": -0.0002173992303378114 } }, { "date": "2011-09-07", "Ensemble trend": { "equity": 1.301855054480755, "drawdown": -0.00629470047697267, "net": -0.004382827015575241 }, "Core + trend": { "equity": 1.20528809633974, "drawdown": -0.008465068233049267, "net": 0.005754021837501844 }, "60/40 monthly": { "equity": 1.1136225668277004, "drawdown": -0.03347147202898637, "net": 0.014714546990078015 }, "SPY buy & hold": { "equity": 0.9342141470615518, "drawdown": -0.11393124199537308, "net": 0.028207745964557995 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-09-08", "Ensemble trend": { "equity": 1.3077348702138158, "drawdown": -0.0018066401248992836, "net": 0.004516490305755294 }, "Core + trend": { "equity": 1.2047882952179405, "drawdown": -0.008876231566285142, "net": -0.0004146735733284723 }, "60/40 monthly": { "equity": 1.1087613970159231, "drawdown": -0.037690548978709604, "net": -0.004365186156046641 }, "SPY buy & hold": { "equity": 0.9245066158806037, "drawdown": -0.12313848866772215, "net": -0.01039111986420016 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-09-09", "Ensemble trend": { "equity": 1.3038577439228323, "drawdown": -0.004766048646616117, "net": -0.002964764784737839 }, "Core + trend": { "equity": 1.1938170752923343, "drawdown": -0.017901748231862524, "net": -0.009106346707677626 }, "60/40 monthly": { "equity": 1.0934119377076346, "drawdown": -0.05101255838504959, "net": -0.013843789429898612 }, "SPY buy & hold": { "equity": 0.9002754517880576, "drawdown": -0.14612088252251576, "net": -0.026209833089691492 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-09-12", "Ensemble trend": { "equity": 1.2971189183435463, "drawdown": -0.009909790776471472, "net": -0.005168374855842206 }, "Core + trend": { "equity": 1.192239031667219, "drawdown": -0.019199931946532578, "net": -0.0013218470884485134 }, "60/40 monthly": { "equity": 1.0962691614419515, "drawdown": -0.04853273413195458, "net": 0.002613126522385878 }, "SPY buy & hold": { "equity": 0.9060999704966264, "drawdown": -0.14059653451910636, "net": 0.006469707351234089 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-09-13", "Ensemble trend": { "equity": 1.2990678851246074, "drawdown": -0.008422145425885819, "net": 0.0015025351596520409 }, "Core + trend": { "equity": 1.19574096364589, "drawdown": -0.016319054008661293, "net": 0.0029372733870103307 }, "60/40 monthly": { "equity": 1.1009640699237737, "drawdown": -0.04445795770494598, "net": 0.004282623872815083 }, "SPY buy & hold": { "equity": 0.9144101492765436, "drawdown": -0.13271462670013545, "net": 0.009171370765372222 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-09-14", "Ensemble trend": { "equity": 1.2991363711295614, "drawdown": -0.008369870093212106, "net": 5.271934264428069e-05 }, "Core + trend": { "equity": 1.2008440660699842, "drawdown": -0.012120966987607784, "net": 0.004267732376195044 }, "60/40 monthly": { "equity": 1.1103596187010834, "drawdown": -0.0363034301300591, "net": 0.008533928612184605 }, "SPY buy & hold": { "equity": 0.9270693824575876, "drawdown": -0.12070779608501359, "net": 0.013844152091990303 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-09-15", "Ensemble trend": { "equity": 1.2944528121998544, "drawdown": -0.011944828237023586, "net": -0.003605132635640662 }, "Core + trend": { "equity": 1.2035489059577877, "drawdown": -0.009895819952854712, "net": 0.00225244889343168 }, "60/40 monthly": { "equity": 1.1186253576056322, "drawdown": -0.029129480271298247, "net": 0.0074441998478098625 }, "SPY buy & hold": { "equity": 0.9430680156455007, "drawdown": -0.10553366381226414, "net": 0.01725721234100286 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-09-16", "Ensemble trend": { "equity": 1.2980526949263471, "drawdown": -0.009197039586770317, "net": 0.0027810073048355477 }, "Core + trend": { "equity": 1.2078983176256686, "drawdown": -0.006317759558468139, "net": 0.003613822127501942 }, "60/40 monthly": { "equity": 1.1234991242206378, "drawdown": -0.024899470380699174, "net": 0.004356924846972365 }, "SPY buy & hold": { "equity": 0.9486493820434188, "drawdown": -0.10023993709261714, "net": 0.005918307381146626 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-09-19", "Ensemble trend": { "equity": 1.2954003818084818, "drawdown": -0.011221548837739515, "net": -0.002043301576455603 }, "Core + trend": { "equity": 1.2042120769272557, "drawdown": -0.009350259780180337, "net": -0.0030517806380082613 }, "60/40 monthly": { "equity": 1.1202609078576808, "drawdown": -0.027709963439811802, "net": -0.002882259801673781 }, "SPY buy & hold": { "equity": 0.9392037190952519, "drawdown": -0.10919881109740259, "net": -0.009956958942850536 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-09-20", "Ensemble trend": { "equity": 1.2990913176111376, "drawdown": -0.008404259420860982, "net": 0.0028492625557998696 }, "Core + trend": { "equity": 1.205634033528183, "drawdown": -0.008180481661938188, "net": 0.0011808190834254884 }, "60/40 monthly": { "equity": 1.1200618351313572, "drawdown": -0.027882741430186764, "net": -0.00017770210932765984 }, "SPY buy & hold": { "equity": 0.9381107711136619, "drawdown": -0.11023543322912388, "net": -0.0011636963944764434 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-09-21", "Ensemble trend": { "equity": 1.293413907388004, "drawdown": -0.012737823750374022, "net": -0.004370293409068138 }, "Core + trend": { "equity": 1.1923374439867924, "drawdown": -0.019118972669767476, "net": -0.011028711177370587 }, "60/40 monthly": { "equity": 1.1020008902675895, "drawdown": -0.04355808689545504, "net": -0.016124953370676653 }, "SPY buy & hold": { "equity": 0.9104757066875668, "drawdown": -0.13644630499811516, "net": -0.02945821034896401 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-09-22", "Ensemble trend": { "equity": 1.2856678456279045, "drawdown": -0.018650388743650992, "net": -0.005988849907870852 }, "Core + trend": { "equity": 1.1779321460097383, "drawdown": -0.030969546976555296, "net": -0.012081561348008418 }, "60/40 monthly": { "equity": 1.084877494595483, "drawdown": -0.058419720366094774, "net": -0.015538459018802131 }, "SPY buy & hold": { "equity": 0.8810452284918279, "drawdown": -0.16436006261397207, "net": -0.032324287160621856 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-09-23", "Ensemble trend": { "equity": 1.2713455381406997, "drawdown": -0.02958259874848146, "net": -0.011139974866688718 }, "Core + trend": { "equity": 1.171960291663201, "drawdown": -0.035882316139378645, "net": -0.0050697778872637045 }, "60/40 monthly": { "equity": 1.0850012708270005, "drawdown": -0.0583122932517296, "net": 0.00011409235801629336 }, "SPY buy & hold": { "equity": 0.8863534352328695, "drawdown": -0.1593254180744298, "net": 0.006024896985286743 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-09-26", "Ensemble trend": { "equity": 1.2693229241611532, "drawdown": -0.03112645896813282, "net": -0.0015909238825069227 }, "Core + trend": { "equity": 1.1786439624602705, "drawdown": -0.03038396841002633, "net": 0.005702984004333667 }, "60/40 monthly": { "equity": 1.098368876037542, "drawdown": -0.046710362605292266, "net": 0.012320359035480788 }, "SPY buy & hold": { "equity": 0.9074310437849892, "drawdown": -0.13933405903728835, "net": 0.023780139743670103 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-09-27", "Ensemble trend": { "equity": 1.2729431789293641, "drawdown": -0.028363120348819604, "net": 0.00285211485532999 }, "Core + trend": { "equity": 1.1833705984470857, "drawdown": -0.02649558296516341, "net": 0.004010232213762732 }, "60/40 monthly": { "equity": 1.1027469949749673, "drawdown": -0.042910532233745635, "net": 0.003986018752843545 }, "SPY buy & hold": { "equity": 0.9175795592138163, "drawdown": -0.12970855455323016, "net": 0.011183786909577886 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-09-28", "Ensemble trend": { "equity": 1.2639499324170689, "drawdown": -0.035227660827751084, "net": -0.0070649237618438665 }, "Core + trend": { "equity": 1.1712554284187022, "drawdown": -0.03646217462396972, "net": -0.010237849448247238 }, "60/40 monthly": { "equity": 1.089300487524044, "drawdown": -0.05458094323297169, "net": -0.012193646876570097 }, "SPY buy & hold": { "equity": 0.8988439157606568, "drawdown": -0.14747864332481952, "net": -0.020418549285483367 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-09-29", "Ensemble trend": { "equity": 1.2679090548394998, "drawdown": -0.032205664700694414, "net": 0.0031323411797332668 }, "Core + trend": { "equity": 1.176163537355304, "drawdown": -0.03242449975242889, "net": 0.004190468464447816 }, "60/40 monthly": { "equity": 1.094431054558711, "drawdown": -0.05012805268334908, "net": 0.00470996487509967 }, "SPY buy & hold": { "equity": 0.9059480003024696, "drawdown": -0.14074067282145786, "net": 0.007903579717509546 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-09-30", "Ensemble trend": { "equity": 1.266256234731226, "drawdown": -0.03346726144688905, "net": -0.0013035793868378942 }, "Core + trend": { "equity": 1.1669355318440695, "drawdown": -0.04001595431230853, "net": -0.007845852399050224 }, "60/40 monthly": { "equity": 1.0808633136811685, "drawdown": -0.061903683861171954, "net": -0.012397072269676457 }, "SPY buy & hold": { "equity": 0.8833086949917706, "drawdown": -0.16221324546642868, "net": -0.024989629982228978 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-03", "Ensemble trend": { "equity": 1.2710302033168706, "drawdown": -0.029823293658782557, "net": 0.0037701441893851495 }, "Core + trend": { "equity": 1.161021659600375, "drawdown": -0.04488102427312335, "net": -0.005067865432419438 }, "60/40 monthly": { "equity": 1.06681141569263, "drawdown": -0.07409952173535395, "net": -0.013000624418161633 }, "SPY buy & hold": { "equity": 0.8581719741545007, "drawdown": -0.18605452755645602, "net": -0.028457458847389705 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-04", "Ensemble trend": { "equity": 1.2665634774150394, "drawdown": -0.03323274326293746, "net": -0.003514256301836771 }, "Core + trend": { "equity": 1.1654360864433095, "drawdown": -0.04124947889256925, "net": 0.0038021916356445473 }, "60/40 monthly": { "equity": 1.0781174253259456, "drawdown": -0.06428687858890325, "net": 0.010597945866538172 }, "SPY buy & hold": { "equity": 0.8769856521755505, "drawdown": -0.16821042578381162, "net": 0.021922969506881884 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-05", "Ensemble trend": { "equity": 1.2667050313566084, "drawdown": -0.03312469521148853, "net": 0.00011176221649611406 }, "Core + trend": { "equity": 1.1709632010720838, "drawdown": -0.036702576585185054, "net": 0.004742529164033282 }, "60/40 monthly": { "equity": 1.087985404884949, "drawdown": -0.05572232176209513, "net": 0.009152972883283317 }, "SPY buy & hold": { "equity": 0.8932231840554482, "drawdown": -0.15280970663270932, "net": 0.018515162522461992 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-06", "Ensemble trend": { "equity": 1.264247280264934, "drawdown": -0.03500069536703543, "net": -0.0019402710424558656 }, "Core + trend": { "equity": 1.1746017966862061, "drawdown": -0.033709271777037975, "net": 0.0031073526570186694 }, "60/40 monthly": { "equity": 1.0965724091454643, "drawdown": -0.04826954122870586, "net": 0.007892573027138194 }, "SPY buy & hold": { "equity": 0.9093826813674558, "drawdown": -0.13748300048266182, "net": 0.018091220201696512 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-07", "Ensemble trend": { "equity": 1.2599478324504283, "drawdown": -0.03828246169239713, "net": -0.0034007965701176035 }, "Core + trend": { "equity": 1.1689585354721823, "drawdown": -0.038351722523695786, "net": -0.004804403696592963 }, "60/40 monthly": { "equity": 1.0898939386141797, "drawdown": -0.05406587877068647, "net": -0.006090314215081327 }, "SPY buy & hold": { "equity": 0.9032934329008215, "drawdown": -0.14325843520818282, "net": -0.006696024227641706 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-10-10", "Ensemble trend": { "equity": 1.2596395884183689, "drawdown": -0.038517744204954574, "net": -0.00024464824980885425 }, "Core + trend": { "equity": 1.1783575143829825, "drawdown": -0.030619616032890207, "net": 0.008040472459533099 }, "60/40 monthly": { "equity": 1.1071076571201912, "drawdown": -0.03912585285515835, "net": 0.01579393911291893 }, "SPY buy & hold": { "equity": 0.9335049528221533, "drawdown": -0.11460388740634708, "net": 0.03344596431340263 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-11", "Ensemble trend": { "equity": 1.259952994453547, "drawdown": -0.03827852153804778, "net": 0.0002488061172891687 }, "Core + trend": { "equity": 1.1796551962917443, "drawdown": -0.02955207297263185, "net": 0.001101263320276269 }, "60/40 monthly": { "equity": 1.1092208712930125, "drawdown": -0.03729176485749619, "net": 0.0019087702620703695 }, "SPY buy & hold": { "equity": 0.9344417543294418, "drawdown": -0.113715364629561, "net": 0.001003531373300559 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-10-12", "Ensemble trend": { "equity": 1.2595764980465898, "drawdown": -0.038565901053576046, "net": -0.000298817819882613 }, "Core + trend": { "equity": 1.1819472431141758, "drawdown": -0.02766651175570145, "net": 0.0019429803129222822 }, "60/40 monthly": { "equity": 1.113661836094034, "drawdown": -0.03343738968608645, "net": 0.0040036794437923184 }, "SPY buy & hold": { "equity": 0.9426384774987596, "drawdown": -0.10594106540578063, "net": 0.008771786075847832 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-13", "Ensemble trend": { "equity": 1.2605138581007083, "drawdown": -0.037850414602044746, "net": 0.0007441866814537068 }, "Core + trend": { "equity": 1.182571413407737, "drawdown": -0.027153035640475, "net": 0.0005280864244978645 }, "60/40 monthly": { "equity": 1.1140407279516698, "drawdown": -0.0331085441684672, "net": 0.0003402216412162762 }, "SPY buy & hold": { "equity": 0.9407650291612255, "drawdown": -0.10771796425370106, "net": -0.001987451586429101 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-10-14", "Ensemble trend": { "equity": 1.259254865687548, "drawdown": -0.038811402869295075, "net": -0.000998792996260378 }, "Core + trend": { "equity": 1.1872348344649022, "drawdown": -0.02331665420290918, "net": 0.003943458301369551 }, "60/40 monthly": { "equity": 1.1235009906031004, "drawdown": -0.024897850521378828, "net": 0.00849184631591049 }, "SPY buy & hold": { "equity": 0.956846569243864, "drawdown": -0.09246519775188278, "net": 0.017094109139002223 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-17", "Ensemble trend": { "equity": 1.2616179510164893, "drawdown": -0.037007661042190776, "net": 0.0018765743086097686 }, "Core + trend": { "equity": 1.182575961965247, "drawdown": -0.027149293751980497, "net": -0.003924137301576813 }, "60/40 monthly": { "equity": 1.1131380851135535, "drawdown": -0.03389196045293896, "net": -0.009223761773439976 }, "SPY buy & hold": { "equity": 0.9385791331980461, "drawdown": -0.10979120851714319, "net": -0.01909129073875826 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-10-18", "Ensemble trend": { "equity": 1.2601698453131527, "drawdown": -0.03811299938744073, "net": -0.001147816343426089 }, "Core + trend": { "equity": 1.188971378662354, "drawdown": -0.021888079377056613, "net": 0.005408038809176174 }, "60/40 monthly": { "equity": 1.1259222854615583, "drawdown": -0.0227963750080048, "net": 0.011484828808728365 }, "SPY buy & hold": { "equity": 0.9569244491347121, "drawdown": -0.09239133145647904, "net": 0.019545838265290882 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-10-19", "Ensemble trend": { "equity": 1.2584244646401177, "drawdown": -0.03944524756553902, "net": -0.0013850360564701125 }, "Core + trend": { "equity": 1.1840256885739107, "drawdown": -0.02595667052906181, "net": -0.00415963763064453 }, "60/40 monthly": { "equity": 1.1184236168196446, "drawdown": -0.029304573907796505, "net": -0.006660023288232231 }, "SPY buy & hold": { "equity": 0.9456048738178838, "drawdown": -0.1031275444261388, "net": -0.011829121230065631 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-20", "Ensemble trend": { "equity": 1.2546464584040251, "drawdown": -0.04232899779987942, "net": -0.0030021716378287877 }, "Core + trend": { "equity": 1.1834590709434094, "drawdown": -0.026422800722584183, "net": -0.00047855180505729233 }, "60/40 monthly": { "equity": 1.120524186923954, "drawdown": -0.027481459873208047, "net": 0.0018781524931335003 }, "SPY buy & hold": { "equity": 0.9497424073635301, "drawdown": -0.09920324160807015, "net": 0.004375541687873241 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-21", "Ensemble trend": { "equity": 1.2558402851479102, "drawdown": -0.041417750454771585, "net": 0.0009515244201969697 }, "Core + trend": { "equity": 1.190761314784885, "drawdown": -0.020415581476753153, "net": 0.006170254654987328 }, "60/40 monthly": { "equity": 1.132745102193394, "drawdown": -0.016874757389189532, "net": 0.010906427020543674 }, "SPY buy & hold": { "equity": 0.9677753530130718, "drawdown": -0.08209963661010211, "net": 0.01898719643318958 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-24", "Ensemble trend": { "equity": 1.257531597785381, "drawdown": -0.04012677238066076, "net": 0.001346757750545935 }, "Core + trend": { "equity": 1.1961533963380147, "drawdown": -0.015979764653289652, "net": 0.0045282639653974055 }, "60/40 monthly": { "equity": 1.1411038074630533, "drawdown": -0.009620120728007997, "net": 0.007379158164951605 }, "SPY buy & hold": { "equity": 0.9796414796592164, "drawdown": -0.070845039221756, "net": 0.012261240802631024 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-10-25", "Ensemble trend": { "equity": 1.2679979911552814, "drawdown": -0.03213777965618958, "net": 0.008322966507030571 }, "Core + trend": { "equity": 1.195382045593454, "drawdown": -0.016614319337932115, "net": -0.0006448593858630058 }, "60/40 monthly": { "equity": 1.1310644771331981, "drawdown": -0.01833339527413247, "net": -0.008797911517073098 }, "SPY buy & hold": { "equity": 0.960593620595975, "drawdown": -0.0889112533503904, "net": -0.019443704108841553 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-10-26", "Ensemble trend": { "equity": 1.2665156202355585, "drawdown": -0.0332692726236421, "net": -0.0011690640916334205 }, "Core + trend": { "equity": 1.1968453261031342, "drawdown": -0.015410545945721887, "net": 0.0012241111660278303 }, "60/40 monthly": { "equity": 1.1349017956389587, "drawdown": -0.01500293312545864, "net": 0.003392661146503828 }, "SPY buy & hold": { "equity": 0.970351963185351, "drawdown": -0.07965581387160625, "net": 0.010158658542122945 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-10-27", "Ensemble trend": { "equity": 1.2629396423517953, "drawdown": -0.03599881471962452, "net": -0.00282347712624198 }, "Core + trend": { "equity": 1.205832055081912, "drawdown": -0.008017578461980257, "net": 0.007508680347224184 }, "60/40 monthly": { "equity": 1.154075251109969, "drawdown": 0.0, "net": 0.016894374072441654 }, "SPY buy & hold": { "equity": 1.0041540012918857, "drawdown": -0.04759578778734164, "net": 0.034834822197477244 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-10-28", "Ensemble trend": { "equity": 1.266102483159437, "drawdown": -0.03358461994326767, "net": 0.002504348348549623 }, "Core + trend": { "equity": 1.208592416123286, "drawdown": -0.005746756734691383, "net": 0.002289175370434604 }, "60/40 monthly": { "equity": 1.1564832472209832, "drawdown": 0.0, "net": 0.0020865156831828546 }, "SPY buy & hold": { "equity": 1.0039197429111728, "drawdown": -0.04781797349615735, "net": -0.0002332892966732114 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-10-31", "Ensemble trend": { "equity": 1.2699317903293044, "drawdown": -0.030661711732325125, "net": 0.0030244843689997136 }, "Core + trend": { "equity": 1.203852048926006, "drawdown": -0.009646438213152031, "net": -0.0039222215314614894 }, "60/40 monthly": { "equity": 1.1447929237897854, "drawdown": -0.010108510831687068, "net": -0.010108510831687068 }, "SPY buy & hold": { "equity": 0.9797195915656276, "drawdown": -0.07077095286787571, "net": -0.024105663342539163 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-11-01", "Ensemble trend": { "equity": 1.27646719650102, "drawdown": -0.02567323953258438, "net": 0.005146265509284431 }, "Core + trend": { "equity": 1.1988077179475312, "drawdown": -0.013796176676297178, "net": -0.004190158568883162 }, "60/40 monthly": { "equity": 1.1303044404674005, "drawdown": -0.02263656375177947, "net": -0.012655986092595106 }, "SPY buy & hold": { "equity": 0.9523968200881355, "drawdown": -0.09668562592699659, "net": -0.02788835878419993 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00043675553983324455 } }, { "date": "2011-11-02", "Ensemble trend": { "equity": 1.2772350222897775, "drawdown": -0.02508715849939047, "net": 0.0006015241056427367 }, "Core + trend": { "equity": 1.2047935462144028, "drawdown": -0.008871911813659539, "net": 0.004993151259586437 }, "60/40 monthly": { "equity": 1.1404656214890985, "drawdown": -0.01385028773255026, "net": 0.008989773602496198 }, "SPY buy & hold": { "equity": 0.9679314221488523, "drawdown": -0.08195161060799239, "net": 0.01631106040366581 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-11-03", "Ensemble trend": { "equity": 1.2786578179689645, "drawdown": -0.024001139282673223, "net": 0.001113965444383469 }, "Core + trend": { "equity": 1.2110936642844192, "drawdown": -0.0036890952242913944, "net": 0.005229209676473001 }, "60/40 monthly": { "equity": 1.1511333904610292, "drawdown": -0.004625969959192733, "net": 0.009353871586240237 }, "SPY buy & hold": { "equity": 0.9855742722974643, "drawdown": -0.0652179972624728, "net": 0.018227376180684596 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-11-04", "Ensemble trend": { "equity": 1.279013678432864, "drawdown": -0.023729511171962536, "net": 0.00027830781535032045 }, "Core + trend": { "equity": 1.2096633779470358, "drawdown": -0.004865725832567835, "net": -0.0011809873831917228 }, "60/40 monthly": { "equity": 1.1481043507572701, "drawdown": -0.007245151612742751, "net": -0.0026313542191195305 }, "SPY buy & hold": { "equity": 0.9795636771068896, "drawdown": -0.07091883216433403, "net": -0.006098571522736074 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0002182732329276682 } }, { "date": "2011-11-07", "Ensemble trend": { "equity": 1.2852713441751753, "drawdown": -0.018953038100420372, "net": 0.004892571399219614 }, "Core + trend": { "equity": 1.2151513735683253, "drawdown": -0.0003510049285635475, "net": 0.0045367957080781895 }, "60/40 monthly": { "equity": 1.1530100989803533, "drawdown": -0.003003198056673706, "net": 0.004272911447332772 }, "SPY buy & hold": { "equity": 0.9856526935579605, "drawdown": -0.06514361749728992, "net": 0.006216049648813504 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-11-08", "Ensemble trend": { "equity": 1.2814220113396364, "drawdown": -0.021891231891762786, "net": -0.0029949573317603617 }, "Core + trend": { "equity": 1.2171607761299608, "drawdown": 0.0, "net": 0.001653623248381475 }, "60/40 monthly": { "equity": 1.160153650592208, "drawdown": 0.0, "net": 0.006195567253202583 }, "SPY buy & hold": { "equity": 0.9982993205600492, "drawdown": -0.053148743392744446, "net": 0.012830713175893349 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-09", "Ensemble trend": { "equity": 1.2828960661002737, "drawdown": -0.020766086644301462, "net": 0.001150327329789258 }, "Core + trend": { "equity": 1.2057999207953876, "drawdown": -0.009333898657739925, "net": -0.009333898657739925 }, "60/40 monthly": { "equity": 1.1374369643749773, "drawdown": -0.01958075657102376, "net": -0.01958075657102376 }, "SPY buy & hold": { "equity": 0.9614521555198091, "drawdown": -0.08809696363313646, "net": -0.03690993701124501 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-11-10", "Ensemble trend": { "equity": 1.2795147042791002, "drawdown": -0.02334707839890593, "net": -0.0026357254578325273 }, "Core + trend": { "equity": 1.2065540239985553, "drawdown": -0.00871433941958788, "net": 0.0006253966268883193 }, "60/40 monthly": { "equity": 1.1418182309260339, "drawdown": -0.01580430286696477, "net": 0.003851876357354067 }, "SPY buy & hold": { "equity": 0.9705077229670462, "drawdown": -0.07950808128079945, "net": 0.009418635545459075 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-11-11", "Ensemble trend": { "equity": 1.2812148791598443, "drawdown": -0.022049335779021684, "net": 0.001328765410087307 }, "Core + trend": { "equity": 1.2132443953339167, "drawdown": -0.003217636382020439, "net": 0.005545024261068399 }, "60/40 monthly": { "equity": 1.1529794493285248, "drawdown": -0.006183837166758965, "net": 0.009774952002157944 }, "SPY buy & hold": { "equity": 0.9887752363513859, "drawdown": -0.06218199716271322, "net": 0.018822635773048768 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-11-14", "Ensemble trend": { "equity": 1.2833224991280225, "drawdown": -0.020440590531575875, "net": 0.0016450167746726585 }, "Core + trend": { "equity": 1.21211135425577, "drawdown": -0.004148524971570033, "net": -0.0009338935193142772 }, "60/40 monthly": { "equity": 1.1489649609064885, "drawdown": -0.009644144704460733, "net": -0.003481838661022363 }, "SPY buy & hold": { "equity": 0.9794073759555454, "drawdown": -0.07106707822492087, "net": -0.009474206120299034 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-11-15", "Ensemble trend": { "equity": 1.2828672503670089, "drawdown": -0.020788081678814962, "net": -0.0003547422891150287 }, "Core + trend": { "equity": 1.2134378002826356, "drawdown": -0.0030587379418868244, "net": 0.0010943268720389199 }, "60/40 monthly": { "equity": 1.1518677546815157, "drawdown": -0.007142067696345844, "net": 0.002526442384054084 }, "SPY buy & hold": { "equity": 0.9842472206122037, "drawdown": -0.06647665839735861, "net": 0.004941605276288952 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-11-16", "Ensemble trend": { "equity": 1.2820033844678045, "drawdown": -0.021447470079360764, "net": -0.0006733868207776661 }, "Core + trend": { "equity": 1.2079206483507139, "drawdown": -0.007591542514725491, "net": -0.004546711772648426 }, "60/40 monthly": { "equity": 1.1422007090455175, "drawdown": -0.015474624018574024, "net": -0.008392496097497815 }, "SPY buy & hold": { "equity": 0.9686342746295121, "drawdown": -0.08128498012871999, "net": -0.015862829638452314 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-11-17", "Ensemble trend": { "equity": 1.2768636358317422, "drawdown": -0.025370637593511214, "net": -0.004009153718573022 }, "Core + trend": { "equity": 1.2001385998349927, "drawdown": -0.013985150219095188, "net": -0.006442516341074733 }, "60/40 monthly": { "equity": 1.131982914404589, "drawdown": -0.024281901085463242, "net": -0.008945708543174558 }, "SPY buy & hold": { "equity": 0.9532553550119699, "drawdown": -0.09587133620974253, "net": -0.01587691042981554 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-18", "Ensemble trend": { "equity": 1.2755373893631126, "drawdown": -0.02638296084702174, "net": -0.0010386751031294938 }, "Core + trend": { "equity": 1.1982420846169328, "drawdown": -0.015543297059884775, "net": -0.001580246830091725 }, "60/40 monthly": { "equity": 1.1295998141555406, "drawdown": -0.026336025767854876, "net": -0.002105244009183438 }, "SPY buy & hold": { "equity": 0.95224106030644, "drawdown": -0.09683335851780384, "net": -0.0010640325283222118 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-21", "Ensemble trend": { "equity": 1.2710902118313374, "drawdown": -0.029777489190276674, "net": -0.0034865128759539177 }, "Core + trend": { "equity": 1.1899121697191557, "drawdown": -0.022387023099317838, "net": -0.006951779615085196 }, "60/40 monthly": { "equity": 1.1177469110143856, "drawdown": -0.03655269244394965, "net": -0.010493010881040266 }, "SPY buy & hold": { "equity": 0.9341293067037959, "drawdown": -0.11401171004508304, "net": -0.019020135087238876 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-22", "Ensemble trend": { "equity": 1.2748228968877124, "drawdown": -0.026928332589314152, "net": 0.0029366012118030582 }, "Core + trend": { "equity": 1.1909505508457785, "drawdown": -0.0215339056254501, "net": 0.000872653589943484 }, "60/40 monthly": { "equity": 1.1164511306851348, "drawdown": -0.037669596509708025, "net": -0.001159278828223198 }, "SPY buy & hold": { "equity": 0.9304602125810543, "drawdown": -0.11749171479834608, "net": -0.003927822514945611 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-11-23", "Ensemble trend": { "equity": 1.2754767661815491, "drawdown": -0.026429234490609077, "net": 0.000512909907276704 }, "Core + trend": { "equity": 1.1841942802012597, "drawdown": -0.027084750490826592, "net": -0.0056730068597059535 }, "60/40 monthly": { "equity": 1.103147702992871, "drawdown": -0.049136549775314675, "net": -0.011915817295200193 }, "SPY buy & hold": { "equity": 0.9099293100352932, "drawdown": -0.13696454271115, "net": -0.02206532022342933 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-11-25", "Ensemble trend": { "equity": 1.2701895164640613, "drawdown": -0.030464989505029516, "net": -0.004145312449176597 }, "Core + trend": { "equity": 1.1795653564086686, "drawdown": -0.030887800904026208, "net": -0.003908922606689735 }, "60/40 monthly": { "equity": 1.0990714862025694, "drawdown": -0.052650064375920125, "net": -0.003695077983884243 }, "SPY buy & hold": { "equity": 0.9082119308335393, "drawdown": -0.13859341555696092, "net": -0.0018873765058597947 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-28", "Ensemble trend": { "equity": 1.2752576657332997, "drawdown": -0.026596473751081318, "net": 0.003990073295004892 }, "Core + trend": { "equity": 1.1920200701423505, "drawdown": -0.020655205524734987, "net": 0.010558731371699492 }, "60/40 monthly": { "equity": 1.1181135866817846, "drawdown": -0.036236634594877803, "net": 0.017325625055571336 }, "SPY buy & hold": { "equity": 0.9345197115588104, "drawdown": -0.11364142498133212, "net": 0.028966565877554862 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.0 } }, { "date": "2011-11-29", "Ensemble trend": { "equity": 1.27443735860278, "drawdown": -0.02722261376569235, "net": -0.0006432481470700635 }, "Core + trend": { "equity": 1.1921995614175012, "drawdown": -0.020507738338254033, "net": 0.0001505773934908916 }, "60/40 monthly": { "equity": 1.1191837074878388, "drawdown": -0.035314238836774536, "net": 0.000957077007918361 }, "SPY buy & hold": { "equity": 0.9371738149293312, "drawdown": -0.11112410271156103, "net": 0.0028400721115808825 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00043656486770871084 } }, { "date": "2011-11-30", "Ensemble trend": { "equity": 1.2769001390363377, "drawdown": -0.025342774716049288, "net": 0.00193244526059555 }, "Core + trend": { "equity": 1.2067403207682588, "drawdown": -0.008561280946658867, "net": 0.012196581697672348 }, "60/40 monthly": { "equity": 1.1444526623257547, "drawdown": -0.013533542094565254, "net": 0.02257802241835316 }, "SPY buy & hold": { "equity": 0.9757382818328038, "drawdown": -0.07454708297818391, "net": 0.041149748626278626 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0002182732329276682 } }, { "date": "2011-12-01", "Ensemble trend": { "equity": 1.2759869277493485, "drawdown": -0.02603982842593977, "net": -0.0007151783127523625 }, "Core + trend": { "equity": 1.2061908463960413, "drawdown": -0.009012720380949912, "net": -0.0004553377083377219 }, "60/40 monthly": { "equity": 1.1442129735373059, "drawdown": -0.013740142994649873, "net": -0.00020943530155437262 }, "SPY buy & hold": { "equity": 0.9755820580199811, "drawdown": -0.0746952556859447, "net": -0.00016010831565327344 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-12-02", "Ensemble trend": { "equity": 1.2785585810350968, "drawdown": -0.024076886783712892, "net": 0.0020154229089823783 }, "Core + trend": { "equity": 1.2081101614258103, "drawdown": -0.0074358415762685315, "net": 0.0015912200258387799 }, "60/40 monthly": { "equity": 1.1455434416219619, "drawdown": -0.012593339651854052, "net": 0.0011627801077476185 }, "SPY buy & hold": { "equity": 0.9747230590650193, "drawdown": -0.07550998552015264, "net": -0.0008804989266665286 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0002182732329276682 } }, { "date": "2011-12-05", "Ensemble trend": { "equity": 1.2774643654004603, "drawdown": -0.0249121010199036, "net": -0.0008558197104668874 }, "Core + trend": { "equity": 1.2114067616319608, "drawdown": -0.004727407102531833, "net": 0.002728724839347496 }, "60/40 monthly": { "equity": 1.1529566906800295, "drawdown": -0.0062034540929167825, "net": 0.00647138186882823 }, "SPY buy & hold": { "equity": 0.985340323270836, "drawdown": -0.06543988955998614, "net": 0.010892595704056651 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-06", "Ensemble trend": { "equity": 1.2769282280716463, "drawdown": -0.025321334369715398, "net": -0.00041968867651820396 }, "Core + trend": { "equity": 1.2106650978188487, "drawdown": -0.00533674633499559, "net": -0.0006122335095050113 }, "60/40 monthly": { "equity": 1.152037415110626, "drawdown": -0.006995828076254207, "net": -0.0007973201221123105 }, "SPY buy & hold": { "equity": 0.9856526935579603, "drawdown": -0.06514361749729003, "net": 0.0003170176635900468 }, "BIL reserve": { "equity": 1.0060034663158821, "drawdown": -0.003931538318706074, "net": 0.00021843462847304096 } }, { "date": "2011-12-07", "Ensemble trend": { "equity": 1.2805784145911325, "drawdown": -0.022535148859910148, "net": 0.0028585682728610173 }, "Core + trend": { "equity": 1.2148061911240653, "drawdown": -0.0019344897174407016, "net": 0.0034205110171896536 }, "60/40 monthly": { "equity": 1.1566801529405049, "drawdown": -0.0029939979501250047, "net": 0.0040300234775212385 }, "SPY buy & hold": { "equity": 0.9893217103421809, "drawdown": -0.061663686096852466, "net": 0.003722423535389874 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": -0.00021838692520614877 } }, { "date": "2011-12-08", "Ensemble trend": { "equity": 1.2780906881279914, "drawdown": -0.024434029201218954, "net": -0.001942658438402134 }, "Core + trend": { "equity": 1.2067478004547165, "drawdown": -0.008555135754828358, "net": -0.006633478433207607 }, "60/40 monthly": { "equity": 1.1432542691235068, "drawdown": -0.014566502859405528, "net": -0.01160725701298404 }, "SPY buy & hold": { "equity": 0.9676192838772913, "drawdown": -0.08224766261221184, "net": -0.021936672609138674 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-09", "Ensemble trend": { "equity": 1.2765240098347646, "drawdown": -0.025629873943895154, "net": -0.0012257958748776998 }, "Core + trend": { "equity": 1.2104913486519944, "drawdown": -0.005479495896320463, "net": 0.003102179424621321 }, "60/40 monthly": { "equity": 1.1520404668593922, "drawdown": -0.006993197606777635, "net": 0.007685252505220452 }, "SPY buy & hold": { "equity": 0.9840131942470545, "drawdown": -0.06669862404769722, "net": 0.0169425213437997 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-12-12", "Ensemble trend": { "equity": 1.273217213609862, "drawdown": -0.02815394981687236, "net": -0.002590469273923479 }, "Core + trend": { "equity": 1.2043941279744317, "drawdown": -0.010488875755692129, "net": -0.0050369799704496065 }, "60/40 monthly": { "equity": 1.1431935596345502, "drawdown": -0.014618831694405698, "net": -0.0076793372102281765 }, "SPY buy & hold": { "equity": 0.9696492653817331, "drawdown": -0.08032229764522791, "net": -0.014597292952268082 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": 0.0 } }, { "date": "2011-12-13", "Ensemble trend": { "equity": 1.2718076529126774, "drawdown": -0.02922986677857331, "net": -0.0011070857997500516 }, "Core + trend": { "equity": 1.201435832460771, "drawdown": -0.012919364456672744, "net": -0.002456252023277483 }, "60/40 monthly": { "equity": 1.1386893181048034, "drawdown": -0.018501284270792784, "net": -0.00394005152652066 }, "SPY buy & hold": { "equity": 0.9605936205959745, "drawdown": -0.08891125335039085, "net": -0.009339093122700981 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": 0.0 } }, { "date": "2011-12-14", "Ensemble trend": { "equity": 1.268566822903033, "drawdown": -0.03170359067306738, "net": -0.0025482076650681362 }, "Core + trend": { "equity": 1.1970873221855272, "drawdown": -0.01649203156895873, "net": -0.003619427819409493 }, "60/40 monthly": { "equity": 1.133169662575352, "drawdown": -0.023258977811328574, "net": -0.004847376226061684 }, "SPY buy & hold": { "equity": 0.9503669159222148, "drawdown": -0.09861091754115514, "net": -0.010646234218602002 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0002182732329276682 } }, { "date": "2011-12-15", "Ensemble trend": { "equity": 1.2679444639356272, "drawdown": -0.032178636955668694, "net": -0.0004906000662869836 }, "Core + trend": { "equity": 1.1978689246203262, "drawdown": -0.015849879397998867, "net": 0.0006529201506970672 }, "60/40 monthly": { "equity": 1.1352684530797807, "drawdown": -0.021449915276070874, "net": 0.0018521414521976975 }, "SPY buy & hold": { "equity": 0.9538014423101588, "drawdown": -0.09535339190801007, "net": 0.0036138951497604044 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-12-16", "Ensemble trend": { "equity": 1.2730973366378873, "drawdown": -0.02824545184847882, "net": 0.00406395772750634 }, "Core + trend": { "equity": 1.2019710687737224, "drawdown": -0.012479622786181976, "net": 0.0034245350798263186 }, "60/40 monthly": { "equity": 1.1384525020750362, "drawdown": -0.018705408982762073, "net": 0.0028046661444858234 }, "SPY buy & hold": { "equity": 0.9552160412014171, "drawdown": -0.09401169537451781, "net": 0.0014831167457998173 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0002182732329276682 } }, { "date": "2011-12-19", "Ensemble trend": { "equity": 1.2734793093417902, "drawdown": -0.027953892278283154, "net": 0.00030003417092339113 }, "Core + trend": { "equity": 1.19916002240289, "drawdown": -0.01478913392551584, "net": -0.0023386971981782523 }, "60/40 monthly": { "equity": 1.1326033826495416, "drawdown": -0.023747085507685117, "net": -0.005137780816356852 }, "SPY buy & hold": { "equity": 0.9450030254459096, "drawdown": -0.10369837611514676, "net": -0.010691838615547233 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-20", "Ensemble trend": { "equity": 1.2735289988381848, "drawdown": -0.027915964311012065, "net": 3.901869157219018e-05 }, "Core + trend": { "equity": 1.2076671594983126, "drawdown": -0.0077998049377122625, "net": 0.007094246753136302 }, "60/40 monthly": { "equity": 1.1491844203406543, "drawdown": -0.009454980593264106, "net": 0.014639756462958564 }, "SPY buy & hold": { "equity": 0.9735990983364285, "drawdown": -0.07657602213494907, "net": 0.03026029771388905 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-21", "Ensemble trend": { "equity": 1.2721658665963753, "drawdown": -0.02895644245638984, "net": -0.0010703582274553813 }, "Core + trend": { "equity": 1.2069629230638328, "drawdown": -0.008378394429167102, "net": -0.0005831378529597142 }, "60/40 monthly": { "equity": 1.1491041909539204, "drawdown": -0.009524134697716402, "net": -6.981419632379193e-05 }, "SPY buy & hold": { "equity": 0.9754846114832697, "drawdown": -0.07478768024623128, "net": 0.0019366422483986234 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-22", "Ensemble trend": { "equity": 1.272907191895492, "drawdown": -0.028390589233431518, "net": 0.0005827269215292752 }, "Core + trend": { "equity": 1.210817648751567, "drawdown": -0.0052114129068158155, "net": 0.0031937399352328644 }, "60/40 monthly": { "equity": 1.155896643730942, "drawdown": -0.0036693474688399563, "net": 0.005911085200535959 }, "SPY buy & hold": { "equity": 0.9841261084880053, "drawdown": -0.06659152892228615, "net": 0.008858670760162779 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-23", "Ensemble trend": { "equity": 1.2719399550478696, "drawdown": -0.029128880626216103, "net": -0.0007598643905702973 }, "Core + trend": { "equity": 1.2126695143092847, "drawdown": -0.0036899495192050935, "net": 0.0015294338991731493 }, "60/40 monthly": { "equity": 1.1604274206073997, "drawdown": 0.0, "net": 0.0039197076148898 }, "SPY buy & hold": { "equity": 0.9929251440604239, "drawdown": -0.05824595789254472, "net": 0.008940963456337325 }, "BIL reserve": { "equity": 1.0057837683121267, "drawdown": -0.004149066647347488, "net": 0.0 } }, { "date": "2011-12-27", "Ensemble trend": { "equity": 1.2711047315181867, "drawdown": -0.029766406320705485, "net": -0.0006566532691800742 }, "Core + trend": { "equity": 1.2126994253249077, "drawdown": -0.0036653751028997705, "net": 2.4665430498727048e-05 }, "60/40 monthly": { "equity": 1.1612454416605595, "drawdown": 0.0, "net": 0.0007049308200004489 }, "SPY buy & hold": { "equity": 0.993710594081725, "drawdown": -0.0575009865955054, "net": 0.0007910465617670948 }, "BIL reserve": { "equity": 1.0055642805456955, "drawdown": -0.0043663868149088625, "net": -0.00021822560012041414 } }, { "date": "2011-12-28", "Ensemble trend": { "equity": 1.2699128297209723, "drawdown": -0.030676184355000746, "net": -0.0009376896865066486 }, "Core + trend": { "equity": 1.2087675894143428, "drawdown": -0.006895709162025865, "net": -0.003242218004277153 }, "60/40 monthly": { "equity": 1.1546310610029513, "drawdown": -0.005695936810868885, "net": -0.005695936810868885 }, "SPY buy & hold": { "equity": 0.9806694632829982, "drawdown": -0.06987003346355969, "net": -0.013123670892105088 }, "BIL reserve": { "equity": 1.0056079047904602, "drawdown": -0.0043231933908006726, "net": 4.3382850414275254e-05 } }, { "date": "2011-12-29", "Ensemble trend": { "equity": 1.2711656515438545, "drawdown": -0.029719906096164372, "net": 0.0009865415905416786 }, "Core + trend": { "equity": 1.2134196500320964, "drawdown": -0.0030736499000234563, "net": 0.0038485980750091464 }, "60/40 monthly": { "equity": 1.1625027585626162, "drawdown": 0.0, "net": 0.006817500260929421 }, "SPY buy & hold": { "equity": 0.990803980439488, "drawdown": -0.06025780584093954, "net": 0.010334284420932649 }, "BIL reserve": { "equity": 1.0056079047904602, "drawdown": -0.0043231933908006726, "net": 0.0 } }, { "date": "2011-12-30", "Ensemble trend": { "equity": 1.2738021072807588, "drawdown": -0.02770750077600026, "net": 0.0020740457655556988 }, "Core + trend": { "equity": 1.2136838367427845, "drawdown": -0.002856598286243961, "net": 0.0002177208113294249 }, "60/40 monthly": { "equity": 1.16055663965565, "drawdown": -0.001674076807673619, "net": -0.001674076807673619 }, "SPY buy & hold": { "equity": 0.9859329683587863, "drawdown": -0.06487778685722856, "net": -0.004916221752097827 }, "BIL reserve": { "equity": 1.0056079047904602, "drawdown": -0.0043231933908006726, "net": 0.0 } }, { "date": "2012-01-03", "Ensemble trend": { "equity": 1.2751970775532107, "drawdown": -0.02664272067806106, "net": 0.0010951232255611565 }, "Core + trend": { "equity": 1.2186825886484658, "drawdown": 0.0, "net": 0.0041186606876935095 }, "60/40 monthly": { "equity": 1.1690579171552127, "drawdown": 0.0, "net": 0.0073251724294001175 }, "SPY buy & hold": { "equity": 1.001645217002698, "drawdown": -0.04997528009776564, "net": 0.015936426864867625 }, "BIL reserve": { "equity": 1.005388522142691, "drawdown": -0.004540409477821972, "net": -0.00021815923156942585 } }, { "date": "2012-01-04", "Ensemble trend": { "equity": 1.2741194515138503, "drawdown": -0.02746527208463334, "net": -0.0008450662711900758 }, "Core + trend": { "equity": 1.2180242177523561, "drawdown": -0.0005402316421374564, "net": -0.0005402316421374564 }, "60/40 monthly": { "equity": 1.1687902700645163, "drawdown": -0.00022894254148475568, "net": -0.00022894254148475568 }, "SPY buy & hold": { "equity": 1.0032163490608637, "drawdown": -0.04848511744521, "net": 0.0015685514506496023 }, "BIL reserve": { "equity": 1.005388522142691, "drawdown": -0.004540409477821972, "net": 0.0 } }, { "date": "2012-01-05", "Ensemble trend": { "equity": 1.2747938738922804, "drawdown": -0.026950485826934267, "net": 0.0005293242934394371 }, "Core + trend": { "equity": 1.2192957423455038, "drawdown": 0.0, "net": 0.001043923901196342 }, "60/40 monthly": { "equity": 1.1708042330095572, "drawdown": 0.0, "net": 0.0017231174802043725 }, "SPY buy & hold": { "equity": 1.005887312229006, "drawdown": -0.04595180425945289, "net": 0.0026623999605295268 }, "BIL reserve": { "equity": 1.005388522142691, "drawdown": -0.004540409477821972, "net": 0.0 } }, { "date": "2012-01-06", "Ensemble trend": { "equity": 1.2743523497233187, "drawdown": -0.027287501000055503, "net": -0.00034634945931577565 }, "Core + trend": { "equity": 1.2190089120879184, "drawdown": -0.00023524256472329252, "net": -0.00023524256472329252 }, "60/40 monthly": { "equity": 1.170673814532504, "drawdown": -0.00011139221517664222, "net": -0.00011139221517664222 }, "SPY buy & hold": { "equity": 1.0032949249984022, "drawdown": -0.048410590974375944, "net": -0.0025772143649561707 }, "BIL reserve": { "equity": 1.005388522142691, "drawdown": -0.004540409477821972, "net": 0.0 } }, { "date": "2012-01-09", "Ensemble trend": { "equity": 1.2748457831033433, "drawdown": -0.026910863552588316, "net": 0.0003872032567222572 }, "Core + trend": { "equity": 1.2201659784033387, "drawdown": 0.0, "net": 0.0009491861002384194 }, "60/40 monthly": { "equity": 1.1725178928451114, "drawdown": 0.0, "net": 0.0015752281205194674 }, "SPY buy & hold": { "equity": 1.0057304697080134, "drawdown": -0.04610056378981886, "net": 0.002427546127192093 }, "BIL reserve": { "equity": 1.00560790479046, "drawdown": -0.004323193390800784, "net": 0.00021820683540485497 } }, { "date": "2012-01-10", "Ensemble trend": { "equity": 1.2796215619460236, "drawdown": -0.02326551399620924, "net": 0.0037461620111058913 }, "Core + trend": { "equity": 1.2251668264345632, "drawdown": 0.0, "net": 0.004098498171345888 }, "60/40 monthly": { "equity": 1.177923130354156, "drawdown": 0.0, "net": 0.004609940319058703 }, "SPY buy & hold": { "equity": 1.0144502332962029, "drawdown": -0.037830179406342035, "net": 0.008670079957626253 }, "BIL reserve": { "equity": 1.00560790479046, "drawdown": -0.004323193390800784, "net": 0.0 } }, { "date": "2012-01-11", "Ensemble trend": { "equity": 1.2837861386386245, "drawdown": -0.020086694729452792, "net": 0.0032545377605763814 }, "Core + trend": { "equity": 1.2287122484930113, "drawdown": 0.0, "net": 0.0028938279930137423 }, "60/40 monthly": { "equity": 1.180912175693083, "drawdown": 0.0, "net": 0.002537555517759582 }, "SPY buy & hold": { "equity": 1.0150007288901002, "drawdown": -0.037308053993549084, "net": 0.0005426541153314979 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": -0.00021815923156942585 } }, { "date": "2012-01-12", "Ensemble trend": { "equity": 1.2843325316060203, "drawdown": -0.019669633255938845, "net": 0.0004256105833757573 }, "Core + trend": { "equity": 1.2293724576372276, "drawdown": 0.0, "net": 0.0005373179481413803 }, "60/40 monthly": { "equity": 1.1817363666903566, "drawdown": 0.0, "net": 0.0006979274278293701 }, "SPY buy & hold": { "equity": 1.0174359642456268, "drawdown": -0.034998320220294366, "net": 0.002399244932749456 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-13", "Ensemble trend": { "equity": 1.283487572210819, "drawdown": -0.020314590331615867, "net": -0.0006578976817979143 }, "Core + trend": { "equity": 1.2280954154648207, "drawdown": -0.0010387756488878797, "net": -0.0010387756488878797 }, "60/40 monthly": { "equity": 1.1799315263602677, "drawdown": -0.0015272783177043836, "net": -0.0015272783177043836 }, "SPY buy & hold": { "equity": 1.0121723818313173, "drawdown": -0.0399906401794512, "net": -0.0051733795533874805 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-17", "Ensemble trend": { "equity": 1.2877373203451246, "drawdown": -0.01707075974681871, "net": 0.003311094105091561 }, "Core + trend": { "equity": 1.2318228582129889, "drawdown": 0.0, "net": 0.0030351410006341784 }, "60/40 monthly": { "equity": 1.183193304369361, "drawdown": 0.0, "net": 0.0027643790645672794 }, "SPY buy & hold": { "equity": 1.0161003279845133, "drawdown": -0.03626512351882405, "net": 0.0038807086853023254 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-18", "Ensemble trend": { "equity": 1.2914240368906036, "drawdown": -0.014256690886792711, "net": 0.0028629414456133873 }, "Core + trend": { "equity": 1.2369168424535315, "drawdown": 0.0, "net": 0.004135322060781155 }, "60/40 monthly": { "equity": 1.1899047089076777, "drawdown": 0.0, "net": 0.005672280694568377 }, "SPY buy & hold": { "equity": 1.027334444235416, "drawdown": -0.025609965421479308, "net": 0.011056109265495717 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-19", "Ensemble trend": { "equity": 1.2898442512852302, "drawdown": -0.015462540434149519, "net": -0.001223289609179945 }, "Core + trend": { "equity": 1.2367152221099524, "drawdown": -0.0001630023431317129, "net": -0.0001630023431317129 }, "60/40 monthly": { "equity": 1.1911430103821807, "drawdown": 0.0, "net": 0.001040672807858467 }, "SPY buy & hold": { "equity": 1.0327552558633242, "drawdown": -0.020468519167828103, "net": 0.005276579266202397 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-20", "Ensemble trend": { "equity": 1.2898741943156877, "drawdown": -0.015439684934263398, "net": 2.3214454324849143e-05 }, "Core + trend": { "equity": 1.2373078375397448, "drawdown": 0.0, "net": 0.0004791850372645179 }, "60/40 monthly": { "equity": 1.1923935274472555, "drawdown": 0.0, "net": 0.0010498462856054491 }, "SPY buy & hold": { "equity": 1.0366049354330664, "drawdown": -0.016817235566732425, "net": 0.0037275816781239257 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-23", "Ensemble trend": { "equity": 1.2903297511671785, "drawdown": -0.01509195862171997, "net": 0.00035317928949862853 }, "Core + trend": { "equity": 1.2361327524701196, "drawdown": -0.0009497111664320546, "net": -0.0009497111664320546 }, "60/40 monthly": { "equity": 1.1894872812292447, "drawdown": -0.002437321363386369, "net": -0.002437321363386369 }, "SPY buy & hold": { "equity": 1.0339335082337968, "drawdown": -0.01935098886944342, "net": -0.0025770928807641313 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-24", "Ensemble trend": { "equity": 1.2891703458280885, "drawdown": -0.015976932126092636, "net": -0.0008985341445015838 }, "Core + trend": { "equity": 1.235400947307165, "drawdown": -0.0015411607158098972, "net": -0.0005920117895851229 }, "60/40 monthly": { "equity": 1.1891461797852074, "drawdown": -0.0027233858514815745, "net": -0.00028676342271172217 }, "SPY buy & hold": { "equity": 1.0327552558633242, "drawdown": -0.020468519167828103, "net": -0.001139582343631984 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-25", "Ensemble trend": { "equity": 1.2994223388013453, "drawdown": -0.008151591115098777, "net": 0.007952395900536535 }, "Core + trend": { "equity": 1.2445685473847363, "drawdown": 0.0, "net": 0.007420748784072284 }, "60/40 monthly": { "equity": 1.1975113428674018, "drawdown": 0.0, "net": 0.007034596102983182 }, "SPY buy & hold": { "equity": 1.0413967528680597, "drawdown": -0.01227236784388308, "net": 0.008367420021030636 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-26", "Ensemble trend": { "equity": 1.3022033757410985, "drawdown": -0.006028827036493767, "net": 0.002140210197031589 }, "Core + trend": { "equity": 1.245269709508547, "drawdown": 0.0, "net": 0.0005633776663278578 }, "60/40 monthly": { "equity": 1.19603182712403, "drawdown": -0.0012354920495608601, "net": -0.0012354920495608601 }, "SPY buy & hold": { "equity": 1.0360542851621266, "drawdown": -0.01733950768517689, "net": -0.005130098294640839 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-27", "Ensemble trend": { "equity": 1.3061256914574875, "drawdown": -0.003034925449398207, "net": 0.00301206078056504 }, "Core + trend": { "equity": 1.247734830664974, "drawdown": 0.0, "net": 0.0019795881467317145 }, "60/40 monthly": { "equity": 1.1970515428463184, "drawdown": -0.00038396297773868326, "net": 0.0008525824306369056 }, "SPY buy & hold": { "equity": 1.0355832935680223, "drawdown": -0.017786226393228133, "net": -0.00045460127027086017 }, "BIL reserve": { "equity": 1.0053885221426908, "drawdown": -0.004540409477822194, "net": 0.0 } }, { "date": "2012-01-30", "Ensemble trend": { "equity": 1.3048359408106769, "drawdown": -0.004019391460716171, "net": -0.0009874628875659042 }, "Core + trend": { "equity": 1.2465910142876593, "drawdown": -0.0009167143123712806, "net": -0.0009167143123712806 }, "60/40 monthly": { "equity": 1.1960278585628379, "drawdown": -0.0012388060567440906, "net": -0.0008551714331753724 }, "SPY buy & hold": { "equity": 1.032048072425477, "drawdown": -0.02113925740533562, "net": -0.003413748719685361 }, "BIL reserve": { "equity": 1.0056079047904598, "drawdown": -0.004323193390800895, "net": 0.00021820683540485497 } }, { "date": "2012-01-31", "Ensemble trend": { "equity": 1.3090184071969728, "drawdown": -0.0008269169998809112, "net": 0.003205358049608309 }, "Core + trend": { "equity": 1.2493959362201563, "drawdown": 0.0, "net": 0.0022500739218787036 }, "60/40 monthly": { "equity": 1.197443593918376, "drawdown": -5.65747868938038e-05, "net": 0.0011836976416581546 }, "SPY buy & hold": { "equity": 1.0316554247533474, "drawdown": -0.0215116697010298, "net": -0.00038045482823945154 }, "BIL reserve": { "equity": 1.0053885221426906, "drawdown": -0.004540409477822305, "net": -0.00021815923156942585 } }, { "date": "2012-02-01", "Ensemble trend": { "equity": 1.3110428382762853, "drawdown": 0.0, "net": 0.0015465260596658759 }, "Core + trend": { "equity": 1.2528160916538027, "drawdown": 0.0, "net": 0.002737447221089484 }, "60/40 monthly": { "equity": 1.2023975689729804, "drawdown": 0.0, "net": 0.004137126023943782 }, "SPY buy & hold": { "equity": 1.0406898014457762, "drawdown": -0.012942886022913713, "net": 0.008757164917335247 }, "BIL reserve": { "equity": 1.0053885221426906, "drawdown": -0.004540409477822305, "net": 0.0 } }, { "date": "2012-02-02", "Ensemble trend": { "equity": 1.3140789946401088, "drawdown": 0.0, "net": 0.00231583307210248 }, "Core + trend": { "equity": 1.2552072052364354, "drawdown": 0.0, "net": 0.0019085910522400606 }, "60/40 monthly": { "equity": 1.204196958494925, "drawdown": 0.0, "net": 0.0014965012973882086 }, "SPY buy & hold": { "equity": 1.0423392774259168, "drawdown": -0.011378416958000792, "net": 0.001584983323416056 }, "BIL reserve": { "equity": 1.0053885221426906, "drawdown": -0.004540409477822305, "net": 0.0 } }, { "date": "2012-02-03", "Ensemble trend": { "equity": 1.3100616182908589, "drawdown": -0.0030571802499210765, "net": -0.0030571802499210765 }, "Core + trend": { "equity": 1.2565769675754943, "drawdown": 0.0, "net": 0.0010912639230753474 }, "60/40 monthly": { "equity": 1.2105119181567159, "drawdown": 0.0, "net": 0.0052441252381865144 }, "SPY buy & hold": { "equity": 1.0569518496368941, "drawdown": 0.0, "net": 0.014019017154436986 }, "BIL reserve": { "equity": 1.0053885221426906, "drawdown": -0.004540409477822305, "net": 0.0 } }, { "date": "2012-02-06", "Ensemble trend": { "equity": 1.3101542273743108, "drawdown": -0.002986705732156425, "net": 7.069063176778911e-05 }, "Core + trend": { "equity": 1.2569766894655772, "drawdown": 0.0, "net": 0.00031810378544050444 }, "60/40 monthly": { "equity": 1.211338284684945, "drawdown": 0.0, "net": 0.0006826587296120401 }, "SPY buy & hold": { "equity": 1.05624420216792, "drawdown": -0.0006695172246657943, "net": -0.0006695172246657943 }, "BIL reserve": { "equity": 1.0056079047904598, "drawdown": -0.004323193390801117, "net": 0.00021820683540485497 } }, { "date": "2012-02-07", "Ensemble trend": { "equity": 1.3104793432942161, "drawdown": -0.002739296009277137, "net": 0.0002481508765246332 }, "Core + trend": { "equity": 1.256620228979293, "drawdown": -0.00028358559810348627, "net": -0.00028358559810348627 }, "60/40 monthly": { "equity": 1.210102397999051, "drawdown": -0.0010202655208040312, "net": -0.0010202655208040312 }, "SPY buy & hold": { "equity": 1.0589156293671893, "drawdown": 0.0, "net": 0.002529175728289257 }, "BIL reserve": { "equity": 1.0053885221426906, "drawdown": -0.004540409477822416, "net": -0.00021815923156942585 } }, { "date": "2012-02-08", "Ensemble trend": { "equity": 1.310532228302346, "drawdown": -0.0026990510861443218, "net": 4.03554687071761e-05 }, "Core + trend": { "equity": 1.2578711663518107, "drawdown": 0.0, "net": 0.0009954776659404363 }, "60/40 monthly": { "equity": 1.2125076446513492, "drawdown": 0.0, "net": 0.001987638943840908 }, "SPY buy & hold": { "equity": 1.0620582801761265, "drawdown": 0.0, "net": 0.002967800948235455 }, "BIL reserve": { "equity": 1.0056079047904596, "drawdown": -0.004323193390801228, "net": 0.00021820683540485497 } }, { "date": "2012-02-09", "Ensemble trend": { "equity": 1.309033363105666, "drawdown": -0.003839671401051903, "net": -0.0011437072391736747 }, "Core + trend": { "equity": 1.2570844861756765, "drawdown": -0.0006254060011693374, "net": -0.0006254060011693374 }, "60/40 monthly": { "equity": 1.2123435725983078, "drawdown": -0.00013531630399621353, "net": -0.00013531630399621353 }, "SPY buy & hold": { "equity": 1.063393761760198, "drawdown": 0.0, "net": 0.0012574466100390147 }, "BIL reserve": { "equity": 1.0053885221426904, "drawdown": -0.004540409477822638, "net": -0.00021815923156942585 } }, { "date": "2012-02-10", "Ensemble trend": { "equity": 1.3073533247462992, "drawdown": -0.0051181625467283665, "net": -0.0012834190531103573 }, "Core + trend": { "equity": 1.2547124346454355, "drawdown": -0.002511172678785978, "net": -0.0018869467854600863 }, "60/40 monthly": { "equity": 1.209576748076917, "drawdown": -0.0024172190479465616, "net": -0.00228221156438424 }, "SPY buy & hold": { "equity": 1.055537560099721, "drawdown": -0.007387857577303092, "net": -0.007387857577303092 }, "BIL reserve": { "equity": 1.0056079047904594, "drawdown": -0.004323193390801339, "net": 0.00021820683540485497 } }, { "date": "2012-02-13", "Ensemble trend": { "equity": 1.3102341871308116, "drawdown": -0.002925857216331318, "net": 0.0022035836295988265 }, "Core + trend": { "equity": 1.2587654534239598, "drawdown": 0.0, "net": 0.0032302371974735067 }, "60/40 monthly": { "equity": 1.2147047022386768, "drawdown": 0.0, "net": 0.004239461588454452 }, "SPY buy & hold": { "equity": 1.063393761760198, "drawdown": 0.0, "net": 0.007442844250596714 }, "BIL reserve": { "equity": 1.0053885221426901, "drawdown": -0.004540409477822749, "net": -0.00021815923156942585 } }, { "date": "2012-02-14", "Ensemble trend": { "equity": 1.3098095325315184, "drawdown": -0.003249014805049577, "net": -0.00032410587623510345 }, "Core + trend": { "equity": 1.2585371748440994, "drawdown": -0.00018135116374506932, "net": -0.00018135116374506932 }, "60/40 monthly": { "equity": 1.2147783313612193, "drawdown": 0.0, "net": 6.06148328945455e-05 }, "SPY buy & hold": { "equity": 1.062058280176127, "drawdown": -0.0012558674238042355, "net": -0.0012558674238042355 }, "BIL reserve": { "equity": 1.0056079047904594, "drawdown": -0.004323193390801561, "net": 0.00021820683540485497 } }, { "date": "2012-02-15", "Ensemble trend": { "equity": 1.3107593149136978, "drawdown": -0.0025262406141116633, "net": 0.0007251301495292406 }, "Core + trend": { "equity": 1.2574562596779133, "drawdown": -0.0010400617068774265, "net": -0.0008588662995353546 }, "60/40 monthly": { "equity": 1.2117103721066602, "drawdown": -0.0025255301114246453, "net": -0.0025255301114246453 }, "SPY buy & hold": { "equity": 1.0571089241734506, "drawdown": -0.005910169697012857, "net": -0.00466015480982418 }, "BIL reserve": { "equity": 1.0053885221426901, "drawdown": -0.00454040947782286, "net": -0.00021815923156942585 } }, { "date": "2012-02-16", "Ensemble trend": { "equity": 1.3115674820094803, "drawdown": -0.0019112341349891704, "net": 0.000616564068313119 }, "Core + trend": { "equity": 1.260950638051244, "drawdown": 0.0, "net": 0.002778926381284963 }, "60/40 monthly": { "equity": 1.2176446901220441, "drawdown": 0.0, "net": 0.004897472326713448 }, "SPY buy & hold": { "equity": 1.0688141866955003, "drawdown": 0.0, "net": 0.011072901055302564 }, "BIL reserve": { "equity": 1.0056079047904591, "drawdown": -0.004323193390801672, "net": 0.00021820683540485497 } }, { "date": "2012-02-17", "Ensemble trend": { "equity": 1.3110139772580915, "drawdown": -0.002332445305433528, "net": -0.00042201774516448243 }, "Core + trend": { "equity": 1.26143648248256, "drawdown": 0.0, "net": 0.000385300119334131 }, "60/40 monthly": { "equity": 1.2191062798048966, "drawdown": 0.0, "net": 0.001200341688104345 }, "SPY buy & hold": { "equity": 1.0716426110928048, "drawdown": 0.0, "net": 0.0026463200362722983 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": -0.00021815923156942585 } }, { "date": "2012-02-21", "Ensemble trend": { "equity": 1.3131854152284679, "drawdown": -0.0006800043340511319, "net": 0.001656304210362114 }, "Core + trend": { "equity": 1.2618464148236677, "drawdown": 0.0, "net": 0.00032497263778297203 }, "60/40 monthly": { "equity": 1.217707054974457, "drawdown": -0.0011477463889886241, "net": -0.0011477463889886241 }, "SPY buy & hold": { "equity": 1.0721139120409937, "drawdown": 0.0, "net": 0.00043979302736785186 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-02-22", "Ensemble trend": { "equity": 1.3168818986126158, "drawdown": 0.0, "net": 0.0028148982933264843 }, "Core + trend": { "equity": 1.2633397845712062, "drawdown": 0.0, "net": 0.0011834798038770078 }, "60/40 monthly": { "equity": 1.2171728942243527, "drawdown": -0.0015859040450955098, "net": -0.00043866112783230715 }, "SPY buy & hold": { "equity": 1.0686571894974655, "drawdown": -0.0032242120027596854, "net": -0.0032242120027596854 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-02-23", "Ensemble trend": { "equity": 1.3188743016192885, "drawdown": 0.0, "net": 0.0015129701522753614 }, "Core + trend": { "equity": 1.2662972032356739, "drawdown": 0.0, "net": 0.002340952687935216 }, "60/40 monthly": { "equity": 1.2211213995832257, "drawdown": 0.0, "net": 0.0032439971162758763 }, "SPY buy & hold": { "equity": 1.0733708950260474, "drawdown": 0.0, "net": 0.00441086774590338 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-02-24", "Ensemble trend": { "equity": 1.3197695628060218, "drawdown": 0.0, "net": 0.0006788070596523976 }, "Core + trend": { "equity": 1.2677641387193497, "drawdown": 0.0, "net": 0.0011584448579111672 }, "60/40 monthly": { "equity": 1.2231185952940142, "drawdown": 0.0, "net": 0.0016355423068257213 }, "SPY buy & hold": { "equity": 1.0757275544440354, "drawdown": 0.0, "net": 0.002195568585759533 }, "BIL reserve": { "equity": 1.005607904790459, "drawdown": -0.004323193390801783, "net": 0.00021820683540485497 } }, { "date": "2012-02-27", "Ensemble trend": { "equity": 1.3202297385425807, "drawdown": 0.0, "net": 0.0003486788523752171 }, "Core + trend": { "equity": 1.2693396334485827, "drawdown": 0.0, "net": 0.0012427348913850444 }, "60/40 monthly": { "equity": 1.2259599370843428, "drawdown": 0.0, "net": 0.0023230304904697796 }, "SPY buy & hold": { "equity": 1.077534414314817, "drawdown": 0.0, "net": 0.001679663092496897 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823193, "net": -0.00021815923156942585 } }, { "date": "2012-02-28", "Ensemble trend": { "equity": 1.324461164290078, "drawdown": 0.0, "net": 0.0032050677423525187 }, "Core + trend": { "equity": 1.2726686725218992, "drawdown": 0.0, "net": 0.0026226543200829067 }, "60/40 monthly": { "equity": 1.2283654113131457, "drawdown": 0.0, "net": 0.001962114875078136 }, "SPY buy & hold": { "equity": 1.080676910446712, "drawdown": 0.0, "net": 0.0029163765817106224 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823193, "net": 0.0 } }, { "date": "2012-02-29", "Ensemble trend": { "equity": 1.3101944155036345, "drawdown": -0.010771738100822992, "net": -0.010771738100822992 }, "Core + trend": { "equity": 1.2632423776368287, "drawdown": -0.007406715580097867, "net": -0.007406715580097867 }, "60/40 monthly": { "equity": 1.223517496296332, "drawdown": -0.003946639145131159, "net": -0.003946639145131159 }, "SPY buy & hold": { "equity": 1.0764346605433615, "drawdown": -0.003925548757765962, "net": -0.003925548757765962 }, "BIL reserve": { "equity": 1.005607904790459, "drawdown": -0.004323193390801894, "net": 0.00021820683540485497 } }, { "date": "2012-03-01", "Ensemble trend": { "equity": 1.3132414745624297, "drawdown": -0.008471135304040645, "net": 0.0023256541340270775 }, "Core + trend": { "equity": 1.265990997578431, "drawdown": -0.005246986185521441, "net": 0.0021758452615752155 }, "60/40 monthly": { "equity": 1.225837144411756, "drawdown": -0.002058236806494751, "net": 0.0018958847114534105 }, "SPY buy & hold": { "equity": 1.0820116959840924, "drawdown": 0.0, "net": 0.005181025514280346 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": -0.00021815923156942585 } }, { "date": "2012-03-02", "Ensemble trend": { "equity": 1.3136896122763044, "drawdown": -0.008132780563292252, "net": 0.0003412454773590312 }, "Core + trend": { "equity": 1.2659588825760921, "drawdown": -0.00527222056351162, "net": -2.536748081161111e-05 }, "60/40 monthly": { "equity": 1.22546080966153, "drawdown": -0.0023646071640121002, "net": -0.0003070022408291351 }, "SPY buy & hold": { "equity": 1.0787128987008534, "drawdown": -0.0030487630544868694, "net": -0.0030487630544868694 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.0 } }, { "date": "2012-03-05", "Ensemble trend": { "equity": 1.3101744949775702, "drawdown": -0.010786778576603817, "net": -0.0026757593771662425 }, "Core + trend": { "equity": 1.2622772744026016, "drawdown": -0.008165045894235834, "net": -0.0029081577799737746 }, "60/40 monthly": { "equity": 1.2214560959964262, "drawdown": -0.005624804519148152, "net": -0.0032679247133247102 }, "SPY buy & hold": { "equity": 1.0743138062765107, "drawdown": -0.007114423749902565, "net": -0.004078093837239449 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.0 } }, { "date": "2012-03-06", "Ensemble trend": { "equity": 1.3040789267096542, "drawdown": -0.01538907906850484, "net": -0.00465248582634048 }, "Core + trend": { "equity": 1.2550755531772468, "drawdown": -0.013823801688926607, "net": -0.00570534015893065 }, "60/40 monthly": { "equity": 1.2125659957067674, "drawdown": -0.01286214628063198, "net": -0.007278280667473824 }, "SPY buy & hold": { "equity": 1.0586017896481625, "drawdown": -0.021635539082263344, "net": -0.014625164953250391 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.0 } }, { "date": "2012-03-07", "Ensemble trend": { "equity": 1.3062990178844252, "drawdown": -0.013712856892552305, "net": 0.0017024208652558492 }, "Core + trend": { "equity": 1.2581878344108484, "drawdown": -0.011378325265409162, "net": 0.002479756079801554 }, "60/40 monthly": { "equity": 1.216774948433352, "drawdown": -0.00943567994755179, "net": 0.003471112287072975 }, "SPY buy & hold": { "equity": 1.0659860716522809, "drawdown": -0.014810952960389256, "net": 0.006975504931436616 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.0 } }, { "date": "2012-03-08", "Ensemble trend": { "equity": 1.3101491436391508, "drawdown": -0.010805919446191248, "net": 0.002947354091225707 }, "Core + trend": { "equity": 1.2628927858018308, "drawdown": -0.007681407526671236, "net": 0.0037394666061012494 }, "60/40 monthly": { "equity": 1.2227169155606012, "drawdown": -0.004598383917783888, "net": 0.0048833739837426116 }, "SPY buy & hold": { "equity": 1.0765915804028754, "drawdown": -0.005009294817545751, "net": 0.009949012498968068 }, "BIL reserve": { "equity": 1.0056079047904587, "drawdown": -0.004323193390802116, "net": 0.00021820683540485497 } }, { "date": "2012-03-09", "Ensemble trend": { "equity": 1.3104430342600601, "drawdown": -0.010584024966509231, "net": 0.00022431844674786205 }, "Core + trend": { "equity": 1.2643502571082919, "drawdown": -0.006536198771298185, "net": 0.0011540736655135664 }, "60/40 monthly": { "equity": 1.2252392093038307, "drawdown": -0.0025450097996272403, "net": 0.002062859940130002 }, "SPY buy & hold": { "equity": 1.0807554090457296, "drawdown": -0.0011610659506042786, "net": 0.0038676028297528475 }, "BIL reserve": { "equity": 1.0056079047904587, "drawdown": -0.004323193390802116, "net": 0.0 } }, { "date": "2012-03-12", "Ensemble trend": { "equity": 1.3089709269178407, "drawdown": -0.011695501378132356, "net": -0.0011233661469691736 }, "Core + trend": { "equity": 1.2636032277929925, "drawdown": -0.00712317740244417, "net": -0.0005908404819783275 }, "60/40 monthly": { "equity": 1.225157193109087, "drawdown": -0.002611778363759809, "net": -6.693892435105653e-05 }, "SPY buy & hold": { "equity": 1.0808342169988319, "drawdown": -0.0010882312914275438, "net": 7.291932332020856e-05 }, "BIL reserve": { "equity": 1.0056079047904587, "drawdown": -0.004323193390802116, "net": 0.0 } }, { "date": "2012-03-13", "Ensemble trend": { "equity": 1.3103087997450396, "drawdown": -0.010685375250413132, "net": 0.0010220798641793483 }, "Core + trend": { "equity": 1.2693052182018338, "drawdown": -0.0026428357927601454, "net": 0.00451248483972333 }, "60/40 monthly": { "equity": 1.235251553324416, "drawdown": 0.0, "net": 0.008239236787005444 }, "SPY buy & hold": { "equity": 1.100316795889735, "drawdown": 0.0, "net": 0.018025501584323367 }, "BIL reserve": { "equity": 1.0056079047904587, "drawdown": -0.004323193390802116, "net": 0.0 } }, { "date": "2012-03-14", "Ensemble trend": { "equity": 1.3012987649922363, "drawdown": -0.017488167960181156, "net": -0.0068762682159781985 }, "Core + trend": { "equity": 1.2619880608552094, "drawdown": -0.00839229557330523, "net": -0.005764694922620994 }, "60/40 monthly": { "equity": 1.2290219182435858, "drawdown": -0.005043211695678118, "net": -0.005043211695678118 }, "SPY buy & hold": { "equity": 1.0991386981963047, "drawdown": -0.0010706895485294021, "net": -0.0010706895485294021 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": -0.00021815923156942585 } }, { "date": "2012-03-15", "Ensemble trend": { "equity": 1.3039897294233715, "drawdown": -0.015456425162665655, "net": 0.0020679066971613924 }, "Core + trend": { "equity": 1.2653614216647844, "drawdown": -0.0057416757518158335, "net": 0.002673052871268178 }, "60/40 monthly": { "equity": 1.233296443115689, "drawdown": -0.0015827628012003991, "net": 0.003477989129935244 }, "SPY buy & hold": { "equity": 1.1055019570435487, "drawdown": 0.0, "net": 0.005789313812429864 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.0 } }, { "date": "2012-03-16", "Ensemble trend": { "equity": 1.304711256037175, "drawdown": -0.014911655234141397, "net": 0.000553322313453064 }, "Core + trend": { "equity": 1.2661000020193018, "drawdown": -0.00516133589552481, "net": 0.0005836912220271717 }, "60/40 monthly": { "equity": 1.2342213446803625, "drawdown": -0.0008340071633837765, "net": 0.0007499426190971104 }, "SPY buy & hold": { "equity": 1.1070328730706904, "drawdown": 0.0, "net": 0.00138481530257617 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.0 } }, { "date": "2012-03-19", "Ensemble trend": { "equity": 1.3026172474385138, "drawdown": -0.01649268203592269, "net": -0.0016049594030647096 }, "Core + trend": { "equity": 1.2651544102194527, "drawdown": -0.0059043350910463754, "net": -0.0007468539596723334 }, "60/40 monthly": { "equity": 1.2343643700965807, "drawdown": -0.0007182206939528868, "net": 0.00011588311678045748 }, "SPY buy & hold": { "equity": 1.1113731108804006, "drawdown": 0.0, "net": 0.003920604270468697 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.00021820683540485497 } }, { "date": "2012-03-20", "Ensemble trend": { "equity": 1.2997439567022167, "drawdown": -0.018662085574332465, "net": -0.002205782812984669 }, "Core + trend": { "equity": 1.2628366403882076, "drawdown": -0.0077255238114790625, "net": -0.0018320054947624786 }, "60/40 monthly": { "equity": 1.2323486395037995, "drawdown": -0.002350058830368429, "net": -0.001633010998708273 }, "SPY buy & hold": { "equity": 1.1081371124763755, "drawdown": -0.002911711982541698, "net": -0.002911711982541698 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-03-21", "Ensemble trend": { "equity": 1.3016449402494301, "drawdown": -0.01722679732393484, "net": 0.0014625831013954649 }, "Core + trend": { "equity": 1.264339722891748, "drawdown": -0.0065444760368359445, "net": 0.0011902430254779883 }, "60/40 monthly": { "equity": 1.233455981099542, "drawdown": -0.0014536085545016064, "net": 0.0008985619493104835 }, "SPY buy & hold": { "equity": 1.106322518753474, "drawdown": -0.004544461331195682, "net": -0.0016375173274779664 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-03-22", "Ensemble trend": { "equity": 1.299319134707811, "drawdown": -0.018982836386707835, "net": -0.0017868202531279298 }, "Core + trend": { "equity": 1.2607549606877944, "drawdown": -0.00936120460205625, "net": -0.0028352840135043023 }, "60/40 monthly": { "equity": 1.2285229865645344, "drawdown": -0.005447122686689232, "net": -0.003999327588983248 }, "SPY buy & hold": { "equity": 1.0983532481750036, "drawdown": -0.011715114013405525, "net": -0.007203388201344474 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-03-23", "Ensemble trend": { "equity": 1.3035367625173642, "drawdown": -0.015798426059498327, "net": 0.003246029167808473 }, "Core + trend": { "equity": 1.2648090382097918, "drawdown": -0.0061757113079028425, "net": 0.0032155951381589443 }, "60/40 monthly": { "equity": 1.2327124822868478, "drawdown": -0.002055509285323054, "net": 0.003410189119886997 }, "SPY buy & hold": { "equity": 1.1019037050062253, "drawdown": -0.00852045616496322, "net": 0.0032325272740088007 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-03-26", "Ensemble trend": { "equity": 1.3084955774734095, "drawdown": -0.012054401629228884, "net": 0.0038041235956161046 }, "Core + trend": { "equity": 1.2722492018912692, "drawdown": -0.00032959924266739993, "net": 0.005882440318428106 }, "60/40 monthly": { "equity": 1.2428872854775133, "drawdown": 0.0, "net": 0.008253995426240612 }, "SPY buy & hold": { "equity": 1.117369321106032, "drawdown": 0.0, "net": 0.01403536083011847 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-03-27", "Ensemble trend": { "equity": 1.3094797862767669, "drawdown": -0.011311300336496743, "net": 0.0007521682306774746 }, "Core + trend": { "equity": 1.2728212874973222, "drawdown": 0.0, "net": 0.0004496647395828557 }, "60/40 monthly": { "equity": 1.2430735014213905, "drawdown": 0.0, "net": 0.00014982528669582607 }, "SPY buy & hold": { "equity": 1.1138977495664337, "drawdown": -0.0031069150316048733, "net": -0.0031069150316048733 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823637, "net": -0.00021815923156942585 } }, { "date": "2012-03-28", "Ensemble trend": { "equity": 1.3055760504018232, "drawdown": -0.0142587147116372, "net": -0.002981134887193093 }, "Core + trend": { "equity": 1.268645347023908, "drawdown": -0.003280853733696576, "net": -0.003280853733696576 }, "60/40 monthly": { "equity": 1.238425989814958, "drawdown": -0.003738726311129703, "net": -0.003738726311129703 }, "SPY buy & hold": { "equity": 1.1083741550438517, "drawdown": -0.008050306995431522, "net": -0.00495879852951675 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802338, "net": 0.00021820683540485497 } }, { "date": "2012-03-29", "Ensemble trend": { "equity": 1.306656986580509, "drawdown": -0.01344258192659975, "net": 0.0008279381184674861 }, "Core + trend": { "equity": 1.2695178970528338, "drawdown": -0.0025953293497971153, "net": 0.0006877808924083961 }, "60/40 monthly": { "equity": 1.2390689536489348, "drawdown": -0.0032214891298677495, "net": 0.0005191782466327233 }, "SPY buy & hold": { "equity": 1.1064806760293269, "drawdown": -0.009744893537910193, "net": -0.0017083391974705986 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823748, "net": -0.00021815923156942585 } }, { "date": "2012-03-30", "Ensemble trend": { "equity": 1.306297072603787, "drawdown": -0.013714325626170476, "net": -0.0002754464105104715 }, "Core + trend": { "equity": 1.269742114831073, "drawdown": -0.0024191712509016305, "net": 0.00017661647682154502 }, "60/40 monthly": { "equity": 1.239921709815595, "drawdown": -0.002535482899596375, "net": 0.0006882233342617727 }, "SPY buy & hold": { "equity": 1.11105710568278, "drawdown": -0.005649175526856176, "net": 0.0041360231159897065 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823748, "net": 0.0 } }, { "date": "2012-04-02", "Ensemble trend": { "equity": 1.3108777314338087, "drawdown": -0.010255818156472807, "net": 0.0035065980978516986 }, "Core + trend": { "equity": 1.27524413127268, "drawdown": 0.0, "net": 0.004333176301976049 }, "60/40 monthly": { "equity": 1.246680774356721, "drawdown": 0.0, "net": 0.005451202674829458 }, "SPY buy & hold": { "equity": 1.1191843015215395, "drawdown": 0.0, "net": 0.007314831791445098 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484304972, "net": -0.00021810228014118582 } }, { "date": "2012-04-03", "Ensemble trend": { "equity": 1.303016552596879, "drawdown": -0.01619119704781502, "net": -0.005996881820802158 }, "Core + trend": { "equity": 1.2683840401091773, "drawdown": -0.00537943362786264, "net": -0.00537943362786264 }, "60/40 monthly": { "equity": 1.2400169390022613, "drawdown": -0.005345261988096706, "net": -0.005345261988096706 }, "SPY buy & hold": { "equity": 1.1146074851754806, "drawdown": -0.004089421500852453, "net": -0.004089421500852453 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823637, "net": 0.00021814985912294027 } }, { "date": "2012-04-04", "Ensemble trend": { "equity": 1.2924066421600438, "drawdown": -0.024201934336984476, "net": -0.008142575330827628 }, "Core + trend": { "equity": 1.2611447949155898, "drawdown": -0.011056186036331184, "net": -0.005707455285360097 }, "60/40 monthly": { "equity": 1.2351568901069934, "drawdown": -0.009243652815352, "net": -0.00391934073027933 }, "SPY buy & hold": { "equity": 1.1035610695155287, "drawdown": -0.01395948101199318, "net": -0.009910588083133942 }, "BIL reserve": { "equity": 1.0051692446135823, "drawdown": -0.004757521484304861, "net": -0.00021810228014118582 } }, { "date": "2012-04-05", "Ensemble trend": { "equity": 1.2949793638620195, "drawdown": -0.02225946764083575, "net": 0.001990644134787223 }, "Core + trend": { "equity": 1.2632248334286253, "drawdown": -0.00942509559488014, "net": 0.0016493256931491285 }, "60/40 monthly": { "equity": 1.2370122393937248, "drawdown": -0.0077554215657053005, "net": 0.0015021162911301733 }, "SPY buy & hold": { "equity": 1.1030086404586015, "drawdown": -0.01445308073116025, "net": -0.0005005876631455353 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.00021814985912294027 } }, { "date": "2012-04-09", "Ensemble trend": { "equity": 1.2940806504974054, "drawdown": -0.022938017823238344, "net": -0.0006939982131715094 }, "Core + trend": { "equity": 1.2615123206002508, "drawdown": -0.01076798578067184, "net": -0.0013556674813988145 }, "60/40 monthly": { "equity": 1.233867995126992, "drawdown": -0.010277514094448548, "net": -0.0025418053003856134 }, "SPY buy & hold": { "equity": 1.0906207881484458, "drawdown": -0.02552172446867007, "net": -0.011230965792802139 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.00021820683540485497 } }, { "date": "2012-04-10", "Ensemble trend": { "equity": 1.2888710928580716, "drawdown": -0.02687135900363169, "net": -0.004025682353979598 }, "Core + trend": { "equity": 1.2543718167527471, "drawdown": -0.01636730882196069, "net": -0.005660272778078013 }, "60/40 monthly": { "equity": 1.2240170832399964, "drawdown": -0.018179225654955, "net": -0.007983764815928884 }, "SPY buy & hold": { "equity": 1.0723148375190699, "drawdown": -0.04187823572824445, "net": -0.016784890613037007 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-04-11", "Ensemble trend": { "equity": 1.2927797120561, "drawdown": -0.023920257602237593, "net": 0.003032591249572558 }, "Core + trend": { "equity": 1.2579862238985828, "drawdown": -0.013533022384407345, "net": 0.0028814479866046128 }, "60/40 monthly": { "equity": 1.2278287171682678, "drawdown": -0.015121799883519249, "net": 0.003114036544475507 }, "SPY buy & hold": { "equity": 1.0809943850762356, "drawdown": -0.03412299153355203, "net": 0.008094215666405447 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.0 } }, { "date": "2012-04-12", "Ensemble trend": { "equity": 1.3031504012360455, "drawdown": -0.016090138109451813, "net": 0.008022007990403424 }, "Core + trend": { "equity": 1.2667722679827589, "drawdown": -0.006643326624421686, "net": 0.006984213274567885 }, "60/40 monthly": { "equity": 1.2362410890850322, "drawdown": -0.00837398433217662, "net": 0.006851421374282296 }, "SPY buy & hold": { "equity": 1.0951181004947117, "drawdown": -0.021503340418650985, "net": 0.013065484533002492 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823637, "net": -0.00021815923156942585 } }, { "date": "2012-04-13", "Ensemble trend": { "equity": 1.2944465944570505, "drawdown": -0.022661721341686647, "net": -0.006679050070306003 }, "Core + trend": { "equity": 1.2599911650588358, "drawdown": -0.011960820551765172, "net": -0.005353056026969449 }, "60/40 monthly": { "equity": 1.230596572445166, "drawdown": -0.01290162024023711, "net": -0.0045658704355505675 }, "SPY buy & hold": { "equity": 1.0820990885130481, "drawdown": -0.03313593030037487, "net": -0.01188822646231713 }, "BIL reserve": { "equity": 1.0051692446135823, "drawdown": -0.004757521484304861, "net": -0.00021810228014118582 } }, { "date": "2012-04-16", "Ensemble trend": { "equity": 1.294016201170764, "drawdown": -0.022986678613285627, "net": -0.00033249211526331646 }, "Core + trend": { "equity": 1.2595757768454647, "drawdown": -0.012286552859160027, "net": -0.00032967549685303243 }, "60/40 monthly": { "equity": 1.2299772935357765, "drawdown": -0.0133983624072197, "net": -0.0005032347101040502 }, "SPY buy & hold": { "equity": 1.0813887341958315, "drawdown": -0.033770637485108224, "net": -0.0006564595837453835 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.00021814985912294027 } }, { "date": "2012-04-17", "Ensemble trend": { "equity": 1.3004220763577448, "drawdown": -0.01815008894218395, "net": 0.004950382523174701 }, "Core + trend": { "equity": 1.2676371622877172, "drawdown": -0.0059651080121977396, "net": 0.006400079765301436 }, "60/40 monthly": { "equity": 1.2401376897835548, "drawdown": -0.005248404168695542, "net": 0.008260637250115721 }, "SPY buy & hold": { "equity": 1.097406624675523, "drawdown": -0.019458526014356603, "net": 0.014812333412741907 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.0 } }, { "date": "2012-04-18", "Ensemble trend": { "equity": 1.2973625322095643, "drawdown": -0.020460118281413586, "net": -0.00235273162752625 }, "Core + trend": { "equity": 1.2655063918409066, "drawdown": -0.007635980588324931, "net": -0.001680899322141327 }, "60/40 monthly": { "equity": 1.2386776487876272, "drawdown": -0.0064195467947465445, "net": -0.0011773216860961888 }, "SPY buy & hold": { "equity": 1.0936979332299273, "drawdown": -0.022772271070067185, "net": -0.003379505246464576 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.0 } }, { "date": "2012-04-19", "Ensemble trend": { "equity": 1.2949962566989963, "drawdown": -0.022246713143057928, "net": -0.0018239123235184174 }, "Core + trend": { "equity": 1.2623538938836896, "drawdown": -0.010108054664110577, "net": -0.002491096036766005 }, "60/40 monthly": { "equity": 1.2345698571026857, "drawdown": -0.009714529575772568, "net": -0.0033162717426621358 }, "SPY buy & hold": { "equity": 1.0866752861509372, "drawdown": -0.02904706162015125, "net": -0.0064210115660092715 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802227, "net": 0.00021820683540485497 } }, { "date": "2012-04-20", "Ensemble trend": { "equity": 1.2974943700270978, "drawdown": -0.020360577561694515, "net": 0.0019290506170799304 }, "Core + trend": { "equity": 1.2640611515750144, "drawdown": -0.008769285365387347, "net": 0.0013524398345003963 }, "60/40 monthly": { "equity": 1.2358299185158794, "drawdown": -0.008703796564473842, "net": 0.001020648127721957 }, "SPY buy & hold": { "equity": 1.0884901892279235, "drawdown": -0.027425431407398282, "net": 0.0016701429581735816 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823637, "net": -0.00021815923156942585 } }, { "date": "2012-04-23", "Ensemble trend": { "equity": 1.290548275442021, "drawdown": -0.025605045857448605, "net": -0.005353467996112915 }, "Core + trend": { "equity": 1.2585020362326214, "drawdown": -0.013128541139295624, "net": -0.0043978215258545506 }, "60/40 monthly": { "equity": 1.2307351522757486, "drawdown": -0.012790461206237946, "net": -0.004122546447369646 }, "SPY buy & hold": { "equity": 1.0793370979054537, "drawdown": -0.03560379069105346, "net": -0.00840897916494976 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802338, "net": 0.00021820683540485497 } }, { "date": "2012-04-24", "Ensemble trend": { "equity": 1.2924842400255698, "drawdown": -0.024143346084177786, "net": 0.0015001101627800661 }, "Core + trend": { "equity": 1.2601302500285203, "drawdown": -0.011851755184378976, "net": 0.0012937712844494076 }, "60/40 monthly": { "equity": 1.2321687378833979, "drawdown": -0.011640539239735515, "net": 0.0011648205586705096 }, "SPY buy & hold": { "equity": 1.0834401384706456, "drawdown": -0.031937691586899075, "net": 0.003801444954643074 }, "BIL reserve": { "equity": 1.0056079047904585, "drawdown": -0.004323193390802338, "net": 0.0 } }, { "date": "2012-04-25", "Ensemble trend": { "equity": 1.2988015276920297, "drawdown": -0.019373642119436707, "net": 0.00488770962989471 }, "Core + trend": { "equity": 1.2677479741544637, "drawdown": -0.0058782133823547245, "net": 0.006045187888927384 }, "60/40 monthly": { "equity": 1.241442274937734, "drawdown": -0.004201957330809192, "net": 0.007526190828592405 }, "SPY buy & hold": { "equity": 1.09827436288338, "drawdown": -0.018683195082107695, "net": 0.013691780363310313 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823748, "net": -0.00021815923156942585 } }, { "date": "2012-04-26", "Ensemble trend": { "equity": 1.3051401286980844, "drawdown": -0.014587846071235977, "net": 0.004880346127493773 }, "Core + trend": { "equity": 1.2741753497930637, "drawdown": -0.0008380995084837917, "net": 0.005069915921487977 }, "60/40 monthly": { "equity": 1.248243756973881, "drawdown": 0.0, "net": 0.005478693752786867 }, "SPY buy & hold": { "equity": 1.1059283243109208, "drawdown": -0.011844320182651913, "net": 0.0069690795726544685 }, "BIL reserve": { "equity": 1.0056079047904583, "drawdown": -0.00432319339080256, "net": 0.00021820683540485497 } }, { "date": "2012-04-27", "Ensemble trend": { "equity": 1.3069804888510919, "drawdown": -0.013198329939976716, "net": 0.00141008625245731 }, "Core + trend": { "equity": 1.2759310731506472, "drawdown": 0.0, "net": 0.001377929150700341 }, "60/40 monthly": { "equity": 1.2499866685733683, "drawdown": 0.0, "net": 0.001396291060740129 }, "SPY buy & hold": { "equity": 1.1077427633567798, "drawdown": -0.01022310458537068, "net": 0.001640647956990815 }, "BIL reserve": { "equity": 1.005388522142689, "drawdown": -0.004540409477823859, "net": -0.00021815923156942585 } }, { "date": "2012-04-30", "Ensemble trend": { "equity": 1.3061194628050246, "drawdown": -0.0138484252914165, "net": -0.000658790282955457 }, "Core + trend": { "equity": 1.2743814720167084, "drawdown": -0.0012144865553846973, "net": -0.0012144865553846973 }, "60/40 monthly": { "equity": 1.2476831903219563, "drawdown": -0.001842802254876097, "net": -0.001842802254876097 }, "SPY buy & hold": { "equity": 1.1036395681145459, "drawdown": -0.01388934189468205, "net": -0.0037041047596646504 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.00021820683540485497 } }, { "date": "2012-05-01", "Ensemble trend": { "equity": 1.3076451154218625, "drawdown": -0.012696520910999487, "net": 0.0011680804553371171 }, "Core + trend": { "equity": 1.2768440992994792, "drawdown": 0.0, "net": 0.0019324098292750058 }, "60/40 monthly": { "equity": 1.2513355818763106, "drawdown": 0.0, "net": 0.0029273389131834193 }, "SPY buy & hold": { "equity": 1.1105047539643738, "drawdown": -0.007755244194692312, "net": 0.006220496299853107 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-05-02", "Ensemble trend": { "equity": 1.304622350446907, "drawdown": -0.014978781090803084, "net": -0.0023116095791634317 }, "Core + trend": { "equity": 1.2747640228095365, "drawdown": -0.0016290763226959326, "net": -0.0016290763226959326 }, "60/40 monthly": { "equity": 1.250091678756659, "drawdown": -0.0009940603765030698, "net": -0.0009940603765030698 }, "SPY buy & hold": { "equity": 1.1071902569613312, "drawdown": -0.010716773407116409, "net": -0.0029846761044561854 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-05-03", "Ensemble trend": { "equity": 1.2998246494251835, "drawdown": -0.018601160629802216, "net": -0.0036774634591227873 }, "Core + trend": { "equity": 1.26940372447227, "drawdown": -0.005827159973007978, "net": -0.00420493380841791 }, "60/40 monthly": { "equity": 1.2444073815354595, "drawdown": -0.0055366445589779545, "net": -0.004547104278666114 }, "SPY buy & hold": { "equity": 1.0987478293101631, "drawdown": -0.018260149095723377, "net": -0.007625092072557016 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": -0.00021815923156942585 } }, { "date": "2012-05-04", "Ensemble trend": { "equity": 1.294290346245791, "drawdown": -0.02277969249514311, "net": -0.004257730596076925 }, "Core + trend": { "equity": 1.2614064302983734, "drawdown": -0.012090488580066783, "net": -0.006300039947670255 }, "60/40 monthly": { "equity": 1.2345908754683732, "drawdown": -0.013381467489983367, "net": -0.007888498744658579 }, "SPY buy & hold": { "equity": 1.0809943850762356, "drawdown": -0.03412299153355203, "net": -0.016157887879581723 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.0 } }, { "date": "2012-05-07", "Ensemble trend": { "equity": 1.2950644768057213, "drawdown": -0.022195205323452205, "net": 0.000598111978642013 }, "Core + trend": { "equity": 1.2620200795222487, "drawdown": -0.011609890185781957, "net": 0.00048648017731300897 }, "60/40 monthly": { "equity": 1.2349717944676217, "drawdown": -0.01307705754211208, "net": 0.0003085386477557073 }, "SPY buy & hold": { "equity": 1.0817831606539483, "drawdown": -0.03341821433408598, "net": 0.0007296759248727192 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.00021820683540485497 } }, { "date": "2012-05-08", "Ensemble trend": { "equity": 1.2905389645126866, "drawdown": -0.025612075832796566, "net": -0.003494430102968238 }, "Core + trend": { "equity": 1.2587334007995201, "drawdown": -0.014183954415339706, "net": -0.002604299865001325 }, "60/40 monthly": { "equity": 1.2332376744584097, "drawdown": -0.01446287285363057, "net": -0.0014041778257450899 }, "SPY buy & hold": { "equity": 1.077443618890929, "drawdown": -0.03729562912369622, "net": -0.004011470986843513 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-09", "Ensemble trend": { "equity": 1.2861905379826482, "drawdown": -0.02889524233648877, "net": -0.0033694655098464033 }, "Core + trend": { "equity": 1.254492588158577, "drawdown": -0.017505278172303962, "net": -0.003369111074870479 }, "60/40 monthly": { "equity": 1.2294065545097517, "drawdown": -0.01752449757216812, "net": -0.0031065544201288597 }, "SPY buy & hold": { "equity": 1.0710522088219685, "drawdown": -0.043006404426987555, "net": -0.005932013477920606 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-10", "Ensemble trend": { "equity": 1.2869848904522185, "drawdown": -0.028295487137176445, "net": 0.0006176009277880645 }, "Core + trend": { "equity": 1.2553220262602187, "drawdown": -0.016855678035453403, "net": 0.0006611741746989086 }, "60/40 monthly": { "equity": 1.2301551752674607, "drawdown": -0.016926240183381625, "net": 0.000608928555783983 }, "SPY buy & hold": { "equity": 1.0732616156955928, "drawdown": -0.04103228196063369, "net": 0.002062837698691089 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-11", "Ensemble trend": { "equity": 1.2853794082319874, "drawdown": -0.029507664786108667, "net": -0.0012474755781064495 }, "Core + trend": { "equity": 1.2541420540436548, "drawdown": -0.017779809820384296, "net": -0.0009399757129088249 }, "60/40 monthly": { "equity": 1.2296906553379054, "drawdown": -0.017297459492001233, "net": -0.00037761084040011106 }, "SPY buy & hold": { "equity": 1.0700265453538222, "drawdown": -0.043922842824802855, "net": -0.0030142420957390836 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-14", "Ensemble trend": { "equity": 1.2795270475799794, "drawdown": -0.033926337684792585, "net": -0.004553021943970448 }, "Core + trend": { "equity": 1.2481136212101371, "drawdown": -0.02250116369344124, "net": -0.004806818186249617 }, "60/40 monthly": { "equity": 1.224065894866433, "drawdown": -0.021792465110748505, "net": -0.004574126384596089 }, "SPY buy & hold": { "equity": 1.05819089008503, "drawdown": -0.05449809415088147, "net": -0.011061085652672609 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-15", "Ensemble trend": { "equity": 1.2753810150218692, "drawdown": -0.03705669187704452, "net": -0.003240285202217419 }, "Core + trend": { "equity": 1.2439814958931956, "drawdown": -0.025737365606586682, "net": -0.0033106964355817947 }, "60/40 monthly": { "equity": 1.220156020448777, "drawdown": -0.024917026159187228, "net": -0.0031941698841978505 }, "SPY buy & hold": { "equity": 1.0521152531981266, "drawdown": -0.05992672362561913, "net": -0.005741532027756624 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-16", "Ensemble trend": { "equity": 1.2724471822240289, "drawdown": -0.03927180612647807, "net": -0.0023003579034693855 }, "Core + trend": { "equity": 1.241220458295336, "drawdown": -0.027899757710191597, "net": -0.0022195166141737444 }, "60/40 monthly": { "equity": 1.217856533143392, "drawdown": -0.02675465256307874, "net": -0.0018845846488869666 }, "SPY buy & hold": { "equity": 1.0480913299401222, "drawdown": -0.06352213079183278, "net": -0.003824603099111812 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-17", "Ensemble trend": { "equity": 1.2698824204008776, "drawdown": -0.041208262922873384, "net": -0.002015613582222242 }, "Core + trend": { "equity": 1.2354407145311, "drawdown": -0.03242634303678471, "net": -0.004656500564109156 }, "60/40 monthly": { "equity": 1.2094175625478696, "drawdown": -0.03349862333938203, "net": -0.006929363488933027 }, "SPY buy & hold": { "equity": 1.0325468285486923, "drawdown": -0.07741126537877885, "net": -0.014831246998596948 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-18", "Ensemble trend": { "equity": 1.266692632132906, "drawdown": -0.0436166297017373, "net": -0.002511876860981088 }, "Core + trend": { "equity": 1.2305752854333751, "drawdown": -0.036236854516137784, "net": -0.003938213335936136 }, "60/40 monthly": { "equity": 1.2031795682849233, "drawdown": -0.03848369237545368, "net": -0.0051578499073593465 }, "SPY buy & hold": { "equity": 1.023709587746801, "drawdown": -0.08530740973130158, "net": -0.008558682819560404 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-21", "Ensemble trend": { "equity": 1.2739303049387583, "drawdown": -0.03815201284395897, "net": 0.005713835086942121 }, "Core + trend": { "equity": 1.239724135172413, "drawdown": -0.029071649504768482, "net": 0.007434611963473614 }, "60/40 monthly": { "equity": 1.2135691120417715, "drawdown": -0.030180928586646893, "net": 0.008635073293056239 }, "SPY buy & hold": { "equity": 1.0413053387360025, "drawdown": -0.06958546745130345, "net": 0.01718822525432251 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-05-22", "Ensemble trend": { "equity": 1.270498114527167, "drawdown": -0.040743399065110264, "net": -0.0026941743973633026 }, "Core + trend": { "equity": 1.2380239777813804, "drawdown": -0.030403180419126263, "net": -0.0013713997677364809 }, "60/40 monthly": { "equity": 1.21366694962094, "drawdown": -0.0301027420629153, "net": 8.0619701175344e-05 }, "SPY buy & hold": { "equity": 1.0431201644744676, "drawdown": -0.06796390634112892, "net": 0.0017428372552743543 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": -0.0004362139306847146 } }, { "date": "2012-05-23", "Ensemble trend": { "equity": 1.2705831428561711, "drawdown": -0.04067920063385633, "net": 6.692519101925143e-05 }, "Core + trend": { "equity": 1.2388706940385301, "drawdown": -0.029740048359688243, "net": 0.0006839255719968129 }, "60/40 monthly": { "equity": 1.2153913958167688, "drawdown": -0.02872465754202036, "net": 0.00142085618823784 }, "SPY buy & hold": { "equity": 1.0436722841773098, "drawdown": -0.0674705830322766, "net": 0.0005292963568779285 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-05-24", "Ensemble trend": { "equity": 1.2690688698721126, "drawdown": -0.04182251311812235, "net": -0.001191793699273025 }, "Core + trend": { "equity": 1.2382386980167424, "drawdown": -0.030235015616955296, "net": -0.0005101388101511617 }, "60/40 monthly": { "equity": 1.2156464430097975, "drawdown": -0.02852083756221424, "net": 0.0002098477855829728 }, "SPY buy & hold": { "equity": 1.0457235337750814, "drawdown": -0.06563777533922477, "net": 0.0019654154171473426 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0004364042963183046 } }, { "date": "2012-05-25", "Ensemble trend": { "equity": 1.2696976759459113, "drawdown": -0.04134774942496744, "net": 0.0004954861699995039 }, "Core + trend": { "equity": 1.238080122226994, "drawdown": -0.03035920915776058, "net": -0.00012806560641520637 }, "60/40 monthly": { "equity": 1.2148834484254085, "drawdown": -0.029130581739107875, "net": -0.0006276451420363927 }, "SPY buy & hold": { "equity": 1.042331002204149, "drawdown": -0.06866902905348815, "net": -0.0032441954889217417 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-05-29", "Ensemble trend": { "equity": 1.2753030058794113, "drawdown": -0.037115590653815755, "net": 0.004414696537365925 }, "Core + trend": { "equity": 1.2452112579042915, "drawdown": -0.024774239402087228, "net": 0.0057598337533038 }, "60/40 monthly": { "equity": 1.2228746522048224, "drawdown": -0.022744442085481542, "net": 0.006577753437805978 }, "SPY buy & hold": { "equity": 1.0549555103891743, "drawdown": -0.0573889314253655, "net": 0.012111803408254351 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-05-30", "Ensemble trend": { "equity": 1.2733923710663786, "drawdown": -0.0385581658417844, "net": -0.0014981810630292358 }, "Core + trend": { "equity": 1.2412970208802367, "drawdown": -0.027839795350696916, "net": -0.00314343208769452 }, "60/40 monthly": { "equity": 1.2175961577588537, "drawdown": -0.026962730546562508, "net": -0.0043164640271607935 }, "SPY buy & hold": { "equity": 1.0396484382578266, "drawdown": -0.07106592109591192, "net": -0.014509684987285443 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-05-31", "Ensemble trend": { "equity": 1.2753405780422067, "drawdown": -0.03708722276821186, "net": 0.0015299345434249823 }, "Core + trend": { "equity": 1.2425105626020803, "drawdown": -0.026889372568065006, "net": 0.0009776400824541565 }, "60/40 monthly": { "equity": 1.2181023519979424, "drawdown": -0.026558207374345333, "net": 0.0004157324543636598 }, "SPY buy & hold": { "equity": 1.0373599140770153, "drawdown": -0.07311073550020608, "net": -0.002201248130229705 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-06-01", "Ensemble trend": { "equity": 1.2718567056178098, "drawdown": -0.03971763015072227, "net": -0.002731719263371346 }, "Core + trend": { "equity": 1.2337989401850376, "drawdown": -0.033712149461361696, "net": -0.007011306526681471 }, "60/40 monthly": { "equity": 1.2051836848181046, "drawdown": -0.03688211038401368, "net": -0.010605567880768496 }, "SPY buy & hold": { "equity": 1.0112423861138948, "drawdown": -0.09644695271448755, "net": -0.025176920380963863 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-06-04", "Ensemble trend": { "equity": 1.2689740286326465, "drawdown": -0.04189412053253616, "net": -0.002266510820307377 }, "Core + trend": { "equity": 1.2307588714615363, "drawdown": -0.036093073432556966, "net": -0.0024639903832672783 }, "60/40 monthly": { "equity": 1.2017654073513144, "drawdown": -0.03961381362677174, "net": -0.0028363124309187526 }, "SPY buy & hold": { "equity": 1.0107693063797178, "drawdown": -0.09686965318797858, "net": -0.000467820317535228 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-06-05", "Ensemble trend": { "equity": 1.2678143567648077, "drawdown": -0.04276970065455543, "net": -0.0009138657227590885 }, "Core + trend": { "equity": 1.2321572764776032, "drawdown": -0.03499786923587056, "net": 0.0011362136389936328 }, "60/40 monthly": { "equity": 1.205632637513852, "drawdown": -0.03652333157020082, "net": 0.0032179576304003366 }, "SPY buy & hold": { "equity": 1.0184228037761314, "drawdown": -0.09003119290399453, "net": 0.007571952717703834 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802671, "net": 0.0 } }, { "date": "2012-06-06", "Ensemble trend": { "equity": 1.2661310560113344, "drawdown": -0.0440406331657216, "net": -0.0013277186399504037 }, "Core + trend": { "equity": 1.2381048435933235, "drawdown": -0.030339847854103374, "net": 0.004826954504316916 }, "60/40 monthly": { "equity": 1.2188160234838745, "drawdown": -0.025987879561192306, "net": 0.010934828371275795 }, "SPY buy & hold": { "equity": 1.0413053387360023, "drawdown": -0.06958546745130367, "net": 0.02246860034459819 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": -0.00021815923156942585 } }, { "date": "2012-06-07", "Ensemble trend": { "equity": 1.2664622999491781, "drawdown": -0.043790536034318484, "net": 0.0002616189977104888 }, "Core + trend": { "equity": 1.2387834384572798, "drawdown": -0.029808385270434168, "net": 0.0005480915994051649 }, "60/40 monthly": { "equity": 1.2204160706836642, "drawdown": -0.024709208017791973, "net": 0.001312788123031039 }, "SPY buy & hold": { "equity": 1.0419364210689892, "drawdown": -0.06902159040966804, "net": 0.0006060492628925385 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.0 } }, { "date": "2012-06-08", "Ensemble trend": { "equity": 1.267547489384198, "drawdown": -0.042971191938561804, "net": 0.000856866750051255 }, "Core + trend": { "equity": 1.24254335355926, "drawdown": -0.026863691314419458, "net": 0.003035167395087912 }, "60/40 monthly": { "equity": 1.2266801005439694, "drawdown": -0.01970333273459035, "net": 0.0051327002411531986 }, "SPY buy & hold": { "equity": 1.050221542168038, "drawdown": -0.06161876936599797, "net": 0.007951657060369044 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.0 } }, { "date": "2012-06-11", "Ensemble trend": { "equity": 1.268100804022655, "drawdown": -0.042553426092816315, "net": 0.0004365237934600419 }, "Core + trend": { "equity": 1.2386665715503635, "drawdown": -0.02989991320793306, "net": -0.0031200376210549496 }, "60/40 monthly": { "equity": 1.2184500760075303, "drawdown": -0.026280325074325983, "net": -0.006709185657115979 }, "SPY buy & hold": { "equity": 1.036886602327275, "drawdown": -0.07353364328143297, "net": -0.012697263677561854 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.0 } }, { "date": "2012-06-12", "Ensemble trend": { "equity": 1.2668161672727847, "drawdown": -0.04352335770312421, "net": -0.0010130399301027104 }, "Core + trend": { "equity": 1.2412014950441883, "drawdown": -0.02791460936761636, "net": 0.002046493828159246 }, "60/40 monthly": { "equity": 1.224384051625616, "drawdown": -0.02153821136475831, "net": 0.004870101561755602 }, "SPY buy & hold": { "equity": 1.04880114288769, "drawdown": -0.06288790732515015, "net": 0.01149068811736309 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.00021820683540485497 } }, { "date": "2012-06-13", "Ensemble trend": { "equity": 1.2691941693487923, "drawdown": -0.04172790900283552, "net": 0.0018771485061852555 }, "Core + trend": { "equity": 1.241268697239205, "drawdown": -0.02786197788734901, "net": 5.414285696958565e-05 }, "60/40 monthly": { "equity": 1.2221208873673908, "drawdown": -0.023346810345721947, "net": -0.001848410435614678 }, "SPY buy & hold": { "equity": 1.042094191652236, "drawdown": -0.06888062114925919, "net": -0.006394874072111922 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-06-14", "Ensemble trend": { "equity": 1.2688990239209748, "drawdown": -0.04195075089188072, "net": -0.00023254552766260872 }, "Core + trend": { "equity": 1.2445746849296468, "drawdown": -0.02527279124173143, "net": 0.0026633940723672644 }, "60/40 monthly": { "equity": 1.2287183636802936, "drawdown": -0.018074462617057252, "net": 0.005398382746828467 }, "SPY buy & hold": { "equity": 1.0531409166662726, "drawdown": -0.05901028522780427, "net": 0.010600505311829878 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0 } }, { "date": "2012-06-15", "Ensemble trend": { "equity": 1.27195069522825, "drawdown": -0.03964666573668407, "net": 0.0024049756913244735 }, "Core + trend": { "equity": 1.251135851243681, "drawdown": -0.020134210644747297, "net": 0.005271814053011248 }, "60/40 monthly": { "equity": 1.2386133309807124, "drawdown": -0.010166937694300993, "net": 0.008053080016465985 }, "SPY buy & hold": { "equity": 1.06391169783667, "drawdown": -0.0493865073069073, "net": 0.010227293422890193 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": -0.00021815923156942585 } }, { "date": "2012-06-18", "Ensemble trend": { "equity": 1.2721364147026226, "drawdown": -0.03950644307151285, "net": 0.00014601153572169068 }, "Core + trend": { "equity": 1.2519176241107708, "drawdown": -0.019521941012519917, "net": 0.0006248505038941587 }, "60/40 monthly": { "equity": 1.2399518288316345, "drawdown": -0.009097282303446419, "net": 0.001080642212903049 }, "SPY buy & hold": { "equity": 1.065973929504452, "drawdown": -0.04754388704768964, "net": 0.001938348522697142 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.00021820683540485497 } }, { "date": "2012-06-19", "Ensemble trend": { "equity": 1.2706553536567415, "drawdown": -0.040624679744518444, "net": -0.0011642313110163949 }, "Core + trend": { "equity": 1.2540504057110984, "drawdown": -0.017851587050358275, "net": 0.0017036117706565879 }, "60/40 monthly": { "equity": 1.245670434462192, "drawdown": -0.004527280688066071, "net": 0.004611957898353225 }, "SPY buy & hold": { "equity": 1.076284623812234, "drawdown": -0.0383312003670736, "net": 0.009672557669937909 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": -0.0004362139306847146 } }, { "date": "2012-06-20", "Ensemble trend": { "equity": 1.2690852848680374, "drawdown": -0.041810119401819223, "net": -0.0012356370153290275 }, "Core + trend": { "equity": 1.252020901674783, "drawdown": -0.01944105598977608, "net": -0.0016183592199107144 }, "60/40 monthly": { "equity": 1.2434525424932372, "drawdown": -0.00629970049381412, "net": -0.001780480540916396 }, "SPY buy & hold": { "equity": 1.0745396347584122, "drawdown": -0.039890361848743394, "net": -0.0016213081699905096 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-06-21", "Ensemble trend": { "equity": 1.2672363997407918, "drawdown": -0.043206072093445846, "net": -0.0014568643646655222 }, "Core + trend": { "equity": 1.2423893697066015, "drawdown": -0.02698428853748136, "net": -0.007692788479247925 }, "60/40 monthly": { "equity": 1.227270007081455, "drawdown": -0.019231911202245544, "net": -0.01301419624695499 }, "SPY buy & hold": { "equity": 1.0504285000507674, "drawdown": -0.06143385086557962, "net": -0.022438571763865878 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.0004364042963183046 } }, { "date": "2012-06-22", "Ensemble trend": { "equity": 1.2657336314682874, "drawdown": -0.044340698244081156, "net": -0.0011858626163293584 }, "Core + trend": { "equity": 1.243624435121248, "drawdown": -0.026017008808245867, "net": 0.0009941049438777494 }, "60/40 monthly": { "equity": 1.2309618835843905, "drawdown": -0.016281562345866307, "net": 0.003008202336595156 }, "SPY buy & hold": { "equity": 1.0585182640452666, "drawdown": -0.05420558293553346, "net": 0.007701394234931991 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": -0.00021815923156942585 } }, { "date": "2012-06-25", "Ensemble trend": { "equity": 1.2677170998938572, "drawdown": -0.042843131928776645, "net": 0.0015670504253482154 }, "Core + trend": { "equity": 1.2398424382268352, "drawdown": -0.02897899680387328, "net": -0.0030411085433875717 }, "60/40 monthly": { "equity": 1.2214641480460875, "drawdown": -0.023871641039274638, "net": -0.0077157023827959526 }, "SPY buy & hold": { "equity": 1.0415455521828474, "drawdown": -0.06937083484207351, "net": -0.016034406244022414 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.00021820683540485497 } }, { "date": "2012-06-26", "Ensemble trend": { "equity": 1.2666035265666835, "drawdown": -0.043683906545049056, "net": -0.0008784083824907585 }, "Core + trend": { "equity": 1.240544461068787, "drawdown": -0.02842918587367682, "net": 0.0005662194003905885 }, "60/40 monthly": { "equity": 1.2241365782500875, "drawdown": -0.021735978757544516, "net": 0.0021878908261654395 }, "SPY buy & hold": { "equity": 1.0467799779746647, "drawdown": -0.06469383411511442, "net": 0.005025633090024018 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.0 } }, { "date": "2012-06-27", "Ensemble trend": { "equity": 1.267959376889277, "drawdown": -0.04266020697638695, "net": 0.0010704615091896574 }, "Core + trend": { "equity": 1.2450170349903018, "drawdown": -0.024926351092227295, "net": 0.0036053314184818497 }, "60/40 monthly": { "equity": 1.2315327695631362, "drawdown": -0.015825341019617745, "net": 0.006041965777725311 }, "SPY buy & hold": { "equity": 1.0562182937633178, "drawdown": -0.0562606245214653, "net": 0.00901652303945899 }, "BIL reserve": { "equity": 1.0053885221426886, "drawdown": -0.004540409477824303, "net": -0.00021815923156942585 } }, { "date": "2012-06-28", "Ensemble trend": { "equity": 1.2688903727284897, "drawdown": -0.041957282750056946, "net": 0.0007342473711553499 }, "Core + trend": { "equity": 1.2449584287188022, "drawdown": -0.02497225040877793, "net": -4.70726663591714e-05 }, "60/40 monthly": { "equity": 1.2309311354973673, "drawdown": -0.016306134560920893, "net": -0.0004885246098506046 }, "SPY buy & hold": { "equity": 1.0532044115921773, "drawdown": -0.05895355201074748, "net": -0.0028534652248844994 }, "BIL reserve": { "equity": 1.0056079047904576, "drawdown": -0.004323193390803115, "net": 0.00021820683540485497 } }, { "date": "2012-06-29", "Ensemble trend": { "equity": 1.269706568176256, "drawdown": -0.041341035577416085, "net": 0.0006432355901726527 }, "Core + trend": { "equity": 1.2542812284080882, "drawdown": -0.017670811106673012, "net": 0.007488442565010134 }, "60/40 monthly": { "equity": 1.2474471455368512, "drawdown": -0.0031074288910004633, "net": 0.013417493118175639 }, "SPY buy & hold": { "equity": 1.0794572046288755, "drawdown": -0.03549647438643899, "net": 0.024926588559395224 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": -0.0004362139306847146 } }, { "date": "2012-07-02", "Ensemble trend": { "equity": 1.2722598837548988, "drawdown": -0.03941322097062738, "net": 0.002010949334782408 }, "Core + trend": { "equity": 1.2578303131263446, "drawdown": -0.01489123549505078, "net": 0.0028295765238877113 }, "60/40 monthly": { "equity": 1.2519814805060179, "drawdown": 0.0, "net": 0.0036348914544312994 }, "SPY buy & hold": { "equity": 1.0827086707371407, "drawdown": -0.03259126377559973, "net": 0.0030121306285439964 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-03", "Ensemble trend": { "equity": 1.2721168736163366, "drawdown": -0.039521197061144875, "net": -0.00011240638833964756 }, "Core + trend": { "equity": 1.2600756903688455, "drawdown": -0.013132698768654305, "net": 0.0017851193591604808 }, "60/40 monthly": { "equity": 1.2558780475504183, "drawdown": 0.0, "net": 0.0031123200343390334 }, "SPY buy & hold": { "equity": 1.0898474802749722, "drawdown": -0.026212681152410378, "net": 0.00659347221535711 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-05", "Ensemble trend": { "equity": 1.2701127619386672, "drawdown": -0.04103434952775087, "net": -0.00157541474312195 }, "Core + trend": { "equity": 1.2584875017292525, "drawdown": -0.014376537887669905, "net": -0.0012603914603955824 }, "60/40 monthly": { "equity": 1.253654623918846, "drawdown": -0.001770413644787583, "net": -0.001770413644787583 }, "SPY buy & hold": { "equity": 1.0849296010504237, "drawdown": -0.03060684502502964, "net": -0.004512447212620785 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-06", "Ensemble trend": { "equity": 1.2676598850254144, "drawdown": -0.04288633052907198, "net": -0.0019312276726586308 }, "Core + trend": { "equity": 1.2552743731800837, "drawdown": -0.016892999020968524, "net": -0.0025531668330068813 }, "60/40 monthly": { "equity": 1.2479826006872863, "drawdown": -0.006286794230165982, "net": -0.0045243906282810276 }, "SPY buy & hold": { "equity": 1.074619061419684, "drawdown": -0.039819393500488465, "net": -0.009503418121099338 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-09", "Ensemble trend": { "equity": 1.2688365595488449, "drawdown": -0.04199791299358224, "net": 0.000928225730994825 }, "Core + trend": { "equity": 1.2561284155237509, "drawdown": -0.016224129309986846, "net": 0.0006803630838918551 }, "60/40 monthly": { "equity": 1.2483498106943551, "drawdown": -0.005994401184690745, "net": 0.00029424288997814685 }, "SPY buy & hold": { "equity": 1.073270818979615, "drawdown": -0.041024058753776904, "net": -0.0012546236042825232 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-10", "Ensemble trend": { "equity": 1.2655187395878906, "drawdown": -0.04450294677668498, "net": -0.0026148521147072445 }, "Core + trend": { "equity": 1.2518949649247333, "drawdown": -0.01953968725581612, "net": -0.00337023710848261 }, "60/40 monthly": { "equity": 1.2418947952646, "drawdown": -0.011134243737353722, "net": -0.005170838633895891 }, "SPY buy & hold": { "equity": 1.0639116978366703, "drawdown": -0.04938650730690708, "net": -0.008720185974908645 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-11", "Ensemble trend": { "equity": 1.2660794484328721, "drawdown": -0.04407959812736306, "net": 0.0004430664101933157 }, "Core + trend": { "equity": 1.2518157262121794, "drawdown": -0.01960174550756144, "net": -6.329501657398318e-05 }, "60/40 monthly": { "equity": 1.241565252171126, "drawdown": -0.011396644289793367, "net": -0.00026535508058378454 }, "SPY buy & hold": { "equity": 1.0640702418051289, "drawdown": -0.04924484702071197, "net": 0.00014901985642334914 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-12", "Ensemble trend": { "equity": 1.2649683617585217, "drawdown": -0.04491849526101066, "net": -0.0008775805307682516 }, "Core + trend": { "equity": 1.2505128848343767, "drawdown": -0.020622106081352287, "net": -0.0010407613121660164 }, "60/40 monthly": { "equity": 1.238994650639835, "drawdown": -0.013443500301254852, "net": -0.0020704522189194385 }, "SPY buy & hold": { "equity": 1.058914778643456, "drawdown": -0.05385129401488786, "net": -0.004845040260619382 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.0 } }, { "date": "2012-07-13", "Ensemble trend": { "equity": 1.2698475125619975, "drawdown": -0.04123461917990934, "net": 0.003857132676972963 }, "Core + trend": { "equity": 1.2580804929874954, "drawdown": -0.014695299388765015, "net": 0.0060516035019670955 }, "60/40 monthly": { "equity": 1.2512700178181984, "drawdown": -0.0036691697424030556, "net": 0.00990752233839265 }, "SPY buy & hold": { "equity": 1.0766813704259872, "drawdown": -0.03797670413869203, "net": 0.016778112970801562 }, "BIL reserve": { "equity": 1.0053885221426886, "drawdown": -0.004540409477824303, "net": 0.00021814985912294027 } }, { "date": "2012-07-16", "Ensemble trend": { "equity": 1.270461611115344, "drawdown": -0.04077096001805269, "net": 0.0004836002333126199 }, "Core + trend": { "equity": 1.2581199941096037, "drawdown": -0.014664362861643188, "net": 3.139792909001571e-05 }, "60/40 monthly": { "equity": 1.2505226854121982, "drawdown": -0.004264237398420745, "net": -0.0005972591010395822 }, "SPY buy & hold": { "equity": 1.074143120160223, "drawdown": -0.04024465076938866, "net": -0.0023574757913384925 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": -0.00021810228014118582 } }, { "date": "2012-07-17", "Ensemble trend": { "equity": 1.2703946335105891, "drawdown": -0.04082152971881903, "net": -5.271910947080016e-05 }, "Core + trend": { "equity": 1.2596835329262523, "drawdown": -0.013439829014867066, "net": 0.0012427581025411527 }, "60/40 monthly": { "equity": 1.2545441517254925, "drawdown": -0.00106212209659029, "net": 0.0032158283573788804 }, "SPY buy & hold": { "equity": 1.0815194362966576, "drawdown": -0.03365385412722122, "net": 0.006867163228057027 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-07-18", "Ensemble trend": { "equity": 1.2720174823399262, "drawdown": -0.039596239862768834, "net": 0.001277436779508978 }, "Core + trend": { "equity": 1.2634891589697734, "drawdown": -0.010459335119324953, "net": 0.0030210969216057926 }, "60/40 monthly": { "equity": 1.260745975924949, "drawdown": 0.0, "net": 0.004943488191250012 }, "SPY buy & hold": { "equity": 1.0895301603224914, "drawdown": -0.026496209032536577, "net": 0.007406916378002393 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-07-19", "Ensemble trend": { "equity": 1.2728993488396945, "drawdown": -0.038930409468080795, "net": 0.0006932817449536444 }, "Core + trend": { "equity": 1.2642822941788427, "drawdown": -0.009838166717086483, "net": 0.0006277340833824585 }, "60/40 monthly": { "equity": 1.2620739174751254, "drawdown": 0.0, "net": 0.0010532982658955081 }, "SPY buy & hold": { "equity": 1.0923850344940458, "drawdown": -0.023945356444921462, "net": 0.0026202800762389344 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.00021814985912294027 } }, { "date": "2012-07-20", "Ensemble trend": { "equity": 1.27172391364015, "drawdown": -0.03981789128426105, "net": -0.0009234313778351266 }, "Core + trend": { "equity": 1.2616450879277774, "drawdown": -0.011903576466414822, "net": -0.0020859314910981475 }, "60/40 monthly": { "equity": 1.256849777304709, "drawdown": -0.0041393297952529995, "net": -0.0041393297952529995 }, "SPY buy & hold": { "equity": 1.0823917374772658, "drawdown": -0.03287444614283275, "net": -0.009148145297878885 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": -0.00021810228014118582 } }, { "date": "2012-07-23", "Ensemble trend": { "equity": 1.2683196754980668, "drawdown": -0.042388172870364005, "net": -0.0026768688593257206 }, "Core + trend": { "equity": 1.2573620500107288, "drawdown": -0.015257970256070341, "net": -0.0033948040998466045 }, "60/40 monthly": { "equity": 1.249839145176057, "drawdown": -0.009694180451446877, "net": -0.005577939587725345 }, "SPY buy & hold": { "equity": 1.0714461712489576, "drawdown": -0.04265439589143771, "net": -0.010112388933990801 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-07-24", "Ensemble trend": { "equity": 1.267723141965185, "drawdown": -0.04283857001975977, "net": -0.00047033373715299476 }, "Core + trend": { "equity": 1.2545251379391087, "drawdown": -0.01747978580361964, "net": -0.0022562412088037442 }, "60/40 monthly": { "equity": 1.244206304589781, "drawdown": -0.014157342638923986, "net": -0.004506852428184049 }, "SPY buy & hold": { "equity": 1.0622460581055988, "drawdown": -0.05087476954290071, "net": -0.008586631218845509 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.00021814985912294027 } }, { "date": "2012-07-25", "Ensemble trend": { "equity": 1.2701690849680027, "drawdown": -0.04099182428740855, "net": 0.0019293984008417198 }, "Core + trend": { "equity": 1.2556615584095883, "drawdown": -0.016589762917424755, "net": 0.0009058570738138538 }, "60/40 monthly": { "equity": 1.2446419260225516, "drawdown": -0.013812179470001129, "net": 0.0003501199368332042 }, "SPY buy & hold": { "equity": 1.062483951396808, "drawdown": -0.05066221001102944, "net": 0.00022395309391254337 }, "BIL reserve": { "equity": 1.005607904790458, "drawdown": -0.004323193390802782, "net": 0.00021820683540485497 } }, { "date": "2012-07-26", "Ensemble trend": { "equity": 1.2742812426949839, "drawdown": -0.03788704640652196, "net": 0.003237488438072589 }, "Core + trend": { "equity": 1.2621832207817014, "drawdown": -0.011482121055985783, "net": 0.005193805869452284 }, "60/40 monthly": { "equity": 1.2556397324905313, "drawdown": -0.005098104711225071, "net": 0.008836120845715723 }, "SPY buy & hold": { "equity": 1.080012417872566, "drawdown": -0.03500038697444097, "net": 0.016497629402038694 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": -0.00021815923156942585 } }, { "date": "2012-07-27", "Ensemble trend": { "equity": 1.2763898524659725, "drawdown": -0.03629499536883152, "net": 0.0016547444161769675 }, "Core + trend": { "equity": 1.2673987195187135, "drawdown": -0.0073974416970307155, "net": 0.004132124917475943 }, "60/40 monthly": { "equity": 1.2663412795752074, "drawdown": 0.0, "net": 0.008522784687172713 }, "SPY buy & hold": { "equity": 1.099919894598939, "drawdown": -0.01721289951655891, "net": 0.018432636881700937 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.00021820683540485497 } }, { "date": "2012-07-30", "Ensemble trend": { "equity": 1.2776140636191664, "drawdown": -0.0353706865357748, "net": 0.000959120092367316 }, "Core + trend": { "equity": 1.2689253683790909, "drawdown": -0.00620179936198384, "net": 0.0012045529452302528 }, "60/40 monthly": { "equity": 1.2678916596664536, "drawdown": 0.0, "net": 0.0012242987860004995 }, "SPY buy & hold": { "equity": 1.099919894598939, "drawdown": -0.01721289951655891, "net": 0.0 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.0 } }, { "date": "2012-07-31", "Ensemble trend": { "equity": 1.2760248619579866, "drawdown": -0.03657057197147329, "net": -0.0012438824105286406 }, "Core + trend": { "equity": 1.2661866032922962, "drawdown": -0.008346748058772668, "net": -0.0021583342527806693 }, "60/40 monthly": { "equity": 1.263245437249967, "drawdown": -0.003664526366321308, "net": -0.003664526366321308 }, "SPY buy & hold": { "equity": 1.0922266452026292, "drawdown": -0.024086878525959476, "net": -0.006994372439381058 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": -0.0004362139306847146 } }, { "date": "2012-08-01", "Ensemble trend": { "equity": 1.273215877849782, "drawdown": -0.03869142246066848, "net": -0.002201355312069997 }, "Core + trend": { "equity": 1.2636679400407484, "drawdown": -0.010319317186772925, "net": -0.001989172247596538 }, "60/40 monthly": { "equity": 1.260801065680332, "drawdown": -0.005592428920927817, "net": -0.001934993388898798 }, "SPY buy & hold": { "equity": 1.0912751493763129, "drawdown": -0.02493704755086701, "net": -0.000871152366128114 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.00021814985912294027 } }, { "date": "2012-08-02", "Ensemble trend": { "equity": 1.2711487283574645, "drawdown": -0.040252169991854436, "net": -0.0016235655934550008 }, "Core + trend": { "equity": 1.2610852952851088, "drawdown": -0.012341995411198847, "net": -0.002043768520040512 }, "60/40 monthly": { "equity": 1.2565792232514192, "drawdown": -0.008922242155935067, "net": -0.003348539705298026 }, "SPY buy & hold": { "equity": 1.083740057255856, "drawdown": -0.03166971178696554, "net": -0.006904850829567044 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.0 } }, { "date": "2012-08-03", "Ensemble trend": { "equity": 1.2715088475048166, "drawdown": -0.039980271383528554, "net": 0.0002833021339820885 }, "Core + trend": { "equity": 1.267144075145128, "drawdown": -0.007596874324495073, "net": 0.004804417181511589 }, "60/40 monthly": { "equity": 1.2693839684029933, "drawdown": 0.0, "net": 0.010190161443575096 }, "SPY buy & hold": { "equity": 1.1052345977757614, "drawdown": -0.012464170312980083, "net": 0.019833668023983453 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.0 } }, { "date": "2012-08-06", "Ensemble trend": { "equity": 1.2722709869814504, "drawdown": -0.039404837767819556, "net": 0.0005993976983560412 }, "Core + trend": { "equity": 1.2683903687578666, "drawdown": -0.00662080088418826, "net": 0.0009835453104225511 }, "60/40 monthly": { "equity": 1.2712211715288226, "drawdown": 0.0, "net": 0.0014473186770593838 }, "SPY buy & hold": { "equity": 1.1073750960269972, "drawdown": -0.010551618244186933, "net": 0.0019366913192397917 }, "BIL reserve": { "equity": 1.0056079047904578, "drawdown": -0.004323193390803004, "net": 0.00021820683540485497 } }, { "date": "2012-08-07", "Ensemble trend": { "equity": 1.2702505524687315, "drawdown": -0.04093031436705352, "net": -0.0015880535934506002 }, "Core + trend": { "equity": 1.2679673328589607, "drawdown": -0.006952114549762856, "net": -0.00033352184731616497 }, "60/40 monthly": { "equity": 1.2726534259201852, "drawdown": 0.0, "net": 0.0011266760052777158 }, "SPY buy & hold": { "equity": 1.112927383140944, "drawdown": -0.005590605919051139, "net": 0.00501391726603484 }, "BIL reserve": { "equity": 1.0053885221426886, "drawdown": -0.004540409477824303, "net": -0.00021815923156942585 } }, { "date": "2012-08-08", "Ensemble trend": { "equity": 1.2696048854102187, "drawdown": -0.041417808508762866, "net": -0.0005082989786999725 }, "Core + trend": { "equity": 1.2677607458831144, "drawdown": -0.007113909537858509, "net": -0.00016292767999037672 }, "60/40 monthly": { "equity": 1.272949589170407, "drawdown": 0.0, "net": 0.00023271319920237232 }, "SPY buy & hold": { "equity": 1.1142759349350981, "drawdown": -0.004385664255447841, "net": 0.0012117158896280955 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": -0.00021810228014118582 } }, { "date": "2012-08-09", "Ensemble trend": { "equity": 1.26936430079122, "drawdown": -0.041599455676294084, "net": -0.00018949566259796047 }, "Core + trend": { "equity": 1.2677802779702687, "drawdown": -0.007098612378898306, "net": 1.5406761266323343e-05 }, "60/40 monthly": { "equity": 1.2732737317305052, "drawdown": 0.0, "net": 0.0002546389604551891 }, "SPY buy & hold": { "equity": 1.115227740115499, "drawdown": -0.003535218820225894, "net": 0.0008541916329338761 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-10", "Ensemble trend": { "equity": 1.271074323539797, "drawdown": -0.040308347416812995, "net": 0.001347148921323038 }, "Core + trend": { "equity": 1.2699230431863953, "drawdown": -0.005420439438832858, "net": 0.0016901708074819055 }, "60/40 monthly": { "equity": 1.275950443680951, "drawdown": 0.0, "net": 0.0021022282041489593 }, "SPY buy & hold": { "equity": 1.117051923815029, "drawdown": -0.0019052962980372623, "net": 0.0016357050976341103 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-13", "Ensemble trend": { "equity": 1.2706677355184537, "drawdown": -0.04061533114144433, "net": -0.0003198774562694906 }, "Core + trend": { "equity": 1.2693812118602792, "drawdown": -0.0058447914223001, "net": -0.0004266646935996432 }, "60/40 monthly": { "equity": 1.2752433867637298, "drawdown": -0.0005541413624037261, "net": -0.0005541413624037261 }, "SPY buy & hold": { "equity": 1.1164964012172538, "drawdown": -0.0024016601203497023, "net": -0.0004973113477823032 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-14", "Ensemble trend": { "equity": 1.2682067181058514, "drawdown": -0.04247345841535455, "net": -0.001936790668252919 }, "Core + trend": { "equity": 1.267036959099903, "drawdown": -0.007680765572677717, "net": -0.001846768124872833 }, "60/40 monthly": { "equity": 1.2730055624271863, "drawdown": -0.0023079903050694517, "net": -0.001754821361765968 }, "SPY buy & hold": { "equity": 1.1166552545397974, "drawdown": -0.0022597234238399544, "net": 0.00014227840087110977 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-15", "Ensemble trend": { "equity": 1.26585548713137, "drawdown": -0.04424869429079947, "net": -0.0018539808541567782 }, "Core + trend": { "equity": 1.2650940249666056, "drawdown": -0.009202434611492616, "net": -0.001533447086403683 }, "60/40 monthly": { "equity": 1.271515343783247, "drawdown": -0.003475918613978002, "net": -0.0011706301118574736 }, "SPY buy & hold": { "equity": 1.1179241476571158, "drawdown": -0.0011259574162275632, "net": 0.001136333807735035 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-16", "Ensemble trend": { "equity": 1.2657996981651098, "drawdown": -0.04429081630068876, "net": -4.40721447491077e-05 }, "Core + trend": { "equity": 1.2672309568950821, "drawdown": -0.007528830191306235, "net": 0.0016891487006531758 }, "60/40 monthly": { "equity": 1.2762454731855128, "drawdown": 0.0, "net": 0.003720072608948577 }, "SPY buy & hold": { "equity": 1.1261726102971161, "drawdown": 0.0, "net": 0.0073783741564998895 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-17", "Ensemble trend": { "equity": 1.2666218075922506, "drawdown": -0.043670103931533366, "net": 0.0006494782929182819 }, "Core + trend": { "equity": 1.2684285258351273, "drawdown": -0.006590916987413875, "net": 0.0009450281604383992 }, "60/40 monthly": { "equity": 1.2778977878413098, "drawdown": 0.0, "net": 0.0012946683772931955 }, "SPY buy & hold": { "equity": 1.1276798607367713, "drawdown": 0.0, "net": 0.0013383831447093542 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-20", "Ensemble trend": { "equity": 1.2669142445925083, "drawdown": -0.04344930697036742, "net": 0.0002308794926035862 }, "Core + trend": { "equity": 1.2687331384108889, "drawdown": -0.006352350214909097, "net": 0.00024014957844076257 }, "60/40 monthly": { "equity": 1.2782205705907312, "drawdown": 0.0, "net": 0.00025258886312551354 }, "SPY buy & hold": { "equity": 1.1277590553824794, "drawdown": 0.0, "net": 7.022795073807764e-05 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-21", "Ensemble trend": { "equity": 1.2668550687483155, "drawdown": -0.043493986154467534, "net": -4.670864223477178e-05 }, "Core + trend": { "equity": 1.2677698349234423, "drawdown": -0.007106791174439686, "net": -0.0007592640708139475 }, "60/40 monthly": { "equity": 1.276186951847514, "drawdown": -0.0015909763854585757, "net": -0.0015909763854585757 }, "SPY buy & hold": { "equity": 1.1243485812746288, "drawdown": -0.003024115915162384, "net": -0.003024115915162384 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-22", "Ensemble trend": { "equity": 1.2708112736858923, "drawdown": -0.040506956376438974, "net": 0.003122855198807839 }, "Core + trend": { "equity": 1.271732611522154, "drawdown": -0.004003219954675341, "net": 0.0031257855247448507 }, "60/40 monthly": { "equity": 1.280208462253109, "drawdown": 0.0, "net": 0.0031511922291425076 }, "SPY buy & hold": { "equity": 1.1248245998726112, "drawdown": -0.00260202345160776, "net": 0.00042337279195270305 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-23", "Ensemble trend": { "equity": 1.2704043230994064, "drawdown": -0.040814213846463776, "net": -0.0003202289709829387 }, "Core + trend": { "equity": 1.268893990191684, "drawdown": -0.0062263741612283985, "net": -0.002232089752792099 }, "60/40 monthly": { "equity": 1.2744880131693124, "drawdown": -0.004468373122396563, "net": -0.004468373122396563 }, "SPY buy & hold": { "equity": 1.1156237906825615, "drawdown": -0.010760511868204259, "net": -0.008179772376148087 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-24", "Ensemble trend": { "equity": 1.2711207598792396, "drawdown": -0.040273286864873525, "net": 0.000563943908884923 }, "Core + trend": { "equity": 1.2713795650284023, "drawdown": -0.004279719250043779, "net": 0.001958851453258914 }, "60/40 monthly": { "equity": 1.2790756480473857, "drawdown": -0.0008848669877791204, "net": 0.0035995904478260954 }, "SPY buy & hold": { "equity": 1.1223656989295976, "drawdown": -0.004782365902664121, "net": 0.006043173606858465 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-27", "Ensemble trend": { "equity": 1.2724662399837994, "drawdown": -0.03925741705997732, "net": 0.0010584990403963435 }, "Core + trend": { "equity": 1.27274736583358, "drawdown": -0.003208483688922459, "net": 0.0010758398536530045 }, "60/40 monthly": { "equity": 1.2804871845874055, "drawdown": 0.0, "net": 0.0011035598576007999 }, "SPY buy & hold": { "equity": 1.1226032055282007, "drawdown": -0.004571765422473173, "net": 0.00021161248854073555 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-28", "Ensemble trend": { "equity": 1.272497134701505, "drawdown": -0.03923409080584572, "net": 2.42794006903857e-05 }, "Core + trend": { "equity": 1.2724825068224177, "drawdown": -0.0034159162261504505, "net": -0.00020810022340034262 }, "60/40 monthly": { "equity": 1.2798728566785103, "drawdown": -0.000479761075541818, "net": -0.000479761075541818 }, "SPY buy & hold": { "equity": 1.1214933204104682, "drawdown": -0.005555916347651291, "net": -0.0009886708965973767 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-29", "Ensemble trend": { "equity": 1.272292089939993, "drawdown": -0.03938890452710875, "net": -0.0001611357353352716 }, "Core + trend": { "equity": 1.2725154038916473, "drawdown": -0.0033901518675669706, "net": 2.5852669135462136e-05 }, "60/40 monthly": { "equity": 1.280184589866346, "drawdown": -0.0002363121823487635, "net": 0.00024356574655759466 }, "SPY buy & hold": { "equity": 1.1223656989295978, "drawdown": -0.00478236590266401, "net": 0.0007778722380711312 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-30", "Ensemble trend": { "equity": 1.272088693786396, "drawdown": -0.03954247350978701, "net": -0.00015986592639005703 }, "Core + trend": { "equity": 1.2701692950846095, "drawdown": -0.005227579638369173, "net": -0.0018436781196226049 }, "60/40 monthly": { "equity": 1.2753011031210144, "drawdown": -0.004050084630922823, "net": -0.0038146739024889076 }, "SPY buy & hold": { "equity": 1.1142759349350984, "drawdown": -0.011955674736575994, "net": -0.0072077790707739675 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-08-31", "Ensemble trend": { "equity": 1.2761179031836647, "drawdown": -0.03650032361071598, "net": 0.0031673965950247407 }, "Core + trend": { "equity": 1.2754878506820906, "drawdown": -0.0010621881074853734, "net": 0.004187280875126653 }, "60/40 monthly": { "equity": 1.282196812625797, "drawdown": 0.0, "net": 0.005407122669232267 }, "SPY buy & hold": { "equity": 1.1195894780341031, "drawdown": -0.007244080470367509, "net": 0.004768606170530099 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-09-04", "Ensemble trend": { "equity": 1.2748045116173872, "drawdown": -0.03749196579826286, "net": -0.0010292086358171249 }, "Core + trend": { "equity": 1.2739404735335738, "drawdown": -0.002274064443340107, "net": -0.001213164945232048 }, "60/40 monthly": { "equity": 1.2803557205394789, "drawdown": -0.0014358888340612053, "net": -0.0014358888340612053 }, "SPY buy & hold": { "equity": 1.1185587875620786, "drawdown": -0.008158008376426329, "net": -0.0009205967832373041 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2012-09-05", "Ensemble trend": { "equity": 1.2742686045577838, "drawdown": -0.037896588503746775, "net": -0.0004203837174403535 }, "Core + trend": { "equity": 1.2732752273949601, "drawdown": -0.0027950725593494097, "net": -0.0005221956225068825 }, "60/40 monthly": { "equity": 1.2794693995328008, "drawdown": -0.0021271407526046726, "net": -0.0006922459067113529 }, "SPY buy & hold": { "equity": 1.1176069050431563, "drawdown": -0.009002056149201132, "net": -0.0008509901576088108 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.00021814985912294027 } }, { "date": "2012-09-06", "Ensemble trend": { "equity": 1.2790613490304987, "drawdown": -0.034277951278332885, "net": 0.0037611728450128723 }, "Core + trend": { "equity": 1.281281546999267, "drawdown": 0.0, "net": 0.00628797249176638 }, "60/40 monthly": { "equity": 1.2915621629134713, "drawdown": 0.0, "net": 0.00945138929081546 }, "SPY buy & hold": { "equity": 1.1402909893576296, "drawdown": 0.0, "net": 0.020297015177798583 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824192, "net": 0.0 } }, { "date": "2012-09-07", "Ensemble trend": { "equity": 1.2859840599147982, "drawdown": -0.02905113823847294, "net": 0.005412336859015099 }, "Core + trend": { "equity": 1.2860221654007773, "drawdown": 0.0, "net": 0.003699903750750577 }, "60/40 monthly": { "equity": 1.2952731369945523, "drawdown": 0.0, "net": 0.002873244654914675 }, "SPY buy & hold": { "equity": 1.144732076598984, "drawdown": 0.0, "net": 0.0038946964264410244 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": -0.00021810228014118582 } }, { "date": "2012-09-10", "Ensemble trend": { "equity": 1.2826263304710381, "drawdown": -0.03158630463994305, "net": -0.002611019489605959 }, "Core + trend": { "equity": 1.2825398423980017, "drawdown": -0.0027078250254655156, "net": -0.0027078250254655156 }, "60/40 monthly": { "equity": 1.2910413951828086, "drawdown": -0.0032670652165015523, "net": -0.0032670652165015523 }, "SPY buy & hold": { "equity": 1.1382286030128055, "drawdown": -0.005681218967411361, "net": -0.005681218967411361 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-11", "Ensemble trend": { "equity": 1.2845216207186618, "drawdown": -0.030155314967520663, "net": 0.001477663605212065 }, "Core + trend": { "equity": 1.2838455496255468, "drawdown": -0.0016925180870053236, "net": 0.0010180636767616047 }, "60/40 monthly": { "equity": 1.2922774924872114, "drawdown": -0.002312751204191388, "net": 0.0009574420378888338 }, "SPY buy & hold": { "equity": 1.1414007197983203, "drawdown": -0.002910162883319467, "net": 0.002786889010800042 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-12", "Ensemble trend": { "equity": 1.2836700916981238, "drawdown": -0.030798239836513863, "net": -0.000662915288308974 }, "Core + trend": { "equity": 1.283445685678988, "drawdown": -0.0020034489226602448, "net": -0.0003114579839260667 }, "60/40 monthly": { "equity": 1.2923939019517503, "drawdown": -0.002222878681389706, "net": 9.008085741313288e-05 }, "SPY buy & hold": { "equity": 1.145207940519924, "drawdown": 0.0, "net": 0.003335568880906692 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-13", "Ensemble trend": { "equity": 1.2940562397502684, "drawdown": -0.022956448523809292, "net": 0.008090979231591522 }, "Core + trend": { "equity": 1.2946314111912247, "drawdown": 0.0, "net": 0.008715386741371178 }, "60/40 monthly": { "equity": 1.3058416300069595, "drawdown": 0.0, "net": 0.010405285907725714 }, "SPY buy & hold": { "equity": 1.1626571350114527, "drawdown": 0.0, "net": 0.015236704072805196 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-14", "Ensemble trend": { "equity": 1.2923239982687593, "drawdown": -0.024264332460472438, "net": -0.0013386137544094678 }, "Core + trend": { "equity": 1.2930099730121798, "drawdown": -0.001252432286926286, "net": -0.001252432286926286 }, "60/40 monthly": { "equity": 1.3046212250300595, "drawdown": -0.0009345734956338614, "net": -0.0009345734956338614 }, "SPY buy & hold": { "equity": 1.167812675511647, "drawdown": 0.0, "net": 0.004434274168147789 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-17", "Ensemble trend": { "equity": 1.290369832171962, "drawdown": -0.025739774813547944, "net": -0.0015121332571516044 }, "Core + trend": { "equity": 1.2914357653617778, "drawdown": -0.0024683827395369784, "net": -0.0012174752579323656 }, "60/40 monthly": { "equity": 1.3029340925962645, "drawdown": -0.002226562045413938, "net": -0.0012931971375493845 }, "SPY buy & hold": { "equity": 1.1638462921134145, "drawdown": -0.0033964209169886628, "net": -0.0033964209169886628 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-18", "Ensemble trend": { "equity": 1.292088409785348, "drawdown": -0.024442207425600326, "net": 0.0013318488781570714 }, "Core + trend": { "equity": 1.29255288528645, "drawdown": -0.0016054962723808242, "net": 0.0008650216717200898 }, "60/40 monthly": { "equity": 1.3035534737885042, "drawdown": -0.0017522463412681377, "net": 0.000475374154194963 }, "SPY buy & hold": { "equity": 1.162895028302662, "drawdown": -0.00421098975212808, "net": -0.0008173448823943774 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-19", "Ensemble trend": { "equity": 1.2938482567416785, "drawdown": -0.0231134806922092, "net": 0.001362017446331576 }, "Core + trend": { "equity": 1.294200531998205, "drawdown": -0.0003328199743145577, "net": 0.0012747228608676053 }, "60/40 monthly": { "equity": 1.3051681265655455, "drawdown": -0.0005157619621993792, "net": 0.001238654807423023 }, "SPY buy & hold": { "equity": 1.1635298228846667, "drawdown": -0.003667414061166774, "net": 0.0005458743623070195 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-20", "Ensemble trend": { "equity": 1.2929462189367749, "drawdown": -0.023794540906901918, "net": -0.0006971743403474395 }, "Core + trend": { "equity": 1.2940572585516839, "drawdown": -0.0004434873390043448, "net": -0.00011070420926195812 }, "60/40 monthly": { "equity": 1.305505155334297, "drawdown": -0.0002576688205757627, "net": 0.0002582263249397698 }, "SPY buy & hold": { "equity": 1.1636087855148114, "drawdown": -0.00359979822533929, "net": 6.786472387010356e-05 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-21", "Ensemble trend": { "equity": 1.2945038181503314, "drawdown": -0.022618516078426687, "net": 0.001204689870888176 }, "Core + trend": { "equity": 1.2951172039374836, "drawdown": 0.0, "net": 0.0008190869289554925 }, "60/40 monthly": { "equity": 1.3062552144527722, "drawdown": 0.0, "net": 0.0005745355469570779 }, "SPY buy & hold": { "equity": 1.1631217848468187, "drawdown": -0.004016817733865419, "net": -0.0004185261181034461 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-24", "Ensemble trend": { "equity": 1.2941484193677582, "drawdown": -0.022886850697934835, "net": -0.00027454440658269963 }, "Core + trend": { "equity": 1.2948932783925542, "drawdown": -0.00017289983041579582, "net": -0.00017289983041579582 }, "60/40 monthly": { "equity": 1.3061818668820675, "drawdown": -5.615102614964229e-05, "net": -5.615102614964229e-05 }, "SPY buy & hold": { "equity": 1.1613682885556649, "drawdown": -0.005518339619972501, "net": -0.0015075775503464728 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-25", "Ensemble trend": { "equity": 1.2919825334512802, "drawdown": -0.024522146601562933, "net": -0.001673599321425634 }, "Core + trend": { "equity": 1.290836096561511, "drawdown": -0.0033055752506080394, "net": -0.0031332171529067088 }, "60/40 monthly": { "equity": 1.2995779171624924, "drawdown": -0.00511178613214347, "net": -0.0050559190010339705 }, "SPY buy & hold": { "equity": 1.1490087421442683, "drawdown": -0.01610184044212415, "net": -0.010642228251959152 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-26", "Ensemble trend": { "equity": 1.2908190099299566, "drawdown": -0.025400634814501277, "net": -0.0009005721758601481 }, "Core + trend": { "equity": 1.2891523937417617, "drawdown": -0.004605614208186948, "net": -0.0013043505865960592 }, "60/40 monthly": { "equity": 1.2972629596266434, "drawdown": -0.006883995353002992, "net": -0.0017813149217735802 }, "SPY buy & hold": { "equity": 1.1425497382077794, "drawdown": -0.021632696607612356, "net": -0.005621370577594709 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.0 } }, { "date": "2012-09-27", "Ensemble trend": { "equity": 1.29588995559764, "drawdown": -0.021571949002938573, "net": 0.003928471481031481 }, "Core + trend": { "equity": 1.2944729317251422, "drawdown": -0.0004974624770505143, "net": 0.004127159837121752 }, "60/40 monthly": { "equity": 1.3035728914732947, "drawdown": -0.002053444801444315, "net": 0.004864034542747753 }, "SPY buy & hold": { "equity": 1.153314796327608, "drawdown": -0.012414558848393153, "net": 0.009421960164915921 }, "BIL reserve": { "equity": 1.0053885221426888, "drawdown": -0.004540409477824081, "net": 0.00021814985912294027 } }, { "date": "2012-09-28", "Ensemble trend": { "equity": 1.292065565978993, "drawdown": -0.024459455048234213, "net": -0.002951168501713619 }, "Core + trend": { "equity": 1.290884261662893, "drawdown": -0.0032683854879862473, "net": -0.0027723021272191284 }, "60/40 monthly": { "equity": 1.299903024165088, "drawdown": -0.004862901382059026, "net": -0.0028152375154556486 }, "SPY buy & hold": { "equity": 1.147972251283154, "drawdown": -0.01698938934688321, "net": -0.004632338942902492 }, "BIL reserve": { "equity": 1.0051692446135818, "drawdown": -0.004757521484305305, "net": -0.00021810228014118582 } }, { "date": "2012-10-01", "Ensemble trend": { "equity": 1.29523277893356, "drawdown": -0.02206813317337608, "net": 0.0024512788189408052 }, "Core + trend": { "equity": 1.2937036030148288, "drawdown": -0.0010914849392449355, "net": 0.002184038829557089 }, "60/40 monthly": { "equity": 1.3029335727727385, "drawdown": -0.002542873431839565, "net": 0.0023313651490248777 }, "SPY buy & hold": { "equity": 1.1510024518822675, "drawdown": -0.01439462336886721, "net": 0.0026396113631896867 }, "BIL reserve": { "equity": 1.0051692446135818, "drawdown": -0.004757521484305305, "net": 0.0 } }, { "date": "2012-10-02", "Ensemble trend": { "equity": 1.2954329637626878, "drawdown": -0.021916988817826, "net": 0.00015455509803619094 }, "Core + trend": { "equity": 1.2940069105708387, "drawdown": -0.0008572918059225332, "net": 0.00023444903090852343 }, "60/40 monthly": { "equity": 1.3034245704158574, "drawdown": -0.0021669915691787667, "net": 0.000376840119388433 }, "SPY buy & hold": { "equity": 1.1521985694511372, "drawdown": -0.013370385840065224, "net": 0.0010391963691420703 }, "BIL reserve": { "equity": 1.005388522142689, "drawdown": -0.004540409477823859, "net": 0.00021814985912294027 } }, { "date": "2012-10-03", "Ensemble trend": { "equity": 1.296137982765842, "drawdown": -0.02138468253194703, "net": 0.0005442342621160279 }, "Core + trend": { "equity": 1.296199573372407, "drawdown": 0.0, "net": 0.0016944753414036562 }, "60/40 monthly": { "equity": 1.3071755072613762, "drawdown": 0.0, "net": 0.002877755207823185 }, "SPY buy & hold": { "equity": 1.1569029943571751, "drawdown": -0.00934197871220388, "net": 0.00408299839174342 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": -0.00021810228014118582 } }, { "date": "2012-10-04", "Ensemble trend": { "equity": 1.2991476427821016, "drawdown": -0.019112316910813165, "net": 0.0023220213096737385 }, "Core + trend": { "equity": 1.2996399051034808, "drawdown": 0.0, "net": 0.0026541682328462546 }, "60/40 monthly": { "equity": 1.3108421984584486, "drawdown": 0.0, "net": 0.0028050488834161502 }, "SPY buy & hold": { "equity": 1.165195539954259, "drawdown": -0.0022410576732616594, "net": 0.007167883251691043 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": 0.0 } }, { "date": "2012-10-05", "Ensemble trend": { "equity": 1.2959143642382236, "drawdown": -0.021553519892865913, "net": -0.0024887691263126843 }, "Core + trend": { "equity": 1.2969484521936923, "drawdown": -0.002070922029417277, "net": -0.002070922029417277 }, "60/40 monthly": { "equity": 1.3085836236778012, "drawdown": -0.0017229951731059234, "net": -0.0017229951731059234 }, "SPY buy & hold": { "equity": 1.1652751986310947, "drawdown": -0.002172845811457269, "net": 6.836507187335528e-05 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": 0.0 } }, { "date": "2012-10-08", "Ensemble trend": { "equity": 1.2948013555564906, "drawdown": -0.02239386818826461, "net": -0.0008588597460198466 }, "Core + trend": { "equity": 1.2957676485783476, "drawdown": -0.0029794841709057662, "net": -0.0009104476074953682 }, "60/40 monthly": { "equity": 1.307496750568844, "drawdown": -0.002552136247626957, "net": -0.0008305721463200966 }, "SPY buy & hold": { "equity": 1.1612880111706598, "drawdown": -0.005587081282645179, "net": -0.0034216702330219784 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": 0.0 } }, { "date": "2012-10-09", "Ensemble trend": { "equity": 1.2882768929511337, "drawdown": -0.027319994209373144, "net": -0.005038968006449762 }, "Core + trend": { "equity": 1.288056067104119, "drawdown": -0.008913113512345916, "net": -0.005951361328313309 }, "60/40 monthly": { "equity": 1.2985714165782443, "drawdown": -0.009360990891683962, "net": -0.006826276231062578 }, "SPY buy & hold": { "equity": 1.1498063343133977, "drawdown": -0.015418860897669306, "net": -0.009887019194909197 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": 0.0 } }, { "date": "2012-10-10", "Ensemble trend": { "equity": 1.2871850882872797, "drawdown": -0.02814433296183405, "net": -0.0008474922354252401 }, "Core + trend": { "equity": 1.2855587193481999, "drawdown": -0.010834682514738403, "net": -0.0019388501942572134 }, "60/40 monthly": { "equity": 1.294759541640487, "drawdown": -0.012268949563017606, "net": -0.002935437272908459 }, "SPY buy & hold": { "equity": 1.1424704662235503, "drawdown": -0.02170057734387365, "net": -0.006380090169035291 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823748, "net": 0.00021814985912294027 } }, { "date": "2012-10-11", "Ensemble trend": { "equity": 1.2897398083100156, "drawdown": -0.026215457966012545, "net": 0.00198473401065824 }, "Core + trend": { "equity": 1.2873078051429199, "drawdown": -0.009488859115617143, "net": 0.0013605646855296971 }, "60/40 monthly": { "equity": 1.295670420882467, "drawdown": -0.011574068636044599, "net": 0.0007035122836986929 }, "SPY buy & hold": { "equity": 1.143108663700488, "drawdown": -0.021154087748135986, "net": 0.0005586117941824842 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823748, "net": 0.0 } }, { "date": "2012-10-12", "Ensemble trend": { "equity": 1.2872755100800477, "drawdown": -0.028076062335857355, "net": -0.0019106940904591863 }, "Core + trend": { "equity": 1.284782823882143, "drawdown": -0.011431690549817963, "net": -0.001961443293273857 }, "60/40 monthly": { "equity": 1.293142800869554, "drawdown": -0.013502309896423204, "net": -0.0019508201871208941 }, "SPY buy & hold": { "equity": 1.139360838963165, "drawdown": -0.024363356508368295, "net": -0.0032786250829298647 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484304972, "net": -0.00021810228014118582 } }, { "date": "2012-10-15", "Ensemble trend": { "equity": 1.288890025340754, "drawdown": -0.026857064524342333, "net": 0.0012542111211342188 }, "Core + trend": { "equity": 1.288877857657031, "drawdown": -0.008280791782546038, "net": 0.0031873353992344367 }, "60/40 monthly": { "equity": 1.2998027096050448, "drawdown": -0.00842167643549041, "net": 0.005150172688594301 }, "SPY buy & hold": { "equity": 1.1488496568061615, "drawdown": -0.01623806549040696, "net": 0.008328193771896863 }, "BIL reserve": { "equity": 1.0053885221426893, "drawdown": -0.004540409477823637, "net": 0.00021814985912294027 } }, { "date": "2012-10-16", "Ensemble trend": { "equity": 1.2924436472850707, "drawdown": -0.024173994578519098, "net": 0.002757118043005491 }, "Core + trend": { "equity": 1.2935549028638995, "drawdown": -0.004682067867942896, "net": 0.003628773028478083 }, "60/40 monthly": { "equity": 1.3053915276932653, "drawdown": -0.004158144108874051, "net": 0.004299743374068354 }, "SPY buy & hold": { "equity": 1.1604909603711793, "drawdown": -0.006269597251339798, "net": 0.010133008697918777 }, "BIL reserve": { "equity": 1.0051692446135823, "drawdown": -0.004757521484304861, "net": -0.00021810228014118582 } }, { "date": "2012-10-17", "Ensemble trend": { "equity": 1.29208711487053, "drawdown": -0.024443185117398958, "net": -0.00027585915663685956 }, "Core + trend": { "equity": 1.2936964861464477, "drawdown": -0.004573127474536753, "net": 0.0001094528591207844 }, "60/40 monthly": { "equity": 1.3057964868597822, "drawdown": -0.003849213585433997, "net": 0.0003102204648384177 }, "SPY buy & hold": { "equity": 1.165753846738798, "drawdown": -0.0017629786146539095, "net": 0.004535051583629324 }, "BIL reserve": { "equity": 1.0053885221426895, "drawdown": -0.004540409477823415, "net": 0.00021814985912294027 } }, { "date": "2012-10-18", "Ensemble trend": { "equity": 1.2891037744979932, "drawdown": -0.02669567877517709, "net": -0.0023089312927911942 }, "Core + trend": { "equity": 1.2907272688801912, "drawdown": -0.006857773594278749, "net": -0.0022951420971242253 }, "60/40 monthly": { "equity": 1.3028179451323552, "drawdown": -0.006121448741526758, "net": -0.002281015271062725 }, "SPY buy & hold": { "equity": 1.162723414124121, "drawdown": -0.004357943267995545, "net": -0.0025995476001685613 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.00475752148430475, "net": -0.00021810228014118582 } }, { "date": "2012-10-19", "Ensemble trend": { "equity": 1.282789022364511, "drawdown": -0.031463468351602075, "net": -0.004898559959566562 }, "Core + trend": { "equity": 1.281865106437172, "drawdown": -0.013676710446109075, "net": -0.0068660224794878655 }, "60/40 monthly": { "equity": 1.2916331502182088, "drawdown": -0.014653974569043937, "net": -0.008585078948240898 }, "SPY buy & hold": { "equity": 1.1433480264235998, "drawdown": -0.020949121037180385, "net": -0.016663797653990287 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.00475752148430475, "net": 0.0 } }, { "date": "2012-10-22", "Ensemble trend": { "equity": 1.2833525211035075, "drawdown": -0.031038013265270226, "net": 0.00043927624041995017 }, "Core + trend": { "equity": 1.2814433645861614, "drawdown": -0.014001217141659472, "net": -0.00032900642110678113 }, "60/40 monthly": { "equity": 1.2900430500522408, "drawdown": -0.015867011628606154, "net": -0.001231077234042366 }, "SPY buy & hold": { "equity": 1.1435071891002284, "drawdown": -0.02081282976378862, "net": 0.00013920754918905764 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.00475752148430475, "net": 0.0 } }, { "date": "2012-10-23", "Ensemble trend": { "equity": 1.276394464739319, "drawdown": -0.03629151299164235, "net": -0.005421781038155715 }, "Core + trend": { "equity": 1.2735712828484858, "drawdown": -0.02005834243210569, "net": -0.006143136681048489 }, "60/40 monthly": { "equity": 1.2815506049454746, "drawdown": -0.02234562905239179, "net": -0.006583071089311665 }, "SPY buy & hold": { "equity": 1.1276391806746213, "drawdown": -0.03440063263521653, "net": -0.013876614486431738 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.00021814985912294027 } }, { "date": "2012-10-24", "Ensemble trend": { "equity": 1.274226599361829, "drawdown": -0.03792830343589226, "net": -0.0016984290024580906 }, "Core + trend": { "equity": 1.2708803868568497, "drawdown": -0.02212883594424664, "net": -0.0021128742677187784 }, "60/40 monthly": { "equity": 1.2782739771048892, "drawdown": -0.024845264664091316, "net": -0.002556768205594695 }, "SPY buy & hold": { "equity": 1.1244498947374006, "drawdown": -0.03713162366151568, "net": -0.00282828584877004 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823304, "net": 0.0 } }, { "date": "2012-10-25", "Ensemble trend": { "equity": 1.2757824474499904, "drawdown": -0.03675360074916201, "net": 0.001221013663457171 }, "Core + trend": { "equity": 1.2719660764113483, "drawdown": -0.021293458736886928, "net": 0.0008542814616752104 }, "60/40 monthly": { "equity": 1.2786788305303873, "drawdown": -0.024536414807125873, "net": 0.00031671881986916617 }, "SPY buy & hold": { "equity": 1.127719303382584, "drawdown": -0.03433202342276076, "net": 0.0029075627651216074 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.004757521484304528, "net": -0.00021810228014118582 } }, { "date": "2012-10-26", "Ensemble trend": { "equity": 1.277951028791162, "drawdown": -0.035116269735131156, "net": 0.0016998049671448356 }, "Core + trend": { "equity": 1.27431187753192, "drawdown": -0.019488496368956998, "net": 0.00184423245562515 }, "60/40 monthly": { "equity": 1.2814507968343793, "drawdown": -0.022421769499512245, "net": 0.0021678362367525406 }, "SPY buy & hold": { "equity": 1.1270814152597313, "drawdown": -0.03487824811806417, "net": -0.0005656444125230475 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.004757521484304528, "net": 0.0 } }, { "date": "2012-10-31", "Ensemble trend": { "equity": 1.2808437228342073, "drawdown": -0.032932216233950484, "net": 0.002263540603572034 }, "Core + trend": { "equity": 1.2767441512581073, "drawdown": -0.01761699818193152, "net": 0.0019086957981573338 }, "60/40 monthly": { "equity": 1.283527622876483, "drawdown": -0.02083742468322103, "net": 0.0016206834060534803 }, "SPY buy & hold": { "equity": 1.1270814152597313, "drawdown": -0.03487824811806417, "net": 0.0 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823193, "net": 0.00021814985912294027 } }, { "date": "2012-11-01", "Ensemble trend": { "equity": 1.2838307199041712, "drawdown": -0.030676961681760706, "net": 0.002332054267599748 }, "Core + trend": { "equity": 1.2818198841554669, "drawdown": -0.013711506455009292, "net": 0.003975528607166989 }, "60/40 monthly": { "equity": 1.2906176289480473, "drawdown": -0.01542868358539684, "net": 0.00552384377647841 }, "SPY buy & hold": { "equity": 1.1388822681939834, "drawdown": -0.024773157480062702, "net": 0.010470275504926851 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823193, "net": 0.0 } }, { "date": "2012-11-02", "Ensemble trend": { "equity": 1.2768523643265086, "drawdown": -0.03594578780200641, "net": -0.005435572984406778 }, "Core + trend": { "equity": 1.2750046188959276, "drawdown": -0.018955470750639636, "net": -0.005316866545590715 }, "60/40 monthly": { "equity": 1.2840871526137572, "drawdown": -0.02041057716646255, "net": -0.0050599621358132785 }, "SPY buy & hold": { "equity": 1.1287558715822192, "drawdown": -0.03344440829289319, "net": -0.00889152188471809 }, "BIL reserve": { "equity": 1.0053885221426897, "drawdown": -0.004540409477823193, "net": 0.0 } }, { "date": "2012-11-05", "Ensemble trend": { "equity": 1.2793825071255727, "drawdown": -0.03403546920053946, "net": 0.001981546864580963 }, "Core + trend": { "equity": 1.2775912100581959, "drawdown": -0.016965233953422976, "net": 0.002028691601531518 }, "60/40 monthly": { "equity": 1.2869049442404783, "drawdown": -0.018260973171386086, "net": 0.0021943928190431006 }, "SPY buy & hold": { "equity": 1.131068525381645, "drawdown": -0.03146407887198455, "net": 0.0020488520659334153 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": -0.00021810228014118582 } }, { "date": "2012-11-06", "Ensemble trend": { "equity": 1.2857783493047072, "drawdown": -0.029206454691410477, "net": 0.004999163380390748 }, "Core + trend": { "equity": 1.2825570720729953, "drawdown": -0.013144281707112793, "net": 0.0038868943177632342 }, "60/40 monthly": { "equity": 1.2906681724778424, "drawdown": -0.015390125527184773, "net": 0.002924247244682876 }, "SPY buy & hold": { "equity": 1.1399192230862252, "drawdown": -0.023885211224652036, "net": 0.007825076470582282 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2012-11-07", "Ensemble trend": { "equity": 1.2782082448103582, "drawdown": -0.03492206546087129, "net": -0.0058875656900293505 }, "Core + trend": { "equity": 1.2724367215688432, "drawdown": -0.0209313236903661, "net": -0.007890760360312554 }, "60/40 monthly": { "equity": 1.2771763044466573, "drawdown": -0.025682644372741814, "net": -0.010453397952227439 }, "SPY buy & hold": { "equity": 1.1140843674180885, "drawdown": -0.04600764250997591, "net": -0.022663759979580922 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.00021814985912294027 } }, { "date": "2012-11-08", "Ensemble trend": { "equity": 1.2751554111109393, "drawdown": -0.03722702825006363, "net": -0.002388369588299688 }, "Core + trend": { "equity": 1.2677552447158489, "drawdown": -0.024533457508057355, "net": -0.003679143153949682 }, "60/40 monthly": { "equity": 1.2702433816044674, "drawdown": -0.030971551649562112, "net": -0.005428320912353346 }, "SPY buy & hold": { "equity": 1.100688562161141, "drawdown": -0.057478493561561095, "net": -0.012024049209120813 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-09", "Ensemble trend": { "equity": 1.2755748372103979, "drawdown": -0.036910351468012914, "net": 0.00032892155403474455 }, "Core + trend": { "equity": 1.2682746192818002, "drawdown": -0.024133827915343353, "net": 0.0004096804711446467 }, "60/40 monthly": { "equity": 1.2709478357719188, "drawdown": -0.030434145874648877, "net": 0.0005545820412475866 }, "SPY buy & hold": { "equity": 1.1016451623298564, "drawdown": -0.05665935519393195, "net": 0.0008690924950078838 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-12", "Ensemble trend": { "equity": 1.2760006850958225, "drawdown": -0.03658882608327052, "net": 0.00033384782531142854 }, "Core + trend": { "equity": 1.2688772159838597, "drawdown": -0.02367016355747542, "net": 0.0004751310898269967 }, "60/40 monthly": { "equity": 1.271881366001567, "drawdown": -0.029721985226520475, "net": 0.0007345149843080989 }, "SPY buy & hold": { "equity": 1.1025225678528636, "drawdown": -0.0559080313374557, "net": 0.0007964502119282013 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-13", "Ensemble trend": { "equity": 1.273104784318817, "drawdown": -0.03877530074563462, "net": -0.0022695134969995534 }, "Core + trend": { "equity": 1.2665900087902056, "drawdown": -0.02543004118563419, "net": -0.001802544142839424 }, "60/40 monthly": { "equity": 1.2698664624491278, "drawdown": -0.03125909133647686, "net": -0.001584191424058301 }, "SPY buy & hold": { "equity": 1.0986949297616633, "drawdown": -0.059185644409709304, "net": -0.003471709516708388 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-14", "Ensemble trend": { "equity": 1.2654963160410158, "drawdown": -0.0445198770933144, "net": -0.00597630954774242 }, "Core + trend": { "equity": 1.258105555944724, "drawdown": -0.0319583516908476, "net": -0.0066986576450145385 }, "60/40 monthly": { "equity": 1.2598210705521484, "drawdown": -0.0389224026860755, "net": -0.007910589179279004 }, "SPY buy & hold": { "equity": 1.08386403090534, "drawdown": -0.07188536857550976, "net": -0.013498650493946052 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-15", "Ensemble trend": { "equity": 1.264736397211991, "drawdown": -0.045093634066726396, "net": -0.0006004907476950816 }, "Core + trend": { "equity": 1.2569046781358533, "drawdown": -0.03288235979813581, "net": -0.0009545127618240112 }, "60/40 monthly": { "equity": 1.2583246522064524, "drawdown": -0.04006397285177188, "net": -0.001187802284526085 }, "SPY buy & hold": { "equity": 1.0820300252136177, "drawdown": -0.07345583079961493, "net": -0.0016920994141583767 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-16", "Ensemble trend": { "equity": 1.2664205001144615, "drawdown": -0.043822095913795156, "net": 0.001331584119966145 }, "Core + trend": { "equity": 1.2596649710988608, "drawdown": -0.03075846920954406, "net": 0.0021961036592699212 }, "60/40 monthly": { "equity": 1.2623255403614775, "drawdown": -0.03701182198286479, "net": 0.0031795357009094527 }, "SPY buy & hold": { "equity": 1.0873724929195505, "drawdown": -0.06888106652623327, "net": 0.004937448667266198 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-19", "Ensemble trend": { "equity": 1.2797076487102066, "drawdown": -0.03378997949242235, "net": 0.010491893170194277 }, "Core + trend": { "equity": 1.272979552712077, "drawdown": -0.02051364557729629, "net": 0.010569938768402398 }, "60/40 monthly": { "equity": 1.2764027286745598, "drawdown": -0.026272780830819742, "net": 0.011151789188271755 }, "SPY buy & hold": { "equity": 1.1093800198505717, "drawdown": -0.050035983412728746, "net": 0.020239179374431204 }, "BIL reserve": { "equity": 1.00538852214269, "drawdown": -0.004540409477823082, "net": 0.0 } }, { "date": "2012-11-20", "Ensemble trend": { "equity": 1.2773780136326154, "drawdown": -0.03554890994686111, "net": -0.001820443192583232 }, "Core + trend": { "equity": 1.2709443264464428, "drawdown": -0.022079638016926806, "net": -0.0015987894395461666 }, "60/40 monthly": { "equity": 1.2746039719076159, "drawdown": -0.02764499540329801, "net": -0.001409239205256152 }, "SPY buy & hold": { "equity": 1.1098581265886265, "drawdown": -0.04962657979168539, "net": 0.0004309675039209093 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": -0.00021810228014118582 } }, { "date": "2012-11-21", "Ensemble trend": { "equity": 1.2774881722127118, "drawdown": -0.035465737572263456, "net": 8.623804302310134e-05 }, "Core + trend": { "equity": 1.2713634943790435, "drawdown": -0.021757111807201746, "net": 0.00032980825664696845 }, "60/40 monthly": { "equity": 1.2752717623269154, "drawdown": -0.027135559240741736, "net": 0.0005239199265165695 }, "SPY buy & hold": { "equity": 1.1119310309723338, "drawdown": -0.04785154820727555, "net": 0.0018677201473298322 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-23", "Ensemble trend": { "equity": 1.2897633591260786, "drawdown": -0.026197676534062575, "net": 0.009608845843249725 }, "Core + trend": { "equity": 1.2822435081692265, "drawdown": -0.013385551540808782, "net": 0.008557752238667948 }, "60/40 monthly": { "equity": 1.2853949488459853, "drawdown": -0.019412900837636582, "net": 0.007938062159079662 }, "SPY buy & hold": { "equity": 1.127081415259732, "drawdown": -0.034878248118063615, "net": 0.013625291376345272 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-26", "Ensemble trend": { "equity": 1.2892549590028866, "drawdown": -0.026581530841685574, "net": -0.0003941809321801326 }, "Core + trend": { "equity": 1.2815983276220366, "drawdown": -0.013881981778643304, "net": -0.0005031653840158468 }, "60/40 monthly": { "equity": 1.2846026128464745, "drawdown": -0.02001734887908857, "net": -0.0006164144337288402 }, "SPY buy & hold": { "equity": 1.1246892574605134, "drawdown": -0.03692665695055941, "net": -0.0021224356704233616 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-27", "Ensemble trend": { "equity": 1.2860216569152414, "drawdown": -0.02902275159984835, "net": -0.002507884158262974 }, "Core + trend": { "equity": 1.2787600812503834, "drawdown": -0.016065853142170905, "net": -0.002214614603094467 }, "60/40 monthly": { "equity": 1.2818410391358386, "drawdown": -0.02212406600635497, "net": -0.0021497494112336923 }, "SPY buy & hold": { "equity": 1.1189482643548398, "drawdown": -0.04184267920828855, "net": -0.005104514929427206 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-28", "Ensemble trend": { "equity": 1.2887638544844746, "drawdown": -0.026952326552162398, "net": 0.002132310567623863 }, "Core + trend": { "equity": 1.2833670464141989, "drawdown": -0.012521051889358814, "net": 0.0036026814031533405 }, "60/40 monthly": { "equity": 1.2886918436412858, "drawdown": -0.016897804208021228, "net": 0.005344503956641766 }, "SPY buy & hold": { "equity": 1.1279582020745693, "drawdown": -0.034127454062455986, "net": 0.008052148617366583 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-29", "Ensemble trend": { "equity": 1.2939916083775975, "drawdown": -0.023005246762982767, "net": 0.004056409461618449 }, "Core + trend": { "equity": 1.2879046523022402, "drawdown": -0.009029618708350062, "net": 0.003535703913170929 }, "60/40 monthly": { "equity": 1.2928266489198532, "drawdown": -0.013743492206599428, "net": 0.0032085290979140257 }, "SPY buy & hold": { "equity": 1.1332212431192306, "drawdown": -0.02962070297555286, "net": 0.0046659894267193636 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-11-30", "Ensemble trend": { "equity": 1.2929372094214593, "drawdown": -0.023801343307424228, "net": -0.0008148421900975311 }, "Core + trend": { "equity": 1.287396384159766, "drawdown": -0.009420702531244718, "net": -0.00039464733787997197 }, "60/40 monthly": { "equity": 1.2928962233239834, "drawdown": -0.01369041609704802, "net": 5.381572555607228e-05 }, "SPY buy & hold": { "equity": 1.1334597551186096, "drawdown": -0.02941646474079107, "net": 0.00021047258055495455 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-03", "Ensemble trend": { "equity": 1.291625164814896, "drawdown": -0.02479196850802534, "net": -0.001014778286990703 }, "Core + trend": { "equity": 1.2847590597894951, "drawdown": -0.011449975685996594, "net": -0.0020485721435299364 }, "60/40 monthly": { "equity": 1.2888591017534716, "drawdown": -0.016770208291149946, "net": -0.0031225410807778076 }, "SPY buy & hold": { "equity": 1.127878543397734, "drawdown": -0.034195665924260155, "net": -0.004924049306268885 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-04", "Ensemble trend": { "equity": 1.29091457952816, "drawdown": -0.025328477471741717, "net": -0.0005501482210883424 }, "Core + trend": { "equity": 1.2842432633140266, "drawdown": -0.011846852138807207, "net": -0.00040147331247697426 }, "60/40 monthly": { "equity": 1.2886627810826168, "drawdown": -0.016919975113644403, "net": -0.0001523212821228359 }, "SPY buy & hold": { "equity": 1.1262839777676448, "drawdown": -0.03556109521230133, "net": -0.0014137742396319597 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-05", "Ensemble trend": { "equity": 1.293022078217053, "drawdown": -0.02373726532772802, "net": 0.0016325624656461368 }, "Core + trend": { "equity": 1.2859409498753904, "drawdown": -0.010540577566367948, "net": 0.0013219353450084625 }, "60/40 monthly": { "equity": 1.2904586107308773, "drawdown": -0.01554999354731057, "net": 0.0013935605766093317 }, "SPY buy & hold": { "equity": 1.1282777648441653, "drawdown": -0.033853811913935994, "net": 0.0017702347861434653 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-06", "Ensemble trend": { "equity": 1.2955942050005522, "drawdown": -0.021795247809322293, "net": 0.0019892365542946155 }, "Core + trend": { "equity": 1.2885806246896483, "drawdown": -0.008509495876822926, "net": 0.00205271852841582 }, "60/40 monthly": { "equity": 1.29337111114815, "drawdown": -0.013328139215265322, "net": 0.0022569498882440975 }, "SPY buy & hold": { "equity": 1.1321047068886751, "drawdown": -0.030576794867659074, "net": 0.0033918438914184446 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-07", "Ensemble trend": { "equity": 1.2957576023703212, "drawdown": -0.021671878869428562, "net": 0.00012611770656145715 }, "Core + trend": { "equity": 1.289188661084245, "drawdown": -0.00804164598070245, "net": 0.0004718652313611127 }, "60/40 monthly": { "equity": 1.2942591166461332, "drawdown": -0.01265070794319656, "net": 0.0006865821343378098 }, "SPY buy & hold": { "equity": 1.1355335102260502, "drawdown": -0.0276407046801872, "net": 0.0030286980669820274 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-10", "Ensemble trend": { "equity": 1.297757331529597, "drawdown": -0.020162035309502446, "net": 0.0015432895439837502 }, "Core + trend": { "equity": 1.2905568847595066, "drawdown": -0.00698887461696629, "net": 0.0010613060109534445 }, "60/40 monthly": { "equity": 1.295061324529157, "drawdown": -0.012038728954446354, "net": 0.0006198201524765246 }, "SPY buy & hold": { "equity": 1.1360120036567107, "drawdown": -0.02723096993360119, "net": 0.0004213820431995252 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-11", "Ensemble trend": { "equity": 1.2995807961765515, "drawdown": -0.018785275691237557, "net": 0.0014050890737835608 }, "Core + trend": { "equity": 1.2935325357062732, "drawdown": -0.004699278140987362, "net": 0.0023057107996606874 }, "60/40 monthly": { "equity": 1.2993802716587755, "drawdown": -0.008743940966466024, "net": 0.0033349363831776113 }, "SPY buy & hold": { "equity": 1.1437463198077775, "drawdown": -0.020608061728157878, "net": 0.006808304952915067 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-12", "Ensemble trend": { "equity": 1.2984910242973662, "drawdown": -0.01960807964243505, "net": -0.000838556465586171 }, "Core + trend": { "equity": 1.2921282713306113, "drawdown": -0.005779780801876466, "net": -0.0010856042170561686 }, "60/40 monthly": { "equity": 1.297586600460238, "drawdown": -0.01011227591986219, "net": -0.0013804051344011858 }, "SPY buy & hold": { "equity": 1.1443046265923158, "drawdown": -0.020129982669550572, "net": 0.0004881386500392715 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-13", "Ensemble trend": { "equity": 1.293978268853509, "drawdown": -0.02301531842415938, "net": -0.003475384395744241 }, "Core + trend": { "equity": 1.2869027463714364, "drawdown": -0.00980052911735596, "net": -0.004044122456815735 }, "60/40 monthly": { "equity": 1.2917725834776417, "drawdown": -0.01454760535114985, "net": -0.004480638888020527 }, "SPY buy & hold": { "equity": 1.1372879345794584, "drawdown": -0.026138388092777687, "net": -0.006131839240878456 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-14", "Ensemble trend": { "equity": 1.2952708915660107, "drawdown": -0.022039357220197342, "net": 0.000998952411810583 }, "Core + trend": { "equity": 1.2865161773858789, "drawdown": -0.010097972266061683, "net": -0.00030038710123792 }, "60/40 monthly": { "equity": 1.2900056961726383, "drawdown": -0.015895507720390833, "net": -0.001367800592459223 }, "SPY buy & hold": { "equity": 1.13306192576556, "drawdown": -0.029757126699161418, "net": -0.003715865336653801 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-17", "Ensemble trend": { "equity": 1.296211725150916, "drawdown": -0.02132900525951187, "net": 0.000726360478747301 }, "Core + trend": { "equity": 1.29027842330491, "drawdown": -0.007203135085195322, "net": 0.0029243673613774668 }, "60/40 monthly": { "equity": 1.2964546831147108, "drawdown": -0.010975779815951658, "net": 0.004999192609153713 }, "SPY buy & hold": { "equity": 1.1463780723456718, "drawdown": -0.018354487509380735, "net": 0.01175235552206444 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.0 } }, { "date": "2012-12-18", "Ensemble trend": { "equity": 1.297069777735883, "drawdown": -0.02068115494264189, "net": 0.0006619694671157195 }, "Core + trend": { "equity": 1.293682767655195, "drawdown": -0.004583683083978274, "net": 0.0026384571645901023 }, "60/40 monthly": { "equity": 1.3032302763939452, "drawdown": -0.005806894280223185, "net": 0.0052262476795224 }, "SPY buy & hold": { "equity": 1.1591354481101181, "drawdown": -0.007430324728858517, "net": 0.01112841921194696 }, "BIL reserve": { "equity": 1.0053885221426901, "drawdown": -0.00454040947782286, "net": 0.00021814985912294027 } }, { "date": "2012-12-19", "Ensemble trend": { "equity": 1.2963552839291395, "drawdown": -0.021220614932868642, "net": -0.0005508522509797276 }, "Core + trend": { "equity": 1.2906661431716557, "drawdown": -0.006904806397977303, "net": -0.0023318115993821165 }, "60/40 monthly": { "equity": 1.29802472538395, "drawdown": -0.00977804429058804, "net": -0.003994344748035505 }, "SPY buy & hold": { "equity": 1.1505240357901292, "drawdown": -0.014804291890343713, "net": -0.007429168294377786 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": -0.00021810228014118582 } }, { "date": "2012-12-20", "Ensemble trend": { "equity": 1.2980539521478158, "drawdown": -0.019938079616261817, "net": 0.0013103415705049137 }, "Core + trend": { "equity": 1.293544027293102, "drawdown": -0.004690436009575527, "net": 0.002229766494358021 }, "60/40 monthly": { "equity": 1.3029022524226914, "drawdown": -0.006057133379665958, "net": 0.0037576534124175165 }, "SPY buy & hold": { "equity": 1.157142202403246, "drawdown": -0.009137144451464185, "net": 0.005752306259792173 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.0 } }, { "date": "2012-12-21", "Ensemble trend": { "equity": 1.2955486159798155, "drawdown": -0.021829668615281794, "net": -0.0019300709064170585 }, "Core + trend": { "equity": 1.2896405904684687, "drawdown": -0.007693911671799669, "net": -0.003017629661049792 }, "60/40 monthly": { "equity": 1.2970593254176574, "drawdown": -0.010514517351516428, "net": -0.0044845474740482505 }, "SPY buy & hold": { "equity": 1.1466383164695082, "drawdown": -0.018131640019116713, "net": -0.009077437424650614 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.0 } }, { "date": "2012-12-24", "Ensemble trend": { "equity": 1.293943604762008, "drawdown": -0.023041490646067864, "net": -0.001238866066475941 }, "Core + trend": { "equity": 1.2874697522459904, "drawdown": -0.009364249904685318, "net": -0.001683289312171543 }, "60/40 monthly": { "equity": 1.2941119254664442, "drawdown": -0.01276299543276782, "net": -0.0022723709651939483 }, "SPY buy & hold": { "equity": 1.1431050287899924, "drawdown": -0.02115720032823709, "net": -0.0030814317198074592 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.0 } }, { "date": "2012-12-26", "Ensemble trend": { "equity": 1.294624337480278, "drawdown": -0.022527521088768987, "net": 0.0005260914894316127 }, "Core + trend": { "equity": 1.2866162474565708, "drawdown": -0.010020973960377932, "net": -0.0006629319158221181 }, "60/40 monthly": { "equity": 1.2918500028825162, "drawdown": -0.014488544538974524, "net": -0.0017478569970775792 }, "SPY buy & hold": { "equity": 1.1382870709348336, "drawdown": -0.025282825915446838, "net": -0.004214798932569375 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.0 } }, { "date": "2012-12-27", "Ensemble trend": { "equity": 1.297186084664138, "drawdown": -0.020593340417466854, "net": 0.0019787571650677904 }, "Core + trend": { "equity": 1.2878049210821252, "drawdown": -0.009106356287523543, "net": 0.0009238758082716902 }, "60/40 monthly": { "equity": 1.2918445964903156, "drawdown": -0.014492668904368733, "net": -4.1849999523613235e-06 }, "SPY buy & hold": { "equity": 1.1367614139271331, "drawdown": -0.0265892486317717, "net": -0.0013403095288146982 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.0 } }, { "date": "2012-12-28", "Ensemble trend": { "equity": 1.2944522925008315, "drawdown": -0.02265741918173325, "net": -0.002107478792462092 }, "Core + trend": { "equity": 1.2826397616891192, "drawdown": -0.013080656686213499, "net": -0.004010824394634072 }, "60/40 monthly": { "equity": 1.284589556599675, "drawdown": -0.020027309076292243, "net": -0.005616031456377235 }, "SPY buy & hold": { "equity": 1.1244750297567911, "drawdown": -0.037110100501236976, "net": -0.010808234709424713 }, "BIL reserve": { "equity": 1.0053885221426901, "drawdown": -0.004540409477822749, "net": 0.00021814985912294027 } }, { "date": "2012-12-31", "Ensemble trend": { "equity": 1.3007940693449305, "drawdown": -0.01786922529950774, "net": 0.004899197043289227 }, "Core + trend": { "equity": 1.2910052608049825, "drawdown": -0.006643874402895378, "net": 0.006522095576428022 }, "60/40 monthly": { "equity": 1.2950166481097316, "drawdown": -0.012072811179963505, "net": 0.00811706078138874 }, "SPY buy & hold": { "equity": 1.1435873118081918, "drawdown": -0.020744220551332293, "net": 0.01699662646624911 }, "BIL reserve": { "equity": 1.0051692446135831, "drawdown": -0.004757521484303973, "net": -0.00021810228014118582 } }, { "date": "2013-01-02", "Ensemble trend": { "equity": 1.309860415447531, "drawdown": -0.011023916167729464, "net": 0.006969855041825568 }, "Core + trend": { "equity": 1.3042517896550536, "drawdown": 0.0, "net": 0.01026063119356424 }, "60/40 monthly": { "equity": 1.3128278192947749, "drawdown": 0.0, "net": 0.01375362333066632 }, "SPY buy & hold": { "equity": 1.1728977606190294, "drawdown": 0.0, "net": 0.025630267587083644 }, "BIL reserve": { "equity": 1.0051692446135831, "drawdown": -0.004757521484303973, "net": 0.0 } }, { "date": "2013-01-03", "Ensemble trend": { "equity": 1.3023256884986998, "drawdown": -0.016712816040358014, "net": -0.00575231288767275 }, "Core + trend": { "equity": 1.2982859987030646, "drawdown": -0.004574109845436158, "net": -0.004574109845436158 }, "60/40 monthly": { "equity": 1.3084003942432907, "drawdown": -0.003372433906727146, "net": -0.003372433906727146 }, "SPY buy & hold": { "equity": 1.170247446836047, "drawdown": -0.0022596289906661182, "net": -0.0022596289906661182 }, "BIL reserve": { "equity": 1.0051692446135831, "drawdown": -0.004757521484303973, "net": 0.0 } }, { "date": "2013-01-04", "Ensemble trend": { "equity": 1.3042813390736416, "drawdown": -0.015236252870617806, "net": 0.0015016601394053364 }, "Core + trend": { "equity": 1.300907449698093, "drawdown": -0.0025641827624748315, "net": 0.00201916295611837 }, "60/40 monthly": { "equity": 1.312167861537725, "drawdown": -0.0005026993999902585, "net": 0.002879445245515422 }, "SPY buy & hold": { "equity": 1.1753869009238318, "drawdown": 0.0, "net": 0.0043917669734550024 }, "BIL reserve": { "equity": 1.0053885221426904, "drawdown": -0.004540409477822638, "net": 0.00021814985912294027 } }, { "date": "2013-01-07", "Ensemble trend": { "equity": 1.3001930903785577, "drawdown": -0.01832297885799339, "net": -0.0031344837747872 }, "Core + trend": { "equity": 1.2981191086312958, "drawdown": -0.004702068321776776, "net": -0.0021433815814063673 }, "60/40 monthly": { "equity": 1.3102455280430545, "drawdown": -0.00196696871727442, "net": -0.0014650057748081258 }, "SPY buy & hold": { "equity": 1.1721745681072937, "drawdown": -0.0027330003541925496, "net": -0.0027330003541925496 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": -0.000435786339227473 } }, { "date": "2013-01-08", "Ensemble trend": { "equity": 1.2988595159511462, "drawdown": -0.019329859590601628, "net": -0.0010256741381567958 }, "Core + trend": { "equity": 1.2971614242740912, "drawdown": -0.005436347059058044, "net": -0.0007377476772639779 }, "60/40 monthly": { "equity": 1.3091616046875545, "drawdown": -0.0027926088656392567, "net": -0.0008272673573775924 }, "SPY buy & hold": { "equity": 1.168802221890394, "drawdown": -0.005602137498948112, "net": -0.0028769999867384044 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-09", "Ensemble trend": { "equity": 1.3016124898949708, "drawdown": -0.01725129812119064, "net": 0.002119531719955603 }, "Core + trend": { "equity": 1.2995045731634298, "drawdown": -0.0036398006345685907, "net": 0.0018063664594789586 }, "60/40 monthly": { "equity": 1.311486908773605, "drawdown": -0.0010213910015178795, "net": 0.0017761780346479128 }, "SPY buy & hold": { "equity": 1.17177325852079, "drawdown": -0.003074428003410179, "net": 0.0025419498481025204 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-10", "Ensemble trend": { "equity": 1.3086019180810666, "drawdown": -0.011974111915551866, "net": 0.005369822616453135 }, "Core + trend": { "equity": 1.3048373051910083, "drawdown": 0.0, "net": 0.004103665456595351 }, "60/40 monthly": { "equity": 1.3164159368668458, "drawdown": 0.0, "net": 0.003758350968100954 }, "SPY buy & hold": { "equity": 1.1810882193681296, "drawdown": 0.0, "net": 0.007949456756760842 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-11", "Ensemble trend": { "equity": 1.3077588787610153, "drawdown": -0.012610626856707663, "net": -0.0006442290114380134 }, "Core + trend": { "equity": 1.3052049124417353, "drawdown": 0.0, "net": 0.00028172650280966494 }, "60/40 monthly": { "equity": 1.3179723022498673, "drawdown": 0.0, "net": 0.0011822747958565305 }, "SPY buy & hold": { "equity": 1.181008019321646, "drawdown": -6.79035191178956e-05, "net": -6.79035191178956e-05 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-14", "Ensemble trend": { "equity": 1.30907303830457, "drawdown": -0.01161840482786547, "net": 0.0010048943768592444 }, "Core + trend": { "equity": 1.3054657590313627, "drawdown": 0.0, "net": 0.00019985106333941793 }, "60/40 monthly": { "equity": 1.3172313048604483, "drawdown": -0.000562225312439546, "net": -0.000562225312439546 }, "SPY buy & hold": { "equity": 1.1802051681330747, "drawdown": -0.0007476589983492765, "net": -0.00067980164015502 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-15", "Ensemble trend": { "equity": 1.3103385778133037, "drawdown": -0.010662892093438181, "net": 0.0009667447664896134 }, "Core + trend": { "equity": 1.3070352163403005, "drawdown": 0.0, "net": 0.0012022202023149742 }, "60/40 monthly": { "equity": 1.3190152343815122, "drawdown": 0.0, "net": 0.0013543024026847483 }, "SPY buy & hold": { "equity": 1.181008019321646, "drawdown": -6.79035191178956e-05, "net": 0.000680264084795601 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-16", "Ensemble trend": { "equity": 1.3097741512931158, "drawdown": -0.011089047676860031, "net": -0.0004307486093629853 }, "Core + trend": { "equity": 1.3071791893111862, "drawdown": 0.0, "net": 0.00011015232725619661 }, "60/40 monthly": { "equity": 1.319568273954497, "drawdown": 0.0, "net": 0.00041928217246400834 }, "SPY buy & hold": { "equity": 1.180847464551636, "drawdown": -0.0002038415188176934, "net": -0.00013594723099519257 }, "BIL reserve": { "equity": 1.0049503875591246, "drawdown": -0.004974217168625117, "net": 0.0 } }, { "date": "2013-01-17", "Ensemble trend": { "equity": 1.313138926052173, "drawdown": -0.008548561893072737, "net": 0.002568973250644202 }, "Core + trend": { "equity": 1.3098399549924538, "drawdown": 0.0, "net": 0.0020355018677045145 }, "60/40 monthly": { "equity": 1.3224863898295973, "drawdown": 0.0, "net": 0.002211417122325532 }, "SPY buy & hold": { "equity": 1.188476368298308, "drawdown": 0.0, "net": 0.00646053277471248 }, "BIL reserve": { "equity": 1.0051692446135831, "drawdown": -0.004757521484303973, "net": 0.00021777896418373466 } }, { "date": "2013-01-18", "Ensemble trend": { "equity": 1.3148975096493936, "drawdown": -0.007220789026162744, "net": 0.001339221282935732 }, "Core + trend": { "equity": 1.3123479191579035, "drawdown": 0.0, "net": 0.0019147103857160008 }, "60/40 monthly": { "equity": 1.325728195999939, "drawdown": 0.0, "net": 0.002451296433197747 }, "SPY buy & hold": { "equity": 1.1911259086960782, "drawdown": 0.0, "net": 0.002229358924118907 }, "BIL reserve": { "equity": 1.0049503875591244, "drawdown": -0.004974217168625228, "net": -0.00021773154683313312 } }, { "date": "2013-01-22", "Ensemble trend": { "equity": 1.3171985685250227, "drawdown": -0.0054834342907654765, "net": 0.001749991051578359 }, "Core + trend": { "equity": 1.315752481252172, "drawdown": 0.0, "net": 0.0025942526707802838 }, "60/40 monthly": { "equity": 1.3305680948517393, "drawdown": 0.0, "net": 0.003650747465735016 }, "SPY buy & hold": { "equity": 1.1975504969906332, "drawdown": 0.0, "net": 0.005393710478170943 }, "BIL reserve": { "equity": 1.0049503875591244, "drawdown": -0.004974217168625228, "net": 0.0 } }, { "date": "2013-01-23", "Ensemble trend": { "equity": 1.3160182069962518, "drawdown": -0.006374635603869749, "net": -0.0008961151013796576 }, "Core + trend": { "equity": 1.3159377470220948, "drawdown": 0.0, "net": 0.00014080594379484168 }, "60/40 monthly": { "equity": 1.3321287251713325, "drawdown": 0.0, "net": 0.0011729052617686087 }, "SPY buy & hold": { "equity": 1.1994776956004007, "drawdown": 0.0, "net": 0.0016092837960575146 }, "BIL reserve": { "equity": 1.0049503875591244, "drawdown": -0.004974217168625228, "net": 0.0 } }, { "date": "2013-01-24", "Ensemble trend": { "equity": 1.3135870371080645, "drawdown": -0.00821022727974241, "net": -0.001847367973530134 }, "Core + trend": { "equity": 1.3142721051230097, "drawdown": -0.00126574520934164, "net": -0.00126574520934164 }, "60/40 monthly": { "equity": 1.3314965340882639, "drawdown": -0.00047457206734080604, "net": -0.00047457206734080604 }, "SPY buy & hold": { "equity": 1.1997991918330266, "drawdown": 0.0, "net": 0.000268030188310453 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304195, "net": 0.00021777896418373466 } }, { "date": "2013-01-25", "Ensemble trend": { "equity": 1.312945132811534, "drawdown": -0.008694880445752284, "net": -0.0004886652185176477 }, "Core + trend": { "equity": 1.3140456367133442, "drawdown": -0.0014378418075113863, "net": -0.00017231470468170862 }, "60/40 monthly": { "equity": 1.3327642016256807, "drawdown": 0.0, "net": 0.0009520622134286949 }, "SPY buy & hold": { "equity": 1.2065440389438684, "drawdown": 0.0, "net": 0.005621646652834489 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625339, "net": -0.00021773154683313312 } }, { "date": "2013-01-28", "Ensemble trend": { "equity": 1.30884403857481, "drawdown": -0.011791305125687934, "net": -0.0031235838682321937 }, "Core + trend": { "equity": 1.311120188631274, "drawdown": -0.0036609318349009046, "net": -0.0022262910817825166 }, "60/40 monthly": { "equity": 1.3307286520414572, "drawdown": -0.001527314120337686, "net": -0.001527314120337686 }, "SPY buy & hold": { "equity": 1.2050984273056093, "drawdown": -0.0011981424561381404, "net": -0.0011981424561381404 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625339, "net": 0.0 } }, { "date": "2013-01-29", "Ensemble trend": { "equity": 1.313724111629474, "drawdown": -0.00810673272278195, "net": 0.003728536717008568 }, "Core + trend": { "equity": 1.3144752668333382, "drawdown": -0.0011113597068448389, "net": 0.0025589402338215272 }, "60/40 monthly": { "equity": 1.3332248785808356, "drawdown": 0.0, "net": 0.0018758343675466804 }, "SPY buy & hold": { "equity": 1.2098366491454116, "drawdown": 0.0, "net": 0.003931813146911267 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625339, "net": 0.0 } }, { "date": "2013-01-30", "Ensemble trend": { "equity": 1.3135830989664723, "drawdown": -0.008213200671260634, "net": -0.00010733810984608905 }, "Core + trend": { "equity": 1.313001445640014, "drawdown": -0.002231337605996475, "net": -0.0011212239823078507 }, "60/40 monthly": { "equity": 1.330254833119931, "drawdown": -0.002227715300412103, "net": -0.002227715300412103 }, "SPY buy & hold": { "equity": 1.2050984273056096, "drawdown": -0.003916414536746848, "net": -0.003916414536746848 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625339, "net": 0.0 } }, { "date": "2013-01-31", "Ensemble trend": { "equity": 1.3117179368541367, "drawdown": -0.009621442877694286, "net": -0.0014199041642688481 }, "Core + trend": { "equity": 1.3114600927847446, "drawdown": -0.0034026337852857136, "net": -0.0011739155812720004 }, "60/40 monthly": { "equity": 1.328640052924858, "drawdown": -0.0034388989656852775, "net": -0.0012138878618358495 }, "SPY buy & hold": { "equity": 1.2021272359981712, "drawdown": -0.0063722760859379335, "net": -0.002465517537917239 }, "BIL reserve": { "equity": 1.005169244613583, "drawdown": -0.004757521484304306, "net": 0.00021777896418373466 } }, { "date": "2013-02-01", "Ensemble trend": { "equity": 1.316344239402333, "drawdown": -0.006128473304157556, "net": 0.003526903473845655 }, "Core + trend": { "equity": 1.316594076852443, "drawdown": 0.0, "net": 0.003914708572486436 }, "60/40 monthly": { "equity": 1.3354262572167235, "drawdown": 0.0, "net": 0.005107631880377328 }, "SPY buy & hold": { "equity": 1.2144937428764757, "drawdown": 0.0, "net": 0.010287186337672782 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625561, "net": -0.00021773154683313312 } }, { "date": "2013-02-04", "Ensemble trend": { "equity": 1.3096011819623128, "drawdown": -0.011219643677306657, "net": -0.0051225638690695074 }, "Core + trend": { "equity": 1.310863935953762, "drawdown": -0.004352245691686352, "net": -0.004352245691686352 }, "60/40 monthly": { "equity": 1.3289170026553614, "drawdown": -0.004874289782895613, "net": -0.004874289782895613 }, "SPY buy & hold": { "equity": 1.200842952515134, "drawdown": -0.011239901762696847, "net": -0.011239901762696847 }, "BIL reserve": { "equity": 1.0049503875591241, "drawdown": -0.004974217168625561, "net": 0.0 } }, { "date": "2013-02-05", "Ensemble trend": { "equity": 1.3138254318109472, "drawdown": -0.00803023355149246, "net": 0.0032256002108250748 }, "Core + trend": { "equity": 1.3160111845597793, "drawdown": -0.00044272741531459214, "net": 0.003926607838419471 }, "60/40 monthly": { "equity": 1.3350668856495587, "drawdown": -0.00026910626118270553, "net": 0.0046277404698027436 }, "SPY buy & hold": { "equity": 1.2129687819154662, "drawdown": -0.0012556350907150238, "net": 0.01009776455358713 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.00021777896418373466 } }, { "date": "2013-02-06", "Ensemble trend": { "equity": 1.314835846385422, "drawdown": -0.007267346271957575, "net": 0.0007690630353243133 }, "Core + trend": { "equity": 1.3175959648946833, "drawdown": 0.0, "net": 0.0012042301414285639 }, "60/40 monthly": { "equity": 1.3372545964973195, "drawdown": 0.0, "net": 0.0016386526182892158 }, "SPY buy & hold": { "equity": 1.213851601134957, "drawdown": -0.0005287320295268572, "net": 0.0007278169336697449 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2013-02-07", "Ensemble trend": { "equity": 1.3092028752414657, "drawdown": -0.011520374821100132, "net": -0.0042841630454795165 }, "Core + trend": { "equity": 1.3143745425326796, "drawdown": -0.0024449242771179547, "net": -0.0024449242771179547 }, "60/40 monthly": { "equity": 1.3364384332066204, "drawdown": -0.0006103275268874997, "net": -0.0006103275268874997 }, "SPY buy & hold": { "equity": 1.2122458987578153, "drawdown": -0.0018508486617119235, "net": -0.0013228160473984785 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2013-02-08", "Ensemble trend": { "equity": 1.31507417492719, "drawdown": -0.007087402496939066, "net": 0.004484637023609572 }, "Core + trend": { "equity": 1.3197194206782072, "drawdown": 0.0, "net": 0.004066480270706219 }, "60/40 monthly": { "equity": 1.34131776478636, "drawdown": 0.0, "net": 0.0036509961540331926 }, "SPY buy & hold": { "equity": 1.2189910552227416, "drawdown": 0.0, "net": 0.005564181715803862 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2013-02-11", "Ensemble trend": { "equity": 1.3129403296654736, "drawdown": -0.008698506936426376, "net": -0.0016226044906055836 }, "Core + trend": { "equity": 1.3183010349698217, "drawdown": -0.0010747630793042084, "net": -0.0010747630793042084 }, "60/40 monthly": { "equity": 1.3406071269756177, "drawdown": -0.0005298057100252551, "net": -0.0005298057100252551 }, "SPY buy & hold": { "equity": 1.2187501457292056, "drawdown": -0.00019763023896191, "net": -0.00019763023896191 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2013-02-12", "Ensemble trend": { "equity": 1.3156038958920064, "drawdown": -0.006687450441643761, "net": 0.002028703183496239 }, "Core + trend": { "equity": 1.32001991706824, "drawdown": 0.0, "net": 0.001303861601275269 }, "60/40 monthly": { "equity": 1.3413897411782478, "drawdown": 0.0, "net": 0.0005837759526130526 }, "SPY buy & hold": { "equity": 1.2207576217239784, "drawdown": 0.0, "net": 0.0016471595936276007 }, "BIL reserve": { "equity": 1.0051692446135827, "drawdown": -0.004757521484304417, "net": 0.0 } }, { "date": "2013-02-13", "Ensemble trend": { "equity": 1.3164677540845928, "drawdown": -0.006035216751538286, "net": 0.0006566248361561389 }, "Core + trend": { "equity": 1.319880705187782, "drawdown": -0.00010546195451910378, "net": -0.00010546195451910378 }, "60/40 monthly": { "equity": 1.3402312054995678, "drawdown": -0.0008636831214039464, "net": -0.0008636831214039464 }, "SPY buy & hold": { "equity": 1.2218015370831274, "drawdown": 0.0, "net": 0.0008551372857086292 }, "BIL reserve": { "equity": 1.004950387559124, "drawdown": -0.004974217168625672, "net": -0.00021773154683313312 } }, { "date": "2013-02-14", "Ensemble trend": { "equity": 1.3156971350962194, "drawdown": -0.0066170526023360265, "net": -0.0005853686776469136 }, "Core + trend": { "equity": 1.320974414060865, "drawdown": 0.0, "net": 0.0008286422165155738 }, "60/40 monthly": { "equity": 1.3432300910721868, "drawdown": 0.0, "net": 0.002237588231279286 }, "SPY buy & hold": { "equity": 1.2229260391813666, "drawdown": 0.0, "net": 0.0009203639577370915 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.004757521484304528, "net": 0.00021777896418373466 } }, { "date": "2013-02-15", "Ensemble trend": { "equity": 1.3113700638206527, "drawdown": -0.009884095375829571, "net": -0.0032888049689719923 }, "Core + trend": { "equity": 1.3180885292833837, "drawdown": -0.002184663644324236, "net": -0.002184663644324236 }, "60/40 monthly": { "equity": 1.341769457481587, "drawdown": -0.0010874038634988148, "net": -0.0010874038634988148 }, "SPY buy & hold": { "equity": 1.2214805048816286, "drawdown": -0.0011820292098004836, "net": -0.0011820292098004836 }, "BIL reserve": { "equity": 1.0049503875591237, "drawdown": -0.004974217168625783, "net": -0.00021773154683313312 } }, { "date": "2013-02-19", "Ensemble trend": { "equity": 1.3173314096926085, "drawdown": -0.005383136017650725, "net": 0.004545891382168321 }, "Core + trend": { "equity": 1.323650199737623, "drawdown": 0.0, "net": 0.004219496893173913 }, "60/40 monthly": { "equity": 1.3469972957965979, "drawdown": 0.0, "net": 0.003896226945591108 }, "SPY buy & hold": { "equity": 1.230634678943395, "drawdown": 0.0, "net": 0.007494326782279348 }, "BIL reserve": { "equity": 1.0049503875591237, "drawdown": -0.004974217168625783, "net": 0.0 } }, { "date": "2013-02-20", "Ensemble trend": { "equity": 1.3052156215254522, "drawdown": -0.014530847172813721, "net": -0.009197221047043569 }, "Core + trend": { "equity": 1.3131313708250891, "drawdown": -0.007946834378613765, "net": -0.007946834378613765 }, "60/40 monthly": { "equity": 1.3379637338565404, "drawdown": -0.006706444005676548, "net": -0.006706444005676548 }, "SPY buy & hold": { "equity": 1.2152971354346944, "drawdown": -0.012463116610584413, "net": -0.012463116610584413 }, "BIL reserve": { "equity": 1.0051692446135825, "drawdown": -0.00475752148430475, "net": 0.00021777896418373466 } }, { "date": "2013-02-21", "Ensemble trend": { "equity": 1.296211405212883, "drawdown": -0.021329246820413372, "net": -0.0068986427714109455 }, "Core + trend": { "equity": 1.3067242904636434, "drawdown": -0.01278729779010701, "net": -0.004879237907034262 }, "60/40 monthly": { "equity": 1.3341091631912947, "drawdown": -0.009568046383999107, "net": -0.0028809231279649516 }, "SPY buy & hold": { "equity": 1.207908986504516, "drawdown": -0.01846664394212505, "net": -0.006079294285126213 }, "BIL reserve": { "equity": 1.0049503875591237, "drawdown": -0.004974217168626005, "net": -0.00021773154683313312 } }, { "date": "2013-02-22", "Ensemble trend": { "equity": 1.3056110234596099, "drawdown": -0.014232309212759864, "net": 0.0072516089651155635 }, "Core + trend": { "equity": 1.3156152821122908, "drawdown": -0.006070272664881582, "net": 0.00680403028667409 }, "60/40 monthly": { "equity": 1.3425983658004228, "drawdown": -0.0032657303840937235, "net": 0.006363199386788976 }, "SPY buy & hold": { "equity": 1.2197137837033498, "drawdown": -0.008874197539615825, "net": 0.009772919425820925 }, "BIL reserve": { "equity": 1.0051692446135823, "drawdown": -0.004757521484304861, "net": 0.00021777896418373466 } }, { "date": "2013-02-25", "Ensemble trend": { "equity": 1.291189179883326, "drawdown": -0.025121147606155914, "net": -0.011046049180918227 }, "Core + trend": { "equity": 1.302821875386652, "drawdown": -0.015735520120874535, "net": -0.009724276465607917 }, "60/40 monthly": { "equity": 1.331292353007282, "drawdown": -0.011659223695789311, "net": -0.008420994007690807 }, "SPY buy & hold": { "equity": 1.1965061949388776, "drawdown": -0.027732425055516652, "net": -0.019027077560776817 }, "BIL reserve": { "equity": 1.0049503875591235, "drawdown": -0.004974217168626116, "net": -0.00021773154683313312 } }, { "date": "2013-02-26", "Ensemble trend": { "equity": 1.2982753119830086, "drawdown": -0.019770947622390622, "net": 0.005488066512703282 }, "Core + trend": { "equity": 1.3085568476647862, "drawdown": -0.011402825365665836, "net": 0.004401961915501351 }, "60/40 monthly": { "equity": 1.3357301641197066, "drawdown": -0.008364628282514941, "net": 0.0033334609805275583 }, "SPY buy & hold": { "equity": 1.2046969630420632, "drawdown": -0.021076698345281253, "net": 0.006845570994811201 }, "BIL reserve": { "equity": 1.0049503875591235, "drawdown": -0.004974217168626116, "net": 0.0 } }, { "date": "2013-02-27", "Ensemble trend": { "equity": 1.30803943318926, "drawdown": -0.012398801522897296, "net": 0.00752084023791344 }, "Core + trend": { "equity": 1.3182904822388701, "drawdown": -0.004049194794678579, "net": 0.0074384499163748785 }, "60/40 monthly": { "equity": 1.3455578424962062, "drawdown": -0.001068638597036209, "net": 0.007357532711688375 }, "SPY buy & hold": { "equity": 1.219874415811881, "drawdown": -0.00874366968169038, "net": 0.012598564813753876 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484304972, "net": 0.00021777896418373466 } }, { "date": "2013-02-28", "Ensemble trend": { "equity": 1.3049988231683485, "drawdown": -0.01469453514113539, "net": -0.002324555318258259 }, "Core + trend": { "equity": 1.3163501210201045, "drawdown": -0.005515111710756804, "net": -0.0014718768320850506 }, "60/40 monthly": { "equity": 1.3447089085050867, "drawdown": -0.001698880390222146, "net": -0.0006309160143904702 }, "SPY buy & hold": { "equity": 1.2174653208765198, "drawdown": -0.01070127332847659, "net": -0.001974871268824674 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484304972, "net": 0.0 } }, { "date": "2013-03-01", "Ensemble trend": { "equity": 1.3064792043801747, "drawdown": -0.013576811759174578, "net": 0.0011343927561804357 }, "Core + trend": { "equity": 1.3190659171841748, "drawdown": -0.003463364077878728, "net": 0.002063126003259308 }, "60/40 monthly": { "equity": 1.3487127170172075, "drawdown": 0.0, "net": 0.0029774536978206534 }, "SPY buy & hold": { "equity": 1.221480504881629, "drawdown": -0.0074385796356931655, "net": 0.003297986346106674 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484304972, "net": 0.0 } }, { "date": "2013-03-04", "Ensemble trend": { "equity": 1.3060396940315961, "drawdown": -0.013908652631846707, "net": -0.000336408223800988 }, "Core + trend": { "equity": 1.3203785908877417, "drawdown": -0.002471656673742051, "net": 0.000995153984699293 }, "60/40 monthly": { "equity": 1.351779286604194, "drawdown": 0.0, "net": 0.0022737010990512285 }, "SPY buy & hold": { "equity": 1.2279851385456253, "drawdown": -0.002152986944951696, "net": 0.005325204649603954 }, "BIL reserve": { "equity": 1.0049503875591232, "drawdown": -0.004974217168626227, "net": -0.00021773154683313312 } }, { "date": "2013-03-05", "Ensemble trend": { "equity": 1.3135308657731481, "drawdown": -0.008252637987153588, "net": 0.005735791780131727 }, "Core + trend": { "equity": 1.3276541401235487, "drawdown": 0.0, "net": 0.005510199336779209 }, "60/40 monthly": { "equity": 1.3585328364648905, "drawdown": 0.0, "net": 0.004996044788984966 }, "SPY buy & hold": { "equity": 1.2389862338321544, "drawdown": 0.0, "net": 0.008958655069359 }, "BIL reserve": { "equity": 1.005169244613582, "drawdown": -0.004757521484305194, "net": 0.00021777896418373466 } }, { "date": "2013-03-06", "Ensemble trend": { "equity": 1.314008412884481, "drawdown": -0.007892078444746375, "net": 0.000363559870404373 }, "Core + trend": { "equity": 1.3276962658782836, "drawdown": 0.0, "net": 3.17294643701338e-05 }, "60/40 monthly": { "equity": 1.3579494477913896, "drawdown": -0.00042942552277136503, "net": -0.00042942552277136503 }, "SPY buy & hold": { "equity": 1.240673141656556, "drawdown": 0.0, "net": 0.0013615226532290858 }, "BIL reserve": { "equity": 1.0049503875591232, "drawdown": -0.004974217168626338, "net": -0.00021773154683313312 } }, { "date": "2013-03-07", "Ensemble trend": { "equity": 1.3140155120336607, "drawdown": -0.007886718416554195, "net": 5.4026664597639495e-06 }, "Core + trend": { "equity": 1.3275327371145602, "drawdown": -0.00012316729957451145, "net": -0.00012316729957451145 }, "60/40 monthly": { "equity": 1.3573877416687514, "drawdown": -0.0008428907755508863, "net": -0.00041364288159007057 }, "SPY buy & hold": { "equity": 1.2429212177907798, "drawdown": 0.0, "net": 0.001811980979311123 }, "BIL reserve": { "equity": 1.0051692446135818, "drawdown": -0.004757521484305305, "net": 0.00021777896418373466 } }, { "date": "2013-03-08", "Ensemble trend": { "equity": 1.3151184633535493, "drawdown": -0.0070539636709821, "net": 0.0008393746571389027 }, "Core + trend": { "equity": 1.3286709328460797, "drawdown": 0.0, "net": 0.0008573767709816327 }, "60/40 monthly": { "equity": 1.3582018883442102, "drawdown": -0.00024360700882397612, "net": 0.0005997893236149299 }, "SPY buy & hold": { "equity": 1.2482220000337865, "drawdown": 0.0, "net": 0.0042647773383646115 }, "BIL reserve": { "equity": 1.004950387559123, "drawdown": -0.00497421716862656, "net": -0.00021773154683313312 } }, { "date": "2013-03-11", "Ensemble trend": { "equity": 1.3164725953912788, "drawdown": -0.006031561448675116, "net": 0.0010296654449488685 }, "Core + trend": { "equity": 1.3310803228411836, "drawdown": 0.0, "net": 0.0018133835365410356 }, "60/40 monthly": { "equity": 1.361597669077301, "drawdown": 0.0, "net": 0.0025002032188534695 }, "SPY buy & hold": { "equity": 1.2529589844572495, "drawdown": 0.0, "net": 0.0037949855260801524 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305416, "net": 0.00021777896418373466 } }, { "date": "2013-03-12", "Ensemble trend": { "equity": 1.3134717222024033, "drawdown": -0.008297292804025247, "net": -0.00227948018012758 }, "Core + trend": { "equity": 1.3292698281516042, "drawdown": -0.001360169374087672, "net": -0.001360169374087672 }, "60/40 monthly": { "equity": 1.3611843987435388, "drawdown": -0.00030351868481270916, "net": -0.00030351868481270916 }, "SPY buy & hold": { "equity": 1.250147961227215, "drawdown": -0.002243507780306242, "net": -0.002243507780306242 }, "BIL reserve": { "equity": 1.0049503875591228, "drawdown": -0.004974217168626671, "net": -0.00021773154683313312 } }, { "date": "2013-03-13", "Ensemble trend": { "equity": 1.3113032089256245, "drawdown": -0.009934572427804156, "net": -0.001650978273930792 }, "Core + trend": { "equity": 1.3285748833297444, "drawdown": -0.0018822601975598818, "net": -0.0005228019226360958 }, "60/40 monthly": { "equity": 1.3619067526375976, "drawdown": 0.0, "net": 0.0005306804094475925 }, "SPY buy & hold": { "equity": 1.251915842483312, "drawdown": -0.0008325427941996422, "net": 0.0014141376148479878 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.00021777896418373466 } }, { "date": "2013-03-14", "Ensemble trend": { "equity": 1.3168675469467044, "drawdown": -0.005733363535384561, "net": 0.004243364908440128 }, "Core + trend": { "equity": 1.3337145840129883, "drawdown": 0.0, "net": 0.0038685818524299975 }, "60/40 monthly": { "equity": 1.3664825951731743, "drawdown": 0.0, "net": 0.003359879468043392 }, "SPY buy & hold": { "equity": 1.2585801028550638, "drawdown": 0.0, "net": 0.005323249491381743 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2013-03-15", "Ensemble trend": { "equity": 1.3171205856682147, "drawdown": -0.005542313221239659, "net": 0.00019215199136546346 }, "Core + trend": { "equity": 1.3341114920543353, "drawdown": 0.0, "net": 0.00029759593702038956 }, "60/40 monthly": { "equity": 1.3672329940590366, "drawdown": 0.0, "net": 0.0005491463180820055 }, "SPY buy & hold": { "equity": 1.2569182527115312, "drawdown": -0.001320416666180213, "net": -0.001320416666180213 }, "BIL reserve": { "equity": 1.0051692446135816, "drawdown": -0.004757521484305527, "net": 0.0 } }, { "date": "2013-03-18", "Ensemble trend": { "equity": 1.3116058431149746, "drawdown": -0.009706076343879877, "net": -0.004186968614147357 }, "Core + trend": { "equity": 1.3297680111717913, "drawdown": -0.0032557105672297304, "net": -0.0032557105672297304 }, "60/40 monthly": { "equity": 1.3643809754020482, "drawdown": -0.0020859785196679637, "net": -0.0020859785196679637 }, "SPY buy & hold": { "equity": 1.2499819154221998, "drawdown": -0.006831656891253313, "net": -0.005518526980070271 }, "BIL reserve": { "equity": 1.0049503875591228, "drawdown": -0.004974217168626782, "net": -0.00021773154683313312 } }, { "date": "2013-03-19", "Ensemble trend": { "equity": 1.310226448378504, "drawdown": -0.010747552510687708, "net": -0.0010516838909429005 }, "Core + trend": { "equity": 1.3288328968585128, "drawdown": -0.0039566372280431805, "net": -0.0007032161289955985 }, "60/40 monthly": { "equity": 1.3641061292874928, "drawdown": -0.002287002131407756, "net": -0.00020144381921960441 }, "SPY buy & hold": { "equity": 1.2470778539511624, "drawdown": -0.009139067809675883, "net": -0.002323282789300496 }, "BIL reserve": { "equity": 1.0049503875591228, "drawdown": -0.004974217168626782, "net": 0.0 } }, { "date": "2013-03-20", "Ensemble trend": { "equity": 1.3133936584881711, "drawdown": -0.008356232783797268, "net": 0.0024172997832447862 }, "Core + trend": { "equity": 1.332467041435392, "drawdown": -0.0012326185845313864, "net": 0.0027348394109378837 }, "60/40 monthly": { "equity": 1.3678362183490287, "drawdown": 0.0, "net": 0.002734456639003957 }, "SPY buy & hold": { "equity": 1.255789419656105, "drawdown": -0.002217326646614115, "net": 0.00698558287868023 }, "BIL reserve": { "equity": 1.0049503875591228, "drawdown": -0.004974217168626782, "net": 0.0 } }, { "date": "2013-03-21", "Ensemble trend": { "equity": 1.3073665920228896, "drawdown": -0.012906812768913034, "net": -0.004588926120002168 }, "Core + trend": { "equity": 1.326409328430428, "drawdown": -0.005773253337355677, "net": -0.004546238530927171 }, "60/40 monthly": { "equity": 1.362116083484131, "drawdown": -0.004181885804867669, "net": -0.004181885804867669 }, "SPY buy & hold": { "equity": 1.2450618707190582, "drawdown": -0.010740859564949412, "net": -0.008542474374393705 }, "BIL reserve": { "equity": 1.0049503875591228, "drawdown": -0.004974217168626782, "net": 0.0 } }, { "date": "2013-03-22", "Ensemble trend": { "equity": 1.313417127037454, "drawdown": -0.008338513465242947, "net": 0.004628032452016706 }, "Core + trend": { "equity": 1.3329573921634894, "drawdown": -0.0008650700467834893, "net": 0.004936684018054915 }, "60/40 monthly": { "equity": 1.3689570291076987, "drawdown": 0.0, "net": 0.005022292671318596 }, "SPY buy & hold": { "equity": 1.2550629015879577, "drawdown": -0.0027945787948875367, "net": 0.008032557340402535 }, "BIL reserve": { "equity": 1.0051692446135814, "drawdown": -0.004757521484305749, "net": 0.00021777896418373466 } }, { "date": "2013-03-25", "Ensemble trend": { "equity": 1.3085470132697063, "drawdown": -0.01201556636724932, "net": -0.003707971875418381 }, "Core + trend": { "equity": 1.3289076685052632, "drawdown": -0.0039005912025079637, "net": -0.0030381493677401616 }, "60/40 monthly": { "equity": 1.3658774890942567, "drawdown": -0.002249551993205645, "net": -0.002249551993205645 }, "SPY buy & hold": { "equity": 1.2498207419440204, "drawdown": -0.006959716661000148, "net": -0.004176810291583677 }, "BIL reserve": { "equity": 1.0049503875591226, "drawdown": -0.004974217168627004, "net": -0.00021773154683313312 } }, { "date": "2013-03-26", "Ensemble trend": { "equity": 1.31611204981248, "drawdown": -0.0063037820229884245, "net": 0.0057812493292623834 }, "Core + trend": { "equity": 1.3363838681282045, "drawdown": 0.0, "net": 0.005625823223181836 }, "60/40 monthly": { "equity": 1.3730699379010032, "drawdown": 0.0, "net": 0.005265808144708561 }, "SPY buy & hold": { "equity": 1.2598223141825686, "drawdown": 0.0, "net": 0.00800240538734509 }, "BIL reserve": { "equity": 1.0051692446135811, "drawdown": -0.00475752148430586, "net": 0.00021777896418373466 } }, { "date": "2013-03-27", "Ensemble trend": { "equity": 1.317528654594114, "drawdown": -0.005234211378088993, "net": 0.0010763557569706261 }, "Core + trend": { "equity": 1.338150177161562, "drawdown": 0.0, "net": 0.0013217078382063985 }, "60/40 monthly": { "equity": 1.3753743605879074, "drawdown": 0.0, "net": 0.0016782995703970016 }, "SPY buy & hold": { "equity": 1.2598223141825686, "drawdown": 0.0, "net": 0.0 }, "BIL reserve": { "equity": 1.0049503875591224, "drawdown": -0.004974217168627115, "net": -0.00021773154683313312 } }, { "date": "2013-03-28", "Ensemble trend": { "equity": 1.3193812960982612, "drawdown": -0.003835422531652699, "net": 0.001406148927150186 }, "Core + trend": { "equity": 1.3399468543077924, "drawdown": 0.0, "net": 0.001342657331661723 }, "60/40 monthly": { "equity": 1.3769430058038157, "drawdown": 0.0, "net": 0.0011405223631169026 }, "SPY buy & hold": { "equity": 1.2636937258767678, "drawdown": 0.0, "net": 0.0030729823171222748 }, "BIL reserve": { "equity": 1.0051692446135811, "drawdown": -0.004757521484305971, "net": 0.00021777896418373466 } }, { "date": "2013-04-01", "Ensemble trend": { "equity": 1.313502102142527, "drawdown": -0.008274355219335838, "net": -0.004456023420310928 }, "Core + trend": { "equity": 1.3359362782594728, "drawdown": -0.0029930859089120077, "net": -0.0029930859089120077 }, "60/40 monthly": { "equity": 1.3750523578743605, "drawdown": -0.0013730763884097774, "net": -0.0013730763884097774 }, "SPY buy & hold": { "equity": 1.2586930944345358, "drawdown": -0.0039571546014935954, "net": -0.0039571546014935954 }, "BIL reserve": { "equity": 1.0049503875591224, "drawdown": -0.004974217168627226, "net": -0.00021773154683313312 } }, { "date": "2013-04-02", "Ensemble trend": { "equity": 1.3169698397722023, "drawdown": -0.005656129994488279, "net": 0.0026400701026811912 }, "Core + trend": { "equity": 1.339286080034086, "drawdown": -0.0004931346878289666, "net": 0.0025074562530613687 }, "60/40 monthly": { "equity": 1.378122692362982, "drawdown": 0.0, "net": 0.0022328855123507907 }, "SPY buy & hold": { "equity": 1.2649038417179748, "drawdown": 0.0, "net": 0.0049342824798994656 }, "BIL reserve": { "equity": 1.005169244613581, "drawdown": -0.004757521484306193, "net": 0.00021777896418373466 } }, { "date": "2013-04-03", "Ensemble trend": { "equity": 1.3152232370968695, "drawdown": -0.006974856977524313, "net": -0.0013262283027185573 }, "Core + trend": { "equity": 1.3354836039071534, "drawdown": -0.0033309159884141737, "net": -0.0028391813994183 }, "60/40 monthly": { "equity": 1.3718649528533884, "drawdown": -0.004540770966381613, "net": -0.004540770966381613 }, "SPY buy & hold": { "equity": 1.2520786400704367, "drawdown": -0.010139270057176075, "net": -0.010139270057176075 }, "BIL reserve": { "equity": 1.0049503875591221, "drawdown": -0.004974217168627448, "net": -0.00021773154683313312 } }, { "date": "2013-04-04", "Ensemble trend": { "equity": 1.3195624801393184, "drawdown": -0.0036986242276008108, "net": 0.003299244508504273 }, "Core + trend": { "equity": 1.3404122949597839, "drawdown": 0.0, "net": 0.003690566502060344 }, "60/40 monthly": { "equity": 1.3773966881076196, "drawdown": -0.0005268066910046887, "net": 0.0040322739076654734 }, "SPY buy & hold": { "equity": 1.2571605542984488, "drawdown": -0.0061216411589113395, "net": 0.00405878198491294 }, "BIL reserve": { "equity": 1.0049503875591221, "drawdown": -0.004974217168627448, "net": 0.0 } }, { "date": "2013-04-05", "Ensemble trend": { "equity": 1.3193089490731538, "drawdown": -0.0038900462737886388, "net": -0.0001921326727462036 }, "Core + trend": { "equity": 1.339365900926071, "drawdown": -0.0007806508770827891, "net": -0.0007806508770827891 }, "60/40 monthly": { "equity": 1.3753536356727178, "drawdown": -0.0020092962009906623, "net": -0.001483270907024381 }, "SPY buy & hold": { "equity": 1.2515146875738503, "drawdown": -0.010585116198192135, "net": -0.004490967128497836 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306304, "net": 0.00021777896418373466 } }, { "date": "2013-04-08", "Ensemble trend": { "equity": 1.3198917542130795, "drawdown": -0.003450014390907419, "net": 0.00044175031203641524 }, "Core + trend": { "equity": 1.3414508286920566, "drawdown": 0.0, "net": 0.0015566528642725341 }, "60/40 monthly": { "equity": 1.3792211967295918, "drawdown": 0.0, "net": 0.0028120484481666264 }, "SPY buy & hold": { "equity": 1.2599837970148327, "drawdown": -0.003889659071996898, "net": 0.006767087534066629 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306304, "net": 0.0 } }, { "date": "2013-04-09", "Ensemble trend": { "equity": 1.3220871009279829, "drawdown": -0.0017924748766551257, "net": 0.001663277846759792 }, "Core + trend": { "equity": 1.3440536850368956, "drawdown": 0.0, "net": 0.0019403292980757492 }, "60/40 monthly": { "equity": 1.3823138211182306, "drawdown": 0.0, "net": 0.0022422976067741907 }, "SPY buy & hold": { "equity": 1.2643393478517404, "drawdown": -0.00044627413374576097, "net": 0.0034568308316558216 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306304, "net": 0.0 } }, { "date": "2013-04-10", "Ensemble trend": { "equity": 1.3258985702705102, "drawdown": 0.0, "net": 0.002882918485364483 }, "Core + trend": { "equity": 1.3497516961134584, "drawdown": 0.0, "net": 0.004239422234392665 }, "60/40 monthly": { "equity": 1.3903390924919328, "drawdown": 0.0, "net": 0.0058056797603383 }, "SPY buy & hold": { "equity": 1.2798256133367074, "drawdown": 0.0, "net": 0.012248503941034494 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306304, "net": 0.0 } }, { "date": "2013-04-11", "Ensemble trend": { "equity": 1.328627956051253, "drawdown": 0.0, "net": 0.0020585177795207077 }, "Core + trend": { "equity": 1.3527810683904655, "drawdown": 0.0, "net": 0.002244392272838125 }, "60/40 monthly": { "equity": 1.393726085236562, "drawdown": 0.0, "net": 0.0024360911398664253 }, "SPY buy & hold": { "equity": 1.2840199906954353, "drawdown": 0.0, "net": 0.0032773038100031293 }, "BIL reserve": { "equity": 1.0049503875591221, "drawdown": -0.004974217168627559, "net": -0.00021773154683313312 } }, { "date": "2013-04-12", "Ensemble trend": { "equity": 1.3295760387491486, "drawdown": 0.0, "net": 0.0007135802717213036 }, "Core + trend": { "equity": 1.3538100701937374, "drawdown": 0.0, "net": 0.0007606565669167065 }, "60/40 monthly": { "equity": 1.3946479879337221, "drawdown": 0.0, "net": 0.0006614661997974558 }, "SPY buy & hold": { "equity": 1.2808747877152984, "drawdown": -0.00244949689485241, "net": -0.00244949689485241 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306415, "net": 0.00021777896418373466 } }, { "date": "2013-04-15", "Ensemble trend": { "equity": 1.3204774337515734, "drawdown": -0.00684323779340601, "net": -0.00684323779340601 }, "Core + trend": { "equity": 1.3403724998225826, "drawdown": -0.009925742662877268, "net": -0.009925742662877268 }, "60/40 monthly": { "equity": 1.3761420627942058, "drawdown": -0.013269244497268518, "net": -0.013269244497268518 }, "SPY buy & hold": { "equity": 1.251191257878195, "drawdown": -0.025567150866132593, "net": -0.023174419640229038 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306415, "net": 0.0 } }, { "date": "2013-04-16", "Ensemble trend": { "equity": 1.3259954145475374, "drawdown": -0.0026930571078731536, "net": 0.004178777050575455 }, "Core + trend": { "equity": 1.348247305108471, "drawdown": -0.004108970089482633, "net": 0.005875087176833826 }, "60/40 monthly": { "equity": 1.3868519626946711, "drawdown": -0.0055899591197927645, "net": 0.007782553989171159 }, "SPY buy & hold": { "equity": 1.2696623262503313, "drawdown": -0.011181807564637491, "net": 0.014762785669922396 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306415, "net": 0.0 } }, { "date": "2013-04-17", "Ensemble trend": { "equity": 1.3189343878495547, "drawdown": -0.008003792629720952, "net": -0.005325076256309735 }, "Core + trend": { "equity": 1.3392791674685074, "drawdown": -0.010733339221764338, "net": -0.00665170077179722 }, "60/40 monthly": { "equity": 1.3755371541641963, "drawdown": -0.01370298020351346, "net": -0.008158627477795166 }, "SPY buy & hold": { "equity": 1.2511108258161476, "drawdown": -0.025629791683744574, "net": -0.014611365597474668 }, "BIL reserve": { "equity": 1.0051692446135807, "drawdown": -0.004757521484306415, "net": 0.0 } }, { "date": "2013-04-18", "Ensemble trend": { "equity": 1.3172708218168871, "drawdown": -0.009254993000504252, "net": -0.0012612955185586916 }, "Core + trend": { "equity": 1.3361024820593748, "drawdown": -0.013079817120749127, "net": -0.0023719367002005276 }, "60/40 monthly": { "equity": 1.3706431094687468, "drawdown": -0.017212141466995123, "net": -0.0035579153064922986 }, "SPY buy & hold": { "equity": 1.2432870289960531, "drawdown": -0.03172299652229005, "net": -0.006253480234247544 }, "BIL reserve": { "equity": 1.004950387559122, "drawdown": -0.00497421716862767, "net": -0.00021773154683313312 } }, { "date": "2013-04-19", "Ensemble trend": { "equity": 1.3212450240271558, "drawdown": -0.006265918216930677, "net": 0.0030169970703421978 }, "Core + trend": { "equity": 1.341401977565612, "drawdown": -0.009165312698811268, "net": 0.003966383999279177 }, "60/40 monthly": { "equity": 1.3775186700540252, "drawdown": -0.012282180183026181, "net": 0.005016302593855659 }, "SPY buy & hold": { "equity": 1.2540950099951473, "drawdown": -0.023305696887227056, "net": 0.008693069859999847 }, "BIL reserve": { "equity": 1.0051692446135805, "drawdown": -0.004757521484306637, "net": 0.00021777896418373466 } }, { "date": "2013-04-22", "Ensemble trend": { "equity": 1.3235473161262081, "drawdown": -0.004534319547915722, "net": 0.0017425171388989469 }, "Core + trend": { "equity": 1.3444954852942552, "drawdown": -0.006880274496812722, "net": 0.002306175017169121 }, "60/40 monthly": { "equity": 1.3815157702457699, "drawdown": -0.009416152177158743, "net": 0.002901666800340319 }, "SPY buy & hold": { "equity": 1.2596613727199524, "drawdown": -0.018970590919141328, "net": 0.004438549456333929 }, "BIL reserve": { "equity": 1.0051692446135805, "drawdown": -0.004757521484306637, "net": 0.0 } }, { "date": "2013-04-23", "Ensemble trend": { "equity": 1.3283185924559209, "drawdown": -0.0009457498154155086, "net": 0.0036049155716453285 }, "Core + trend": { "equity": 1.3508662609022757, "drawdown": -0.0021744625455772937, "net": 0.004738413537049624 }, "60/40 monthly": { "equity": 1.3897870381664803, "drawdown": -0.0034854313126309044, "net": 0.005987096274144621 }, "SPY buy & hold": { "equity": 1.2726471291375006, "drawdown": -0.008857230915676917, "net": 0.010308926429575482 }, "BIL reserve": { "equity": 1.0051692446135805, "drawdown": -0.004757521484306637, "net": 0.0 } }, { "date": "2013-04-24", "Ensemble trend": { "equity": 1.3306905432520955, "drawdown": 0.0, "net": 0.0017856791357480084 }, "Core + trend": { "equity": 1.3524575935047969, "drawdown": -0.0009990150898691041, "net": 0.001178008992139823 }, "60/40 monthly": { "equity": 1.3905740812915148, "drawdown": -0.0029211002901478045, "net": 0.0005663048391018055 }, "SPY buy & hold": { "equity": 1.273454156606216, "drawdown": -0.008228714635117651, "net": 0.0006341329424619513 }, "BIL reserve": { "equity": 1.0051692446135805, "drawdown": -0.004757521484306637, "net": 0.0 } }, { "date": "2013-04-25", "Ensemble trend": { "equity": 1.3324864978867594, "drawdown": 0.0, "net": 0.0013496410895614819 }, "Core + trend": { "equity": 1.354701305055299, "drawdown": 0.0, "net": 0.0016589884675701771 }, "60/40 monthly": { "equity": 1.393399439767938, "drawdown": -0.0008952425103584405, "net": 0.002031792850474501 }, "SPY buy & hold": { "equity": 1.278616270880712, "drawdown": -0.004208439007087783, "net": 0.0040536318074089195 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.004974217168627781, "net": -0.00021773154683313312 } }, { "date": "2013-04-26", "Ensemble trend": { "equity": 1.333468071616522, "drawdown": 0.0, "net": 0.0007366481621533527 }, "Core + trend": { "equity": 1.3554875644644895, "drawdown": 0.0, "net": 0.0005803931879715396 }, "60/40 monthly": { "equity": 1.393855849164182, "drawdown": -0.0005679847362156654, "net": 0.00032755101173287393 }, "SPY buy & hold": { "equity": 1.2763574446920414, "drawdown": -0.005967622045544352, "net": -0.0017666177414704665 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.004974217168627781, "net": 0.0 } }, { "date": "2013-04-29", "Ensemble trend": { "equity": 1.3378113563171443, "drawdown": 0.0, "net": 0.003257134379945903 }, "Core + trend": { "equity": 1.3603091512807544, "drawdown": 0.0, "net": 0.0035570867211678348 }, "60/40 monthly": { "equity": 1.399332848400765, "drawdown": 0.0, "net": 0.003929387131292872 }, "SPY buy & hold": { "equity": 1.2849076049032404, "drawdown": 0.0, "net": 0.0066988759667256925 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.004974217168627781, "net": 0.0 } }, { "date": "2013-04-30", "Ensemble trend": { "equity": 1.33940080957138, "drawdown": 0.0, "net": 0.0011880996873965266 }, "Core + trend": { "equity": 1.3620393671771043, "drawdown": 0.0, "net": 0.0012719284397380015 }, "60/40 monthly": { "equity": 1.4012675401862336, "drawdown": 0.0, "net": 0.0013825815549743936 }, "SPY buy & hold": { "equity": 1.28797237582133, "drawdown": 0.0, "net": 0.002385207236998532 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.004974217168627781, "net": 0.0 } }, { "date": "2013-05-01", "Ensemble trend": { "equity": 1.3373297777146567, "drawdown": -0.0015462375727443023, "net": -0.0015462375727443023 }, "Core + trend": { "equity": 1.3583149670966537, "drawdown": -0.0027344290996299536, "net": -0.0027344290996299536 }, "60/40 monthly": { "equity": 1.3955527326392094, "drawdown": -0.004078312943911144, "net": -0.004078312943911144 }, "SPY buy & hold": { "equity": 1.2766797143098791, "drawdown": -0.008767782386830736, "net": -0.008767782386830736 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.004974217168627781, "net": 0.0 } }, { "date": "2013-05-02", "Ensemble trend": { "equity": 1.34046407336205, "drawdown": 0.0, "net": 0.0023436968948298276 }, "Core + trend": { "equity": 1.3636941394770679, "drawdown": 0.0, "net": 0.0039601804520432715 }, "60/40 monthly": { "equity": 1.4034262104868367, "drawdown": 0.0, "net": 0.005641834710708116 }, "SPY buy & hold": { "equity": 1.2885372563801707, "drawdown": 0.0, "net": 0.00928779703897864 }, "BIL reserve": { "equity": 1.0051692446135805, "drawdown": -0.004757521484306748, "net": 0.00021777896418373466 } }, { "date": "2013-05-03", "Ensemble trend": { "equity": 1.3415448564374441, "drawdown": 0.0, "net": 0.0008062753018684976 }, "Core + trend": { "equity": 1.3658030859951407, "drawdown": 0.0, "net": 0.00154649525654027 }, "60/40 monthly": { "equity": 1.4074301950484762, "drawdown": 0.0, "net": 0.002853006828374971 }, "SPY buy & hold": { "equity": 1.3016037542138506, "drawdown": 0.0, "net": 0.010140566575767673 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.0049742171686280034, "net": -0.00021773154683313312 } }, { "date": "2013-05-06", "Ensemble trend": { "equity": 1.3413376152595495, "drawdown": -0.00015447949943681039, "net": -0.00015447949943681039 }, "Core + trend": { "equity": 1.366355869748438, "drawdown": 0.0, "net": 0.000404731662247082 }, "60/40 monthly": { "equity": 1.4089232512556742, "drawdown": 0.0, "net": 0.0010608385498980244 }, "SPY buy & hold": { "equity": 1.3049112134114638, "drawdown": 0.0, "net": 0.002541064580449781 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.0049742171686280034, "net": 0.0 } }, { "date": "2013-05-07", "Ensemble trend": { "equity": 1.3428346697518767, "drawdown": 0.0, "net": 0.0011160907405385334 }, "Core + trend": { "equity": 1.368668765826458, "drawdown": 0.0, "net": 0.001692747935752692 }, "60/40 monthly": { "equity": 1.4125617206624939, "drawdown": 0.0, "net": 0.002582446846254527 }, "SPY buy & hold": { "equity": 1.311525513098521, "drawdown": 0.0, "net": 0.005068773736540466 }, "BIL reserve": { "equity": 1.0049503875591217, "drawdown": -0.0049742171686280034, "net": 0.0 } }, { "date": "2013-05-08", "Ensemble trend": { "equity": 1.34744430539808, "drawdown": 0.0, "net": 0.0034327648444278935 }, "Core + trend": { "equity": 1.3730689386425439, "drawdown": 0.0, "net": 0.003214928933830574 }, "60/40 monthly": { "equity": 1.4171782936775539, "drawdown": 0.0, "net": 0.003268227467536633 }, "SPY buy & hold": { "equity": 1.3174945001646905, "drawdown": 0.0, "net": 0.00455117876591471 }, "BIL reserve": { "equity": 1.0051692446135803, "drawdown": -0.004757521484306859, "net": 0.00021777896418373466 } }, { "date": "2013-05-09", "Ensemble trend": { "equity": 1.344010561680494, "drawdown": -0.0025483381419402207, "net": -0.0025483381419402207 }, "Core + trend": { "equity": 1.3702602662724195, "drawdown": -0.0020455435929539467, "net": -0.0020455435929539467 }, "60/40 monthly": { "equity": 1.4146134642194668, "drawdown": -0.0018098142411081541, "net": -0.0018098142411081541 }, "SPY buy & hold": { "equity": 1.3137833338864164, "drawdown": -0.002816836258375366, "net": -0.002816836258375366 }, "BIL reserve": { "equity": 1.0051692446135803, "drawdown": -0.004757521484306859, "net": 0.0 } }, { "date": "2013-05-10", "Ensemble trend": { "equity": 1.3411143033892001, "drawdown": -0.004697783784844312, "net": -0.0021549371514406612 }, "Core + trend": { "equity": 1.3687469295354961, "drawdown": -0.003147700006469134, "net": -0.00110441554365448 }, "60/40 monthly": { "equity": 1.4143873417715636, "drawdown": -0.0019693724624781916, "net": -0.0001598475156802115 }, "SPY buy & hold": { "equity": 1.318058143307192, "drawdown": 0.0, "net": 0.0032538161434350066 }, "BIL reserve": { "equity": 1.0049503875591215, "drawdown": -0.0049742171686281145, "net": -0.00021773154683313312 } }, { "date": "2013-05-13", "Ensemble trend": { "equity": 1.3393432418338596, "drawdown": -0.006012169506202425, "net": -0.0013205895656057676 }, "Core + trend": { "equity": 1.3679024021654904, "drawdown": -0.0037627655332157506, "net": -0.0006170076818308168 }, "60/40 monthly": { "equity": 1.4141296613997085, "drawdown": -0.0021511988233564594, "net": -0.0001821851512983086 }, "SPY buy & hold": { "equity": 1.3191070083316982, "drawdown": 0.0, "net": 0.000795765368798218 }, "BIL reserve": { "equity": 1.00516924461358, "drawdown": -0.00475752148430697, "net": 0.00021777896418373466 } }, { "date": "2013-05-14", "Ensemble trend": { "equity": 1.3404042387342159, "drawdown": -0.0052247552167169475, "net": 0.0007921769918393107 }, "Core + trend": { "equity": 1.3715548894155838, "drawdown": -0.0011026753168393855, "net": 0.0026701373170419096 }, "60/40 monthly": { "equity": 1.4210207602685574, "drawdown": 0.0, "net": 0.0048730318420928675 }, "SPY buy & hold": { "equity": 1.3327386960783036, "drawdown": 0.0, "net": 0.010334027232442367 }, "BIL reserve": { "equity": 1.0049503875591212, "drawdown": -0.0049742171686282255, "net": -0.00021773154683313312 } }, { "date": "2013-05-15", "Ensemble trend": { "equity": 1.3438115121656848, "drawdown": -0.00269606188385052, "net": 0.002541974527539903 }, "Core + trend": { "equity": 1.376284996442152, "drawdown": 0.0, "net": 0.003448718722867561 }, "60/40 monthly": { "equity": 1.427193962448265, "drawdown": 0.0, "net": 0.004344202669172015 }, "SPY buy & hold": { "equity": 1.3399172576160316, "drawdown": 0.0, "net": 0.005386323334687804 }, "BIL reserve": { "equity": 1.0049503875591212, "drawdown": -0.0049742171686282255, "net": 0.0 } }, { "date": "2013-05-16", "Ensemble trend": { "equity": 1.3434605371251818, "drawdown": -0.0029565365016858136, "net": -0.00026117877196729644 }, "Core + trend": { "equity": 1.3755027921503535, "drawdown": -0.0005683447060895741, "net": -0.0005683447060895741 }, "60/40 monthly": { "equity": 1.425579169914953, "drawdown": -0.0011314457430452451, "net": -0.0011314457430452451 }, "SPY buy & hold": { "equity": 1.3336260782705454, "drawdown": -0.004695199878744227, "net": -0.004695199878744227 }, "BIL reserve": { "equity": 1.0049503875591212, "drawdown": -0.0049742171686282255, "net": 0.0 } }, { "date": "2013-05-17", "Ensemble trend": { "equity": 1.3447578287572186, "drawdown": -0.0019937570926671366, "net": 0.0009656343421986513 }, "Core + trend": { "equity": 1.3786687744884514, "drawdown": 0.0, "net": 0.002301690957056124 }, "60/40 monthly": { "equity": 1.4312339784202017, "drawdown": 0.0, "net": 0.003966674474898513 }, "SPY buy & hold": { "equity": 1.3465310932719614, "drawdown": 0.0, "net": 0.009676636661268168 }, "BIL reserve": { "equity": 1.00516924461358, "drawdown": -0.004757521484307192, "net": 0.00021777896418373466 } }, { "date": "2013-05-20", "Ensemble trend": { "equity": 1.345668427745843, "drawdown": -0.0013179599669704833, "net": 0.0006771471927149442 }, "Core + trend": { "equity": 1.3788392674069037, "drawdown": 0.0, "net": 0.00012366488717763247 }, "60/40 monthly": { "equity": 1.4307791798878948, "drawdown": -0.00031776672379524307, "net": -0.00031776672379524307 }, "SPY buy & hold": { "equity": 1.3464511252410414, "drawdown": -5.938817998318857e-05, "net": -5.938817998318857e-05 }, "BIL reserve": { "equity": 1.0049503875591212, "drawdown": -0.0049742171686284475, "net": -0.00021773154683313312 } }, { "date": "2013-05-21", "Ensemble trend": { "equity": 1.347569519708018, "drawdown": 0.0, "net": 0.0014127491757829347 }, "Core + trend": { "equity": 1.3811934191631634, "drawdown": 0.0, "net": 0.0017073431341181333 }, "60/40 monthly": { "equity": 1.4334709409170543, "drawdown": 0.0, "net": 0.0018813252715701445 }, "SPY buy & hold": { "equity": 1.3483865990725774, "drawdown": 0.0, "net": 0.0014374631171181207 }, "BIL reserve": { "equity": 1.0051692446135798, "drawdown": -0.004757521484307303, "net": 0.00021777896418373466 } }, { "date": "2013-05-22", "Ensemble trend": { "equity": 1.3386269810105615, "drawdown": -0.006636049989757864, "net": -0.006636049989757864 }, "Core + trend": { "equity": 1.3715277712036134, "drawdown": -0.0069980408431182806, "net": -0.0069980408431182806 }, "60/40 monthly": { "equity": 1.4225595510037414, "drawdown": -0.0076118668344489215, "net": -0.0076118668344489215 }, "SPY buy & hold": { "equity": 1.3383847174799446, "drawdown": -0.00741766612002237, "net": -0.00741766612002237 }, "BIL reserve": { "equity": 1.0051692446135798, "drawdown": -0.004757521484307303, "net": 0.0 } }, { "date": "2013-05-23", "Ensemble trend": { "equity": 1.3348807362405601, "drawdown": -0.009416051106741596, "net": -0.002798572584554737 }, "Core + trend": { "equity": 1.3688445390586255, "drawdown": -0.008940731930231594, "net": -0.001956381927748496 }, "60/40 monthly": { "equity": 1.4205409327397958, "drawdown": -0.009020069963180832, "net": -0.0014190044012718506 }, "SPY buy & hold": { "equity": 1.334512841754618, "drawdown": -0.010289153961854702, "net": -0.0028929467549636545 }, "BIL reserve": { "equity": 1.0051692446135798, "drawdown": -0.004757521484307303, "net": 0.0 } }, { "date": "2013-05-24", "Ensemble trend": { "equity": 1.3322583884369739, "drawdown": -0.011362034423546219, "net": -0.0019644809700164467 }, "Core + trend": { "equity": 1.367449820458427, "drawdown": -0.009950524317632103, "net": -0.0010189021181016278 }, "60/40 monthly": { "equity": 1.419992207353156, "drawdown": -0.009402864877941286, "net": -0.00038627917998934613 }, "SPY buy & hold": { "equity": 1.3333835446680642, "drawdown": -0.011126671249055864, "net": -0.0008462242184712476 }, "BIL reserve": { "equity": 1.0051692446135798, "drawdown": -0.004757521484307303, "net": 0.0 } }, { "date": "2013-05-28", "Ensemble trend": { "equity": 1.328667320478466, "drawdown": -0.014026882437685018, "net": -0.0026954740834629343 }, "Core + trend": { "equity": 1.3648120225489704, "drawdown": -0.011860320493069065, "net": -0.0019289906437459647 }, "60/40 monthly": { "equity": 1.4190152765241757, "drawdown": -0.01008437909709603, "net": -0.0006879832325284996 }, "SPY buy & hold": { "equity": 1.3413695203671137, "drawdown": -0.005204055506254801, "net": 0.0059892562278749395 }, "BIL reserve": { "equity": 1.004950387559121, "drawdown": -0.0049742171686285586, "net": -0.00021773154683313312 } }, { "date": "2013-05-29", "Ensemble trend": { "equity": 1.3261045272898033, "drawdown": -0.015928671659823257, "net": -0.0019288449028307397 }, "Core + trend": { "equity": 1.3621371303270635, "drawdown": -0.01379697337947472, "net": -0.0019598979036770103 }, "60/40 monthly": { "equity": 1.4153908033271096, "drawdown": -0.012612838582118702, "net": -0.0025542171793556667 }, "SPY buy & hold": { "equity": 1.332658264016256, "drawdown": -0.011664559012333098, "net": -0.006494300204818448 }, "BIL reserve": { "equity": 1.0051692446135796, "drawdown": -0.004757521484307414, "net": 0.00021777896418373466 } }, { "date": "2013-05-30", "Ensemble trend": { "equity": 1.327662110730135, "drawdown": -0.014772825213645757, "net": 0.0011745555559747878 }, "Core + trend": { "equity": 1.364514791206372, "drawdown": -0.012075519420659098, "net": 0.0017455370875454346 }, "60/40 monthly": { "equity": 1.4187078872163266, "drawdown": -0.010298816166641744, "net": 0.0023435816323091885 }, "SPY buy & hold": { "equity": 1.3375776126727075, "drawdown": -0.00801623689178188, "net": 0.0036913804455958044 }, "BIL reserve": { "equity": 1.0049503875591208, "drawdown": -0.00497421716862867, "net": -0.00021773154683313312 } }, { "date": "2013-05-31", "Ensemble trend": { "equity": 1.3174792571982346, "drawdown": -0.022329283995903393, "net": -0.007669762848244832 }, "Core + trend": { "equity": 1.3528922906760612, "drawdown": -0.020490344143291095, "net": -0.00851768013451526 }, "60/40 monthly": { "equity": 1.404504350416728, "drawdown": -0.02020730917767677, "net": -0.010011600645618013 }, "SPY buy & hold": { "equity": 1.3183814183258056, "drawdown": -0.02225265422202316, "net": -0.014351462049775665 }, "BIL reserve": { "equity": 1.0051692446135796, "drawdown": -0.004757521484307636, "net": 0.00021777896418373466 } }, { "date": "2013-06-03", "Ensemble trend": { "equity": 1.321690642775197, "drawdown": -0.019204112703905762, "net": 0.0031965479182711753 }, "Core + trend": { "equity": 1.3574126343579183, "drawdown": -0.017217563069228503, "net": 0.003341244320047121 }, "60/40 monthly": { "equity": 1.4100893279812972, "drawdown": -0.016311187250715342, "net": 0.003976475802949242 }, "SPY buy & hold": { "equity": 1.3256405666026232, "drawdown": -0.016869073369313314, "net": 0.005506106333048821 }, "BIL reserve": { "equity": 1.0051692446135796, "drawdown": -0.004757521484307636, "net": 0.0 } }, { "date": "2013-06-04", "Ensemble trend": { "equity": 1.3179617995697426, "drawdown": -0.02197120052454926, "net": -0.002821267764765989 }, "Core + trend": { "equity": 1.3530500284040186, "drawdown": -0.020376140205038196, "net": -0.0032139128835817488 }, "60/40 monthly": { "equity": 1.4044661702426793, "drawdown": -0.02023394395132927, "net": -0.003987802493809367 }, "SPY buy & hold": { "equity": 1.3192681818098775, "drawdown": -0.02159500641932177, "net": -0.004807023074947736 }, "BIL reserve": { "equity": 1.0051692446135796, "drawdown": -0.004757521484307636, "net": 0.0 } }, { "date": "2013-06-05", "Ensemble trend": { "equity": 1.2955295033127332, "drawdown": -0.038617685866448204, "net": -0.01702044495093291 }, "Core + trend": { "equity": 1.3371681698966698, "drawdown": -0.031874789334840226, "net": -0.011737820608216598 }, "60/40 monthly": { "equity": 1.3953951885012683, "drawdown": -0.026561928343958763, "net": -0.006458668733789197 }, "SPY buy & hold": { "equity": 1.3007977321459108, "drawdown": -0.035293191848241756, "net": -0.014000526897137489 }, "BIL reserve": { "equity": 1.0051692446135796, "drawdown": -0.004757521484307636, "net": 0.0 } }, { "date": "2013-06-06", "Ensemble trend": { "equity": 1.3049583503372304, "drawdown": -0.03162075777732076, "net": 0.0072779871090447035 }, "Core + trend": { "equity": 1.3459658936423022, "drawdown": -0.02550513565450141, "net": 0.00657936970359696 }, "60/40 monthly": { "equity": 1.4036122514379912, "drawdown": -0.020829644066562736, "net": 0.005888699491323646 }, "SPY buy & hold": { "equity": 1.3125736047378154, "drawdown": -0.02655988598477188, "net": 0.009052808365892506 }, "BIL reserve": { "equity": 1.0049503875591208, "drawdown": -0.004974217168628892, "net": -0.00021773154683313312 } }, { "date": "2013-06-07", "Ensemble trend": { "equity": 1.3159158540990197, "drawdown": -0.023489449075589586, "net": 0.00839682259511032 }, "Core + trend": { "equity": 1.3546152249776886, "drawdown": -0.019242919794374536, "net": 0.0064261147895661175 }, "60/40 monthly": { "equity": 1.4098928390680043, "drawdown": -0.016448259379409413, "net": 0.00447458877875917 }, "SPY buy & hold": { "equity": 1.3292700634025105, "drawdown": -0.014177340299299401, "net": 0.012720398006198064 }, "BIL reserve": { "equity": 1.0051692446135794, "drawdown": -0.004757521484307747, "net": 0.00021777896418373466 } }, { "date": "2013-06-10", "Ensemble trend": { "equity": 1.3124510962860518, "drawdown": -0.026060565268332447, "net": -0.0026329630440846685 }, "Core + trend": { "equity": 1.352167646231229, "drawdown": -0.02101499509715332, "net": -0.00180684426199329 }, "60/40 monthly": { "equity": 1.4085026431919119, "drawdown": -0.017418070372022365, "net": -0.0009860294609421727 }, "SPY buy & hold": { "equity": 1.3292700634025105, "drawdown": -0.014177340299299401, "net": 0.0 }, "BIL reserve": { "equity": 1.0049503875591206, "drawdown": -0.004974217168629003, "net": -0.00021773154683313312 } }, { "date": "2013-06-11", "Ensemble trend": { "equity": 1.2962598899908442, "drawdown": -0.03807568289930707, "net": -0.012336616839305758 }, "Core + trend": { "equity": 1.3403087796933868, "drawdown": -0.029600951541274956, "net": -0.008770263488329544 }, "60/40 monthly": { "equity": 1.4011340433232125, "drawdown": -0.022558460496697852, "net": -0.005231512986018205 }, "SPY buy & hold": { "equity": 1.3155579435938576, "drawdown": -0.024346619509048373, "net": -0.010315525931242409 }, "BIL reserve": { "equity": 1.0051692446135791, "drawdown": -0.004757521484307858, "net": 0.00021777896418373466 } }, { "date": "2013-06-12", "Ensemble trend": { "equity": 1.2895691613101152, "drawdown": -0.04304071704624923, "net": -0.0051615642298212805 }, "Core + trend": { "equity": 1.3323131080917094, "drawdown": -0.0353899101988695, "net": -0.0059655444497696 }, "60/40 monthly": { "equity": 1.3916655356313963, "drawdown": -0.0291637619517513, "net": -0.006757745796654002 }, "SPY buy & hold": { "equity": 1.3046692985171524, "drawdown": -0.032421933431772354, "net": -0.008276826672460769 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629114, "net": -0.00021773154683313312 } }, { "date": "2013-06-13", "Ensemble trend": { "equity": 1.3099324128315628, "drawdown": -0.027929621682605377, "net": 0.01579074014204851 }, "Core + trend": { "equity": 1.3509048958959742, "drawdown": -0.02192924093537918, "net": 0.01395451841714146 }, "60/40 monthly": { "equity": 1.4085640905754333, "drawdown": -0.017375204219826745, "net": 0.012142684079885724 }, "SPY buy & hold": { "equity": 1.3245117335471965, "drawdown": -0.017706246518470303, "net": 0.01520878513244428 }, "BIL reserve": { "equity": 1.0051692446135791, "drawdown": -0.00475752148430808, "net": 0.00021777896418373466 } }, { "date": "2013-06-14", "Ensemble trend": { "equity": 1.2973338232531648, "drawdown": -0.037278742001924936, "net": -0.009617740163528565 }, "Core + trend": { "equity": 1.3422434784523303, "drawdown": -0.02820020727758188, "net": -0.006411567142851626 }, "60/40 monthly": { "equity": 1.404005365096352, "drawdown": -0.020555405051916775, "net": -0.003236434543222644 }, "SPY buy & hold": { "equity": 1.3162032562147454, "drawdown": -0.02386803820207628, "net": -0.006272860497958832 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629225, "net": -0.00021773154683313312 } }, { "date": "2013-06-17", "Ensemble trend": { "equity": 1.310209915121782, "drawdown": -0.027723693686935502, "net": 0.009925041371641186 }, "Core + trend": { "equity": 1.35133496721833, "drawdown": -0.021617864327013736, "net": 0.0067733529064955 }, "60/40 monthly": { "equity": 1.409160822721559, "drawdown": -0.016958919432257802, "net": 0.003671964333878064 }, "SPY buy & hold": { "equity": 1.326366775316685, "drawdown": -0.016330497329947957, "net": 0.007721846192030313 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629225, "net": 0.0 } }, { "date": "2013-06-18", "Ensemble trend": { "equity": 1.3186850640691254, "drawdown": -0.02143448276060078, "net": 0.006468542826250534 }, "Core + trend": { "equity": 1.3587567366725646, "drawdown": -0.01624441745761629, "net": 0.005492175984694647 }, "60/40 monthly": { "equity": 1.4155378101636273, "drawdown": -0.01251028551855693, "net": 0.0045253794593524965 }, "SPY buy & hold": { "equity": 1.336852641374984, "drawdown": -0.008553895229696407, "net": 0.007905706214478503 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629225, "net": 0.0 } }, { "date": "2013-06-19", "Ensemble trend": { "equity": 1.2943361844187786, "drawdown": -0.0395032200645008, "net": -0.018464514624297435 }, "Core + trend": { "equity": 1.3368672635592382, "drawdown": -0.03209264900116693, "net": -0.01610992793819077 }, "60/40 monthly": { "equity": 1.396039727693003, "drawdown": -0.0261122930054688, "net": -0.013774328266350278 }, "SPY buy & hold": { "equity": 1.3183814183258054, "drawdown": -0.022252654222023383, "net": -0.013816947715479366 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629225, "net": 0.0 } }, { "date": "2013-06-20", "Ensemble trend": { "equity": 1.2530671111579563, "drawdown": -0.07012803953189584, "net": -0.031884354125009784 }, "Core + trend": { "equity": 1.3044247182737048, "drawdown": -0.05558142677509359, "net": -0.024267588989470346 }, "60/40 monthly": { "equity": 1.372659615782231, "drawdown": -0.042422433129980064, "net": -0.01674745456521387 }, "SPY buy & hold": { "equity": 1.2857136269711806, "drawdown": -0.04647997254237268, "net": -0.02477871039483326 }, "BIL reserve": { "equity": 1.0049503875591204, "drawdown": -0.004974217168629225, "net": 0.0 } }, { "date": "2013-06-21", "Ensemble trend": { "equity": 1.2598499690930292, "drawdown": -0.06509463840796526, "net": 0.005413004518812103 }, "Core + trend": { "equity": 1.306367358117197, "drawdown": -0.05417493307440013, "net": 0.0014892694199042378 }, "60/40 monthly": { "equity": 1.3694682358710575, "drawdown": -0.044648763514558154, "net": -0.0023249608821300782 }, "SPY buy & hold": { "equity": 1.2898416478787196, "drawdown": -0.043418520500074, "net": 0.003210684573098588 }, "BIL reserve": { "equity": 1.005169244613579, "drawdown": -0.0047575214843081914, "net": 0.00021777896418373466 } }, { "date": "2013-06-24", "Ensemble trend": { "equity": 1.241378394626508, "drawdown": -0.07880196422409336, "net": -0.014661725538493209 }, "Core + trend": { "equity": 1.2912279000359979, "drawdown": -0.06513607571463365, "net": -0.011588974561503873 }, "60/40 monthly": { "equity": 1.357719885163812, "drawdown": -0.05284450042969213, "net": -0.008578768312777374 }, "SPY buy & hold": { "equity": 1.273542941228553, "drawdown": -0.05550608252522082, "net": -0.012636207457691784 }, "BIL reserve": { "equity": 1.005169244613579, "drawdown": -0.0047575214843081914, "net": 0.0 } }, { "date": "2013-06-25", "Ensemble trend": { "equity": 1.257078402435492, "drawdown": -0.06715135356588742, "net": 0.012647237842178916 }, "Core + trend": { "equity": 1.302743766704834, "drawdown": -0.05679845514023685, "net": 0.00891853922031527 }, "60/40 monthly": { "equity": 1.3648997671041154, "drawdown": -0.04783576133679479, "net": 0.0052881908991391224 }, "SPY buy & hold": { "equity": 1.2857872532433627, "drawdown": -0.0464253693060066, "net": 0.009614369188837735 }, "BIL reserve": { "equity": 1.005169244613579, "drawdown": -0.0047575214843081914, "net": 0.0 } }, { "date": "2013-06-26", "Ensemble trend": { "equity": 1.2679237019569622, "drawdown": -0.059103309021350414, "net": 0.008627385134020615 }, "Core + trend": { "equity": 1.3132835915839076, "drawdown": -0.04916750010320858, "net": 0.008090481910907776 }, "60/40 monthly": { "equity": 1.3752240324881586, "drawdown": -0.04063347694487107, "net": 0.007564119822474513 }, "SPY buy & hold": { "equity": 1.2985177925409528, "drawdown": -0.03698405677268257, "net": 0.009900968659844578 }, "BIL reserve": { "equity": 1.005169244613579, "drawdown": -0.0047575214843081914, "net": 0.0 } }, { "date": "2013-06-27", "Ensemble trend": { "equity": 1.2806029562974846, "drawdown": -0.04969432925808781, "net": 0.010000013660879103 }, "Core + trend": { "equity": 1.3235528990340026, "drawdown": -0.04173240281153667, "net": 0.007819565793637517 }, "60/40 monthly": { "equity": 1.3830338631034003, "drawdown": -0.03518528096662166, "net": 0.0056789515240738275 }, "SPY buy & hold": { "equity": 1.3061398131592379, "drawdown": -0.031331359969312134, "net": 0.005869785275233186 }, "BIL reserve": { "equity": 1.0049503875591201, "drawdown": -0.004974217168629447, "net": -0.00021773154683313312 } }, { "date": "2013-06-28", "Ensemble trend": { "equity": 1.279263341451732, "drawdown": -0.05068842627954806, "net": -0.0010460813315826822 }, "Core + trend": { "equity": 1.3209087822109131, "drawdown": -0.043646773953481044, "net": -0.001997741703425149 }, "60/40 monthly": { "equity": 1.378973310088212, "drawdown": -0.03801795297920563, "net": -0.002935975122168477 }, "SPY buy & hold": { "equity": 1.3007881421692822, "drawdown": -0.035300304034490915, "net": -0.004097318630086999 }, "BIL reserve": { "equity": 1.0049503875591201, "drawdown": -0.004974217168629447, "net": 0.0 } }, { "date": "2013-07-01", "Ensemble trend": { "equity": 1.2871873033917092, "drawdown": -0.04480823841236192, "net": 0.006194160094499912 }, "Core + trend": { "equity": 1.327421662888198, "drawdown": -0.03893137306398731, "net": 0.00493060593206418 }, "60/40 monthly": { "equity": 1.384050969706426, "drawdown": -0.03447573982840013, "net": 0.003682202970185955 }, "SPY buy & hold": { "equity": 1.3084103174646098, "drawdown": -0.0296474925184389, "net": 0.005859659269815021 }, "BIL reserve": { "equity": 1.0051692446135787, "drawdown": -0.0047575214843083025, "net": 0.00021777896418373466 } }, { "date": "2013-07-02", "Ensemble trend": { "equity": 1.2793743153217072, "drawdown": -0.05060607515157145, "net": -0.006069814431369114 }, "Core + trend": { "equity": 1.3231581775388355, "drawdown": -0.04201818573642657, "net": -0.003211854581374074 }, "60/40 monthly": { "equity": 1.3834880733476405, "drawdown": -0.03486842051882655, "net": -0.00040670204429316126 }, "SPY buy & hold": { "equity": 1.3071937825261433, "drawdown": -0.03054970775797272, "net": -0.0009297809121712186 }, "BIL reserve": { "equity": 1.00495038755912, "drawdown": -0.004974217168629558, "net": -0.00021773154683313312 } }, { "date": "2013-07-03", "Ensemble trend": { "equity": 1.2786786972840687, "drawdown": -0.051122277119236226, "net": -0.0005437173697391273 }, "Core + trend": { "equity": 1.3224575334447377, "drawdown": -0.04252546015894898, "net": -0.0005295240629513698 }, "60/40 monthly": { "equity": 1.3827798805759581, "drawdown": -0.03536246106856322, "net": -0.0005118893218707399 }, "SPY buy & hold": { "equity": 1.307761447271747, "drawdown": -0.03012871221708402, "net": 0.0004342621218000886 }, "BIL reserve": { "equity": 1.0051692446135787, "drawdown": -0.0047575214843084135, "net": 0.00021777896418373466 } }, { "date": "2013-07-05", "Ensemble trend": { "equity": 1.2853166073468134, "drawdown": -0.04619643844029153, "net": 0.0051912259716564435 }, "Core + trend": { "equity": 1.3258382588653403, "drawdown": -0.040077775878313626, "net": 0.0025563962056280864 }, "60/40 monthly": { "equity": 1.3825822779509271, "drawdown": -0.03550031013085719, "net": -0.0001429024444214999 }, "SPY buy & hold": { "equity": 1.321870004340068, "drawdown": -0.01966542440480168, "net": 0.010788326187282982 }, "BIL reserve": { "equity": 1.0051692446135787, "drawdown": -0.0047575214843084135, "net": 0.0 } }, { "date": "2013-07-08", "Ensemble trend": { "equity": 1.2908384666378643, "drawdown": -0.04209879508290293, "net": 0.0042961082580652565 }, "Core + trend": { "equity": 1.3326197643887179, "drawdown": -0.03516788749534816, "net": 0.005114881455586584 }, "60/40 monthly": { "equity": 1.3905586568106518, "drawdown": -0.029935928857371508, "net": 0.0057691892822075985 }, "SPY buy & hold": { "equity": 1.3294115928963057, "drawdown": -0.014072378195780555, "net": 0.0057052422185817075 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": -0.0004365088743906176 } }, { "date": "2013-07-09", "Ensemble trend": { "equity": 1.2983735245933974, "drawdown": -0.03650720381778905, "net": 0.005837336080600997 }, "Core + trend": { "equity": 1.339962262623233, "drawdown": -0.02985183390528423, "net": 0.005509822404504927 }, "60/40 monthly": { "equity": 1.3975807788400592, "drawdown": -0.02503724425277476, "net": 0.005049856757220805 }, "SPY buy & hold": { "equity": 1.3389800694161373, "drawdown": -0.006976137009155781, "net": 0.007197527515903079 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-10", "Ensemble trend": { "equity": 1.2986146484272878, "drawdown": -0.036328271428503034, "net": 0.00018571222327246062 }, "Core + trend": { "equity": 1.3393483615017179, "drawdown": -0.03029630541303807, "net": -0.0004581480677771088 }, "60/40 monthly": { "equity": 1.3959642540749504, "drawdown": -0.026164943963293275, "net": -0.001156659271208893 }, "SPY buy & hold": { "equity": 1.3394666833915239, "drawdown": -0.006615250913342363, "net": 0.0003634213731043001 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-11", "Ensemble trend": { "equity": 1.3222468022019038, "drawdown": -0.018791399728008806, "net": 0.018197972588124056 }, "Core + trend": { "equity": 1.3601285954498405, "drawdown": -0.01525117584623692, "net": 0.015515182267310523 }, "60/40 monthly": { "equity": 1.4130259851983331, "drawdown": -0.014262553313875714, "net": 0.012222183393004515 }, "SPY buy & hold": { "equity": 1.3577109952195034, "drawdown": 0.0, "net": 0.013620579036564884 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-12", "Ensemble trend": { "equity": 1.3183253899262406, "drawdown": -0.021701388577053837, "net": -0.00296571885757857 }, "Core + trend": { "equity": 1.3579715038307079, "drawdown": -0.016812935111235383, "net": -0.001585946818814854 }, "60/40 monthly": { "equity": 1.4129597983739097, "drawdown": -0.014308725735327932, "net": -4.6840486386479085e-05 }, "SPY buy & hold": { "equity": 1.3582777319028527, "drawdown": 0.0, "net": 0.0004174207068696756 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-15", "Ensemble trend": { "equity": 1.3242180339436505, "drawdown": -0.017328594497616256, "net": 0.004469794833989793 }, "Core + trend": { "equity": 1.3635228294565027, "drawdown": -0.012793711193155533, "net": 0.0040879544306602345 }, "60/40 monthly": { "equity": 1.4179881309194053, "drawdown": -0.010800923517670924, "net": 0.003558723009163156 }, "SPY buy & hold": { "equity": 1.3634676107064596, "drawdown": 0.0, "net": 0.0038209260755059926 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-16", "Ensemble trend": { "equity": 1.322452662359247, "drawdown": -0.018638635692957206, "net": -0.0013331426843250505 }, "Core + trend": { "equity": 1.3611649268911006, "drawdown": -0.01450085990432659, "net": -0.001729272524422787 }, "60/40 monthly": { "equity": 1.4149929706287707, "drawdown": -0.012890369634184773, "net": -0.0021122604804122425 }, "SPY buy & hold": { "equity": 1.358359865412367, "drawdown": -0.00374614347563873, "net": -0.00374614347563873 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-17", "Ensemble trend": { "equity": 1.3262194189401535, "drawdown": -0.01584341323814631, "net": 0.0028483110875112683 }, "Core + trend": { "equity": 1.365384923547788, "drawdown": -0.011445533548048115, "net": 0.003100283127575265 }, "60/40 monthly": { "equity": 1.4196295337169833, "drawdown": -0.009655868706495041, "net": 0.0032767393085721963 }, "SPY buy & hold": { "equity": 1.3618462859480356, "drawdown": -0.0011891186454983105, "net": 0.002566639831198536 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-07-18", "Ensemble trend": { "equity": 1.33050043528162, "drawdown": -0.012666570575220804, "net": 0.0032279849626146717 }, "Core + trend": { "equity": 1.3687376756123812, "drawdown": -0.009018102300493824, "net": 0.0024555361691569466 }, "60/40 monthly": { "equity": 1.421824369611161, "drawdown": -0.00812473484704368, "net": 0.0015460624353389463 }, "SPY buy & hold": { "equity": 1.3693062050258868, "drawdown": 0.0, "net": 0.005477798158885605 }, "BIL reserve": { "equity": 1.00495038755912, "drawdown": -0.004974217168629669, "net": 0.00021887286750654766 } }, { "date": "2013-07-19", "Ensemble trend": { "equity": 1.330748910311643, "drawdown": -0.012482183034252414, "net": 0.00018675306180582218 }, "Core + trend": { "equity": 1.3710438189521885, "drawdown": -0.007348427866912477, "net": 0.0016848687523529637 }, "60/40 monthly": { "equity": 1.4263765129911679, "drawdown": -0.004949125736269044, "net": 0.0032016214360228723 }, "SPY buy & hold": { "equity": 1.371738501517608, "drawdown": 0.0, "net": 0.0017762984515761193 }, "BIL reserve": { "equity": 1.00495038755912, "drawdown": -0.004974217168629669, "net": 0.0 } }, { "date": "2013-07-22", "Ensemble trend": { "equity": 1.3354184030019, "drawdown": -0.009017061107727375, "net": 0.003508920919697456 }, "Core + trend": { "equity": 1.3743342719506155, "drawdown": -0.004966101863346339, "net": 0.002399961950845242 }, "60/40 monthly": { "equity": 1.4280324346874114, "drawdown": -0.003793942433296671, "net": 0.0011609288859999456 }, "SPY buy & hold": { "equity": 1.3744144143511072, "drawdown": 0.0, "net": 0.0019507455907512572 }, "BIL reserve": { "equity": 1.00495038755912, "drawdown": -0.004974217168629669, "net": 0.0 } }, { "date": "2013-07-23", "Ensemble trend": { "equity": 1.336557539657054, "drawdown": -0.008171734288966448, "net": 0.0008530185390536182 }, "Core + trend": { "equity": 1.3737511446045234, "drawdown": -0.005388292801995154, "net": -0.0004242980459655543 }, "60/40 monthly": { "equity": 1.42552538898493, "drawdown": -0.005542876179297496, "net": -0.001755594369976743 }, "SPY buy & hold": { "equity": 1.37149488517583, "drawdown": -0.0021241986003586177, "net": -0.0021241986003586177 }, "BIL reserve": { "equity": 1.00495038755912, "drawdown": -0.004974217168629669, "net": 0.0 } }, { "date": "2013-07-24", "Ensemble trend": { "equity": 1.3327866111536475, "drawdown": -0.010970052630437599, "net": -0.002821373858976628 }, "Core + trend": { "equity": 1.3684582372854537, "drawdown": -0.009220418879077541, "net": -0.0038528865579897653 }, "60/40 monthly": { "equity": 1.4186192642271929, "drawdown": -0.01036064022362393, "net": -0.004844617157365838 }, "SPY buy & hold": { "equity": 1.366467417266742, "drawdown": -0.005782096725256758, "net": -0.003665684767350408 }, "BIL reserve": { "equity": 1.0051692446135785, "drawdown": -0.0047575214843086355, "net": 0.00021777896418373466 } }, { "date": "2013-07-25", "Ensemble trend": { "equity": 1.3355495177544388, "drawdown": -0.00891976389921878, "net": 0.002073029979195118 }, "Core + trend": { "equity": 1.3713284242383703, "drawdown": -0.007142370350106453, "net": 0.002097387318600319 }, "60/40 monthly": { "equity": 1.4215460208654214, "drawdown": -0.008318913004266348, "net": 0.0020631022798234255 }, "SPY buy & hold": { "equity": 1.369792664324231, "drawdown": -0.0033627048571505114, "net": 0.0024334623829820323 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351234, "net": -0.0004365088743906176 } }, { "date": "2013-07-26", "Ensemble trend": { "equity": 1.3331644150832558, "drawdown": -0.010689693120903732, "net": -0.001785858659283046 }, "Core + trend": { "equity": 1.3706827602057676, "drawdown": -0.00760983857261921, "net": -0.00047083107240419864 }, "60/40 monthly": { "equity": 1.4229607358944716, "drawdown": -0.007331997268014923, "net": 0.0009951946741681983 }, "SPY buy & hold": { "equity": 1.3712523515733486, "drawdown": -0.002300661827132844, "net": 0.0010656264171464702 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351234, "net": 0.0 } }, { "date": "2013-07-29", "Ensemble trend": { "equity": 1.325912421898974, "drawdown": -0.016071228602541066, "net": -0.005439684034642345 }, "Core + trend": { "equity": 1.3649556936967249, "drawdown": -0.01175630092147173, "net": -0.004178258219416975 }, "60/40 monthly": { "equity": 1.4191425083236515, "drawdown": -0.009995621246591924, "net": -0.0026832979115336553 }, "SPY buy & hold": { "equity": 1.3670353913664304, "drawdown": -0.005368848658474534, "net": -0.003075261969162635 }, "BIL reserve": { "equity": 1.0049503875591197, "drawdown": -0.004974217168629891, "net": 0.00021887286750654766 } }, { "date": "2013-07-30", "Ensemble trend": { "equity": 1.3255030059423056, "drawdown": -0.01637504666215195, "net": -0.000308780542293996 }, "Core + trend": { "equity": 1.364667973897884, "drawdown": -0.011964613381442057, "net": -0.00021079057743000895 }, "60/40 monthly": { "equity": 1.4189820651067744, "drawdown": -0.010107547629120917, "net": -0.00011305645200265779 }, "SPY buy & hold": { "equity": 1.3670353913664304, "drawdown": -0.005368848658474534, "net": 0.0 }, "BIL reserve": { "equity": 1.00473047931804, "drawdown": -0.005191953658351345, "net": -0.00021882497265746093 } }, { "date": "2013-07-31", "Ensemble trend": { "equity": 1.3261895460823319, "drawdown": -0.015865581191179423, "net": 0.0005179468752227745 }, "Core + trend": { "equity": 1.3655317290750784, "drawdown": -0.01133924464943814, "net": 0.000632941633947226 }, "60/40 monthly": { "equity": 1.4199784504324888, "drawdown": -0.009412461808213424, "net": 0.0007021831707503257 }, "SPY buy & hold": { "equity": 1.368008773994246, "drawdown": -0.004660632404590803, "net": 0.0007120390839645552 }, "BIL reserve": { "equity": 1.0049503875591195, "drawdown": -0.004974217168630002, "net": 0.00021887286750654766 } }, { "date": "2013-08-01", "Ensemble trend": { "equity": 1.3403163020532687, "drawdown": -0.005382444132693842, "net": 0.010652139441656994 }, "Core + trend": { "equity": 1.3755580348277412, "drawdown": -0.004080083395442524, "net": 0.007342418736365763 }, "60/40 monthly": { "equity": 1.4252582053504579, "drawdown": -0.005729265471780209, "net": 0.003718193692559879 }, "SPY buy & hold": { "equity": 1.3838204799764195, "drawdown": 0.0, "net": 0.011558190475640995 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351456, "net": -0.00021882497265746093 } }, { "date": "2013-08-02", "Ensemble trend": { "equity": 1.3447669184066695, "drawdown": -0.0020797452453181764, "net": 0.0033205716789259654 }, "Core + trend": { "equity": 1.3809184567671817, "drawdown": -0.0001990759528439634, "net": 0.0038969071487497953 }, "60/40 monthly": { "equity": 1.4313712125174356, "drawdown": -0.0014647861632098857, "net": 0.004289052428555928 }, "SPY buy & hold": { "equity": 1.3861717256979236, "drawdown": 0.0, "net": 0.0016990973580215396 }, "BIL reserve": { "equity": 1.0049503875591195, "drawdown": -0.004974217168630113, "net": 0.00021887286750654766 } }, { "date": "2013-08-05", "Ensemble trend": { "equity": 1.3422697063614024, "drawdown": -0.0039328682261706716, "net": -0.0018569850366531027 }, "Core + trend": { "equity": 1.378148223575519, "drawdown": -0.0022047568033515264, "net": -0.0020060802128374355 }, "60/40 monthly": { "equity": 1.4283605951153953, "drawdown": -0.003565015275712291, "net": -0.00210331001190478 }, "SPY buy & hold": { "equity": 1.3841446830572874, "drawdown": -0.0014623315445390084, "net": -0.0014623315445390084 }, "BIL reserve": { "equity": 1.0049503875591195, "drawdown": -0.004974217168630113, "net": 0.0 } }, { "date": "2013-08-06", "Ensemble trend": { "equity": 1.3369827975284538, "drawdown": -0.00785616031287062, "net": -0.003938782800425589 }, "Core + trend": { "equity": 1.373061327713842, "drawdown": -0.005887728204097886, "net": -0.0036911093993062805 }, "60/40 monthly": { "equity": 1.4234971227026751, "drawdown": -0.006957809837427553, "net": -0.0034049332005881006 }, "SPY buy & hold": { "equity": 1.3762793554513089, "drawdown": -0.00713646806035817, "net": -0.0056824461360539535 }, "BIL reserve": { "equity": 1.0049503875591195, "drawdown": -0.004974217168630113, "net": 0.0 } }, { "date": "2013-08-07", "Ensemble trend": { "equity": 1.331960035748889, "drawdown": -0.011583435014552168, "net": -0.0037567886354633595 }, "Core + trend": { "equity": 1.3699929454739252, "drawdown": -0.008109272411697566, "net": -0.0022347015227831557 }, "60/40 monthly": { "equity": 1.422632707467913, "drawdown": -0.007560832340422263, "net": -0.0006072476164341589 }, "SPY buy & hold": { "equity": 1.3718195522878247, "drawdown": -0.010353820629888322, "net": -0.0032404781382642245 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351678, "net": -0.00021882497265746093 } }, { "date": "2013-08-08", "Ensemble trend": { "equity": 1.3401327869090596, "drawdown": -0.005518626453179132, "net": 0.0061358831652749135 }, "Core + trend": { "equity": 1.3762787920608008, "drawdown": -0.0035582468278340107, "net": 0.004588232813637738 }, "60/40 monthly": { "equity": 1.4266478373693987, "drawdown": -0.004759847830114072, "net": 0.0028223236260551676 }, "SPY buy & hold": { "equity": 1.3768468655198702, "drawdown": -0.0067270598621960165, "net": 0.0036647044603361767 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351678, "net": 0.0 } }, { "date": "2013-08-09", "Ensemble trend": { "equity": 1.3396632182180086, "drawdown": -0.0058670824579962755, "net": -0.00035038967454403824 }, "Core + trend": { "equity": 1.3750231016759042, "drawdown": -0.004467381180398022, "net": -0.0009123808287536672 }, "60/40 monthly": { "equity": 1.4244856575937384, "drawdown": -0.006268200538176005, "net": -0.0015155665743321611 }, "SPY buy & hold": { "equity": 1.3728741403628997, "drawdown": -0.009593028835102602, "net": -0.002885379090775353 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.00021887286750654766 } }, { "date": "2013-08-12", "Ensemble trend": { "equity": 1.3390109912558141, "drawdown": -0.0063510849177252915, "net": -0.00048685890104682716 }, "Core + trend": { "equity": 1.3736314097813982, "drawdown": -0.005474982197892886, "net": -0.0010121225547481405 }, "60/40 monthly": { "equity": 1.4223774912148626, "drawdown": -0.007738873098532828, "net": -0.0014799491785946195 }, "SPY buy & hold": { "equity": 1.3712523515733483, "drawdown": -0.010763005656506008, "net": -0.001181309154182686 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.0 } }, { "date": "2013-08-13", "Ensemble trend": { "equity": 1.3441634648419076, "drawdown": -0.0025275541011409164, "net": 0.003847969598263834 }, "Core + trend": { "equity": 1.375256905701517, "drawdown": -0.004298104363430255, "net": 0.0011833566912811122 }, "60/40 monthly": { "equity": 1.4200340954396737, "drawdown": -0.009373643436946466, "net": -0.0016475202888562857 }, "SPY buy & hold": { "equity": 1.3753064368546206, "drawdown": -0.00783834256742788, "net": 0.0029564837402982214 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.0 } }, { "date": "2013-08-14", "Ensemble trend": { "equity": 1.342035232373411, "drawdown": -0.00410686591947107, "net": -0.0015833137294404276 }, "Core + trend": { "equity": 1.3722358274826922, "drawdown": -0.006485399912995793, "net": -0.0021967373559804715 }, "60/40 monthly": { "equity": 1.4160107071368389, "drawdown": -0.012180389069516462, "net": -0.0028333040141470534 }, "SPY buy & hold": { "equity": 1.3682517716278544, "drawdown": -0.012927658051203439, "net": -0.005129522437850809 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.0 } }, { "date": "2013-08-15", "Ensemble trend": { "equity": 1.3294586766460355, "drawdown": -0.01343963543039084, "net": -0.009371256002820294 }, "Core + trend": { "equity": 1.3582996701033154, "drawdown": -0.01657533893675711, "net": -0.010155803470706659 }, "60/40 monthly": { "equity": 1.400784555549694, "drawdown": -0.022802265769300667, "net": -0.010752850603744313 }, "SPY buy & hold": { "equity": 1.349115591973403, "drawdown": -0.02673271502913044, "net": -0.013985861411810463 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.0 } }, { "date": "2013-08-16", "Ensemble trend": { "equity": 1.3274122527864327, "drawdown": -0.014958238982692884, "net": -0.0015392910630102064 }, "Core + trend": { "equity": 1.3548942995179378, "drawdown": -0.0190408666015508, "net": -0.002507083422260359 }, "60/40 monthly": { "equity": 1.3958439698395564, "drawdown": -0.026248855141371874, "net": -0.0035270132659328546 }, "SPY buy & hold": { "equity": 1.3446551701017493, "drawdown": -0.029950513941749413, "net": -0.0033061821375360845 }, "BIL reserve": { "equity": 1.0049503875591193, "drawdown": -0.004974217168630335, "net": 0.0 } }, { "date": "2013-08-19", "Ensemble trend": { "equity": 1.318567499293802, "drawdown": -0.021521724846151224, "net": -0.006663154927238679 }, "Core + trend": { "equity": 1.3464754176195701, "drawdown": -0.025136234405625846, "net": -0.006213681688204686 }, "60/40 monthly": { "equity": 1.3880490276378754, "drawdown": -0.03168666485148308, "net": -0.005584393650084674 }, "SPY buy & hold": { "equity": 1.3360613136260724, "drawdown": -0.03615021944457941, "net": -0.006391122918916525 }, "BIL reserve": { "equity": 1.0047304793180396, "drawdown": -0.005191953658351789, "net": -0.00021882497265746093 } }, { "date": "2013-08-20", "Ensemble trend": { "equity": 1.3203985625923997, "drawdown": -0.020162935357506018, "net": 0.0013886761956278804 }, "Core + trend": { "equity": 1.3508057209334856, "drawdown": -0.022001044754534793, "net": 0.0032160284972533315 }, "60/40 monthly": { "equity": 1.395139560949755, "drawdown": -0.02674025602693908, "net": 0.005108272957725424 }, "SPY buy & hold": { "equity": 1.3426282821381554, "drawdown": -0.03141273390051624, "net": 0.004915170018852111 }, "BIL reserve": { "equity": 1.004950387559119, "drawdown": -0.004974217168630446, "net": 0.00021887286750654766 } }, { "date": "2013-08-21", "Ensemble trend": { "equity": 1.309259223569281, "drawdown": -0.028429179777706648, "net": -0.00843634591759057 }, "Core + trend": { "equity": 1.3407111852844662, "drawdown": -0.02930960524212789, "net": -0.007472973716785569 }, "60/40 monthly": { "equity": 1.3864785667337631, "drawdown": -0.032782230069643425, "net": -0.006207976935365345 }, "SPY buy & hold": { "equity": 1.3343583193892616, "drawdown": -0.037378778796382184, "net": -0.006159532656144995 }, "BIL reserve": { "equity": 1.004950387559119, "drawdown": -0.004974217168630446, "net": 0.0 } }, { "date": "2013-08-22", "Ensemble trend": { "equity": 1.3200296408151826, "drawdown": -0.020436703628323838, "net": 0.008226344372460836 }, "Core + trend": { "equity": 1.3500481917447344, "drawdown": -0.0225495046430928, "net": 0.006964219112028269 }, "60/40 monthly": { "equity": 1.3940332291236406, "drawdown": -0.027512041345033156, "net": 0.005448812964829797 }, "SPY buy & hold": { "equity": 1.346520729910121, "drawdown": -0.028604677943375845, "net": 0.009114800982712223 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": -0.00021882497265746093 } }, { "date": "2013-08-23", "Ensemble trend": { "equity": 1.327005326334235, "drawdown": -0.01526020963893493, "net": 0.005284491577586481 }, "Core + trend": { "equity": 1.356617014456648, "drawdown": -0.017793601073921694, "net": 0.004865620910483592 }, "60/40 monthly": { "equity": 1.3999363479529154, "drawdown": -0.023393981703378808, "net": 0.004234561060632691 }, "SPY buy & hold": { "equity": 1.3510618931979073, "drawdown": -0.02532863125767415, "net": 0.0033725164321007917 }, "BIL reserve": { "equity": 1.004950387559119, "drawdown": -0.004974217168630557, "net": 0.00021887286750654766 } }, { "date": "2013-08-26", "Ensemble trend": { "equity": 1.3204971882358258, "drawdown": -0.020089747561267357, "net": -0.004904379786015989 }, "Core + trend": { "equity": 1.35212389585665, "drawdown": -0.021046670874037332, "net": -0.0033120022468520194 }, "60/40 monthly": { "equity": 1.3977975774922335, "drawdown": -0.024886003899038833, "net": -0.0015277626470727723 }, "SPY buy & hold": { "equity": 1.346034734642904, "drawdown": -0.028955280439594167, "net": -0.003720894342674419 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": -0.00021882497265746093 } }, { "date": "2013-08-27", "Ensemble trend": { "equity": 1.3019547412249035, "drawdown": -0.033849666244304744, "net": -0.014042019306148457 }, "Core + trend": { "equity": 1.337126908301914, "drawdown": -0.03190466320636565, "net": -0.011091430009255498 }, "60/40 monthly": { "equity": 1.3870246250051226, "drawdown": -0.03240129575435835, "net": -0.007707090540562067 }, "SPY buy & hold": { "equity": 1.324384434341303, "drawdown": -0.04457405255868396, "net": -0.016084503426536667 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-08-28", "Ensemble trend": { "equity": 1.3035515429206763, "drawdown": -0.03266471684286776, "net": 0.0012264648264734834 }, "Core + trend": { "equity": 1.3383169295507584, "drawdown": -0.031043074067340082, "net": 0.0008899837715148351 }, "60/40 monthly": { "equity": 1.387830857545118, "drawdown": -0.031838861932379614, "net": 0.0005812676469190148 }, "SPY buy & hold": { "equity": 1.3290878538465654, "drawdown": -0.04118095239795572, "net": 0.003551400472025179 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-08-29", "Ensemble trend": { "equity": 1.3046772066731818, "drawdown": -0.03182938795182144, "net": 0.0008635360516573432 }, "Core + trend": { "equity": 1.3397750401367552, "drawdown": -0.029987385149505386, "net": 0.0010895106785253628 }, "60/40 monthly": { "equity": 1.3897135111347936, "drawdown": -0.030525508772620946, "net": 0.0013565439761196174 }, "SPY buy & hold": { "equity": 1.3311956379033336, "drawdown": -0.03966037308033399, "net": 0.0015858876827954393 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.00021887286750654766 } }, { "date": "2013-08-30", "Ensemble trend": { "equity": 1.2987555527245418, "drawdown": -0.03622370962653787, "net": -0.00453878853585532 }, "Core + trend": { "equity": 1.334751952496046, "drawdown": -0.03362415866074364, "net": -0.0037492022841359995 }, "60/40 monthly": { "equity": 1.3860012941004645, "drawdown": -0.033115179011735996, "net": -0.0026712102923269754 }, "SPY buy & hold": { "equity": 1.3269791417275427, "drawdown": -0.04270220123021051, "net": -0.003167450415050954 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-03", "Ensemble trend": { "equity": 1.309864612190814, "drawdown": -0.027979934961258057, "net": 0.008553618456504264 }, "Core + trend": { "equity": 1.3411368920962605, "drawdown": -0.029001388589856014, "net": 0.004783615104120509 }, "60/40 monthly": { "equity": 1.386778276577342, "drawdown": -0.03257315025154328, "net": 0.0005605928942380434 }, "SPY buy & hold": { "equity": 1.332979373556277, "drawdown": -0.038373565955448274, "net": 0.004521722791303695 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-04", "Ensemble trend": { "equity": 1.3199923296252694, "drawdown": -0.020464391394607984, "net": 0.007731881096868731 }, "Core + trend": { "equity": 1.3490276760777387, "drawdown": -0.023288369781629403, "net": 0.005883652912674897 }, "60/40 monthly": { "equity": 1.3920502644270114, "drawdown": -0.028895372279778564, "net": 0.003801608331132078 }, "SPY buy & hold": { "equity": 1.3440072279711408, "drawdown": -0.03041794674144971, "net": 0.008273087066188012 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-05", "Ensemble trend": { "equity": 1.3189332959683921, "drawdown": -0.0212502756413121, "net": -0.0008023028870007831 }, "Core + trend": { "equity": 1.347152031208157, "drawdown": -0.024646358346849917, "net": -0.0013903679686060322 }, "60/40 monthly": { "equity": 1.3890568383097293, "drawdown": -0.030983608624051473, "net": -0.0021503721480302662 }, "SPY buy & hold": { "equity": 1.3457096034997822, "drawdown": -0.02918983373273565, "net": 0.00126664164686896 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-06", "Ensemble trend": { "equity": 1.3225917487037753, "drawdown": -0.018535422951429514, "net": 0.00277379663290489 }, "Core + trend": { "equity": 1.3507724772938847, "drawdown": -0.022025113533852503, "net": 0.0026874814437096717 }, "60/40 monthly": { "equity": 1.3926933685961913, "drawdown": -0.02844673802370612, "net": 0.002617985230098263 }, "SPY buy & hold": { "equity": 1.3463587830467298, "drawdown": -0.028721508246857708, "net": 0.00048240686197043026 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-09", "Ensemble trend": { "equity": 1.3332582175162866, "drawdown": -0.010620084516925199, "net": 0.00806482334625569 }, "Core + trend": { "equity": 1.360973856627311, "drawdown": -0.01463919698379601, "net": 0.007552255842422584 }, "60/40 monthly": { "equity": 1.4020029211706915, "drawdown": -0.02195232484184939, "net": 0.006684567317128964 }, "SPY buy & hold": { "equity": 1.359251423884754, "drawdown": -0.019420610963346352, "net": 0.009575932508011586 }, "BIL reserve": { "equity": 1.0045106761956217, "drawdown": -0.005409586067533501, "net": -0.00043754534446727167 } }, { "date": "2013-09-10", "Ensemble trend": { "equity": 1.340950640756625, "drawdown": -0.004911716133819355, "net": 0.005769642473810066 }, "Core + trend": { "equity": 1.3671212878668293, "drawdown": -0.010188385711293102, "net": 0.004516935582254744 }, "60/40 monthly": { "equity": 1.4059551920115934, "drawdown": -0.019195191280165003, "net": 0.0028190175506921378 }, "SPY buy & hold": { "equity": 1.369306205025887, "drawdown": -0.012166977842189675, "net": 0.007397293072091582 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": 0.00021881611378193888 } }, { "date": "2013-09-11", "Ensemble trend": { "equity": 1.3441497388503432, "drawdown": -0.00253773984025385, "net": 0.002385694145992767 }, "Core + trend": { "equity": 1.371440684058895, "drawdown": -0.007061092942491243, "net": 0.003159482798197999 }, "60/40 monthly": { "equity": 1.4113853350890957, "drawdown": -0.015407083044061798, "net": 0.0038622447631018186 }, "SPY buy & hold": { "equity": 1.373603751971895, "drawdown": -0.009066678747685963, "net": 0.0031384849716113994 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": 0.0 } }, { "date": "2013-09-12", "Ensemble trend": { "equity": 1.3379505761212331, "drawdown": -0.007137994326904207, "net": -0.00461195843731832 }, "Core + trend": { "equity": 1.3672680542594753, "drawdown": -0.010082125146617882, "net": -0.003042515690194092 }, "60/40 monthly": { "equity": 1.4091083343393003, "drawdown": -0.01699553571847645, "net": -0.001613309061094692 }, "SPY buy & hold": { "equity": 1.3699549205417076, "drawdown": -0.01169898711362849, "net": -0.0026563930281563453 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": 0.0 } }, { "date": "2013-09-13", "Ensemble trend": { "equity": 1.3414071914023071, "drawdown": -0.00457292051770819, "net": 0.002583514924067387 }, "Core + trend": { "equity": 1.3703978243689892, "drawdown": -0.007816135411878089, "net": 0.002289068408907413 }, "60/40 monthly": { "equity": 1.4117744583886425, "drawdown": -0.015135627733431134, "net": 0.0018920646371680672 }, "SPY buy & hold": { "equity": 1.3730360872262914, "drawdown": -0.009476198531620295, "net": 0.0022491007830867105 }, "BIL reserve": { "equity": 1.004950387559119, "drawdown": -0.004974217168630557, "net": 0.00021887286750654766 } }, { "date": "2013-09-16", "Ensemble trend": { "equity": 1.347120269859182, "drawdown": -0.00033337786456710816, "net": 0.004259018807631687 }, "Core + trend": { "equity": 1.376547369667048, "drawdown": -0.0033637935365563587, "net": 0.004487416127423094 }, "60/40 monthly": { "equity": 1.4180319081907062, "drawdown": -0.010770384167307245, "net": 0.0044323296578163696 }, "SPY buy & hold": { "equity": 1.380982929633614, "drawdown": -0.0037432563138576347, "net": 0.005787788450175579 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": -0.00021882497265746093 } }, { "date": "2013-09-17", "Ensemble trend": { "equity": 1.3498326601386437, "drawdown": 0.0, "net": 0.0020134729913501292 }, "Core + trend": { "equity": 1.3803616817848723, "drawdown": -0.0006021874755203216, "net": 0.002770926886988878 }, "60/40 monthly": { "equity": 1.4230421362411396, "drawdown": -0.007275211780186308, "net": 0.0035332265948981867 }, "SPY buy & hold": { "equity": 1.387144953648697, "drawdown": 0.0, "net": 0.004462056614065402 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-09-18", "Ensemble trend": { "equity": 1.371102076343238, "drawdown": 0.0, "net": 0.01575707629004164 }, "Core + trend": { "equity": 1.3996024154818063, "drawdown": 0.0, "net": 0.013938907426099378 }, "60/40 monthly": { "equity": 1.439956340698886, "drawdown": 0.0, "net": 0.011885947736181457 }, "SPY buy & hold": { "equity": 1.4032004306496915, "drawdown": 0.0, "net": 0.011574476739985018 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.00021887286750654766 } }, { "date": "2013-09-19", "Ensemble trend": { "equity": 1.36786247606385, "drawdown": -0.002362771040379519, "net": -0.002362771040379519 }, "Core + trend": { "equity": 1.3962401315211161, "drawdown": -0.0024023136309984094, "net": -0.0024023136309984094 }, "60/40 monthly": { "equity": 1.4365746462116555, "drawdown": -0.002348470152635951, "net": -0.002348470152635951 }, "SPY buy & hold": { "equity": 1.4008487208970604, "drawdown": -0.0016759613960083408, "net": -0.0016759613960083408 }, "BIL reserve": { "equity": 1.0049503875591188, "drawdown": -0.004974217168630668, "net": 0.0 } }, { "date": "2013-09-20", "Ensemble trend": { "equity": 1.3585631357897856, "drawdown": -0.009145154667764777, "net": -0.006798446800605373 }, "Core + trend": { "equity": 1.3887780928213211, "drawdown": -0.007733855372605292, "net": -0.005344380620019629 }, "60/40 monthly": { "equity": 1.430855147964599, "drawdown": -0.0063204643620442535, "net": -0.003981344277611543 }, "SPY buy & hold": { "equity": 1.3910541065412416, "drawdown": -0.008656157625910987, "net": -0.006991914408535527 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": -0.00021882497265746093 } }, { "date": "2013-09-23", "Ensemble trend": { "equity": 1.355683282923947, "drawdown": -0.011245547421540825, "net": -0.002119778455614063 }, "Core + trend": { "equity": 1.3863175092183537, "drawdown": -0.009491914358321196, "net": -0.001771761533168159 }, "60/40 monthly": { "equity": 1.4287839400455795, "drawdown": -0.0077588468049550885, "net": -0.0014475315142596923 }, "SPY buy & hold": { "equity": 1.3846173760988583, "drawdown": -0.013243335837795578, "net": -0.004627232263731074 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-09-24", "Ensemble trend": { "equity": 1.3537711649058652, "drawdown": -0.012640132150915306, "net": -0.0014104459663747404 }, "Core + trend": { "equity": 1.3852582839744954, "drawdown": -0.010248718742295826, "net": -0.0007640567451646652 }, "60/40 monthly": { "equity": 1.428689365057858, "drawdown": -0.007824525871082622, "net": -6.619264471752206e-05 }, "SPY buy & hold": { "equity": 1.3813586401696005, "drawdown": -0.015565695393906176, "net": -0.002353528119399484 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-09-25", "Ensemble trend": { "equity": 1.3533355688958209, "drawdown": -0.012957829875658078, "net": -0.0003217648752880109 }, "Core + trend": { "equity": 1.3844922990247799, "drawdown": -0.010796006272842051, "net": -0.0005529546067883917 }, "60/40 monthly": { "equity": 1.4276423438330452, "drawdown": -0.008551645989394507, "net": -0.0007328543561814227 }, "SPY buy & hold": { "equity": 1.377365806997118, "drawdown": -0.018411214170317658, "net": -0.0028905115995019326 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-09-26", "Ensemble trend": { "equity": 1.3567399364597403, "drawdown": -0.01047488741451108, "net": 0.0025155383795145703 }, "Core + trend": { "equity": 1.3874231477603514, "drawdown": -0.0087019482009556, "net": 0.0021169122700328558 }, "60/40 monthly": { "equity": 1.429844133481868, "drawdown": -0.0070225790402159705, "net": 0.0015422557745878862 }, "SPY buy & hold": { "equity": 1.3826619489288527, "drawdown": -0.014636883849393656, "net": 0.003845123717192589 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-09-27", "Ensemble trend": { "equity": 1.3533035343422637, "drawdown": -0.01298119396656705, "net": -0.0025328377422452197 }, "Core + trend": { "equity": 1.3839445333843985, "drawdown": -0.011187378589953223, "net": -0.002507248334128187 }, "60/40 monthly": { "equity": 1.4265360979147863, "drawdown": -0.009319895614047558, "net": -0.002313563758188142 }, "SPY buy & hold": { "equity": 1.376306114579644, "drawdown": -0.019166410929331912, "net": -0.004596810054787848 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-09-30", "Ensemble trend": { "equity": 1.3467717432142983, "drawdown": -0.01774509246884759, "net": -0.004826552921950222 }, "Core + trend": { "equity": 1.378691223863276, "drawdown": -0.014940808466189948, "net": -0.0037958960018980026 }, "60/40 monthly": { "equity": 1.4227644511346524, "drawdown": -0.011939174180718104, "net": -0.002643919621555302 }, "SPY buy & hold": { "equity": 1.3689728759995172, "drawdown": -0.024392491551849527, "net": -0.005328203153675992 }, "BIL reserve": { "equity": 1.0047304793180392, "drawdown": -0.005191953658352233, "net": 0.0 } }, { "date": "2013-10-01", "Ensemble trend": { "equity": 1.351448963984535, "drawdown": -0.014333806868062071, "net": 0.003472912758827107 }, "Core + trend": { "equity": 1.3841089414409353, "drawdown": -0.011069910904331737, "net": 0.003929609098749509 }, "60/40 monthly": { "equity": 1.4284664105607103, "drawdown": -0.00797936007740263, "net": 0.004007662281349855 }, "SPY buy & hold": { "equity": 1.379810168298146, "drawdown": -0.01666922404001514, "net": 0.007916367437679428 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.00021887286750654766 } }, { "date": "2013-10-02", "Ensemble trend": { "equity": 1.3519462565651432, "drawdown": -0.013971111348021537, "net": 0.00036796992994969635 }, "Core + trend": { "equity": 1.384259984759215, "drawdown": -0.010961992172119794, "net": 0.00010912675567453789 }, "60/40 monthly": { "equity": 1.4285478269589165, "drawdown": -0.007922819197721087, "net": 5.699566864447725e-05 }, "SPY buy & hold": { "equity": 1.3785062408307245, "drawdown": -0.0175984765109668, "net": -0.0009450049705242991 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.0 } }, { "date": "2013-10-03", "Ensemble trend": { "equity": 1.3450251700788423, "drawdown": -0.019018938643826977, "net": -0.005119350309002013 }, "Core + trend": { "equity": 1.3772407262949866, "drawdown": -0.01597717247374275, "net": -0.005070765998808513 }, "60/40 monthly": { "equity": 1.4211815693889192, "drawdown": -0.01303843094357593, "net": -0.005156465489628448 }, "SPY buy & hold": { "equity": 1.365795345517519, "drawdown": -0.02665697951279411, "net": -0.009220774586806146 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.0 } }, { "date": "2013-10-04", "Ensemble trend": { "equity": 1.3516203615625404, "drawdown": -0.014208799707061792, "net": 0.004903396330725673 }, "Core + trend": { "equity": 1.383053366573469, "drawdown": -0.011824107135911532, "net": 0.004220496945453567 }, "60/40 monthly": { "equity": 1.4262857325365201, "drawdown": -0.009493765731626747, "net": 0.0035914926407296655 }, "SPY buy & hold": { "equity": 1.376143703685125, "drawdown": -0.019282154119664274, "net": 0.00757679999537908 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.0 } }, { "date": "2013-10-07", "Ensemble trend": { "equity": 1.343165894084434, "drawdown": -0.020374983555790704, "net": -0.006255060754140063 }, "Core + trend": { "equity": 1.3753112666901495, "drawdown": -0.01735574940637319, "net": -0.005597831631400152 }, "60/40 monthly": { "equity": 1.4191705919062583, "drawdown": -0.01443498542639099, "net": -0.0049885801056205326 }, "SPY buy & hold": { "equity": 1.364247183000149, "drawdown": -0.027760287695683505, "net": -0.008644824412681995 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.0 } }, { "date": "2013-10-08", "Ensemble trend": { "equity": 1.3333753534453299, "drawdown": -0.027515619404885006, "net": -0.007289152205415261 }, "Core + trend": { "equity": 1.3653856382779852, "drawdown": -0.024447497964657394, "net": -0.0072170050900923766 }, "60/40 monthly": { "equity": 1.4087523904833388, "drawdown": -0.02167006688577955, "net": -0.007341049400499178 }, "SPY buy & hold": { "equity": 1.348358293173818, "drawdown": -0.0390836093532847, "net": -0.011646635612902134 }, "BIL reserve": { "equity": 1.0049503875591186, "drawdown": -0.00497421716863089, "net": 0.0 } }, { "date": "2013-10-09", "Ensemble trend": { "equity": 1.3359933592664204, "drawdown": -0.02560620225333876, "net": 0.001963442487763034 }, "Core + trend": { "equity": 1.3666267845601696, "drawdown": -0.023560713068850436, "net": 0.0009090078637048471 }, "60/40 monthly": { "equity": 1.4084090504999074, "drawdown": -0.02190850465901406, "net": -0.000243719184258806 }, "SPY buy & hold": { "equity": 1.3493356974047361, "drawdown": -0.03838705581070534, "net": 0.0007248846511096474 }, "BIL reserve": { "equity": 1.004730479318039, "drawdown": -0.005191953658352344, "net": -0.00021882497265746093 } }, { "date": "2013-10-10", "Ensemble trend": { "equity": 1.3551466412329807, "drawdown": -0.01163694183354369, "net": 0.014336360157566341 }, "Core + trend": { "equity": 1.3847406442687387, "drawdown": -0.010618566421916054, "net": 0.013254430480373447 }, "60/40 monthly": { "equity": 1.425807072960194, "drawdown": -0.00982617829358956, "net": 0.012352961275072127 }, "SPY buy & hold": { "equity": 1.3784250353834646, "drawdown": -0.017656348106133146, "net": 0.021558266067278842 }, "BIL reserve": { "equity": 1.0045106761956215, "drawdown": -0.005409586067533723, "net": -0.00021876824376487747 } }, { "date": "2013-10-11", "Ensemble trend": { "equity": 1.359704587188389, "drawdown": -0.008312648162014602, "net": 0.0033634337544909965 }, "Core + trend": { "equity": 1.3902271757574418, "drawdown": -0.006698502103640092, "net": 0.00396213652817301 }, "60/40 monthly": { "equity": 1.4322865959098356, "drawdown": -0.005326373149152408, "net": 0.004544459816845592 }, "SPY buy & hold": { "equity": 1.3873062818039184, "drawdown": -0.011327069532336309, "net": 0.00644303911527766 }, "BIL reserve": { "equity": 1.0042915037851765, "drawdown": -0.005626593993474982, "net": -0.00021818823397190545 } }, { "date": "2013-10-14", "Ensemble trend": { "equity": 1.3640621741590195, "drawdown": -0.005134484372596115, "net": 0.003204804199154143 }, "Core + trend": { "equity": 1.3932404506556868, "drawdown": -0.004545551476438092, "net": 0.002167469425709667 }, "60/40 monthly": { "equity": 1.4339975216019831, "drawdown": -0.004138194283036856, "net": 0.001194541439564878 }, "SPY buy & hold": { "equity": 1.3928471228167278, "drawdown": -0.007378352804645383, "net": 0.003993956551256117 }, "BIL reserve": { "equity": 1.0042915037851765, "drawdown": -0.005626593993474982, "net": 0.0 } }, { "date": "2013-10-15", "Ensemble trend": { "equity": 1.3575191659808985, "drawdown": -0.009906563921604827, "net": -0.004796708172158604 }, "Core + trend": { "equity": 1.3868446958260403, "drawdown": -0.009115245525904703, "net": -0.004590560679340272 }, "60/40 monthly": { "equity": 1.4276511970811838, "drawdown": -0.008545497714000039, "net": -0.004425617495984024 }, "SPY buy & hold": { "equity": 1.3827436184072386, "drawdown": -0.014578681559398676, "net": -0.00725385022087488 }, "BIL reserve": { "equity": 1.0042915037851765, "drawdown": -0.005626593993474982, "net": 0.0 } }, { "date": "2013-10-16", "Ensemble trend": { "equity": 1.3678137375650101, "drawdown": -0.0023983179917559383, "net": 0.007583371080196244 }, "Core + trend": { "equity": 1.3992176465395267, "drawdown": -0.000274913031031887, "net": 0.008921655575945042 }, "60/40 monthly": { "equity": 1.442621461809633, "drawdown": 0.0, "net": 0.010485939954419932 }, "SPY buy & hold": { "equity": 1.4020547377966428, "drawdown": -0.0008164855340859756, "net": 0.013965798961088849 }, "BIL reserve": { "equity": 1.0045106761956217, "drawdown": -0.005409586067533612, "net": 0.00021823585046676364 } }, { "date": "2013-10-17", "Ensemble trend": { "equity": 1.3788018141030445, "drawdown": 0.0, "net": 0.00803331348140679 }, "Core + trend": { "equity": 1.4089826624220188, "drawdown": 0.0, "net": 0.006978911327085058 }, "60/40 monthly": { "equity": 1.4517266301149374, "drawdown": 0.0, "net": 0.006311543635211914 }, "SPY buy & hold": { "equity": 1.4114255370562887, "drawdown": 0.0, "net": 0.006683618696922133 }, "BIL reserve": { "equity": 1.0045106761956217, "drawdown": -0.005409586067533612, "net": 0.0 } }, { "date": "2013-10-18", "Ensemble trend": { "equity": 1.3837346825748729, "drawdown": 0.0, "net": 0.003577648666670319 }, "Core + trend": { "equity": 1.4144331688534733, "drawdown": 0.0, "net": 0.003868398509663251 }, "60/40 monthly": { "equity": 1.45786963311209, "drawdown": 0.0, "net": 0.004231514990302276 }, "SPY buy & hold": { "equity": 1.4209584378563684, "drawdown": 0.0, "net": 0.0067540940345758305 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.00021881611378193888 } }, { "date": "2013-10-21", "Ensemble trend": { "equity": 1.3839620240431483, "drawdown": 0.0, "net": 0.00016429556268149348 }, "Core + trend": { "equity": 1.4143848215127175, "drawdown": -3.418142463040841e-05, "net": -3.418142463040841e-05 }, "60/40 monthly": { "equity": 1.4575455243254232, "drawdown": -0.0002223167142695326, "net": -0.0002223167142695326 }, "SPY buy & hold": { "equity": 1.421040107334755, "drawdown": 0.0, "net": 5.747492411511956e-05 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-10-22", "Ensemble trend": { "equity": 1.3935444146109226, "drawdown": 0.0, "net": 0.006923882593093289 }, "Core + trend": { "equity": 1.4235016413395916, "drawdown": 0.0, "net": 0.00644578454760536 }, "60/40 monthly": { "equity": 1.4666200294108904, "drawdown": 0.0, "net": 0.00622588106787747 }, "SPY buy & hold": { "equity": 1.4292692353444556, "drawdown": 0.0, "net": 0.005790918896113828 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-10-23", "Ensemble trend": { "equity": 1.3820916032761073, "drawdown": -0.008218476006028763, "net": -0.008218476006028763 }, "Core + trend": { "equity": 1.4160524152823544, "drawdown": -0.0052330294823033086, "net": -0.0052330294823033086 }, "60/40 monthly": { "equity": 1.463216085496952, "drawdown": -0.0023209446521098576, "net": -0.0023209446521098576 }, "SPY buy & hold": { "equity": 1.4224249308953514, "drawdown": -0.004788674015959504, "net": -0.004788674015959504 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.005191953658352122, "net": 0.0 } }, { "date": "2013-10-24", "Ensemble trend": { "equity": 1.3860420425281341, "drawdown": -0.00538366198029161, "net": 0.0028583049362740365 }, "Core + trend": { "equity": 1.41889430103622, "drawdown": -0.0032366245106930647, "net": 0.0020069071760306922 }, "60/40 monthly": { "equity": 1.4651057885884124, "drawdown": -0.0010324697550232464, "net": 0.0012914723328909528 }, "SPY buy & hold": { "equity": 1.4271507785717614, "drawdown": -0.0014821957405272146, "net": 0.0033223881090409524 }, "BIL reserve": { "equity": 1.0045106761956217, "drawdown": -0.005409586067533501, "net": -0.00021876824376487747 } }, { "date": "2013-10-25", "Ensemble trend": { "equity": 1.388563944805562, "drawdown": -0.003573958427978252, "net": 0.001819499120551793 }, "Core + trend": { "equity": 1.4225904277564245, "drawdown": -0.0006401212030283654, "net": 0.002604934502524303 }, "60/40 monthly": { "equity": 1.4702373253051064, "drawdown": 0.0, "net": 0.0035025025200658977 }, "SPY buy & hold": { "equity": 1.4336693331695736, "drawdown": 0.0, "net": 0.004567530421933252 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": 0.00021881611378193888 } }, { "date": "2013-10-28", "Ensemble trend": { "equity": 1.3901382091823278, "drawdown": -0.0024442747521224995, "net": 0.0011337355997576015 }, "Core + trend": { "equity": 1.4238252221156775, "drawdown": 0.0, "net": 0.0008679900659815942 }, "60/40 monthly": { "equity": 1.471156877649742, "drawdown": 0.0, "net": 0.0006254448372440269 }, "SPY buy & hold": { "equity": 1.4359509742219982, "drawdown": 0.0, "net": 0.001591469524831357 }, "BIL reserve": { "equity": 1.0047304793180394, "drawdown": -0.0051919536583519, "net": 0.0 } }, { "date": "2013-10-29", "Ensemble trend": { "equity": 1.3935018736382292, "drawdown": -3.052717390816806e-05, "net": 0.0024196618966971783 }, "Core + trend": { "equity": 1.428261778930598, "drawdown": 0.0, "net": 0.0031159420032804697 }, "60/40 monthly": { "equity": 1.4768025123377169, "drawdown": 0.0, "net": 0.003837547697152388 }, "SPY buy & hold": { "equity": 1.4436102720075017, "drawdown": 0.0, "net": 0.005333954935093255 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": -0.00021876824376487747 } }, { "date": "2013-10-30", "Ensemble trend": { "equity": 1.3886244460353148, "drawdown": -0.0035305430699039686, "net": -0.0035001227448515637 }, "Core + trend": { "equity": 1.422908001224582, "drawdown": -0.0037484568900419957, "net": -0.0037484568900419957 }, "60/40 monthly": { "equity": 1.4707702661469535, "drawdown": -0.004084666798957692, "net": -0.004084666798957692 }, "SPY buy & hold": { "equity": 1.4364399083530208, "drawdown": -0.0049669663575542256, "net": -0.0049669663575542256 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": 0.0 } }, { "date": "2013-10-31", "Ensemble trend": { "equity": 1.3819936073693737, "drawdown": -0.008288797343265042, "net": -0.004775113015526133 }, "Core + trend": { "equity": 1.4180575973279128, "drawdown": -0.007144475720918253, "net": -0.003408796557820226 }, "60/40 monthly": { "equity": 1.4675227666036865, "drawdown": -0.00628367412467401, "net": -0.0022080263777527476 }, "SPY buy & hold": { "equity": 1.4323661790873636, "drawdown": -0.007788870125246317, "net": -0.002835990034785296 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": 0.0 } }, { "date": "2013-11-01", "Ensemble trend": { "equity": 1.3810768123971149, "drawdown": -0.008946684499674618, "net": -0.00066338582709069 }, "Core + trend": { "equity": 1.4171822916825598, "drawdown": -0.00775732251011696, "net": -0.0006172567651711036 }, "60/40 monthly": { "equity": 1.4666442393537142, "drawdown": -0.00687855884530042, "net": -0.0005986464196433561 }, "SPY buy & hold": { "equity": 1.435788718004522, "drawdown": -0.005418050948129527, "net": 0.002389430138135973 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": 0.0 } }, { "date": "2013-11-04", "Ensemble trend": { "equity": 1.3852851787534026, "drawdown": -0.005926783366876687, "net": 0.0030471631400308397 }, "Core + trend": { "equity": 1.4214078469560905, "drawdown": -0.00479879254322646, "net": 0.0029816596625078517 }, "60/40 monthly": { "equity": 1.4709093882203925, "drawdown": -0.003990461871571149, "net": 0.002908100514244616 }, "SPY buy & hold": { "equity": 1.440839542147012, "drawdown": -0.0019193060026073683, "net": 0.0035178045900163823 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": 0.0 } }, { "date": "2013-11-05", "Ensemble trend": { "equity": 1.3756221206959514, "drawdown": -0.012860942017391741, "net": -0.006975500933422918 }, "Core + trend": { "equity": 1.4140759977917896, "drawdown": -0.00993219964860348, "net": -0.005158160045339311 }, "60/40 monthly": { "equity": 1.465467312134049, "drawdown": -0.007675501706538079, "net": -0.003699803760806697 }, "SPY buy & hold": { "equity": 1.436277033427375, "drawdown": -0.005079791078189788, "net": -0.0031665626783385914 }, "BIL reserve": { "equity": 1.004510676195622, "drawdown": -0.0054095860675332785, "net": 0.0 } }, { "date": "2013-11-06", "Ensemble trend": { "equity": 1.383096413080433, "drawdown": -0.007497429878047135, "net": 0.005433390661601312 }, "Core + trend": { "equity": 1.4206393345619028, "drawdown": -0.005336867849535576, "net": 0.004641431422612641 }, "60/40 monthly": { "equity": 1.4717435827982672, "drawdown": -0.003425596514893048, "net": 0.004282777658874526 }, "SPY buy & hold": { "equity": 1.4436102720075012, "drawdown": -2.220446049250313e-16, "net": 0.0051057271051861974 }, "BIL reserve": { "equity": 1.0047304793180396, "drawdown": -0.005191953658351789, "net": 0.00021881611378193888 } }, { "date": "2013-11-07", "Ensemble trend": { "equity": 1.3678544661393888, "drawdown": -0.01843496927846866, "net": -0.011020162294469005 }, "Core + trend": { "equity": 1.4087682904441519, "drawdown": -0.013648400296087049, "net": -0.008356127997407481 }, "60/40 monthly": { "equity": 1.4621176163117948, "drawdown": -0.009943710078523904, "net": -0.006540518741838364 }, "SPY buy & hold": { "equity": 1.4253586903585287, "drawdown": -0.012643011762164869, "net": -0.012643011762164758 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675331675, "net": -0.00021876824376487747 } }, { "date": "2013-11-08", "Ensemble trend": { "equity": 1.3722880684887684, "drawdown": -0.015253440004701191, "net": 0.0032412822117642293 }, "Core + trend": { "equity": 1.4132974681177894, "drawdown": -0.01047728857101593, "net": 0.003214991212082019 }, "60/40 monthly": { "equity": 1.467277223415173, "drawdown": -0.006449940897964468, "net": 0.003528859132682749 }, "SPY buy & hold": { "equity": 1.4445881402695464, "drawdown": 0.0, "net": 0.01349095497231012 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675331675, "net": 0.0 } }, { "date": "2013-11-11", "Ensemble trend": { "equity": 1.3719741891658006, "drawdown": -0.015478678123900691, "net": -0.00022872699265941154 }, "Core + trend": { "equity": 1.413040076259259, "drawdown": -0.01065750193408943, "net": -0.00018212150261132098 }, "60/40 monthly": { "equity": 1.4671391726140577, "drawdown": -0.006543420425499158, "net": -9.408637911934026e-05 }, "SPY buy & hold": { "equity": 1.4448320659654093, "drawdown": 0.0, "net": 0.00016885483762685283 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351678, "net": 0.00021881611378193888 } }, { "date": "2013-11-12", "Ensemble trend": { "equity": 1.3677841352579712, "drawdown": -0.018485438341872884, "net": -0.003054032605655066 }, "Core + trend": { "equity": 1.4099494051812325, "drawdown": -0.012821440732718292, "net": -0.002187249413483472 }, "60/40 monthly": { "equity": 1.4648247027342851, "drawdown": -0.008110637342071736, "net": -0.001577539420236973 }, "SPY buy & hold": { "equity": 1.4418993892415282, "drawdown": -0.002029769959404626, "net": -0.002029769959404626 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351678, "net": 0.0 } }, { "date": "2013-11-13", "Ensemble trend": { "equity": 1.374511479870189, "drawdown": -0.013657931918910404, "net": 0.0049184256775642865 }, "Core + trend": { "equity": 1.4177793708282176, "drawdown": -0.007339276494697566, "net": 0.005553366396135795 }, "60/40 monthly": { "equity": 1.4743291820123436, "drawdown": -0.0016747874578422195, "net": 0.00648847555637011 }, "SPY buy & hold": { "equity": 1.4534695413670424, "drawdown": 0.0, "net": 0.008024243724522595 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351678, "net": 0.0 } }, { "date": "2013-11-14", "Ensemble trend": { "equity": 1.3834376135402946, "drawdown": -0.007252586257503579, "net": 0.006494040828926906 }, "Core + trend": { "equity": 1.42561751777783, "drawdown": -0.0018513841032333778, "net": 0.005528467341878285 }, "60/40 monthly": { "equity": 1.4815913358503723, "drawdown": 0.0, "net": 0.004925734311326924 }, "SPY buy & hold": { "equity": 1.4607214198228673, "drawdown": 0.0, "net": 0.004989357017419316 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675330565, "net": -0.00021876824376487747 } }, { "date": "2013-11-15", "Ensemble trend": { "equity": 1.391718793968473, "drawdown": -0.001310055584385017, "net": 0.005985944250125108 }, "Core + trend": { "equity": 1.431274239337317, "drawdown": 0.0, "net": 0.0039679096875187 }, "60/40 monthly": { "equity": 1.4850241909553143, "drawdown": 0.0, "net": 0.0023170053859498108 }, "SPY buy & hold": { "equity": 1.4670769448179912, "drawdown": 0.0, "net": 0.004350949406831228 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675330565, "net": 0.0 } }, { "date": "2013-11-18", "Ensemble trend": { "equity": 1.3916346787350125, "drawdown": -0.0013704162249061902, "net": -6.043982004488857e-05 }, "Core + trend": { "equity": 1.4308383302412522, "drawdown": -0.0003045601493301131, "net": -0.0003045601493301131 }, "60/40 monthly": { "equity": 1.483951650328711, "drawdown": -0.0007222378148017405, "net": -0.0007222378148017405 }, "SPY buy & hold": { "equity": 1.4619433684578178, "drawdown": -0.0034991868547223914, "net": -0.0034991868547223914 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675330565, "net": 0.0 } }, { "date": "2013-11-19", "Ensemble trend": { "equity": 1.3875759914890826, "drawdown": -0.004282908430662813, "net": -0.002916489009615053 }, "Core + trend": { "equity": 1.4268478503342692, "drawdown": -0.0030926211632911205, "net": -0.002788910404930456 }, "60/40 monthly": { "equity": 1.479818186406907, "drawdown": -0.0035056698605415715, "net": -0.0027854437985821434 }, "SPY buy & hold": { "equity": 1.4587658379758193, "drawdown": -0.00566507903455804, "net": -0.002173497654256118 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675330565, "net": 0.0 } }, { "date": "2013-11-20", "Ensemble trend": { "equity": 1.3779990079998816, "drawdown": -0.011155300432517112, "net": -0.006901952432113889 }, "Core + trend": { "equity": 1.4193736398787082, "drawdown": -0.008314688500310585, "net": -0.005238267313371847 }, "60/40 monthly": { "equity": 1.4737998022115955, "drawdown": -0.0075583878108397284, "net": -0.004066975423463681 }, "SPY buy & hold": { "equity": 1.4542027105480126, "drawdown": -0.008775432205824552, "net": -0.003128073957461508 }, "BIL reserve": { "equity": 1.0045106761956222, "drawdown": -0.0054095860675330565, "net": 0.0 } }, { "date": "2013-11-21", "Ensemble trend": { "equity": 1.3843381114648812, "drawdown": -0.006606393775121844, "net": 0.0046002235329623 }, "Core + trend": { "equity": 1.4260942288469025, "drawdown": -0.003619160010043143, "net": 0.0047348976896375294 }, "60/40 monthly": { "equity": 1.481504984500649, "drawdown": -0.0023697973919208914, "net": 0.0052281064751744655 }, "SPY buy & hold": { "equity": 1.4659362016303001, "drawdown": -0.0007775619347848428, "net": 0.00806867639372344 }, "BIL reserve": { "equity": 1.0047304793180398, "drawdown": -0.005191953658351456, "net": 0.00021881611378193888 } }, { "date": "2013-11-22", "Ensemble trend": { "equity": 1.3898801810776136, "drawdown": -0.002629434336566927, "net": 0.0040034075251080825 }, "Core + trend": { "equity": 1.4317731746655584, "drawdown": 0.0, "net": 0.003982167309692919 }, "60/40 monthly": { "equity": 1.4876660216614255, "drawdown": 0.0, "net": 0.004158634108715642 }, "SPY buy & hold": { "equity": 1.4732692855333844, "drawdown": 0.0, "net": 0.005002321311752267 }, "BIL reserve": { "equity": 1.0045106761956224, "drawdown": -0.0054095860675328344, "net": -0.00021876824376487747 } }, { "date": "2013-11-25", "Ensemble trend": { "equity": 1.3865257065082495, "drawdown": -0.005036587301476714, "net": -0.002413499102320693 }, "Core + trend": { "equity": 1.4298974564440787, "drawdown": -0.0013100666045917642, "net": -0.0013100666045917642 }, "60/40 monthly": { "equity": 1.4872283663269084, "drawdown": -0.0002941892388107492, "net": -0.0002941892388107492 }, "SPY buy & hold": { "equity": 1.4718031018484865, "drawdown": -0.000995190559726744, "net": -0.000995190559726744 }, "BIL reserve": { "equity": 1.0045106761956224, "drawdown": -0.0054095860675328344, "net": 0.0 } }, { "date": "2013-11-26", "Ensemble trend": { "equity": 1.3874328603144244, "drawdown": -0.004385618594154872, "net": 0.0006542639648992044 }, "Core + trend": { "equity": 1.4311229481017749, "drawdown": -0.00045414076425565053, "net": 0.0008570486311261227 }, "60/40 monthly": { "equity": 1.488743851008566, "drawdown": 0.0, "net": 0.0010189993117200036 }, "SPY buy & hold": { "equity": 1.47221021182408, "drawdown": -0.0007188595592835245, "net": 0.00027660627639813917 }, "BIL reserve": { "equity": 1.0045106761956224, "drawdown": -0.0054095860675328344, "net": 0.0 } }, { "date": "2013-11-27", "Ensemble trend": { "equity": 1.3898994283335182, "drawdown": -0.0026156226089301127, "net": 0.0017777927059727805 }, "Core + trend": { "equity": 1.4327354025524488, "drawdown": 0.0, "net": 0.001126705747268364 }, "60/40 monthly": { "equity": 1.4896161392314842, "drawdown": 0.0, "net": 0.000585922301091113 }, "SPY buy & hold": { "equity": 1.4757957803439266, "drawdown": 0.0, "net": 0.002435500372873989 }, "BIL reserve": { "equity": 1.00473047931804, "drawdown": -0.005191953658351345, "net": 0.00021881611378193888 } }, { "date": "2013-11-29", "Ensemble trend": { "equity": 1.3926109152183745, "drawdown": -0.0006698741588432311, "net": 0.0019508511404364715 }, "Core + trend": { "equity": 1.4335738957805404, "drawdown": 0.0, "net": 0.0005852394144780781 }, "60/40 monthly": { "equity": 1.4886719053528006, "drawdown": -0.000633877314977771, "net": -0.000633877314977771 }, "SPY buy & hold": { "equity": 1.4748176027277964, "drawdown": -0.0006628136691798625, "net": -0.0006628136691798625 }, "BIL reserve": { "equity": 1.0042915037851774, "drawdown": -0.005626593993473983, "net": -0.00043690874508006683 } }, { "date": "2013-12-02", "Ensemble trend": { "equity": 1.3819977793846556, "drawdown": -0.008285803527468438, "net": -0.00762103450270224 }, "Core + trend": { "equity": 1.4261452624647368, "drawdown": -0.005181897729631069, "net": -0.005181897729631069 }, "60/40 monthly": { "equity": 1.4838125227333445, "drawdown": -0.0038960483478206465, "net": -0.0032642401606313154 }, "SPY buy & hold": { "equity": 1.4709879538350448, "drawdown": -0.0032577857810118793, "net": -0.002596693235603187 }, "BIL reserve": { "equity": 1.0045106761956226, "drawdown": -0.005409586067532612, "net": 0.00021823585046676364 } }, { "date": "2013-12-03", "Ensemble trend": { "equity": 1.3771522092865418, "drawdown": -0.011762958648833255, "net": -0.0035062068625545395 }, "Core + trend": { "equity": 1.4224898417843712, "drawdown": -0.007731763272750047, "net": -0.0025631475113889746 }, "60/40 monthly": { "equity": 1.480957397696024, "drawdown": -0.005812733433411599, "net": -0.0019241817908781655 }, "SPY buy & hold": { "equity": 1.4646325835169633, "drawdown": -0.00756418806426018, "net": -0.004320477473328199 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.00021881611378193888 } }, { "date": "2013-12-04", "Ensemble trend": { "equity": 1.3736349390524174, "drawdown": -0.014286932909895023, "net": -0.0025540170581047628 }, "Core + trend": { "equity": 1.419465231234034, "drawdown": -0.009841602576632247, "net": -0.002126279191240643 }, "60/40 monthly": { "equity": 1.478205660856303, "drawdown": -0.007660012586241272, "net": -0.0018580796746766604 }, "SPY buy & hold": { "equity": 1.4644693992372326, "drawdown": -0.007674761818369125, "net": -0.0001114165296930425 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-12-05", "Ensemble trend": { "equity": 1.3675278658854462, "drawdown": -0.018669335869528347, "net": -0.004445921542432729 }, "Core + trend": { "equity": 1.413795536445215, "drawdown": -0.01379653981810025, "net": -0.003994247033363263 }, "60/40 monthly": { "equity": 1.4728220099144713, "drawdown": -0.01127413222420992, "net": -0.0036420175381501885 }, "SPY buy & hold": { "equity": 1.4580326687948493, "drawdown": -0.01203629376480364, "net": -0.004395264555023037 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-12-06", "Ensemble trend": { "equity": 1.382460782369779, "drawdown": -0.007953555067879425, "net": 0.010919643289801773 }, "Core + trend": { "equity": 1.4264690941634395, "drawdown": -0.004956006549793224, "net": 0.008964208325406231 }, "60/40 monthly": { "equity": 1.4833224430348042, "drawdown": -0.004225045655001369, "net": 0.007129465101450183 }, "SPY buy & hold": { "equity": 1.4743289779508588, "drawdown": -0.000993906076033002, "net": 0.011176916337189757 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-12-09", "Ensemble trend": { "equity": 1.3838633158518654, "drawdown": -0.0069471045612566895, "net": 0.001014519543680814 }, "Core + trend": { "equity": 1.4286768610551508, "drawdown": -0.003415962539359274, "net": 0.0015477144936013598 }, "60/40 monthly": { "equity": 1.4863098418257088, "drawdown": -0.0022195633617940747, "net": 0.0020139914992403085 }, "SPY buy & hold": { "equity": 1.4780768026881816, "drawdown": 0.0, "net": 0.0025420545844061504 }, "BIL reserve": { "equity": 1.0047304793180403, "drawdown": -0.005191953658351012, "net": 0.0 } }, { "date": "2013-12-10", "Ensemble trend": { "equity": 1.3827156730777008, "drawdown": -0.007770646862551023, "net": -0.0008293035598375686 }, "Core + trend": { "equity": 1.4277163512893916, "drawdown": -0.004085973181005564, "net": -0.000672307217917667 }, "60/40 monthly": { "equity": 1.4854867746805362, "drawdown": -0.0027720997659695934, "net": -0.0005537655218387227 }, "SPY buy & hold": { "equity": 1.4727803514023623, "drawdown": -0.0035833396993895095, "net": -0.0035833396993895095 }, "BIL reserve": { "equity": 1.0045106761956228, "drawdown": -0.005409586067532501, "net": -0.00021876824376487747 } }, { "date": "2013-12-11", "Ensemble trend": { "equity": 1.3679539069430113, "drawdown": -0.018363611090972065, "net": -0.010675923056424286 }, "Core + trend": { "equity": 1.41415529894182, "drawdown": -0.013545584846289094, "net": -0.009498421962684911 }, "60/40 monthly": { "equity": 1.4731077055620518, "drawdown": -0.011082340768642118, "net": -0.008333341857686083 }, "SPY buy & hold": { "equity": 1.4562402712275324, "drawdown": -0.014773610830597694, "net": -0.011230513877429682 }, "BIL reserve": { "equity": 1.0047304793180405, "drawdown": -0.005191953658350901, "net": 0.00021881611378193888 } }, { "date": "2013-12-12", "Ensemble trend": { "equity": 1.3616777603015813, "drawdown": -0.022867340269336567, "net": -0.00458798107858438 }, "Core + trend": { "equity": 1.4088073603814164, "drawdown": -0.017276078667461614, "net": -0.0037817194224744055 }, "60/40 monthly": { "equity": 1.468490234736369, "drawdown": -0.014182113054987622, "net": -0.003134509994244361 }, "SPY buy & hold": { "equity": 1.4514321353645658, "drawdown": -0.018026578372082658, "net": -0.0033017462557285437 }, "BIL reserve": { "equity": 1.0047304793180405, "drawdown": -0.005191953658350901, "net": 0.0 } }, { "date": "2013-12-13", "Ensemble trend": { "equity": 1.362315896183423, "drawdown": -0.022409417382092456, "net": 0.0004686394244262093 }, "Core + trend": { "equity": 1.4095363800112939, "drawdown": -0.01676754567029759, "net": 0.0005174728996872879 }, "60/40 monthly": { "equity": 1.4692555804953666, "drawdown": -0.013668325818906646, "net": 0.0005211786506260641 }, "SPY buy & hold": { "equity": 1.4512695697930047, "drawdown": -0.018136562894717323, "net": -0.00011200356365281827 }, "BIL reserve": { "equity": 1.0047304793180405, "drawdown": -0.005191953658350901, "net": 0.0 } }, { "date": "2013-12-16", "Ensemble trend": { "equity": 1.3691576548060762, "drawdown": -0.017499808078707768, "net": 0.005022152822132364 }, "Core + trend": { "equity": 1.4154994502548224, "drawdown": -0.012607962225677283, "net": 0.004230518862862409 }, "60/40 monthly": { "equity": 1.4745076667484358, "drawdown": -0.010142527383492972, "net": 0.003574658026004318 }, "SPY buy & hold": { "equity": 1.460314619201359, "drawdown": -0.012017091029720928, "net": 0.006232508140885384 }, "BIL reserve": { "equity": 1.0045106761956228, "drawdown": -0.005409586067532279, "net": -0.00021876824376487747 } }, { "date": "2013-12-17", "Ensemble trend": { "equity": 1.3649288001687543, "drawdown": -0.02053441149212165, "net": -0.003088654270366753 }, "Core + trend": { "equity": 1.4128629317007404, "drawdown": -0.014447085107198943, "net": -0.0018626065546033521 }, "60/40 monthly": { "equity": 1.473507055479477, "drawdown": -0.010814251623453952, "net": -0.0006786070303489433 }, "SPY buy & hold": { "equity": 1.4556695129410808, "drawdown": -0.015159760106070674, "net": -0.003180894171160409 }, "BIL reserve": { "equity": 1.0045106761956228, "drawdown": -0.005409586067532279, "net": 0.0 } }, { "date": "2013-12-18", "Ensemble trend": { "equity": 1.3820775617660093, "drawdown": -0.008228552118387245, "net": 0.012563850652967945 }, "Core + trend": { "equity": 1.4278304122934133, "drawdown": -0.0040064090899200044, "net": 0.010593724456098297 }, "60/40 monthly": { "equity": 1.4865390261815037, "drawdown": -0.002065708721152859, "net": 0.008844186156805378 }, "SPY buy & hold": { "equity": 1.4805213186662523, "drawdown": 0.0, "net": 0.017072423035747963 }, "BIL reserve": { "equity": 1.0047304793180405, "drawdown": -0.00519195365835079, "net": 0.00021881611378193888 } }, { "date": "2013-12-19", "Ensemble trend": { "equity": 1.3763208809394887, "drawdown": -0.01235951541325131, "net": -0.004165237165969726 }, "Core + trend": { "equity": 1.4230537855511998, "drawdown": -0.007338380156268753, "net": -0.0033453740031641477 }, "60/40 monthly": { "equity": 1.483070013950338, "drawdown": -0.004394504804790422, "net": -0.0023336166559154714 }, "SPY buy & hold": { "equity": 1.4788104359002792, "drawdown": -0.0011555948194749144, "net": -0.0011555948194749144 }, "BIL reserve": { "equity": 1.0047304793180405, "drawdown": -0.00519195365835079, "net": 0.0 } }, { "date": "2013-12-20", "Ensemble trend": { "equity": 1.3816391352766657, "drawdown": -0.008543164616379273, "net": 0.003864109315515618 }, "Core + trend": { "equity": 1.4290739952330553, "drawdown": -0.003138938676778169, "net": 0.0042304863969169215 }, "60/40 monthly": { "equity": 1.490126188418858, "drawdown": 0.0, "net": 0.004757816153078798 }, "SPY buy & hold": { "equity": 1.4874124902592034, "drawdown": 0.0, "net": 0.005816874259267246 }, "BIL reserve": { "equity": 1.004510676195623, "drawdown": -0.005409586067532168, "net": -0.00021876824376487747 } }, { "date": "2013-12-23", "Ensemble trend": { "equity": 1.388894196997112, "drawdown": -0.0033369712260724604, "net": 0.005251054009116185 }, "Core + trend": { "equity": 1.4341030990047459, "drawdown": 0.0, "net": 0.003519134620366904 }, "60/40 monthly": { "equity": 1.4931488354578442, "drawdown": 0.0, "net": 0.002028450383919189 }, "SPY buy & hold": { "equity": 1.495358868635399, "drawdown": 0.0, "net": 0.005342417404879285 }, "BIL reserve": { "equity": 1.004510676195623, "drawdown": -0.005409586067532168, "net": 0.0 } }, { "date": "2013-12-24", "Ensemble trend": { "equity": 1.391012345111013, "drawdown": -0.0018169994966515945, "net": 0.0015250608134733667 }, "Core + trend": { "equity": 1.4350817510525717, "drawdown": 0.0, "net": 0.0006824140108929733 }, "60/40 monthly": { "equity": 1.492907136181326, "drawdown": -0.00016187219303165357, "net": -0.00016187219303165357 }, "SPY buy & hold": { "equity": 1.4986357017786172, "drawdown": 0.0, "net": 0.0021913356131084694 }, "BIL reserve": { "equity": 1.004510676195623, "drawdown": -0.005409586067532168, "net": 0.0 } }, { "date": "2013-12-26", "Ensemble trend": { "equity": 1.3933874506059012, "drawdown": -0.00011263652839166305, "net": 0.0017074654320905491 }, "Core + trend": { "equity": 1.4381460282618617, "drawdown": 0.0, "net": 0.0021352631702287184 }, "60/40 monthly": { "equity": 1.4970782679224157, "drawdown": 0.0, "net": 0.0027939659741722522 }, "SPY buy & hold": { "equity": 1.5062550928871816, "drawdown": 0.0, "net": 0.005084218332394919 }, "BIL reserve": { "equity": 1.004510676195623, "drawdown": -0.005409586067532168, "net": 0.0 } }, { "date": "2013-12-27", "Ensemble trend": { "equity": 1.398657111675375, "drawdown": 0.0, "net": 0.003781906509336075 }, "Core + trend": { "equity": 1.4406605655845477, "drawdown": 0.0, "net": 0.0017484575789046275 }, "60/40 monthly": { "equity": 1.4966816363444713, "drawdown": -0.0002649371021161695, "net": -0.0002649371021161695 }, "SPY buy & hold": { "equity": 1.5061731140547103, "drawdown": -5.442559687163229e-05, "net": -5.442559687163229e-05 }, "BIL reserve": { "equity": 1.0047304793180407, "drawdown": -0.005191953658350679, "net": 0.00021881611378193888 } }, { "date": "2013-12-30", "Ensemble trend": { "equity": 1.4018872248557017, "drawdown": 0.0, "net": 0.0023094389277853455 }, "Core + trend": { "equity": 1.4429351208417796, "drawdown": 0.0, "net": 0.0015788280123494314 }, "60/40 monthly": { "equity": 1.4980899238737995, "drawdown": 0.0, "net": 0.0009409399401518748 }, "SPY buy & hold": { "equity": 1.5059271775572962, "drawdown": -0.00021770238748664017, "net": -0.00016328567753542966 }, "BIL reserve": { "equity": 1.0047304793180407, "drawdown": -0.005191953658350679, "net": 0.0 } }, { "date": "2013-12-31", "Ensemble trend": { "equity": 1.4061797306005581, "drawdown": 0.0, "net": 0.00306194797181214 }, "Core + trend": { "equity": 1.4459807945434398, "drawdown": 0.0, "net": 0.0021107488879217318 }, "60/40 monthly": { "equity": 1.499857699562338, "drawdown": 0.0, "net": 0.00118001974405324 }, "SPY buy & hold": { "equity": 1.5130553143792023, "drawdown": 0.0, "net": 0.004733387462644956 }, "BIL reserve": { "equity": 1.0042915037851783, "drawdown": -0.005626593993473317, "net": -0.00043690874508006683 } }, { "date": "2014-01-02", "Ensemble trend": { "equity": 1.38683257015493, "drawdown": -0.01375866827305583, "net": -0.01375866827305583 }, "Core + trend": { "equity": 1.4329208417924506, "drawdown": -0.009031899178932545, "net": -0.009031899178932545 }, "60/40 monthly": { "equity": 1.4932272861376885, "drawdown": -0.004420694994321295, "net": -0.004420694994321295 }, "SPY buy & hold": { "equity": 1.4985544963313582, "drawdown": -0.009583799025744022, "net": -0.009583799025744022 }, "BIL reserve": { "equity": 1.0042915037851783, "drawdown": -0.005626593993473317, "net": 0.0 } }, { "date": "2014-01-03", "Ensemble trend": { "equity": 1.386249013381534, "drawdown": -0.014173662715584734, "net": -0.0004207838681858922 }, "Core + trend": { "equity": 1.432359675657864, "drawdown": -0.009419986030918426, "net": -0.00039162396010961054 }, "60/40 monthly": { "equity": 1.4927299530697524, "drawdown": -0.004752281829579874, "net": -0.00033305918834536374 }, "SPY buy & hold": { "equity": 1.4983084051569016, "drawdown": -0.009746444219292383, "net": -0.00016421903578345276 }, "BIL reserve": { "equity": 1.0045106761956233, "drawdown": -0.005409586067531835, "net": 0.00021823585046676364 } }, { "date": "2014-01-06", "Ensemble trend": { "equity": 1.3831846233211844, "drawdown": -0.016352893431021642, "net": -0.002210562482475198 }, "Core + trend": { "equity": 1.43041495024743, "drawdown": -0.010764903901040124, "net": -0.0013577074553854374 }, "60/40 monthly": { "equity": 1.4916874588767512, "drawdown": -0.005447343896671564, "net": -0.0006983809702869603 }, "SPY buy & hold": { "equity": 1.4939661565456404, "drawdown": -0.012616298724937414, "net": -0.002898100682286797 }, "BIL reserve": { "equity": 1.0042915037851783, "drawdown": -0.005626593993473206, "net": -0.00021818823397190545 } }, { "date": "2014-01-07", "Ensemble trend": { "equity": 1.3895476261387745, "drawdown": -0.01182786531468516, "net": 0.004600255606017178 }, "Core + trend": { "equity": 1.436629764421423, "drawdown": -0.006466911702633804, "net": 0.004344763156256093 }, "60/40 monthly": { "equity": 1.4982318174143214, "drawdown": -0.001084024270096351, "net": 0.004387218313478547 }, "SPY buy & hold": { "equity": 1.5031423720859487, "drawdown": -0.006551606011390931, "net": 0.0061421843460802705 }, "BIL reserve": { "equity": 1.0045106761956235, "drawdown": -0.005409586067531724, "net": 0.00021823585046676364 } }, { "date": "2014-01-08", "Ensemble trend": { "equity": 1.3892423574198847, "drawdown": -0.01204495614044998, "net": -0.00021968928099147522 }, "Core + trend": { "equity": 1.4351499906221474, "drawdown": -0.007490282002474369, "net": -0.001030031422098232 }, "60/40 monthly": { "equity": 1.4956025806925388, "drawdown": -0.002837015052188474, "net": -0.0017548931288351444 }, "SPY buy & hold": { "equity": 1.503469823384707, "drawdown": -0.00633518874253991, "net": 0.00021784450018791368 }, "BIL reserve": { "equity": 1.0045106761956235, "drawdown": -0.005409586067531724, "net": 0.0 } }, { "date": "2014-01-09", "Ensemble trend": { "equity": 1.3887326290966868, "drawdown": -0.012407447728193355, "net": -0.00036691101482433375 }, "Core + trend": { "equity": 1.435899147641828, "drawdown": -0.006972185896006344, "net": 0.0005220060792081593 }, "60/40 monthly": { "equity": 1.4977060912790339, "drawdown": -0.0014345416128023203, "net": 0.0014064635977835138 }, "SPY buy & hold": { "equity": 1.504452331958024, "drawdown": -0.005685834707707338, "net": 0.0006534940429367975 }, "BIL reserve": { "equity": 1.0042915037851785, "drawdown": -0.005626593993472984, "net": -0.00021818823397190545 } }, { "date": "2014-01-10", "Ensemble trend": { "equity": 1.3960349567693464, "drawdown": -0.007214421891061584, "net": 0.005258267516483395 }, "Core + trend": { "equity": 1.4431903743040868, "drawdown": -0.0019297768337469545, "net": 0.005077812515059454 }, "60/40 monthly": { "equity": 1.5050662796416463, "drawdown": 0.0, "net": 0.004914307557049913 }, "SPY buy & hold": { "equity": 1.5085487987489135, "drawdown": -0.002978420939050652, "net": 0.0027228957035534407 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531613, "net": 0.00021823585046676364 } }, { "date": "2014-01-13", "Ensemble trend": { "equity": 1.383579231422546, "drawdown": -0.016072269202998646, "net": -0.00892221594194531 }, "Core + trend": { "equity": 1.4321931113684134, "drawdown": -0.00953517724927988, "net": -0.007620105518633569 }, "60/40 monthly": { "equity": 1.4944462555571616, "drawdown": -0.007056183656585002, "net": -0.007056183656585002 }, "SPY buy & hold": { "equity": 1.4884777510502039, "drawdown": -0.016243664785700496, "net": -0.013304871354082204 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531613, "net": 0.0 } }, { "date": "2014-01-14", "Ensemble trend": { "equity": 1.39415722659472, "drawdown": -0.008549763408055577, "net": 0.007645384472342975 }, "Core + trend": { "equity": 1.4409259603855609, "drawdown": -0.00349578236236181, "net": 0.006097535973206503 }, "60/40 monthly": { "equity": 1.5021879196163337, "drawdown": -0.0019124473548087773, "net": 0.005180289375000591 }, "SPY buy & hold": { "equity": 1.5046984231324803, "drawdown": -0.005523189514159199, "net": 0.01089749045347288 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531613, "net": 0.0 } }, { "date": "2014-01-15", "Ensemble trend": { "equity": 1.399046721514812, "drawdown": -0.005072615491833243, "net": 0.00350713307424777 }, "Core + trend": { "equity": 1.445373717469938, "drawdown": -0.00041983757722963144, "net": 0.0030867353400914066 }, "60/40 monthly": { "equity": 1.5066361122785534, "drawdown": 0.0, "net": 0.0029611426134725782 }, "SPY buy & hold": { "equity": 1.5128092232047454, "drawdown": -0.00016264519354847184, "net": 0.005390316057738875 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531613, "net": 0.0 } }, { "date": "2014-01-16", "Ensemble trend": { "equity": 1.397623416442576, "drawdown": -0.006084794121109849, "net": -0.0010173391998622439 }, "Core + trend": { "equity": 1.4449155828801907, "drawdown": -0.0007366706855780336, "net": -0.0003169661826626369 }, "60/40 monthly": { "equity": 1.507048827375193, "drawdown": 0.0, "net": 0.00027393150428034474 }, "SPY buy & hold": { "equity": 1.5108429686417721, "drawdown": -0.0014621710894541229, "net": -0.001299737291929004 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531613, "net": 0.0 } }, { "date": "2014-01-17", "Ensemble trend": { "equity": 1.3933839338962744, "drawdown": -0.009099687917432098, "net": -0.0030333511133440183 }, "Core + trend": { "equity": 1.4416975211036027, "drawdown": -0.0029621924827772927, "net": -0.0022271624825120906 }, "60/40 monthly": { "equity": 1.5045199288421738, "drawdown": -0.001678046846978254, "net": -0.001678046846978254 }, "SPY buy & hold": { "equity": 1.5044523319580236, "drawdown": -0.00568583470770756, "net": -0.004229848380267853 }, "BIL reserve": { "equity": 1.0042915037851787, "drawdown": -0.005626593993472873, "net": -0.00021818823397190545 } }, { "date": "2014-01-21", "Ensemble trend": { "equity": 1.3971339170300743, "drawdown": -0.006432899986846263, "net": 0.0026912777179179947 }, "Core + trend": { "equity": 1.4445082089097536, "drawdown": -0.0010183991649426183, "net": 0.0019495683144403753 }, "60/40 monthly": { "equity": 1.506595265991617, "drawdown": -0.0003009599790910755, "net": 0.001379401568339711 }, "SPY buy & hold": { "equity": 1.5088767140787986, "drawdown": -0.002761696985359885, "net": 0.0029408589602946122 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531391, "net": 0.00021823585046676364 } }, { "date": "2014-01-22", "Ensemble trend": { "equity": 1.398680453642459, "drawdown": -0.0053330856610314115, "net": 0.0011069351287902318 }, "Core + trend": { "equity": 1.4447655853121342, "drawdown": -0.0008404048213443982, "net": 0.00017817579768175662 }, "60/40 monthly": { "equity": 1.5055802895935226, "drawdown": -0.0009744460531038168, "net": -0.0006736888273881636 }, "SPY buy & hold": { "equity": 1.5098598413602853, "drawdown": -0.0021119340374069484, "net": 0.0006515623657741276 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531391, "net": 0.0 } }, { "date": "2014-01-23", "Ensemble trend": { "equity": 1.388823438348528, "drawdown": -0.012342869033261872, "net": -0.007047367587257991 }, "Core + trend": { "equity": 1.4383037303144042, "drawdown": -0.005309243565340349, "net": -0.004472597536529621 }, "60/40 monthly": { "equity": 1.5019292177575747, "drawdown": -0.0033971093202965763, "net": -0.0024250263245233494 }, "SPY buy & hold": { "equity": 1.4974890808633148, "drawdown": -0.010287947418679999, "net": -0.008193317126591992 }, "BIL reserve": { "equity": 1.0045106761956237, "drawdown": -0.005409586067531391, "net": 0.0 } }, { "date": "2014-01-24", "Ensemble trend": { "equity": 1.362154307907937, "drawdown": -0.03130853171508774, "net": -0.019202678831733766 }, "Core + trend": { "equity": 1.4171152149526463, "drawdown": -0.019962630001532977, "net": -0.014731600089173291 }, "60/40 monthly": { "equity": 1.48472663036975, "drawdown": -0.014811860505091534, "net": -0.011453660521704823 }, "SPY buy & hold": { "equity": 1.4655388363083781, "drawdown": -0.031404323172626314, "net": -0.021335878146448328 }, "BIL reserve": { "equity": 1.0042915037851787, "drawdown": -0.005626593993472762, "net": -0.00021818823397190545 } }, { "date": "2014-01-27", "Ensemble trend": { "equity": 1.3571049007632012, "drawdown": -0.034899400673623515, "net": -0.003706927413011596 }, "Core + trend": { "equity": 1.4116758910711444, "drawdown": -0.023724314736231933, "net": -0.0038383074460771605 }, "60/40 monthly": { "equity": 1.47852004728034, "drawdown": -0.018930229450190628, "net": -0.004180286769601693 }, "SPY buy & hold": { "equity": 1.4583288753310433, "drawdown": -0.036169489990267034, "net": -0.00491966558559187 }, "BIL reserve": { "equity": 1.0042915037851787, "drawdown": -0.005626593993472762, "net": 0.0 } }, { "date": "2014-01-28", "Ensemble trend": { "equity": 1.3646742479775957, "drawdown": -0.029516484784797847, "net": 0.005577569729604326 }, "Core + trend": { "equity": 1.4183527528577278, "drawdown": -0.019106783291983676, "net": 0.004729741315846248 }, "60/40 monthly": { "equity": 1.484705140368172, "drawdown": -0.014826120163562884, "net": 0.00418330011771495 }, "SPY buy & hold": { "equity": 1.4670133725535657, "drawdown": -0.030429780978977194, "net": 0.005955102013975422 }, "BIL reserve": { "equity": 1.0042915037851787, "drawdown": -0.005626593993472762, "net": 0.0 } }, { "date": "2014-01-29", "Ensemble trend": { "equity": 1.3533163485830242, "drawdown": -0.03759361685220475, "net": -0.008322791619614356 }, "Core + trend": { "equity": 1.4100777417946222, "drawdown": -0.024829550215536345, "net": -0.005834240492312515 }, "60/40 monthly": { "equity": 1.4788461462329898, "drawdown": -0.0187138469768916, "net": -0.0039462341551057545 }, "SPY buy & hold": { "equity": 1.4529227580221629, "drawdown": -0.03974247060604752, "net": -0.009604966658808278 }, "BIL reserve": { "equity": 1.004510676195624, "drawdown": -0.00540958606753128, "net": 0.00021823585046676364 } }, { "date": "2014-01-30", "Ensemble trend": { "equity": 1.3620487099900265, "drawdown": -0.03138362732030264, "net": 0.006452564779953596 }, "Core + trend": { "equity": 1.4184425842189436, "drawdown": -0.01904465842728642, "net": 0.005932185280561386 }, "60/40 monthly": { "equity": 1.4877029815945195, "drawdown": -0.012836907092365402, "net": 0.005989017440448663 }, "SPY buy & hold": { "equity": 1.4683242604878952, "drawdown": -0.029563396305613554, "net": 0.010600358746323257 }, "BIL reserve": { "equity": 1.004510676195624, "drawdown": -0.00540958606753128, "net": 0.0 } }, { "date": "2014-01-31", "Ensemble trend": { "equity": 1.3514326118232427, "drawdown": -0.0389332299320897, "net": -0.007794213297160013 }, "Core + trend": { "equity": 1.411795905993706, "drawdown": -0.023641315762100046, "net": -0.004685898674494204 }, "60/40 monthly": { "equity": 1.4847433458576287, "drawdown": -0.01480076896805893, "net": -0.001989399613704257 }, "SPY buy & hold": { "equity": 1.459722051451929, "drawdown": -0.035248719871920686, "net": -0.0058585213548866255 }, "BIL reserve": { "equity": 1.004291503785179, "drawdown": -0.0056265939934725395, "net": -0.00021818823397190545 } }, { "date": "2014-02-03", "Ensemble trend": { "equity": 1.327996926345137, "drawdown": -0.0555994390717256, "net": -0.017341364469877774 }, "Core + trend": { "equity": 1.392455336256835, "drawdown": -0.03701671452939659, "net": -0.013699267475391741 }, "60/40 monthly": { "equity": 1.4678310791135956, "drawdown": -0.026022878322995435, "net": -0.011390700481142213 }, "SPY buy & hold": { "equity": 1.4268708131250194, "drawdown": -0.05696057535711696, "net": -0.022505132599890176 }, "BIL reserve": { "equity": 1.004291503785179, "drawdown": -0.0056265939934725395, "net": 0.0 } }, { "date": "2014-02-04", "Ensemble trend": { "equity": 1.3378185483621108, "drawdown": -0.0486148255097173, "net": 0.007395816829188329 }, "Core + trend": { "equity": 1.399348558811153, "drawdown": -0.032249554010854276, "net": 0.004950408372054627 }, "60/40 monthly": { "equity": 1.4721596237557095, "drawdown": -0.023150678986459616, "net": 0.0029489392231210054 }, "SPY buy & hold": { "equity": 1.43686480618849, "drawdown": -0.050355401726983606, "net": 0.007004133080263042 }, "BIL reserve": { "equity": 1.0045106761956242, "drawdown": -0.005409586067531169, "net": 0.00021823585046676364 } }, { "date": "2014-02-05", "Ensemble trend": { "equity": 1.3360497453790001, "drawdown": -0.049872703819736186, "net": -0.0013221546264822193 }, "Core + trend": { "equity": 1.3968791570679393, "drawdown": -0.033957323403457806, "net": -0.001764679520098844 }, "60/40 monthly": { "equity": 1.4689154919559058, "drawdown": -0.02530331780006334, "net": -0.0022036549212832712 }, "SPY buy & hold": { "equity": 1.4350625092904596, "drawdown": -0.05154656564604365, "net": -0.0012543260091473218 }, "BIL reserve": { "equity": 1.0042915037851792, "drawdown": -0.0056265939934724285, "net": -0.00021818823397190545 } }, { "date": "2014-02-06", "Ensemble trend": { "equity": 1.3432492247060634, "drawdown": -0.044752818238688485, "net": 0.005388631188295356 }, "Core + trend": { "equity": 1.4056508018736902, "drawdown": -0.02789109843086368, "net": 0.006279458578337449 }, "60/40 monthly": { "equity": 1.4794083578252035, "drawdown": -0.018340792314029075, "net": 0.0071432740186614385 }, "SPY buy & hold": { "equity": 1.4539875547820362, "drawdown": -0.03903873112623202, "net": 0.01318761055289075 }, "BIL reserve": { "equity": 1.0042915037851792, "drawdown": -0.0056265939934724285, "net": 0.0 } }, { "date": "2014-02-07", "Ensemble trend": { "equity": 1.3515432992341174, "drawdown": -0.03885451495101999, "net": 0.006174635633881653 }, "Core + trend": { "equity": 1.415997137716883, "drawdown": -0.020735861043039705, "net": 0.007360530673337529 }, "60/40 monthly": { "equity": 1.4920102635966586, "drawdown": -0.00997881654884869, "net": 0.008518206420017993 }, "SPY buy & hold": { "equity": 1.4720109877934706, "drawdown": -0.027126785250790375, "net": 0.012395864704726645 }, "BIL reserve": { "equity": 1.0045106761956242, "drawdown": -0.005409586067531058, "net": 0.00021823585046676364 } }, { "date": "2014-02-10", "Ensemble trend": { "equity": 1.3514096255206776, "drawdown": -0.038949576564077604, "net": -9.890449940863633e-05 }, "Core + trend": { "equity": 1.4168551997063625, "drawdown": -0.02014244929599729, "net": 0.0006059772061850488 }, "60/40 monthly": { "equity": 1.4939554062377847, "drawdown": -0.008688120052628201, "net": 0.001303705938615618 }, "SPY buy & hold": { "equity": 1.4747139691093896, "drawdown": -0.025340346057040164, "net": 0.0018362507741676026 }, "BIL reserve": { "equity": 1.0042915037851792, "drawdown": -0.0056265939934723175, "net": -0.00021818823397190545 } }, { "date": "2014-02-11", "Ensemble trend": { "equity": 1.3563997595270476, "drawdown": -0.03540085949912697, "net": 0.0036925399317377927 }, "Core + trend": { "equity": 1.4229423947399387, "drawdown": -0.0159327149367674, "net": 0.004296271796043527 }, "60/40 monthly": { "equity": 1.5012387245737342, "drawdown": -0.0038552850418113183, "net": 0.004875191257743827 }, "SPY buy & hold": { "equity": 1.4908534357444065, "drawdown": -0.014673540632521465, "net": 0.010944133556125557 }, "BIL reserve": { "equity": 1.0042915037851792, "drawdown": -0.0056265939934723175, "net": 0.0 } }, { "date": "2014-02-12", "Ensemble trend": { "equity": 1.3558378043803656, "drawdown": -0.03580049201725599, "net": -0.0004142990609772301 }, "Core + trend": { "equity": 1.4222029462025678, "drawdown": -0.01644409692756643, "net": -0.0005196616111124985 }, "60/40 monthly": { "equity": 1.5003016970571437, "drawdown": -0.004477048251847804, "net": -0.0006241695616109322 }, "SPY buy & hold": { "equity": 1.4915904718514368, "drawdown": -0.014186422878116889, "net": 0.0004943719411709679 }, "BIL reserve": { "equity": 1.0045106761956244, "drawdown": -0.005409586067530836, "net": 0.00021823585046676364 } }, { "date": "2014-02-13", "Ensemble trend": { "equity": 1.3605603937463087, "drawdown": -0.032442038426173325, "net": 0.003483152151891211 }, "Core + trend": { "equity": 1.4282438092658851, "drawdown": -0.01226640446711802, "net": 0.004247539410213719 }, "60/40 monthly": { "equity": 1.5077956309672966, "drawdown": 0.0, "net": 0.004994951298697092 }, "SPY buy & hold": { "equity": 1.4992915324383878, "drawdown": -0.00909668127133989, "net": 0.005162985908184314 }, "BIL reserve": { "equity": 1.0045106761956244, "drawdown": -0.005409586067530836, "net": 0.0 } }, { "date": "2014-02-14", "Ensemble trend": { "equity": 1.362836753558887, "drawdown": -0.03082321277889566, "net": 0.00167310457002956 }, "Core + trend": { "equity": 1.4316590912843374, "drawdown": -0.009904490649631614, "net": 0.0023912458057195884 }, "60/40 monthly": { "equity": 1.5124585299843292, "drawdown": 0.0, "net": 0.0030925272107606983 }, "SPY buy & hold": { "equity": 1.5075653621133416, "drawdown": -0.0036283883435637154, "net": 0.005518492898774374 }, "BIL reserve": { "equity": 1.0045106761956244, "drawdown": -0.005409586067530836, "net": 0.0 } }, { "date": "2014-02-18", "Ensemble trend": { "equity": 1.3666123594000417, "drawdown": -0.02813820334589645, "net": 0.0027704021272505486 }, "Core + trend": { "equity": 1.4348483081027432, "drawdown": -0.007698917221242607, "net": 0.002227637038608732 }, "60/40 monthly": { "equity": 1.515008511591682, "drawdown": 0.0, "net": 0.0016859844794419043 }, "SPY buy & hold": { "equity": 1.509367813688415, "drawdown": -0.0024371221962233847, "net": 0.0011956042639149622 }, "BIL reserve": { "equity": 1.0042915037851794, "drawdown": -0.0056265939934722065, "net": -0.00021818823397190545 } }, { "date": "2014-02-19", "Ensemble trend": { "equity": 1.3619220621331933, "drawdown": -0.03147369251899479, "net": -0.0034320612093011738 }, "Core + trend": { "equity": 1.4289243771320175, "drawdown": -0.011795742706809387, "net": -0.004128611322376519 }, "60/40 monthly": { "equity": 1.507729445833335, "drawdown": -0.004804636873425583, "net": -0.004804636873425583 }, "SPY buy & hold": { "equity": 1.49937289256269, "drawdown": -0.009042909196037008, "net": -0.006621925441288368 }, "BIL reserve": { "equity": 1.0045106761956246, "drawdown": -0.005409586067530725, "net": 0.00021823585046676364 } }, { "date": "2014-02-20", "Ensemble trend": { "equity": 1.364034645922051, "drawdown": -0.02997133564178711, "net": 0.0015511781823613902 }, "Core + trend": { "equity": 1.4323118233753862, "drawdown": -0.009453079335240644, "net": 0.0023706266738676707 }, "60/40 monthly": { "equity": 1.5125128801561307, "drawdown": -0.0016472722208863422, "net": 0.003172607881350986 }, "SPY buy & hold": { "equity": 1.508220883419028, "drawdown": -0.0031951448927416415, "net": 0.005901127664923456 }, "BIL reserve": { "equity": 1.0045106761956246, "drawdown": -0.005409586067530725, "net": 0.0 } }, { "date": "2014-02-21", "Ensemble trend": { "equity": 1.3647874441013055, "drawdown": -0.02943598574100814, "net": 0.00055189080534368 }, "Core + trend": { "equity": 1.4325611403685183, "drawdown": -0.00928065865436245, "net": 0.000174066141927387 }, "60/40 monthly": { "equity": 1.5122116244837913, "drawdown": -0.001846119732325735, "net": -0.00019917560788529354 }, "SPY buy & hold": { "equity": 1.5065008747075532, "drawdown": -0.00433192336681909, "net": -0.0011404222885281756 }, "BIL reserve": { "equity": 1.0042915037851796, "drawdown": -0.005626593993471984, "net": -0.00021818823397190545 } }, { "date": "2014-02-24", "Ensemble trend": { "equity": 1.3682834041243848, "drawdown": -0.02694984549378232, "net": 0.0025615417537645513 }, "Core + trend": { "equity": 1.436555404827236, "drawdown": -0.006518336724644969, "net": 0.0027881982458983767 }, "60/40 monthly": { "equity": 1.516751745860164, "drawdown": 0.0, "net": 0.0030023055654808672 }, "SPY buy & hold": { "equity": 1.514857611277233, "drawdown": 0.0, "net": 0.0055471169715064494 }, "BIL reserve": { "equity": 1.0045106761956246, "drawdown": -0.005409586067530614, "net": 0.00021823585046676364 } }, { "date": "2014-02-25", "Ensemble trend": { "equity": 1.3692970804077014, "drawdown": -0.02622897300411564, "net": 0.0007408379581752556 }, "Core + trend": { "equity": 1.437880970522718, "drawdown": -0.005601612449686266, "net": 0.0009227389984596268 }, "60/40 monthly": { "equity": 1.5184247647662774, "drawdown": 0.0, "net": 0.0011030275130257117 }, "SPY buy & hold": { "equity": 1.514283914126976, "drawdown": -0.00037871358072616434, "net": -0.00037871358072616434 }, "BIL reserve": { "equity": 1.0045106761956246, "drawdown": -0.005409586067530614, "net": 0.0 } }, { "date": "2014-02-26", "Ensemble trend": { "equity": 1.3699175688417538, "drawdown": -0.02578771473495589, "net": 0.00045314376473193363 }, "Core + trend": { "equity": 1.4390548853192988, "drawdown": -0.004789765708007043, "net": 0.0008164200101723473 }, "60/40 monthly": { "equity": 1.5202100726581464, "drawdown": 0.0, "net": 0.001175763154879661 }, "SPY buy & hold": { "equity": 1.5143654289283202, "drawdown": -0.0003249033739202156, "net": 5.383059318253558e-05 }, "BIL reserve": { "equity": 1.0045106761956246, "drawdown": -0.005409586067530614, "net": 0.0 } }, { "date": "2014-02-27", "Ensemble trend": { "equity": 1.372938763659708, "drawdown": -0.023639202171299556, "net": 0.0022053843871121526 }, "Core + trend": { "equity": 1.4432872577946514, "drawdown": -0.00186277491302278, "net": 0.002941077868905184 }, "60/40 monthly": { "equity": 1.525771525146596, "drawdown": 0.0, "net": 0.003658344717270001 }, "SPY buy & hold": { "equity": 1.522311497950431, "drawdown": 0.0, "net": 0.00524712785323822 }, "BIL reserve": { "equity": 1.0042915037851796, "drawdown": -0.005626593993471873, "net": -0.00021818823397190545 } }, { "date": "2014-02-28", "Ensemble trend": { "equity": 1.373738693101014, "drawdown": -0.023070335031560307, "net": 0.0005826402913804429 }, "Core + trend": { "equity": 1.4445554114830264, "drawdown": -0.0009857551813911014, "net": 0.0008786564708627154 }, "60/40 monthly": { "equity": 1.5275522522880256, "drawdown": 0.0, "net": 0.0011670994720252015 }, "SPY buy & hold": { "equity": 1.5261628016291184, "drawdown": 0.0, "net": 0.0025299051369398473 }, "BIL reserve": { "equity": 1.0045106761956248, "drawdown": -0.005409586067530392, "net": 0.00021823585046676364 } }, { "date": "2014-03-03", "Ensemble trend": { "equity": 1.3685488314622252, "drawdown": -0.026761087732548594, "net": -0.003777910358682246 }, "Core + trend": { "equity": 1.4401004140240539, "drawdown": -0.00406670720771396, "net": -0.0030839920875024296 }, "60/40 monthly": { "equity": 1.5239100849319436, "drawdown": -0.002384316052447155, "net": -0.002384316052447155 }, "SPY buy & hold": { "equity": 1.5154306897193206, "drawdown": -0.007032088515289248, "net": -0.007032088515289248 }, "BIL reserve": { "equity": 1.0045106761956248, "drawdown": -0.005409586067530392, "net": 0.0 } }, { "date": "2014-03-04", "Ensemble trend": { "equity": 1.3735886223032665, "drawdown": -0.023177057376138066, "net": 0.003682580208451025 }, "Core + trend": { "equity": 1.4467903214598812, "drawdown": 0.0, "net": 0.004645445116659319 }, "60/40 monthly": { "equity": 1.5323799180762874, "drawdown": 0.0, "net": 0.005557961213126461 }, "SPY buy & hold": { "equity": 1.5367306465198882, "drawdown": 0.0, "net": 0.014055381710999182 }, "BIL reserve": { "equity": 1.0042915037851798, "drawdown": -0.005626593993471762, "net": -0.00021818823397190545 } }, { "date": "2014-03-05", "Ensemble trend": { "equity": 1.37438845273004, "drawdown": -0.022608260650251677, "net": 0.0005822925538159218 }, "Core + trend": { "equity": 1.4479063607002431, "drawdown": 0.0, "net": 0.0007713897610510667 }, "60/40 monthly": { "equity": 1.533870358809868, "drawdown": 0.0, "net": 0.0009726313403086717 }, "SPY buy & hold": { "equity": 1.538123358609647, "drawdown": 0.0, "net": 0.0009062824984409357 }, "BIL reserve": { "equity": 1.004510676195625, "drawdown": -0.005409586067530281, "net": 0.00021823585046676364 } }, { "date": "2014-03-06", "Ensemble trend": { "equity": 1.3781939231244817, "drawdown": -0.0199020131403288, "net": 0.00276884630897678 }, "Core + trend": { "equity": 1.4497038138497937, "drawdown": 0.0, "net": 0.0012414153279094453 }, "60/40 monthly": { "equity": 1.5334785408152642, "drawdown": -0.00025544400956267754, "net": -0.00025544400956267754 }, "SPY buy & hold": { "equity": 1.5416453548650673, "drawdown": 0.0, "net": 0.002289800902967931 }, "BIL reserve": { "equity": 1.004510676195625, "drawdown": -0.005409586067530281, "net": 0.0 } }, { "date": "2014-03-07", "Ensemble trend": { "equity": 1.3728230842132247, "drawdown": -0.023721467221752168, "net": -0.0038970124749070356 }, "Core + trend": { "equity": 1.44585372878603, "drawdown": -0.002655773563525088, "net": -0.002655773563525088 }, "60/40 monthly": { "equity": 1.531330947912342, "drawdown": -0.0016555577092554064, "net": -0.0014004714417330533 }, "SPY buy & hold": { "equity": 1.5423013402018806, "drawdown": 0.0, "net": 0.00042550988445122506 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": -0.00021818823397190545 } }, { "date": "2014-03-10", "Ensemble trend": { "equity": 1.370694535981733, "drawdown": -0.025235177158804523, "net": -0.0015504898307501236 }, "Core + trend": { "equity": 1.4448014778583278, "drawdown": -0.003381612122856592, "net": -0.0007277713552570342 }, "60/40 monthly": { "equity": 1.5314664231598107, "drawdown": -0.0015672352205323703, "net": 8.846895418224143e-05 }, "SPY buy & hold": { "equity": 1.5414824799394216, "drawdown": -0.0005309340276862251, "net": -0.0005309340276862251 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-11", "Ensemble trend": { "equity": 1.3665443338271483, "drawdown": -0.028186579503945763, "net": -0.0030278096582709857 }, "Core + trend": { "equity": 1.4407362906997132, "drawdown": -0.006185762267029271, "net": -0.0028136648673978693 }, "60/40 monthly": { "equity": 1.5273792609768324, "drawdown": -0.004231842538552133, "net": -0.002668789939609284 }, "SPY buy & hold": { "equity": 1.5338633981849419, "drawdown": -0.005471007381627646, "net": -0.0049426976002860945 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-12", "Ensemble trend": { "equity": 1.3687306760111373, "drawdown": -0.026631769591378585, "net": 0.0015999057841511455 }, "Core + trend": { "equity": 1.4430997971002615, "drawdown": -0.004555424829844945, "net": 0.0016404850879410127 }, "60/40 monthly": { "equity": 1.5299475131588243, "drawdown": -0.002557481881381052, "net": 0.0016814764005304017 }, "SPY buy & hold": { "equity": 1.5342729829932138, "drawdown": -0.005205440078017376, "net": 0.00026702821695634427 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-13", "Ensemble trend": { "equity": 1.3604248345743548, "drawdown": -0.032538440876730745, "net": -0.006068280328886955 }, "Core + trend": { "equity": 1.4355052081229602, "drawdown": -0.009794142493926516, "net": -0.005262691459427593 }, "60/40 monthly": { "equity": 1.5228855745726833, "drawdown": -0.007161481525536417, "net": -0.004615804480482155 }, "SPY buy & hold": { "equity": 1.517068874275366, "drawdown": -0.016360269727323073, "net": -0.01121319928627329 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-14", "Ensemble trend": { "equity": 1.3596265055536312, "drawdown": -0.0331061698827394, "net": -0.0005868233219759045 }, "Core + trend": { "equity": 1.433909691077873, "drawdown": -0.010894723888446145, "net": -0.0011114672632733802 }, "60/40 monthly": { "equity": 1.5203343297506493, "drawdown": -0.008824754309563199, "net": -0.0016752702006188613 }, "SPY buy & hold": { "equity": 1.5128092232047459, "drawdown": -0.01912214962691694, "net": -0.002807816535458696 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-17", "Ensemble trend": { "equity": 1.3649675924304987, "drawdown": -0.029307873860803246, "net": 0.003928348597979525 }, "Core + trend": { "equity": 1.439466136641857, "drawdown": -0.0070619095501651685, "net": 0.0038750317391378353 }, "60/40 monthly": { "equity": 1.5263391804941733, "drawdown": -0.004909918411578396, "net": 0.003949690950219242 }, "SPY buy & hold": { "equity": 1.526490098250834, "drawdown": -0.010251720295449518, "net": 0.009043357771911564 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-18", "Ensemble trend": { "equity": 1.3713396008928223, "drawdown": -0.024776441410413574, "net": 0.004668248900310923 }, "Core + trend": { "equity": 1.4465854355760634, "drawdown": -0.00215104509206554, "net": 0.0049457911881241046 }, "60/40 monthly": { "equity": 1.534461522301253, "drawdown": 0.0, "net": 0.005321452735328469 }, "SPY buy & hold": { "equity": 1.5373861678255742, "drawdown": -0.0031869079330910655, "net": 0.0071379890293594705 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.00562659399347154, "net": 0.0 } }, { "date": "2014-03-19", "Ensemble trend": { "equity": 1.3575944916228315, "drawdown": -0.03455122977556824, "net": -0.01002312575312625 }, "Core + trend": { "equity": 1.4344267527882004, "drawdown": -0.01053805675038133, "net": -0.008405091388896224 }, "60/40 monthly": { "equity": 1.5239390818116054, "drawdown": -0.006857415671047251, "net": -0.006857415671047251 }, "SPY buy & hold": { "equity": 1.5291936982749221, "drawdown": -0.0084987554541337, "net": -0.005328830011680941 }, "BIL reserve": { "equity": 1.004510676195625, "drawdown": -0.00540958606753017, "net": 0.00021823585046676364 } }, { "date": "2014-03-20", "Ensemble trend": { "equity": 1.358955345640731, "drawdown": -0.033583463004162484, "net": 0.001002400957205385 }, "Core + trend": { "equity": 1.4377211224031052, "drawdown": -0.008265613522025372, "net": 0.002296645408001119 }, "60/40 monthly": { "equity": 1.5295247973384472, "drawdown": -0.003217236073409069, "net": 0.00366531418053917 }, "SPY buy & hold": { "equity": 1.5381233586096468, "drawdown": -0.0027089269024995755, "net": 0.005839456665821974 }, "BIL reserve": { "equity": 1.00429150378518, "drawdown": -0.005626593993471429, "net": -0.00021818823397190545 } }, { "date": "2014-03-21", "Ensemble trend": { "equity": 1.3585615935195645, "drawdown": -0.03386347850474036, "net": -0.0002897461807186419 }, "Core + trend": { "equity": 1.4363493698172598, "drawdown": -0.009211843070944581, "net": -0.0009541159022221635 }, "60/40 monthly": { "equity": 1.526971524299245, "drawdown": -0.004881189846178247, "net": -0.0016693243833936222 }, "SPY buy & hold": { "equity": 1.5321576197613678, "drawdown": -0.006577002934579079, "net": -0.0038785828294497504 }, "BIL reserve": { "equity": 1.0045106761956253, "drawdown": -0.005409586067529948, "net": 0.00021823585046676364 } }, { "date": "2014-03-24", "Ensemble trend": { "equity": 1.3572939262975152, "drawdown": -0.03476497579876536, "net": -0.0009330951412848121 }, "Core + trend": { "equity": 1.4340006067628566, "drawdown": -0.010832010605832831, "net": -0.0016352310264891035 }, "60/40 monthly": { "equity": 1.5233224965474799, "drawdown": -0.007259240842395154, "net": -0.002389715651992752 }, "SPY buy & hold": { "equity": 1.5258220481047133, "drawdown": -0.010684871800092144, "net": -0.004135065201477883 }, "BIL reserve": { "equity": 1.0045106761956253, "drawdown": -0.005409586067529948, "net": 0.0 } }, { "date": "2014-03-25", "Ensemble trend": { "equity": 1.3631837427149498, "drawdown": -0.03057645260413855, "net": 0.004339381694207445 }, "Core + trend": { "equity": 1.4389858544657257, "drawdown": -0.007393206309919131, "net": 0.00347646136226043 }, "60/40 monthly": { "equity": 1.5274104603419458, "drawdown": -0.004595137679785255, "net": 0.00268358394478585 }, "SPY buy & hold": { "equity": 1.533062944490528, "drawdown": -0.005990006927014235, "net": 0.004745570687491929 }, "BIL reserve": { "equity": 1.0045106761956253, "drawdown": -0.005409586067529948, "net": 0.0 } }, { "date": "2014-03-26", "Ensemble trend": { "equity": 1.3620506920185844, "drawdown": -0.031382217807340185, "net": -0.0008311797308473423 }, "Core + trend": { "equity": 1.4364503241166993, "drawdown": -0.009142205191485897, "net": -0.0017620259025880047 }, "60/40 monthly": { "equity": 1.5231472773997634, "drawdown": -0.00737343018189307, "net": -0.0027911180739380592 }, "SPY buy & hold": { "equity": 1.5220367915231303, "drawdown": -0.01313916298360851, "net": -0.007192237609697005 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": -0.00021818823397190545 } }, { "date": "2014-03-27", "Ensemble trend": { "equity": 1.3637684766051927, "drawdown": -0.030160621058911263, "net": 0.0012611752240017093 }, "Core + trend": { "equity": 1.4367228397522227, "drawdown": -0.008954224975858516, "net": 0.0001897146256630844 }, "60/40 monthly": { "equity": 1.5217607443118608, "drawdown": -0.008277026047772584, "net": -0.0009103079580522477 }, "SPY buy & hold": { "equity": 1.5188273975703979, "drawdown": -0.015220075363748364, "net": -0.002108617853791017 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": 0.0 } }, { "date": "2014-03-28", "Ensemble trend": { "equity": 1.3668238703404811, "drawdown": -0.027987788049873674, "net": 0.002240405015735636 }, "Core + trend": { "equity": 1.439463063787218, "drawdown": -0.007064029193232901, "net": 0.0019072739425982643 }, "60/40 monthly": { "equity": 1.524261626141335, "drawdown": -0.006647215333637768, "net": 0.0016434132887328534 }, "SPY buy & hold": { "equity": 1.5263150038388382, "drawdown": -0.010365248311947739, "net": 0.004929859890872468 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": 0.0 } }, { "date": "2014-03-31", "Ensemble trend": { "equity": 1.3716200344165697, "drawdown": -0.024577012050393088, "net": 0.003508984720096864 }, "Core + trend": { "equity": 1.4455503274808408, "drawdown": -0.002865058592846692, "net": 0.004228843272718219 }, "60/40 monthly": { "equity": 1.5319810659468958, "drawdown": -0.0016164995461321885, "net": 0.005064379810638231 }, "SPY buy & hold": { "equity": 1.5388224988412893, "drawdown": -0.002255617154645062, "net": 0.008194569909221405 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": 0.0 } }, { "date": "2014-04-01", "Ensemble trend": { "equity": 1.3759644577330405, "drawdown": -0.02148748997726846, "net": 0.0031673664772029486 }, "Core + trend": { "equity": 1.450146584487029, "drawdown": 0.0, "net": 0.0031795897512596483 }, "60/40 monthly": { "equity": 1.5370125796819583, "drawdown": 0.0, "net": 0.003284318485981208 }, "SPY buy & hold": { "equity": 1.549026388651295, "drawdown": 0.0, "net": 0.0066309725895541405 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": 0.0 } }, { "date": "2014-04-02", "Ensemble trend": { "equity": 1.3762641855656699, "drawdown": -0.021274339534187225, "net": 0.00021783108636630466 }, "Core + trend": { "equity": 1.4505918269072344, "drawdown": 0.0, "net": 0.0003070326992931083 }, "60/40 monthly": { "equity": 1.537633458213959, "drawdown": 0.0, "net": 0.00040395149669447683 }, "SPY buy & hold": { "equity": 1.5542099256961632, "drawdown": 0.0, "net": 0.003346319393165098 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471318, "net": 0.0 } }, { "date": "2014-04-03", "Ensemble trend": { "equity": 1.3743192373881932, "drawdown": -0.02265748290850267, "net": -0.0014132084507287868 }, "Core + trend": { "equity": 1.4492351095945246, "drawdown": -0.000935285369422334, "net": -0.000935285369422334 }, "60/40 monthly": { "equity": 1.5367797833676493, "drawdown": -0.0005551874809626156, "net": -0.0005551874809626156 }, "SPY buy & hold": { "equity": 1.5521530303863442, "drawdown": -0.0013234346762376337, "net": -0.0013234346762376337 }, "BIL reserve": { "equity": 1.0045106761956255, "drawdown": -0.005409586067529837, "net": 0.00021823585046676364 } }, { "date": "2014-04-04", "Ensemble trend": { "equity": 1.372720395529007, "drawdown": -0.02379449393518218, "net": -0.0011633700640213407 }, "Core + trend": { "equity": 1.4450829993121017, "drawdown": -0.0037976414129382574, "net": -0.002865035669460503 }, "60/40 monthly": { "equity": 1.529139443397738, "drawdown": -0.005524082980144729, "net": -0.004971655700186539 }, "SPY buy & hold": { "equity": 1.5338040022006605, "drawdown": -0.01312945127818721, "net": -0.011821661799105265 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": -0.00021818823397190545 } }, { "date": "2014-04-07", "Ensemble trend": { "equity": 1.3692251334363421, "drawdown": -0.02628013785153438, "net": -0.002546230174804154 }, "Core + trend": { "equity": 1.4390142763743186, "drawdown": -0.00798126000585575, "net": -0.004199567042634911 }, "60/40 monthly": { "equity": 1.5201490905648305, "drawdown": -0.011370959415410664, "net": -0.005879354477268173 }, "SPY buy & hold": { "equity": 1.5168527904471345, "drawdown": -0.02403609360060921, "net": -0.011051745678851366 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-08", "Ensemble trend": { "equity": 1.374091906540312, "drawdown": -0.02281914847865274, "net": 0.00355439948122771 }, "Core + trend": { "equity": 1.4434639547884538, "drawdown": -0.004913768288615006, "net": 0.003092171139084332 }, "60/40 monthly": { "equity": 1.5247921404962228, "drawdown": -0.008351351649600658, "net": 0.0030543385252213007 }, "SPY buy & hold": { "equity": 1.5231060739172328, "drawdown": -0.020012645180475408, "net": 0.0041225381325600274 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-09", "Ensemble trend": { "equity": 1.382899444005109, "drawdown": -0.016555697745341935, "net": 0.006409714970938563 }, "Core + trend": { "equity": 1.4526519228662298, "drawdown": 0.0, "net": 0.006365221692787415 }, "60/40 monthly": { "equity": 1.534647953179162, "drawdown": -0.0019416233555848983, "net": 0.006463709000842366 }, "SPY buy & hold": { "equity": 1.5394808043337382, "drawdown": -0.009476918863343009, "net": 0.010750879861171958 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-10", "Ensemble trend": { "equity": 1.370911231060678, "drawdown": -0.025081075180067858, "net": -0.00866889707447649 }, "Core + trend": { "equity": 1.4384761146577767, "drawdown": -0.009758571881750333, "net": -0.009758571881750333 }, "60/40 monthly": { "equity": 1.5173360517598942, "drawdown": -0.013200419349381987, "net": -0.011280698862175309 }, "SPY buy & hold": { "equity": 1.5071430937875927, "drawdown": -0.03028344571116315, "net": -0.021005595168912095 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-11", "Ensemble trend": { "equity": 1.3671504792078604, "drawdown": -0.027755521249071657, "net": -0.0027432497215066354 }, "Core + trend": { "equity": 1.4332032633551022, "drawdown": -0.01338838245073426, "net": -0.0036655814086485883 }, "60/40 monthly": { "equity": 1.5102378901072524, "drawdown": -0.01781670915156064, "net": -0.004678041917219877 }, "SPY buy & hold": { "equity": 1.4935653883287843, "drawdown": -0.03901952777724993, "net": -0.009008902681354791 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-14", "Ensemble trend": { "equity": 1.3707225018007791, "drawdown": -0.025215289360369098, "net": 0.002612750130467134 }, "Core + trend": { "equity": 1.4380617816266648, "drawdown": -0.010043797147755273, "net": 0.003389971538432679 }, "60/40 monthly": { "equity": 1.5165170369143912, "drawdown": -0.013733065697006608, "net": 0.0041577203487410674 }, "SPY buy & hold": { "equity": 1.5053322896522299, "drawdown": -0.031448541947793895, "net": 0.007878397166535933 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-15", "Ensemble trend": { "equity": 1.3679321156036246, "drawdown": -0.02719966314732658, "net": -0.0020357046692446312 }, "Core + trend": { "equity": 1.4401223851850948, "drawdown": -0.008625285578676478, "net": 0.0014329033597564322 }, "60/40 monthly": { "equity": 1.5235644398072217, "drawdown": -0.009149786856927022, "net": 0.004647097738624595 }, "SPY buy & hold": { "equity": 1.5157006011583056, "drawdown": -0.024777428004526758, "net": 0.006887722782104921 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-16", "Ensemble trend": { "equity": 1.3767138454010568, "drawdown": -0.020954565450119866, "net": 0.006419711692752461 }, "Core + trend": { "equity": 1.4486545391944008, "drawdown": -0.002751783554550191, "net": 0.005924603420569108 }, "60/40 monthly": { "equity": 1.5323633694522936, "drawdown": -0.003427402501885557, "net": 0.005775226446073534 }, "SPY buy & hold": { "equity": 1.5315817571325165, "drawdown": -0.014559274258598598, "net": 0.010477765834541852 }, "BIL reserve": { "equity": 1.0042915037851803, "drawdown": -0.005626593993471096, "net": 0.0 } }, { "date": "2014-04-17", "Ensemble trend": { "equity": 1.377344456308433, "drawdown": -0.020506108618000174, "net": 0.00045805517935537665 }, "Core + trend": { "equity": 1.4477623951420489, "drawdown": -0.0033659320909673607, "net": -0.0006158432036170725 }, "60/40 monthly": { "equity": 1.5303069420013964, "drawdown": -0.004764800202170849, "net": -0.001341997265069228 }, "SPY buy & hold": { "equity": 1.5337210953059344, "drawdown": -0.013182794712272461, "net": 0.0013968161761230835 }, "BIL reserve": { "equity": 1.0045106761956255, "drawdown": -0.005409586067529726, "net": 0.00021823585046676364 } }, { "date": "2014-04-21", "Ensemble trend": { "equity": 1.3772559224244658, "drawdown": -0.020569069192697964, "net": -6.427868029779127e-05 }, "Core + trend": { "equity": 1.449323310006891, "drawdown": -0.0022914042978520177, "net": 0.0010781567956730242 }, "60/40 monthly": { "equity": 1.5334676911693956, "drawdown": -0.002709206815388887, "net": 0.002065434770795349 }, "SPY buy & hold": { "equity": 1.5390698274320846, "drawdown": -0.009741347043126791, "net": 0.0034874216326035157 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": -0.00021818823397190545 } }, { "date": "2014-04-22", "Ensemble trend": { "equity": 1.3789992769464516, "drawdown": -0.01932928847047044, "net": 0.001265817408079739 }, "Core + trend": { "equity": 1.4522179742386725, "drawdown": -0.0002987285671993689, "net": 0.0019972522430262707 }, "60/40 monthly": { "equity": 1.5375194033834825, "drawdown": -7.417556496791544e-05, "net": 0.002642189488190061 }, "SPY buy & hold": { "equity": 1.546063859258231, "drawdown": -0.005241290962855971, "net": 0.004544323916618964 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-04-23", "Ensemble trend": { "equity": 1.3772722255230134, "drawdown": -0.020557475298836003, "net": -0.0012523947273289648 }, "Core + trend": { "equity": 1.4511827028342092, "drawdown": -0.0010114054226573188, "net": -0.0007128898160112529 }, "60/40 monthly": { "equity": 1.5368109719386345, "drawdown": -0.0005349039921905829, "net": -0.00046076260454919193 }, "SPY buy & hold": { "equity": 1.5424433337268024, "drawdown": -0.007570786786791572, "net": -0.0023417697204083376 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-04-24", "Ensemble trend": { "equity": 1.3784424971108962, "drawdown": -0.01972524058344638, "net": 0.0008497024525695451 }, "Core + trend": { "equity": 1.4525623384485737, "drawdown": -6.166956876996199e-05, "net": 0.0009506973943873565 }, "60/40 monthly": { "equity": 1.538552220532001, "drawdown": 0.0, "net": 0.001133027174558654 }, "SPY buy & hold": { "equity": 1.545570130138894, "drawdown": -0.005558963055392496, "net": 0.002027171010902995 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-04-25", "Ensemble trend": { "equity": 1.3727142288786305, "drawdown": -0.023798879327918576, "net": -0.004155609134419369 }, "Core + trend": { "equity": 1.4466317722397342, "drawdown": -0.004144248551034346, "net": -0.004082830768677215 }, "60/40 monthly": { "equity": 1.531602990639618, "drawdown": -0.004516733198682066, "net": -0.004516733198682066 }, "SPY buy & hold": { "equity": 1.532898213440373, "drawdown": -0.013712248199833299, "net": -0.008198862317158162 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-04-28", "Ensemble trend": { "equity": 1.3746186630711583, "drawdown": -0.02244454733814194, "net": 0.0013873493495317746 }, "Core + trend": { "equity": 1.4484978687326555, "drawdown": -0.002859634898205954, "net": 0.0012899595658901752 }, "60/40 monthly": { "equity": 1.5337058206751701, "drawdown": -0.0031499742369193173, "net": 0.0013729602569356736 }, "SPY buy & hold": { "equity": 1.5377532164471863, "drawdown": -0.010588472623224043, "net": 0.0031672050787487915 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-04-29", "Ensemble trend": { "equity": 1.3803572450962949, "drawdown": -0.018363573974455538, "net": 0.004174671986713285 }, "Core + trend": { "equity": 1.453690168424554, "drawdown": 0.0, "net": 0.003584609825102003 }, "60/40 monthly": { "equity": 1.5386130228821924, "drawdown": 0.0, "net": 0.0031995720045334686 }, "SPY buy & hold": { "equity": 1.5449121340005294, "drawdown": -0.005982326802776772, "net": 0.004655439817504048 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-04-30", "Ensemble trend": { "equity": 1.3830147953390182, "drawdown": -0.016473666031046053, "net": 0.0019252626464376643 }, "Core + trend": { "equity": 1.4572900258673087, "drawdown": 0.0, "net": 0.0024763581132671852 }, "60/40 monthly": { "equity": 1.5430029425307217, "drawdown": 0.0, "net": 0.002853166834832832 }, "SPY buy & hold": { "equity": 1.5495196537395046, "drawdown": -0.0030177853577648683, "net": 0.00298238303497822 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-01", "Ensemble trend": { "equity": 1.3852258008960237, "drawdown": -0.014901316843463075, "net": 0.0015986853969001125 }, "Core + trend": { "equity": 1.459389049651195, "drawdown": 0.0, "net": 0.0014403610445608006 }, "60/40 monthly": { "equity": 1.5448136894139615, "drawdown": 0.0, "net": 0.001173521341618411 }, "SPY buy & hold": { "equity": 1.5496843847896593, "drawdown": -0.002911795138920481, "net": 0.00010631104275260483 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-02", "Ensemble trend": { "equity": 1.386703624484167, "drawdown": -0.013850367554418597, "net": 0.0010668467098919887 }, "Core + trend": { "equity": 1.4598712741548967, "drawdown": 0.0, "net": 0.0003304290270076393 }, "60/40 monthly": { "equity": 1.5443253496358975, "drawdown": -0.00031611564644362655, "net": -0.00031611564644362655 }, "SPY buy & hold": { "equity": 1.5474629131067277, "drawdown": -0.004341120512670438, "net": -0.0014334994304231463 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-05-05", "Ensemble trend": { "equity": 1.3871500261573146, "drawdown": -0.01353291050150185, "net": 0.0003219157037348541 }, "Core + trend": { "equity": 1.4607344118021406, "drawdown": 0.0, "net": 0.0005912422982248255 }, "60/40 monthly": { "equity": 1.545790979262476, "drawdown": 0.0, "net": 0.0009490420052511439 }, "SPY buy & hold": { "equity": 1.5504248237916223, "drawdown": -0.0024353865214479242, "net": 0.001914043082911876 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-06", "Ensemble trend": { "equity": 1.3841080828184948, "drawdown": -0.01569617830619474, "net": -0.002192944729451196 }, "Core + trend": { "equity": 1.4558475499569512, "drawdown": -0.0033454827966710177, "net": -0.0033454827966710177 }, "60/40 monthly": { "equity": 1.5382227180741206, "drawdown": -0.00489604434874269, "net": -0.00489604434874269 }, "SPY buy & hold": { "equity": 1.536930179904582, "drawdown": -0.01111802563211739, "net": -0.008703836316319102 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-07", "Ensemble trend": { "equity": 1.3864289104467957, "drawdown": -0.014045729520882233, "net": 0.0016767676289952682 }, "Core + trend": { "equity": 1.4597105569924722, "drawdown": -0.0007009178406395256, "net": 0.002653442000596362 }, "60/40 monthly": { "equity": 1.5442320264082634, "drawdown": -0.00100851465374463, "net": 0.003906656860241053 }, "SPY buy & hold": { "equity": 1.545981416394632, "drawdown": -0.0052943358329445855, "net": 0.00588916569431408 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-05-08", "Ensemble trend": { "equity": 1.3864485267750917, "drawdown": -0.014031779434795055, "net": 1.4148816537273845e-05 }, "Core + trend": { "equity": 1.4595818916645382, "drawdown": -0.0007890004700995545, "net": -8.81444114504415e-05 }, "60/40 monthly": { "equity": 1.543863404361568, "drawdown": -0.0012469828888687085, "net": -0.00023870897662492396 }, "SPY buy & hold": { "equity": 1.544335652663509, "drawdown": -0.006353242808066262, "net": -0.0010645430233962028 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-05-09", "Ensemble trend": { "equity": 1.3859632090870948, "drawdown": -0.014376911481172483, "net": -0.00035004378354064336 }, "Core + trend": { "equity": 1.4597213535579248, "drawdown": -0.0006935266507249738, "net": 9.554920774434983e-05 }, "60/40 monthly": { "equity": 1.5448096123062895, "drawdown": -0.0006348639430246994, "net": 0.0006128832007081808 }, "SPY buy & hold": { "equity": 1.546639567210039, "drawdown": -0.004870872564228024, "net": 0.0014918483184380715 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-05-12", "Ensemble trend": { "equity": 1.3921696243720785, "drawdown": -0.009963240063555867, "net": 0.004478051974461605 }, "Core + trend": { "equity": 1.4662904105215484, "drawdown": 0.0, "net": 0.004500212967092798 }, "60/40 monthly": { "equity": 1.5524634630940397, "drawdown": 0.0, "net": 0.004954559271756143 }, "SPY buy & hold": { "equity": 1.5616984600268582, "drawdown": 0.0, "net": 0.009736523709905853 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-13", "Ensemble trend": { "equity": 1.395097532846308, "drawdown": -0.007881067770417305, "net": 0.002103126244799469 }, "Core + trend": { "equity": 1.4693033721364976, "drawdown": 0.0, "net": 0.0020548191499645263 }, "60/40 monthly": { "equity": 1.5556461308059557, "drawdown": 0.0, "net": 0.002050075758673886 }, "SPY buy & hold": { "equity": 1.5630968951671855, "drawdown": 0.0, "net": 0.0008954578467750274 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-05-14", "Ensemble trend": { "equity": 1.39631922925357, "drawdown": -0.007012262467171793, "net": 0.0008757068079459085 }, "Core + trend": { "equity": 1.469249733134324, "drawdown": -3.6506417388615375e-05, "net": -3.6506417388615375e-05 }, "60/40 monthly": { "equity": 1.5538432299249543, "drawdown": -0.0011589402276642735, "net": -0.0011589402276642735 }, "SPY buy & hold": { "equity": 1.5556912677312162, "drawdown": -0.004737791661455049, "net": -0.004737791661455049 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-15", "Ensemble trend": { "equity": 1.3920990302596337, "drawdown": -0.010013442829893915, "net": -0.0030223740427841594 }, "Core + trend": { "equity": 1.4643780852381587, "drawdown": -0.0033521238647789, "net": -0.00331573849312361 }, "60/40 monthly": { "equity": 1.5476281449715912, "drawdown": -0.005154119356315601, "net": -0.003999814674781166 }, "SPY buy & hold": { "equity": 1.5420323568251488, "drawdown": -0.013476156473194112, "net": -0.00877996244459689 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-16", "Ensemble trend": { "equity": 1.3938632885131488, "drawdown": -0.00875879648908695, "net": 0.0012673367448476913 }, "Core + trend": { "equity": 1.4661389384212529, "drawdown": -0.002153696626070789, "net": 0.001202458026956732 }, "60/40 monthly": { "equity": 1.5496248182179553, "drawdown": -0.0038706184322786497, "net": 0.00129015051377257 }, "SPY buy & hold": { "equity": 1.5473801608890447, "drawdown": -0.010054868848331955, "net": 0.003468023248815788 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-19", "Ensemble trend": { "equity": 1.393974216996358, "drawdown": -0.008679910070234942, "net": 7.958347430725432e-05 }, "Core + trend": { "equity": 1.4673571043537121, "drawdown": -0.001324619421485096, "net": 0.0008308666392633501 }, "60/40 monthly": { "equity": 1.5523465848039693, "drawdown": -0.002121013215439227, "net": 0.0017564035849297888 }, "SPY buy & hold": { "equity": 1.5530577364073348, "drawdown": -0.0064226080871186975, "net": 0.0036691536196431507 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-20", "Ensemble trend": { "equity": 1.3904981996527843, "drawdown": -0.011151868147805222, "net": -0.0024936023214715552 }, "Core + trend": { "equity": 1.4637181962919579, "drawdown": -0.003801240744733647, "net": -0.0024799062552376405 }, "60/40 monthly": { "equity": 1.5480936184697645, "drawdown": -0.004854903815611489, "net": -0.0027397015433521243 }, "SPY buy & hold": { "equity": 1.5432663702694065, "drawdown": -0.012686689455459588, "net": -0.006304573170974659 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-05-21", "Ensemble trend": { "equity": 1.395788249039111, "drawdown": -0.007389867266120453, "net": 0.0038044273539135087 }, "Core + trend": { "equity": 1.4695567760370054, "drawdown": 0.0, "net": 0.0039888687315894344 }, "60/40 monthly": { "equity": 1.5551272230040307, "drawdown": -0.0003335641645287879, "net": 0.004543397408496963 }, "SPY buy & hold": { "equity": 1.5562677490682368, "drawdown": -0.0043689844948597845, "net": 0.008424585054983558 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-22", "Ensemble trend": { "equity": 1.3972933619084464, "drawdown": -0.006319511296266733, "net": 0.0010783246458563323 }, "Core + trend": { "equity": 1.471062952038522, "drawdown": 0.0, "net": 0.0010249185510058378 }, "60/40 monthly": { "equity": 1.5568056329692415, "drawdown": 0.0, "net": 0.0010792750203216794 }, "SPY buy & hold": { "equity": 1.5600523869416505, "drawdown": -0.0019477412020637574, "net": 0.002431868086760547 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-05-23", "Ensemble trend": { "equity": 1.400488737453484, "drawdown": -0.004047130692634626, "net": 0.002286832265969707 }, "Core + trend": { "equity": 1.4749977532980174, "drawdown": 0.0, "net": 0.0026748014108048945 }, "60/40 monthly": { "equity": 1.5618573590530338, "drawdown": 0.0, "net": 0.0032449305017978602 }, "SPY buy & hold": { "equity": 1.5663059797658334, "drawdown": 0.0, "net": 0.0040085787352581725 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-05-27", "Ensemble trend": { "equity": 1.4030548818394897, "drawdown": -0.0022222257177137994, "net": 0.00183232061592431 }, "Core + trend": { "equity": 1.4790170439063919, "drawdown": 0.0, "net": 0.0027249469359444944 }, "60/40 monthly": { "equity": 1.5679294136298032, "drawdown": 0.0, "net": 0.0038877139077866385 }, "SPY buy & hold": { "equity": 1.575933852269946, "drawdown": 0.0, "net": 0.006146865700884296 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-28", "Ensemble trend": { "equity": 1.4046425525611435, "drawdown": -0.0010931590080295317, "net": 0.0011315813388370621 }, "Core + trend": { "equity": 1.4810990118597922, "drawdown": 0.0, "net": 0.0014076700210983173 }, "60/40 monthly": { "equity": 1.5705384874600397, "drawdown": 0.0, "net": 0.0016640250559472047 }, "SPY buy & hold": { "equity": 1.5747821270122446, "drawdown": -0.0007308208120807569, "net": -0.0007308208120807569 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-05-29", "Ensemble trend": { "equity": 1.408021125030633, "drawdown": 0.0, "net": 0.0024052898463946537 }, "Core + trend": { "equity": 1.4847115475868795, "drawdown": 0.0, "net": 0.0024390913086567156 }, "60/40 monthly": { "equity": 1.5747722357668121, "drawdown": 0.0, "net": 0.0026957303756494078 }, "SPY buy & hold": { "equity": 1.5829274200649648, "drawdown": 0.0, "net": 0.005172330135708281 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-05-30", "Ensemble trend": { "equity": 1.4069048184916462, "drawdown": -0.0007928194535876676, "net": -0.0007928194535876676 }, "Core + trend": { "equity": 1.4845871665149093, "drawdown": -8.377457033481583e-05, "net": -8.377457033481583e-05 }, "60/40 monthly": { "equity": 1.575869281617871, "drawdown": 0.0, "net": 0.0006966377906227894 }, "SPY buy & hold": { "equity": 1.5854783538482053, "drawdown": 0.0, "net": 0.0016115292153673355 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-02", "Ensemble trend": { "equity": 1.40540795389604, "drawdown": -0.0018559175626970958, "net": -0.001063941622725384 }, "Core + trend": { "equity": 1.4829835045620265, "drawdown": -0.0011638914155827074, "net": -0.0010802073391534828 }, "60/40 monthly": { "equity": 1.5742111004786272, "drawdown": -0.0010522326683983785, "net": -0.0010522326683983785 }, "SPY buy & hold": { "equity": 1.5872890033065254, "drawdown": 0.0, "net": 0.0011420209263188763 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-06-03", "Ensemble trend": { "equity": 1.402142518849087, "drawdown": -0.004175083794582868, "net": -0.0023234784162851074 }, "Core + trend": { "equity": 1.4796163530450308, "drawdown": -0.0034317740372733496, "net": -0.002270525266557355 }, "60/40 monthly": { "equity": 1.570678064307037, "drawdown": -0.003294192844157995, "net": -0.002244321724396481 }, "SPY buy & hold": { "equity": 1.5864662761180062, "drawdown": -0.0005183222379827601, "net": -0.0005183222379827601 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-06-04", "Ensemble trend": { "equity": 1.401144154717145, "drawdown": -0.004884138590845466, "net": -0.0007120275710356117 }, "Core + trend": { "equity": 1.4797570849376351, "drawdown": -0.003336986674143394, "net": 9.511377210369432e-05 }, "60/40 monthly": { "equity": 1.5721781705494409, "drawdown": -0.002342269826238863, "net": 0.0009550692000437344 }, "SPY buy & hold": { "equity": 1.5896755153936966, "drawdown": 0.0, "net": 0.002022885279063802 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-06-05", "Ensemble trend": { "equity": 1.4073348973692654, "drawdown": -0.0004873702881074138, "net": 0.004418348127334548 }, "Core + trend": { "equity": 1.4863568446835316, "drawdown": 0.0, "net": 0.00446002915821464 }, "60/40 monthly": { "equity": 1.579402321664919, "drawdown": 0.0, "net": 0.004594995179810546 }, "SPY buy & hold": { "equity": 1.6000433628686452, "drawdown": 0.0, "net": 0.006521989786312465 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-06-06", "Ensemble trend": { "equity": 1.4108812576372438, "drawdown": 0.0, "net": 0.0025199121222727605 }, "Core + trend": { "equity": 1.4901405392092915, "drawdown": 0.0, "net": 0.0025456165114678964 }, "60/40 monthly": { "equity": 1.5836241004408642, "drawdown": 0.0, "net": 0.0026730230277838274 }, "SPY buy & hold": { "equity": 1.6076961642183678, "drawdown": 0.0, "net": 0.004782871219191298 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-06-09", "Ensemble trend": { "equity": 1.4107366537144927, "drawdown": -0.00010249191557987203, "net": -0.00010249191557987203 }, "Core + trend": { "equity": 1.4900939245443225, "drawdown": -3.12820594717822e-05, "net": -3.12820594717822e-05 }, "60/40 monthly": { "equity": 1.5837581729896948, "drawdown": 0.0, "net": 8.466185175715069e-05 }, "SPY buy & hold": { "equity": 1.6093417732724487, "drawdown": 0.0, "net": 0.0010235821237285503 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-10", "Ensemble trend": { "equity": 1.4105688692291558, "drawdown": -0.00022141367772587905, "net": -0.00011893395191464595 }, "Core + trend": { "equity": 1.4895345677504612, "drawdown": -0.0004066538979952128, "net": -0.0003753835812949635 }, "60/40 monthly": { "equity": 1.5828100351145138, "drawdown": -0.0005986632879634302, "net": -0.0005986632879634302 }, "SPY buy & hold": { "equity": 1.6095058856144335, "drawdown": 0.0, "net": 0.00010197482269491687 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-06-11", "Ensemble trend": { "equity": 1.408742115496388, "drawdown": -0.001516174468458198, "net": -0.0012950475319691845 }, "Core + trend": { "equity": 1.4874073195410442, "drawdown": -0.0018342026113171706, "net": -0.0014281294677368495 }, "60/40 monthly": { "equity": 1.5801985794628366, "drawdown": -0.0022475612676011725, "net": -0.0016498857056389538 }, "SPY buy & hold": { "equity": 1.6039109076367846, "drawdown": -0.003476208461029029, "net": -0.003476208461029029 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-06-12", "Ensemble trend": { "equity": 1.4091519718607517, "drawdown": -0.001225677757877408, "net": 0.0002909378230802062 }, "Core + trend": { "equity": 1.4855955897994084, "drawdown": -0.003050013935125051, "net": -0.0012180454659822537 }, "60/40 monthly": { "equity": 1.5755727225723464, "drawdown": -0.005168371382037851, "net": -0.002927389601921182 }, "SPY buy & hold": { "equity": 1.5925549832149928, "drawdown": -0.010531743034272734, "net": -0.007080146638895113 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-13", "Ensemble trend": { "equity": 1.4092374375069883, "drawdown": -0.0011651016847500362, "net": 6.065041098701762e-05 }, "Core + trend": { "equity": 1.486424252968248, "drawdown": -0.002493916609379254, "net": 0.0005577986193077145 }, "60/40 monthly": { "equity": 1.5773814986926507, "drawdown": -0.004026292906199713, "net": 0.0011480118273126116 }, "SPY buy & hold": { "equity": 1.597409986221806, "drawdown": -0.0075152874560691085, "net": 0.0030485622524707434 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-06-16", "Ensemble trend": { "equity": 1.4085017926824723, "drawdown": -0.0016865097200002843, "net": -0.00052201623724768 }, "Core + trend": { "equity": 1.4864039772413895, "drawdown": -0.0025075231963588296, "net": -1.3640605512232895e-05 }, "60/40 monthly": { "equity": 1.5781880672267519, "drawdown": -0.003517017849024362, "net": 0.0005113338369757692 }, "SPY buy & hold": { "equity": 1.5987267518837471, "drawdown": -0.006697169502161482, "net": 0.0008243129023222107 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-17", "Ensemble trend": { "equity": 1.4066390776334692, "drawdown": -0.0030067590598509275, "net": -0.0013224797147440848 }, "Core + trend": { "equity": 1.485428354017737, "drawdown": -0.0031622421292254455, "net": -0.0006563647827847463 }, "60/40 monthly": { "equity": 1.5784050582145606, "drawdown": -0.003380007671896723, "net": 0.0001374937450833169 }, "SPY buy & hold": { "equity": 1.6031706233118643, "drawdown": -0.003936153548236732, "net": 0.002779631618024192 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-06-18", "Ensemble trend": { "equity": 1.4154022365038736, "drawdown": 0.0, "net": 0.006229855980645516 }, "Core + trend": { "equity": 1.4948980198184965, "drawdown": 0.0, "net": 0.006375040421940259 }, "60/40 monthly": { "equity": 1.5887579588316443, "drawdown": 0.0, "net": 0.006559089863025669 }, "SPY buy & hold": { "equity": 1.6149362872189705, "drawdown": 0.0, "net": 0.007338996695685829 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-19", "Ensemble trend": { "equity": 1.41711978192259, "drawdown": 0.0, "net": 0.001213468068948842 }, "Core + trend": { "equity": 1.4955633786445812, "drawdown": 0.0, "net": 0.0004450864321603465 }, "60/40 monthly": { "equity": 1.5883524909532745, "drawdown": -0.0002552106040544233, "net": -0.0002552106040544233 }, "SPY buy & hold": { "equity": 1.6167472460313759, "drawdown": 0.0, "net": 0.001121380965142471 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-06-20", "Ensemble trend": { "equity": 1.4173298356540658, "drawdown": 0.0, "net": 0.0001482258127756264 }, "Core + trend": { "equity": 1.4969373257652554, "drawdown": 0.0, "net": 0.0009186819764999132 }, "60/40 monthly": { "equity": 1.5910620959572288, "drawdown": 0.0, "net": 0.0017059217140951155 }, "SPY buy & hold": { "equity": 1.6200296475481206, "drawdown": 0.0, "net": 0.0020302502600837435 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-06-23", "Ensemble trend": { "equity": 1.416138393876543, "drawdown": -0.0008406242129045394, "net": -0.0008406242129045394 }, "Core + trend": { "equity": 1.49596849432072, "drawdown": -0.0006472090900933036, "net": -0.0006472090900933036 }, "60/40 monthly": { "equity": 1.5903504534661956, "drawdown": -0.00044727512071429665, "net": -0.00044727512071429665 }, "SPY buy & hold": { "equity": 1.619533288919063, "drawdown": -0.0003063886082633749, "net": -0.0003063886082633749 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-06-24", "Ensemble trend": { "equity": 1.4154406942321922, "drawdown": -0.0013328876415007462, "net": -0.0004926775853035803 }, "Core + trend": { "equity": 1.494077847577407, "drawdown": -0.0019102190443320843, "net": -0.0012638279151537812 }, "60/40 monthly": { "equity": 1.5868209465964194, "drawdown": -0.002665608948629883, "net": -0.002219326477433725 }, "SPY buy & hold": { "equity": 1.6097770344697593, "drawdown": -0.00632865768467783, "net": -0.006024114796562952 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-06-25", "Ensemble trend": { "equity": 1.417385544326492, "drawdown": 0.0, "net": 0.0013740244308537708 }, "Core + trend": { "equity": 1.4974277725978933, "drawdown": 0.0, "net": 0.0022421355258817055 }, "60/40 monthly": { "equity": 1.5918606829156, "drawdown": 0.0, "net": 0.00317599558412085 }, "SPY buy & hold": { "equity": 1.6170531972212407, "drawdown": -0.001837281392587209, "net": 0.004519981709068199 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-06-26", "Ensemble trend": { "equity": 1.4188622915312559, "drawdown": 0.0, "net": 0.0010418810962726788 }, "Core + trend": { "equity": 1.4986591467746047, "drawdown": 0.0, "net": 0.0008223262578970214 }, "60/40 monthly": { "equity": 1.5927241181429197, "drawdown": 0.0, "net": 0.0005424062775005734 }, "SPY buy & hold": { "equity": 1.6158952848818435, "drawdown": -0.00255202901535434, "net": -0.0007160632324200167 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-06-27", "Ensemble trend": { "equity": 1.419853531057685, "drawdown": 0.0, "net": 0.0006986157376551727 }, "Core + trend": { "equity": 1.500061608199897, "drawdown": 0.0, "net": 0.0009358108068204807 }, "60/40 monthly": { "equity": 1.5946486837053768, "drawdown": 0.0, "net": 0.001208348351440236 }, "SPY buy & hold": { "equity": 1.61903723964409, "drawdown": -0.0006125862607099242, "net": 0.0019444049324497392 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-06-30", "Ensemble trend": { "equity": 1.4207012516752406, "drawdown": 0.0, "net": 0.0005970479341796953 }, "Core + trend": { "equity": 1.5005073618658684, "drawdown": 0.0, "net": 0.0002971569057796941 }, "60/40 monthly": { "equity": 1.5946083085609928, "drawdown": -2.5319146967239803e-05, "net": -2.5319146967239803e-05 }, "SPY buy & hold": { "equity": 1.6182108002065532, "drawdown": -0.0011227247256371253, "net": -0.0005104511602948003 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-07-01", "Ensemble trend": { "equity": 1.4239054888609513, "drawdown": 0.0, "net": 0.0022553912597262915 }, "Core + trend": { "equity": 1.5042559521963346, "drawdown": 0.0, "net": 0.002498215220886779 }, "60/40 monthly": { "equity": 1.5992695798456207, "drawdown": 0.0, "net": 0.002923144987770687 }, "SPY buy & hold": { "equity": 1.629041132038274, "drawdown": 0.0, "net": 0.0066927818244313375 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-07-02", "Ensemble trend": { "equity": 1.4230555449553084, "drawdown": -0.0005969103373023588, "net": -0.0005969103373023588 }, "Core + trend": { "equity": 1.5030622660173367, "drawdown": -0.0007935392758492421, "net": -0.0007935392758492421 }, "60/40 monthly": { "equity": 1.5977920313573446, "drawdown": -0.0009238895724000828, "net": -0.0009238895724000828 }, "SPY buy & hold": { "equity": 1.630695712360814, "drawdown": 0.0, "net": 0.0010156774374809885 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-07-03", "Ensemble trend": { "equity": 1.4237545972154462, "drawdown": -0.00010597026746894667, "net": 0.0004912332920634643 }, "Core + trend": { "equity": 1.5050702392680215, "drawdown": 0.0, "net": 0.0013359215357093834 }, "60/40 monthly": { "equity": 1.6011984545666011, "drawdown": 0.0, "net": 0.002131956564060955 }, "SPY buy & hold": { "equity": 1.6387150983010215, "drawdown": 0.0, "net": 0.004917769685306661 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-07-07", "Ensemble trend": { "equity": 1.4220864370519877, "drawdown": -0.0012775088116406819, "net": -0.0011716627055821105 }, "Core + trend": { "equity": 1.5033139278093444, "drawdown": -0.0011669298965949482, "net": -0.0011669298965949482 }, "60/40 monthly": { "equity": 1.5994017570488757, "drawdown": -0.001122095460810102, "net": -0.001122095460810102 }, "SPY buy & hold": { "equity": 1.6330106089773542, "drawdown": -0.003481074489141922, "net": -0.003481074489141922 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.00021891177918109683 } }, { "date": "2014-07-08", "Ensemble trend": { "equity": 1.4199329093652149, "drawdown": -0.0027899179593121604, "net": -0.0015143437351369249 }, "Core + trend": { "equity": 1.5005926566919985, "drawdown": -0.0029749990792461434, "net": -0.001810181537605593 }, "60/40 monthly": { "equity": 1.5961549465718425, "drawdown": -0.0031498331642617616, "net": -0.002030015574713384 }, "SPY buy & hold": { "equity": 1.62251020327707, "drawdown": -0.009888781180299344, "net": -0.006430090314514136 }, "BIL reserve": { "equity": 1.0042915037851805, "drawdown": -0.005626593993470985, "net": 0.0 } }, { "date": "2014-07-09", "Ensemble trend": { "equity": 1.4240722204833276, "drawdown": 0.0, "net": 0.002915145561323218 }, "Core + trend": { "equity": 1.5048714006386597, "drawdown": -0.0001321125248338051, "net": 0.0028513693756795355 }, "60/40 monthly": { "equity": 1.6005571589459997, "drawdown": -0.000400509767401136, "net": 0.0027580106703375407 }, "SPY buy & hold": { "equity": 1.6297857473203818, "drawdown": -0.005448995368320775, "net": 0.0044841283762759865 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": -0.00021886386730252116 } }, { "date": "2014-07-10", "Ensemble trend": { "equity": 1.42199412146174, "drawdown": -0.0014592651915380506, "net": -0.0014592651915380506 }, "Core + trend": { "equity": 1.5026040816740396, "drawdown": -0.001638566446693801, "net": -0.0015066529695878517 }, "60/40 monthly": { "equity": 1.5981358071290521, "drawdown": -0.0019127219544925467, "net": -0.0015128180855109585 }, "SPY buy & hold": { "equity": 1.6233369520686916, "drawdown": -0.009384270791349625, "net": -0.0039568362051840555 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-11", "Ensemble trend": { "equity": 1.4236108851200742, "drawdown": -0.00032395503305093776, "net": 0.001136969298207946 }, "Core + trend": { "equity": 1.5045712864266565, "drawdown": -0.00033151465516156886, "net": 0.0013091969978049622 }, "60/40 monthly": { "equity": 1.6005065594004204, "drawdown": -0.00043211081312710675, "net": 0.0014834485660060182 }, "SPY buy & hold": { "equity": 1.6255690964675489, "drawdown": -0.008022139935796146, "net": 0.0013750345521381657 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-14", "Ensemble trend": { "equity": 1.4217113970745192, "drawdown": -0.0016577975294028713, "net": -0.001334274741369823 }, "Core + trend": { "equity": 1.5051957129119937, "drawdown": 0.0, "net": 0.0004150195414269753 }, "60/40 monthly": { "equity": 1.6038867637176064, "drawdown": 0.0, "net": 0.002111959052796486 }, "SPY buy & hold": { "equity": 1.6337544508742503, "drawdown": -0.0030271567229192, "net": 0.005035377717556688 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-15", "Ensemble trend": { "equity": 1.418170454932011, "drawdown": -0.004144288096086468, "net": -0.0024906195095532047 }, "Core + trend": { "equity": 1.502211352159705, "drawdown": -0.001982706120332467, "net": -0.001982706120332467 }, "60/40 monthly": { "equity": 1.601527921787214, "drawdown": -0.0014707035332873764, "net": -0.0014707035332873764 }, "SPY buy & hold": { "equity": 1.6306957123608141, "drawdown": -0.0048937035782007365, "net": -0.0018722143415121906 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-16", "Ensemble trend": { "equity": 1.4224449969551927, "drawdown": -0.0011426552001573276, "net": 0.003014124295366516 }, "Core + trend": { "equity": 1.5065879959670019, "drawdown": 0.0, "net": 0.0029134674032416097 }, "60/40 monthly": { "equity": 1.606010128853724, "drawdown": 0.0, "net": 0.002798706788395 }, "SPY buy & hold": { "equity": 1.6367307465240877, "drawdown": -0.0012109193227004544, "net": 0.0037008953402695166 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-17", "Ensemble trend": { "equity": 1.4201875043333392, "drawdown": -0.002727892654678765, "net": -0.001587050906492582 }, "Core + trend": { "equity": 1.501919391667676, "drawdown": -0.0030987929757990695, "net": -0.0030987929757990695 }, "60/40 monthly": { "equity": 1.5988103034220509, "drawdown": -0.0044830510731661555, "net": -0.0044830510731661555 }, "SPY buy & hold": { "equity": 1.618128512019997, "drawdown": -0.012562639047121849, "net": -0.01136548240667934 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652364, "net": 0.0 } }, { "date": "2014-07-18", "Ensemble trend": { "equity": 1.4244101538090308, "drawdown": 0.0, "net": 0.002973304203006677 }, "Core + trend": { "equity": 1.5081704315300757, "drawdown": 0.0, "net": 0.004162034192433328 }, "60/40 monthly": { "equity": 1.607223943174759, "drawdown": 0.0, "net": 0.00526243778558344 }, "SPY buy & hold": { "equity": 1.6346642612376399, "drawdown": -0.0024719593220209335, "net": 0.010219058062947317 }, "BIL reserve": { "equity": 1.0038522128963319, "drawdown": -0.006061546570213738, "net": -0.00021859770202303785 } }, { "date": "2014-07-21", "Ensemble trend": { "equity": 1.424135513093458, "drawdown": -0.00019281013606808894, "net": -0.00019281013606808894 }, "Core + trend": { "equity": 1.5072561662199715, "drawdown": -0.0006062082182427542, "net": -0.0006062082182427542 }, "60/40 monthly": { "equity": 1.6056114575031006, "drawdown": -0.0010032737992150542, "net": -0.0010032737992150542 }, "SPY buy & hold": { "equity": 1.6316045946619493, "drawdown": -0.004339072512631437, "net": -0.001871740055890081 }, "BIL reserve": { "equity": 1.004071700662763, "drawdown": -0.005844226402652253, "net": 0.00021864549742645067 } }, { "date": "2014-07-22", "Ensemble trend": { "equity": 1.4275226791942608, "drawdown": 0.0, "net": 0.0023784015423120586 }, "Core + trend": { "equity": 1.5114081240451065, "drawdown": 0.0, "net": 0.0027546464351495548 }, "60/40 monthly": { "equity": 1.6106016465846908, "drawdown": 0.0, "net": 0.003107968031911268 }, "SPY buy & hold": { "equity": 1.6387150983010217, "drawdown": 0.0, "net": 0.0043579821130288465 }, "BIL reserve": { "equity": 1.0038522128963319, "drawdown": -0.006061546570213627, "net": -0.00021859770202303785 } }, { "date": "2014-07-23", "Ensemble trend": { "equity": 1.4284714387938302, "drawdown": 0.0, "net": 0.0006646196332971144 }, "Core + trend": { "equity": 1.5128978384601754, "drawdown": 0.0, "net": 0.0009856466902413707 }, "60/40 monthly": { "equity": 1.6126781230405698, "drawdown": 0.0, "net": 0.0012892551428107524 }, "SPY buy & hold": { "equity": 1.6423531023382414, "drawdown": 0.0, "net": 0.002220034489821554 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.00021864549742645067 } }, { "date": "2014-07-24", "Ensemble trend": { "equity": 1.425437434844487, "drawdown": -0.0021239514259416836, "net": -0.0021239514259416836 }, "Core + trend": { "equity": 1.5101103473691517, "drawdown": -0.0018424846808301476, "net": -0.0018424846808301476 }, "60/40 monthly": { "equity": 1.6101118574298126, "drawdown": -0.0015913067673533066, "net": -0.0015913067673533066 }, "SPY buy & hold": { "equity": 1.6424361639100096, "drawdown": 0.0, "net": 5.057473429426196e-05 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.0 } }, { "date": "2014-07-25", "Ensemble trend": { "equity": 1.4270842047577568, "drawdown": -0.0009711317975281686, "net": 0.0011552733729414122 }, "Core + trend": { "equity": 1.5099802343138087, "drawdown": -0.0019284872198220837, "net": -8.61612898486186e-05 }, "60/40 monthly": { "equity": 1.6080819355878324, "drawdown": -0.0028500339820271003, "net": -0.0012607334283101235 }, "SPY buy & hold": { "equity": 1.6347465494241962, "drawdown": -0.004681834615421154, "net": -0.004681834615421154 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.0 } }, { "date": "2014-07-28", "Ensemble trend": { "equity": 1.4273659646789298, "drawdown": -0.0007738860469157505, "net": 0.00019743748843548126 }, "Core + trend": { "equity": 1.509968812356254, "drawdown": -0.001936036941465158, "net": -7.56430931692087e-06 }, "60/40 monthly": { "equity": 1.6077230378490708, "drawdown": -0.003072581639637195, "net": -0.0002231837388501079 }, "SPY buy & hold": { "equity": 1.6354074844263662, "drawdown": -0.004279423236097424, "net": 0.0004043042650268003 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.0 } }, { "date": "2014-07-29", "Ensemble trend": { "equity": 1.4249488881943972, "drawdown": -0.0024659580190188324, "net": -0.0016933824571587763 }, "Core + trend": { "equity": 1.5071294077105737, "drawdown": -0.0038128356079040193, "net": -0.0018804392663246405 }, "60/40 monthly": { "equity": 1.6044634282304457, "drawdown": -0.005093821694955425, "net": -0.002027469621251332 }, "SPY buy & hold": { "equity": 1.628380351713147, "drawdown": -0.008557904718440312, "net": -0.004296869605977194 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.0 } }, { "date": "2014-07-30", "Ensemble trend": { "equity": 1.4192892180837768, "drawdown": -0.006428004411349275, "net": -0.0039718407849643755 }, "Core + trend": { "equity": 1.5021093507067294, "drawdown": -0.007131008769519109, "net": -0.0033308732336859714 }, "60/40 monthly": { "equity": 1.6000635679898787, "drawdown": -0.00782211581496961, "net": -0.0027422627173370184 }, "SPY buy & hold": { "equity": 1.6286282990121121, "drawdown": -0.008406941591584283, "net": 0.0001522662065434055 }, "BIL reserve": { "equity": 1.0040717006627633, "drawdown": -0.005844226402652142, "net": 0.0 } }, { "date": "2014-07-31", "Ensemble trend": { "equity": 1.4050906467721889, "drawdown": -0.016367700037029476, "net": -0.010004001390751083 }, "Core + trend": { "equity": 1.4855290471329374, "drawdown": -0.018090310284991862, "net": -0.011038013687879045 }, "60/40 monthly": { "equity": 1.5809682923070658, "drawdown": -0.019662839273665855, "net": -0.01193407316110684 }, "SPY buy & hold": { "equity": 1.5964661469090893, "drawdown": -0.027988921585532567, "net": -0.01974800027884316 }, "BIL reserve": { "equity": 1.003852212896332, "drawdown": -0.006061546570213405, "net": -0.00021859770202303785 } }, { "date": "2014-08-01", "Ensemble trend": { "equity": 1.4085432342758717, "drawdown": -0.013950719613117002, "net": 0.002457199122073872 }, "Core + trend": { "equity": 1.487735787528274, "drawdown": -0.016631692036463974, "net": 0.0014854912460955383 }, "60/40 monthly": { "equity": 1.58188104616316, "drawdown": -0.01909685289172547, "net": 0.0005773384959937289 }, "SPY buy & hold": { "equity": 1.5915874783147892, "drawdown": -0.030959307102791156, "net": -0.0030559173482918034 }, "BIL reserve": { "equity": 1.0040717006627635, "drawdown": -0.00584422640265192, "net": 0.00021864549742645067 } }, { "date": "2014-08-04", "Ensemble trend": { "equity": 1.4124374466646785, "drawdown": -0.011224580130695716, "net": 0.0027647091647911015 }, "Core + trend": { "equity": 1.4931809655756452, "drawdown": -0.013032521022436128, "net": 0.003660043734255991 }, "60/40 monthly": { "equity": 1.589012004495213, "drawdown": -0.014675041601442618, "net": 0.004507897954368456 }, "SPY buy & hold": { "equity": 1.6030801372420616, "drawdown": -0.023961982531032655, "net": 0.007220877949756899 }, "BIL reserve": { "equity": 1.0040717006627635, "drawdown": -0.00584422640265192, "net": 0.0 } }, { "date": "2014-08-05", "Ensemble trend": { "equity": 1.4055787231340824, "drawdown": -0.016026022668733098, "net": -0.004855948521325537 }, "Core + trend": { "equity": 1.4853533019265661, "drawdown": -0.018206474907548453, "net": -0.005242273930314512 }, "60/40 monthly": { "equity": 1.5801857520052702, "drawdown": -0.02014808198305429, "net": -0.005554553688061348 }, "SPY buy & hold": { "equity": 1.5875367959284497, "drawdown": -0.03342557183523376, "net": -0.009695922837864246 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213294, "net": -0.00021859770202303785 } }, { "date": "2014-08-06", "Ensemble trend": { "equity": 1.4056626627749689, "drawdown": -0.0159672608072029, "net": 5.971891826828113e-05 }, "Core + trend": { "equity": 1.4857957592397568, "drawdown": -0.017914018072762494, "net": 0.0002978801828608102 }, "60/40 monthly": { "equity": 1.5810387211974104, "drawdown": -0.019619167266624715, "net": 0.0005397904588479996 }, "SPY buy & hold": { "equity": 1.5880328452034227, "drawdown": -0.0331235514061462, "net": 0.0003124647417591664 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213294, "net": 0.0 } }, { "date": "2014-08-07", "Ensemble trend": { "equity": 1.4052675628691447, "drawdown": -0.01624385010055107, "net": -0.0002810773283571377 }, "Core + trend": { "equity": 1.4845361921503744, "drawdown": -0.018746570712710908, "net": -0.0008477390526587802 }, "60/40 monthly": { "equity": 1.5789158749928183, "drawdown": -0.02093551562793916, "net": -0.0013426908374416513 }, "SPY buy & hold": { "equity": 1.5794338843853468, "drawdown": -0.038359043053873276, "net": -0.00541485073438408 }, "BIL reserve": { "equity": 1.0040717006627635, "drawdown": -0.005844226402651809, "net": 0.00021864549742645067 } }, { "date": "2014-08-08", "Ensemble trend": { "equity": 1.410023752351417, "drawdown": -0.012914284417188004, "net": 0.0033845437039488058 }, "Core + trend": { "equity": 1.491900329418364, "drawdown": -0.013878999961545846, "net": 0.004960564320983352 }, "60/40 monthly": { "equity": 1.5890961114048225, "drawdown": -0.01462288803873979, "net": 0.006447611663952912 }, "SPY buy & hold": { "equity": 1.5977055740498314, "drawdown": -0.02723429430200297, "net": 0.011568505554504505 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213183, "net": -0.00021859770202303785 } }, { "date": "2014-08-11", "Ensemble trend": { "equity": 1.4130132863193419, "drawdown": -0.010821464157197869, "net": 0.0021202011405407895 }, "Core + trend": { "equity": 1.4946312334083525, "drawdown": -0.012073918401796946, "net": 0.0018304868871856783 }, "60/40 monthly": { "equity": 1.5915069051581086, "drawdown": -0.013127987277798847, "net": 0.0015170849239287687 }, "SPY buy & hold": { "equity": 1.6023361406681242, "drawdown": -0.024414966086975687, "net": 0.002898260288693333 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213183, "net": 0.0 } }, { "date": "2014-08-12", "Ensemble trend": { "equity": 1.4119128217608725, "drawdown": -0.011591843269151636, "net": -0.0007788069433768419 }, "Core + trend": { "equity": 1.4929933056592803, "drawdown": -0.013156561067701689, "net": -0.0010958741611044598 }, "60/40 monthly": { "equity": 1.5892589480506933, "drawdown": -0.014521915226158977, "net": -0.001412470847678704 }, "SPY buy & hold": { "equity": 1.6001036869151823, "drawdown": -0.025774199280932608, "net": -0.0013932493290770287 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213183, "net": 0.0 } }, { "date": "2014-08-13", "Ensemble trend": { "equity": 1.4174322670792088, "drawdown": -0.00772796110221341, "net": 0.003909196965470096 }, "Core + trend": { "equity": 1.499918377608028, "drawdown": -0.00857920510043031, "net": 0.0046383811116215146 }, "60/40 monthly": { "equity": 1.597746792399498, "drawdown": -0.009258717178428633, "net": 0.005340756054395879 }, "SPY buy & hold": { "equity": 1.610934637455073, "drawdown": -0.019179756965374883, "net": 0.006768905433104377 }, "BIL reserve": { "equity": 1.0040717006627637, "drawdown": -0.005844226402651698, "net": 0.00021864549742645067 } }, { "date": "2014-08-14", "Ensemble trend": { "equity": 1.4209272328662637, "drawdown": -0.00528131380347141, "net": 0.002465702149039295 }, "Core + trend": { "equity": 1.5044980806974544, "drawdown": -0.0055520984624253256, "net": 0.003053301538134212 }, "60/40 monthly": { "equity": 1.6035295888855803, "drawdown": -0.005672882904705578, "net": 0.003619344763257315 }, "SPY buy & hold": { "equity": 1.6185413450461605, "drawdown": -0.014548400351198199, "net": 0.004721921929188078 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.006061546570212961, "net": -0.00021859770202303785 } }, { "date": "2014-08-15", "Ensemble trend": { "equity": 1.4221427163479727, "drawdown": -0.004430415809504207, "net": 0.0008554157127786954 }, "Core + trend": { "equity": 1.5062581326042184, "drawdown": -0.004388733784374432, "net": 0.001169859855153943 }, "60/40 monthly": { "equity": 1.6059559440631477, "drawdown": -0.004168332713999967, "net": 0.00151313402283626 }, "SPY buy & hold": { "equity": 1.6182108002065545, "drawdown": -0.014749653128547702, "net": -0.00020422390853214178 }, "BIL reserve": { "equity": 1.004071700662764, "drawdown": -0.005844226402651476, "net": 0.00021864549742645067 } }, { "date": "2014-08-18", "Ensemble trend": { "equity": 1.4248028866590967, "drawdown": -0.002568166247573833, "net": 0.0018705368178204562 }, "Core + trend": { "equity": 1.5105052295319565, "drawdown": -0.0015814742194716347, "net": 0.0028196341887265497 }, "60/40 monthly": { "equity": 1.6118684643995942, "drawdown": -0.0005020584265439387, "net": 0.003681620506654326 }, "SPY buy & hold": { "equity": 1.631770408451402, "drawdown": -0.0064938630145700005, "net": 0.0083793831082557 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.00606154657021285, "net": -0.00021859770202303785 } }, { "date": "2014-08-19", "Ensemble trend": { "equity": 1.4266066355709348, "drawdown": -0.001305453628439368, "net": 0.0012659638246996785 }, "Core + trend": { "equity": 1.5135230669072806, "drawdown": 0.0, "net": 0.001997899322903507 }, "60/40 monthly": { "equity": 1.6161884978507834, "drawdown": 0.0, "net": 0.002680140189229574 }, "SPY buy & hold": { "equity": 1.6402858436665826, "drawdown": -0.0013092260695890534, "net": 0.0052185253336356485 }, "BIL reserve": { "equity": 1.004071700662764, "drawdown": -0.005844226402651365, "net": 0.00021864549742645067 } }, { "date": "2014-08-20", "Ensemble trend": { "equity": 1.4244950015634341, "drawdown": -0.0027837009004209046, "net": -0.0014801795777821258 }, "Core + trend": { "equity": 1.5127397148682358, "drawdown": -0.0005175686160142634, "net": -0.0005175686160142634 }, "60/40 monthly": { "equity": 1.6168310062985563, "drawdown": 0.0, "net": 0.00039754548966719483 }, "SPY buy & hold": { "equity": 1.644667998954783, "drawdown": 0.0, "net": 0.002671580264574258 }, "BIL reserve": { "equity": 1.0038522128963328, "drawdown": -0.006061546570212739, "net": -0.00021859770202303785 } }, { "date": "2014-08-21", "Ensemble trend": { "equity": 1.4257495935814295, "drawdown": -0.0019054250147968466, "net": 0.0008807275677473747 }, "Core + trend": { "equity": 1.5153775535260554, "drawdown": 0.0, "net": 0.0017437491935283767 }, "60/40 monthly": { "equity": 1.621022380778855, "drawdown": 0.0, "net": 0.002592339251270337 }, "SPY buy & hold": { "equity": 1.6494631419461878, "drawdown": 0.0, "net": 0.002915568974682037 }, "BIL reserve": { "equity": 1.0040717006627642, "drawdown": -0.005844226402651254, "net": 0.00021864549742645067 } }, { "date": "2014-08-22", "Ensemble trend": { "equity": 1.4243541641342279, "drawdown": -0.002882294001676944, "net": -0.000978733890918626 }, "Core + trend": { "equity": 1.5139522859617174, "drawdown": -0.0009405362782506366, "net": -0.0009405362782506366 }, "60/40 monthly": { "equity": 1.6195783353688236, "drawdown": -0.0008908238573100968, "net": -0.0008908238573100968 }, "SPY buy & hold": { "equity": 1.6469007620618095, "drawdown": -0.0015534629536220201, "net": -0.0015534629536220201 }, "BIL reserve": { "equity": 1.0040717006627642, "drawdown": -0.005844226402651254, "net": 0.0 } }, { "date": "2014-08-25", "Ensemble trend": { "equity": 1.4281267545688014, "drawdown": -0.000241295846502676, "net": 0.0026486322921426275 }, "Core + trend": { "equity": 1.5185116833458072, "drawdown": 0.0, "net": 0.0030115859174475457 }, "60/40 monthly": { "equity": 1.6249864555436457, "drawdown": 0.0, "net": 0.0033392149405298 }, "SPY buy & hold": { "equity": 1.6552506928416233, "drawdown": 0.0, "net": 0.005070087386054967 }, "BIL reserve": { "equity": 1.0040717006627642, "drawdown": -0.005844226402651254, "net": 0.0 } }, { "date": "2014-08-26", "Ensemble trend": { "equity": 1.4295347643368321, "drawdown": 0.0, "net": 0.0009859137247629768 }, "Core + trend": { "equity": 1.5194989172507092, "drawdown": 0.0, "net": 0.0006501325710757122 }, "60/40 monthly": { "equity": 1.6254940544518068, "drawdown": 0.0, "net": 0.00031237116249771546 }, "SPY buy & hold": { "equity": 1.656326471671507, "drawdown": 0.0, "net": 0.0006499189727187105 }, "BIL reserve": { "equity": 1.0040717006627642, "drawdown": -0.005844226402651254, "net": 0.0 } }, { "date": "2014-08-27", "Ensemble trend": { "equity": 1.4321111763824088, "drawdown": 0.0, "net": 0.0018022730960109978 }, "Core + trend": { "equity": 1.521510949395584, "drawdown": 0.0, "net": 0.0013241418746881006 }, "60/40 monthly": { "equity": 1.6269145947382166, "drawdown": 0.0, "net": 0.0008739129389734313 }, "SPY buy & hold": { "equity": 1.6556647632841248, "drawdown": -0.0003995035995013607, "net": -0.0003995035995013607 }, "BIL reserve": { "equity": 1.003852212896333, "drawdown": -0.006061546570212517, "net": -0.00021859770202303785 } }, { "date": "2014-08-28", "Ensemble trend": { "equity": 1.4307780958707794, "drawdown": -0.0009308498764718509, "net": -0.0009308498764718509 }, "Core + trend": { "equity": 1.5209555655514768, "drawdown": -0.0003650212601676861, "net": -0.0003650212601676861 }, "60/40 monthly": { "equity": 1.6272533487362577, "drawdown": 0.0, "net": 0.0002082186730247848 }, "SPY buy & hold": { "equity": 1.6547552622748198, "drawdown": -0.0009486109312142332, "net": -0.0005493267897427323 }, "BIL reserve": { "equity": 1.0040717006627644, "drawdown": -0.005844226402651143, "net": 0.00021864549742645067 } }, { "date": "2014-08-29", "Ensemble trend": { "equity": 1.43118714456539, "drawdown": -0.0006452235219285285, "net": 0.00028589247752064395 }, "Core + trend": { "equity": 1.5225185323865504, "drawdown": 0.0, "net": 0.0010276216284510475 }, "60/40 monthly": { "equity": 1.630086257043671, "drawdown": 0.0, "net": 0.0017409141051165644 }, "SPY buy & hold": { "equity": 1.6594679624026263, "drawdown": 0.0, "net": 0.002847974099401185 }, "BIL reserve": { "equity": 1.0040717006627644, "drawdown": -0.005844226402651143, "net": 0.0 } }, { "date": "2014-09-02", "Ensemble trend": { "equity": 1.4261965375112617, "drawdown": -0.0041300137647748425, "net": -0.003487040163181465 }, "Core + trend": { "equity": 1.517719202275955, "drawdown": -0.003152230996540051, "net": -0.003152230996540051 }, "60/40 monthly": { "equity": 1.625419173751811, "drawdown": -0.0028630897731289906, "net": -0.0028630897731289906 }, "SPY buy & hold": { "equity": 1.658641213611005, "drawdown": -0.0004982011164736955, "net": -0.0004982011164736955 }, "BIL reserve": { "equity": 1.003852212896333, "drawdown": -0.006061546570212406, "net": -0.00021859770202303785 } }, { "date": "2014-09-03", "Ensemble trend": { "equity": 1.4304168827619264, "drawdown": -0.0011830740856044741, "net": 0.002959161055059889 }, "Core + trend": { "equity": 1.520153918692267, "drawdown": -0.0015530935380976274, "net": 0.0016041942492794892 }, "60/40 monthly": { "equity": 1.6258222942551164, "drawdown": -0.0026157896676508585, "net": 0.000248010180890601 }, "SPY buy & hold": { "equity": 1.6577321766328272, "drawdown": -0.0010459893225572836, "net": -0.0005480612508105276 }, "BIL reserve": { "equity": 1.0040717006627644, "drawdown": -0.0058442264026509205, "net": 0.00021864549742645067 } }, { "date": "2014-09-04", "Ensemble trend": { "equity": 1.4262952576931913, "drawdown": -0.004061080442028908, "net": -0.002881415284177069 }, "Core + trend": { "equity": 1.5162879097668667, "drawdown": -0.00409231315556946, "net": -0.002543169397429268 }, "60/40 monthly": { "equity": 1.6220995395733073, "drawdown": -0.004899567391512427, "net": -0.0022897672734367713 }, "SPY buy & hold": { "equity": 1.6553334450593067, "drawdown": -0.0024914716264443637, "net": -0.0014469958460919807 }, "BIL reserve": { "equity": 1.0038522128963332, "drawdown": -0.006061546570212295, "net": -0.00021859770202303785 } }, { "date": "2014-09-05", "Ensemble trend": { "equity": 1.4297997260132167, "drawdown": -0.001614016011683539, "net": 0.002457042678311483 }, "Core + trend": { "equity": 1.5201277959703532, "drawdown": -0.0015702511104740413, "net": 0.0025324255233802884 }, "60/40 monthly": { "equity": 1.6266618223232523, "drawdown": -0.002100769027173599, "net": 0.0028125787836330574 }, "SPY buy & hold": { "equity": 1.66277480289207, "drawdown": 0.0, "net": 0.0044953830027258945 }, "BIL reserve": { "equity": 1.0040717006627646, "drawdown": -0.0058442264026508095, "net": 0.00021864549742645067 } }, { "date": "2014-09-08", "Ensemble trend": { "equity": 1.4235824933371617, "drawdown": -0.005955321895323107, "net": -0.00434832414843922 }, "Core + trend": { "equity": 1.5155736768768437, "drawdown": -0.004561425928143348, "net": -0.002995879100153198 }, "60/40 monthly": { "equity": 1.6234469027285994, "drawdown": -0.004073007968984799, "net": -0.0019763908825629617 }, "SPY buy & hold": { "equity": 1.6584753998215531, "drawdown": -0.0025856797102281615, "net": -0.0025856797102281615 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570212184, "net": -0.00021859770202303785 } }, { "date": "2014-09-09", "Ensemble trend": { "equity": 1.4176504947746447, "drawdown": -0.010097457408504207, "net": -0.0041669510479939165 }, "Core + trend": { "equity": 1.5090768807099408, "drawdown": -0.008828563587689131, "net": -0.004286691083399519 }, "60/40 monthly": { "equity": 1.6157738541409996, "drawdown": -0.0087801506459102, "net": -0.004726393314560151 }, "SPY buy & hold": { "equity": 1.6479753034753535, "drawdown": -0.008900483331221731, "net": -0.006331174009170937 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570212184, "net": 0.0 } }, { "date": "2014-09-10", "Ensemble trend": { "equity": 1.4169658299311618, "drawdown": -0.010575538199139811, "net": -0.0004829574327427366 }, "Core + trend": { "equity": 1.5097959489613955, "drawdown": -0.008356274918514317, "net": 0.0004764954394613774 }, "60/40 monthly": { "equity": 1.6177943099688366, "drawdown": -0.007540672784474012, "net": 0.0012504570628240064 }, "SPY buy & hold": { "equity": 1.6541764607821638, "drawdown": -0.005171080350117707, "net": 0.0037628945614249787 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026506985, "net": 0.00021864549742645067 } }, { "date": "2014-09-11", "Ensemble trend": { "equity": 1.4138454401905294, "drawdown": -0.012754412152567562, "net": -0.0022021630124869906 }, "Core + trend": { "equity": 1.508440448511441, "drawdown": -0.00924657636386339, "net": -0.0008978037402251893 }, "60/40 monthly": { "equity": 1.618099962106637, "drawdown": -0.007353166058078675, "net": 0.00018893139623310518 }, "SPY buy & hold": { "equity": 1.6560780603414145, "drawdown": -0.004027450102688346, "net": 0.0011495747910423848 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": -0.00021859770202303785 } }, { "date": "2014-09-12", "Ensemble trend": { "equity": 1.4071980095386305, "drawdown": -0.017396112295352983, "net": -0.004701667143335753 }, "Core + trend": { "equity": 1.5013205864345087, "drawdown": -0.013922947735036106, "net": -0.004720015353578133 }, "60/40 monthly": { "equity": 1.6099748630454076, "drawdown": -0.012337625638742189, "net": -0.005021382641064442 }, "SPY buy & hold": { "equity": 1.646404094078667, "drawdown": -0.009845415497594212, "net": -0.00584149171129833 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-09-15", "Ensemble trend": { "equity": 1.4068441111563976, "drawdown": -0.017643228851713433, "net": -0.00025149153127990154 }, "Core + trend": { "equity": 1.5014402455280724, "drawdown": -0.01384435486997837, "net": 7.970255962974626e-05 }, "60/40 monthly": { "equity": 1.610433603515656, "drawdown": -0.012056204659781078, "net": 0.00028493641781479617 }, "SPY buy & hold": { "equity": 1.645164048229756, "drawdown": -0.010591184465679526, "net": -0.0007531843812651484 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-09-16", "Ensemble trend": { "equity": 1.4120482908659338, "drawdown": -0.01400930727120997, "net": 0.0036991871866021153 }, "Core + trend": { "equity": 1.5073002656756205, "drawdown": -0.009995455810363985, "net": 0.003902932644173962 }, "60/40 monthly": { "equity": 1.6175370894209649, "drawdown": -0.0076984684512740875, "net": 0.004410915103734592 }, "SPY buy & hold": { "equity": 1.6575657441352063, "drawdown": -0.003132750597256706, "net": 0.0075382731094779665 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-09-17", "Ensemble trend": { "equity": 1.407278016554089, "drawdown": -0.017340245811815924, "net": -0.0033782657028814667 }, "Core + trend": { "equity": 1.5048490862554347, "drawdown": -0.011605406276020136, "net": -0.0016262051271430655 }, "60/40 monthly": { "equity": 1.6172249613062357, "drawdown": -0.007889947959416888, "net": -0.00019296504344201715 }, "SPY buy & hold": { "equity": 1.6597986619192753, "drawdown": -0.0017898641280937877, "net": 0.0013471066182257907 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-09-18", "Ensemble trend": { "equity": 1.4099775416957832, "drawdown": -0.015455248902209173, "net": 0.0019182600097060742 }, "Core + trend": { "equity": 1.508525730561849, "drawdown": -0.009190562562655824, "net": 0.0024431980189874025 }, "60/40 monthly": { "equity": 1.6219886147480718, "drawdown": -0.004967615830517524, "net": 0.0029455725429741175 }, "SPY buy & hold": { "equity": 1.6686457247133588, "drawdown": 0.0, "net": 0.005330202389640215 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.00021864549742645067 } }, { "date": "2014-09-19", "Ensemble trend": { "equity": 1.409435324783992, "drawdown": -0.015833862602551152, "net": -0.0003845571264483594 }, "Core + trend": { "equity": 1.5091016075965125, "drawdown": -0.008812322808975592, "net": 0.0003817482347145962 }, "60/40 monthly": { "equity": 1.6235419168918417, "drawdown": -0.004014720155789853, "net": 0.0009576529265657996 }, "SPY buy & hold": { "equity": 1.6671419545071577, "drawdown": -0.0009011920169329501, "net": -0.0009011920169329501 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-22", "Ensemble trend": { "equity": 1.4047337479762407, "drawdown": -0.0191168317499798, "net": -0.003335787549153313 }, "Core + trend": { "equity": 1.5039659801430862, "drawdown": -0.012185436071101896, "net": -0.0034031024999074955 }, "60/40 monthly": { "equity": 1.6173473194289412, "drawdown": -0.007814885598651178, "net": -0.0038154835415397104 }, "SPY buy & hold": { "equity": 1.6542666374978825, "drawdown": -0.008617219942205767, "net": -0.007722987820243277 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-23", "Ensemble trend": { "equity": 1.4024098831322853, "drawdown": -0.02073951641460592, "net": -0.0016543098272561174 }, "Core + trend": { "equity": 1.500838954351253, "drawdown": -0.014239286796276063, "net": -0.002079186519588605 }, "60/40 monthly": { "equity": 1.6131551370076118, "drawdown": -0.010386640561442007, "net": -0.0025920112340553914 }, "SPY buy & hold": { "equity": 1.6447969996081435, "drawdown": -0.014292263931166116, "net": -0.005724372162919322 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-24", "Ensemble trend": { "equity": 1.4061623209643455, "drawdown": -0.01811930236003867, "net": 0.002675706922200982 }, "Core + trend": { "equity": 1.5052947946593285, "drawdown": -0.011312662119274064, "net": 0.0029688996911740873 }, "60/40 monthly": { "equity": 1.6189122244508056, "drawdown": -0.006854871970475185, "net": 0.003568836816199239 }, "SPY buy & hold": { "equity": 1.6576721619403765, "drawdown": -0.006576328702048162, "net": 0.007827812389796573 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-25", "Ensemble trend": { "equity": 1.3981917087662843, "drawdown": -0.02368494023055323, "net": -0.005668344315039597 }, "Core + trend": { "equity": 1.4954936681158013, "drawdown": -0.01775010529979404, "net": -0.006511101066914438 }, "60/40 monthly": { "equity": 1.6063123035348152, "drawdown": -0.014584475763860683, "net": -0.007782954953141297 }, "SPY buy & hold": { "equity": 1.6309250984146926, "drawdown": -0.022605533181793813, "net": -0.016135315618967305 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-26", "Ensemble trend": { "equity": 1.4004068834168648, "drawdown": -0.022138150646677346, "net": 0.0015843139654541094 }, "Core + trend": { "equity": 1.4995626377089306, "drawdown": -0.015077579805637176, "net": 0.0027208203417241617 }, "60/40 monthly": { "equity": 1.6125551815078478, "drawdown": -0.010754691943491101, "net": 0.003886465887918966 }, "SPY buy & hold": { "equity": 1.6438828582875666, "drawdown": -0.014840098206014285, "net": 0.007945036768070679 }, "BIL reserve": { "equity": 1.0040717006627649, "drawdown": -0.0058442264026504764, "net": 0.0 } }, { "date": "2014-09-29", "Ensemble trend": { "equity": 1.396334550199155, "drawdown": -0.024981737991618513, "net": -0.0029079642966146624 }, "Core + trend": { "equity": 1.4979310792322682, "drawdown": -0.016149197944895666, "net": -0.0010880228912313328 }, "60/40 monthly": { "equity": 1.612860309696118, "drawdown": -0.010567506641515956, "net": 0.00018922030809820356 }, "SPY buy & hold": { "equity": 1.6408932604120825, "drawdown": -0.01663172948592395, "net": -0.0018186197759847422 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": -0.00021859770202303785 } }, { "date": "2014-09-30", "Ensemble trend": { "equity": 1.394598576538558, "drawdown": -0.026193915990942562, "net": -0.0012432362003427233 }, "Core + trend": { "equity": 1.4955517243956629, "drawdown": -0.017711973560424976, "net": -0.0015884274447558466 }, "60/40 monthly": { "equity": 1.6097574436889164, "drawdown": -0.012471004688808907, "net": -0.0019238281136612079 }, "SPY buy & hold": { "equity": 1.6365728212637995, "drawdown": -0.01922091848170393, "net": -0.002632980006998187 }, "BIL reserve": { "equity": 1.004071700662765, "drawdown": -0.005844226402650365, "net": 0.00021864549742645067 } }, { "date": "2014-10-01", "Ensemble trend": { "equity": 1.390404624391259, "drawdown": -0.02912242616282268, "net": -0.0030072826818084986 }, "Core + trend": { "equity": 1.4900510274263334, "drawdown": -0.021324866837137413, "net": -0.0036780385991345144 }, "60/40 monthly": { "equity": 1.6021601193478372, "drawdown": -0.017131693231056788, "net": -0.004719546022827648 }, "SPY buy & hold": { "equity": 1.614394917570576, "drawdown": -0.03251187854875659, "net": -0.013551431017959303 }, "BIL reserve": { "equity": 1.004071700662765, "drawdown": -0.005844226402650365, "net": 0.0 } }, { "date": "2014-10-02", "Ensemble trend": { "equity": 1.38764553833228, "drawdown": -0.031049012662865638, "net": -0.001984376353888262 }, "Core + trend": { "equity": 1.4876854189919564, "drawdown": -0.02287861372694966, "net": -0.0015876022973945192 }, "60/40 monthly": { "equity": 1.6003651055422472, "drawdown": -0.018232870422038916, "net": -0.0011203710440131909 }, "SPY buy & hold": { "equity": 1.6146437929317958, "drawdown": -0.032362730435688825, "net": 0.00015416014911284748 }, "BIL reserve": { "equity": 1.004071700662765, "drawdown": -0.005844226402650365, "net": 0.0 } }, { "date": "2014-10-03", "Ensemble trend": { "equity": 1.389124774762005, "drawdown": -0.030016106521136066, "net": 0.0010660045298762633 }, "Core + trend": { "equity": 1.4933065256752769, "drawdown": -0.019186634572837535, "net": 0.0037784242633294163 }, "60/40 monthly": { "equity": 1.6106282784985375, "drawdown": -0.011936778474792131, "net": 0.006413019704533562 }, "SPY buy & hold": { "equity": 1.6324200520294767, "drawdown": -0.021709624845684283, "net": 0.011009399828926902 }, "BIL reserve": { "equity": 1.0036337763165233, "drawdown": -0.006277825932372916, "net": -0.0004361484801859161 } }, { "date": "2014-10-06", "Ensemble trend": { "equity": 1.3904228022196818, "drawdown": -0.02910973313401133, "net": 0.0009344210694819388 }, "Core + trend": { "equity": 1.4939586270769043, "drawdown": -0.018758330162903514, "net": 0.00043668288487008766 }, "60/40 monthly": { "equity": 1.6105695836912601, "drawdown": -0.011972785653567963, "net": -3.644218101772623e-05 }, "SPY buy & hold": { "equity": 1.6305094812017669, "drawdown": -0.02285460774973258, "net": -0.001170391668084858 }, "BIL reserve": { "equity": 1.0036337763165233, "drawdown": -0.006277825932372916, "net": 0.0 } }, { "date": "2014-10-07", "Ensemble trend": { "equity": 1.3896968265888014, "drawdown": -0.02961666000034191, "net": -0.0005221258093017767 }, "Core + trend": { "equity": 1.488350264428029, "drawdown": -0.022441938952928564, "net": -0.0037540280883470167 }, "60/40 monthly": { "equity": 1.5995914358347803, "drawdown": -0.01870748929826338, "net": -0.006816313910088301 }, "SPY buy & hold": { "equity": 1.6053404328626353, "drawdown": -0.03793812605824287, "net": -0.015436309098049827 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": 0.00021764570400573113 } }, { "date": "2014-10-08", "Ensemble trend": { "equity": 1.396098163353269, "drawdown": -0.02514679978974166, "net": 0.0046062829258815 }, "Core + trend": { "equity": 1.5005974154685284, "drawdown": -0.01439793109359444, "net": 0.008228675287806464 }, "60/40 monthly": { "equity": 1.6184145184926573, "drawdown": -0.007160196891777715, "net": 0.011767431505441683 }, "SPY buy & hold": { "equity": 1.6334166362136517, "drawdown": -0.021112383520329736, "net": 0.017489251984360132 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": 0.0 } }, { "date": "2014-10-09", "Ensemble trend": { "equity": 1.3892713082167953, "drawdown": -0.02991378663340183, "net": -0.004889953525958557 }, "Core + trend": { "equity": 1.4874697164958337, "drawdown": -0.02302028851877269, "net": -0.00874831506263507 }, "60/40 monthly": { "equity": 1.5982417985436426, "drawdown": -0.019535443822329746, "net": -0.01246449517012671 }, "SPY buy & hold": { "equity": 1.6010212311306915, "drawdown": -0.04052657348478439, "net": -0.019832909965980527 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": 0.0 } }, { "date": "2014-10-10", "Ensemble trend": { "equity": 1.388272699379476, "drawdown": -0.030611085037176577, "net": -0.0007188004469776965 }, "Core + trend": { "equity": 1.4830510067973317, "drawdown": -0.02592252557172703, "net": -0.0029706216197203927 }, "60/40 monthly": { "equity": 1.5900649502981414, "drawdown": -0.024551649688840604, "net": -0.0051161521698106505 }, "SPY buy & hold": { "equity": 1.5827462932483167, "drawdown": -0.051478531477853307, "net": -0.011414550617463326 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": 0.0 } }, { "date": "2014-10-13", "Ensemble trend": { "equity": 1.3884161587857278, "drawdown": -0.03051091166473341, "net": 0.00010333661845818298 }, "Core + trend": { "equity": 1.477508214126482, "drawdown": -0.029563067576927837, "net": -0.0037374255136508605 }, "60/40 monthly": { "equity": 1.57822388929284, "drawdown": -0.03181571989011711, "net": -0.007446903979036246 }, "SPY buy & hold": { "equity": 1.556746938545589, "drawdown": -0.06705964274531184, "net": -0.016426735487320987 }, "BIL reserve": { "equity": 1.0038522128963336, "drawdown": -0.006061546570211851, "net": 0.0 } }, { "date": "2014-10-14", "Ensemble trend": { "equity": 1.389915064441965, "drawdown": -0.02946427109593086, "net": 0.0010795795243037087 }, "Core + trend": { "equity": 1.479575577632718, "drawdown": -0.028205209881103643, "net": 0.0013992230205355227 }, "60/40 monthly": { "equity": 1.5809545231182558, "drawdown": -0.030140573060544962, "net": 0.0017301942037128981 }, "SPY buy & hold": { "equity": 1.559155569449823, "drawdown": -0.06561617822281851, "net": 0.0015472205819684337 }, "BIL reserve": { "equity": 1.003633776316523, "drawdown": -0.006277825932373027, "net": -0.00021759834466095196 } }, { "date": "2014-10-15", "Ensemble trend": { "equity": 1.3915736166218153, "drawdown": -0.02830615417931004, "net": 0.0011932759218751254 }, "Core + trend": { "equity": 1.4792581029183927, "drawdown": -0.02841372932278663, "net": -0.00021457147517478514 }, "60/40 monthly": { "equity": 1.5785088960276006, "drawdown": -0.03164087838493357, "net": -0.0015469307022391021 }, "SPY buy & hold": { "equity": 1.548606440481183, "drawdown": -0.0719381486761046, "net": -0.006765924565412362 }, "BIL reserve": { "equity": 1.003633776316523, "drawdown": -0.006277825932373027, "net": 0.0 } }, { "date": "2014-10-16", "Ensemble trend": { "equity": 1.389167567802819, "drawdown": -0.029986225432628633, "net": -0.0017290129607639981 }, "Core + trend": { "equity": 1.476774669305009, "drawdown": -0.030044864550737405, "net": -0.0016788372552999364 }, "60/40 monthly": { "equity": 1.575911369382784, "drawdown": -0.03323436868864771, "net": -0.0016455571782670875 }, "SPY buy & hold": { "equity": 1.547276836624723, "drawdown": -0.07273496482273656, "net": -0.0008585808645138471 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.00021764570400573113 } }, { "date": "2014-10-17", "Ensemble trend": { "equity": 1.390985039595875, "drawdown": -0.028717139747782006, "net": 0.001308317178704721 }, "Core + trend": { "equity": 1.4819175286039101, "drawdown": -0.02666700136582123, "net": 0.0034824942530478076 }, "60/40 monthly": { "equity": 1.5847149045848885, "drawdown": -0.027833712641113895, "net": 0.005586313655159714 }, "SPY buy & hold": { "equity": 1.5655517745070977, "drawdown": -0.06178300682966764, "net": 0.011811033067773646 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-10-20", "Ensemble trend": { "equity": 1.393960530120036, "drawdown": -0.026639444542806756, "net": 0.00213912474933986 }, "Core + trend": { "equity": 1.4881419685061166, "drawdown": -0.022578749059000702, "net": 0.004200260663675515 }, "60/40 monthly": { "equity": 1.5945905904915938, "drawdown": -0.02177533023096101, "net": 0.006231837586769151 }, "SPY buy & hold": { "equity": 1.5807528155258812, "drawdown": -0.05267319952087246, "net": 0.00970970188678022 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570211962, "net": 0.0 } }, { "date": "2014-10-21", "Ensemble trend": { "equity": 1.3966100441575475, "drawdown": -0.024789368877449314, "net": 0.0019007095109668803 }, "Core + trend": { "equity": 1.4973925471532743, "drawdown": -0.016502909290628587, "net": 0.006216193644779766 }, "60/40 monthly": { "equity": 1.6111859392424626, "drawdown": -0.01159467342267273, "net": 0.010407278739649861 }, "SPY buy & hold": { "equity": 1.6120690388840253, "drawdown": -0.03390575062843382, "net": 0.01981095529330168 }, "BIL reserve": { "equity": 1.003633776316523, "drawdown": -0.006277825932373249, "net": -0.00021759834466095196 } }, { "date": "2014-10-22", "Ensemble trend": { "equity": 1.3947109222103609, "drawdown": -0.026115468399962594, "net": -0.0013598083123712579 }, "Core + trend": { "equity": 1.4931206490608224, "drawdown": -0.019308719533053575, "net": -0.0028528912479052204 }, "60/40 monthly": { "equity": 1.604259197460058, "drawdown": -0.01584398339168447, "net": -0.00429915729382635 }, "SPY buy & hold": { "equity": 1.6006060779488933, "drawdown": -0.04077536996425846, "net": -0.007110713411546787 }, "BIL reserve": { "equity": 1.0038522128963334, "drawdown": -0.006061546570212184, "net": 0.00021764570400573113 } }, { "date": "2014-10-23", "Ensemble trend": { "equity": 1.3949897816375434, "drawdown": -0.025920749280538558, "net": 0.00019994066350359496 }, "Core + trend": { "equity": 1.4971593508456156, "drawdown": -0.016656074130791954, "net": 0.002704873037107536 }, "60/40 monthly": { "equity": 1.612442811591126, "drawdown": -0.010823626894777338, "net": 0.0051011795001860705 }, "SPY buy & hold": { "equity": 1.6192126434101712, "drawdown": -0.02962467141530556, "net": 0.011624699991843901 }, "BIL reserve": { "equity": 1.0036337763165228, "drawdown": -0.00627782593237336, "net": -0.00021759834466095196 } }, { "date": "2014-10-24", "Ensemble trend": { "equity": 1.3972889899229972, "drawdown": -0.02431528154634932, "net": 0.0016481900553815265 }, "Core + trend": { "equity": 1.5020928897847916, "drawdown": -0.013415693909315962, "net": 0.0032952664233032447 }, "60/40 monthly": { "equity": 1.6203320583568483, "drawdown": -0.005983854317324733, "net": 0.004892729657765216 }, "SPY buy & hold": { "equity": 1.6316729619146904, "drawdown": -0.02215734727335228, "net": 0.0076952947194612875 }, "BIL reserve": { "equity": 1.0036337763165228, "drawdown": -0.00627782593237336, "net": 0.0 } }, { "date": "2014-10-27", "Ensemble trend": { "equity": 1.3971565833349735, "drawdown": -0.024407737069500834, "net": -9.475963024008216e-05 }, "Core + trend": { "equity": 1.5017151836852243, "drawdown": -0.013663773713622263, "net": -0.0002514532237892775 }, "60/40 monthly": { "equity": 1.6197017075323836, "drawdown": -0.0063705521510993846, "net": -0.00038902570693066796 }, "SPY buy & hold": { "equity": 1.6294295260917384, "drawdown": -0.023501812302522795, "net": -0.0013749298268198595 }, "BIL reserve": { "equity": 1.0036337763165228, "drawdown": -0.00627782593237336, "net": 0.0 } }, { "date": "2014-10-28", "Ensemble trend": { "equity": 1.3990504439427809, "drawdown": -0.023085311381439877, "net": 0.001355510635240753 }, "Core + trend": { "equity": 1.5071561497088846, "drawdown": -0.010090112107591587, "net": 0.0036231677502973625 }, "60/40 monthly": { "equity": 1.6290621245857986, "drawdown": -0.0006282688743906029, "net": 0.005779099330379456 }, "SPY buy & hold": { "equity": 1.6481196171559114, "drawdown": -0.0123010578299797, "net": 0.011470327967483263 }, "BIL reserve": { "equity": 1.0036337763165228, "drawdown": -0.00627782593237336, "net": 0.0 } }, { "date": "2014-10-29", "Ensemble trend": { "equity": 1.396305790788336, "drawdown": -0.025001819819966187, "net": -0.0019617971362847486 }, "Core + trend": { "equity": 1.5039990788241913, "drawdown": -0.012163696643698652, "net": -0.0020947205007941783 }, "60/40 monthly": { "equity": 1.6254059584564275, "drawdown": -0.0028711968872932037, "net": -0.002244338060649831 }, "SPY buy & hold": { "equity": 1.6456283887110366, "drawdown": -0.013794022099134384, "net": -0.0015115580319187139 }, "BIL reserve": { "equity": 1.0038522128963332, "drawdown": -0.006061546570212295, "net": 0.00021764570400573113 } }, { "date": "2014-10-30", "Ensemble trend": { "equity": 1.3985465863005633, "drawdown": -0.023437139961878906, "net": 0.0016048028497841482 }, "Core + trend": { "equity": 1.508429294794744, "drawdown": -0.00925390219698774, "net": 0.002945624124993662 }, "60/40 monthly": { "equity": 1.6322959440462017, "drawdown": 0.0, "net": 0.004238932159641662 }, "SPY buy & hold": { "equity": 1.6561767442944644, "drawdown": -0.007472515126622503, "net": 0.006409925628282354 }, "BIL reserve": { "equity": 1.0036337763165226, "drawdown": -0.006277825932373471, "net": -0.00021759834466095196 } }, { "date": "2014-10-31", "Ensemble trend": { "equity": 1.4013943221929905, "drawdown": -0.021448651959417586, "net": 0.002036210963812124 }, "Core + trend": { "equity": 1.5147073017589276, "drawdown": -0.005130466698082592, "net": 0.004161949775072449 }, "60/40 monthly": { "equity": 1.6423666665375407, "drawdown": 0.0, "net": 0.006169667043572469 }, "SPY buy & hold": { "equity": 1.6751164841050692, "drawdown": 0.0, "net": 0.01143582040736435 }, "BIL reserve": { "equity": 1.003852212896333, "drawdown": -0.006061546570212406, "net": 0.00021764570400573113 } }, { "date": "2014-11-03", "Ensemble trend": { "equity": 1.400374407896983, "drawdown": -0.022160827321796805, "net": -0.0007277853776455068 }, "Core + trend": { "equity": 1.5143017235718843, "drawdown": -0.005396853069358998, "net": -0.0002677601055810497 }, "60/40 monthly": { "equity": 1.6426593774558007, "drawdown": 0.0, "net": 0.0001782250725272938 }, "SPY buy & hold": { "equity": 1.6760301613945188, "drawdown": 0.0, "net": 0.0005454410473058058 }, "BIL reserve": { "equity": 1.0036337763165226, "drawdown": -0.006277825932373693, "net": -0.00021759834466095196 } }, { "date": "2014-11-04", "Ensemble trend": { "equity": 1.3991593313272446, "drawdown": -0.02300927860810531, "net": -0.0008676797882669618 }, "Core + trend": { "equity": 1.512022568430916, "drawdown": -0.00689381687800017, "net": -0.0015050865395518365 }, "60/40 monthly": { "equity": 1.6391777693730616, "drawdown": -0.0021194948450795614, "net": -0.0021194948450795614 }, "SPY buy & hold": { "equity": 1.6702152326625785, "drawdown": -0.003469465446315101, "net": -0.003469465446315101 }, "BIL reserve": { "equity": 1.003852212896333, "drawdown": -0.006061546570212517, "net": 0.00021764570400573113 } }, { "date": "2014-11-05", "Ensemble trend": { "equity": 1.3999499072659487, "drawdown": -0.022457243297061114, "net": 0.0005650363907834244 }, "Core + trend": { "equity": 1.5151756310598299, "drawdown": -0.00482286499016249, "net": 0.002085327755514843 }, "60/40 monthly": { "equity": 1.6455680433051731, "drawdown": 0.0, "net": 0.0038984630291536426 }, "SPY buy & hold": { "equity": 1.6807645163082612, "drawdown": 0.0, "net": 0.00631612228135725 }, "BIL reserve": { "equity": 1.0036337763165224, "drawdown": -0.006277825932373804, "net": -0.00021759834466095196 } }, { "date": "2014-11-06", "Ensemble trend": { "equity": 1.3974843391814962, "drawdown": -0.024178875056601434, "net": -0.0017611830763771819 }, "Core + trend": { "equity": 1.514550251367167, "drawdown": -0.005233618409158702, "net": -0.00041274402771740437 }, "60/40 monthly": { "equity": 1.647516147489838, "drawdown": 0.0, "net": 0.0011838490620856845 }, "SPY buy & hold": { "equity": 1.687492348944439, "drawdown": 0.0, "net": 0.00400284071379331 }, "BIL reserve": { "equity": 1.0038522128963328, "drawdown": -0.006061546570212739, "net": 0.00021764570400573113 } }, { "date": "2014-11-07", "Ensemble trend": { "equity": 1.4019597267241486, "drawdown": -0.021053847044490315, "net": 0.003202459889656728 }, "Core + trend": { "equity": 1.5193457831632402, "drawdown": -0.0020838821701152366, "net": 0.003166307484181674 }, "60/40 monthly": { "equity": 1.6526471160508853, "drawdown": 0.0, "net": 0.0031143661741128703 }, "SPY buy & hold": { "equity": 1.689070982839161, "drawdown": 0.0, "net": 0.0009354909939056633 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932373915, "net": -0.00021759834466095196 } }, { "date": "2014-11-10", "Ensemble trend": { "equity": 1.4010706572672766, "drawdown": -0.02167465740581842, "net": -0.0006341619091650985 }, "Core + trend": { "equity": 1.5190570427715906, "drawdown": -0.0022735287231834267, "net": -0.00019004257941090952 }, "60/40 monthly": { "equity": 1.6530745022083608, "drawdown": 0.0, "net": 0.0002586070270687024 }, "SPY buy & hold": { "equity": 1.6943869234323228, "drawdown": 0.0, "net": 0.0031472570704080827 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.00606154657021285, "net": 0.00021764570400573113 } }, { "date": "2014-11-11", "Ensemble trend": { "equity": 1.4017956385133552, "drawdown": -0.021168424888375226, "net": 0.000517448026134959 }, "Core + trend": { "equity": 1.5198959397113192, "drawdown": -0.001722535798050595, "net": 0.0005522484779096892 }, "60/40 monthly": { "equity": 1.6541145505216486, "drawdown": 0.0, "net": 0.0006291599754870703 }, "SPY buy & hold": { "equity": 1.6960484642217708, "drawdown": 0.0, "net": 0.0009806147382689367 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.00606154657021285, "net": 0.0 } }, { "date": "2014-11-12", "Ensemble trend": { "equity": 1.400367438026073, "drawdown": -0.02216569417223746, "net": -0.00101883644665679 }, "Core + trend": { "equity": 1.51851793915155, "drawdown": -0.002627615460765287, "net": -0.0009066413849562194 }, "60/40 monthly": { "equity": 1.6527894958501128, "drawdown": -0.000801065845843496, "net": -0.000801065845843496 }, "SPY buy & hold": { "equity": 1.694221728351041, "drawdown": -0.0010770540519712268, "net": -0.0010770540519712268 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.00606154657021285, "net": 0.0 } }, { "date": "2014-11-13", "Ensemble trend": { "equity": 1.4016342740107797, "drawdown": -0.02128110084903856, "net": 0.0009046454168428752 }, "Core + trend": { "equity": 1.5201487099000712, "drawdown": -0.0015565147064348084, "net": 0.0010739226099840682 }, "60/40 monthly": { "equity": 1.654979011145098, "drawdown": 0.0, "net": 0.0013247393576028 }, "SPY buy & hold": { "equity": 1.6961321445017086, "drawdown": 0.0, "net": 0.0011276069234025243 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932374137, "net": -0.00021759834466095196 } }, { "date": "2014-11-14", "Ensemble trend": { "equity": 1.4038456738246534, "drawdown": -0.019736947119675108, "net": 0.001577729551051732 }, "Core + trend": { "equity": 1.522165690822675, "drawdown": -0.0002317486167623395, "net": 0.0013268313221383998 }, "60/40 monthly": { "equity": 1.6566032979732612, "drawdown": 0.0, "net": 0.0009814546391373469 }, "SPY buy & hold": { "equity": 1.6965471430064647, "drawdown": 0.0, "net": 0.0002446734507692838 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932374137, "net": 0.0 } }, { "date": "2014-11-17", "Ensemble trend": { "equity": 1.4020072821454657, "drawdown": -0.02102064052945052, "net": -0.0013095397261005948 }, "Core + trend": { "equity": 1.5209959514774278, "drawdown": -0.0010000409694429502, "net": -0.0007684704446432322 }, "60/40 monthly": { "equity": 1.656485284135099, "drawdown": -7.123844212231223e-05, "net": -7.123844212231223e-05 }, "SPY buy & hold": { "equity": 1.6976270981164931, "drawdown": 0.0, "net": 0.0006365606251970135 }, "BIL reserve": { "equity": 1.0038522128963325, "drawdown": -0.006061546570212961, "net": 0.00021764570400573113 } }, { "date": "2014-11-18", "Ensemble trend": { "equity": 1.4054207360226536, "drawdown": -0.018637128736874176, "net": 0.0024346905473731084 }, "Core + trend": { "equity": 1.5257824924656833, "drawdown": 0.0, "net": 0.0031469781254882534 }, "60/40 monthly": { "equity": 1.6630006387591392, "drawdown": 0.0, "net": 0.00393324026868247 }, "SPY buy & hold": { "equity": 1.7074286729392196, "drawdown": 0.0, "net": 0.005773691309240547 }, "BIL reserve": { "equity": 1.003633776316522, "drawdown": -0.006277825932374248, "net": -0.00021759834466095196 } }, { "date": "2014-11-19", "Ensemble trend": { "equity": 1.4031917222394252, "drawdown": -0.020193581769283986, "net": -0.0015860117373366345 }, "Core + trend": { "equity": 1.5230688402555619, "drawdown": -0.0017785314902494243, "net": -0.0017785314902494243 }, "60/40 monthly": { "equity": 1.6596330085078865, "drawdown": -0.00202503244602803, "net": -0.00202503244602803 }, "SPY buy & hold": { "equity": 1.7046882597790403, "drawdown": -0.0016049942253002492, "net": -0.0016049942253002492 }, "BIL reserve": { "equity": 1.003633776316522, "drawdown": -0.006277825932374248, "net": 0.0 } }, { "date": "2014-11-20", "Ensemble trend": { "equity": 1.403933480348206, "drawdown": -0.019675634475098014, "net": 0.0005286220671234521 }, "Core + trend": { "equity": 1.5247680997285018, "drawdown": -0.0006648344322933708, "net": 0.0011156813323387471 }, "60/40 monthly": { "equity": 1.6625826535231971, "drawdown": -0.0002513440020406321, "net": 0.0017772875088586382 }, "SPY buy & hold": { "equity": 1.707678167008609, "drawdown": 0.0, "net": 0.0017539319652239982 }, "BIL reserve": { "equity": 1.003633776316522, "drawdown": -0.006277825932374248, "net": 0.0 } }, { "date": "2014-11-21", "Ensemble trend": { "equity": 1.4102635010647837, "drawdown": -0.015255572107755966, "net": 0.004508775383722297 }, "Core + trend": { "equity": 1.531507625552102, "drawdown": 0.0, "net": 0.004420033331494988 }, "60/40 monthly": { "equity": 1.6692716357025716, "drawdown": 0.0, "net": 0.0040232479060211546 }, "SPY buy & hold": { "equity": 1.7168152492571902, "drawdown": 0.0, "net": 0.005350587965053721 }, "BIL reserve": { "equity": 1.003633776316522, "drawdown": -0.006277825932374248, "net": 0.0 } }, { "date": "2014-11-24", "Ensemble trend": { "equity": 1.411349376937465, "drawdown": -0.014497337767720886, "net": 0.0007699808382344298 }, "Core + trend": { "equity": 1.5335894258101317, "drawdown": 0.0, "net": 0.0013593143274615027 }, "60/40 monthly": { "equity": 1.6728568689072634, "drawdown": 0.0, "net": 0.002147782977923063 }, "SPY buy & hold": { "equity": 1.7216335938049547, "drawdown": 0.0, "net": 0.002806559733115943 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213183, "net": 0.00021764570400573113 } }, { "date": "2014-11-25", "Ensemble trend": { "equity": 1.4121145815586071, "drawdown": -0.01396301848178727, "net": 0.0005421794444708805 }, "Core + trend": { "equity": 1.53434142310619, "drawdown": 0.0, "net": 0.0004903511222771328 }, "60/40 monthly": { "equity": 1.6737546424539003, "drawdown": 0.0, "net": 0.0005366708672591702 }, "SPY buy & hold": { "equity": 1.7203868968432205, "drawdown": -0.0007241360567198374, "net": -0.0007241360567198374 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213183, "net": 0.0 } }, { "date": "2014-11-26", "Ensemble trend": { "equity": 1.4152439740399947, "drawdown": -0.011777858186276968, "net": 0.002216103793739821 }, "Core + trend": { "equity": 1.5378274211997491, "drawdown": 0.0, "net": 0.002271983302452929 }, "60/40 monthly": { "equity": 1.6774716530062386, "drawdown": 0.0, "net": 0.0022207619074254836 }, "SPY buy & hold": { "equity": 1.7247894695010173, "drawdown": 0.0, "net": 0.0025590596312232705 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.006277825932374359, "net": -0.00021759834466095196 } }, { "date": "2014-11-28", "Ensemble trend": { "equity": 1.414303028361343, "drawdown": -0.012434892147165755, "net": -0.0006648646423595972 }, "Core + trend": { "equity": 1.5373038362275864, "drawdown": -0.0003404705657766849, "net": -0.0003404705657766849 }, "60/40 monthly": { "equity": 1.6778946424762782, "drawdown": 0.0, "net": 0.0002521589376973665 }, "SPY buy & hold": { "equity": 1.721134915020261, "drawdown": -0.002118840905153241, "net": -0.002118840905153241 }, "BIL reserve": { "equity": 1.0038522128963323, "drawdown": -0.006061546570213294, "net": 0.00021764570400573113 } }, { "date": "2014-12-01", "Ensemble trend": { "equity": 1.4093640201986555, "drawdown": -0.015883652441854412, "net": -0.0034921852415249477 }, "Core + trend": { "equity": 1.53059804964297, "drawdown": -0.004701029164338233, "net": -0.0043620437460637485 }, "60/40 monthly": { "equity": 1.6692289081705265, "drawdown": -0.005164647461394001, "net": -0.005164647461394001 }, "SPY buy & hold": { "equity": 1.7091734299774777, "drawdown": -0.009053881531441266, "net": -0.006949766074928809 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.00627782593237447, "net": -0.00021759834466095196 } }, { "date": "2014-12-02", "Ensemble trend": { "equity": 1.408318935710582, "drawdown": -0.01661340338948225, "net": -0.0007415291387431466 }, "Core + trend": { "equity": 1.531558783704813, "drawdown": -0.004076294523377433, "net": 0.0006276854083715477 }, "60/40 monthly": { "equity": 1.672771146974459, "drawdown": -0.0030535263491023867, "net": 0.0021220809120869877 }, "SPY buy & hold": { "equity": 1.720221083053769, "drawdown": -0.0026486632299360657, "net": 0.00646374023988705 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.00627782593237447, "net": 0.0 } }, { "date": "2014-12-03", "Ensemble trend": { "equity": 1.4094420883566214, "drawdown": -0.015829139803971715, "net": 0.0007975129905306577 }, "Core + trend": { "equity": 1.5340059278071736, "drawdown": -0.0024849949610042943, "net": 0.0015978127176032864 }, "60/40 monthly": { "equity": 1.6769290022856778, "drawdown": -0.0005755070468401735, "net": 0.0024856091753728826 }, "SPY buy & hold": { "equity": 1.726866472826348, "drawdown": 0.0, "net": 0.003863102154742837 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.00627782593237447, "net": 0.0 } }, { "date": "2014-12-04", "Ensemble trend": { "equity": 1.4112186817316288, "drawdown": -0.014588598284356324, "net": 0.0012604940562537248 }, "Core + trend": { "equity": 1.5355188891757774, "drawdown": -0.0015011645599157797, "net": 0.0009862813051619845 }, "60/40 monthly": { "equity": 1.6781309005642016, "drawdown": 0.0, "net": 0.0007167257986984144 }, "SPY buy & hold": { "equity": 1.7249559019986382, "drawdown": -0.001106380173437893, "net": -0.001106380173437893 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.00627782593237447, "net": 0.0 } }, { "date": "2014-12-05", "Ensemble trend": { "equity": 1.4084858350048524, "drawdown": -0.016496862650870137, "net": -0.001936515411929851 }, "Core + trend": { "equity": 1.5331047688679813, "drawdown": -0.003070989804618951, "net": -0.0015721853536376784 }, "60/40 monthly": { "equity": 1.676084536581793, "drawdown": -0.001219430487645945, "net": -0.001219430487645945 }, "SPY buy & hold": { "equity": 1.7277801501157979, "drawdown": 0.0, "net": 0.0016372871410146317 }, "BIL reserve": { "equity": 1.003852212896332, "drawdown": -0.006061546570213405, "net": 0.00021764570400573113 } }, { "date": "2014-12-08", "Ensemble trend": { "equity": 1.4088417057294988, "drawdown": -0.01624836886734582, "net": 0.0002526619123901508 }, "Core + trend": { "equity": 1.531288844448546, "drawdown": -0.004251827390424623, "net": -0.0011844750967516804 }, "60/40 monthly": { "equity": 1.6714949647644664, "drawdown": -0.003954361246494065, "net": -0.002738269888633793 }, "SPY buy & hold": { "equity": 1.7162339729318554, "drawdown": -0.006682665721775116, "net": -0.006682665721775116 }, "BIL reserve": { "equity": 1.003852212896332, "drawdown": -0.006061546570213405, "net": 0.0 } }, { "date": "2014-12-09", "Ensemble trend": { "equity": 1.4107000899193298, "drawdown": -0.014950715290948713, "net": 0.001319086581745399 }, "Core + trend": { "equity": 1.5330950586296277, "drawdown": -0.0030773040621355774, "net": 0.0011795385224870891 }, "60/40 monthly": { "equity": 1.6732615650530334, "drawdown": -0.0029016422434812172, "net": 0.001056898360932923 }, "SPY buy & hold": { "equity": 1.7150708015730165, "drawdown": -0.007355882947219672, "net": -0.0006777463779323867 }, "BIL reserve": { "equity": 1.0036337763165215, "drawdown": -0.006277825932374692, "net": -0.00021759834466095196 } }, { "date": "2014-12-10", "Ensemble trend": { "equity": 1.4096035258946162, "drawdown": -0.0157164128448799, "net": -0.0007773190294304566 }, "Core + trend": { "equity": 1.5267184434792167, "drawdown": -0.007223813002284585, "net": -0.004159308396774142 }, "60/40 monthly": { "equity": 1.6601126770498253, "drawdown": -0.010737078679808776, "net": -0.007858238232341885 }, "SPY buy & hold": { "equity": 1.6875758745473346, "drawdown": -0.023269323684363852, "net": -0.016031365585878032 }, "BIL reserve": { "equity": 1.0036337763165215, "drawdown": -0.006277825932374692, "net": 0.0 } }, { "date": "2014-12-11", "Ensemble trend": { "equity": 1.4097763834818808, "drawdown": -0.015595711610146834, "net": 0.0001226285151030293 }, "Core + trend": { "equity": 1.52852503854232, "drawdown": -0.006049041998595572, "net": 0.0011833190794410253 }, "60/40 monthly": { "equity": 1.6640122676492872, "drawdown": -0.00841330846727606, "net": 0.002348991519293575 }, "SPY buy & hold": { "equity": 1.6961321445017086, "drawdown": -0.018317148516822646, "net": 0.00507015422738788 }, "BIL reserve": { "equity": 1.0036337763165215, "drawdown": -0.006277825932374692, "net": 0.0 } }, { "date": "2014-12-12", "Ensemble trend": { "equity": 1.4109666230304656, "drawdown": -0.014764603265897014, "net": 0.0008442754202231395 }, "Core + trend": { "equity": 1.524513387111467, "drawdown": -0.008657690651591499, "net": -0.002624524511995352 }, "60/40 monthly": { "equity": 1.653362496794926, "drawdown": -0.0147595183194279, "net": -0.006400055493224088 }, "SPY buy & hold": { "equity": 1.6687201243707526, "drawdown": -0.03418260462194045, "net": -0.01616148849004284 }, "BIL reserve": { "equity": 1.0038522128963319, "drawdown": -0.006061546570213627, "net": 0.00021764570400573113 } }, { "date": "2014-12-15", "Ensemble trend": { "equity": 1.4070025099571133, "drawdown": -0.017532623751126186, "net": -0.0028095016626531466 }, "Core + trend": { "equity": 1.5182830356538566, "drawdown": -0.0127090889890914, "net": -0.004086780418120939 }, "60/40 monthly": { "equity": 1.644173112610135, "drawdown": -0.0202354821919134, "net": -0.005557997234487244 }, "SPY buy & hold": { "equity": 1.657257008758578, "drawdown": -0.040817196188122185, "net": -0.006869405746812718 }, "BIL reserve": { "equity": 1.0034136578381176, "drawdown": -0.006495770583176186, "net": -0.00043687213374654643 } }, { "date": "2014-12-16", "Ensemble trend": { "equity": 1.4081669934299794, "drawdown": -0.0167195000969923, "net": 0.0008276342541149173 }, "Core + trend": { "equity": 1.5169897016711102, "drawdown": -0.0135501027237388, "net": -0.0008518398430167329 }, "60/40 monthly": { "equity": 1.639752107760207, "drawdown": -0.022869963714446384, "net": -0.002688892560047673 }, "SPY buy & hold": { "equity": 1.6439665385675044, "drawdown": -0.04850941917736251, "net": -0.008019558898127443 }, "BIL reserve": { "equity": 1.0034136578381176, "drawdown": -0.006495770583176186, "net": 0.0 } }, { "date": "2014-12-17", "Ensemble trend": { "equity": 1.4084765909347043, "drawdown": -0.016503317505982218, "net": 0.0002198585154808974 }, "Core + trend": { "equity": 1.5234342532427378, "drawdown": -0.009359416901138617, "net": 0.004248250047135027 }, "60/40 monthly": { "equity": 1.6540511838107608, "drawdown": -0.014349128989487592, "net": 0.00872026691283545 }, "SPY buy & hold": { "equity": 1.6761964392150983, "drawdown": -0.02985548300068297, "net": 0.019604961470613524 }, "BIL reserve": { "equity": 1.0034136578381176, "drawdown": -0.006495770583176186, "net": 0.0 } }, { "date": "2014-12-18", "Ensemble trend": { "equity": 1.410940133897309, "drawdown": -0.014783099827891166, "net": 0.001749083356060499 }, "Core + trend": { "equity": 1.5338373540104646, "drawdown": -0.0025946131108598447, "net": 0.006828716595798534 }, "60/40 monthly": { "equity": 1.6746500623976572, "drawdown": -0.0020742351895040034, "net": 0.012453591997944491 }, "SPY buy & hold": { "equity": 1.717646329005999, "drawdown": -0.005865226029549975, "net": 0.024728539460631582 }, "BIL reserve": { "equity": 1.0036337763165215, "drawdown": -0.006277825932374692, "net": 0.0002193696255621269 } }, { "date": "2014-12-19", "Ensemble trend": { "equity": 1.4139488559877256, "drawdown": -0.01268220002343834, "net": 0.00213242363593813 }, "Core + trend": { "equity": 1.5384665661550778, "drawdown": 0.0, "net": 0.0030180593349806717 }, "60/40 monthly": { "equity": 1.6813969082241165, "drawdown": 0.0, "net": 0.004028809348264328 }, "SPY buy & hold": { "equity": 1.7249548192593418, "drawdown": -0.001635237478719076, "net": 0.004254944763612878 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583176075, "net": -0.00021932151308379222 } }, { "date": "2014-12-22", "Ensemble trend": { "equity": 1.4150275049740895, "drawdown": -0.011929011999943895, "net": 0.0007628628021416617 }, "Core + trend": { "equity": 1.541111499791353, "drawdown": 0.0, "net": 0.0017192012452278416 }, "60/40 monthly": { "equity": 1.686061920055183, "drawdown": 0.0, "net": 0.0027744857910996235 }, "SPY buy & hold": { "equity": 1.7328897515343997, "drawdown": 0.0, "net": 0.0046000812232664945 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583176075, "net": 0.0 } }, { "date": "2014-12-23", "Ensemble trend": { "equity": 1.4105033505815165, "drawdown": -0.015088092431116196, "net": -0.003197220108209553 }, "Core + trend": { "equity": 1.5367790464665334, "drawdown": -0.0028112523496232056, "net": -0.0028112523496232056 }, "60/40 monthly": { "equity": 1.6819078700136123, "drawdown": -0.002463758888187728, "net": -0.002463758888187728 }, "SPY buy & hold": { "equity": 1.7352281590613847, "drawdown": 0.0, "net": 0.0013494266008062805 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583176075, "net": 0.0 } }, { "date": "2014-12-24", "Ensemble trend": { "equity": 1.411075320955977, "drawdown": -0.014688702786029184, "net": 0.00040550798707750246 }, "Core + trend": { "equity": 1.5373490098483995, "drawdown": -0.0024414131900664104, "net": 0.0003708818018937077 }, "60/40 monthly": { "equity": 1.6824840592445984, "drawdown": -0.0021220221914908244, "net": 0.00034258073302284586 }, "SPY buy & hold": { "equity": 1.7353949009130907, "drawdown": 0.0, "net": 9.60921771786527e-05 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.00627782593237447, "net": 0.0002193696255621269 } }, { "date": "2014-12-26", "Ensemble trend": { "equity": 1.4124772593905093, "drawdown": -0.013709771500768464, "net": 0.0009935248768877525 }, "Core + trend": { "equity": 1.5399569843008323, "drawdown": -0.0007491446859472228, "net": 0.0016964101422161093 }, "60/40 monthly": { "equity": 1.686655599672799, "drawdown": 0.0, "net": 0.0024793937305258584 }, "SPY buy & hold": { "equity": 1.7409917350152484, "drawdown": 0.0, "net": 0.0032251069190147863 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583175964, "net": -0.00021932151308379222 } }, { "date": "2014-12-29", "Ensemble trend": { "equity": 1.4147792294542494, "drawdown": -0.012102375300178103, "net": 0.0016297395575299856 }, "Core + trend": { "equity": 1.542831063618348, "drawdown": 0.0, "net": 0.0018663374021583579 }, "60/40 monthly": { "equity": 1.6902957514710073, "drawdown": 0.0, "net": 0.002158206926722084 }, "SPY buy & hold": { "equity": 1.7433298331881486, "drawdown": 0.0, "net": 0.0013429691398734178 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583175964, "net": 0.0 } }, { "date": "2014-12-30", "Ensemble trend": { "equity": 1.4141684512322503, "drawdown": -0.012528863293618575, "net": -0.00043171274307907126 }, "Core + trend": { "equity": 1.5404106423795678, "drawdown": -0.0015688180617154934, "net": -0.0015688180617154934 }, "60/40 monthly": { "equity": 1.685550781331472, "drawdown": -0.00280718337924335, "net": -0.00280718337924335 }, "SPY buy & hold": { "equity": 1.733975429694997, "drawdown": -0.005365825396359325, "net": -0.005365825396359325 }, "BIL reserve": { "equity": 1.0034136578381179, "drawdown": -0.006495770583175964, "net": 0.0 } }, { "date": "2014-12-31", "Ensemble trend": { "equity": 1.4126211938168016, "drawdown": -0.013609266436171552, "net": -0.0010941111110919222 }, "Core + trend": { "equity": 1.535445698920471, "drawdown": -0.004786891366159285, "net": -0.0032231298087029847 }, "60/40 monthly": { "equity": 1.6761902186256357, "drawdown": -0.008345008755477279, "net": -0.005553414830042791 }, "SPY buy & hold": { "equity": 1.7167696195296827, "drawdown": -0.01523533479025796, "net": -0.009922753154778308 }, "BIL reserve": { "equity": 1.0036337763165217, "drawdown": -0.006277825932374359, "net": 0.0002193696255621269 } }, { "date": "2015-01-02", "Ensemble trend": { "equity": 1.4153414798997626, "drawdown": -0.011709772788036976, "net": 0.0019257010264803753 }, "Core + trend": { "equity": 1.5382086854399502, "drawdown": -0.00299603649900404, "net": 0.0017994687284752509 }, "60/40 monthly": { "equity": 1.6790477223153917, "drawdown": -0.006654474014873957, "net": 0.0017047609859570656 }, "SPY buy & hold": { "equity": 1.7158505285437489, "drawdown": -0.015762539091151995, "net": -0.0005353607003981686 }, "BIL reserve": { "equity": 1.003413657838118, "drawdown": -0.006495770583175853, "net": -0.00021932151308379222 } }, { "date": "2015-01-05", "Ensemble trend": { "equity": 1.4148412921992668, "drawdown": -0.012059038758964635, "net": -0.00035340425444962964 }, "Core + trend": { "equity": 1.5317332028436277, "drawdown": -0.007193179497366975, "net": -0.004209755579731689 }, "60/40 monthly": { "equity": 1.664919526175087, "drawdown": -0.015012890657647437, "net": -0.008414410116242443 }, "SPY buy & hold": { "equity": 1.6848629939007023, "drawdown": -0.033537451246689165, "net": -0.01805957694307203 }, "BIL reserve": { "equity": 1.003633776316522, "drawdown": -0.006277825932374248, "net": 0.0002193696255621269 } }, { "date": "2015-01-06", "Ensemble trend": { "equity": 1.416521396801908, "drawdown": -0.010885872436162125, "net": 0.0011874862657064167 }, "Core + trend": { "equity": 1.5305601598453307, "drawdown": -0.007953497996234793, "net": -0.0007658272316087844 }, "60/40 monthly": { "equity": 1.6601202552331684, "drawdown": -0.017852199067280417, "net": -0.002882584333036342 }, "SPY buy & hold": { "equity": 1.6689931293505864, "drawdown": -0.04264064230554554, "net": -0.009419083099080239 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": -0.00021932151308379222 } }, { "date": "2015-01-07", "Ensemble trend": { "equity": 1.4192379908391997, "drawdown": -0.008988956832058026, "net": 0.0019177924480526798 }, "Core + trend": { "equity": 1.537375845070618, "drawdown": -0.0035358495666635292, "net": 0.004453065880126061 }, "60/40 monthly": { "equity": 1.6722210735402447, "drawdown": -0.010693204378602217, "net": 0.007289121537389365 }, "SPY buy & hold": { "equity": 1.6897906951174428, "drawdown": -0.030710848315373074, "net": 0.012461145226492887 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-08", "Ensemble trend": { "equity": 1.4208897023518086, "drawdown": -0.007835616546856605, "net": 0.001163801647976248 }, "Core + trend": { "equity": 1.544811185961372, "drawdown": 0.0, "net": 0.004836384619021139 }, "60/40 monthly": { "equity": 1.6870812456182336, "drawdown": -0.0019017416626505579, "net": 0.008886487745623395 }, "SPY buy & hold": { "equity": 1.7197756131716606, "drawdown": -0.013511051992618595, "net": 0.017744752732310243 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-09", "Ensemble trend": { "equity": 1.4219365182057522, "drawdown": -0.007104656638710516, "net": 0.0007367326627891746 }, "Core + trend": { "equity": 1.5433004081736394, "drawdown": -0.0009779692181556277, "net": -0.0009779692181556277 }, "60/40 monthly": { "equity": 1.6823133892425994, "drawdown": -0.004722464823958217, "net": -0.0028260976689874484 }, "SPY buy & hold": { "equity": 1.7059940433709708, "drawdown": -0.02141636602919783, "net": -0.00801358601385993 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-12", "Ensemble trend": { "equity": 1.4222138698216338, "drawdown": -0.00691099037839793, "net": 0.00019505203806979843 }, "Core + trend": { "equity": 1.5410565797645301, "drawdown": -0.0024304628494163927, "net": -0.0014539155158810324 }, "60/40 monthly": { "equity": 1.6768476990463848, "drawdown": -0.007956035157113295, "net": -0.0032489132115125496 }, "SPY buy & hold": { "equity": 1.6926302562618003, "drawdown": -0.02908203368127449, "net": -0.007833431283713166 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-13", "Ensemble trend": { "equity": 1.422118078515423, "drawdown": -0.006977878555650241, "net": -6.735365773280488e-05 }, "Core + trend": { "equity": 1.5400518683191144, "drawdown": -0.003080841002129242, "net": -0.0006519627238924519 }, "60/40 monthly": { "equity": 1.6746785675415852, "drawdown": -0.00923932034724162, "net": -0.001293576933691254 }, "SPY buy & hold": { "equity": 1.687869915604935, "drawdown": -0.031812636098695224, "net": -0.0028123925111550596 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-14", "Ensemble trend": { "equity": 1.423487917692435, "drawdown": -0.0060213612128610094, "net": 0.0009632387054963054 }, "Core + trend": { "equity": 1.5395638556101616, "drawdown": -0.0033967454397638708, "net": -0.0003168806966777904 }, "60/40 monthly": { "equity": 1.6718336027181937, "drawdown": -0.0109224369384745, "net": -0.0016988124637957736 }, "SPY buy & hold": { "equity": 1.677679946728745, "drawdown": -0.037657754264059706, "net": -0.006037176669825173 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-15", "Ensemble trend": { "equity": 1.4265234479337512, "drawdown": -0.003901742085954951, "net": 0.002132459435438605 }, "Core + trend": { "equity": 1.5398513454094127, "drawdown": -0.003210645156529468, "net": 0.00018673457304396734 }, "60/40 monthly": { "equity": 1.6686497306496555, "drawdown": -0.012806055273175798, "net": -0.0019044192336855614 }, "SPY buy & hold": { "equity": 1.6623110811189588, "drawdown": -0.04647356485664289, "net": -0.009160785190139298 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-16", "Ensemble trend": { "equity": 1.4250236168150647, "drawdown": -0.004949028877246575, "net": -0.0010513890401583348 }, "Core + trend": { "equity": 1.542405847389073, "drawdown": -0.0015570437307536045, "net": 0.0016589276538125919 }, "60/40 monthly": { "equity": 1.6763697585426434, "drawdown": -0.00823879070644562, "net": 0.00462651193428254 }, "SPY buy & hold": { "equity": 1.6841109541205592, "drawdown": -0.03396883248380578, "net": 0.013114195801983364 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-20", "Ensemble trend": { "equity": 1.426889404728087, "drawdown": -0.0036462055044583774, "net": 0.0013093031518960352 }, "Core + trend": { "equity": 1.5450574246683915, "drawdown": 0.0, "net": 0.001719117756073807 }, "60/40 monthly": { "equity": 1.6800543728551274, "drawdown": -0.006058927029170547, "net": 0.0021979723111249516 }, "SPY buy & hold": { "equity": 1.687702864399144, "drawdown": -0.03190845916247287, "net": 0.0021328228225083734 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.006495770583175631, "net": 0.0 } }, { "date": "2015-01-21", "Ensemble trend": { "equity": 1.4253122507769047, "drawdown": -0.00474748449535789, "net": -0.0011053091752986077 }, "Core + trend": { "equity": 1.5449440315836969, "drawdown": -7.339085453017535e-05, "net": -7.339085453017535e-05 }, "60/40 monthly": { "equity": 1.68179094749797, "drawdown": -0.005031547861157337, "net": 0.0010336419290355447 }, "SPY buy & hold": { "equity": 1.696222785248554, "drawdown": -0.027021305459705602, "net": 0.005048235106505761 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932374137, "net": 0.0002193696255621269 } }, { "date": "2015-01-22", "Ensemble trend": { "equity": 1.4271229510999053, "drawdown": -0.003483127123624752, "net": 0.001270388521542154 }, "Core + trend": { "equity": 1.5517090024731652, "drawdown": 0.0, "net": 0.004378780558499384 }, "60/40 monthly": { "equity": 1.6949215608823396, "drawdown": 0.0, "net": 0.007807518172163075 }, "SPY buy & hold": { "equity": 1.721446434583652, "drawdown": -0.012552643904726213, "net": 0.014870481374533506 }, "BIL reserve": { "equity": 1.0034136578381183, "drawdown": -0.00649577058317552, "net": -0.00021932151308379222 } }, { "date": "2015-01-23", "Ensemble trend": { "equity": 1.4298826633573898, "drawdown": -0.0015561033680698833, "net": 0.0019337592849708596 }, "Core + trend": { "equity": 1.5527654530739874, "drawdown": 0.0, "net": 0.0006808303613232702 }, "60/40 monthly": { "equity": 1.6938397505233116, "drawdown": -0.0006382657368902978, "net": -0.0006382657368902978 }, "SPY buy & hold": { "equity": 1.7120080414564776, "drawdown": -0.017966647008151426, "net": -0.005482827079343333 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932373915, "net": 0.0002193696255621269 } }, { "date": "2015-01-26", "Ensemble trend": { "equity": 1.4290502677402468, "drawdown": -0.002137340098060103, "net": -0.0005821426040570898 }, "Core + trend": { "equity": 1.55264775963669, "drawdown": -7.579601739882147e-05, "net": -7.579601739882147e-05 }, "60/40 monthly": { "equity": 1.6946242439460415, "drawdown": -0.0001754163397056363, "net": 0.0004631450067738019 }, "SPY buy & hold": { "equity": 1.7160177344265812, "drawdown": -0.01566662730231594, "net": 0.002342099378629392 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932373915, "net": 0.0 } }, { "date": "2015-01-27", "Ensemble trend": { "equity": 1.426799962737606, "drawdown": -0.003708660146218068, "net": -0.0015746856870186843 }, "Core + trend": { "equity": 1.545975557043112, "drawdown": -0.004372776337491002, "net": -0.004297306038775428 }, "60/40 monthly": { "equity": 1.6822607568752426, "drawdown": -0.007469846569481464, "net": -0.007295710016522405 }, "SPY buy & hold": { "equity": 1.693382605396027, "drawdown": -0.028650474994040387, "net": -0.013190498312721677 }, "BIL reserve": { "equity": 1.0036337763165222, "drawdown": -0.006277825932373915, "net": 0.0 } }, { "date": "2015-01-28", "Ensemble trend": { "equity": 1.4283460603807392, "drawdown": -0.0026290668376602877, "net": 0.0010836120574091446 }, "Core + trend": { "equity": 1.5435511740965326, "drawdown": -0.005934108695690887, "net": -0.0015681897010172419 }, "60/40 monthly": { "equity": 1.6747784873974816, "drawdown": -0.011884369135272577, "net": -0.004447746550100273 }, "SPY buy & hold": { "equity": 1.6716656392891518, "drawdown": -0.041107650735225154, "net": -0.01282460681813613 }, "BIL reserve": { "equity": 1.0034136578381185, "drawdown": -0.006495770583175409, "net": -0.00021932151308379222 } }, { "date": "2015-01-29", "Ensemble trend": { "equity": 1.428297324337681, "drawdown": -0.002663097745219667, "net": -3.412061293128765e-05 }, "Core + trend": { "equity": 1.5464326606563106, "drawdown": -0.004078396003169615, "net": 0.0018667904298441673 }, "60/40 monthly": { "equity": 1.6814086038987563, "drawdown": -0.007972614954847024, "net": 0.003958802045264775 }, "SPY buy & hold": { "equity": 1.6871172571166215, "drawdown": -0.03224437223604859, "net": 0.009243246654301096 }, "BIL reserve": { "equity": 1.0034136578381185, "drawdown": -0.006495770583175409, "net": 0.0 } }, { "date": "2015-01-30", "Ensemble trend": { "equity": 1.430703524998798, "drawdown": -0.0009829204651321533, "net": 0.0016846637041996182 }, "Core + trend": { "equity": 1.5449461443865364, "drawdown": -0.005035730716426823, "net": -0.0009612550921831442 }, "60/40 monthly": { "equity": 1.6749767569123482, "drawdown": -0.01176739055676923, "net": -0.003825273030894638 }, "SPY buy & hold": { "equity": 1.6659026820434577, "drawdown": -0.04441336898542858, "net": -0.012574452062342534 }, "BIL reserve": { "equity": 1.0034136578381185, "drawdown": -0.006495770583175409, "net": 0.0 } }, { "date": "2015-02-02", "Ensemble trend": { "equity": 1.4327461007555469, "drawdown": 0.0, "net": 0.0014276722752539772 }, "Core + trend": { "equity": 1.5510186230142018, "drawdown": -0.0011249799873686017, "net": 0.0039305438896557465 }, "60/40 monthly": { "equity": 1.6862358741482837, "drawdown": -0.005124536105101107, "net": 0.006721954313378298 }, "SPY buy & hold": { "equity": 1.6865336606356507, "drawdown": -0.032579131883856305, "net": 0.012384263987669675 }, "BIL reserve": { "equity": 1.0034136578381185, "drawdown": -0.006495770583175409, "net": 0.0 } }, { "date": "2015-02-03", "Ensemble trend": { "equity": 1.4307840270230758, "drawdown": -0.0013694497102008096, "net": -0.0013694497102008096 }, "Core + trend": { "equity": 1.5536579612879262, "drawdown": 0.0, "net": 0.0017016805824001668 }, "60/40 monthly": { "equity": 1.6947134108076507, "drawdown": -0.00012280808710729563, "net": 0.005027491580114285 }, "SPY buy & hold": { "equity": 1.710922672649965, "drawdown": -0.01858923074752794, "net": 0.014461028904173778 }, "BIL reserve": { "equity": 1.0036337763165224, "drawdown": -0.006277825932373804, "net": 0.0002193696255621269 } }, { "date": "2015-02-04", "Ensemble trend": { "equity": 1.4303651032102693, "drawdown": -0.001661841929998631, "net": -0.00029279318534070065 }, "Core + trend": { "equity": 1.5522769217618473, "drawdown": -0.0008888954715194908, "net": -0.0008888954715194908 }, "60/40 monthly": { "equity": 1.6920178778790511, "drawdown": -0.0017131665973832977, "net": -0.001590553843150988 }, "SPY buy & hold": { "equity": 1.704408139655255, "drawdown": -0.022326064059670636, "net": -0.003807613926010811 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": -0.00021932151308379222 } }, { "date": "2015-02-05", "Ensemble trend": { "equity": 1.4322495906950745, "drawdown": -0.0003465443460013429, "net": 0.001317487039201204 }, "Core + trend": { "equity": 1.5565718623323703, "drawdown": 0.0, "net": 0.0027668649261680667 }, "60/40 monthly": { "equity": 1.699612442642068, "drawdown": 0.0, "net": 0.004488466027638305 }, "SPY buy & hold": { "equity": 1.7216139498205691, "drawdown": -0.012456554665772002, "net": 0.010094888521709589 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-02-06", "Ensemble trend": { "equity": 1.4199426997108224, "drawdown": -0.008936266542950433, "net": -0.008592699948533067 }, "Core + trend": { "equity": 1.5450145031627465, "drawdown": -0.007424879923183414, "net": -0.007424879923183414 }, "60/40 monthly": { "equity": 1.6891242763343495, "drawdown": -0.0061709164069277955, "net": -0.0061709164069277955 }, "SPY buy & hold": { "equity": 1.7168523717473647, "drawdown": -0.015187866883665135, "net": -0.002765764109718516 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-02-09", "Ensemble trend": { "equity": 1.4186448183181886, "drawdown": -0.009842136321238093, "net": -0.0009140378642732427 }, "Core + trend": { "equity": 1.5421663711774225, "drawdown": -0.009254626467012361, "net": -0.0018434338185783217 }, "60/40 monthly": { "equity": 1.6842914416343375, "drawdown": -0.00901440859300473, "net": -0.0028611480917791754 }, "SPY buy & hold": { "equity": 1.7091683256350776, "drawdown": -0.0195955503673092, "net": -0.0044756591997870965 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-02-10", "Ensemble trend": { "equity": 1.4196097732296955, "drawdown": -0.00916863603322604, "net": 0.0006801948585348772 }, "Core + trend": { "equity": 1.546610359383794, "drawdown": -0.00639964218140876, "net": 0.0028816529068642627 }, "60/40 monthly": { "equity": 1.6932950422704778, "drawdown": -0.0037169652404812625, "net": 0.005345631055041045 }, "SPY buy & hold": { "equity": 1.7273770617433057, "drawdown": -0.009150747690509498, "net": 0.010653565149273625 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-02-11", "Ensemble trend": { "equity": 1.4171564811893076, "drawdown": -0.010880936655851547, "net": -0.001728145358429467 }, "Core + trend": { "equity": 1.5454191191244429, "drawdown": -0.007164939491592914, "net": -0.0007702264840809825 }, "60/40 monthly": { "equity": 1.6936318652776223, "drawdown": -0.0035187888805688905, "net": 0.0001989157227395566 }, "SPY buy & hold": { "equity": 1.728378904946923, "drawdown": -0.008576075483022083, "net": 0.0005799794531287095 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-02-12", "Ensemble trend": { "equity": 1.4223799518894948, "drawdown": -0.007235161108158361, "net": 0.003685881389614565 }, "Core + trend": { "equity": 1.5526881353176993, "drawdown": -0.0024950515351418456, "net": 0.004703588886214138 }, "60/40 monthly": { "equity": 1.7036561881383117, "drawdown": 0.0, "net": 0.005918832224525827 }, "SPY buy & hold": { "equity": 1.7450008092771814, "drawdown": 0.0, "net": 0.009617048832685882 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": 0.0 } }, { "date": "2015-02-13", "Ensemble trend": { "equity": 1.4234261359243965, "drawdown": -0.006504966111047561, "net": 0.00073551657805071 }, "Core + trend": { "equity": 1.5540458916102857, "drawdown": -0.0016227780953844695, "net": 0.0008744552506729786 }, "60/40 monthly": { "equity": 1.705609870402395, "drawdown": 0.0, "net": 0.0011467585289133275 }, "SPY buy & hold": { "equity": 1.7521833924180117, "drawdown": 0.0, "net": 0.004116091581530812 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-02-17", "Ensemble trend": { "equity": 1.4178385380842575, "drawdown": -0.010404887972424448, "net": -0.0039254568249939 }, "Core + trend": { "equity": 1.5494602655752014, "drawdown": -0.004568755821213966, "net": -0.002950766164525942 }, "60/40 monthly": { "equity": 1.702441073412968, "drawdown": -0.0018578674082598834, "net": -0.0018578674082598834 }, "SPY buy & hold": { "equity": 1.7549403560217278, "drawdown": 0.0, "net": 0.0015734446608990371 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-02-18", "Ensemble trend": { "equity": 1.4213238964009869, "drawdown": -0.007972245988690174, "net": 0.0024582194820568226 }, "Core + trend": { "equity": 1.5529175169400382, "drawdown": -0.0023476881991535414, "net": 0.0022312617119957245 }, "60/40 monthly": { "equity": 1.7057533572177024, "drawdown": 0.0, "net": 0.0019456084891644743 }, "SPY buy & hold": { "equity": 1.755107252550476, "drawdown": 0.0, "net": 9.510096920140043e-05 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-02-19", "Ensemble trend": { "equity": 1.4191659437572746, "drawdown": -0.009478411416447674, "net": -0.0015182694452521295 }, "Core + trend": { "equity": 1.5506149758225114, "drawdown": -0.0038269267574534416, "net": -0.0014827195214229816 }, "60/40 monthly": { "equity": 1.7033146967396353, "drawdown": -0.0014296676994643986, "net": -0.0014296676994643986 }, "SPY buy & hold": { "equity": 1.7538537497988762, "drawdown": -0.0007142029353353063, "net": -0.0007142029353353063 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-02-20", "Ensemble trend": { "equity": 1.4206762607900383, "drawdown": -0.008424269979966259, "net": 0.0010642286333091278 }, "Core + trend": { "equity": 1.5539874301190455, "drawdown": -0.0016603359445623855, "net": 0.002174914049662968 }, "60/40 monthly": { "equity": 1.7091243057905843, "drawdown": 0.0, "net": 0.0034107667021656685 }, "SPY buy & hold": { "equity": 1.7643785944718593, "drawdown": 0.0, "net": 0.006000981937171357 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-02-23", "Ensemble trend": { "equity": 1.4225301889682482, "drawdown": -0.007130301580937082, "net": 0.0013049617491174281 }, "Core + trend": { "equity": 1.5563908833987894, "drawdown": -0.00011626763785244076, "net": 0.001546636242456323 }, "60/40 monthly": { "equity": 1.7120648905294098, "drawdown": 0.0, "net": 0.0017205212803204084 }, "SPY buy & hold": { "equity": 1.764127553632046, "drawdown": -0.00014228286411988034, "net": -0.00014228286411988034 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-02-24", "Ensemble trend": { "equity": 1.4280562177104665, "drawdown": -0.0032733525099856164, "net": 0.0038846477811669278 }, "Core + trend": { "equity": 1.5628101879837648, "drawdown": 0.0, "net": 0.004124480972901301 }, "60/40 monthly": { "equity": 1.7194860553236513, "drawdown": 0.0, "net": 0.0043346282230849464 }, "SPY buy & hold": { "equity": 1.7691395538368941, "drawdown": 0.0, "net": 0.002841064521966752 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-02-25", "Ensemble trend": { "equity": 1.4288448957927025, "drawdown": -0.0027228864631264615, "net": 0.0005522738337992994 }, "Core + trend": { "equity": 1.5631466828279605, "drawdown": 0.0, "net": 0.0002153139560918671 }, "60/40 monthly": { "equity": 1.7192326746019826, "drawdown": -0.00014735840449775495, "net": -0.00014735840449775495 }, "SPY buy & hold": { "equity": 1.7676360929847776, "drawdown": -0.0008498260348402953, "net": -0.0008498260348402953 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-02-26", "Ensemble trend": { "equity": 1.4253075178829624, "drawdown": -0.005191836061296473, "net": -0.0024756906226532926 }, "Core + trend": { "equity": 1.5587746326819747, "drawdown": -0.0027969544982663352, "net": -0.0027969544982663352 }, "60/40 monthly": { "equity": 1.713971524788163, "drawdown": -0.003207080696243425, "net": -0.0030601732339908816 }, "SPY buy & hold": { "equity": 1.7655482622664789, "drawdown": -0.0020299651107943406, "net": -0.001181142841891969 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-02-27", "Ensemble trend": { "equity": 1.426640621573995, "drawdown": -0.004261382514551659, "net": 0.0009353095204414075 }, "Core + trend": { "equity": 1.559071410379326, "drawdown": -0.0026070953502980165, "net": 0.00019039166479162262 }, "60/40 monthly": { "equity": 1.7128306716561184, "drawdown": -0.0038705656535726884, "net": -0.0006656196532703884 }, "SPY buy & hold": { "equity": 1.7595339548268867, "drawdown": -0.005429531542141319, "net": -0.0034064814698814283 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-03-02", "Ensemble trend": { "equity": 1.4234146810278636, "drawdown": -0.006512961174881204, "net": -0.002261214560519309 }, "Core + trend": { "equity": 1.5578124027710432, "drawdown": -0.0034125268700099243, "net": -0.0008075368452664655 }, "60/40 monthly": { "equity": 1.714312124864301, "drawdown": -0.003008998208116509, "net": 0.0008649151563535629 }, "SPY buy & hold": { "equity": 1.7706430146890102, "drawdown": 0.0, "net": 0.0063136376718666565 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-03-03", "Ensemble trend": { "equity": 1.4199935180698822, "drawdown": -0.008900797342208722, "net": -0.0024034900044104246 }, "Core + trend": { "equity": 1.5534045906547742, "drawdown": -0.006232359560499723, "net": -0.0028294883956683226 }, "60/40 monthly": { "equity": 1.708588120977878, "drawdown": -0.0063379021376954725, "net": -0.003338950826633269 }, "SPY buy & hold": { "equity": 1.7633761325600725, "drawdown": -0.004104092168016105, "net": -0.004104092168016105 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-03-04", "Ensemble trend": { "equity": 1.4177185243208985, "drawdown": -0.010488652823220868, "net": -0.0016021155871723813 }, "Core + trend": { "equity": 1.5504610045634069, "drawdown": -0.008115475280671358, "net": -0.0018949255777123142 }, "60/40 monthly": { "equity": 1.7047222674742084, "drawdown": -0.008586163175754224, "net": -0.0022626011829328663 }, "SPY buy & hold": { "equity": 1.7559423539023866, "drawdown": -0.008302441917805492, "net": -0.004215651170742296 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-05", "Ensemble trend": { "equity": 1.4185580254439971, "drawdown": -0.009902714307906901, "net": 0.0005921493644167608 }, "Core + trend": { "equity": 1.5515515892441454, "drawdown": -0.007417789840962197, "net": 0.0007033938148259811 }, "60/40 monthly": { "equity": 1.7062308765969956, "drawdown": -0.007708802688813132, "net": 0.0008849588883603765 }, "SPY buy & hold": { "equity": 1.757863906800107, "drawdown": -0.007217213059261263, "net": 0.0010943143397901256 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-06", "Ensemble trend": { "equity": 1.4039428616950678, "drawdown": -0.020103519420007432, "net": -0.010302831105096999 }, "Core + trend": { "equity": 1.5334152117082427, "drawdown": -0.01902026946436608, "net": -0.011689187560136483 }, "60/40 monthly": { "equity": 1.6848147842440553, "drawdown": -0.020163740771407368, "net": -0.012551696635366039 }, "SPY buy & hold": { "equity": 1.7331398643119569, "drawdown": -0.02118052598176612, "net": -0.014064821737625799 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-03-09", "Ensemble trend": { "equity": 1.4077700976577168, "drawdown": -0.017432260387698295, "net": 0.0027260624823635116 }, "Core + trend": { "equity": 1.538780853726882, "drawdown": -0.015587679242614172, "net": 0.0034991449006571695 }, "60/40 monthly": { "equity": 1.692131350751227, "drawdown": -0.015908651592568712, "net": 0.004342653314532985 }, "SPY buy & hold": { "equity": 1.7403233755150413, "drawdown": -0.017123518926424608, "net": 0.00414479601502693 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-03-10", "Ensemble trend": { "equity": 1.4005670150176093, "drawdown": -0.022459726619369902, "net": -0.0051166612020615565 }, "Core + trend": { "equity": 1.5290118078870043, "drawdown": -0.021837282013227988, "net": -0.006348562120601642 }, "60/40 monthly": { "equity": 1.6783742825725878, "drawdown": -0.023909337690630528, "net": -0.008130023814363896 }, "SPY buy & hold": { "equity": 1.7120918764134567, "drawdown": -0.033067726125380115, "net": -0.01622198466031044 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-11", "Ensemble trend": { "equity": 1.4014092532395066, "drawdown": -0.021871877717562938, "net": 0.0006013551746302248 }, "Core + trend": { "equity": 1.528875318744957, "drawdown": -0.021924598925675665, "net": -8.926624460536825e-05 }, "60/40 monthly": { "equity": 1.6772165136301522, "drawdown": -0.024582660361001096, "net": -0.0006898157070548416 }, "SPY buy & hold": { "equity": 1.7080828021515224, "drawdown": -0.03533191728569607, "net": -0.002341623318914632 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-12", "Ensemble trend": { "equity": 1.407563311522366, "drawdown": -0.017576588915440672, "net": 0.004391335556429343 }, "Core + trend": { "equity": 1.5379440584398303, "drawdown": -0.016123006666613593, "net": 0.005931641111400543 }, "60/40 monthly": { "equity": 1.6906150648963887, "drawdown": -0.016790476629848672, "net": 0.007988563883882138 }, "SPY buy & hold": { "equity": 1.729799149550228, "drawdown": -0.023067250032867803, "net": 0.012713872753329802 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-03-13", "Ensemble trend": { "equity": 1.403579752371684, "drawdown": -0.02035695533806181, "net": -0.0028301101045136168 }, "Core + trend": { "equity": 1.532686543741231, "drawdown": -0.019486424032594818, "net": -0.003418534419212138 }, "60/40 monthly": { "equity": 1.6833685896350734, "drawdown": -0.021004802904190822, "net": -0.0042862952139607335 }, "SPY buy & hold": { "equity": 1.7191915526595614, "drawdown": -0.029058066251985704, "net": -0.00613227084394441 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-03-16", "Ensemble trend": { "equity": 1.4115362050818645, "drawdown": -0.014803666652798753, "net": 0.005668685870351409 }, "Core + trend": { "equity": 1.5438437647674172, "drawdown": -0.012348756692251994, "net": 0.007279519136999868 }, "60/40 monthly": { "equity": 1.6992080114277324, "drawdown": -0.01179308423766312, "net": 0.00940936042776741 }, "SPY buy & hold": { "equity": 1.7421607841016966, "drawdown": -0.016085811962676222, "net": 0.01336048412208779 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-17", "Ensemble trend": { "equity": 1.4118190606734302, "drawdown": -0.014606244659176593, "net": 0.00020038847784942249 }, "Core + trend": { "equity": 1.5432146485390397, "drawdown": -0.012751224506238112, "net": -0.00040749993149225006 }, "60/40 monthly": { "equity": 1.6975525652941608, "drawdown": -0.012755840596428758, "net": -0.0009742457206169952 }, "SPY buy & hold": { "equity": 1.73698250607627, "drawdown": -0.019010330333950498, "net": -0.0029723307243978425 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-18", "Ensemble trend": { "equity": 1.4277113738671423, "drawdown": -0.003514039846801653, "net": 0.011256621784190513 }, "Core + trend": { "equity": 1.5612712832178324, "drawdown": -0.0011997591977326305, "net": 0.011700663090443486 }, "60/40 monthly": { "equity": 1.7175929126292948, "drawdown": -0.0011009933395477178, "net": 0.011805435510423345 }, "SPY buy & hold": { "equity": 1.7578639068001067, "drawdown": -0.007217213059261374, "net": 0.012021652866847976 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-19", "Ensemble trend": { "equity": 1.4207637150093049, "drawdown": -0.008363230400643351, "net": -0.004866290893949188 }, "Core + trend": { "equity": 1.5539437884240923, "drawdown": -0.005887415752448, "net": -0.004693287369404442 }, "60/40 monthly": { "equity": 1.7096593712193926, "drawdown": -0.0057148960724831, "net": -0.0046189882081880684 }, "SPY buy & hold": { "equity": 1.7498448302139837, "drawdown": -0.01174611951843918, "net": -0.004561830159378166 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-20", "Ensemble trend": { "equity": 1.430749463797614, "drawdown": -0.0013935734718665271, "net": 0.0070284373698574765 }, "Core + trend": { "equity": 1.564863257901305, "drawdown": 0.0, "net": 0.007026939815040878 }, "60/40 monthly": { "equity": 1.7215175057521652, "drawdown": 0.0, "net": 0.0069359632289296425 }, "SPY buy & hold": { "equity": 1.7652910343449695, "drawdown": -0.0030226196357151514, "net": 0.008827185053372322 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.0 } }, { "date": "2015-03-23", "Ensemble trend": { "equity": 1.432349486680839, "drawdown": -0.00027682090671810045, "net": 0.0011183110137105157 }, "Core + trend": { "equity": 1.565466668068581, "drawdown": 0.0, "net": 0.000385599293886596 }, "60/40 monthly": { "equity": 1.7203786898313975, "drawdown": -0.0006615186409446583, "net": -0.0006615186409446583 }, "SPY buy & hold": { "equity": 1.761850862244978, "drawdown": -0.004965513867614013, "net": -0.0019487846666983444 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-03-24", "Ensemble trend": { "equity": 1.4326702530629276, "drawdown": -5.293868367839405e-05, "net": 0.00022394421548033172 }, "Core + trend": { "equity": 1.5642187419306264, "drawdown": -0.0007971591879974982, "net": -0.0007971591879974982 }, "60/40 monthly": { "equity": 1.7166418468826492, "drawdown": -0.002832186633725642, "net": -0.0021721048806496723 }, "SPY buy & hold": { "equity": 1.751951067500328, "drawdown": -0.010556587089332159, "net": -0.00561897431660896 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175187, "net": 0.00021868411054026815 } }, { "date": "2015-03-25", "Ensemble trend": { "equity": 1.4245196432423635, "drawdown": -0.005741741337732642, "net": -0.005689103827722142 }, "Core + trend": { "equity": 1.5520069895570376, "drawdown": -0.008597869750972986, "net": -0.007806933932089533 }, "60/40 monthly": { "equity": 1.6985816522622714, "drawdown": -0.013323044008125007, "net": -0.010520653829553472 }, "SPY buy & hold": { "equity": 1.7262783907111463, "drawdown": -0.025055656961804895, "net": -0.014653763604146386 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": -0.00021863629825580322 } }, { "date": "2015-03-26", "Ensemble trend": { "equity": 1.4190972653822083, "drawdown": -0.009526346200587121, "net": -0.00380646057488776 }, "Core + trend": { "equity": 1.5463869998692419, "drawdown": -0.012187846977846473, "net": -0.003621111068191629 }, "60/40 monthly": { "equity": 1.692314358589432, "drawdown": -0.016963607436552675, "net": -0.0036897217537302796 }, "SPY buy & hold": { "equity": 1.7221676936323562, "drawdown": -0.02737724129285768, "net": -0.0023812480657287027 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": 0.0 } }, { "date": "2015-03-27", "Ensemble trend": { "equity": 1.4222648756396479, "drawdown": -0.007315479770192201, "net": 0.0022321304780941187 }, "Core + trend": { "equity": 1.5502483694994036, "drawdown": -0.009721253655277762, "net": 0.002497026701911098 }, "60/40 monthly": { "equity": 1.6972838508517358, "drawdown": -0.014076914593930345, "net": 0.0029365065876094665 }, "SPY buy & hold": { "equity": 1.7261105661201437, "drawdown": -0.025150438682123633, "net": 0.002289482320662506 }, "BIL reserve": { "equity": 1.0031942751903495, "drawdown": -0.006712986670196486, "net": 0.0 } }, { "date": "2015-03-30", "Ensemble trend": { "equity": 1.4258803616752789, "drawdown": -0.004792013795498984, "net": 0.0025420623806131637 }, "Core + trend": { "equity": 1.5571301592574376, "drawdown": -0.005325254750667141, "net": 0.004439153037300914 }, "60/40 monthly": { "equity": 1.7096009226711222, "drawdown": -0.006922138776530362, "net": 0.007256931015519497 }, "SPY buy & hold": { "equity": 1.7471687627034422, "drawdown": -0.013257473014508747, "net": 0.012199795885979636 }, "BIL reserve": { "equity": 1.0029746823052563, "drawdown": -0.006930410918297714, "net": -0.00021889367844696306 } }, { "date": "2015-03-31", "Ensemble trend": { "equity": 1.4223378933468582, "drawdown": -0.007264516304179791, "net": -0.0024844078252530544 }, "Core + trend": { "equity": 1.5521953832367508, "drawdown": -0.008477526288185877, "net": -0.0031691480582716203 }, "60/40 monthly": { "equity": 1.7023912911869026, "drawdown": -0.011110090081196011, "net": -0.004217142953429787 }, "SPY buy & hold": { "equity": 1.7318993544319186, "drawdown": -0.021881124504307015, "net": -0.008739515379096452 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175076, "net": 0.00043767359297008923 } }, { "date": "2015-04-01", "Ensemble trend": { "equity": 1.4270674991194152, "drawdown": -0.003963438904588279, "net": 0.0033252336133910987 }, "Core + trend": { "equity": 1.5552443917481842, "drawdown": -0.006529858813927092, "net": 0.0019643200491135104 }, "60/40 monthly": { "equity": 1.702046565557063, "drawdown": -0.01131033528851344, "net": -0.00020249494439050775 }, "SPY buy & hold": { "equity": 1.725774762261096, "drawdown": -0.025340089479185424, "net": -0.003536344161772287 }, "BIL reserve": { "equity": 1.0029746823052563, "drawdown": -0.006930410918297714, "net": -0.0004374821185992861 } }, { "date": "2015-04-02", "Ensemble trend": { "equity": 1.4285583082795634, "drawdown": -0.0029229131901145067, "net": 0.001044666185074039 }, "Core + trend": { "equity": 1.5566489977432851, "drawdown": -0.00563261454565156, "net": 0.0009031416557767624 }, "60/40 monthly": { "equity": 1.7037366460954741, "drawdown": -0.01032859648378781, "net": 0.0009929696241055552 }, "SPY buy & hold": { "equity": 1.731982880034814, "drawdown": -0.021833952035208104, "net": 0.0035972931749124193 }, "BIL reserve": { "equity": 1.0031942751903498, "drawdown": -0.006712986670196264, "net": 0.00021894160337998514 } }, { "date": "2015-04-06", "Ensemble trend": { "equity": 1.4348545400053796, "drawdown": 0.0, "net": 0.004407402686557926 }, "Core + trend": { "equity": 1.5635435228306487, "drawdown": -0.0012284804762435764, "net": 0.004429081377599342 }, "60/40 monthly": { "equity": 1.7114780391050541, "drawdown": -0.005831754027226466, "net": 0.0045437732570472456 }, "SPY buy & hold": { "equity": 1.743645219677598, "drawdown": -0.015247452359082092, "net": 0.006733519007156463 }, "BIL reserve": { "equity": 1.0031942751903498, "drawdown": -0.006712986670196264, "net": 0.0 } }, { "date": "2015-04-07", "Ensemble trend": { "equity": 1.4336143350757937, "drawdown": -0.0008643419210849768, "net": -0.0008643419210849768 }, "Core + trend": { "equity": 1.5619268966712023, "drawdown": -0.0022611605022200276, "net": -0.0010339502136272882 }, "60/40 monthly": { "equity": 1.7093341100430255, "drawdown": -0.0070771256571198204, "net": -0.0012526769336459465 }, "SPY buy & hold": { "equity": 1.7390308941487571, "drawdown": -0.017853469207515626, "net": -0.0026463672063368193 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175076, "net": 0.00021868411054026815 } }, { "date": "2015-04-08", "Ensemble trend": { "equity": 1.437010521236902, "drawdown": 0.0, "net": 0.0023689677746761006 }, "Core + trend": { "equity": 1.5641105485199174, "drawdown": -0.0008662717490731664, "net": 0.00139804996851578 }, "60/40 monthly": { "equity": 1.7121544341240174, "drawdown": -0.005438847758946763, "net": 0.001649954835875267 }, "SPY buy & hold": { "equity": 1.7449033627404698, "drawdown": -0.014536895204176004, "net": 0.0033768627178916155 }, "BIL reserve": { "equity": 1.0034136578381188, "drawdown": -0.006495770583175076, "net": 0.0 } }, { "date": "2015-04-09", "Ensemble trend": { "equity": 1.4366436684742596, "drawdown": -0.00025528884946968144, "net": -0.00025528884946968144 }, "Core + trend": { "equity": 1.5641312282549624, "drawdown": -0.0008530617999462642, "net": 1.3221402454410836e-05 }, "60/40 monthly": { "equity": 1.7139104878725289, "drawdown": -0.004418786247725404, "net": 0.0010256398100034758 }, "SPY buy & hold": { "equity": 1.752622056510254, "drawdown": -0.010177634920905398, "net": 0.0044235651868203 }, "BIL reserve": { "equity": 1.0031942751903498, "drawdown": -0.006712986670196264, "net": -0.00021863629825580322 } }, { "date": "2015-04-10", "Ensemble trend": { "equity": 1.4386985078798464, "drawdown": 0.0, "net": 0.0014303055452637992 }, "Core + trend": { "equity": 1.568080675819063, "drawdown": 0.0, "net": 0.002525010365343139 }, "60/40 monthly": { "equity": 1.7193440814046201, "drawdown": -0.001262504935490294, "net": 0.003170290146736754 }, "SPY buy & hold": { "equity": 1.7621866661040255, "drawdown": -0.004775863070552333, "net": 0.005457314404005764 }, "BIL reserve": { "equity": 1.0031942751903498, "drawdown": -0.006712986670196264, "net": 0.0 } }, { "date": "2015-04-13", "Ensemble trend": { "equity": 1.4365321439837315, "drawdown": -0.001505780317592298, "net": -0.001505780317592298 }, "Core + trend": { "equity": 1.5653986153969035, "drawdown": -0.0017104097152135234, "net": -0.0017104097152135234 }, "60/40 monthly": { "equity": 1.7160487271232556, "drawdown": -0.0031767197316533435, "net": -0.0019166345567503962 }, "SPY buy & hold": { "equity": 1.7542160034321734, "drawdown": -0.009277426968937519, "net": -0.004523165919462002 }, "BIL reserve": { "equity": 1.0029746823052563, "drawdown": -0.006930410918297603, "net": -0.00021889367844696306 } }, { "date": "2015-04-14", "Ensemble trend": { "equity": 1.4401248312572683, "drawdown": 0.0, "net": 0.002500944575854591 }, "Core + trend": { "equity": 1.568888622461829, "drawdown": 0.0, "net": 0.0022294686034589617 }, "60/40 monthly": { "equity": 1.72004511239285, "drawdown": -0.0008552880550999342, "net": 0.0023288297158634563 }, "SPY buy & hold": { "equity": 1.7575718765440576, "drawdown": -0.007382141988258706, "net": 0.0019130330046688293 }, "BIL reserve": { "equity": 1.00319427519035, "drawdown": -0.006712986670196153, "net": 0.00021894160337998514 } }, { "date": "2015-04-15", "Ensemble trend": { "equity": 1.443585766617765, "drawdown": 0.0, "net": 0.002403219002532486 }, "Core + trend": { "equity": 1.5730771723162233, "drawdown": 0.0, "net": 0.0026697560262896047 }, "60/40 monthly": { "equity": 1.7250606646202193, "drawdown": 0.0, "net": 0.0029159422571143345 }, "SPY buy & hold": { "equity": 1.7654585495818873, "drawdown": -0.002928012628244825, "net": 0.004487254912918459 }, "BIL reserve": { "equity": 1.0029746823052565, "drawdown": -0.0069304109182974916, "net": -0.00021889367844696306 } }, { "date": "2015-04-16", "Ensemble trend": { "equity": 1.4453973506041264, "drawdown": 0.0, "net": 0.0012549195401156954 }, "Core + trend": { "equity": 1.5737432167611396, "drawdown": 0.0, "net": 0.0004234022695375206 }, "60/40 monthly": { "equity": 1.7252710429042153, "drawdown": 0.0, "net": 0.00012195413663462773 }, "SPY buy & hold": { "equity": 1.7649552304859215, "drawdown": -0.0032122704327770535, "net": -0.00028509255914555 }, "BIL reserve": { "equity": 1.00319427519035, "drawdown": -0.006712986670196042, "net": 0.00021894160337998514 } }, { "date": "2015-04-17", "Ensemble trend": { "equity": 1.4399343422095021, "drawdown": -0.003779589323545496, "net": -0.003779589323545496 }, "Core + trend": { "equity": 1.5666881575212008, "drawdown": -0.004482979919976149, "net": -0.004482979919976149 }, "60/40 monthly": { "equity": 1.714725215354206, "drawdown": -0.006112562772894514, "net": -0.006112562772894514 }, "SPY buy & hold": { "equity": 1.7446520125465714, "drawdown": -0.014678849393593651, "net": -0.011503531414652435 }, "BIL reserve": { "equity": 1.0029746823052568, "drawdown": -0.0069304109182973805, "net": -0.00021889367844696306 } }, { "date": "2015-04-20", "Ensemble trend": { "equity": 1.4400988654286369, "drawdown": -0.003665763724608362, "net": 0.00011425744515691783 }, "Core + trend": { "equity": 1.570403093288899, "drawdown": -0.0021224069064549322, "net": 0.0023712030692668584 }, "60/40 monthly": { "equity": 1.7228320669153927, "drawdown": -0.0014136769980889197, "net": 0.004727784655287781 }, "SPY buy & hold": { "equity": 1.760592255150979, "drawdown": -0.005676333091792829, "net": 0.009136631540143325 }, "BIL reserve": { "equity": 1.0029746823052568, "drawdown": -0.0069304109182973805, "net": 0.0 } }, { "date": "2015-04-21", "Ensemble trend": { "equity": 1.4414840179542978, "drawdown": -0.0027074441835616136, "net": 0.0009618454391662201 }, "Core + trend": { "equity": 1.5698147857361584, "drawdown": -0.0024962338093924563, "net": -0.0003746220032645464 }, "60/40 monthly": { "equity": 1.7201450628688055, "drawdown": -0.002971115788728995, "net": -0.0015596436229550203 }, "SPY buy & hold": { "equity": 1.7584949891330939, "drawdown": -0.006860798848292937, "net": -0.0011912275609239353 }, "BIL reserve": { "equity": 1.0031942751903502, "drawdown": -0.006712986670195931, "net": 0.00021894160337998514 } }, { "date": "2015-04-22", "Ensemble trend": { "equity": 1.4400148626302929, "drawdown": -0.003723881167752241, "net": -0.0010191964015598964 }, "Core + trend": { "equity": 1.5687049259444537, "drawdown": -0.0032014694411551803, "net": -0.0007070004702397492 }, "60/40 monthly": { "equity": 1.721242551767555, "drawdown": -0.0023349902922378263, "net": 0.0006380211311474149 }, "SPY buy & hold": { "equity": 1.7671367954919144, "drawdown": -0.0019801954250566745, "net": 0.004914319581360127 }, "BIL reserve": { "equity": 1.0029746823052568, "drawdown": -0.0069304109182971585, "net": -0.00021889367844696306 } }, { "date": "2015-04-23", "Ensemble trend": { "equity": 1.4444371683604975, "drawdown": -0.0006643033095554696, "net": 0.003071013949208057 }, "Core + trend": { "equity": 1.573217156017796, "drawdown": -0.000334273557300091, "net": 0.0028764046052993653 }, "60/40 monthly": { "equity": 1.7259433127714592, "drawdown": 0.0, "net": 0.002731027651551532 }, "SPY buy & hold": { "equity": 1.77158314175271, "drawdown": 0.0, "net": 0.002516130201203781 }, "BIL reserve": { "equity": 1.0029746823052568, "drawdown": -0.0069304109182971585, "net": 0.0 } }, { "date": "2015-04-24", "Ensemble trend": { "equity": 1.4474699605538428, "drawdown": 0.0, "net": 0.0020996359410965226 }, "Core + trend": { "equity": 1.5765992649856075, "drawdown": 0.0, "net": 0.0021498042751912916 }, "60/40 monthly": { "equity": 1.730762161159727, "drawdown": 0.0, "net": 0.0027920084933321654 }, "SPY buy & hold": { "equity": 1.775693684154458, "drawdown": 0.0, "net": 0.002320265024469137 }, "BIL reserve": { "equity": 1.0029746823052568, "drawdown": -0.0069304109182971585, "net": 0.0 } }, { "date": "2015-04-27", "Ensemble trend": { "equity": 1.4486209890798925, "drawdown": 0.0, "net": 0.0007952002856137508 }, "Core + trend": { "equity": 1.5750682383659549, "drawdown": -0.0009710943380826231, "net": -0.0009710943380826231 }, "60/40 monthly": { "equity": 1.7253464887327403, "drawdown": -0.0031290679612256955, "net": -0.0031290679612256955 }, "SPY buy & hold": { "equity": 1.7683104848896365, "drawdown": -0.004157923931760177, "net": -0.004157923931760177 }, "BIL reserve": { "equity": 1.0031942751903502, "drawdown": -0.006712986670195709, "net": 0.00021894160337998514 } }, { "date": "2015-04-28", "Ensemble trend": { "equity": 1.4476200166094384, "drawdown": -0.0006909829955520363, "net": -0.0006909829955520363 }, "Core + trend": { "equity": 1.574753356977165, "drawdown": -0.0011708162305018588, "net": -0.00019991602974389622 }, "60/40 monthly": { "equity": 1.7254904570978753, "drawdown": -0.0030458858993770432, "net": 8.344316117070427e-05 }, "SPY buy & hold": { "equity": 1.7739326860267477, "drawdown": -0.000991724047579079, "net": 0.0031794196693133436 }, "BIL reserve": { "equity": 1.0031942751903502, "drawdown": -0.006712986670195709, "net": 0.0 } }, { "date": "2015-04-29", "Ensemble trend": { "equity": 1.440878316853864, "drawdown": -0.005344857132676517, "net": -0.00465709210858023 }, "Core + trend": { "equity": 1.5682037835310936, "drawdown": -0.005325057318602, "net": -0.004159110642344532 }, "60/40 monthly": { "equity": 1.7186701370243236, "drawdown": -0.006986531371416693, "net": -0.003952684899238834 }, "SPY buy & hold": { "equity": 1.7666330123648217, "drawdown": -0.0051026096845925295, "net": -0.004114966548294352 }, "BIL reserve": { "equity": 1.0031942751903502, "drawdown": -0.006712986670195709, "net": 0.0 } }, { "date": "2015-04-30", "Ensemble trend": { "equity": 1.433580217887929, "drawdown": -0.010382820147812888, "net": -0.005065034903065313 }, "Core + trend": { "equity": 1.5594005953378507, "drawdown": -0.010908713475718868, "net": -0.005613548625307385 }, "60/40 monthly": { "equity": 1.708073304903729, "drawdown": -0.013109170494457145, "net": -0.006165716091944051 }, "SPY buy & hold": { "equity": 1.7489308435704496, "drawdown": -0.015071766500511119, "net": -0.010020286426480784 }, "BIL reserve": { "equity": 1.0031942751903502, "drawdown": -0.006712986670195709, "net": 0.0 } }, { "date": "2015-05-01", "Ensemble trend": { "equity": 1.4349959370976253, "drawdown": -0.009405532630671898, "net": 0.0009875409774988686 }, "Core + trend": { "equity": 1.563305288609802, "drawdown": -0.008432057956037964, "net": 0.0025039706177010235 }, "60/40 monthly": { "equity": 1.7155035749178555, "drawdown": -0.008816108061691863, "net": 0.004350088484372794 }, "SPY buy & hold": { "equity": 1.7678913101047355, "drawdown": -0.004393986485026868, "net": 0.01084117568398435 }, "BIL reserve": { "equity": 1.002974682305257, "drawdown": -0.0069304109182970475, "net": -0.00021889367844696306 } }, { "date": "2015-05-04", "Ensemble trend": { "equity": 1.4352391204462358, "drawdown": -0.009237660322840124, "net": 0.00016946622796876198 }, "Core + trend": { "equity": 1.5641456882679412, "drawdown": -0.007899012129616856, "net": 0.0005375787213555139 }, "60/40 monthly": { "equity": 1.7170698745107302, "drawdown": -0.007911131267061, "net": 0.0009130261316707688 }, "SPY buy & hold": { "equity": 1.7729254291266465, "drawdown": -0.0015589710390446765, "net": 0.002847527443082809 }, "BIL reserve": { "equity": 1.0031942751903504, "drawdown": -0.006712986670195598, "net": 0.00021894160337998514 } }, { "date": "2015-05-05", "Ensemble trend": { "equity": 1.4224170182487232, "drawdown": -0.01808890733235413, "net": -0.008933774180797105 }, "Core + trend": { "equity": 1.5512568557676853, "drawdown": -0.016074096811248717, "net": -0.008240173915339266 }, "60/40 monthly": { "equity": 1.7039934790919633, "drawdown": -0.01546641281424066, "net": -0.0076155289967408946 }, "SPY buy & hold": { "equity": 1.752622056510254, "drawdown": -0.012993022304514157, "net": -0.011451904452853379 }, "BIL reserve": { "equity": 1.0031942751903504, "drawdown": -0.006712986670195598, "net": 0.0 } }, { "date": "2015-05-06", "Ensemble trend": { "equity": 1.4162490862143633, "drawdown": -0.02234670290542351, "net": -0.004336233295319958 }, "Core + trend": { "equity": 1.5444601190300202, "drawdown": -0.020385107788237433, "net": -0.004381438645956304 }, "60/40 monthly": { "equity": 1.6964591471118713, "drawdown": -0.01981960018404283, "net": -0.0044215732469276015 }, "SPY buy & hold": { "equity": 1.7454068365134776, "drawdown": -0.017056346999061445, "net": -0.0041168145579218995 }, "BIL reserve": { "equity": 1.0031942751903504, "drawdown": -0.006712986670195598, "net": 0.0 } }, { "date": "2015-05-07", "Ensemble trend": { "equity": 1.4182652779262035, "drawdown": -0.02095490220183105, "net": 0.0014236137777356994 }, "Core + trend": { "equity": 1.548723243477551, "drawdown": -0.01768110776603138, "net": 0.0027602683908785064 }, "60/40 monthly": { "equity": 1.7034021500838696, "drawdown": -0.01580807097003112, "net": 0.004092643777374949 }, "SPY buy & hold": { "equity": 1.7523700876081867, "drawdown": -0.013134921160333657, "net": 0.003989471651559606 }, "BIL reserve": { "equity": 1.0029746823052572, "drawdown": -0.0069304109182969365, "net": -0.00021889367844696306 } }, { "date": "2015-05-08", "Ensemble trend": { "equity": 1.4357091769226187, "drawdown": -0.008913174843252047, "net": 0.012299461368695086 }, "Core + trend": { "equity": 1.5655383408776646, "drawdown": -0.007015685186205989, "net": 0.01085739332119573 }, "60/40 monthly": { "equity": 1.7195625968345767, "drawdown": -0.006470885819254257, "net": 0.00948715883087936 }, "SPY buy & hold": { "equity": 1.775442024606475, "drawdown": -0.00014172463991313222, "net": 0.013166132634562011 }, "BIL reserve": { "equity": 1.0031942751903506, "drawdown": -0.0067129866701954866, "net": 0.00021894160337998514 } }, { "date": "2015-05-11", "Ensemble trend": { "equity": 1.4239295229470748, "drawdown": -0.01704480766118177, "net": -0.008204763307840035 }, "Core + trend": { "equity": 1.5537947757324615, "drawdown": -0.014464353599298652, "net": -0.00750129513827158 }, "60/40 monthly": { "equity": 1.7079325212028431, "drawdown": -0.01319051252055714, "net": -0.00676339183763508 }, "SPY buy & hold": { "equity": 1.7669688162238693, "drawdown": -0.004913498318119713, "net": -0.004772450051971688 }, "BIL reserve": { "equity": 1.0029746823052572, "drawdown": -0.006930410918296714, "net": -0.00021889367844696306 } }, { "date": "2015-05-12", "Ensemble trend": { "equity": 1.4221259470086245, "drawdown": -0.018289837211385884, "net": -0.0012666188244467858 }, "Core + trend": { "equity": 1.551647822491433, "drawdown": -0.015826115772293314, "net": -0.0013817482685359872 }, "60/40 monthly": { "equity": 1.705331434169469, "drawdown": -0.014693368945169039, "net": -0.0015229448476935525 }, "SPY buy & hold": { "equity": 1.7616833470080602, "drawdown": -0.00789006418810867, "net": -0.0029912634378599368 }, "BIL reserve": { "equity": 1.0031942751903506, "drawdown": -0.0067129866701952645, "net": 0.00021894160337998514 } }, { "date": "2015-05-13", "Ensemble trend": { "equity": 1.4245148532277703, "drawdown": -0.01664074732717591, "net": 0.0016798133978013219 }, "Core + trend": { "equity": 1.5526270761985963, "drawdown": -0.01520499807364184, "net": 0.0006311056497285694 }, "60/40 monthly": { "equity": 1.7046422852996208, "drawdown": -0.015091545474165136, "net": -0.0004041143299419181 }, "SPY buy & hold": { "equity": 1.7620188415130231, "drawdown": -0.007701127037542221, "net": 0.00019043973227805822 }, "BIL reserve": { "equity": 1.0031942751903506, "drawdown": -0.0067129866701952645, "net": 0.0 } }, { "date": "2015-05-14", "Ensemble trend": { "equity": 1.4364889182163738, "drawdown": -0.008374910314688067, "net": 0.008405714381616747 }, "Core + trend": { "equity": 1.5650715933760857, "drawdown": -0.007311732198243215, "net": 0.008015136002882395 }, "60/40 monthly": { "equity": 1.7177239711259082, "drawdown": -0.007533207234599049, "net": 0.007674153069591405 }, "SPY buy & hold": { "equity": 1.7803927727025328, "drawdown": 0.0, "net": 0.010427772255677148 }, "BIL reserve": { "equity": 1.0029746823052574, "drawdown": -0.006930410918296603, "net": -0.00021889367844696306 } }, { "date": "2015-05-15", "Ensemble trend": { "equity": 1.4426216963955425, "drawdown": -0.004141381858729254, "net": 0.004269283320879058 }, "Core + trend": { "equity": 1.571154847277028, "drawdown": -0.0034532666794242495, "net": 0.0038868853838307516 }, "60/40 monthly": { "equity": 1.723670634193556, "drawdown": -0.004097343427833633, "net": 0.003461943343405771 }, "SPY buy & hold": { "equity": 1.7823223688064578, "drawdown": 0.0, "net": 0.0010838036041878052 }, "BIL reserve": { "equity": 1.0029746823052574, "drawdown": -0.006930410918296603, "net": 0.0 } }, { "date": "2015-05-18", "Ensemble trend": { "equity": 1.4368482285912803, "drawdown": -0.0081268741633308, "net": -0.004002066389745429 }, "Core + trend": { "equity": 1.5673615246376662, "drawdown": -0.0058592824144350075, "net": -0.002414353140262393 }, "60/40 monthly": { "equity": 1.7223668779706651, "drawdown": -0.004850627877972746, "net": -0.0007563836135671131 }, "SPY buy & hold": { "equity": 1.7878587241850374, "drawdown": 0.0, "net": 0.0031062592690722646 }, "BIL reserve": { "equity": 1.0029746823052574, "drawdown": -0.006930410918296603, "net": 0.0 } }, { "date": "2015-05-19", "Ensemble trend": { "equity": 1.433796971568568, "drawdown": -0.010233192548687375, "net": -0.0021235764237284016 }, "Core + trend": { "equity": 1.56416358396396, "drawdown": -0.007887661308633831, "net": -0.002040333786071158 }, "60/40 monthly": { "equity": 1.7190455938469618, "drawdown": -0.006769599876689125, "net": -0.0019283255885741424 }, "SPY buy & hold": { "equity": 1.787271724809134, "drawdown": -0.00032832536931626244, "net": -0.00032832536931626244 }, "BIL reserve": { "equity": 1.0029746823052574, "drawdown": -0.006930410918296603, "net": 0.0 } }, { "date": "2015-05-20", "Ensemble trend": { "equity": 1.4350019994486451, "drawdown": -0.009401347718907105, "net": 0.0008404452680346175 }, "Core + trend": { "equity": 1.5651623004083268, "drawdown": -0.007254198851466054, "net": 0.0006384987188077229 }, "60/40 monthly": { "equity": 1.7197620661652464, "drawdown": -0.006355636401890075, "net": 0.00041678494209174133 }, "SPY buy & hold": { "equity": 1.7860132723921776, "drawdown": -0.0010322134338108802, "net": -0.0007041192447057032 }, "BIL reserve": { "equity": 1.0029746823052574, "drawdown": -0.006930410918296603, "net": 0.0 } }, { "date": "2015-05-21", "Ensemble trend": { "equity": 1.439745352513009, "drawdown": -0.00612695565906507, "net": 0.0033054679130664066 }, "Core + trend": { "equity": 1.570973685196588, "drawdown": -0.0035681735454005103, "net": 0.003712959855182385 }, "60/40 monthly": { "equity": 1.7268095553634724, "drawdown": -0.0022837371216887226, "net": 0.004097944324321867 }, "SPY buy & hold": { "equity": 1.791215061328049, "drawdown": 0.0, "net": 0.0029125141544463773 }, "BIL reserve": { "equity": 1.0031942751903509, "drawdown": -0.0067129866701951535, "net": 0.00021894160337998514 } }, { "date": "2015-05-22", "Ensemble trend": { "equity": 1.4364634740322653, "drawdown": -0.008392474732365374, "net": -0.0022794853791437975 }, "Core + trend": { "equity": 1.5673480063650806, "drawdown": -0.005867856738225319, "net": -0.002307918245653906 }, "60/40 monthly": { "equity": 1.7227741680903488, "drawdown": -0.004615303736491216, "net": -0.0023369034880479367 }, "SPY buy & hold": { "equity": 1.7869363849812139, "drawdown": -0.002388700519111886, "net": -0.002388700519111886 }, "BIL reserve": { "equity": 1.0031942751903509, "drawdown": -0.0067129866701951535, "net": 0.0 } }, { "date": "2015-05-26", "Ensemble trend": { "equity": 1.4252324450261054, "drawdown": -0.016145385321693184, "net": -0.007818527382832618 }, "Core + trend": { "equity": 1.5580813179513584, "drawdown": -0.011745500233008244, "net": -0.005912336236808757 }, "60/40 monthly": { "equity": 1.7156577688299925, "drawdown": -0.008727017881887011, "net": -0.004130778944894775 }, "SPY buy & hold": { "equity": 1.7677234855137325, "drawdown": -0.013114882920255977, "net": -0.010751865387576887 }, "BIL reserve": { "equity": 1.0031942751903509, "drawdown": -0.0067129866701951535, "net": 0.0 } }, { "date": "2015-05-27", "Ensemble trend": { "equity": 1.4317695410606974, "drawdown": -0.011632751524536689, "net": 0.004586687636396469 }, "Core + trend": { "equity": 1.5659088433902266, "drawdown": -0.006780684117265956, "net": 0.005023823435069463 }, "60/40 monthly": { "equity": 1.7251428516055918, "drawdown": -0.0032467254486139296, "net": 0.005528540101600532 }, "SPY buy & hold": { "equity": 1.7845033151042808, "drawdown": -0.0037470353888114927, "net": 0.00949233843870756 }, "BIL reserve": { "equity": 1.0031942751903509, "drawdown": -0.0067129866701951535, "net": 0.0 } }, { "date": "2015-05-28", "Ensemble trend": { "equity": 1.4278911689146763, "drawdown": -0.014310037146695653, "net": -0.0027087963773472223 }, "Core + trend": { "equity": 1.5635570420457174, "drawdown": -0.008272376646077606, "net": -0.001501876277432146 }, "60/40 monthly": { "equity": 1.7245925428803093, "drawdown": -0.003564682899748428, "net": -0.00031899313426142495 }, "SPY buy & hold": { "equity": 1.7824898840433758, "drawdown": -0.004871094193571679, "net": -0.0011282865343331672 }, "BIL reserve": { "equity": 1.0029746823052577, "drawdown": -0.006930410918296492, "net": -0.00021889367844696306 } }, { "date": "2015-05-29", "Ensemble trend": { "equity": 1.4202182538159216, "drawdown": -0.01960674011910546, "net": -0.005373599379136729 }, "Core + trend": { "equity": 1.5566212601116465, "drawdown": -0.012671580735605259, "net": -0.0044358995211306596 }, "60/40 monthly": { "equity": 1.7184612606939702, "drawdown": -0.007107215966354552, "net": -0.003555206249528986 }, "SPY buy & hold": { "equity": 1.7714150078076225, "drawdown": -0.011053978915153917, "net": -0.006213149558319531 }, "BIL reserve": { "equity": 1.0029746823052577, "drawdown": -0.006930410918296492, "net": 0.0 } }, { "date": "2015-06-01", "Ensemble trend": { "equity": 1.4170578619789496, "drawdown": -0.021788395542294725, "net": -0.0022252860280316256 }, "Core + trend": { "equity": 1.5544693807999246, "drawdown": -0.01403646739990394, "net": -0.0013824039070157168 }, "60/40 monthly": { "equity": 1.717594927918769, "drawdown": -0.007607765836604052, "net": -0.0005041328512994658 }, "SPY buy & hold": { "equity": 1.7750225404674898, "drawdown": -0.009039964664295463, "net": 0.0020365259659462787 }, "BIL reserve": { "equity": 1.0029746823052577, "drawdown": -0.006930410918296492, "net": 0.0 } }, { "date": "2015-06-02", "Ensemble trend": { "equity": 1.4155117027073167, "drawdown": -0.022855727358752076, "net": -0.0010911052492051931 }, "Core + trend": { "equity": 1.5509837509951494, "drawdown": -0.016247320774117058, "net": -0.0022423277343562864 }, "60/40 monthly": { "equity": 1.711867006763879, "drawdown": -0.010917244910870316, "net": -0.003334849830879838 }, "SPY buy & hold": { "equity": 1.773261387662737, "drawdown": -0.010023181500048772, "net": -0.0009921861636127405 }, "BIL reserve": { "equity": 1.003194275190351, "drawdown": -0.0067129866701950425, "net": 0.00021894160337998514 } }, { "date": "2015-06-03", "Ensemble trend": { "equity": 1.4121307044911142, "drawdown": -0.025189669943934345, "net": -0.0023885342733203085 }, "Core + trend": { "equity": 1.5477185304161243, "drawdown": -0.018318373736998406, "net": -0.0021052577610370937 }, "60/40 monthly": { "equity": 1.7089199404598825, "drawdown": -0.0126200012861436, "net": -0.0017215509688265351 }, "SPY buy & hold": { "equity": 1.7779586200863036, "drawdown": -0.0074008093879675, "net": 0.002648922745539295 }, "BIL reserve": { "equity": 1.003194275190351, "drawdown": -0.0067129866701950425, "net": 0.0 } }, { "date": "2015-06-04", "Ensemble trend": { "equity": 1.4090565413675085, "drawdown": -0.027311800678460285, "net": -0.002176967835788024 }, "Core + trend": { "equity": 1.5435930576975696, "drawdown": -0.02093506449042981, "net": -0.0026655187215762766 }, "60/40 monthly": { "equity": 1.7033263709308004, "drawdown": -0.01585185465953498, "net": -0.0032731606651958955 }, "SPY buy & hold": { "equity": 1.7629417994250172, "drawdown": -0.015784403845995776, "net": -0.008446102452349336 }, "BIL reserve": { "equity": 1.0029746823052577, "drawdown": -0.00693041091829627, "net": -0.00021889367844696306 } }, { "date": "2015-06-05", "Ensemble trend": { "equity": 1.4019628825609345, "drawdown": -0.032208636262127666, "net": -0.005034332262983221 }, "Core + trend": { "equity": 1.536680647509604, "drawdown": -0.025319444428618443, "net": -0.004478129875937875 }, "60/40 monthly": { "equity": 1.6967306718833817, "drawdown": -0.01966271856413926, "net": -0.0038722461883886616 }, "SPY buy & hold": { "equity": 1.7599215754951383, "drawdown": -0.01747053522970554, "net": -0.0017131727949634135 }, "BIL reserve": { "equity": 1.0029746823052577, "drawdown": -0.00693041091829627, "net": 0.0 } }, { "date": "2015-06-08", "Ensemble trend": { "equity": 1.400536285424163, "drawdown": -0.03319343293946819, "net": -0.0010175712599221898 }, "Core + trend": { "equity": 1.5334996823883849, "drawdown": -0.027337056127332504, "net": -0.0020700235448232185 }, "60/40 monthly": { "equity": 1.691318752388929, "drawdown": -0.0227896181554883, "net": -0.0031896161153527336 }, "SPY buy & hold": { "equity": 1.7490985134844101, "drawdown": -0.0235128370416966, "net": -0.006149741080186066 }, "BIL reserve": { "equity": 1.0027556150134749, "drawdown": -0.007147314763697454, "net": -0.00021841756890550457 } }, { "date": "2015-06-09", "Ensemble trend": { "equity": 1.3972447140589839, "drawdown": -0.03546564312418299, "net": -0.0023502221252211797 }, "Core + trend": { "equity": 1.5306312195133847, "drawdown": -0.029156454968055967, "net": -0.001870533726184176 }, "60/40 monthly": { "equity": 1.6890146179196126, "drawdown": -0.024120901286714513, "net": -0.0013623301143336208 }, "SPY buy & hold": { "equity": 1.7488470086134698, "drawdown": -0.023653247245010722, "net": -0.00014379114098006518 }, "BIL reserve": { "equity": 1.0027556150134749, "drawdown": -0.007147314763697454, "net": 0.0 } }, { "date": "2015-06-10", "Ensemble trend": { "equity": 1.4036557656126918, "drawdown": -0.031040019305367705, "net": 0.0045883526981351785 }, "Core + trend": { "equity": 1.538471582851187, "drawdown": -0.024183496073600375, "net": 0.005122307214075361 }, "60/40 monthly": { "equity": 1.6988088000716035, "drawdown": -0.018462017373151007, "net": 0.005798755113235687 }, "SPY buy & hold": { "equity": 1.7698213702397885, "drawdown": -0.011943675301836154, "net": 0.011993251280995487 }, "BIL reserve": { "equity": 1.0029746823052579, "drawdown": -0.006930410918296159, "net": 0.00021846528556213052 } }, { "date": "2015-06-11", "Ensemble trend": { "equity": 1.4092431513522732, "drawdown": -0.027182981624911173, "net": 0.003980595439753376 }, "Core + trend": { "equity": 1.5454398677724484, "drawdown": -0.019763676100308047, "net": 0.004529355627321596 }, "60/40 monthly": { "equity": 1.707363509084564, "drawdown": -0.013519276420674853, "net": 0.005035710323963327 }, "SPY buy & hold": { "equity": 1.7755264782716251, "drawdown": -0.008758626138835601, "net": 0.003223550199907388 }, "BIL reserve": { "equity": 1.0031942751903513, "drawdown": -0.006712986670194709, "net": 0.00021894160337998514 } }, { "date": "2015-06-12", "Ensemble trend": { "equity": 1.4050220137726446, "drawdown": -0.03009688223207385, "net": -0.0029953224009483526 }, "Core + trend": { "equity": 1.5393844194406059, "drawdown": -0.023604505197673986, "net": -0.0039182684866093664 }, "60/40 monthly": { "equity": 1.6989924267168361, "drawdown": -0.018355921544762177, "net": -0.004902929178928206 }, "SPY buy & hold": { "equity": 1.7619350065560435, "drawdown": -0.016346476424945133, "net": -0.007654896664122002 }, "BIL reserve": { "equity": 1.002974682305258, "drawdown": -0.006930410918296048, "net": -0.00021889367844696306 } }, { "date": "2015-06-15", "Ensemble trend": { "equity": 1.4031748856619697, "drawdown": -0.03137197635579503, "net": -0.0013146613309745758 }, "Core + trend": { "equity": 1.5371258595397304, "drawdown": -0.02503705686190183, "net": -0.00146718381214761 }, "60/40 monthly": { "equity": 1.6961386581313773, "drawdown": -0.02000477235136089, "net": -0.0016796829347693887 }, "SPY buy & hold": { "equity": 1.7543844467313465, "drawdown": -0.020561804884219437, "net": -0.0042853793111561345 }, "BIL reserve": { "equity": 1.0031942751903515, "drawdown": -0.006712986670194598, "net": 0.00021894160337998514 } }, { "date": "2015-06-16", "Ensemble trend": { "equity": 1.406847943449277, "drawdown": -0.02883642163513589, "net": 0.002617676402877356 }, "Core + trend": { "equity": 1.5428237145477781, "drawdown": -0.021423040837290963, "net": 0.0037068239875646114 }, "60/40 monthly": { "equity": 1.704298566181524, "drawdown": -0.0152901395535886, "net": 0.004810873221377188 }, "SPY buy & hold": { "equity": 1.7639485922939906, "drawdown": -0.015222331267046418, "net": 0.005451567688292913 }, "BIL reserve": { "equity": 1.002755615013475, "drawdown": -0.007147314763697232, "net": -0.0004372634371274664 } }, { "date": "2015-06-17", "Ensemble trend": { "equity": 1.4078279264686007, "drawdown": -0.028159927903020354, "net": 0.0006965806247125617 }, "Core + trend": { "equity": 1.5442852673228646, "drawdown": -0.020496012132187547, "net": 0.0009473232497694273 }, "60/40 monthly": { "equity": 1.7063556267567044, "drawdown": -0.014101610810967058, "net": 0.0012069836917067978 }, "SPY buy & hold": { "equity": 1.7668006822787823, "drawdown": -0.013630065744961728, "net": 0.0016168781773182594 }, "BIL reserve": { "equity": 1.0031942751903513, "drawdown": -0.006712986670194709, "net": 0.0004374547200818313 } }, { "date": "2015-06-18", "Ensemble trend": { "equity": 1.412802979330806, "drawdown": -0.024725590764660188, "net": 0.003533850102465763 }, "Core + trend": { "equity": 1.5515973556180247, "drawdown": -0.01585812572848766, "net": 0.004734933661470375 }, "60/40 monthly": { "equity": 1.7166507401220623, "drawdown": -0.008153298791908625, "net": 0.006033392572992513 }, "SPY buy & hold": { "equity": 1.7851747681453345, "drawdown": -0.00337217641428067, "net": 0.010399637067636691 }, "BIL reserve": { "equity": 1.002755615013475, "drawdown": -0.007147314763697343, "net": -0.0004372634371274664 } }, { "date": "2015-06-19", "Ensemble trend": { "equity": 1.4133301521793828, "drawdown": -0.024361677185779973, "net": 0.0003731396778527962 }, "Core + trend": { "equity": 1.5514523735810695, "drawdown": -0.01595008443998469, "net": -9.344050273751847e-05 }, "60/40 monthly": { "equity": 1.7155429070623953, "drawdown": -0.008793382729799126, "net": -0.0006453456336658059 }, "SPY buy & hold": { "equity": 1.7772498898780322, "drawdown": -0.007796479468893391, "net": -0.004439273066544347 }, "BIL reserve": { "equity": 1.002755615013475, "drawdown": -0.007147314763697343, "net": 0.0 } }, { "date": "2015-06-22", "Ensemble trend": { "equity": 1.4146943973883987, "drawdown": -0.023419922772928148, "net": 0.0009652700092133149 }, "Core + trend": { "equity": 1.5519729660484503, "drawdown": -0.015619884826840957, "net": 0.00033555169094823256 }, "60/40 monthly": { "equity": 1.7152513695026503, "drawdown": -0.008961827341246842, "net": -0.00016993894967287648 }, "SPY buy & hold": { "equity": 1.7863547993017947, "drawdown": -0.0027133883201332365, "net": 0.005123032768558744 }, "BIL reserve": { "equity": 1.002974682305258, "drawdown": -0.006930410918296048, "net": 0.00021846528556213052 } }, { "date": "2015-06-23", "Ensemble trend": { "equity": 1.414367126007381, "drawdown": -0.023645842032337328, "net": -0.00023133715777889918 }, "Core + trend": { "equity": 1.5511848722007704, "drawdown": -0.01611975430235224, "net": -0.0005078012729090586 }, "60/40 monthly": { "equity": 1.7139652478350327, "drawdown": -0.009704922895609869, "net": -0.0007498152693448112 }, "SPY buy & hold": { "equity": 1.7876189747693203, "drawdown": -0.00200762411860389, "net": 0.0007076844241802327 }, "BIL reserve": { "equity": 1.002755615013475, "drawdown": -0.007147314763697232, "net": -0.00021841756890550457 } }, { "date": "2015-06-24", "Ensemble trend": { "equity": 1.4116288875923175, "drawdown": -0.02553608001432517, "net": -0.0019360167277030493 }, "Core + trend": { "equity": 1.5471892404470118, "drawdown": -0.01865408997185103, "net": -0.0025758578654069275 }, "60/40 monthly": { "equity": 1.7082989480293647, "drawdown": -0.01297879837823035, "net": -0.003305959565297667 }, "SPY buy & hold": { "equity": 1.7746363118926203, "drawdown": -0.009255588451303476, "net": -0.007262544792788095 }, "BIL reserve": { "equity": 1.002755615013475, "drawdown": -0.007147314763697232, "net": 0.0 } }, { "date": "2015-06-25", "Ensemble trend": { "equity": 1.4090057564590137, "drawdown": -0.02734685809435955, "net": -0.0018582299897373922 }, "Core + trend": { "equity": 1.5435719646727741, "drawdown": -0.02094844330219503, "net": -0.002337965957669552 }, "60/40 monthly": { "equity": 1.703477573541056, "drawdown": -0.015764492794543505, "net": -0.00282232480086142 }, "SPY buy & hold": { "equity": 1.7692402485914962, "drawdown": -0.01226810404344203, "net": -0.0030406586774781585 }, "BIL reserve": { "equity": 1.002974682305258, "drawdown": -0.006930410918295937, "net": 0.00021846528556213052 } }, { "date": "2015-06-26", "Ensemble trend": { "equity": 1.4054137879946607, "drawdown": -0.029826435907625015, "net": -0.0025492929662545016 }, "Core + trend": { "equity": 1.5400460935643416, "drawdown": -0.023184820793126226, "net": -0.0022842285226266634 }, "60/40 monthly": { "equity": 1.7001082267864402, "drawdown": -0.017711234426772138, "net": -0.0019779225784649634 }, "SPY buy & hold": { "equity": 1.7689033619931518, "drawdown": -0.012456181179246517, "net": -0.00019041314406709198 }, "BIL reserve": { "equity": 1.0027556150134753, "drawdown": -0.007147314763697121, "net": -0.00021841756890550457 } }, { "date": "2015-06-29", "Ensemble trend": { "equity": 1.3981835214391407, "drawdown": -0.034817573417038394, "net": -0.00514458205638979 }, "Core + trend": { "equity": 1.5299075336264667, "drawdown": -0.029615471982074704, "net": -0.006583283435633969 }, "60/40 monthly": { "equity": 1.6859739308027841, "drawdown": -0.02587774990812819, "net": -0.008313762477564768 }, "SPY buy & hold": { "equity": 1.7318085590080314, "drawdown": -0.0331654772241432, "net": -0.020970508498170837 }, "BIL reserve": { "equity": 1.0029746823052583, "drawdown": -0.006930410918295715, "net": 0.00021846528556213052 } }, { "date": "2015-06-30", "Ensemble trend": { "equity": 1.3977063356112054, "drawdown": -0.03514698037132957, "net": -0.00034128983829251336 }, "Core + trend": { "equity": 1.529745182481028, "drawdown": -0.029718447512410373, "net": -0.00010611827307882571 }, "60/40 monthly": { "equity": 1.6862663024574827, "drawdown": -0.025708823373183254, "net": 0.000173414101699354 }, "SPY buy & hold": { "equity": 1.7354343435589017, "drawdown": -0.03114127330293337, "net": 0.002093640507786265 }, "BIL reserve": { "equity": 1.0029746823052583, "drawdown": -0.006930410918295715, "net": 0.0 } }, { "date": "2015-07-01", "Ensemble trend": { "equity": 1.3982919892547623, "drawdown": -0.034742696816161156, "net": 0.00041901050931469896 }, "Core + trend": { "equity": 1.532103055010925, "drawdown": -0.028222904172855223, "net": 0.0015413498646046353 }, "60/40 monthly": { "equity": 1.6909632369131569, "drawdown": -0.02299502793607533, "net": 0.002785404920224721 }, "SPY buy & hold": { "equity": 1.7493446046588674, "drawdown": -0.023375449198231868, "net": 0.008015434955285894 }, "BIL reserve": { "equity": 1.0029746823052583, "drawdown": -0.006930410918295715, "net": 0.0 } }, { "date": "2015-07-02", "Ensemble trend": { "equity": 1.4001296527914715, "drawdown": -0.03347413619846884, "net": 0.0013142201706302092 }, "Core + trend": { "equity": 1.5337785616877322, "drawdown": -0.02716016951730993, "net": 0.0010935992009986073 }, "60/40 monthly": { "equity": 1.6923721517784305, "drawdown": -0.022180984911047807, "net": 0.0008332025407280508 }, "SPY buy & hold": { "equity": 1.7477432332389127, "drawdown": -0.02426946324184287, "net": -0.0009154122153463007 }, "BIL reserve": { "equity": 1.0029746823052583, "drawdown": -0.006930410918295715, "net": 0.0 } }, { "date": "2015-07-06", "Ensemble trend": { "equity": 1.3909479765374144, "drawdown": -0.03981235463053023, "net": -0.006557732875488664 }, "Core + trend": { "equity": 1.5296094818361226, "drawdown": -0.029804519254240547, "net": -0.0027181758539004397 }, "60/40 monthly": { "equity": 1.6941480314763677, "drawdown": -0.02115491689443072, "net": 0.0010493434887066666 }, "SPY buy & hold": { "equity": 1.7427685102012827, "drawdown": -0.027046752884517966, "net": -0.0028463695026934577 }, "BIL reserve": { "equity": 1.0029746823052583, "drawdown": -0.006930410918295715, "net": 0.0 } }, { "date": "2015-07-07", "Ensemble trend": { "equity": 1.3934182922617826, "drawdown": -0.03810706681336462, "net": 0.0017759943333881534 }, "Core + trend": { "equity": 1.5346689277938268, "drawdown": -0.026595431142842574, "net": 0.0033076716755382485 }, "60/40 monthly": { "equity": 1.7023699605608804, "drawdown": -0.01640444957487508, "net": 0.0048531349868805584 }, "SPY buy & hold": { "equity": 1.7537287707486187, "drawdown": -0.02092785583861556, "net": 0.0062889939100805314 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696899, "net": -0.00021841756890550457 } }, { "date": "2015-07-08", "Ensemble trend": { "equity": 1.373991601770189, "drawdown": -0.051517538315598466, "net": -0.01394175072874948 }, "Core + trend": { "equity": 1.5175137889858874, "drawdown": -0.037476534026076425, "net": -0.011178397175605093 }, "60/40 monthly": { "equity": 1.6877400382883208, "drawdown": -0.024857328081738683, "net": -0.00859385598400697 }, "SPY buy & hold": { "equity": 1.724305485035351, "drawdown": -0.03735429526987655, "net": -0.016777557740988436 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696899, "net": 0.0 } }, { "date": "2015-07-09", "Ensemble trend": { "equity": 1.3799257835680314, "drawdown": -0.047421103262830444, "net": 0.004318936003827822 }, "Core + trend": { "equity": 1.519415876561872, "drawdown": -0.03627008441124557, "net": 0.0012534235865202525 }, "60/40 monthly": { "equity": 1.6848734105927121, "drawdown": -0.02651360862677188, "net": -0.0016985007350514003 }, "SPY buy & hold": { "equity": 1.7274250116264498, "drawdown": -0.035612725171205284, "net": 0.0018091496072893953 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696899, "net": 0.0 } }, { "date": "2015-07-10", "Ensemble trend": { "equity": 1.3974994341339042, "drawdown": -0.035289806879340135, "net": 0.01273521429568003 }, "Core + trend": { "equity": 1.532627592542335, "drawdown": -0.027890202297965683, "net": 0.008695259924727639 }, "60/40 monthly": { "equity": 1.6930241841548672, "drawdown": -0.02180425355473037, "net": 0.004837617776452197 }, "SPY buy & hold": { "equity": 1.7491761613596946, "drawdown": -0.023469487766134445, "net": 0.012591660759134982 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696899, "net": 0.0 } }, { "date": "2015-07-13", "Ensemble trend": { "equity": 1.404855298962874, "drawdown": -0.030211967413793173, "net": 0.0052635905598976684 }, "Core + trend": { "equity": 1.5409185212783012, "drawdown": -0.022631460320788666, "net": 0.005409617297972069 }, "60/40 monthly": { "equity": 1.702595209194877, "drawdown": -0.016274305388081944, "net": 0.0056532122397219275 }, "SPY buy & hold": { "equity": 1.7684817123755725, "drawdown": -0.012691579834987254, "net": 0.01103693924165472 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696899, "net": 0.0 } }, { "date": "2015-07-14", "Ensemble trend": { "equity": 1.4110793474296983, "drawdown": -0.02591543401151397, "net": 0.004430384019919575 }, "Core + trend": { "equity": 1.5473146827040651, "drawdown": -0.018574524885250354, "net": 0.004150875816884669 }, "60/40 monthly": { "equity": 1.7092021968083977, "drawdown": -0.012456919174199332, "net": 0.003880539295447072 }, "SPY buy & hold": { "equity": 1.7761540030326375, "drawdown": -0.008408291455658579, "net": 0.004338348880497556 }, "BIL reserve": { "equity": 1.0029746823052585, "drawdown": -0.006930410918295604, "net": 0.00021846528556213052 } }, { "date": "2015-07-15", "Ensemble trend": { "equity": 1.409450238049438, "drawdown": -0.027040027257463795, "net": -0.0011545129501241425 }, "Core + trend": { "equity": 1.5474394223595285, "drawdown": -0.01849540544238759, "net": 8.061686278670877e-05 }, "60/40 monthly": { "equity": 1.7113956782406, "drawdown": -0.011189569170006797, "net": 0.0012833364222781807 }, "SPY buy & hold": { "equity": 1.7755636007618014, "drawdown": -0.008737901385578617, "net": -0.0003324048870919638 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696788, "net": -0.00021841756890550457 } }, { "date": "2015-07-16", "Ensemble trend": { "equity": 1.4181329309122315, "drawdown": -0.021046262892425616, "net": 0.006160340130070496 }, "Core + trend": { "equity": 1.5558288122121213, "drawdown": -0.013174211884258269, "net": 0.0054214657655551335 }, "60/40 monthly": { "equity": 1.7195179703716748, "drawdown": -0.006496670103139923, "net": 0.004746004816037042 }, "SPY buy & hold": { "equity": 1.7898115218453237, "drawdown": -0.0007835683793796511, "net": 0.008024449857729321 }, "BIL reserve": { "equity": 1.0027556150134755, "drawdown": -0.007147314763696788, "net": 0.0 } }, { "date": "2015-07-17", "Ensemble trend": { "equity": 1.4179859036046807, "drawdown": -0.021147757561258196, "net": -0.00010367667539878944 }, "Core + trend": { "equity": 1.556176994277726, "drawdown": -0.012953368152222255, "net": 0.00022379201546574023 }, "60/40 monthly": { "equity": 1.7204732165566932, "drawdown": -0.005944747830712638, "net": 0.0005555313765124303 }, "SPY buy & hold": { "equity": 1.7913282849230865, "drawdown": 0.0, "net": 0.0008474429062781397 }, "BIL reserve": { "equity": 1.0029746823052585, "drawdown": -0.006930410918295493, "net": 0.00021846528556213052 } }, { "date": "2015-07-20", "Ensemble trend": { "equity": 1.417604608924953, "drawdown": -0.021410969735182417, "net": -0.0002688987801349185 }, "Core + trend": { "equity": 1.5555972985690218, "drawdown": -0.013321055567520834, "net": -0.0003725127095670633 }, "60/40 monthly": { "equity": 1.7196855449604755, "drawdown": -0.006399848834128252, "net": -0.0004578226435828503 }, "SPY buy & hold": { "equity": 1.7922563471774795, "drawdown": 0.0, "net": 0.0005180860829385736 }, "BIL reserve": { "equity": 1.0027556150134758, "drawdown": -0.007147314763696677, "net": -0.00021841756890550457 } }, { "date": "2015-07-21", "Ensemble trend": { "equity": 1.4153536875743504, "drawdown": -0.022964807051892966, "net": -0.001587834390796461 }, "Core + trend": { "equity": 1.5533497484093124, "drawdown": -0.014746624010704035, "net": -0.0014448149027880275 }, "60/40 monthly": { "equity": 1.7173638406630676, "drawdown": -0.007741283463050586, "net": -0.0013500749042240079 }, "SPY buy & hold": { "equity": 1.7851746134682933, "drawdown": -0.003951295092545548, "net": -0.003951295092545548 }, "BIL reserve": { "equity": 1.0029746823052588, "drawdown": -0.006930410918295271, "net": 0.00021846528556213052 } }, { "date": "2015-07-22", "Ensemble trend": { "equity": 1.4105014414378536, "drawdown": -0.02631436927215236, "net": -0.003428292291245305 }, "Core + trend": { "equity": 1.5502299650321598, "drawdown": -0.016725429561638472, "net": -0.002008423009916105 }, "60/40 monthly": { "equity": 1.7163061932610535, "drawdown": -0.008352371124746072, "net": -0.0006158551711474836 }, "SPY buy & hold": { "equity": 1.7819706332120449, "drawdown": -0.0057389747742464525, "net": -0.0017947713529400389 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696455, "net": -0.00021841756890550457 } }, { "date": "2015-07-23", "Ensemble trend": { "equity": 1.4065202052716768, "drawdown": -0.029062663129681976, "net": -0.0028225679529388925 }, "Core + trend": { "equity": 1.546668495383213, "drawdown": -0.018984386373329776, "net": -0.0022973815042162116 }, "60/40 monthly": { "equity": 1.7131396242580028, "drawdown": -0.010181951799729583, "net": -0.0018449907222172213 }, "SPY buy & hold": { "equity": 1.7719388989502287, "drawdown": -0.011336240074835024, "net": -0.005629573279630096 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696455, "net": 0.0 } }, { "date": "2015-07-24", "Ensemble trend": { "equity": 1.395807109454044, "drawdown": -0.036458038385453584, "net": -0.00761673794480866 }, "Core + trend": { "equity": 1.5362553382143722, "drawdown": -0.02558920815658483, "net": -0.006732636760834132 }, "60/40 monthly": { "equity": 1.702969892183628, "drawdown": -0.016057820999204275, "net": -0.005936312446674807 }, "SPY buy & hold": { "equity": 1.7535593993871923, "drawdown": -0.02159119026205636, "net": -0.010372535742584121 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.00693041091829516, "net": 0.00021846528556213052 } }, { "date": "2015-07-27", "Ensemble trend": { "equity": 1.389001187000249, "drawdown": -0.04115624620178371, "net": -0.004875976349237088 }, "Core + trend": { "equity": 1.5308678341133195, "drawdown": -0.029006375867304257, "net": -0.0035069066756278078 }, "60/40 monthly": { "equity": 1.6991955403220513, "drawdown": -0.018238566537948753, "net": -0.0022163350502556467 }, "SPY buy & hold": { "equity": 1.743358757795077, "drawdown": -0.027282698403835126, "net": -0.00581710639267774 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": -0.00021841756890550457 } }, { "date": "2015-07-28", "Ensemble trend": { "equity": 1.3999719326420204, "drawdown": -0.033583012261041434, "net": 0.00789829824801247 }, "Core + trend": { "equity": 1.5416352069814718, "drawdown": -0.022176883359421695, "net": 0.007033509116996406 }, "60/40 monthly": { "equity": 1.7098795855838977, "drawdown": -0.012065537394136516, "net": 0.006287707923139596 }, "SPY buy & hold": { "equity": 1.7647728662529352, "drawdown": -0.015334570285007731, "net": 0.012283248276987901 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2015-07-29", "Ensemble trend": { "equity": 1.405724490640985, "drawdown": -0.029611954239427085, "net": 0.004109052378006295 }, "Core + trend": { "equity": 1.5475423159491526, "drawdown": -0.01843014244759278, "net": 0.0038317164403938175 }, "60/40 monthly": { "equity": 1.7160635772875563, "drawdown": -0.008492549815349415, "net": 0.0036166240920099124 }, "SPY buy & hold": { "equity": 1.7769123845715198, "drawdown": -0.00856125443780631, "net": 0.0068787992782095575 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.006930410918295049, "net": 0.00021846528556213052 } }, { "date": "2015-07-30", "Ensemble trend": { "equity": 1.404741470032313, "drawdown": -0.030290544854972734, "net": -0.0006992982018999561 }, "Core + trend": { "equity": 1.5474669388768874, "drawdown": -0.01847795235968608, "net": -4.87076001014497e-05 }, "60/40 monthly": { "equity": 1.7170741487686016, "drawdown": -0.007908661685758989, "net": 0.0005888893013175078 }, "SPY buy & hold": { "equity": 1.7773344982202262, "drawdown": -0.008325733637798538, "net": 0.00023755456508234296 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.006930410918295049, "net": 0.0 } }, { "date": "2015-07-31", "Ensemble trend": { "equity": 1.4088296517923706, "drawdown": -0.027468425204025038, "net": 0.002910273418470055 }, "Core + trend": { "equity": 1.5508126454313096, "drawdown": -0.016355849027072433, "net": 0.0021620536570883253 }, "60/40 monthly": { "equity": 1.7194260784629856, "drawdown": -0.006549763422806443, "net": 0.00136973100204818 }, "SPY buy & hold": { "equity": 1.7746363118926218, "drawdown": -0.009831202613736822, "net": -0.0015181083416240249 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.006930410918295049, "net": 0.0 } }, { "date": "2015-08-03", "Ensemble trend": { "equity": 1.404996861870669, "drawdown": -0.030114244883978847, "net": -0.0027205488731909533 }, "Core + trend": { "equity": 1.5480884059204671, "drawdown": -0.01808377036469111, "net": -0.001756652887031973 }, "60/40 monthly": { "equity": 1.7179676221373148, "drawdown": -0.007392430519649773, "net": -0.0008482227552197852 }, "SPY buy & hold": { "equity": 1.7686501556747463, "drawdown": -0.01317121378306696, "net": -0.0033731735216729897 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.006930410918295049, "net": 0.0 } }, { "date": "2015-08-04", "Ensemble trend": { "equity": 1.4025279248921314, "drawdown": -0.031818580936782914, "net": -0.0017572544434372173 }, "Core + trend": { "equity": 1.5442394439391491, "drawdown": -0.020525076831590328, "net": -0.002486267558492128 }, "60/40 monthly": { "equity": 1.712437276502925, "drawdown": -0.010587754382452519, "net": -0.0032191209910634733 }, "SPY buy & hold": { "equity": 1.7651940518393876, "drawdown": -0.01509956730280837, "net": -0.0019540912736583094 }, "BIL reserve": { "equity": 1.0027556150134762, "drawdown": -0.007147314763696233, "net": -0.00021841756890550457 } }, { "date": "2015-08-05", "Ensemble trend": { "equity": 1.4028802741795892, "drawdown": -0.03157535010545165, "net": 0.00025122443639391534 }, "Core + trend": { "equity": 1.544968440576865, "drawdown": -0.020062691332683902, "net": 0.00047207487192291175 }, "60/40 monthly": { "equity": 1.7132488344327972, "drawdown": -0.010118852329886074, "net": 0.00047391979899513714 }, "SPY buy & hold": { "equity": 1.7710116100810485, "drawdown": -0.011853626368732328, "net": 0.003295704648222042 }, "BIL reserve": { "equity": 1.0027556150134762, "drawdown": -0.007147314763696233, "net": 0.0 } }, { "date": "2015-08-06", "Ensemble trend": { "equity": 1.400829422327874, "drawdown": -0.03299107710870164, "net": -0.0014618865839527428 }, "Core + trend": { "equity": 1.5409434703293377, "drawdown": -0.022615635721862093, "net": -0.002605211952436126 }, "60/40 monthly": { "equity": 1.7070779507954925, "drawdown": -0.013684266328288786, "net": -0.0036018606948871046 }, "SPY buy & hold": { "equity": 1.7565107920332044, "drawdown": -0.019944443327300054, "net": -0.008187872945214947 }, "BIL reserve": { "equity": 1.0027556150134762, "drawdown": -0.007147314763696233, "net": 0.0 } }, { "date": "2015-08-07", "Ensemble trend": { "equity": 1.4018929227999677, "drawdown": -0.03225693030280108, "net": 0.0007591934143746926 }, "Core + trend": { "equity": 1.5417513997439178, "drawdown": -0.022103185010686865, "net": 0.0005243082761547946 }, "60/40 monthly": { "equity": 1.707766752266166, "drawdown": -0.013286290519635924, "net": 0.000403497374183992 }, "SPY buy & hold": { "equity": 1.7531380591236987, "drawdown": -0.02182627954722327, "net": -0.0019201321875179644 }, "BIL reserve": { "equity": 1.0027556150134762, "drawdown": -0.007147314763696233, "net": 0.0 } }, { "date": "2015-08-10", "Ensemble trend": { "equity": 1.407213668771876, "drawdown": -0.028583957170409957, "net": 0.0037954011218497286 }, "Core + trend": { "equity": 1.5495827126655521, "drawdown": -0.017135966583304296, "net": 0.005079491364778477 }, "60/40 monthly": { "equity": 1.7179535163380317, "drawdown": -0.007400580570303572, "net": 0.00596496216965714 }, "SPY buy & hold": { "equity": 1.775226404809373, "drawdown": -0.009501956790347377, "net": 0.012599319015819788 }, "BIL reserve": { "equity": 1.0029746823052592, "drawdown": -0.006930410918294827, "net": 0.00021846528556213052 } }, { "date": "2015-08-11", "Ensemble trend": { "equity": 1.4036727279003443, "drawdown": -0.03102831003994888, "net": -0.002516278053653398 }, "Core + trend": { "equity": 1.54495547513184, "drawdown": -0.020070915010896306, "net": -0.0029861184536271734 }, "60/40 monthly": { "equity": 1.7129892937421496, "drawdown": -0.01026880978589706, "net": -0.002889614037092092 }, "SPY buy & hold": { "equity": 1.7592080502985545, "drawdown": -0.01843949216917029, "net": -0.009023274139806747 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": -0.00021841756890550457 } }, { "date": "2015-08-12", "Ensemble trend": { "equity": 1.4020759479734712, "drawdown": -0.032130585886364194, "net": -0.0011375728082011483 }, "Core + trend": { "equity": 1.5443343021128768, "drawdown": -0.020464910512961065, "net": -0.0004020653209504399 }, "60/40 monthly": { "equity": 1.7139737411192097, "drawdown": -0.009700015644707571, "net": 0.0005746955807934828 }, "SPY buy & hold": { "equity": 1.7613155250012382, "drawdown": -0.01726361422849365, "net": 0.001197967859643434 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0 } }, { "date": "2015-08-13", "Ensemble trend": { "equity": 1.3999924714111436, "drawdown": -0.03356883410866218, "net": -0.0014859940828020335 }, "Core + trend": { "equity": 1.541825247370803, "drawdown": -0.022056345189988447, "net": -0.0016246836832162215 }, "60/40 monthly": { "equity": 1.7109038988428422, "drawdown": -0.011473709538217691, "net": -0.0017910672740895084 }, "SPY buy & hold": { "equity": 1.759123596633405, "drawdown": -0.018486613589765444, "net": -0.0012444836468649134 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0 } }, { "date": "2015-08-14", "Ensemble trend": { "equity": 1.4010556538311427, "drawdown": -0.03283490685783963, "net": 0.0007594200981149157 }, "Core + trend": { "equity": 1.5438317443186935, "drawdown": -0.02078367115515123, "net": 0.0013013776699482005 }, "60/40 monthly": { "equity": 1.7139711892525527, "drawdown": -0.009701490062576479, "net": 0.0017927894207176998 }, "SPY buy & hold": { "equity": 1.7655312477918172, "drawdown": -0.014911426832299957, "net": 0.0036425247041624864 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": -0.00021867494514515862 } }, { "date": "2015-08-17", "Ensemble trend": { "equity": 1.4035900219521182, "drawdown": -0.031085402922662375, "net": 0.001808898964181349 }, "Core + trend": { "equity": 1.5482903269861927, "drawdown": -0.017955696560389645, "net": 0.002887997791149788 }, "60/40 monthly": { "equity": 1.7209784512557695, "drawdown": -0.005652833256651335, "net": 0.0040883195978764775 }, "SPY buy & hold": { "equity": 1.7753945387544607, "drawdown": -0.009408145463997597, "net": 0.005586585326643023 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": 0.0 } }, { "date": "2015-08-18", "Ensemble trend": { "equity": 1.3998050871486714, "drawdown": -0.033698187655162304, "net": -0.002696609938978245 }, "Core + trend": { "equity": 1.5441939944591285, "drawdown": -0.020553904372633824, "net": -0.0026457134399577864 }, "60/40 monthly": { "equity": 1.7168739460371598, "drawdown": -0.008024334847522407, "net": -0.0023849835049443158 }, "SPY buy & hold": { "equity": 1.7702524551569554, "drawdown": -0.012277201336280186, "net": -0.00289630472847624 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0002187227743357667 } }, { "date": "2015-08-19", "Ensemble trend": { "equity": 1.398244466502525, "drawdown": -0.0347755023274684, "net": -0.0011148842510104728 }, "Core + trend": { "equity": 1.5412234563503653, "drawdown": -0.022438047144189954, "net": -0.001923681946324196 }, "60/40 monthly": { "equity": 1.7127811794226346, "drawdown": -0.010389054106107687, "net": -0.0023838480535929296 }, "SPY buy & hold": { "equity": 1.7562571216836702, "drawdown": -0.020085980195021946, "net": -0.007905840453724555 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.00021846528556213052 } }, { "date": "2015-08-20", "Ensemble trend": { "equity": 1.3862921524710312, "drawdown": -0.04302632440004206, "net": -0.008548086059221416 }, "Core + trend": { "equity": 1.525206814405961, "drawdown": -0.03259702812313303, "net": -0.010392160772281556 }, "60/40 monthly": { "equity": 1.693065785362657, "drawdown": -0.021780217203160257, "net": -0.011510748890073308 }, "SPY buy & hold": { "equity": 1.7195844323472562, "drawdown": -0.040547723513251865, "net": -0.02088116192306566 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.0071473147636959, "net": -0.00021841756890550457 } }, { "date": "2015-08-21", "Ensemble trend": { "equity": 1.3725395393677309, "drawdown": -0.052519913963476106, "net": -0.009920429166959233 }, "Core + trend": { "equity": 1.5046700666233963, "drawdown": -0.045623006403512356, "net": -0.013464893802328848 }, "60/40 monthly": { "equity": 1.665369257682804, "drawdown": -0.037782720783025026, "net": -0.0163588018370594 }, "SPY buy & hold": { "equity": 1.667820986723289, "drawdown": -0.06942944331047096, "net": -0.030102299515069153 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.0071473147636959, "net": 0.0 } }, { "date": "2015-08-24", "Ensemble trend": { "equity": 1.3510754054485525, "drawdown": -0.06733685647706722, "net": -0.015638262726526575 }, "Core + trend": { "equity": 1.4740842162855299, "drawdown": -0.0650228951495887, "net": -0.02032728038945031 }, "60/40 monthly": { "equity": 1.6252273178409773, "drawdown": -0.06097593631700049, "net": -0.024103927496344046 }, "SPY buy & hold": { "equity": 1.5975942065793052, "drawdown": -0.10861288950363401, "net": -0.042106905179287835 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.0071473147636959, "net": 0.0 } }, { "date": "2015-08-25", "Ensemble trend": { "equity": 1.3463056650946557, "drawdown": -0.07062946399128422, "net": -0.0035303287549027784 }, "Core + trend": { "equity": 1.4651213863677088, "drawdown": -0.07070780831482648, "net": -0.006080269918638637 }, "60/40 monthly": { "equity": 1.61042117149894, "drawdown": -0.06953063359101308, "net": -0.009110200265219692 }, "SPY buy & hold": { "equity": 1.5787939854609443, "drawdown": -0.11910258376414995, "net": -0.011767832557815217 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.0071473147636959, "net": 0.0 } }, { "date": "2015-08-26", "Ensemble trend": { "equity": 1.3606103780013674, "drawdown": -0.06075475348070569, "net": 0.01062515985603163 }, "Core + trend": { "equity": 1.487642520974685, "drawdown": -0.056423179933256296, "net": 0.01537151448100138 }, "60/40 monthly": { "equity": 1.6418592591575236, "drawdown": -0.05136633097099397, "net": 0.019521655710301955 }, "SPY buy & hold": { "equity": 1.6394097528984368, "drawdown": -0.08528165879828065, "net": 0.03839371570686301 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294605, "net": 0.00021846528556213052 } }, { "date": "2015-08-27", "Ensemble trend": { "equity": 1.3713531001030375, "drawdown": -0.05333892685479624, "net": 0.007895516802870706 }, "Core + trend": { "equity": 1.5043303407138608, "drawdown": -0.045838486593742234, "net": 0.011217627557621901 }, "60/40 monthly": { "equity": 1.6653179429447311, "drawdown": -0.037812369419460756, "net": 0.014287877390443793 }, "SPY buy & hold": { "equity": 1.6799611237500431, "drawdown": -0.06265578225139701, "net": 0.024735348060429985 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": -0.00021841756890550457 } }, { "date": "2015-08-28", "Ensemble trend": { "equity": 1.3711709114823831, "drawdown": -0.053464693789023854, "net": -0.00013285318029376825 }, "Core + trend": { "equity": 1.5042687437718656, "drawdown": -0.04587755609184707, "net": -4.094642003038551e-05 }, "60/40 monthly": { "equity": 1.6654941403850116, "drawdown": -0.03771056603813283, "net": 0.00010580408445548528 }, "SPY buy & hold": { "equity": 1.6800444946758961, "drawdown": -0.0626092649515787, "net": 4.962669949581944e-05 }, "BIL reserve": { "equity": 1.0029746823052597, "drawdown": -0.006930410918294494, "net": 0.00021846528556213052 } }, { "date": "2015-08-31", "Ensemble trend": { "equity": 1.3656899125461146, "drawdown": -0.05724829141572252, "net": -0.003997312727662017 }, "Core + trend": { "equity": 1.4970126174594298, "drawdown": -0.05047994712017334, "net": -0.004823690143452297 }, "60/40 monthly": { "equity": 1.6563697923038243, "drawdown": -0.04298243312995409, "net": -0.005478463033846581 }, "SPY buy & hold": { "equity": 1.6664722029135717, "drawdown": -0.07018200519250384, "net": -0.008078531137321265 }, "BIL reserve": { "equity": 1.0029746823052597, "drawdown": -0.006930410918294494, "net": 0.0 } }, { "date": "2015-09-01", "Ensemble trend": { "equity": 1.3501960069001178, "drawdown": -0.06794391557331392, "net": -0.011345112461957685 }, "Core + trend": { "equity": 1.4759338739577894, "drawdown": -0.06384970059512063, "net": -0.014080538303954393 }, "60/40 monthly": { "equity": 1.6301656797476514, "drawdown": -0.058122648893981554, "net": -0.015820206742436338 }, "SPY buy & hold": { "equity": 1.616731004941926, "drawdown": -0.09793539998448231, "net": -0.02984820141895006 }, "BIL reserve": { "equity": 1.0029746823052597, "drawdown": -0.006930410918294494, "net": 0.0 } }, { "date": "2015-09-02", "Ensemble trend": { "equity": 1.3576486458427872, "drawdown": -0.06279927180600031, "net": 0.005519671888068789 }, "Core + trend": { "equity": 1.4876318280995697, "drawdown": -0.05642996217358376, "net": 0.007925798267921058 }, "60/40 monthly": { "equity": 1.6463596032384074, "drawdown": -0.04876612154772575, "net": 0.009933912664179312 }, "SPY buy & hold": { "equity": 1.6474187754768037, "drawdown": -0.08081297741183735, "net": 0.01898137070488115 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695678, "net": -0.00021841756890550457 } }, { "date": "2015-09-03", "Ensemble trend": { "equity": 1.359199664261551, "drawdown": -0.06172858566348571, "net": 0.0011424299088818035 }, "Core + trend": { "equity": 1.489522619584397, "drawdown": -0.055230677404892514, "net": 0.0012710076842350482 }, "60/40 monthly": { "equity": 1.6487106112605967, "drawdown": -0.047407755808660745, "net": 0.0014280039534284583 }, "SPY buy & hold": { "equity": 1.648599425341434, "drawdown": -0.08015422685615392, "net": 0.0007166665101825398 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": 0.00021846528556213052 } }, { "date": "2015-09-04", "Ensemble trend": { "equity": 1.3607741146467183, "drawdown": -0.06064172416069369, "net": 0.001158365784340365 }, "Core + trend": { "equity": 1.484537070695777, "drawdown": -0.05839289433556272, "net": -0.003347078334406839 }, "60/40 monthly": { "equity": 1.6361417877773672, "drawdown": -0.054669772372974546, "net": -0.007623426086655338 }, "SPY buy & hold": { "equity": 1.6236444500289828, "drawdown": -0.09407800252125409, "net": -0.015137076313903708 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": -0.00021841756890550457 } }, { "date": "2015-09-08", "Ensemble trend": { "equity": 1.3582843344130784, "drawdown": -0.06236044855610745, "net": -0.0018296793030093683 }, "Core + trend": { "equity": 1.4929268685275723, "drawdown": -0.053071442005777625, "net": 0.005651457277427996 }, "60/40 monthly": { "equity": 1.6571357960354345, "drawdown": -0.04253985138833738, "net": 0.012831411320767483 }, "SPY buy & hold": { "equity": 1.664447944459699, "drawdown": -0.07131145213633006, "net": 0.025130806458266042 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-09-09", "Ensemble trend": { "equity": 1.3584962306031754, "drawdown": -0.0622141741394765, "net": 0.00015600282262595577 }, "Core + trend": { "equity": 1.4871230519352172, "drawdown": -0.05675266698237813, "net": -0.0038875424608569853 }, "60/40 monthly": { "equity": 1.6443057152411453, "drawdown": -0.04995281723784051, "net": -0.0077423231246251945 }, "SPY buy & hold": { "equity": 1.642191155474852, "drawdown": -0.08372975882549183, "net": -0.013371874475817003 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-09-10", "Ensemble trend": { "equity": 1.357051254743595, "drawdown": -0.06321165786397942, "net": -0.0010636583503355057 }, "Core + trend": { "equity": 1.4880873916828374, "drawdown": -0.05614100885907636, "net": 0.0006484599551901393 }, "60/40 monthly": { "equity": 1.6480306635464392, "drawdown": -0.047800616092653625, "net": 0.002265362378034208 }, "SPY buy & hold": { "equity": 1.6511280856305695, "drawdown": -0.07874334593327825, "net": 0.005442076658324968 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": -0.00021867494514515862 } }, { "date": "2015-09-11", "Ensemble trend": { "equity": 1.358708231175632, "drawdown": -0.06206782766648267, "net": 0.0012210124166240899 }, "Core + trend": { "equity": 1.4918048334810694, "drawdown": -0.053783122564954544, "net": 0.002498134060546109 }, "60/40 monthly": { "equity": 1.6542261951810753, "drawdown": -0.04422096097095596, "net": 0.0037593545870704403 }, "SPY buy & hold": { "equity": 1.6586316236343772, "drawdown": -0.07455670264666103, "net": 0.00454449177450833 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0002187227743357667 } }, { "date": "2015-09-14", "Ensemble trend": { "equity": 1.3592377106949753, "drawdown": -0.06170232176581247, "net": 0.0003896933183993312 }, "Core + trend": { "equity": 1.490704252198029, "drawdown": -0.05448119550427599, "net": -0.0007377515197295459 }, "60/40 monthly": { "equity": 1.6512448031046993, "drawdown": -0.04594355009572526, "net": -0.0018022880335598623 }, "SPY buy & hold": { "equity": 1.6524771787943717, "drawdown": -0.07799061144530905, "net": -0.003710555588298803 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-09-15", "Ensemble trend": { "equity": 1.3546142919839397, "drawdown": -0.06489392173977959, "net": -0.0034014791339711525 }, "Core + trend": { "equity": 1.4914398176886174, "drawdown": -0.05401464353579266, "net": 0.0004934348912628561 }, "60/40 monthly": { "equity": 1.658035850855738, "drawdown": -0.04201981759022122, "net": 0.004112683799682548 }, "SPY buy & hold": { "equity": 1.6731321323281367, "drawdown": -0.06646605829402952, "net": 0.012499388069513007 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": -0.00021867494514515862 } }, { "date": "2015-09-16", "Ensemble trend": { "equity": 1.3544553698413668, "drawdown": -0.06500362755225297, "net": -0.00011731910958967529 }, "Core + trend": { "equity": 1.4951986670061634, "drawdown": -0.05163049342166681, "net": 0.002520282262123974 }, "60/40 monthly": { "equity": 1.666369576896256, "drawdown": -0.03720475621001762, "net": 0.005026264080005838 }, "SPY buy & hold": { "equity": 1.6876324863448537, "drawdown": -0.05837550024436611, "net": 0.008666592277168261 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-09-17", "Ensemble trend": { "equity": 1.3591171382146814, "drawdown": -0.06178555435819022, "net": 0.003441802865649768 }, "Core + trend": { "equity": 1.4991632052195012, "drawdown": -0.04911587965684694, "net": 0.002651512672410261 }, "60/40 monthly": { "equity": 1.6697464456775906, "drawdown": -0.035253668500154656, "net": 0.0020264824971325535 }, "SPY buy & hold": { "equity": 1.683838877202981, "drawdown": -0.06049216684055203, "net": -0.002247888194004344 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-09-18", "Ensemble trend": { "equity": 1.3617657362085347, "drawdown": -0.05995719620666595, "net": 0.0019487635902615263 }, "Core + trend": { "equity": 1.4945437397408825, "drawdown": -0.05204589845186436, "net": -0.0030813626311900766 }, "60/40 monthly": { "equity": 1.6567549480195145, "drawdown": -0.042759897807462255, "net": -0.0077805212232712195 }, "SPY buy & hold": { "equity": 1.6563222953913634, "drawdown": -0.07584520596073807, "net": -0.016341576491763488 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-09-21", "Ensemble trend": { "equity": 1.358708231175632, "drawdown": -0.06206782766648267, "net": -0.0022452503772164567 }, "Core + trend": { "equity": 1.4934982298242576, "drawdown": -0.05270904091288442, "net": -0.000699551233479534 }, "60/40 monthly": { "equity": 1.6579003694115315, "drawdown": -0.04209809607772641, "net": 0.0006913644008645914 }, "SPY buy & hold": { "equity": 1.6648811948554583, "drawdown": -0.07106971752261726, "net": 0.0051674118545101955 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0002187227743357667 } }, { "date": "2015-09-22", "Ensemble trend": { "equity": 1.3615158556944176, "drawdown": -0.060129691646122474, "net": 0.0020663925148640683 }, "Core + trend": { "equity": 1.490649759681308, "drawdown": -0.05451575883176896, "net": -0.0019072470834363697 }, "60/40 monthly": { "equity": 1.6485731724522097, "drawdown": -0.04748716522231178, "net": -0.005625909211077862 }, "SPY buy & hold": { "equity": 1.6432720386471351, "drawdown": -0.08312667368424775, "net": -0.0129793983349058 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-09-23", "Ensemble trend": { "equity": 1.3607066205963083, "drawdown": -0.060688316092550876, "net": -0.0005943633301990214 }, "Core + trend": { "equity": 1.4891614590261952, "drawdown": -0.055459753090910224, "net": -0.0009984241069685984 }, "60/40 monthly": { "equity": 1.646264056211444, "drawdown": -0.04882132672213235, "net": -0.0014006756141318188 }, "SPY buy & hold": { "equity": 1.6406446944049493, "drawdown": -0.08459261590078593, "net": -0.0015988492351813877 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": -0.00021867494514515862 } }, { "date": "2015-09-24", "Ensemble trend": { "equity": 1.361554048783157, "drawdown": -0.060103326510571375, "net": 0.0006227853778482118 }, "Core + trend": { "equity": 1.4884616916601823, "drawdown": -0.055903599147136385, "net": -0.00046990698138971165 }, "60/40 monthly": { "equity": 1.6437959487209453, "drawdown": -0.0502473502081352, "net": -0.0014992172617670496 }, "SPY buy & hold": { "equity": 1.6347128298289555, "drawdown": -0.08790233472830489, "net": -0.0036155692918905524 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-09-25", "Ensemble trend": { "equity": 1.3600707754524777, "drawdown": -0.06112724742698805, "net": -0.001089397319191887 }, "Core + trend": { "equity": 1.4867583190611182, "drawdown": -0.056984008504728956, "net": -0.0011443845740928271 }, "60/40 monthly": { "equity": 1.641762616148427, "drawdown": -0.05142216938210875, "net": -0.0012369738312717482 }, "SPY buy & hold": { "equity": 1.6342888600557406, "drawdown": -0.08813889116393014, "net": -0.00025935428258638815 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-09-28", "Ensemble trend": { "equity": 1.3634756344969161, "drawdown": -0.058776833433193176, "net": 0.0025034425457055587 }, "Core + trend": { "equity": 1.4792007187858012, "drawdown": -0.06177761740913634, "net": -0.005083274247350222 }, "60/40 monthly": { "equity": 1.6215355404246998, "drawdown": -0.06310897198136001, "net": -0.01232034127514725 }, "SPY buy & hold": { "equity": 1.5932729940458108, "drawdown": -0.11102393552408729, "net": -0.02509707250193871 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0002187227743357667 } }, { "date": "2015-09-29", "Ensemble trend": { "equity": 1.3654360395935725, "drawdown": -0.05742354288208662, "net": 0.0014377998748615894 }, "Core + trend": { "equity": 1.4815527073417365, "drawdown": -0.06028580613650025, "net": 0.0015900401656552265 }, "60/40 monthly": { "equity": 1.6244413993366726, "drawdown": -0.061430024418729134, "net": 0.001792041456711857 }, "SPY buy & hold": { "equity": 1.5942049232262634, "drawdown": -0.11050396014114594, "net": 0.0005849149417176402 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-09-30", "Ensemble trend": { "equity": 1.3653682323960832, "drawdown": -0.05747035098303266, "net": -4.9659739103868894e-05 }, "Core + trend": { "equity": 1.4896302343554466, "drawdown": -0.05516241987525916, "net": 0.005452068612667338 }, "60/40 monthly": { "equity": 1.6420563186010741, "drawdown": -0.0512524739385416, "net": 0.010843677876957836 }, "SPY buy & hold": { "equity": 1.623950401218848, "drawdown": -0.09390729525030661, "net": 0.018658503407696925 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": -0.00021867494514515862 } }, { "date": "2015-10-01", "Ensemble trend": { "equity": 1.3659877003643424, "drawdown": -0.05704272500430607, "net": 0.00045370029385560784 }, "Core + trend": { "equity": 1.4913514384161717, "drawdown": -0.054070700439032726, "net": 0.0011554572544438813 }, "60/40 monthly": { "equity": 1.645083462445102, "drawdown": -0.04950345035115311, "net": 0.0018435079295007206 }, "SPY buy & hold": { "equity": 1.6281873147642354, "drawdown": -0.09154328434748016, "net": 0.002609016594476987 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0002187227743357667 } }, { "date": "2015-10-02", "Ensemble trend": { "equity": 1.3687007554124258, "drawdown": -0.055169871394883496, "net": 0.0019861489582664316 }, "Core + trend": { "equity": 1.5008959946096376, "drawdown": -0.04801681191742846, "net": 0.006399937632140196 }, "60/40 monthly": { "equity": 1.6627004911622743, "drawdown": -0.039324681071053025, "net": 0.010708896611839824 }, "SPY buy & hold": { "equity": 1.6525091969421486, "drawdown": -0.07797274673090748, "net": 0.014938012326570105 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2015-10-05", "Ensemble trend": { "equity": 1.3661555251470765, "drawdown": -0.05692687359527693, "net": -0.001859595865118413 }, "Core + trend": { "equity": 1.5053591181095811, "drawdown": -0.04518595717896445, "net": 0.002973639423366148 }, "60/40 monthly": { "equity": 1.67615969953758, "drawdown": -0.031548217801086964, "net": 0.008094788235671668 }, "SPY buy & hold": { "equity": 1.6819151588266674, "drawdown": -0.06156551685509826, "net": 0.017794734176930893 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": -0.00021867494514515862 } }, { "date": "2015-10-06", "Ensemble trend": { "equity": 1.3671658051519966, "drawdown": -0.056229465499897935, "net": 0.0007395058515109465 }, "Core + trend": { "equity": 1.505047843092501, "drawdown": -0.045383391634246206, "net": -0.00020677791321388472 }, "60/40 monthly": { "equity": 1.6741758610516126, "drawdown": -0.032694440274912084, "net": -0.0011835617372942808 }, "SPY buy & hold": { "equity": 1.6761523562580158, "drawdown": -0.0647809065384587, "net": -0.0034263336877657924 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-07", "Ensemble trend": { "equity": 1.3661076006761272, "drawdown": -0.05695995641770635, "net": -0.0007740132702863667 }, "Core + trend": { "equity": 1.5072336685797723, "drawdown": -0.043996973705596965, "net": 0.0014523295703212646 }, "60/40 monthly": { "equity": 1.680524090382749, "drawdown": -0.02902655945708632, "net": 0.0037918533403944465 }, "SPY buy & hold": { "equity": 1.6898811811872476, "drawdown": -0.05712082769379312, "net": 0.008190678417731245 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-08", "Ensemble trend": { "equity": 1.3650379985079713, "drawdown": -0.05769831529571423, "net": -0.000782956018710701 }, "Core + trend": { "equity": 1.5097759267444275, "drawdown": -0.04238447887503627, "net": 0.001686704734409572 }, "60/40 monthly": { "equity": 1.6877050488019647, "drawdown": -0.02487754431198741, "net": 0.004273046997844698 }, "SPY buy & hold": { "equity": 1.705134812400447, "drawdown": -0.04860997418937041, "net": 0.00902645190857898 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-09", "Ensemble trend": { "equity": 1.3653842077450553, "drawdown": -0.057459323012920005, "net": 0.0002536260803454038 }, "Core + trend": { "equity": 1.5103926414043463, "drawdown": -0.041993311205727246, "net": 0.0004084809202440365 }, "60/40 monthly": { "equity": 1.6886861898123118, "drawdown": -0.024310660523813032, "net": 0.0005813462554038473 }, "SPY buy & hold": { "equity": 1.7061521233083037, "drawdown": -0.04804235956802516, "net": 0.0005966161153114768 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-12", "Ensemble trend": { "equity": 1.367337948234674, "drawdown": -0.05611063311794651, "net": 0.0014309089548099063 }, "Core + trend": { "equity": 1.5128742934551749, "drawdown": -0.040419257414162635, "net": 0.0016430509410594318 }, "60/40 monthly": { "equity": 1.6919300642194215, "drawdown": -0.02243641432181842, "net": 0.0019209456598150432 }, "SPY buy & hold": { "equity": 1.7077624659967174, "drawdown": -0.047143859366896024, "net": 0.0009438447289749075 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-13", "Ensemble trend": { "equity": 1.3675750162319606, "drawdown": -0.05594698230860862, "net": 0.00017337922756621715 }, "Core + trend": { "equity": 1.5105262415244023, "drawdown": -0.0419085717776283, "net": -0.0015520469486000055 }, "60/40 monthly": { "equity": 1.6862408561608886, "drawdown": -0.025723525737936237, "net": -0.0033625550954186068 }, "SPY buy & hold": { "equity": 1.6970000373866094, "drawdown": -0.05314881988889797, "net": -0.006302064147912234 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-14", "Ensemble trend": { "equity": 1.370483279833994, "drawdown": -0.05393937395282966, "net": 0.002126584331765935 }, "Core + trend": { "equity": 1.5116737634546482, "drawdown": -0.04118072548483154, "net": 0.0007596835451781914 }, "60/40 monthly": { "equity": 1.685222338455009, "drawdown": -0.026312005038406472, "net": -0.0006040167406443642 }, "SPY buy & hold": { "equity": 1.6888637156023485, "drawdown": -0.05768852861810647, "net": -0.004794532472015223 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-15", "Ensemble trend": { "equity": 1.369227410635276, "drawdown": -0.05480631513909262, "net": -0.0009163695881575507 }, "Core + trend": { "equity": 1.516598284961563, "drawdown": -0.03805721679350926, "net": 0.003257661557650282 }, "60/40 monthly": { "equity": 1.6981072421409618, "drawdown": -0.018867363611002608, "net": 0.007645818235334723 }, "SPY buy & hold": { "equity": 1.71479624982276, "drawdown": -0.04321931819446856, "net": 0.015355018869099624 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-16", "Ensemble trend": { "equity": 1.3689623117506917, "drawdown": -0.05498931599755219, "net": -0.00019361201983325582 }, "Core + trend": { "equity": 1.518199008656473, "drawdown": -0.0370419152324466, "net": 0.0010554698042208877 }, "60/40 monthly": { "equity": 1.7021157091997137, "drawdown": -0.016551350961369726, "net": 0.0023605500048973216 }, "SPY buy & hold": { "equity": 1.7225916634055742, "drawdown": -0.03886982120700322, "net": 0.004545970743532912 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-19", "Ensemble trend": { "equity": 1.368720301025767, "drawdown": -0.05515637882954838, "net": -0.00017678406691523652 }, "Core + trend": { "equity": 1.5181448291415838, "drawdown": -0.037076280030206354, "net": -3.568670153275555e-05 }, "60/40 monthly": { "equity": 1.7022953207182965, "drawdown": -0.016447574993409653, "net": 0.00010552250802464691 }, "SPY buy & hold": { "equity": 1.7234396029520043, "drawdown": -0.038396708335752705, "net": 0.000492246400841001 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-20", "Ensemble trend": { "equity": 1.3665330014641615, "drawdown": -0.05666629728171346, "net": -0.001598061751525215 }, "Core + trend": { "equity": 1.5153495179052876, "drawdown": -0.03884928049923908, "net": -0.0018412678307357933 }, "60/40 monthly": { "equity": 1.6986387043609947, "drawdown": -0.01856029529626846, "net": -0.00214805052495759 }, "SPY buy & hold": { "equity": 1.7212362284830336, "drawdown": -0.03962609411666551, "net": -0.0012784750131056288 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-10-21", "Ensemble trend": { "equity": 1.3683690866838685, "drawdown": -0.05539882619469494, "net": 0.0013436084000457704 }, "Core + trend": { "equity": 1.5146546405345394, "drawdown": -0.03929002494596101, "net": -0.00045855913935199943 }, "60/40 monthly": { "equity": 1.6947226333843386, "drawdown": -0.02082292332485436, "net": -0.002305417253593789 }, "SPY buy & hold": { "equity": 1.7105588722462448, "drawdown": -0.04558358800619966, "net": -0.006203306704855249 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-10-22", "Ensemble trend": { "equity": 1.369740514629679, "drawdown": -0.05445211345468293, "net": 0.0010022354050209792 }, "Core + trend": { "equity": 1.523109580828217, "drawdown": -0.03392725427781995, "net": 0.005582091169438863 }, "60/40 monthly": { "equity": 1.7124133807436046, "drawdown": -0.010601560877565919, "net": 0.010438727264731051 }, "SPY buy & hold": { "equity": 1.739456101338314, "drawdown": -0.029460208592547277, "net": 0.01689344316698227 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-23", "Ensemble trend": { "equity": 1.3670238419030638, "drawdown": -0.05632746438987879, "net": -0.0019833484500162424 }, "Core + trend": { "equity": 1.5248100128790878, "drawdown": -0.03284871004109757, "net": 0.0011164213476657636 }, "60/40 monthly": { "equity": 1.71973045875189, "drawdown": -0.0063738985375350055, "net": 0.004272962411160375 }, "SPY buy & hold": { "equity": 1.7585237590629825, "drawdown": -0.018821296500146523, "net": 0.010961850494529912 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-10-26", "Ensemble trend": { "equity": 1.3682275638555994, "drawdown": -0.05549652105714398, "net": 0.0008805420327269164 }, "Core + trend": { "equity": 1.5251340381455407, "drawdown": -0.0326431884011672, "net": 0.00021250205843093006 }, "60/40 monthly": { "equity": 1.7189764017415081, "drawdown": -0.006809577700913838, "net": -0.0004384739518593639 }, "SPY buy & hold": { "equity": 1.754201618467233, "drawdown": -0.021232860338408877, "net": -0.0024578232585565907 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-10-27", "Ensemble trend": { "equity": 1.369567680312922, "drawdown": -0.05457142300359885, "net": 0.0009794543632390962 }, "Core + trend": { "equity": 1.5257497098310182, "drawdown": -0.03225268226612654, "net": 0.00040368365670073736 }, "60/40 monthly": { "equity": 1.7187066009839385, "drawdown": -0.006965463219805068, "net": -0.00015695431147066952 }, "SPY buy & hold": { "equity": 1.7508118710830638, "drawdown": -0.023124189884825452, "net": -0.0019323590563843362 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-10-28", "Ensemble trend": { "equity": 1.3671399646197941, "drawdown": -0.05624730352129714, "net": -0.0017726146199457116 }, "Core + trend": { "equity": 1.5279643712337976, "drawdown": -0.030847974391421507, "net": 0.0014515233976513109 }, "60/40 monthly": { "equity": 1.72684142195604, "drawdown": -0.002265325237443383, "net": 0.0047331062599307305 }, "SPY buy & hold": { "equity": 1.7707265402919081, "drawdown": -0.012012682738982927, "net": 0.011374534030617944 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-10-29", "Ensemble trend": { "equity": 1.3636103670217443, "drawdown": -0.05868382599657318, "net": -0.002581738292634417 }, "Core + trend": { "equity": 1.5239385590711103, "drawdown": -0.03340145278767337, "net": -0.002634755259009469 }, "60/40 monthly": { "equity": 1.7220315673847724, "drawdown": -0.005044363674500785, "net": -0.002785348156531531 }, "SPY buy & hold": { "equity": 1.7697096934151784, "drawdown": -0.012580038451423858, "net": -0.000574254044084066 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-10-30", "Ensemble trend": { "equity": 1.364516434281045, "drawdown": -0.058058357177516395, "net": 0.0006644619909128568 }, "Core + trend": { "equity": 1.5230650702199264, "drawdown": -0.0339554863145074, "net": -0.0005731785221815278 }, "60/40 monthly": { "equity": 1.7188877320175888, "drawdown": -0.006860809306220017, "net": -0.0018256548989737942 }, "SPY buy & hold": { "equity": 1.7620830324856211, "drawdown": -0.016835378900666997, "net": -0.004309554814518335 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-02", "Ensemble trend": { "equity": 1.3634537808110896, "drawdown": -0.05879191928794136, "net": -0.0007787766004556662 }, "Core + trend": { "equity": 1.5269670068678542, "drawdown": -0.031480579256902286, "net": 0.002561897534269164 }, "60/40 monthly": { "equity": 1.7291819430009723, "drawdown": -0.0009130186655431638, "net": 0.005988879198818076 }, "SPY buy & hold": { "equity": 1.7829299402290033, "drawdown": -0.005203723765946688, "net": 0.011830831668570685 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-03", "Ensemble trend": { "equity": 1.3620245364845516, "drawdown": -0.0597785433513176, "net": -0.0010482528609718766 }, "Core + trend": { "equity": 1.5267172209966058, "drawdown": -0.03163901258666213, "net": -0.0001635830179205211 }, "60/40 monthly": { "equity": 1.7304312592197164, "drawdown": -0.00019118856850264265, "net": 0.0007224897436621802 }, "SPY buy & hold": { "equity": 1.7880994016630132, "drawdown": -0.002319392268306242, "net": 0.002899419274627224 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-04", "Ensemble trend": { "equity": 1.3598684536456105, "drawdown": -0.06126691253497174, "net": -0.0015829985298987381 }, "Core + trend": { "equity": 1.5237602479273404, "drawdown": -0.03351455137127035, "net": -0.0019368177869475423 }, "60/40 monthly": { "equity": 1.7265395071408467, "drawdown": -0.0024397656209740326, "net": -0.0022490070369073356 }, "SPY buy & hold": { "equity": 1.7826756511712998, "drawdown": -0.005345605845540891, "net": -0.003033248871214478 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-05", "Ensemble trend": { "equity": 1.3590187796669657, "drawdown": -0.061853452413276555, "net": -0.0006248207143616513 }, "Core + trend": { "equity": 1.5226186004806215, "drawdown": -0.03423867161670846, "net": -0.0007492303649946352 }, "60/40 monthly": { "equity": 1.7250463567890029, "drawdown": -0.0033024782370409955, "net": -0.0008648225804670506 }, "SPY buy & hold": { "equity": 1.7808962464755438, "drawdown": -0.006338435190828551, "net": -0.0009981651427093396 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-06", "Ensemble trend": { "equity": 1.3537885572555035, "drawdown": -0.06546393607386758, "net": -0.0038485284307431256 }, "Core + trend": { "equity": 1.5174314841393843, "drawdown": -0.037528738063164924, "net": -0.003406707588886393 }, "60/40 monthly": { "equity": 1.7198962897402654, "drawdown": -0.006278084686217489, "net": -0.0029854658852901395 }, "SPY buy & hold": { "equity": 1.7799636985869216, "drawdown": -0.006858755785642323, "net": -0.0005236396508038199 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-09", "Ensemble trend": { "equity": 1.3513341540779948, "drawdown": -0.06715823927395292, "net": -0.001812988567789775 }, "Core + trend": { "equity": 1.5112592940104161, "drawdown": -0.04144361374910821, "net": -0.004067524757118579 }, "60/40 monthly": { "equity": 1.708981142066166, "drawdown": -0.012584640213630705, "net": -0.006346398756257421 }, "SPY buy & hold": { "equity": 1.7633543230970972, "drawdown": -0.016126054805663426, "net": -0.009331300128766817 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-10", "Ensemble trend": { "equity": 1.3525560859159969, "drawdown": -0.0663147254444465, "net": 0.0009042410674773294 }, "Core + trend": { "equity": 1.5135358708875912, "drawdown": -0.039999634338654944, "net": 0.0015064105055946353 }, "60/40 monthly": { "equity": 1.7126504090654935, "drawdown": -0.01046461062107884, "net": 0.0021470494372404225 }, "SPY buy & hold": { "equity": 1.7674215559269735, "drawdown": -0.013856718258867806, "net": 0.0023065318050956574 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-11", "Ensemble trend": { "equity": 1.3513274276067817, "drawdown": -0.06716288263564907, "net": -0.0009083973093677589 }, "Core + trend": { "equity": 1.5108909011076526, "drawdown": -0.04167727674194688, "net": -0.0017475435044612686 }, "60/40 monthly": { "equity": 1.7082463617713959, "drawdown": -0.013009181673606762, "net": -0.0025714805956812414 }, "SPY buy & hold": { "equity": 1.7604731538283351, "drawdown": -0.017733620192891486, "net": -0.003931377930373903 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-12", "Ensemble trend": { "equity": 1.3489073941399459, "drawdown": -0.06883346002274937, "net": -0.0017908564700130913 }, "Core + trend": { "equity": 1.503305791458069, "drawdown": -0.046488334198359293, "net": -0.0050202894491075956 }, "60/40 monthly": { "equity": 1.694181157312346, "drawdown": -0.02113577744435391, "net": -0.00823370959471248 }, "SPY buy & hold": { "equity": 1.7358974466238457, "drawdown": -0.03144578098015405, "net": -0.01395971710846422 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-11-13", "Ensemble trend": { "equity": 1.348492076997662, "drawdown": -0.06912015830022478, "net": -0.0003078915158210016 }, "Core + trend": { "equity": 1.4990771434724004, "drawdown": -0.049170466608022156, "net": -0.0028128994178669986 }, "60/40 monthly": { "equity": 1.6852788657961917, "drawdown": -0.02627934466342763, "net": -0.00525462786416353 }, "SPY buy & hold": { "equity": 1.7164059738030044, "drawdown": -0.042321163205211954, "net": -0.0112284702409986 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-16", "Ensemble trend": { "equity": 1.3523994220267503, "drawdown": -0.0664228723582545, "net": 0.0028975661746473147 }, "Core + trend": { "equity": 1.50844119187703, "drawdown": -0.04323106995054937, "net": 0.006246542044486825 }, "60/40 monthly": { "equity": 1.7015178640552602, "drawdown": -0.016896774011324056, "net": 0.00963579297684758 }, "SPY buy & hold": { "equity": 1.742506796645546, "drawdown": -0.027758055152256045, "net": 0.015206672104916219 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-17", "Ensemble trend": { "equity": 1.3508305142491877, "drawdown": -0.06750590773423604, "net": -0.0011600920201604303 }, "Core + trend": { "equity": 1.507096534429504, "drawdown": -0.04408395468631532, "net": -0.0008914218563952359 }, "60/40 monthly": { "equity": 1.7005792415022902, "drawdown": -0.017439091479335422, "net": -0.0005516383770034494 }, "SPY buy & hold": { "equity": 1.741235815388155, "drawdown": -0.028467206641323184, "net": -0.0007293981635179136 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-18", "Ensemble trend": { "equity": 1.3537379290123037, "drawdown": -0.06549888534188286, "net": 0.0021523164693477703 }, "Core + trend": { "equity": 1.5157794813964518, "drawdown": -0.038576564723763807, "net": 0.005761374118105067 }, "60/40 monthly": { "equity": 1.7165013368776065, "drawdown": -0.008239621019080268, "net": 0.009362748284079236 }, "SPY buy & hold": { "equity": 1.7688626819310032, "drawdown": -0.013052633504865296, "net": 0.015866240688765965 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-19", "Ensemble trend": { "equity": 1.3558540213905927, "drawdown": -0.06403812204061865, "net": 0.0015631477355686485 }, "Core + trend": { "equity": 1.517236742396291, "drawdown": -0.037652258191214205, "net": 0.0009613938028085744 }, "60/40 monthly": { "equity": 1.717074551776165, "drawdown": -0.007908428835993409, "net": 0.00033394375305362267 }, "SPY buy & hold": { "equity": 1.7673366382306968, "drawdown": -0.013904098588367275, "net": -0.0008627259288666034 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-20", "Ensemble trend": { "equity": 1.3553244732626186, "drawdown": -0.06440367530262836, "net": -0.0003905642640134044 }, "Core + trend": { "equity": 1.5182170391468608, "drawdown": -0.03703047891455147, "net": 0.0006461066511094238 }, "60/40 monthly": { "equity": 1.7199662592582716, "drawdown": -0.0062376576884609625, "net": 0.0016840896506884473 }, "SPY buy & hold": { "equity": 1.7737773902761826, "drawdown": -0.010310442995723479, "net": 0.00364432666995107 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-23", "Ensemble trend": { "equity": 1.3552509360709806, "drawdown": -0.0644544388855064, "net": -5.425799732006187e-05 }, "Core + trend": { "equity": 1.517994168669178, "drawdown": -0.03717184044035726, "net": -0.00014679750782398138 }, "60/40 monthly": { "equity": 1.7196654065925179, "drawdown": -0.0064114843831422075, "net": -0.00017491777186573465 }, "SPY buy & hold": { "equity": 1.7717435418456808, "drawdown": -0.011445240723573447, "net": -0.0011466198868309574 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-24", "Ensemble trend": { "equity": 1.3565111160535746, "drawdown": -0.06358452191475039, "net": 0.0009298499259828841 }, "Core + trend": { "equity": 1.519615465350724, "drawdown": -0.03614348991555816, "net": 0.0010680519826813395 }, "60/40 monthly": { "equity": 1.721699564316697, "drawdown": -0.005236188452928392, "net": 0.0011828799465181117 }, "SPY buy & hold": { "equity": 1.7741167517072052, "drawdown": -0.010121094283661591, "net": 0.0013394770775077003 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-11-25", "Ensemble trend": { "equity": 1.3563962729253602, "drawdown": -0.06366379946842393, "net": -8.466066135048855e-05 }, "Core + trend": { "equity": 1.5196289338084448, "drawdown": -0.03613494718817023, "net": 8.863069656861455e-06 }, "60/40 monthly": { "equity": 1.7219334979198162, "drawdown": -0.005101026263478525, "net": 0.00013587364948430825 }, "SPY buy & hold": { "equity": 1.7738624626495016, "drawdown": -0.010262976363255905, "net": -0.0001433327640127935 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-11-27", "Ensemble trend": { "equity": 1.3562986176011071, "drawdown": -0.06373121208013488, "net": -7.199616085828975e-05 }, "Core + trend": { "equity": 1.5203542693652623, "drawdown": -0.035674883827158665, "net": 0.00047731096761882696 }, "60/40 monthly": { "equity": 1.7238322078095725, "drawdown": -0.004003989401704322, "net": 0.0011026615673892515 }, "SPY buy & hold": { "equity": 1.7758961564029612, "drawdown": -0.009128264938373931, "net": 0.0011464776984015934 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-11-30", "Ensemble trend": { "equity": 1.3562502599425872, "drawdown": -0.06376459393700729, "net": -3.565413832340436e-05 }, "Core + trend": { "equity": 1.5185442453669833, "drawdown": -0.036822939670185795, "net": -0.0011905277833926808 }, "60/40 monthly": { "equity": 1.7197534733164468, "drawdown": -0.006360601179253633, "net": -0.0023660855590513785 }, "SPY buy & hold": { "equity": 1.7685230111458956, "drawdown": -0.013242154822863506, "net": -0.004151788509976662 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-12-01", "Ensemble trend": { "equity": 1.361340398778796, "drawdown": -0.060250811605686905, "net": 0.0037530970400878605 }, "Core + trend": { "equity": 1.5273323883724514, "drawdown": -0.03124882632341308, "net": 0.00578721563911011 }, "60/40 monthly": { "equity": 1.7332845744232044, "drawdown": 0.0, "net": 0.007868046971095 }, "SPY buy & hold": { "equity": 1.7853877584327205, "drawdown": -0.0038323696024712417, "net": 0.009536063246300408 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-12-02", "Ensemble trend": { "equity": 1.3562736703914755, "drawdown": -0.06374843343052228, "net": -0.0037218673535771574 }, "Core + trend": { "equity": 1.5188817601512754, "drawdown": -0.03660886194492741, "net": -0.005532933293047826 }, "60/40 monthly": { "equity": 1.7206522979309609, "drawdown": -0.007288056836510792, "net": -0.007288056836510792 }, "SPY buy & hold": { "equity": 1.76716726686927, "drawdown": -0.01399860033846212, "net": -0.010205341376063326 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": 0.0 } }, { "date": "2015-12-03", "Ensemble trend": { "equity": 1.3472132683021973, "drawdown": -0.07000293488920473, "net": -0.0066803642119388496 }, "Core + trend": { "equity": 1.5044114670703754, "drawdown": -0.045787030045260746, "net": -0.009526938475749813 }, "60/40 monthly": { "equity": 1.698935350653564, "drawdown": -0.019817417333833354, "net": -0.012621345581272148 }, "SPY buy & hold": { "equity": 1.742422342980396, "drawdown": -0.02780517657285131, "net": -0.014002592936611102 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.00021919021904026614 } }, { "date": "2015-12-04", "Ensemble trend": { "equity": 1.3537377601229483, "drawdown": -0.0654990019281787, "net": 0.004842953951138984 }, "Core + trend": { "equity": 1.5178758319002998, "drawdown": -0.037246898682173235, "net": 0.008949921696717933 }, "60/40 monthly": { "equity": 1.7214104276863305, "drawdown": -0.006850661981357198, "net": 0.013228918348258789 }, "SPY buy & hold": { "equity": 1.7764045798413257, "drawdown": -0.008844587082153632, "net": 0.019502870241438375 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-12-07", "Ensemble trend": { "equity": 1.3534223924099464, "drawdown": -0.0657167039464287, "net": -0.00023296071240064276 }, "Core + trend": { "equity": 1.51612541982599, "drawdown": -0.03835714407755342, "net": -0.0011531984616413027 }, "60/40 monthly": { "equity": 1.7172597411768284, "drawdown": -0.009245356176846298, "net": -0.002411212597962953 }, "SPY buy & hold": { "equity": 1.765642615262345, "drawdown": -0.01484928869525104, "net": -0.006058284639156919 }, "BIL reserve": { "equity": 1.0025363374843699, "drawdown": -0.007364426770176791, "net": 0.0 } }, { "date": "2015-12-08", "Ensemble trend": { "equity": 1.3511921295012792, "drawdown": -0.06725628049921895, "net": -0.0016478690770705962 }, "Core + trend": { "equity": 1.5120881843467293, "drawdown": -0.040917868016047354, "net": -0.0026628637884879014 }, "60/40 monthly": { "equity": 1.7106685908690067, "drawdown": -0.013048049863204958, "net": -0.003838179018454624 }, "SPY buy & hold": { "equity": 1.7537782674021882, "drawdown": -0.02146907156216138, "net": -0.006719563606814027 }, "BIL reserve": { "equity": 1.0023166394806144, "drawdown": -0.007581955098818205, "net": -0.00021914218521668083 } }, { "date": "2015-12-09", "Ensemble trend": { "equity": 1.3498952394830752, "drawdown": -0.06815153883661729, "net": -0.0009598117024872677 }, "Core + trend": { "equity": 1.5083844260188957, "drawdown": -0.04326707520527384, "net": -0.0024494327554273054 }, "60/40 monthly": { "equity": 1.7036712247943406, "drawdown": -0.01708510539229735, "net": -0.004090427632807203 }, "SPY buy & hold": { "equity": 1.7401340508151486, "drawdown": -0.029081942683263695, "net": -0.00777989831476833 }, "BIL reserve": { "equity": 1.0020971517141832, "drawdown": -0.0077992752663794684, "net": -0.00021898046763446644 } }, { "date": "2015-12-10", "Ensemble trend": { "equity": 1.3490544280901164, "drawdown": -0.06873196076843868, "net": -0.0006228715891174463 }, "Core + trend": { "equity": 1.508591680949714, "drawdown": -0.043135618255228936, "net": 0.00013740192966937848 }, "60/40 monthly": { "equity": 1.7048396688647534, "drawdown": -0.016410984080855173, "net": 0.0006858389420492106 }, "SPY buy & hold": { "equity": 1.7446258721264096, "drawdown": -0.026575704488970175, "net": 0.0025813076349818775 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": 0.00021902843058252408 } }, { "date": "2015-12-11", "Ensemble trend": { "equity": 1.348012256335632, "drawdown": -0.06945138411128715, "net": -0.0007725201687820427 }, "Core + trend": { "equity": 1.5019623746782838, "drawdown": -0.04734043200762572, "net": -0.004394367511861619 }, "60/40 monthly": { "equity": 1.6904014119478459, "drawdown": -0.024740982010775237, "net": -0.008468982263019509 }, "SPY buy & hold": { "equity": 1.7108122332416948, "drawdown": -0.045442223744413646, "net": -0.019381598900342745 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2015-12-14", "Ensemble trend": { "equity": 1.3454029938968275, "drawdown": -0.07125258846941396, "net": -0.0019356370289226321 }, "Core + trend": { "equity": 1.500300520465597, "drawdown": -0.04839450722483185, "net": -0.0011064552885640122 }, "60/40 monthly": { "equity": 1.6904265823669034, "drawdown": -0.02472646020666469, "net": 1.4890202338690983e-05 }, "SPY buy & hold": { "equity": 1.719456514433194, "drawdown": -0.04061909606788883, "net": 0.00505273520000471 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.0 } }, { "date": "2015-12-15", "Ensemble trend": { "equity": 1.34664151345626, "drawdown": -0.07039762394192972, "net": 0.000920556565616959 }, "Core + trend": { "equity": 1.504686762527145, "drawdown": -0.0456124165826749, "net": 0.002923575644822707 }, "60/40 monthly": { "equity": 1.6993102530820738, "drawdown": -0.01960112138679626, "net": 0.005255283375118047 }, "SPY buy & hold": { "equity": 1.7375071706040905, "drawdown": -0.030547625990896998, "net": 0.010497884662612034 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": -0.00021914218521668083 } }, { "date": "2015-12-16", "Ensemble trend": { "equity": 1.3497448684112248, "drawdown": -0.06825534174502745, "net": 0.002304514545225844 }, "Core + trend": { "equity": 1.5120070628001914, "drawdown": -0.040969321513673274, "net": 0.004864999450617802 }, "60/40 monthly": { "equity": 1.712464519318444, "drawdown": -0.012011908149409778, "net": 0.0077409444287834805 }, "SPY buy & hold": { "equity": 1.7629300439697981, "drawdown": -0.01636278384722456, "net": 0.014631809178012656 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2015-12-17", "Ensemble trend": { "equity": 1.347892915666879, "drawdown": -0.06953376636976105, "net": -0.0013720761513438262 }, "Core + trend": { "equity": 1.5053624257566671, "drawdown": -0.04518385921586143, "net": -0.004394580691454264 }, "60/40 monthly": { "equity": 1.6994873032461033, "drawdown": -0.019498974187979523, "net": -0.007578093400443464 }, "SPY buy & hold": { "equity": 1.7360663539541457, "drawdown": -0.0313515381389633, "net": -0.015238091895671713 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": -0.00021914218521668083 } }, { "date": "2015-12-18", "Ensemble trend": { "equity": 1.3459473469974819, "drawdown": -0.07087681516172484, "net": -0.001443414863883663 }, "Core + trend": { "equity": 1.497264654798333, "drawdown": -0.05032008573719504, "net": -0.005379283300673499 }, "60/40 monthly": { "equity": 1.6837373076364515, "drawdown": -0.028585765729347234, "net": -0.009267498250542183 }, "SPY buy & hold": { "equity": 1.70513883400355, "drawdown": -0.04860773031219878, "net": -0.017814710756967167 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2015-12-21", "Ensemble trend": { "equity": 1.3481711319866867, "drawdown": -0.0693417103924524, "net": 0.0016522080110827897 }, "Core + trend": { "equity": 1.5021773175645365, "drawdown": -0.0472040987674508, "net": 0.0032810917899248615 }, "60/40 monthly": { "equity": 1.6923268095350685, "drawdown": -0.023630144462438163, "net": 0.005101450125064133 }, "SPY buy & hold": { "equity": 1.7192045455311264, "drawdown": -0.040759683602961116, "net": 0.008249012483371398 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": -0.00021914218521668083 } }, { "date": "2015-12-22", "Ensemble trend": { "equity": 1.3489627012510053, "drawdown": -0.06879528087756492, "net": 0.000587143015851499 }, "Core + trend": { "equity": 1.5057474002038995, "drawdown": -0.04493967893759909, "net": 0.0023766053432034973 }, "60/40 monthly": { "equity": 1.6995778436816902, "drawdown": -0.019446737851879226, "net": 0.0042846535939555785 }, "SPY buy & hold": { "equity": 1.7348048079963416, "drawdown": -0.03205542514697468, "net": 0.009074116576626157 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": 0.0 } }, { "date": "2015-12-23", "Ensemble trend": { "equity": 1.351386301292417, "drawdown": -0.06712224144234935, "net": 0.0017966397730375672 }, "Core + trend": { "equity": 1.5118564493058884, "drawdown": -0.041064852126713514, "net": 0.004057154009471597 }, "60/40 monthly": { "equity": 1.7106714531478997, "drawdown": -0.013046398502005951, "net": 0.006527273527041189 }, "SPY buy & hold": { "equity": 1.75628728370694, "drawdown": -0.02006915111623675, "net": 0.012383223525539 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": 0.0 } }, { "date": "2015-12-24", "Ensemble trend": { "equity": 1.3519938140057217, "drawdown": -0.06670286831584882, "net": 0.00044954778121075734 }, "Core + trend": { "equity": 1.5120349649357772, "drawdown": -0.040951623842359064, "net": 0.00011807710313416209 }, "60/40 monthly": { "equity": 1.7102111399189261, "drawdown": -0.01331197129701378, "net": -0.0002690833638022694 }, "SPY buy & hold": { "equity": 1.7533889452864715, "drawdown": -0.021686296132926497, "net": -0.001650264422772052 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2015-12-28", "Ensemble trend": { "equity": 1.351174435574085, "drawdown": -0.0672684948239648, "net": -0.0006060519087798255 }, "Core + trend": { "equity": 1.5107162892426598, "drawdown": -0.04178802895962874, "net": -0.0008721198409413766 }, "60/40 monthly": { "equity": 1.7079842475884706, "drawdown": -0.014596753013366714, "net": -0.001302115439711815 }, "SPY buy & hold": { "equity": 1.7493826552113003, "drawdown": -0.023921629310281634, "net": -0.0022848838450482134 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": -0.00021914218521668083 } }, { "date": "2015-12-29", "Ensemble trend": { "equity": 1.3507878277991394, "drawdown": -0.06753537468961623, "net": -0.00028612721256915385 }, "Core + trend": { "equity": 1.513873066664275, "drawdown": -0.0397857589524534, "net": 0.0020895898482684583 }, "60/40 monthly": { "equity": 1.7153694703332862, "drawdown": -0.01033592772605163, "net": 0.004323940782968494 }, "SPY buy & hold": { "equity": 1.7680515555206648, "drawdown": -0.013505206269702086, "net": 0.010671707675705466 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": 0.0 } }, { "date": "2015-12-30", "Ensemble trend": { "equity": 1.348855855426947, "drawdown": -0.06886903779870845, "net": -0.0014302559827921169 }, "Core + trend": { "equity": 1.509918614026034, "drawdown": -0.04229397567312854, "net": -0.002612142804650386 }, "60/40 monthly": { "equity": 1.7082585538342516, "drawdown": -0.014438494958210146, "net": -0.004145413930943365 }, "SPY buy & hold": { "equity": 1.755520085576642, "drawdown": -0.020497213838127193, "net": -0.00708772880796027 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2015-12-31", "Ensemble trend": { "equity": 1.3466649912907864, "drawdown": -0.07038141691835109, "net": -0.0016242388890894688 }, "Core + trend": { "equity": 1.5044301350490268, "drawdown": -0.04577518938348579, "net": -0.0036349502059402905 }, "60/40 monthly": { "equity": 1.6987036752549196, "drawdown": -0.019951079977615693, "net": -0.005593344495706365 }, "SPY buy & hold": { "equity": 1.7379589822449377, "drawdown": -0.030295535021009345, "net": -0.010003362237770097 }, "BIL reserve": { "equity": 1.0023166394806142, "drawdown": -0.007581955098818316, "net": -0.00021914218521668083 } }, { "date": "2016-01-04", "Ensemble trend": { "equity": 1.344758474976098, "drawdown": -0.07169750741342218, "net": -0.001415731697948952 }, "Core + trend": { "equity": 1.498719555481369, "drawdown": -0.04939727629833035, "net": -0.00379584231571628 }, "60/40 monthly": { "equity": 1.6873047559589327, "drawdown": -0.026527564568889495, "net": -0.006710363591976187 }, "SPY buy & hold": { "equity": 1.7136633951642326, "drawdown": -0.04385140113300101, "net": -0.013979378874248383 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.00021919021904026614 } }, { "date": "2016-01-05", "Ensemble trend": { "equity": 1.3447089323284358, "drawdown": -0.0717317072821495, "net": -3.684129796099889e-05 }, "Core + trend": { "equity": 1.499331965420194, "drawdown": -0.04900883901282227, "net": 0.00040862210450587355 }, "60/40 monthly": { "equity": 1.6888164945947135, "drawdown": -0.02565538312904503, "net": 0.0008959487789279574 }, "SPY buy & hold": { "equity": 1.7165617335847014, "drawdown": -0.04223425611631115, "net": 0.0016913113909344801 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770176902, "net": 0.0 } }, { "date": "2016-01-06", "Ensemble trend": { "equity": 1.346579761277945, "drawdown": -0.07044025219236949, "net": 0.0013912519687586666 }, "Core + trend": { "equity": 1.4965459314617515, "drawdown": -0.0507759551217265, "net": -0.0018581835261958224 }, "60/40 monthly": { "equity": 1.6801900280245254, "drawdown": -0.03063233076792815, "net": -0.005107995213096461 }, "SPY buy & hold": { "equity": 1.694908958450422, "drawdown": -0.05431554971495245, "net": -0.01261403811505335 }, "BIL reserve": { "equity": 1.002097151714183, "drawdown": -0.0077992752663796905, "net": -0.0004380746649930156 } }, { "date": "2016-01-07", "Ensemble trend": { "equity": 1.3459131570030332, "drawdown": -0.07090041691449966, "net": -0.0004950351208896642 }, "Core + trend": { "equity": 1.4861791474153176, "drawdown": -0.057351363519197895, "net": -0.006927140576506008 }, "60/40 monthly": { "equity": 1.6577575389458385, "drawdown": -0.04357451545572055, "net": -0.013351161895099328 }, "SPY buy & hold": { "equity": 1.6542445186808221, "drawdown": -0.07700451373153405, "net": -0.023992108583093086 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818427, "net": 0.00021902843058252408 } }, { "date": "2016-01-08", "Ensemble trend": { "equity": 1.346393939756827, "drawdown": -0.07056852696024796, "net": 0.00035721677233935267 }, "Core + trend": { "equity": 1.4824664464114734, "drawdown": -0.059706242838438395, "net": -0.0024981517270654674 }, "60/40 monthly": { "equity": 1.6488137871853734, "drawdown": -0.048734517392183485, "net": -0.005395090385866941 }, "SPY buy & hold": { "equity": 1.6360872900277128, "drawdown": -0.08713544655356265, "net": -0.010976145574651097 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818427, "net": 0.0 } }, { "date": "2016-01-11", "Ensemble trend": { "equity": 1.3447477921692927, "drawdown": -0.0717048818798186, "net": -0.001222634430329883 }, "Core + trend": { "equity": 1.480994287741862, "drawdown": -0.060639998614117285, "net": -0.000993046873455361 }, "60/40 monthly": { "equity": 1.647586282652531, "drawdown": -0.049442713005850125, "net": -0.0007444773584395215 }, "SPY buy & hold": { "equity": 1.6377072226927551, "drawdown": -0.08623159556841009, "net": 0.0009901260616815843 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818427, "net": 0.0 } }, { "date": "2016-01-12", "Ensemble trend": { "equity": 1.3479889835795411, "drawdown": -0.06946744956682482, "net": 0.0024102597000883463 }, "Core + trend": { "equity": 1.4876444039811554, "drawdown": -0.05642198558633993, "net": 0.004490305124291272 }, "60/40 monthly": { "equity": 1.658431419088779, "drawdown": -0.04318572751351846, "net": 0.006582439141692875 }, "SPY buy & hold": { "equity": 1.6509205090396717, "drawdown": -0.07885916451649866, "net": 0.008068161490544679 }, "BIL reserve": { "equity": 1.0025363374843697, "drawdown": -0.007364426770177013, "net": 0.00021919021904026614 } }, { "date": "2016-01-13", "Ensemble trend": { "equity": 1.3479450429350968, "drawdown": -0.06949778230725567, "net": -3.259718364145847e-05 }, "Core + trend": { "equity": 1.47804039947084, "drawdown": -0.06251358078342584, "net": -0.006455846897695294 }, "60/40 monthly": { "equity": 1.6369169984357606, "drawdown": -0.05559824244066369, "net": -0.012972752689911937 }, "SPY buy & hold": { "equity": 1.6097456350301558, "drawdown": -0.10183292832788637, "net": -0.024940555153359245 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818427, "net": -0.00021914218521668083 } }, { "date": "2016-01-14", "Ensemble trend": { "equity": 1.3479651465163314, "drawdown": -0.06948390457016218, "net": 1.4914243974484265e-05 }, "Core + trend": { "equity": 1.484344659115765, "drawdown": -0.05851493649572692, "net": 0.0042652823611464274 }, "60/40 monthly": { "equity": 1.6510433643014555, "drawdown": -0.04744818671747364, "net": 0.00862986081713002 }, "SPY buy & hold": { "equity": 1.6361723624010318, "drawdown": -0.08708797992109518, "net": 0.016416710066358364 }, "BIL reserve": { "equity": 1.0020971517141828, "drawdown": -0.0077992752663798015, "net": -0.00021898046763446644 } }, { "date": "2016-01-15", "Ensemble trend": { "equity": 1.348782155929667, "drawdown": -0.06891991342306802, "net": 0.0006061057405284398 }, "Core + trend": { "equity": 1.4770358427083106, "drawdown": -0.0631507476176617, "net": -0.004923934857426149 }, "60/40 monthly": { "equity": 1.6336001471239963, "drawdown": -0.05751186433559574, "net": -0.010564966102413198 }, "SPY buy & hold": { "equity": 1.601049691706496, "drawdown": -0.10668488119576414, "net": -0.021466363508911956 }, "BIL reserve": { "equity": 1.0020971517141828, "drawdown": -0.0077992752663798015, "net": 0.0 } }, { "date": "2016-01-19", "Ensemble trend": { "equity": 1.3483341119494283, "drawdown": -0.0692292034192894, "net": -0.0003321840953106614 }, "Core + trend": { "equity": 1.4769402793516193, "drawdown": -0.06321136121733384, "net": -6.469941617393005e-05 }, "60/40 monthly": { "equity": 1.633955520836083, "drawdown": -0.05730683527266489, "net": 0.00021754020573050425 }, "SPY buy & hold": { "equity": 1.6031812960277938, "drawdown": -0.1054955399920603, "net": 0.001331379239719821 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818538, "net": 0.00021902843058252408 } }, { "date": "2016-01-20", "Ensemble trend": { "equity": 1.3500173110218614, "drawdown": -0.0680672714266416, "net": 0.0012483545862378431 }, "Core + trend": { "equity": 1.474020744566001, "drawdown": -0.06506315377518779, "net": -0.001976745320332096 }, "60/40 monthly": { "equity": 1.625274804327765, "drawdown": -0.062315081833219765, "net": -0.005312700619828359 }, "SPY buy & hold": { "equity": 1.5826363178711742, "drawdown": -0.11695873173300442, "net": -0.012815130894755167 }, "BIL reserve": { "equity": 1.002316639480614, "drawdown": -0.007581955098818538, "net": 0.0 } }, { "date": "2016-01-21", "Ensemble trend": { "equity": 1.3492401633766065, "drawdown": -0.0686037455293319, "net": -0.0005756575407664943 }, "Core + trend": { "equity": 1.4751325233124686, "drawdown": -0.06435797854698688, "net": 0.0007542490501346588 }, "60/40 monthly": { "equity": 1.628756720461746, "drawdown": -0.060306227554262404, "net": 0.0021423553264403594 }, "SPY buy & hold": { "equity": 1.591502405941473, "drawdown": -0.11201184560019117, "net": 0.0056021007291331415 }, "BIL reserve": { "equity": 1.0025363374843694, "drawdown": -0.007364426770177124, "net": 0.00021919021904026614 } }, { "date": "2016-01-22", "Ensemble trend": { "equity": 1.3493045867342113, "drawdown": -0.06855927333260803, "net": 4.7747880142834376e-05 }, "Core + trend": { "equity": 1.4830355200833238, "drawdown": -0.05934529273241651, "net": 0.005357482562386329 }, "60/40 monthly": { "equity": 1.6464127352034592, "drawdown": -0.05011977865703565, "net": 0.010840179211483392 }, "SPY buy & hold": { "equity": 1.6241524094362219, "drawdown": -0.09379458357393722, "net": 0.0205152083797413 }, "BIL reserve": { "equity": 1.0020971517141828, "drawdown": -0.0077992752663799125, "net": -0.0004380746649930156 } }, { "date": "2016-01-25", "Ensemble trend": { "equity": 1.3500875292779118, "drawdown": -0.06801879894379081, "net": 0.0005802563419692319 }, "Core + trend": { "equity": 1.478073934421258, "drawdown": -0.06249231034954794, "net": -0.003345560908606715 }, "60/40 monthly": { "equity": 1.6342874998224568, "drawdown": -0.057115303546557916, "net": -0.0073646389643019505 }, "SPY buy & hold": { "equity": 1.5996012958814738, "drawdown": -0.10749302218926815, "net": -0.015116262126699143 }, "BIL reserve": { "equity": 1.0023166394806138, "drawdown": -0.00758195509881876, "net": 0.00021902843058252408 } }, { "date": "2016-01-26", "Ensemble trend": { "equity": 1.3514038848136307, "drawdown": -0.06711010333214229, "net": 0.0009750149580471934 }, "Core + trend": { "equity": 1.4847577773551195, "drawdown": -0.05825290526906757, "net": 0.004521994995114076 }, "60/40 monthly": { "equity": 1.647629746516684, "drawdown": -0.049417636994216196, "net": 0.008163953218559561 }, "SPY buy & hold": { "equity": 1.621424215762392, "drawdown": -0.0953167953256916, "net": 0.013642724557116903 }, "BIL reserve": { "equity": 1.0020971517141826, "drawdown": -0.0077992752663800236, "net": -0.00021898046763446644 } }, { "date": "2016-01-27", "Ensemble trend": { "equity": 1.351103800456555, "drawdown": -0.06731725507116704, "net": -0.00022205379194761843 }, "Core + trend": { "equity": 1.4801956576522346, "drawdown": -0.06114655098120514, "net": -0.003072635666547252 }, "60/40 monthly": { "equity": 1.6377687793686038, "drawdown": -0.05510681654014382, "net": -0.005984941197455074 }, "SPY buy & hold": { "equity": 1.6037786587655378, "drawdown": -0.10516223792916912, "net": -0.010882751611401842 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818871, "net": 0.00021902843058252408 } }, { "date": "2016-01-28", "Ensemble trend": { "equity": 1.3522234270464721, "drawdown": -0.06654436375014017, "net": 0.0008286754796624773 }, "Core + trend": { "equity": 1.483411971564371, "drawdown": -0.05910651837205272, "net": 0.0021728978162507406 }, "60/40 monthly": { "equity": 1.6435774547814817, "drawdown": -0.05175556337687659, "net": 0.0035467005392038065 }, "SPY buy & hold": { "equity": 1.6121323017943692, "drawdown": -0.10050127352974769, "net": 0.0052087256450097374 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818871, "net": 0.0 } }, { "date": "2016-01-29", "Ensemble trend": { "equity": 1.3572505108665152, "drawdown": -0.06307410903345556, "net": 0.003717642897981044 }, "Core + trend": { "equity": 1.4981819870744957, "drawdown": -0.04973824335242716, "net": 0.009956785972644377 }, "60/40 monthly": { "equity": 1.670401019921293, "drawdown": -0.03627999431243856, "net": 0.016320231858727885 }, "SPY buy & hold": { "equity": 1.6514323353729692, "drawdown": -0.0785735879949796, "net": 0.02437767268533575 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177457, "net": 0.00021919021904026614 } }, { "date": "2016-02-01", "Ensemble trend": { "equity": 1.3556287154707025, "drawdown": -0.06419365335045646, "net": -0.0011949123487728919 }, "Core + trend": { "equity": 1.4963997222066636, "drawdown": -0.05086869222895152, "net": -0.0011896184063141524 }, "60/40 monthly": { "equity": 1.6684377874502667, "drawdown": -0.03741266029239154, "net": -0.0011753060777698332 }, "SPY buy & hold": { "equity": 1.6508348179581824, "drawdown": -0.07890697636083899, "net": -0.00036181767910681284 }, "BIL reserve": { "equity": 1.0020971517141823, "drawdown": -0.007799275266380246, "net": -0.0004380746649930156 } }, { "date": "2016-02-02", "Ensemble trend": { "equity": 1.35800877338494, "drawdown": -0.06255067155454219, "net": 0.0017556856734266546 }, "Core + trend": { "equity": 1.4921929373214127, "drawdown": -0.05353695738591224, "net": -0.0028112708274546927 }, "60/40 monthly": { "equity": 1.6558502030093036, "drawdown": -0.04467493252783905, "net": -0.0075445332967432055 }, "SPY buy & hold": { "equity": 1.6210836169150293, "drawdown": -0.09550683446149877, "net": -0.0180219127434873 }, "BIL reserve": { "equity": 1.0020971517141823, "drawdown": -0.007799275266380246, "net": 0.0 } }, { "date": "2016-02-03", "Ensemble trend": { "equity": 1.358331876644167, "drawdown": -0.06232762959832128, "net": 0.00023792427969504537 }, "Core + trend": { "equity": 1.4944061024123092, "drawdown": -0.05213319858680043, "net": 0.0014831628240175032 }, "60/40 monthly": { "equity": 1.661080041888759, "drawdown": -0.041657632912629694, "net": 0.003158400965226571 }, "SPY buy & hold": { "equity": 1.6308016661348603, "drawdown": -0.09008459158026394, "net": 0.005994785906432654 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.00021902843058252408 } }, { "date": "2016-02-04", "Ensemble trend": { "equity": 1.3606931442332002, "drawdown": -0.06069761898351378, "net": 0.0017383583714951634 }, "Core + trend": { "equity": 1.496719648025889, "drawdown": -0.05066577077241474, "net": 0.0015481371561889556 }, "60/40 monthly": { "equity": 1.6642207021803084, "drawdown": -0.03984566254267796, "net": 0.001890733867332628 }, "SPY buy & hold": { "equity": 1.6333592510309245, "drawdown": -0.08865757200234936, "net": 0.0015682991679335512 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-02-05", "Ensemble trend": { "equity": 1.3625730012264197, "drawdown": -0.05939993172964253, "net": 0.0013815436648494384 }, "Core + trend": { "equity": 1.4885159253042444, "drawdown": -0.055869200016509746, "net": -0.0054811351828414345 }, "60/40 monthly": { "equity": 1.6459977201310518, "drawdown": -0.050359217165017234, "net": -0.010949859009314333 }, "SPY buy & hold": { "equity": 1.6022431797656447, "drawdown": -0.10601896749372686, "net": -0.019050353586108182 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-02-08", "Ensemble trend": { "equity": 1.3675904430694246, "drawdown": -0.05593633298240086, "net": 0.0036823288282454847 }, "Core + trend": { "equity": 1.4868757642929216, "drawdown": -0.0569095157440056, "net": -0.0011018766970785077 }, "60/40 monthly": { "equity": 1.6377415482119948, "drawdown": -0.055122527264747645, "net": -0.005015907262860497 }, "SPY buy & hold": { "equity": 1.580675786358769, "drawdown": -0.11805262185396437, "net": -0.013460749079318934 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-02-09", "Ensemble trend": { "equity": 1.367683276410508, "drawdown": -0.055872249042030586, "net": 6.788095189880217e-05 }, "Core + trend": { "equity": 1.4871015683944764, "drawdown": -0.0567662934892641, "net": 0.00015186480738860197 }, "60/40 monthly": { "equity": 1.6379144296914938, "drawdown": -0.05502278514389225, "net": 0.00010556090470315027 }, "SPY buy & hold": { "equity": 1.5807608587320883, "drawdown": -0.1180051552214968, "net": 5.382025463629425e-05 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-02-10", "Ensemble trend": { "equity": 1.3697897698524164, "drawdown": -0.05441811199874069, "net": 0.0015401909771368683 }, "Core + trend": { "equity": 1.4885064523479175, "drawdown": -0.05587520849091254, "net": 0.0009447128449724396 }, "60/40 monthly": { "equity": 1.6390755216412267, "drawdown": -0.05435290555985495, "net": 0.000708884376793506 }, "SPY buy & hold": { "equity": 1.5793972259263005, "drawdown": -0.11876600218846955, "net": -0.0008626433266328837 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-02-11", "Ensemble trend": { "equity": 1.3756120318850888, "drawdown": -0.05039893646796867, "net": 0.004250478548470937 }, "Core + trend": { "equity": 1.4855642181407707, "drawdown": -0.05774139876036788, "net": -0.001976635171789587 }, "60/40 monthly": { "equity": 1.629570167792343, "drawdown": -0.0598369178156305, "net": -0.0057992165238156534 }, "SPY buy & hold": { "equity": 1.5588519384155963, "drawdown": -0.13022936653534978, "net": -0.013008309229272208 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-02-12", "Ensemble trend": { "equity": 1.3706663784751332, "drawdown": -0.05381297882082536, "net": -0.003595238552238089 }, "Core + trend": { "equity": 1.489917669972199, "drawdown": -0.05498010619344018, "net": 0.002930503964935882 }, "60/40 monthly": { "equity": 1.64412366538273, "drawdown": -0.051440433011495035, "net": 0.00893088120906338 }, "SPY buy & hold": { "equity": 1.590990734285217, "drawdown": -0.11229733581874268, "net": 0.020616965009702115 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-02-16", "Ensemble trend": { "equity": 1.366591797666917, "drawdown": -0.05662570957575119, "net": -0.002972700631023839 }, "Core + trend": { "equity": 1.4958014030483289, "drawdown": -0.05124819206230968, "net": 0.003949032349042314 }, "60/40 monthly": { "equity": 1.6585842280889145, "drawdown": -0.043097565994982934, "net": 0.008795301114298049 }, "SPY buy & hold": { "equity": 1.617844215616071, "drawdown": -0.09731427752290012, "net": 0.01687846494148104 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-02-17", "Ensemble trend": { "equity": 1.3656936846048644, "drawdown": -0.05724568751948034, "net": -0.0006571919014777272 }, "Core + trend": { "equity": 1.5019047139621435, "drawdown": -0.04737700484983154, "net": 0.004080294951840813 }, "60/40 monthly": { "equity": 1.6731464069056667, "drawdown": -0.034696072650130305, "net": 0.008779885018882272 }, "SPY buy & hold": { "equity": 1.6442710976639894, "drawdown": -0.08256924281314082, "net": 0.01633462714941003 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-02-18", "Ensemble trend": { "equity": 1.3703206459976707, "drawdown": -0.05405164199088064, "net": 0.003387993548600976 }, "Core + trend": { "equity": 1.5029587761105536, "drawdown": -0.04670843790842838, "net": 0.0007018169252757112 }, "60/40 monthly": { "equity": 1.6721050774045536, "drawdown": -0.03529685657013937, "net": -0.0006223779920365713 }, "SPY buy & hold": { "equity": 1.637536459237946, "drawdown": -0.08632687404521844, "net": -0.004095819987112392 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-02-19", "Ensemble trend": { "equity": 1.3698465134803262, "drawdown": -0.05437894120918463, "net": -0.00034600114851179864 }, "Core + trend": { "equity": 1.5027369144288925, "drawdown": -0.04684915957853719, "net": -0.0001476166114384725 }, "60/40 monthly": { "equity": 1.6716351783661825, "drawdown": -0.03556795979537153, "net": -0.0002810224337699285 }, "SPY buy & hold": { "equity": 1.6367697251387752, "drawdown": -0.08675467785820434, "net": -0.00046822413928271356 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-02-22", "Ensemble trend": { "equity": 1.3678919053117469, "drawdown": -0.05572823007308603, "net": -0.0014268811500737222 }, "Core + trend": { "equity": 1.5089657510998298, "drawdown": -0.042898354317319365, "net": 0.004144994783271461 }, "60/40 monthly": { "equity": 1.6854938717793824, "drawdown": -0.02757233483124122, "net": 0.00829050117666541 }, "SPY buy & hold": { "equity": 1.6604687228669481, "drawdown": -0.07353168229426332, "net": 0.014479127615928844 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-02-23", "Ensemble trend": { "equity": 1.3700064631636264, "drawdown": -0.05426852607333754, "net": 0.0015458515718005383 }, "Core + trend": { "equity": 1.5040674763542794, "drawdown": -0.04600521530243784, "net": -0.0032461139306707576 }, "60/40 monthly": { "equity": 1.6739718869694047, "drawdown": -0.034219820754787356, "net": -0.00683596956529664 }, "SPY buy & hold": { "equity": 1.639497145427393, "drawdown": -0.08523289762129072, "net": -0.012629914162638367 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-02-24", "Ensemble trend": { "equity": 1.3704252655562685, "drawdown": -0.05397942188680471, "net": 0.0003056937349588118 }, "Core + trend": { "equity": 1.5063254461944455, "drawdown": -0.044573037899902634, "net": 0.0015012423815181641 }, "60/40 monthly": { "equity": 1.6785697310400378, "drawdown": -0.031567143786169316, "net": 0.0027466674359490906 }, "SPY buy & hold": { "equity": 1.6469994460148614, "drawdown": -0.08104694475841845, "net": 0.004575976608677035 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-02-25", "Ensemble trend": { "equity": 1.3721512164935539, "drawdown": -0.05278797778217281, "net": 0.0012594272600372491 }, "Core + trend": { "equity": 1.513896961384978, "drawdown": -0.03977060309057168, "net": 0.005026480306537184 }, "60/40 monthly": { "equity": 1.6927915182319246, "drawdown": -0.02336203574923923, "net": 0.00847256264002505 }, "SPY buy & hold": { "equity": 1.666946752079652, "drawdown": -0.06991722768630193, "net": 0.012111301016558107 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-02-26", "Ensemble trend": { "equity": 1.3688660527848735, "drawdown": -0.055055764686715025, "net": -0.002394170313878008 }, "Core + trend": { "equity": 1.5097001072559482, "drawdown": -0.04243256940137552, "net": -0.0027722191378138916 }, "60/40 monthly": { "equity": 1.6871733136717273, "drawdown": -0.026603398790889132, "net": -0.0033188992854036314 }, "SPY buy & hold": { "equity": 1.6631106067511194, "drawdown": -0.0720576275987217, "net": -0.0023013004607055354 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-02-29", "Ensemble trend": { "equity": 1.3709608899139145, "drawdown": -0.05360967413243456, "net": 0.0015303448608277037 }, "Core + trend": { "equity": 1.507042049228499, "drawdown": -0.04411851337362105, "net": -0.0017606530029865564 }, "60/40 monthly": { "equity": 1.6802688805078074, "drawdown": -0.03058683767092274, "net": -0.004092308186699589 }, "SPY buy & hold": { "equity": 1.6500676198278839, "drawdown": -0.07933503908272965, "net": -0.007842525247743426 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-01", "Ensemble trend": { "equity": 1.365987771711256, "drawdown": -0.057042675752697614, "net": -0.0036274690541833188 }, "Core + trend": { "equity": 1.5133254439218822, "drawdown": -0.04013310323616248, "net": 0.004169355922484019 }, "60/40 monthly": { "equity": 1.6988116350466107, "drawdown": -0.0198887937302884, "net": 0.011035587669277813 }, "SPY buy & hold": { "equity": 1.6888561364272712, "drawdown": -0.05769275746354441, "net": 0.023507228511903788 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-02", "Ensemble trend": { "equity": 1.3653127198019182, "drawdown": -0.05750867197560661, "net": -0.0004941859095065615 }, "Core + trend": { "equity": 1.5142642383499034, "drawdown": -0.039537647910975804, "net": 0.0006203519750438424 }, "60/40 monthly": { "equity": 1.702310091328915, "drawdown": -0.017870396789630982, "net": 0.002059355028027232 }, "SPY buy & hold": { "equity": 1.696443045356932, "drawdown": -0.05345959687710877, "net": 0.004492335827793292 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-03-03", "Ensemble trend": { "equity": 1.3695000754383497, "drawdown": -0.05461809143867036, "net": 0.003066957170837048 }, "Core + trend": { "equity": 1.5183960526138656, "drawdown": -0.036916934863770456, "net": 0.002728595286952462 }, "60/40 monthly": { "equity": 1.7071726698064662, "drawdown": -0.01506498413593027, "net": 0.002856458704157072 }, "SPY buy & hold": { "equity": 1.7030923020555713, "drawdown": -0.04974960488343505, "net": 0.003919528401992611 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-04", "Ensemble trend": { "equity": 1.367493729421934, "drawdown": -0.05600309554363647, "net": -0.0014650207418013261 }, "Core + trend": { "equity": 1.5177519968918054, "drawdown": -0.0373254443286446, "net": -0.000424168464447372 }, "60/40 monthly": { "equity": 1.7083266817812122, "drawdown": -0.014399189267750634, "net": 0.0006759784731540375 }, "SPY buy & hold": { "equity": 1.7086336070995078, "drawdown": -0.04665780105042683, "net": 0.0032536727676171218 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-07", "Ensemble trend": { "equity": 1.3673515745669882, "drawdown": -0.05610122670148754, "net": -0.00010395283860342719 }, "Core + trend": { "equity": 1.5172956621208438, "drawdown": -0.03761488678945002, "net": -0.00030066491224922665 }, "60/40 monthly": { "equity": 1.7078298664914604, "drawdown": -0.014685821536382648, "net": -0.00029081983852974336 }, "SPY buy & hold": { "equity": 1.7099973945823381, "drawdown": -0.04589686778048585, "net": 0.000798174328986434 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-08", "Ensemble trend": { "equity": 1.3689781563574053, "drawdown": -0.05497837828034868, "net": 0.0011895856345007783 }, "Core + trend": { "equity": 1.5150498248587532, "drawdown": -0.039039368781778716, "net": -0.001480157966675666 }, "60/40 monthly": { "equity": 1.7002056807268118, "drawdown": -0.019084513982593254, "net": -0.004464253679034025 }, "SPY buy & hold": { "equity": 1.6913284942729736, "drawdown": -0.0563132908210654, "net": -0.01091750219533194 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-03-09", "Ensemble trend": { "equity": 1.3656176562414593, "drawdown": -0.05729817078734567, "net": -0.00245475072070378 }, "Core + trend": { "equity": 1.514394792628858, "drawdown": -0.03945484038857372, "net": -0.0004323502891769859 }, "60/40 monthly": { "equity": 1.7027201247951427, "drawdown": -0.017633832366063085, "net": 0.001478905815240017 }, "SPY buy & hold": { "equity": 1.6996826013329323, "drawdown": -0.05165206751273965, "net": 0.0049393758150746425 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-10", "Ensemble trend": { "equity": 1.366666215276174, "drawdown": -0.05657433823030067, "net": 0.0007678276785030302 }, "Core + trend": { "equity": 1.5138627211384497, "drawdown": -0.039792320877259035, "net": -0.00035134265714464874 }, "60/40 monthly": { "equity": 1.7011928721914644, "drawdown": -0.01851496442378453, "net": -0.0008969487007514099 }, "SPY buy & hold": { "equity": 1.701046388815762, "drawdown": -0.050891134242798786, "net": 0.0008023777390910869 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-11", "Ensemble trend": { "equity": 1.362563557110383, "drawdown": -0.05940645111332399, "net": -0.003001945990859234 }, "Core + trend": { "equity": 1.5185399771079713, "drawdown": -0.036825646926942124, "net": 0.003089616980596732 }, "60/40 monthly": { "equity": 1.7161374728534375, "drawdown": -0.009892836884833556, "net": 0.008784777379605258 }, "SPY buy & hold": { "equity": 1.7284966141761908, "drawdown": -0.03557511909593736, "net": 0.01613725853739889 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-03-14", "Ensemble trend": { "equity": 1.3605025847564167, "drawdown": -0.060829164417564585, "net": -0.001512569702316835 }, "Core + trend": { "equity": 1.5173091217867372, "drawdown": -0.03760634963851239, "net": -0.0008105518062014871 }, "60/40 monthly": { "equity": 1.7152638827280584, "drawdown": -0.010396845365766239, "net": -0.0005090443738908768 }, "SPY buy & hold": { "equity": 1.7262804015127011, "drawdown": -0.03681166802320446, "net": -0.001282161992863462 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-03-15", "Ensemble trend": { "equity": 1.3604531593302527, "drawdown": -0.060863283366921594, "net": -3.632879989923232e-05 }, "Core + trend": { "equity": 1.5164414837664688, "drawdown": -0.038156672120285395, "net": -0.0005718268003600535 }, "60/40 monthly": { "equity": 1.7134179998345103, "drawdown": -0.011461807761893539, "net": -0.0010761509713667072 }, "SPY buy & hold": { "equity": 1.72346636208034, "drawdown": -0.038381777922266935, "net": -0.0016301172335010383 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-03-16", "Ensemble trend": { "equity": 1.3678871779368567, "drawdown": -0.05573149343522532, "net": 0.005464369394580171 }, "Core + trend": { "equity": 1.5244489544845243, "drawdown": -0.03307772092711159, "net": 0.005280435020919461 }, "60/40 monthly": { "equity": 1.7229845447135448, "drawdown": -0.005942491995630461, "net": 0.005583310599024172 }, "SPY buy & hold": { "equity": 1.7334405564823834, "drawdown": -0.03281661732582042, "net": 0.0057872869592905385 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-17", "Ensemble trend": { "equity": 1.36799919246362, "drawdown": -0.05565416849819382, "net": 8.188871755643312e-05 }, "Core + trend": { "equity": 1.5279358757070072, "drawdown": -0.030866048436883342, "net": 0.002287332227310701 }, "60/40 monthly": { "equity": 1.7304514693850943, "drawdown": -0.001634529655381578, "net": 0.004333715409380323 }, "SPY buy & hold": { "equity": 1.744437784842853, "drawdown": -0.02668064889820776, "net": 0.0063441623765776445 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-03-18", "Ensemble trend": { "equity": 1.3686660369617405, "drawdown": -0.05519383794717503, "net": 0.00048745971620034467 }, "Core + trend": { "equity": 1.5307828770304848, "drawdown": -0.02906026215579971, "net": 0.0018632989569409286 }, "60/40 monthly": { "equity": 1.7358041091431742, "drawdown": 0.0, "net": 0.0030932042029365725 }, "SPY buy & hold": { "equity": 1.751292916684925, "drawdown": -0.022855787653962345, "net": 0.00392970841473117 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": 0.0 } }, { "date": "2016-03-21", "Ensemble trend": { "equity": 1.365982263266244, "drawdown": -0.0570464782966712, "net": -0.0019608681906465586 }, "Core + trend": { "equity": 1.5292252409226559, "drawdown": -0.030048234269209995, "net": -0.0010175421551947839 }, "60/40 monthly": { "equity": 1.7354487660085434, "drawdown": -0.0002047138457381692, "net": -0.0002047138457381692 }, "SPY buy & hold": { "equity": 1.753778422079231, "drawdown": -0.021468985259193052, "net": 0.00141924024851936 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-22", "Ensemble trend": { "equity": 1.3653276006007078, "drawdown": -0.05749839958627778, "net": -0.0004792614685719121 }, "Core + trend": { "equity": 1.527873796434354, "drawdown": -0.030905423866031234, "net": -0.0008837445604064076 }, "60/40 monthly": { "equity": 1.7334772076649811, "drawdown": -0.0013405323019666238, "net": -0.0011360510216020803 }, "SPY buy & hold": { "equity": 1.752835201474683, "drawdown": -0.021995260758807422, "net": -0.0005378219920333382 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-23", "Ensemble trend": { "equity": 1.3631804186162522, "drawdown": -0.05898062440604901, "net": -0.0015726496582292304 }, "Core + trend": { "equity": 1.5254829477600722, "drawdown": -0.03242188320188144, "net": -0.0015648207855004648 }, "60/40 monthly": { "equity": 1.7294172610656344, "drawdown": -0.003679475145782707, "net": -0.0023420824810357344 }, "SPY buy & hold": { "equity": 1.7412673695048049, "drawdown": -0.028449600835825817, "net": -0.0065994977509271635 }, "BIL reserve": { "equity": 1.0023166394806136, "drawdown": -0.007581955098818982, "net": -0.00021914218521668083 } }, { "date": "2016-03-24", "Ensemble trend": { "equity": 1.3622857942112616, "drawdown": -0.05959819408903333, "net": -0.0006562773296718838 }, "Core + trend": { "equity": 1.5245093689292484, "drawdown": -0.03303940145933959, "net": -0.0006382102351608632 }, "60/40 monthly": { "equity": 1.7282785144836423, "drawdown": -0.004335509185565023, "net": -0.0006584568152686598 }, "SPY buy & hold": { "equity": 1.740496304448447, "drawdown": -0.028879821131919226, "net": -0.00044281829997039335 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.00021919021904026614 } }, { "date": "2016-03-28", "Ensemble trend": { "equity": 1.3635527417704283, "drawdown": -0.05872360538107091, "net": 0.0009300159808978137 }, "Core + trend": { "equity": 1.5259066626668274, "drawdown": -0.03215313075719528, "net": 0.0009165530668797661 }, "60/40 monthly": { "equity": 1.7298785351619352, "drawdown": -0.0034137342745225174, "net": 0.0009257886763527345 }, "SPY buy & hold": { "equity": 1.7415252161344836, "drawdown": -0.02830573378796475, "net": 0.0005911599372012688 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-29", "Ensemble trend": { "equity": 1.3711855867792508, "drawdown": -0.053454563260073695, "net": 0.005597762943083673 }, "Core + trend": { "equity": 1.5362729058270677, "drawdown": -0.025578065431172137, "net": 0.006793497540749538 }, "60/40 monthly": { "equity": 1.7442342606113443, "drawdown": 0.0, "net": 0.00829868985458293 }, "SPY buy & hold": { "equity": 1.7576339020380634, "drawdown": -0.019317797475757792, "net": 0.00924975748518575 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-30", "Ensemble trend": { "equity": 1.3680770730346006, "drawdown": -0.05560040662979093, "net": -0.0022670262688160303 }, "Core + trend": { "equity": 1.5365170156387529, "drawdown": -0.025423232293096842, "net": 0.00015889742685626373 }, "60/40 monthly": { "equity": 1.7480521724762983, "drawdown": 0.0, "net": 0.0021888756293639844 }, "SPY buy & hold": { "equity": 1.7653460993720669, "drawdown": -0.015014731485142652, "net": 0.0043878291861922936 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-03-31", "Ensemble trend": { "equity": 1.3708205010498262, "drawdown": -0.05370658620615598, "net": 0.002005316856264816 }, "Core + trend": { "equity": 1.5379344067195762, "drawdown": -0.024524214316682613, "net": 0.000922470149303356 }, "60/40 monthly": { "equity": 1.7478498824969808, "drawdown": -0.00011572307880891586, "net": -0.00011572307880891586 }, "SPY buy & hold": { "equity": 1.761061081266493, "drawdown": -0.017405582611055626, "net": -0.0024272963285205673 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-04-01", "Ensemble trend": { "equity": 1.3699254348526058, "drawdown": -0.054324460863480306, "net": -0.0006529419399076142 }, "Core + trend": { "equity": 1.5407394432966126, "drawdown": -0.022745045291723054, "net": 0.0018238987077605628 }, "60/40 monthly": { "equity": 1.7550081913177848, "drawdown": 0.0, "net": 0.004095494065301519 }, "SPY buy & hold": { "equity": 1.7730582967060708, "drawdown": -0.0107116654945274, "net": 0.006812492517834556 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-04-04", "Ensemble trend": { "equity": 1.3689971993335142, "drawdown": -0.05496523269136966, "net": -0.0006775810533011795 }, "Core + trend": { "equity": 1.5391888985385946, "drawdown": -0.02372851952798194, "net": -0.001006364031740703 }, "60/40 monthly": { "equity": 1.7522783125138777, "drawdown": -0.001555479237881685, "net": -0.001555479237881685 }, "SPY buy & hold": { "equity": 1.7673165302151852, "drawdown": -0.013915317974223185, "net": -0.003238340499887915 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-04-05", "Ensemble trend": { "equity": 1.3704518717387442, "drawdown": -0.05396105532807327, "net": 0.0010625824552001895 }, "Core + trend": { "equity": 1.5362122445074693, "drawdown": -0.02561654148589687, "net": -0.00193391079805183 }, "60/40 monthly": { "equity": 1.744130589031186, "drawdown": -0.006198035052150552, "net": -0.004649788463684579 }, "SPY buy & hold": { "equity": 1.7496650954907198, "drawdown": -0.02376404009048938, "net": -0.009987704195985825 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-06", "Ensemble trend": { "equity": 1.3708751882180124, "drawdown": -0.0536688350147827, "net": 0.00030888824919572677 }, "Core + trend": { "equity": 1.5410164422728292, "drawdown": -0.022569351326637288, "net": 0.0031273007896772675 }, "60/40 monthly": { "equity": 1.754384568547688, "drawdown": -0.00035533895122663584, "net": 0.00587913518688854 }, "SPY buy & hold": { "equity": 1.768773278600497, "drawdown": -0.013102516620440263, "net": 0.010921051782437186 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-07", "Ensemble trend": { "equity": 1.3727132865041116, "drawdown": -0.05239997428450516, "net": 0.0013408210330865256 }, "Core + trend": { "equity": 1.5376647473274767, "drawdown": -0.02469525295540853, "net": -0.002174989736260735 }, "60/40 monthly": { "equity": 1.744872548044541, "drawdown": -0.005775268356800867, "net": -0.005421856002199799 }, "SPY buy & hold": { "equity": 1.7476082001809008, "drawdown": -0.024911696960589702, "net": -0.011965964590070377 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": -0.00021867494514515862 } }, { "date": "2016-04-08", "Ensemble trend": { "equity": 1.3734116318804765, "drawdown": -0.05191789830905735, "net": 0.0005087336031717182 }, "Core + trend": { "equity": 1.5389264681871406, "drawdown": -0.02389497295548393, "net": 0.0008205435299579733 }, "60/40 monthly": { "equity": 1.7467293560905555, "drawdown": -0.004717263012324335, "net": 0.001064151102666555 }, "SPY buy & hold": { "equity": 1.7523210549857497, "drawdown": -0.022282131824848395, "net": 0.0026967456460555983 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-11", "Ensemble trend": { "equity": 1.376305527259856, "drawdown": -0.04992020850530976, "net": 0.002107085241019435 }, "Core + trend": { "equity": 1.5391479287198013, "drawdown": -0.023754505724793762, "net": 0.00014390585725743144 }, "60/40 monthly": { "equity": 1.7440866980201732, "drawdown": -0.0062230440585071545, "net": -0.001512917877728226 }, "SPY buy & hold": { "equity": 1.7482078830742809, "drawdown": -0.024577100353176506, "net": -0.0023472707240296264 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": -0.00021867494514515862 } }, { "date": "2016-04-12", "Ensemble trend": { "equity": 1.3768634661174137, "drawdown": -0.04953505679084236, "net": 0.00040538880830354174 }, "Core + trend": { "equity": 1.5425759412122582, "drawdown": -0.02158019766275865, "net": 0.0022272144402053495 }, "60/40 monthly": { "equity": 1.751394738405252, "drawdown": -0.0020589379185858014, "net": 0.00419018182603792 }, "SPY buy & hold": { "equity": 1.7644887245260505, "drawdown": -0.0154931088374487, "net": 0.00931287497865485 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": 0.0 } }, { "date": "2016-04-13", "Ensemble trend": { "equity": 1.378484667105319, "drawdown": -0.04841592280056717, "net": 0.0011774595141789135 }, "Core + trend": { "equity": 1.5487672025495398, "drawdown": -0.01765322555590676, "net": 0.004013586087966647 }, "60/40 monthly": { "equity": 1.7628032198449783, "drawdown": 0.0, "net": 0.00651394068370581 }, "SPY buy & hold": { "equity": 1.7823120054446207, "drawdown": -0.005548504123597864, "net": 0.01010110218945015 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-14", "Ensemble trend": { "equity": 1.3741926200427481, "drawdown": -0.05137877305258309, "net": -0.003113597971012516 }, "Core + trend": { "equity": 1.5459344133644681, "drawdown": -0.019449997410356135, "net": -0.0018290606751023564 }, "60/40 monthly": { "equity": 1.7612781934469648, "drawdown": -0.0008651143705918907, "net": -0.0008651143705918907 }, "SPY buy & hold": { "equity": 1.7823976965261097, "drawdown": -0.005500692279257757, "net": 4.80786086987095e-05 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-15", "Ensemble trend": { "equity": 1.376404484808647, "drawdown": -0.04985189695278036, "net": 0.001609574039067363 }, "Core + trend": { "equity": 1.5474180875599481, "drawdown": -0.018508937606238174, "net": 0.0009597264817016171 }, "60/40 monthly": { "equity": 1.7620727166630752, "drawdown": -0.00041439859746073004, "net": 0.000451106031441606 }, "SPY buy & hold": { "equity": 1.7804269563289066, "drawdown": -0.006600278396113546, "net": -0.0011056680565981747 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": -0.00021867494514515862 } }, { "date": "2016-04-18", "Ensemble trend": { "equity": 1.3772249480690728, "drawdown": -0.04928552157467192, "net": 0.0005960916790677118 }, "Core + trend": { "equity": 1.5509341230639295, "drawdown": -0.016278798608923895, "net": 0.0022721949111539352 }, "60/40 monthly": { "equity": 1.7690722572320068, "drawdown": 0.0, "net": 0.003972333549427498 }, "SPY buy & hold": { "equity": 1.7929375448722056, "drawdown": 0.0, "net": 0.007026735075442048 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-19", "Ensemble trend": { "equity": 1.3809363721773267, "drawdown": -0.046723482134244376, "net": 0.002694856866670481 }, "Core + trend": { "equity": 1.5537107870005231, "drawdown": -0.014517625685492974, "net": 0.0017903171355262426 }, "60/40 monthly": { "equity": 1.7714463446006024, "drawdown": 0.0, "net": 0.0013419957036182595 }, "SPY buy & hold": { "equity": 1.7985930015734324, "drawdown": 0.0, "net": 0.0031542965439044224 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-20", "Ensemble trend": { "equity": 1.376931281778142, "drawdown": -0.04948824284762354, "net": -0.0029002714968465737 }, "Core + trend": { "equity": 1.5504061334468124, "drawdown": -0.016613690060951702, "net": -0.0021269425309780043 }, "60/40 monthly": { "equity": 1.7690983604401318, "drawdown": -0.001325461630620306, "net": -0.001325461630620306 }, "SPY buy & hold": { "equity": 1.8003069778802532, "drawdown": 0.0, "net": 0.000952953950850155 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-21", "Ensemble trend": { "equity": 1.3748918453363332, "drawdown": -0.050896089659993926, "net": -0.0014811461318354757 }, "Core + trend": { "equity": 1.5460450332898719, "drawdown": -0.01937983378167729, "net": -0.0028128759702756856 }, "60/40 monthly": { "equity": 1.7620713986646852, "drawdown": -0.005292255091153164, "net": -0.003972058271366152 }, "SPY buy & hold": { "equity": 1.7906234216408765, "drawdown": -0.005378836142032939, "net": -0.005378836142032939 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": -0.00021867494514515862 } }, { "date": "2016-04-22", "Ensemble trend": { "equity": 1.3714982971578435, "drawdown": -0.05323869563082495, "net": -0.002468229184717896 }, "Core + trend": { "equity": 1.5440655000763162, "drawdown": -0.0206354053511425, "net": -0.0012803852222489365 }, "60/40 monthly": { "equity": 1.7613431472388936, "drawdown": -0.0057033606422816074, "net": -0.0004132928020643689 }, "SPY buy & hold": { "equity": 1.7906234216408765, "drawdown": -0.005378836142032939, "net": 0.0 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-25", "Ensemble trend": { "equity": 1.3705308302744474, "drawdown": -0.05390654932802319, "net": -0.0007054087383125962 }, "Core + trend": { "equity": 1.5422656157760226, "drawdown": -0.021777029821143823, "net": -0.0011656787229588073 }, "60/40 monthly": { "equity": 1.7587244809123972, "drawdown": -0.007181625188356189, "net": -0.0014867439831934837 }, "SPY buy & hold": { "equity": 1.7875385427072752, "drawdown": -0.007092365540910084, "net": -0.0017227960364634143 }, "BIL reserve": { "equity": 1.002536337484369, "drawdown": -0.007364426770177568, "net": -0.00021867494514515862 } }, { "date": "2016-04-26", "Ensemble trend": { "equity": 1.3712778859895212, "drawdown": -0.05339084803644645, "net": 0.0005450849397703461 }, "Core + trend": { "equity": 1.542684903145611, "drawdown": -0.021511085659618345, "net": 0.0002718645642483253 }, "60/40 monthly": { "equity": 1.7589563663231047, "drawdown": -0.0070507234472935165, "net": 0.00013184862849402457 }, "SPY buy & hold": { "equity": 1.7901951209104745, "drawdown": -0.005616740419283728, "net": 0.0014861655509681437 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0002187227743357667 } }, { "date": "2016-04-27", "Ensemble trend": { "equity": 1.3757041947890492, "drawdown": -0.050335315338180475, "net": 0.0032278714947218123 }, "Core + trend": { "equity": 1.5478308447280367, "drawdown": -0.018247135398628767, "net": 0.003335704894714908 }, "60/40 monthly": { "equity": 1.764856151036369, "drawdown": -0.0037202332344530298, "net": 0.0033541393216007798 }, "SPY buy & hold": { "equity": 1.7938804561226682, "drawdown": -0.0035696810802521295, "net": 0.002058622084903927 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-28", "Ensemble trend": { "equity": 1.3787431836460646, "drawdown": -0.04823746581099275, "net": 0.002209042371555281 }, "Core + trend": { "equity": 1.5458293449508926, "drawdown": -0.01951663984506291, "net": -0.0012930998138208638 }, "60/40 monthly": { "equity": 1.7571839728263126, "drawdown": -0.00805125812461771, "net": -0.004347197478701714 }, "SPY buy & hold": { "equity": 1.777599305316814, "drawdown": -0.012613222546177028, "net": -0.00907593967607212 }, "BIL reserve": { "equity": 1.002755615013476, "drawdown": -0.007147314763696344, "net": 0.0 } }, { "date": "2016-04-29", "Ensemble trend": { "equity": 1.3810244676430532, "drawdown": -0.04666266880460834, "net": 0.001654611260492711 }, "Core + trend": { "equity": 1.5439737043699509, "drawdown": -0.02069362921842699, "net": -0.0012004174891637742 }, "60/40 monthly": { "equity": 1.7510596592758025, "drawdown": -0.01150849721581404, "net": -0.003485300142283543 }, "SPY buy & hold": { "equity": 1.7680017495130114, "drawdown": -0.017944288815276987, "net": -0.005399167166130314 }, "BIL reserve": { "equity": 1.002974682305259, "drawdown": -0.006930410918295049, "net": 0.00021846528556213052 } }, { "date": "2016-05-02", "Ensemble trend": { "equity": 1.3798306589973797, "drawdown": -0.047486768865751205, "net": -0.0008644369985065792 }, "Core + trend": { "equity": 1.546178486345668, "drawdown": -0.019295187632995203, "net": 0.0014279919207671465 }, "60/40 monthly": { "equity": 1.75773360024361, "drawdown": -0.007740987695613377, "net": 0.0038113726922175406 }, "SPY buy & hold": { "equity": 1.7820553962312804, "drawdown": -0.010138038608539235, "net": 0.007948887336870714 }, "BIL reserve": { "equity": 1.0027556150134762, "drawdown": -0.007147314763696233, "net": -0.00021841756890550457 } }, { "date": "2016-05-03", "Ensemble trend": { "equity": 1.3790279982439344, "drawdown": -0.04804085496521815, "net": -0.0005817096092273211 }, "Core + trend": { "equity": 1.5434389464563274, "drawdown": -0.021032813642459014, "net": -0.001771813483070317 }, "60/40 monthly": { "equity": 1.7521783090764749, "drawdown": -0.010877007696483032, "net": -0.003160485278522862 }, "SPY buy & hold": { "equity": 1.766545310481784, "drawdown": -0.018753283641782748, "net": -0.008703481262309465 }, "BIL reserve": { "equity": 1.0029746823052592, "drawdown": -0.006930410918294827, "net": 0.00021846528556213052 } }, { "date": "2016-05-04", "Ensemble trend": { "equity": 1.3761416528188268, "drawdown": -0.05003333294728918, "net": -0.0020930288788791884 }, "Core + trend": { "equity": 1.5401188307213134, "drawdown": -0.023138685317493857, "net": -0.002151115690475991 }, "60/40 monthly": { "equity": 1.7473548071762348, "drawdown": -0.013599924997897306, "net": -0.0027528601828100685 }, "SPY buy & hold": { "equity": 1.7566913001416844, "drawdown": -0.024226800359305023, "net": -0.005578124875501911 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": -0.00021841756890550457 } }, { "date": "2016-05-05", "Ensemble trend": { "equity": 1.3773140113867628, "drawdown": -0.04922404012551351, "net": 0.0008519170722973701 }, "Core + trend": { "equity": 1.5416225223676485, "drawdown": -0.022184928912977964, "net": 0.0009763478092341682 }, "60/40 monthly": { "equity": 1.7489680085673482, "drawdown": -0.012689255930199872, "net": 0.0009232248565020917 }, "SPY buy & hold": { "equity": 1.756348690492771, "drawdown": -0.024417106597698246, "net": -0.0001950312208445215 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0 } }, { "date": "2016-05-06", "Ensemble trend": { "equity": 1.3786401352978905, "drawdown": -0.048308601290149134, "net": 0.0009628333845181913 }, "Core + trend": { "equity": 1.5430548178723265, "drawdown": -0.021276457409478255, "net": 0.0009290831470718519 }, "60/40 monthly": { "equity": 1.7513264778066968, "drawdown": -0.011357875362825065, "net": 0.0013484919265507322 }, "SPY buy & hold": { "equity": 1.7627747482192286, "drawdown": -0.020847683268559125, "net": 0.0036587596536168387 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.00021846528556213052 } }, { "date": "2016-05-09", "Ensemble trend": { "equity": 1.3748650519671044, "drawdown": -0.05091458543592897, "net": -0.0027382659434692647 }, "Core + trend": { "equity": 1.5424104540962853, "drawdown": -0.021685162265779878, "net": -0.00041758968545890784 }, "60/40 monthly": { "equity": 1.7534953600536722, "drawdown": -0.01013351863670331, "net": 0.0012384225753794276 }, "SPY buy & hold": { "equity": 1.7642316512815825, "drawdown": -0.0200384306909408, "net": 0.0008264828298827354 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.0 } }, { "date": "2016-05-10", "Ensemble trend": { "equity": 1.3794027448078332, "drawdown": -0.04778216303218408, "net": 0.0033004641686371627 }, "Core + trend": { "equity": 1.5504048446373786, "drawdown": -0.016614507522599964, "net": 0.005183050023981561 }, "60/40 monthly": { "equity": 1.766817443430913, "drawdown": -0.0026130631524903247, "net": 0.007597444327900993 }, "SPY buy & hold": { "equity": 1.7861679494345795, "drawdown": -0.00785367641152046, "net": 0.012433910329781028 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.0 } }, { "date": "2016-05-11", "Ensemble trend": { "equity": 1.379743392098163, "drawdown": -0.047547010226241304, "net": 0.0002469527421284923 }, "Core + trend": { "equity": 1.5466129870893903, "drawdown": -0.01901959398445563, "net": -0.002445720910318361 }, "60/40 monthly": { "equity": 1.7576105091737904, "drawdown": -0.007810473892694514, "net": -0.0052110274841095094 }, "SPY buy & hold": { "equity": 1.7694588072524078, "drawdown": -0.017134950320620956, "net": -0.009354743033800905 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": -0.0004370447516008902 } }, { "date": "2016-05-12", "Ensemble trend": { "equity": 1.3765458934563946, "drawdown": -0.04975428091047973, "net": -0.002317458927566296 }, "Core + trend": { "equity": 1.5442741169379794, "drawdown": -0.020503084560250184, "net": -0.0015122530141250534 }, "60/40 monthly": { "equity": 1.7561022344860155, "drawdown": -0.008661910738282375, "net": -0.0008581393203457299 }, "SPY buy & hold": { "equity": 1.7699731084183836, "drawdown": -0.01684927617043719, "net": 0.00029065450061227516 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": 0.0 } }, { "date": "2016-05-13", "Ensemble trend": { "equity": 1.3762833836251371, "drawdown": -0.04993549451516732, "net": -0.00019070183747971203 }, "Core + trend": { "equity": 1.5412978477960322, "drawdown": -0.022390862391971078, "net": -0.0019272932889976557 }, "60/40 monthly": { "equity": 1.7492022466889854, "drawdown": -0.012557026059195953, "net": -0.003929149261090559 }, "SPY buy & hold": { "equity": 1.7545490231044607, "drawdown": -0.025416751330747722, "net": -0.008714304890036217 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": 0.0 } }, { "date": "2016-05-16", "Ensemble trend": { "equity": 1.3774333629900426, "drawdown": -0.049141650318807906, "net": 0.0008355687343084561 }, "Core + trend": { "equity": 1.5451436341309803, "drawdown": -0.01995157016321103, "net": 0.0024951610361667598 }, "60/40 monthly": { "equity": 1.7573793342965731, "drawdown": -0.007940974530166178, "net": 0.004674752518221359 }, "SPY buy & hold": { "equity": 1.7718580028570552, "drawdown": -0.015802291149643155, "net": 0.009865201555878 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": 0.0 } }, { "date": "2016-05-17", "Ensemble trend": { "equity": 1.3750784890619214, "drawdown": -0.0507672473147599, "net": -0.001709610055479871 }, "Core + trend": { "equity": 1.5390727046569952, "drawdown": -0.023802218586569612, "net": -0.003929038919025518 }, "60/40 monthly": { "equity": 1.746332273982683, "drawdown": -0.014177155686632914, "net": -0.0062860989077875296 }, "SPY buy & hold": { "equity": 1.7553202428378614, "drawdown": -0.024988368981028297, "net": -0.009333569615921467 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": 0.0 } }, { "date": "2016-05-18", "Ensemble trend": { "equity": 1.3666375262517931, "drawdown": -0.056594142599143304, "net": -0.0061385316382098765 }, "Core + trend": { "equity": 1.5322783265470101, "drawdown": -0.02811173354124452, "net": -0.0044145920393664495 }, "60/40 monthly": { "equity": 1.7412386712620689, "drawdown": -0.017052547727797074, "net": -0.0029167431630852114 }, "SPY buy & hold": { "equity": 1.7558343893267947, "drawdown": -0.024702780747882236, "net": 0.0002929075141879789 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0002187227743357667 } }, { "date": "2016-05-19", "Ensemble trend": { "equity": 1.3652006639100454, "drawdown": -0.057586025467456725, "net": -0.0010513851069847702 }, "Core + trend": { "equity": 1.530339196253109, "drawdown": -0.029341678484748557, "net": -0.0012655209306987603 }, "60/40 monthly": { "equity": 1.7381789061598765, "drawdown": -0.018779817148922184, "net": -0.0017572347505783181 }, "SPY buy & hold": { "equity": 1.749750786572208, "drawdown": -0.02808198375566595, "net": -0.003464793030349189 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": -0.00021867494514515862 } }, { "date": "2016-05-20", "Ensemble trend": { "equity": 1.3675186224429665, "drawdown": -0.05598591160027244, "net": 0.0016978885186609283 }, "Core + trend": { "equity": 1.5346622900731357, "drawdown": -0.02659964129366421, "net": 0.0028249252391963076 }, "60/40 monthly": { "equity": 1.7453781382276106, "drawdown": -0.014715775305556456, "net": 0.004141824551098239 }, "SPY buy & hold": { "equity": 1.7608040080220253, "drawdown": -0.021942352245248764, "net": 0.006317026135745252 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0002187227743357667 } }, { "date": "2016-05-23", "Ensemble trend": { "equity": 1.3669157910885188, "drawdown": -0.05640205313003899, "net": -0.0004408213128175298 }, "Core + trend": { "equity": 1.5340283142481053, "drawdown": -0.027001757315858632, "net": -0.0004131044524462446 }, "60/40 monthly": { "equity": 1.7443336489317607, "drawdown": -0.015305400443813455, "net": -0.0005984315220715075 }, "SPY buy & hold": { "equity": 1.758405276448505, "drawdown": -0.023274753665113668, "net": -0.001362293340196885 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.00021846528556213052 } }, { "date": "2016-05-24", "Ensemble trend": { "equity": 1.3661767076478508, "drawdown": -0.05691225106741482, "net": -0.0005406942003934878 }, "Core + trend": { "equity": 1.5392419023577573, "drawdown": -0.02369490044649447, "net": 0.0033986257367142336 }, "60/40 monthly": { "equity": 1.7572082461038778, "drawdown": -0.008037555605408309, "net": 0.007380811108013363 }, "SPY buy & hold": { "equity": 1.7811981760623061, "drawdown": -0.010614190831191639, "net": 0.012962256152823093 }, "BIL reserve": { "equity": 1.0025363374843692, "drawdown": -0.007364426770177346, "net": -0.0004370447516008902 } }, { "date": "2016-05-25", "Ensemble trend": { "equity": 1.3679922883746394, "drawdown": -0.055658934471510824, "net": 0.0013289501399234016 }, "Core + trend": { "equity": 1.5431953271485033, "drawdown": -0.02118733566541986, "net": 0.0025684233158480563 }, "60/40 monthly": { "equity": 1.7643091761565028, "drawdown": -0.004029006278318259, "net": 0.00404102932499284 }, "SPY buy & hold": { "equity": 1.793280154521118, "drawdown": -0.0039031251033690983, "net": 0.00678306244705551 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0002187227743357667 } }, { "date": "2016-05-26", "Ensemble trend": { "equity": 1.3697716138104696, "drawdown": -0.05443064532670128, "net": 0.001300683820333548 }, "Core + trend": { "equity": 1.5453511427921476, "drawdown": -0.019819952277946307, "net": 0.0013969817078358648 }, "60/40 monthly": { "equity": 1.76669062780876, "drawdown": -0.002684651898341661, "net": 0.001349792703252417 }, "SPY buy & hold": { "equity": 1.7937944556870944, "drawdown": -0.0036174509531851085, "net": 0.00028679354125427103 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.007147314763696011, "net": 0.0 } }, { "date": "2016-05-27", "Ensemble trend": { "equity": 1.3679597571344175, "drawdown": -0.055681391166855665, "net": -0.0013227436295103479 }, "Core + trend": { "equity": 1.5459879893986805, "drawdown": -0.019416015386260144, "net": 0.0004121047889362739 }, "60/40 monthly": { "equity": 1.770140592127607, "drawdown": -0.0007371109359169958, "net": 0.0019527835063719579 }, "SPY buy & hold": { "equity": 1.8015064983440554, "drawdown": 0.0, "net": 0.004299290051048343 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.00021846528556213052 } }, { "date": "2016-05-31", "Ensemble trend": { "equity": 1.3688703471435935, "drawdown": -0.05505280024069881, "net": 0.000665655553408584 }, "Core + trend": { "equity": 1.5459953453359512, "drawdown": -0.01941134968747804, "net": 4.758081771027989e-06 }, "60/40 monthly": { "equity": 1.7688298764301633, "drawdown": -0.0014770236639761736, "net": -0.0007404585281378662 }, "SPY buy & hold": { "equity": 1.7980785457304134, "drawdown": -0.0019028255611583944, "net": -0.0019028255611583944 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.0 } }, { "date": "2016-06-01", "Ensemble trend": { "equity": 1.3687704769247417, "drawdown": -0.05512174182003848, "net": -7.295812862051498e-05 }, "Core + trend": { "equity": 1.5468499673639622, "drawdown": -0.018869282944843246, "net": 0.0005527972840211337 }, "60/40 monthly": { "equity": 1.7708631958339764, "drawdown": -0.00032919358150662603, "net": 0.0011495279624724741 }, "SPY buy & hold": { "equity": 1.8017634169114798, "drawdown": 0.0, "net": 0.0020493382726889386 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294716, "net": 0.0 } }, { "date": "2016-06-02", "Ensemble trend": { "equity": 1.3710708203152573, "drawdown": -0.05353378789153951, "net": 0.0016805910335557783 }, "Core + trend": { "equity": 1.5507089826704767, "drawdown": -0.016421599889155813, "net": 0.002494757337772713 }, "60/40 monthly": { "equity": 1.7762512555548078, "drawdown": 0.0, "net": 0.0030426177095479456 }, "SPY buy & hold": { "equity": 1.8072470274186014, "drawdown": 0.0, "net": 0.0030434686683347145 }, "BIL reserve": { "equity": 1.0027556150134764, "drawdown": -0.0071473147636959, "net": -0.00021841756890550457 } }, { "date": "2016-06-03", "Ensemble trend": { "equity": 1.3799542603414356, "drawdown": -0.04740144541331759, "net": 0.006479198517357343 }, "Core + trend": { "equity": 1.5578014829044307, "drawdown": -0.0119229930513437, "net": 0.0045737145481286046 }, "60/40 monthly": { "equity": 1.7796636694725696, "drawdown": 0.0, "net": 0.0019211324451371414 }, "SPY buy & hold": { "equity": 1.8018491079929686, "drawdown": -0.002986818815435055, "net": -0.002986818815435055 }, "BIL reserve": { "equity": 1.0029746823052594, "drawdown": -0.006930410918294605, "net": 0.00021846528556213052 } }, { "date": "2016-06-06", "Ensemble trend": { "equity": 1.3801966831909176, "drawdown": -0.047234098086922915, "net": 0.00017567455418543432 }, "Core + trend": { "equity": 1.5596458947323373, "drawdown": -0.010753125813124709, "net": 0.0011839838696698912 }, "60/40 monthly": { "equity": 1.7831952130590152, "drawdown": 0.0, "net": 0.0019843882004357827 }, "SPY buy & hold": { "equity": 1.811017589681157, "drawdown": 0.0, "net": 0.005088373742017094 }, "BIL reserve": { "equity": 1.0031942751903529, "drawdown": -0.006712986670193155, "net": 0.00021894160337998514 } }, { "date": "2016-06-07", "Ensemble trend": { "equity": 1.381899771417984, "drawdown": -0.046058436378370704, "net": 0.0012339460366828092 }, "Core + trend": { "equity": 1.5618400550947684, "drawdown": -0.009361421268310632, "net": 0.0014068323905072067 }, "60/40 monthly": { "equity": 1.7858974833457044, "drawdown": 0.0, "net": 0.0015154091189228946 }, "SPY buy & hold": { "equity": 1.8138453953702918, "drawdown": 0.0, "net": 0.0015614457337393972 }, "BIL reserve": { "equity": 1.0031942751903529, "drawdown": -0.006712986670193155, "net": 0.0 } }, { "date": "2016-06-08", "Ensemble trend": { "equity": 1.385284217228838, "drawdown": -0.04372211387830538, "net": 0.0024491253858311968 }, "Core + trend": { "equity": 1.5660272400156845, "drawdown": -0.0067055879098228965, "net": 0.002680930679974214 }, "60/40 monthly": { "equity": 1.7902248278524435, "drawdown": 0.0, "net": 0.0024230643399711926 }, "SPY buy & hold": { "equity": 1.8197577706389432, "drawdown": 0.0, "net": 0.0032595806035853325 }, "BIL reserve": { "equity": 1.0031942751903529, "drawdown": -0.006712986670193155, "net": 0.0 } }, { "date": "2016-06-09", "Ensemble trend": { "equity": 1.3853485272328294, "drawdown": -0.043677719930905634, "net": 4.64236892268044e-05 }, "Core + trend": { "equity": 1.5660076186757141, "drawdown": -0.00671803326636089, "net": -1.252937335249893e-05 }, "60/40 monthly": { "equity": 1.7898586587181402, "drawdown": -0.0002045380717585754, "net": -0.0002045380717585754 }, "SPY buy & hold": { "equity": 1.817273038629849, "drawdown": -0.0013654190954336398, "net": -0.0013654190954336398 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": -0.0004372634371274664 } }, { "date": "2016-06-10", "Ensemble trend": { "equity": 1.383808721355765, "drawdown": -0.044740665924834944, "net": -0.0011114934955321898 }, "Core + trend": { "equity": 1.5618501111327243, "drawdown": -0.009355042958882787, "net": -0.002654845029748776 }, "60/40 monthly": { "equity": 1.7822234361035498, "drawdown": -0.004469489878817123, "net": -0.004265824330541568 }, "SPY buy & hold": { "equity": 1.8000495952817013, "drawdown": -0.010830109191028336, "net": -0.00947763103398791 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": 0.0 } }, { "date": "2016-06-13", "Ensemble trend": { "equity": 1.3832738848143773, "drawdown": -0.0451098698404343, "net": -0.0003864960042048171 }, "Core + trend": { "equity": 1.5586283200380295, "drawdown": -0.011398549616691622, "net": -0.0020628042804684554 }, "60/40 monthly": { "equity": 1.7754604427892915, "drawdown": -0.0082472239427398, "net": -0.0037946944121911574 }, "SPY buy & hold": { "equity": 1.7861679494345795, "drawdown": -0.018458402401859253, "net": -0.007711812987546862 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": 0.0 } }, { "date": "2016-06-14", "Ensemble trend": { "equity": 1.3821280280672779, "drawdown": -0.04590086814553773, "net": -0.0008283657775070008 }, "Core + trend": { "equity": 1.5572660226683521, "drawdown": -0.012262622942065038, "net": -0.0008740360688712645 }, "60/40 monthly": { "equity": 1.7731943269068904, "drawdown": -0.009513051478558077, "net": -0.0012763539123636924 }, "SPY buy & hold": { "equity": 1.7826546150935334, "drawdown": -0.02038906284344777, "net": -0.001966967519576257 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": 0.0 } }, { "date": "2016-06-15", "Ensemble trend": { "equity": 1.3852414394621382, "drawdown": -0.04375164387063757, "net": 0.002252621560112633 }, "Core + trend": { "equity": 1.5595413514521794, "drawdown": -0.010819435167999991, "net": 0.0014611047507018249 }, "60/40 monthly": { "equity": 1.7739272243948498, "drawdown": -0.009103662961229442, "net": 0.00041332045610475987 }, "SPY buy & hold": { "equity": 1.780170192438524, "drawdown": -0.021754311941484028, "net": -0.001393664613421941 }, "BIL reserve": { "equity": 1.0027556150134767, "drawdown": -0.007147314763695789, "net": 0.0 } }, { "date": "2016-06-16", "Ensemble trend": { "equity": 1.385108714734321, "drawdown": -0.043843265301514056, "net": -9.581342575826213e-05 }, "Core + trend": { "equity": 1.5609209291032562, "drawdown": -0.009944401364727629, "net": 0.0008846047267629942 }, "60/40 monthly": { "equity": 1.7778362568751298, "drawdown": -0.006920120190811563, "net": 0.0022036036352131028 }, "SPY buy & hold": { "equity": 1.785482266105626, "drawdown": -0.018835201633062737, "net": 0.0029840257351041455 }, "BIL reserve": { "equity": 1.0029746823052597, "drawdown": -0.006930410918294494, "net": 0.00021846528556213052 } }, { "date": "2016-06-17", "Ensemble trend": { "equity": 1.3844831453859416, "drawdown": -0.04427510313424954, "net": -0.00045163916862622777 }, "Core + trend": { "equity": 1.5577605253185989, "drawdown": -0.011948971489074367, "net": -0.0020247045995295254 }, "60/40 monthly": { "equity": 1.7714576141799707, "drawdown": -0.010483160204512454, "net": -0.003587868494914548 }, "SPY buy & hold": { "equity": 1.7788330094069869, "drawdown": -0.022489125691485312, "net": -0.0037240676229969294 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695678, "net": -0.00021841756890550457 } }, { "date": "2016-06-20", "Ensemble trend": { "equity": 1.3842641392754393, "drawdown": -0.044426285612035765, "net": -0.00015818618755458758 }, "Core + trend": { "equity": 1.5590380742191308, "drawdown": -0.011138652133417803, "net": 0.0008201189334096082 }, "60/40 monthly": { "equity": 1.7751095799783472, "drawdown": -0.008443212069753625, "net": 0.002061559796375345 }, "SPY buy & hold": { "equity": 1.7902888551981686, "drawdown": -0.01619386707189474, "net": 0.006440090627169548 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": 0.00021846528556213052 } }, { "date": "2016-06-21", "Ensemble trend": { "equity": 1.3818148776730037, "drawdown": -0.046117039522754255, "net": -0.001769360003588405 }, "Core + trend": { "equity": 1.5579795818648852, "drawdown": -0.011810029050655757, "net": -0.0006789393868882332 }, "60/40 monthly": { "equity": 1.7764894539172686, "drawdown": -0.00767242958620562, "net": 0.0007773457788100568 }, "SPY buy & hold": { "equity": 1.795370460072096, "drawdown": -0.013401404824491814, "net": 0.0028384273628094814 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": 0.0 } }, { "date": "2016-06-22", "Ensemble trend": { "equity": 1.3828032815980233, "drawdown": -0.045434732741014616, "net": 0.0007152940245398476 }, "Core + trend": { "equity": 1.5584730059148502, "drawdown": -0.01149706172856979, "net": 0.0003167076486165765 }, "60/40 monthly": { "equity": 1.7761855581494903, "drawdown": -0.007842182436825329, "net": -0.00017106533737543117 }, "SPY buy & hold": { "equity": 1.7924424236594871, "drawdown": -0.01501043019031334, "net": -0.0016308814686030182 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": 0.0 } }, { "date": "2016-06-23", "Ensemble trend": { "equity": 1.3837987053729437, "drawdown": -0.0447475800748417, "net": 0.000719859280178925 }, "Core + trend": { "equity": 1.5635142249305314, "drawdown": -0.00829953453973964, "net": 0.003234716929037651 }, "60/40 monthly": { "equity": 1.78652374031758, "drawdown": -0.0020673869992650085, "net": 0.005820440392984905 }, "SPY buy & hold": { "equity": 1.8157847361278887, "drawdown": -0.0021832765740352755, "net": 0.01302262887794492 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": 0.0 } }, { "date": "2016-06-24", "Ensemble trend": { "equity": 1.3845958150097355, "drawdown": -0.04419732597608106, "net": 0.0005760300495274429 }, "Core + trend": { "equity": 1.552433512997949, "drawdown": -0.015327770679811503, "net": -0.007087055401158726 }, "60/40 monthly": { "equity": 1.7579658422276758, "drawdown": -0.01801951638860111, "net": -0.015985176936315182 }, "SPY buy & hold": { "equity": 1.7505817116439752, "drawdown": -0.038013883007450566, "net": -0.03590900572441036 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": -0.00021841756890550457 } }, { "date": "2016-06-27", "Ensemble trend": { "equity": 1.385889190748476, "drawdown": -0.04330449358687072, "net": 0.0009341179026540747 }, "Core + trend": { "equity": 1.5478592430599893, "drawdown": -0.018229123001576863, "net": -0.002946515840878794 }, "60/40 monthly": { "equity": 1.745748688979545, "drawdown": -0.02484388451156283, "net": -0.006949596490822274 }, "SPY buy & hold": { "equity": 1.7192285204726978, "drawdown": -0.05524320422654283, "net": -0.017910155785777926 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2016-06-28", "Ensemble trend": { "equity": 1.3897003059827342, "drawdown": -0.04067363619698927, "net": 0.0027499422462482492 }, "Core + trend": { "equity": 1.5580796712804976, "drawdown": -0.011746544677780912, "net": 0.006602944205897909 }, "60/40 monthly": { "equity": 1.7639054510815169, "drawdown": -0.014701715874703591, "net": 0.01040055892156233 }, "SPY buy & hold": { "equity": 1.750236472485341, "drawdown": -0.03820360010288193, "net": 0.018035968833344906 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2016-06-29", "Ensemble trend": { "equity": 1.3925719342761216, "drawdown": -0.03869131762295608, "net": 0.0020663651587504717 }, "Core + trend": { "equity": 1.5665067230744616, "drawdown": -0.006401463032039478, "net": 0.005408614173778581 }, "60/40 monthly": { "equity": 1.7785061296267033, "drawdown": -0.006545936601604407, "net": 0.008277472319298207 }, "SPY buy & hold": { "equity": 1.7800390263065708, "drawdown": -0.021826390837955678, "net": 0.017027729846647466 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2016-06-30", "Ensemble trend": { "equity": 1.3978648298955685, "drawdown": -0.03503756991437923, "net": 0.003800805896751136 }, "Core + trend": { "equity": 1.5766166158534973, "drawdown": 0.0, "net": 0.006453781927723723 }, "60/40 monthly": { "equity": 1.7944464036943968, "drawdown": 0.0, "net": 0.008962732150402664 }, "SPY buy & hold": { "equity": 1.804328116951495, "drawdown": -0.008478960187119022, "net": 0.013645257371307284 }, "BIL reserve": { "equity": 1.0027556150134769, "drawdown": -0.007147314763695456, "net": 0.0 } }, { "date": "2016-07-01", "Ensemble trend": { "equity": 1.4022903487010236, "drawdown": -0.031982582558255146, "net": 0.0031659132634345166 }, "Core + trend": { "equity": 1.5814268573985404, "drawdown": 0.0, "net": 0.003050990010300625 }, "60/40 monthly": { "equity": 1.798611739742149, "drawdown": 0.0, "net": 0.0023212373683476617 }, "SPY buy & hold": { "equity": 1.8081184778754777, "drawdown": -0.0063960670762124305, "net": 0.002100704904153705 }, "BIL reserve": { "equity": 1.003194275190353, "drawdown": -0.006712986670193044, "net": 0.0004374547200818313 } }, { "date": "2016-07-05", "Ensemble trend": { "equity": 1.4034150748050995, "drawdown": -0.031206170983002157, "net": 0.000802063641896833 }, "Core + trend": { "equity": 1.5805078557630399, "drawdown": -0.000581121808574947, "net": -0.000581121808574947 }, "60/40 monthly": { "equity": 1.7949567728472675, "drawdown": -0.002032104435949811, "net": -0.002032104435949811 }, "SPY buy & hold": { "equity": 1.795112304088333, "drawdown": -0.013543267652571522, "net": -0.007193208822480868 }, "BIL reserve": { "equity": 1.003194275190353, "drawdown": -0.006712986670193044, "net": 0.0 } }, { "date": "2016-07-06", "Ensemble trend": { "equity": 1.4051796418574007, "drawdown": -0.029988069722836186, "net": 0.0012573379636429127 }, "Core + trend": { "equity": 1.5844040021726107, "drawdown": 0.0, "net": 0.002465123090255039 }, "60/40 monthly": { "equity": 1.8014352236473363, "drawdown": 0.0, "net": 0.0036092517090493548 }, "SPY buy & hold": { "equity": 1.8058790636556281, "drawdown": -0.007626678235555517, "net": 0.005997819491724288 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294272, "net": -0.00021889367844696306 } }, { "date": "2016-07-07", "Ensemble trend": { "equity": 1.4033593883081106, "drawdown": -0.031244612022728102, "net": -0.0012953885005649868 }, "Core + trend": { "equity": 1.5827673424767008, "drawdown": -0.0010329812937014404, "net": -0.0010329812937014404 }, "60/40 monthly": { "equity": 1.799803553575293, "drawdown": -0.000905761167886765, "net": -0.000905761167886765 }, "SPY buy & hold": { "equity": 1.8047593565457032, "drawdown": -0.008241983815227116, "net": -0.0006200343824012133 }, "BIL reserve": { "equity": 1.0031942751903533, "drawdown": -0.006712986670192822, "net": 0.00021894160337998514 } }, { "date": "2016-07-08", "Ensemble trend": { "equity": 1.4104367026114264, "drawdown": -0.026359059240691596, "net": 0.005043123210119349 }, "Core + trend": { "equity": 1.5941439166944515, "drawdown": 0.0, "net": 0.007187774167711103 }, "60/40 monthly": { "equity": 1.8170757360299827, "drawdown": 0.0, "net": 0.009596704273851842 }, "SPY buy & hold": { "equity": 1.831632481860942, "drawdown": 0.0, "net": 0.014890143230327224 }, "BIL reserve": { "equity": 1.0029746823052599, "drawdown": -0.006930410918294161, "net": -0.00021889367844696306 } }, { "date": "2016-07-11", "Ensemble trend": { "equity": 1.407866606740221, "drawdown": -0.02813322645943228, "net": -0.0018221986611995922 }, "Core + trend": { "equity": 1.5924335161647616, "drawdown": -0.0010729273008401874, "net": -0.0010729273008401874 }, "60/40 monthly": { "equity": 1.817000493374783, "drawdown": -4.140865111335046e-05, "net": -4.140865111335046e-05 }, "SPY buy & hold": { "equity": 1.8380925685367273, "drawdown": 0.0, "net": 0.0035269557292529896 }, "BIL reserve": { "equity": 1.0031942751903533, "drawdown": -0.006712986670192711, "net": 0.00021894160337998514 } }, { "date": "2016-07-12", "Ensemble trend": { "equity": 1.404552090132008, "drawdown": -0.03042127601359368, "net": -0.00235428313474062 }, "Core + trend": { "equity": 1.5919905813507678, "drawdown": -0.0013507785094766245, "net": -0.0002781496429821173 }, "60/40 monthly": { "equity": 1.8205348649526778, "drawdown": 0.0, "net": 0.0019451681993383207 }, "SPY buy & hold": { "equity": 1.8514433627743367, "drawdown": 0.0, "net": 0.007263396015053658 }, "BIL reserve": { "equity": 1.002755615013477, "drawdown": -0.007147314763695345, "net": -0.0004372634371274664 } }, { "date": "2016-07-13", "Ensemble trend": { "equity": 1.4074201362038217, "drawdown": -0.028441430288981162, "net": 0.0020419649025222864 }, "Core + trend": { "equity": 1.5943348699292383, "drawdown": 0.0, "net": 0.0014725517888940498 }, "60/40 monthly": { "equity": 1.8222608974395806, "drawdown": 0.0, "net": 0.0009480908716064107 }, "SPY buy & hold": { "equity": 1.851185516144658, "drawdown": -0.00013926790031115743, "net": -0.00013926790031115743 }, "BIL reserve": { "equity": 1.00297468230526, "drawdown": -0.00693041091829405, "net": 0.00021846528556213052 } }, { "date": "2016-07-14", "Ensemble trend": { "equity": 1.4064183523537062, "drawdown": -0.02913297338939691, "net": -0.0007117873507321848 }, "Core + trend": { "equity": 1.595030396003401, "drawdown": 0.0, "net": 0.000436248423892005 }, "60/40 monthly": { "equity": 1.8253120872397373, "drawdown": 0.0, "net": 0.0016743978891518019 }, "SPY buy & hold": { "equity": 1.8615207267636604, "drawdown": 0.0, "net": 0.005583022624618961 }, "BIL reserve": { "equity": 1.0031942751903535, "drawdown": -0.0067129866701926, "net": 0.00021894160337998514 } }, { "date": "2016-07-15", "Ensemble trend": { "equity": 1.4028531868289849, "drawdown": -0.031594048820166254, "net": -0.002534925343341099 }, "Core + trend": { "equity": 1.5912625449192856, "drawdown": -0.0023622440635340247, "net": -0.0023622440635340247 }, "60/40 monthly": { "equity": 1.8210547536559503, "drawdown": -0.002332386671599296, "net": -0.002332386671599296 }, "SPY buy & hold": { "equity": 1.8590234659141316, "drawdown": -0.0013415165426980957, "net": -0.0013415165426980957 }, "BIL reserve": { "equity": 1.00297468230526, "drawdown": -0.006930410918293828, "net": -0.00021889367844696306 } }, { "date": "2016-07-18", "Ensemble trend": { "equity": 1.4043379278255574, "drawdown": -0.03056911475682944, "net": 0.001058372330413837 }, "Core + trend": { "equity": 1.5932782904306593, "drawdown": -0.0010984778579341548, "net": 0.0012667585985792762 }, "60/40 monthly": { "equity": 1.8238067126057205, "drawdown": -0.0008247217802043183, "net": 0.001511189569805893 }, "SPY buy & hold": { "equity": 1.864019225029528, "drawdown": 0.0, "net": 0.002687302880784115 }, "BIL reserve": { "equity": 1.00297468230526, "drawdown": -0.006930410918293828, "net": 0.0 } }, { "date": "2016-07-19", "Ensemble trend": { "equity": 1.4047467549227608, "drawdown": -0.03028689663332762, "net": 0.00029111732233610965 }, "Core + trend": { "equity": 1.5940346619848687, "drawdown": -0.000624272754316979, "net": 0.0004747265802540479 }, "60/40 monthly": { "equity": 1.824631739687625, "drawdown": -0.00037272944000543706, "net": 0.00045236541580995215 }, "SPY buy & hold": { "equity": 1.8621239672290155, "drawdown": -0.0010167587195794026, "net": -0.0010167587195794026 }, "BIL reserve": { "equity": 1.0031942751903538, "drawdown": -0.006712986670192378, "net": 0.00021894160337998514 } }, { "date": "2016-07-20", "Ensemble trend": { "equity": 1.4027633835793476, "drawdown": -0.03165604105299613, "net": -0.0014119066916957745 }, "Core + trend": { "equity": 1.59420572643208, "drawdown": -0.0005170243610324032, "net": 0.00010731538735697654 }, "60/40 monthly": { "equity": 1.8277142810401388, "drawdown": 0.0, "net": 0.0016894046538078467 }, "SPY buy & hold": { "equity": 1.8698762259170008, "drawdown": 0.0, "net": 0.00416312706587485 }, "BIL reserve": { "equity": 1.0031942751903538, "drawdown": -0.006712986670192378, "net": 0.0 } }, { "date": "2016-07-21", "Ensemble trend": { "equity": 1.4054087554407597, "drawdown": -0.02982990993840251, "net": 0.0018858289946677154 }, "Core + trend": { "equity": 1.5945315374104696, "drawdown": -0.0003127580478600178, "net": 0.00020437197846412403 }, "60/40 monthly": { "equity": 1.8251683604989057, "drawdown": -0.0013929532463816674, "net": -0.0013929532463816674 }, "SPY buy & hold": { "equity": 1.8628138268381145, "drawdown": -0.003776933992207354, "net": -0.003776933992207354 }, "BIL reserve": { "equity": 1.0031942751903538, "drawdown": -0.006712986670192378, "net": 0.0 } }, { "date": "2016-07-22", "Ensemble trend": { "equity": 1.4052430359807964, "drawdown": -0.02994430801851644, "net": -0.00011791548851669553 }, "Core + trend": { "equity": 1.596406461425125, "drawdown": 0.0, "net": 0.001175846303862027 }, "60/40 monthly": { "equity": 1.8295120206573292, "drawdown": 0.0, "net": 0.0023798682096571877 }, "SPY buy & hold": { "equity": 1.8711683979291998, "drawdown": 0.0, "net": 0.004484920055197517 }, "BIL reserve": { "equity": 1.0031942751903538, "drawdown": -0.006712986670192378, "net": 0.0 } }, { "date": "2016-07-25", "Ensemble trend": { "equity": 1.4021253368978552, "drawdown": -0.03209649213461252, "net": -0.002218619130722188 }, "Core + trend": { "equity": 1.5931064161550024, "drawdown": -0.0020671710807137478, "net": -0.0020671710807137478 }, "60/40 monthly": { "equity": 1.8259324704751003, "drawdown": -0.0019565600782129877, "net": -0.0019565600782129877 }, "SPY buy & hold": { "equity": 1.8660863290241452, "drawdown": -0.002715986925965086, "net": -0.002715986925965086 }, "BIL reserve": { "equity": 1.0029746823052603, "drawdown": -0.006930410918293717, "net": -0.00021889367844696306 } }, { "date": "2016-07-26", "Ensemble trend": { "equity": 1.4041245311402413, "drawdown": -0.030716424982847657, "net": 0.001425831336026917 }, "Core + trend": { "equity": 1.5945450230183063, "drawdown": -0.0011660178355561435, "net": 0.0009030199418667006 }, "60/40 monthly": { "equity": 1.8268942307342875, "drawdown": -0.0014308678453509582, "net": 0.0005267227976601951 }, "SPY buy & hold": { "equity": 1.8669478801503059, "drawdown": -0.0022555520836953225, "net": 0.00046168878296826144 }, "BIL reserve": { "equity": 1.0029746823052603, "drawdown": -0.006930410918293717, "net": 0.0 } }, { "date": "2016-07-27", "Ensemble trend": { "equity": 1.4095587177926179, "drawdown": -0.02696514242285375, "net": 0.003870160040551296 }, "Core + trend": { "equity": 1.5982740647797828, "drawdown": 0.0, "net": 0.0023386243145506747 }, "60/40 monthly": { "equity": 1.8288335200407495, "drawdown": -0.0003708642572000098, "net": 0.0010615224865440087 }, "SPY buy & hold": { "equity": 1.8649664672371777, "drawdown": -0.0033144695575693106, "net": -0.0010613113168261856 }, "BIL reserve": { "equity": 1.0031942751903538, "drawdown": -0.006712986670192267, "net": 0.00021894160337998514 } }, { "date": "2016-07-28", "Ensemble trend": { "equity": 1.409498297268598, "drawdown": -0.027006851416769506, "net": -4.286485072046986e-05 }, "Core + trend": { "equity": 1.599024004907912, "drawdown": 0.0, "net": 0.0004692187307893114 }, "60/40 monthly": { "equity": 1.8304925015127627, "drawdown": 0.0, "net": 0.000907125473059045 }, "SPY buy & hold": { "equity": 1.8671201903755386, "drawdown": -0.0021634651152410145, "net": 0.0011548320981618065 }, "BIL reserve": { "equity": 1.0029746823052605, "drawdown": -0.006930410918293606, "net": -0.00021889367844696306 } }, { "date": "2016-07-29", "Ensemble trend": { "equity": 1.4147484322294863, "drawdown": -0.02338262189057516, "net": 0.003724825330447157 }, "Core + trend": { "equity": 1.6036784208020807, "drawdown": 0.0, "net": 0.00291078550408419 }, "60/40 monthly": { "equity": 1.8350547379642241, "drawdown": 0.0, "net": 0.0024923546246111705 }, "SPY buy & hold": { "equity": 1.8701346912548487, "drawdown": -0.0005524391473771262, "net": 0.0016145189232321666 }, "BIL reserve": { "equity": 1.003194275190354, "drawdown": -0.006712986670192156, "net": 0.00021894160337998514 } }, { "date": "2016-08-01", "Ensemble trend": { "equity": 1.4123775131158909, "drawdown": -0.025019295065593417, "net": -0.0016758591560049885 }, "Core + trend": { "equity": 1.6009392787886585, "drawdown": -0.0017080369592128442, "net": -0.0017080369592128442 }, "60/40 monthly": { "equity": 1.8315980455455938, "drawdown": -0.001883699895767199, "net": -0.001883699895767199 }, "SPY buy & hold": { "equity": 1.8685842085818434, "drawdown": -0.0013810565367693428, "net": -0.000829075403101065 }, "BIL reserve": { "equity": 1.0029746823052605, "drawdown": -0.006930410918293495, "net": -0.00021889367844696306 } }, { "date": "2016-08-02", "Ensemble trend": { "equity": 1.4103682264017103, "drawdown": -0.026406329168596865, "net": -0.0014226272335274848 }, "Core + trend": { "equity": 1.5959242197478372, "drawdown": -0.004835259334826869, "net": -0.0031325729259489288 }, "60/40 monthly": { "equity": 1.8227864823037543, "drawdown": -0.006685498479505836, "net": -0.004810860801729433 }, "SPY buy & hold": { "equity": 1.8566114321149647, "drawdown": -0.007779612904079136, "net": -0.006407405356360862 }, "BIL reserve": { "equity": 1.0031942751903542, "drawdown": -0.006712986670192045, "net": 0.00021894160337998514 } }, { "date": "2016-08-03", "Ensemble trend": { "equity": 1.4106503159284494, "drawdown": -0.02621159947127416, "net": 0.00020001126050495088 }, "Core + trend": { "equity": 1.5977169097161175, "drawdown": -0.003717398082205059, "net": 0.0011232926639608287 }, "60/40 monthly": { "equity": 1.826376168275944, "drawdown": -0.004729324694645376, "net": 0.001969339803119974 }, "SPY buy & hold": { "equity": 1.8620384308245685, "drawdown": -0.004879286714512432, "net": 0.002923066515550632 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": -0.00021889367844696306 } }, { "date": "2016-08-04", "Ensemble trend": { "equity": 1.4133075609620511, "drawdown": -0.024377272167146358, "net": 0.0018837021504178875 }, "Core + trend": { "equity": 1.6003415392827374, "drawdown": -0.0020807672386552456, "net": 0.0016427375529788346 }, "60/40 monthly": { "equity": 1.82929509952392, "drawdown": -0.0031386739159038335, "net": 0.001598209229116021 }, "SPY buy & hold": { "equity": 1.8640192250295275, "drawdown": -0.003820699894025781, "net": 0.0010637772949089186 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-05", "Ensemble trend": { "equity": 1.4098732749322993, "drawdown": -0.026747999952840718, "net": -0.002429963671470081 }, "Core + trend": { "equity": 1.6001964701714475, "drawdown": -0.0021712274639772433, "net": -9.064884446785548e-05 }, "60/40 monthly": { "equity": 1.8337466618005243, "drawdown": -0.0007128267820235568, "net": 0.002433485049931239 }, "SPY buy & hold": { "equity": 1.8792643490053946, "drawdown": 0.0, "net": 0.008178630226104877 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-08", "Ensemble trend": { "equity": 1.41000947138826, "drawdown": -0.026653981947449834, "net": 9.660191336502422e-05 }, "Core + trend": { "equity": 1.5997886358295534, "drawdown": -0.002425539261531995, "net": -0.000254865167806706 }, "60/40 monthly": { "equity": 1.8326969609960588, "drawdown": -0.0012848537536166438, "net": -0.0005724350186053773 }, "SPY buy & hold": { "equity": 1.8781446418954697, "drawdown": -0.000595822035637239, "net": -0.000595822035637239 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-09", "Ensemble trend": { "equity": 1.4138317688531268, "drawdown": -0.024015405333083217, "net": 0.0027108310564065707 }, "Core + trend": { "equity": 1.603163536388734, "drawdown": -0.0003210646265908723, "net": 0.0021095915320279435 }, "60/40 monthly": { "equity": 1.835951469875704, "drawdown": 0.0, "net": 0.001775803064504533 }, "SPY buy & hold": { "equity": 1.8792643490053946, "drawdown": 0.0, "net": 0.0005961772511806629 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-10", "Ensemble trend": { "equity": 1.4157255651509764, "drawdown": -0.022708095614305535, "net": 0.0013394778215980452 }, "Core + trend": { "equity": 1.6038299005707386, "drawdown": 0.0, "net": 0.0004156557748971057 }, "60/40 monthly": { "equity": 1.8351539453661396, "drawdown": -0.00043439302326353513, "net": -0.00043439302326353513 }, "SPY buy & hold": { "equity": 1.8746139837256752, "drawdown": -0.0024745668602613735, "net": -0.0024745668602613735 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-11", "Ensemble trend": { "equity": 1.414401389896392, "drawdown": -0.0236221892692825, "net": -0.000935333292821583 }, "Core + trend": { "equity": 1.6035742653512344, "drawdown": -0.0001593904811310054, "net": -0.0001593904811310054 }, "60/40 monthly": { "equity": 1.8367822876737343, "drawdown": 0.0, "net": 0.0008873055645857164 }, "SPY buy & hold": { "equity": 1.8833130205901831, "drawdown": 0.0, "net": 0.004640441680275442 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-12", "Ensemble trend": { "equity": 1.4154361945173033, "drawdown": -0.022907851544845315, "net": 0.0007316201951605983 }, "Core + trend": { "equity": 1.6049747951948186, "drawdown": 0.0, "net": 0.0008733800946085779 }, "60/40 monthly": { "equity": 1.8384111834841999, "drawdown": 0.0, "net": 0.0008868202951415327 }, "SPY buy & hold": { "equity": 1.881676692158646, "drawdown": -0.0008688563258720805, "net": -0.0008688563258720805 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-15", "Ensemble trend": { "equity": 1.4161431053210556, "drawdown": -0.02241986275476071, "net": 0.0004994296503724183 }, "Core + trend": { "equity": 1.6056609607270835, "drawdown": 0.0, "net": 0.00042752417939473375 }, "60/40 monthly": { "equity": 1.8394713392376074, "drawdown": 0.0, "net": 0.0005766695519107135 }, "SPY buy & hold": { "equity": 1.8871029174830378, "drawdown": 0.0, "net": 0.0028837182003709216 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-16", "Ensemble trend": { "equity": 1.414259498197629, "drawdown": -0.02372013876734491, "net": -0.0013300965957105948 }, "Core + trend": { "equity": 1.6016418949542521, "drawdown": -0.002503060030189297, "net": -0.002503060030189297 }, "60/40 monthly": { "equity": 1.8324991426530524, "drawdown": -0.0037903262942082794, "net": -0.0037903262942082794 }, "SPY buy & hold": { "equity": 1.8773698645900945, "drawdown": -0.005157669358025863, "net": -0.005157669358025863 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-17", "Ensemble trend": { "equity": 1.4150641141034597, "drawdown": -0.02316470300333484, "net": 0.0005689308835161722 }, "Core + trend": { "equity": 1.6034861170582293, "drawdown": -0.0013544849890784194, "net": 0.0011514572076236629 }, "60/40 monthly": { "equity": 1.8357490778319852, "drawdown": -0.0020235495526474967, "net": 0.0017734988810023111 }, "SPY buy & hold": { "equity": 1.8809011414680585, "drawdown": -0.003286400523004218, "net": 0.0018809702576829679 }, "BIL reserve": { "equity": 1.0029746823052608, "drawdown": -0.006930410918293273, "net": 0.0 } }, { "date": "2016-08-18", "Ensemble trend": { "equity": 1.4185713129474014, "drawdown": -0.020743642649812433, "net": 0.0024784734550094 }, "Core + trend": { "equity": 1.6069383802613852, "drawdown": 0.0, "net": 0.002152973553328552 }, "60/40 monthly": { "equity": 1.8395350114077542, "drawdown": 0.0, "net": 0.002062337179676188 }, "SPY buy & hold": { "equity": 1.8851219686010372, "drawdown": -0.0010497301782791402, "net": 0.0022440451759651037 }, "BIL reserve": { "equity": 1.0031942751903542, "drawdown": -0.006712986670191823, "net": 0.00021894160337998514 } }, { "date": "2016-08-19", "Ensemble trend": { "equity": 1.4138837753477498, "drawdown": -0.023979504642001936, "net": -0.003304407439279289 }, "Core + trend": { "equity": 1.6027552976190662, "drawdown": -0.002603138174868014, "net": -0.002603138174868014 }, "60/40 monthly": { "equity": 1.8354458062706014, "drawdown": -0.002222955862103082, "net": -0.002222955862103082 }, "SPY buy & hold": { "equity": 1.8823665517677448, "drawdown": -0.0025098608408756773, "net": -0.0014616650164749334 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293162, "net": -0.00021889367844696306 } }, { "date": "2016-08-22", "Ensemble trend": { "equity": 1.413711766661319, "drawdown": -0.02409824424865359, "net": -0.0001216568783303229 }, "Core + trend": { "equity": 1.6033265812183766, "drawdown": -0.0022476275925534805, "net": 0.00035643844082677845 }, "60/40 monthly": { "equity": 1.837015564655452, "drawdown": -0.0013696106552351095, "net": 0.0008552463818258804 }, "SPY buy & hold": { "equity": 1.8822793139158318, "drawdown": -0.002556089295669972, "net": -4.6344773727113875e-05 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293162, "net": 0.0 } }, { "date": "2016-08-23", "Ensemble trend": { "equity": 1.413928119957583, "drawdown": -0.02394889303954173, "net": 0.00015303918476594625 }, "Core + trend": { "equity": 1.6042525002111125, "drawdown": -0.0016714269092482636, "net": 0.000577498685284894 }, "60/40 monthly": { "equity": 1.8391863468625396, "drawdown": -0.00018953949941280523, "net": 0.001181689610504133 }, "SPY buy & hold": { "equity": 1.8860693654857288, "drawdown": -0.0005476924378281511, "net": 0.002013543655225325 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293162, "net": 0.0 } }, { "date": "2016-08-24", "Ensemble trend": { "equity": 1.4108509423275155, "drawdown": -0.026073104723111196, "net": -0.002176332436304995 }, "Core + trend": { "equity": 1.6001533224886162, "drawdown": -0.004222350935239594, "net": -0.00255519484741773 }, "60/40 monthly": { "equity": 1.8332377783814058, "drawdown": -0.003423274353190675, "net": -0.003234347890457956 }, "SPY buy & hold": { "equity": 1.8764229317365282, "drawdown": -0.005659461202441651, "net": -0.005114569975911976 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191712, "net": 0.00021894160337998514 } }, { "date": "2016-08-25", "Ensemble trend": { "equity": 1.4094566543171625, "drawdown": -0.027035598032861374, "net": -0.0009882603246894606 }, "Core + trend": { "equity": 1.598634254940041, "drawdown": -0.005167668793867097, "net": -0.0009493262471952368 }, "60/40 monthly": { "equity": 1.8313086223883817, "drawdown": -0.0044719937203462345, "net": -0.001052321753224783 }, "SPY buy & hold": { "equity": 1.8751301410161594, "drawdown": -0.0063445275591260675, "net": -0.0006889655303734532 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293051, "net": -0.00021889367844696306 } }, { "date": "2016-08-26", "Ensemble trend": { "equity": 1.4055211881815826, "drawdown": -0.02975229630331755, "net": -0.00279218670792436 }, "Core + trend": { "equity": 1.5944473976554594, "drawdown": -0.007773155933890941, "net": -0.002619021375054098 }, "60/40 monthly": { "equity": 1.826437419762867, "drawdown": -0.007120055646488654, "net": -0.0026599572382079995 }, "SPY buy & hold": { "equity": 1.871598864138195, "drawdown": -0.008215796394147712, "net": -0.00188321695690441 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293051, "net": 0.0 } }, { "date": "2016-08-29", "Ensemble trend": { "equity": 1.4102711997267021, "drawdown": -0.02647330781638646, "net": 0.0033795374876313122 }, "Core + trend": { "equity": 1.6006502905277444, "drawdown": -0.003913087029894569, "net": 0.003890308881563609 }, "60/40 monthly": { "equity": 1.834855671870022, "drawdown": -0.0025437621511489317, "net": 0.004609110619430812 }, "SPY buy & hold": { "equity": 1.880815141032485, "drawdown": -0.0033319732550355363, "net": 0.0049242800211537485 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.00021894160337998514 } }, { "date": "2016-08-30", "Ensemble trend": { "equity": 1.4078631968898416, "drawdown": -0.028135580319002984, "net": -0.00170747501425772 }, "Core + trend": { "equity": 1.5985951088042503, "drawdown": -0.0051920294888829766, "net": -0.0012839667325563742 }, "60/40 monthly": { "equity": 1.8329616479835775, "drawdown": -0.003573383155749843, "net": -0.0010322467949285263 }, "SPY buy & hold": { "equity": 1.8777144850405585, "drawdown": -0.004975050568519768, "net": -0.0016485703056516865 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-08-31", "Ensemble trend": { "equity": 1.4050868712265256, "drawdown": -0.03005211037361677, "net": -0.001972013807484463 }, "Core + trend": { "equity": 1.5953851164239288, "drawdown": -0.007189612233654663, "net": -0.0020080083835127827 }, "60/40 monthly": { "equity": 1.8289700107747844, "drawdown": -0.0057432995661684805, "net": -0.002177698160343078 }, "SPY buy & hold": { "equity": 1.8723745695058245, "drawdown": -0.0078047401870681155, "net": -0.002843837855689091 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-01", "Ensemble trend": { "equity": 1.4076425702535007, "drawdown": -0.02828788146471617, "net": 0.0018188904040814524 }, "Core + trend": { "equity": 1.597169431595586, "drawdown": -0.006079230408455372, "net": 0.0011184228518170691 }, "60/40 monthly": { "equity": 1.8301570443220332, "drawdown": -0.0050980095663111236, "net": 0.0006490175017939137 }, "SPY buy & hold": { "equity": 1.8724604152643565, "drawdown": -0.007759249420381975, "net": 4.5848603121401155e-05 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-02", "Ensemble trend": { "equity": 1.410728949126181, "drawdown": -0.026157318055828438, "net": 0.0021925870515016044 }, "Core + trend": { "equity": 1.5998152996378592, "drawdown": -0.0044327030277087065, "net": 0.0016565982230387633 }, "60/40 monthly": { "equity": 1.833251368062572, "drawdown": -0.0034158867899848344, "net": 0.001690742196216899 }, "SPY buy & hold": { "equity": 1.8809011414680585, "drawdown": -0.003286400523004218, "net": 0.0045078262455606755 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-09-06", "Ensemble trend": { "equity": 1.421293659585044, "drawdown": -0.01886437494751858, "net": 0.007488830838416449 }, "Core + trend": { "equity": 1.6086200868270604, "drawdown": 0.0, "net": 0.0055036273194750684 }, "60/40 monthly": { "equity": 1.8399806972609019, "drawdown": 0.0, "net": 0.003670707310281074 }, "SPY buy & hold": { "equity": 1.8865866055155112, "drawdown": -0.0002736003228775985, "net": 0.0030227341151034537 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-09-07", "Ensemble trend": { "equity": 1.4205723502580014, "drawdown": -0.019362303206517995, "net": -0.0005075019663798308 }, "Core + trend": { "equity": 1.6083648319922532, "drawdown": -0.00015867937799451948, "net": -0.00015867937799451948 }, "60/40 monthly": { "equity": 1.8402689741062224, "drawdown": 0.0, "net": 0.00015667384214945734 }, "SPY buy & hold": { "equity": 1.8864139859361941, "drawdown": -0.00036507364832150113, "net": -9.149835942456885e-05 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-09-08", "Ensemble trend": { "equity": 1.4153952496942215, "drawdown": -0.022936116234774984, "net": -0.0036443765520565163 }, "Core + trend": { "equity": 1.602795097330554, "drawdown": -0.003621109511317888, "net": -0.0034629796367782184 }, "60/40 monthly": { "equity": 1.8341575589887853, "drawdown": -0.0033209357998361666, "net": -0.0033209357998361666 }, "SPY buy & hold": { "equity": 1.8821071583676423, "drawdown": -0.002647316725077564, "net": -0.002283076567848097 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-09", "Ensemble trend": { "equity": 1.3968692215937364, "drawdown": -0.03572484996163605, "net": -0.013088943250648355 }, "Core + trend": { "equity": 1.5793269120513458, "drawdown": -0.018210126191756215, "net": -0.01464203710024714 }, "60/40 monthly": { "equity": 1.804150508892681, "drawdown": -0.019626731592909286, "net": -0.016360126723599322 }, "SPY buy & hold": { "equity": 1.8370596352475879, "drawdown": -0.026518576052119158, "net": -0.023934621851778193 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-09-12", "Ensemble trend": { "equity": 1.4032147595875315, "drawdown": -0.03134445091894, "net": 0.004542685811743441 }, "Core + trend": { "equity": 1.5899462495333891, "drawdown": -0.011608606312075054, "net": 0.006723964114718983 }, "60/40 monthly": { "equity": 1.8203426836177823, "drawdown": -0.010827922857373551, "net": 0.0089749578238012 }, "SPY buy & hold": { "equity": 1.8634162939182572, "drawdown": -0.012551845130086003, "net": 0.014347198188325194 }, "BIL reserve": { "equity": 1.002974682305261, "drawdown": -0.006930410918293051, "net": -0.0004374821185992861 } }, { "date": "2016-09-13", "Ensemble trend": { "equity": 1.389312727203961, "drawdown": -0.04094118635793198, "net": -0.009907273486531087 }, "Core + trend": { "equity": 1.574103249386566, "drawdown": -0.021457420383564463, "net": -0.00996448788848836 }, "60/40 monthly": { "equity": 1.8018833339171443, "drawdown": -0.020858711812886566, "net": -0.010140590487034862 }, "SPY buy & hold": { "equity": 1.8366290143615496, "drawdown": -0.02674676757365657, "net": -0.014375359732623827 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.00021894160337998514 } }, { "date": "2016-09-14", "Ensemble trend": { "equity": 1.3913007184958863, "drawdown": -0.0395688527338085, "net": 0.001430917066401749 }, "Core + trend": { "equity": 1.5757454516817502, "drawdown": -0.020436543976119492, "net": 0.0010432621213531945 }, "60/40 monthly": { "equity": 1.803100585032691, "drawdown": -0.020197258985786726, "net": 0.0006755438005525694 }, "SPY buy & hold": { "equity": 1.8359400828147048, "drawdown": -0.02711184122197874, "net": -0.00037510653564643004 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-15", "Ensemble trend": { "equity": 1.396870614263608, "drawdown": -0.035723888585346475, "net": 0.0040033730261730405 }, "Core + trend": { "equity": 1.5837182448967002, "drawdown": -0.015480250516750726, "net": 0.00505969616249935 }, "60/40 monthly": { "equity": 1.8141139366645214, "drawdown": -0.014212616639045383, "net": 0.006108007353139877 }, "SPY buy & hold": { "equity": 1.8542855534284142, "drawdown": -0.01739034143320295, "net": 0.009992412489618907 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-16", "Ensemble trend": { "equity": 1.3931094331974632, "drawdown": -0.03832027583535702, "net": -0.002692576554864101 }, "Core + trend": { "equity": 1.5801184064871716, "drawdown": -0.017718093024753467, "net": -0.0022730295752597662 }, "60/40 monthly": { "equity": 1.8106662473218103, "drawdown": -0.016086086980186987, "net": -0.001900481151173028 }, "SPY buy & hold": { "equity": 1.8471182833147812, "drawdown": -0.021188369642068605, "net": -0.003865246159299174 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-19", "Ensemble trend": { "equity": 1.394469561166811, "drawdown": -0.037381363601169615, "net": 0.0009763252885497398 }, "Core + trend": { "equity": 1.580418589866359, "drawdown": -0.01753148378019309, "net": 0.00018997524359876117 }, "60/40 monthly": { "equity": 1.8096366204318288, "drawdown": -0.016645585023390974, "net": -0.0005686453213034071 }, "SPY buy & hold": { "equity": 1.8474644505356697, "drawdown": -0.0210049311991084, "net": 0.0001874093413591904 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-20", "Ensemble trend": { "equity": 1.3964846770787562, "drawdown": -0.03599030553481841, "net": 0.0014450770157070636 }, "Core + trend": { "equity": 1.5820631370072973, "drawdown": -0.016509149697456427, "net": 0.0010405769404910892 }, "60/40 monthly": { "equity": 1.8107918028798922, "drawdown": -0.016017860237331205, "net": 0.0006383505036429149 }, "SPY buy & hold": { "equity": 1.847551069679413, "drawdown": -0.020959030605695705, "net": 4.688541840036642e-05 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-21", "Ensemble trend": { "equity": 1.409613799073991, "drawdown": -0.026927119170541136, "net": 0.009401551059406543 }, "Core + trend": { "equity": 1.5952172733774077, "drawdown": -0.008331870004240294, "net": 0.00831454577406654 }, "60/40 monthly": { "equity": 1.8242125258298238, "drawdown": -0.008725055142657534, "net": 0.007411521815256394 }, "SPY buy & hold": { "equity": 1.8683271353373765, "drawdown": -0.009949527379621625, "net": 0.011245191539722033 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-22", "Ensemble trend": { "equity": 1.4160610404198308, "drawdown": -0.022476513115236907, "net": 0.0045737643530980865 }, "Core + trend": { "equity": 1.6028051698179377, "drawdown": -0.0036148479412515533, "net": 0.0047566538848120565 }, "60/40 monthly": { "equity": 1.8332995556924454, "drawdown": -0.003787173783746378, "net": 0.004981343858763365 }, "SPY buy & hold": { "equity": 1.8801013064818148, "drawdown": -0.0037102433239631916, "net": 0.006301985836282498 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-09-23", "Ensemble trend": { "equity": 1.4116513271939892, "drawdown": -0.025520589695020912, "net": -0.0031140700153252654 }, "Core + trend": { "equity": 1.5978145210573562, "drawdown": -0.006717288847870595, "net": -0.003113696445805836 }, "60/40 monthly": { "equity": 1.8275489633528144, "drawdown": -0.006912038909739238, "net": -0.0031367445226151425 }, "SPY buy & hold": { "equity": 1.8697990420728432, "drawdown": -0.00916954515298718, "net": -0.005479632599293183 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-09-26", "Ensemble trend": { "equity": 1.4073153303776336, "drawdown": -0.028513778975751802, "net": -0.0030715777563674607 }, "Core + trend": { "equity": 1.5924121433951872, "drawdown": -0.010075681364791866, "net": -0.0033811043716100997 }, "60/40 monthly": { "equity": 1.8206923992115434, "drawdown": -0.010637887814300084, "net": -0.003751781363324991 }, "SPY buy & hold": { "equity": 1.8546491991550937, "drawdown": -0.017197640906215006, "net": -0.008102390993288022 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-09-27", "Ensemble trend": { "equity": 1.4116099929776902, "drawdown": -0.025549123187639466, "net": 0.003051670444678578 }, "Core + trend": { "equity": 1.5983839371019508, "drawdown": -0.006363310895427077, "net": 0.003750155844724379 }, "60/40 monthly": { "equity": 1.8287163386593022, "drawdown": -0.006277688538726234, "net": 0.004407081312161054 }, "SPY buy & hold": { "equity": 1.86616335819126, "drawdown": -0.011096140596140058, "net": 0.00620826787158002 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-09-28", "Ensemble trend": { "equity": 1.4146361932763885, "drawdown": -0.023460101751728524, "net": 0.0021437934796102454 }, "Core + trend": { "equity": 1.6023435850352497, "drawdown": -0.0039017925010440546, "net": 0.002477282110628698 }, "60/40 monthly": { "equity": 1.8338538636953936, "drawdown": -0.003485963465718056, "net": 0.002809361368673491 }, "SPY buy & hold": { "equity": 1.8754260381982688, "drawdown": -0.006187727853414149, "net": 0.004963488306825692 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-29", "Ensemble trend": { "equity": 1.407754984851778, "drawdown": -0.02821028035364226, "net": -0.00486429546855649 }, "Core + trend": { "equity": 1.5943214529648568, "drawdown": -0.008888757500478017, "net": -0.0050064993209407715 }, "60/40 monthly": { "equity": 1.8243024478357501, "drawdown": -0.008676191630208274, "net": -0.005208384402231814 }, "SPY buy & hold": { "equity": 1.858458585355291, "drawdown": -0.015178998380200426, "net": -0.009047252462847544 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-09-30", "Ensemble trend": { "equity": 1.4096412232004045, "drawdown": -0.02690818797554939, "net": 0.0013398910811350806 }, "Core + trend": { "equity": 1.5981927795358055, "drawdown": -0.006482144153640679, "net": 0.002428197001143939 }, "60/40 monthly": { "equity": 1.8307540689168993, "drawdown": -0.005170388309102658, "net": 0.003536486556164453 }, "SPY buy & hold": { "equity": 1.87248253408142, "drawdown": -0.007747528375992352, "net": 0.0075460108913041335 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-03", "Ensemble trend": { "equity": 1.4078662726504196, "drawdown": -0.028133457085527058, "net": -0.001259150570210421 }, "Core + trend": { "equity": 1.5953111160502864, "drawdown": -0.008273532629463398, "net": -0.0018030762761648278 }, "60/40 monthly": { "equity": 1.8264095298593166, "drawdown": -0.007531205732377866, "net": -0.002373087205619573 }, "SPY buy & hold": { "equity": 1.8679818961787424, "drawdown": -0.01013247403050932, "net": -0.0024035673608486796 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-10-04", "Ensemble trend": { "equity": 1.3963208030512861, "drawdown": -0.03610342969131308, "net": -0.008200686260775414 }, "Core + trend": { "equity": 1.5851497113637105, "drawdown": -0.014590378210211363, "net": -0.006369544212625922 }, "60/40 monthly": { "equity": 1.8174771469612512, "drawdown": -0.012385052112309114, "net": -0.004890679090331584 }, "SPY buy & hold": { "equity": 1.8584585853552915, "drawdown": -0.015178998380200315, "net": -0.005098181541765778 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-05", "Ensemble trend": { "equity": 1.3999716228020682, "drawdown": -0.03358322614718179, "net": 0.0026145995553488177 }, "Core + trend": { "equity": 1.588200560842262, "drawdown": -0.012693815122671426, "net": 0.0019246443769194155 }, "60/40 monthly": { "equity": 1.8207016936132585, "drawdown": -0.010632837247319893, "net": 0.001774188279285216 }, "SPY buy & hold": { "equity": 1.8666826090225928, "drawdown": -0.010820982931699974, "net": 0.004425185329448134 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-10-06", "Ensemble trend": { "equity": 1.396789341248508, "drawdown": -0.03577999229757545, "net": -0.0022731043270656226 }, "Core + trend": { "equity": 1.5862606812924358, "drawdown": -0.013899742840292162, "net": -0.0012214323541085426 }, "60/40 monthly": { "equity": 1.819972229448016, "drawdown": -0.011029227218300464, "net": -0.00040065001740885453 }, "SPY buy & hold": { "equity": 1.8679818961787424, "drawdown": -0.01013247403050932, "net": 0.0006960407462253126 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-10-07", "Ensemble trend": { "equity": 1.394601946934665, "drawdown": -0.03728997615831742, "net": -0.0015660158974921679 }, "Core + trend": { "equity": 1.5840650478727674, "drawdown": -0.015264660161447452, "net": -0.0013841567439467628 }, "60/40 monthly": { "equity": 1.8172344641382425, "drawdown": -0.012516925673415336, "net": -0.0015042896069925593 }, "SPY buy & hold": { "equity": 1.8615751730825845, "drawdown": -0.01352747863614212, "net": -0.0034297565245486883 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-10-10", "Ensemble trend": { "equity": 1.3982339809257238, "drawdown": -0.034782740643688026, "net": 0.0026043517284928264 }, "Core + trend": { "equity": 1.587438504535327, "drawdown": -0.013167548052637534, "net": 0.0021296200349159022 }, "60/40 monthly": { "equity": 1.8210665721704067, "drawdown": -0.010434562667743785, "net": 0.002108758175011438 }, "SPY buy & hold": { "equity": 1.8712704847771828, "drawdown": -0.008389808822388822, "net": 0.005208122580698138 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.0 } }, { "date": "2016-10-11", "Ensemble trend": { "equity": 1.3857986236701827, "drawdown": -0.04336701309954927, "net": -0.008893616823207218 }, "Core + trend": { "equity": 1.5751673497080805, "drawdown": -0.020795921543516283, "net": -0.0077301607540624095 }, "60/40 monthly": { "equity": 1.8069342524556637, "drawdown": -0.01811404860898047, "net": -0.007760462978516736 }, "SPY buy & hold": { "equity": 1.847637534146114, "drawdown": -0.02091321197762841, "net": -0.01262936108025181 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-10-12", "Ensemble trend": { "equity": 1.3856923069847389, "drawdown": -0.043440404750122674, "net": -7.671871195991109e-05 }, "Core + trend": { "equity": 1.575814896737085, "drawdown": -0.020393373400354742, "net": 0.0004110972901543164 }, "60/40 monthly": { "equity": 1.8083639826915932, "drawdown": -0.01733713487732136, "net": 0.0007912464075470194 }, "SPY buy & hold": { "equity": 1.8500619421086726, "drawdown": -0.01962848715414489, "net": 0.0013121664383588527 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-13", "Ensemble trend": { "equity": 1.3836085049894917, "drawdown": -0.04487887762256848, "net": -0.0015037984874012311 }, "Core + trend": { "equity": 1.5740123141551186, "drawdown": -0.02151395034498438, "net": -0.0011439050269792528 }, "60/40 monthly": { "equity": 1.8062855521711854, "drawdown": -0.01846655158197308, "net": -0.0011493430196028998 }, "SPY buy & hold": { "equity": 1.8440013862334033, "drawdown": -0.0228400533168176, "net": -0.0032758664655095915 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-10-14", "Ensemble trend": { "equity": 1.382001720415236, "drawdown": -0.04598805979400489, "net": -0.0011613000125841877 }, "Core + trend": { "equity": 1.5723328370084328, "drawdown": -0.022557998694522574, "net": -0.0010670038166679108 }, "60/40 monthly": { "equity": 1.804636696032655, "drawdown": -0.019362538071845292, "net": -0.0009128435626074571 }, "SPY buy & hold": { "equity": 1.8449543514916222, "drawdown": -0.022335064823932327, "net": 0.0005167920508810653 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-17", "Ensemble trend": { "equity": 1.3815865198170207, "drawdown": -0.04627467761974746, "net": -0.0003004342122602255 }, "Core + trend": { "equity": 1.5712237199573809, "drawdown": -0.023247482221512183, "net": -0.0007053958455527365 }, "60/40 monthly": { "equity": 1.8024195134340506, "drawdown": -0.0205673524928901, "net": -0.0012286032992007145 }, "SPY buy & hold": { "equity": 1.8385480924265913, "drawdown": -0.02572982353352904, "net": -0.0034723130465811325 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-18", "Ensemble trend": { "equity": 1.3908349357469465, "drawdown": -0.03989038800939193, "net": 0.006694054840047592 }, "Core + trend": { "equity": 1.5793700034487876, "drawdown": -0.018183338389095582, "net": 0.005184674459743688 }, "60/40 monthly": { "equity": 1.810639816284903, "drawdown": -0.016100449574611653, "net": 0.004560704536088034 }, "SPY buy & hold": { "equity": 1.850061942108673, "drawdown": -0.01962848715414467, "net": 0.00626246859111812 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-19", "Ensemble trend": { "equity": 1.3945550146963774, "drawdown": -0.03732237403094352, "net": 0.002674709164846467 }, "Core + trend": { "equity": 1.5826404067345252, "drawdown": -0.016150289496744463, "net": 0.0020707011521026164 }, "60/40 monthly": { "equity": 1.8138750602962381, "drawdown": -0.014342421777122638, "net": 0.0017867960166553232 }, "SPY buy & hold": { "equity": 1.8549959850841522, "drawdown": -0.017013874601873202, "net": 0.0026669609612397505 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-20", "Ensemble trend": { "equity": 1.392733944003593, "drawdown": -0.03857948041454007, "net": -0.0013058435655769474 }, "Core + trend": { "equity": 1.5804812393542749, "drawdown": -0.01749253767450354, "net": -0.0013642817225331116 }, "60/40 monthly": { "equity": 1.8111826030988112, "drawdown": -0.015805499857181382, "net": -0.0014843675048861193 }, "SPY buy & hold": { "equity": 1.8515333848130129, "drawdown": -0.0188487508235462, "net": -0.0018666349140277205 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-10-21", "Ensemble trend": { "equity": 1.3930682030847736, "drawdown": -0.03834873746403733, "net": 0.0002400021070927405 }, "Core + trend": { "equity": 1.5812935856277315, "drawdown": -0.016987541945487794, "net": 0.000513986660030552 }, "60/40 monthly": { "equity": 1.8124732354495035, "drawdown": -0.015104171753055229, "net": 0.0007125909604497327 }, "SPY buy & hold": { "equity": 1.8523988028652345, "drawdown": -0.0183901547161458, "net": 0.00046740612906037704 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-24", "Ensemble trend": { "equity": 1.394235206462263, "drawdown": -0.03754314139281745, "net": 0.0008377216383987918 }, "Core + trend": { "equity": 1.5834699306709485, "drawdown": -0.01563461525941756, "net": 0.001376306754797163 }, "60/40 monthly": { "equity": 1.816143428381808, "drawdown": -0.013109793222554122, "net": 0.002024963933547008 }, "SPY buy & hold": { "equity": 1.8602766593116469, "drawdown": -0.014215577710605665, "net": 0.004252786405512188 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-25", "Ensemble trend": { "equity": 1.3942798737254634, "drawdown": -0.0375123070589668, "net": 3.203710750776523e-05 }, "Core + trend": { "equity": 1.5817836689088551, "drawdown": -0.016682881270703942, "net": -0.0010649155562927337 }, "60/40 monthly": { "equity": 1.8123377842072996, "drawdown": -0.015177775799045001, "net": -0.002095453539095904 }, "SPY buy & hold": { "equity": 1.8540434838570607, "drawdown": -0.017518617198722053, "net": -0.0033506712151581963 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": 0.0 } }, { "date": "2016-10-26", "Ensemble trend": { "equity": 1.3887277324429628, "drawdown": -0.04134501507876909, "net": -0.003982085223439014 }, "Core + trend": { "equity": 1.5773842037354964, "drawdown": -0.019417812414101898, "net": -0.0027813317711098406 }, "60/40 monthly": { "equity": 1.8085821676106058, "drawdown": -0.01721857344848532, "net": -0.0020722497921856764 }, "SPY buy & hold": { "equity": 1.8503211808317341, "drawdown": -0.019491113235287738, "net": -0.002007667596653717 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-27", "Ensemble trend": { "equity": 1.3845350056387375, "drawdown": -0.04423930339561055, "net": -0.003019113614768587 }, "Core + trend": { "equity": 1.572861605853268, "drawdown": -0.02222928910724009, "net": -0.0028671504833875927 }, "60/40 monthly": { "equity": 1.8032016731717524, "drawdown": -0.020142327809701155, "net": -0.002974979260113919 }, "SPY buy & hold": { "equity": 1.8453869831792122, "drawdown": -0.022105807752904605, "net": -0.002666670902131685 }, "BIL reserve": { "equity": 1.0031942751903544, "drawdown": -0.006712986670191601, "net": -0.00021863629825580322 } }, { "date": "2016-10-28", "Ensemble trend": { "equity": 1.383554997901827, "drawdown": -0.04491581419056545, "net": -0.0007078244558060831 }, "Core + trend": { "equity": 1.5710295000104257, "drawdown": -0.023368219211274854, "net": -0.001164823297882256 }, "60/40 monthly": { "equity": 1.8001146991263026, "drawdown": -0.021819785881801224, "net": -0.0017119405396401888 }, "SPY buy & hold": { "equity": 1.8399329159871884, "drawdown": -0.024995987796343044, "net": -0.002955514069264531 }, "BIL reserve": { "equity": 1.0034136578381236, "drawdown": -0.006495770583170302, "net": 0.00021868411054026815 } }, { "date": "2016-10-31", "Ensemble trend": { "equity": 1.3856200688824514, "drawdown": -0.043490271556438476, "net": 0.0014925832249215176 }, "Core + trend": { "equity": 1.5723234858978523, "drawdown": -0.022563811820105917, "net": 0.0008236547355844337 }, "60/40 monthly": { "equity": 1.8007513891620568, "drawdown": -0.021473809263865107, "net": 0.000353694148524486 }, "SPY buy & hold": { "equity": 1.8400198444850167, "drawdown": -0.02494992327223955, "net": 4.724547132828327e-05 }, "BIL reserve": { "equity": 1.0036337763165275, "drawdown": -0.006277825932368808, "net": 0.0002193696255621269 } }, { "date": "2016-11-01", "Ensemble trend": { "equity": 1.3819062504608512, "drawdown": -0.04605396381935334, "net": -0.0026802573844036948 }, "Core + trend": { "equity": 1.5670553297219563, "drawdown": -0.025838765439693767, "net": -0.0033505549100716348 }, "60/40 monthly": { "equity": 1.7929150175653392, "drawdown": -0.025732084389393117, "net": -0.004351723199482849 }, "SPY buy & hold": { "equity": 1.826687611492495, "drawdown": -0.032014844251909036, "net": -0.007245700655067133 }, "BIL reserve": { "equity": 1.0034136578381239, "drawdown": -0.006495770583170191, "net": -0.00021932151308379222 } }, { "date": "2016-11-02", "Ensemble trend": { "equity": 1.3789550706539437, "drawdown": -0.04809119773295423, "net": -0.0021355861194805037 }, "Core + trend": { "equity": 1.5639159547892043, "drawdown": -0.027790360448645912, "net": -0.0020033593410571093 }, "60/40 monthly": { "equity": 1.7885808260172122, "drawdown": -0.02808727898817831, "net": -0.0024173993221455747 }, "SPY buy & hold": { "equity": 1.8156934766728736, "drawdown": -0.03784077707081701, "net": -0.006018617934699155 }, "BIL reserve": { "equity": 1.0036337763165277, "drawdown": -0.006277825932368586, "net": 0.0002193696255621269 } }, { "date": "2016-11-03", "Ensemble trend": { "equity": 1.3776879316894288, "drawdown": -0.048965918570265665, "net": -0.0009189124370193591 }, "Core + trend": { "equity": 1.5608000912628637, "drawdown": -0.029727339572465317, "net": -0.0019923471698072293 }, "60/40 monthly": { "equity": 1.7832238927957071, "drawdown": -0.030998230211548683, "net": -0.002995074722697222 }, "SPY buy & hold": { "equity": 1.807383143215914, "drawdown": -0.04224452918203936, "net": -0.004576947355777072 }, "BIL reserve": { "equity": 1.0034136578381239, "drawdown": -0.00649577058317008, "net": -0.00021932151308379222 } }, { "date": "2016-11-04", "Ensemble trend": { "equity": 1.3759742322827313, "drawdown": -0.050148905300138935, "net": -0.0012438952009951043 }, "Core + trend": { "equity": 1.5600549028656578, "drawdown": -0.030190586552475196, "net": -0.00047744000104643636 }, "60/40 monthly": { "equity": 1.7842634283772942, "drawdown": -0.030433347796959276, "net": 0.0005829529235150677 }, "SPY buy & hold": { "equity": 1.805391830972072, "drawdown": -0.0432997510384594, "net": -0.0011017654177624125 }, "BIL reserve": { "equity": 1.0036337763165277, "drawdown": -0.006277825932368475, "net": 0.0002193696255621269 } }, { "date": "2016-11-07", "Ensemble trend": { "equity": 1.3846363710117393, "drawdown": -0.044169329693886095, "net": 0.006295276848780285 }, "Core + trend": { "equity": 1.5746513860893936, "drawdown": -0.021116670751431865, "net": 0.009356390725046682 }, "60/40 monthly": { "equity": 1.8047520510864814, "drawdown": -0.019299854271026207, "net": 0.011482958392427856 }, "SPY buy & hold": { "equity": 1.8452135902146831, "drawdown": -0.022197690905075396, "net": 0.02205712829727946 }, "BIL reserve": { "equity": 1.003413657838124, "drawdown": -0.0064957705831698576, "net": -0.00021932151308379222 } }, { "date": "2016-11-08", "Ensemble trend": { "equity": 1.3847642578862764, "drawdown": -0.04408104788967282, "net": 9.236134281498387e-05 }, "Core + trend": { "equity": 1.5759631952870072, "drawdown": -0.020301183484826235, "net": 0.0008330791241808466 }, "60/40 monthly": { "equity": 1.8071137693795343, "drawdown": -0.01801649932330729, "net": 0.0013086109483191333 }, "SPY buy & hold": { "equity": 1.8535245423798126, "drawdown": -0.01779361093247156, "net": 0.004504059697588936 }, "BIL reserve": { "equity": 1.003633776316528, "drawdown": -0.006277825932368364, "net": 0.0002193696255621269 } }, { "date": "2016-11-09", "Ensemble trend": { "equity": 1.3727909723327538, "drawdown": -0.05234634684901451, "net": -0.008646443237781742 }, "Core + trend": { "equity": 1.5694985521559865, "drawdown": -0.0243199342041287, "net": -0.00410202671633042 }, "60/40 monthly": { "equity": 1.8078280713404773, "drawdown": -0.017628348476342093, "net": 0.0003952722695419464 }, "SPY buy & hold": { "equity": 1.8731754872313668, "drawdown": -0.007380323628690566, "net": 0.01060193399237308 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": -0.0004379098596960507 } }, { "date": "2016-11-10", "Ensemble trend": { "equity": 1.3621404361362823, "drawdown": -0.05969853646711232, "net": -0.007758308738273101 }, "Core + trend": { "equity": 1.5627235782064497, "drawdown": -0.02853160233199603, "net": -0.004316648741236606 }, "60/40 monthly": { "equity": 1.8063523923494358, "drawdown": -0.018430230707583983, "net": -0.000816271754175868 }, "SPY buy & hold": { "equity": 1.877850136806744, "drawdown": -0.004903166960620653, "net": 0.0024955748178652204 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": 0.0 } }, { "date": "2016-11-11", "Ensemble trend": { "equity": 1.3526864873432485, "drawdown": -0.06622470781510481, "net": -0.006940509614302259 }, "Core + trend": { "equity": 1.5556047059194813, "drawdown": -0.03295705514417013, "net": -0.004555426427454767 }, "60/40 monthly": { "equity": 1.8023675206446976, "drawdown": -0.0205956053135834, "net": -0.00220603229005345 }, "SPY buy & hold": { "equity": 1.8735216544522557, "drawdown": -0.007196885185730251, "net": -0.0023050201236232137 }, "BIL reserve": { "equity": 1.0027556150134787, "drawdown": -0.007147314763693791, "net": -0.0004372634371274664 } }, { "date": "2016-11-14", "Ensemble trend": { "equity": 1.3464519776377797, "drawdown": -0.07052846273268931, "net": -0.004608983503423314 }, "Core + trend": { "equity": 1.5507903500636486, "drawdown": -0.03594990342155846, "net": -0.0030948452633967616 }, "60/40 monthly": { "equity": 1.7991980551992113, "drawdown": -0.022317889115616052, "net": -0.001758501198663831 }, "SPY buy & hold": { "equity": 1.8749934065106801, "drawdown": -0.006416984924441094, "net": 0.0007855538018080033 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191268, "net": 0.0004374547200818313 } }, { "date": "2016-11-15", "Ensemble trend": { "equity": 1.3538743616162394, "drawdown": -0.0654047043207846, "net": 0.005512550095905899 }, "Core + trend": { "equity": 1.5589542198795825, "drawdown": -0.0308748270360355, "net": 0.005264328486180414 }, "60/40 monthly": { "equity": 1.8078256936217676, "drawdown": -0.01762964052589755, "net": 0.004795268868607705 }, "SPY buy & hold": { "equity": 1.8896233798889275, "drawdown": 0.0, "net": 0.007802679906738108 }, "BIL reserve": { "equity": 1.0034136578381239, "drawdown": -0.00649577058317008, "net": 0.00021868411054026815 } }, { "date": "2016-11-16", "Ensemble trend": { "equity": 1.3504504134248863, "drawdown": -0.06776829577580556, "net": -0.0025289999489064297 }, "Core + trend": { "equity": 1.5562703791655967, "drawdown": -0.03254323882323362, "net": -0.001721564802713127 }, "60/40 monthly": { "equity": 1.8063836536276456, "drawdown": -0.018413243365706378, "net": -0.0007976653939644196 }, "SPY buy & hold": { "equity": 1.8860740057970022, "drawdown": -0.0018783500086317906, "net": -0.0018783500086317906 }, "BIL reserve": { "equity": 1.0034136578381239, "drawdown": -0.00649577058317008, "net": 0.0 } }, { "date": "2016-11-17", "Ensemble trend": { "equity": 1.3499578261025462, "drawdown": -0.06810833456169463, "net": -0.0003647578003925789 }, "Core + trend": { "equity": 1.5573225959554409, "drawdown": -0.031889127390421934, "net": 0.00067611438470494 }, "60/40 monthly": { "equity": 1.8090412168264682, "drawdown": -0.01696912664352268, "net": 0.001471206403736769 }, "SPY buy & hold": { "equity": 1.8957700908768131, "drawdown": 0.0, "net": 0.0051408826217895776 }, "BIL reserve": { "equity": 1.0036337763165277, "drawdown": -0.006277825932368475, "net": 0.0002193696255621269 } }, { "date": "2016-11-18", "Ensemble trend": { "equity": 1.3433185952218936, "drawdown": -0.07269147323682146, "net": -0.004918102441630157 }, "Core + trend": { "equity": 1.5512415273270315, "drawdown": -0.0356694287047018, "net": -0.003904822702889388 }, "60/40 monthly": { "equity": 1.803479314011634, "drawdown": -0.019991458103267967, "net": -0.0030745030920806826 }, "SPY buy & hold": { "equity": 1.8915279183119835, "drawdown": -0.0022377041315528867, "net": -0.0022377041315528867 }, "BIL reserve": { "equity": 1.003413657838124, "drawdown": -0.0064957705831698576, "net": -0.00021932151308379222 } }, { "date": "2016-11-21", "Ensemble trend": { "equity": 1.349163217607113, "drawdown": -0.06865686209334232, "net": 0.0043508832573364575 }, "Core + trend": { "equity": 1.558584349102336, "drawdown": -0.031104757508914394, "net": 0.004733512896574643 }, "60/40 monthly": { "equity": 1.8124887669648515, "drawdown": -0.015095731945849455, "net": 0.004995595393427088 }, "SPY buy & hold": { "equity": 1.9058118791463854, "drawdown": 0.0, "net": 0.007551546395968112 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": -0.00021863629825580322 } }, { "date": "2016-11-22", "Ensemble trend": { "equity": 1.353164257926349, "drawdown": -0.06589489719748842, "net": 0.0029655717462651054 }, "Core + trend": { "equity": 1.5622616761241854, "drawdown": -0.028818744141331232, "net": 0.0023594019944876976 }, "60/40 monthly": { "equity": 1.815335005511722, "drawdown": -0.01354908926104681, "net": 0.0015703482409090697 }, "SPY buy & hold": { "equity": 1.9095341821717122, "drawdown": 0.0, "net": 0.0019531324502992664 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": 0.0 } }, { "date": "2016-11-23", "Ensemble trend": { "equity": 1.3459724478313335, "drawdown": -0.07085948776274276, "net": -0.005314809383183405 }, "Core + trend": { "equity": 1.5574632017851266, "drawdown": -0.03180171966075518, "net": -0.0030714920633291287 }, "60/40 monthly": { "equity": 1.8134732604521975, "drawdown": -0.014560759340649598, "net": -0.0010255655589034296 }, "SPY buy & hold": { "equity": 1.91057283851142, "drawdown": 0.0, "net": 0.0005439317868227711 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": 0.0 } }, { "date": "2016-11-25", "Ensemble trend": { "equity": 1.3469394645472204, "drawdown": -0.07019194482143765, "net": 0.0007184520882614898 }, "Core + trend": { "equity": 1.559703043152677, "drawdown": -0.030409320432439824, "net": 0.0014381343745286657 }, "60/40 monthly": { "equity": 1.8170738749358564, "drawdown": -0.012604189657455578, "net": 0.0019854797763938503 }, "SPY buy & hold": { "equity": 1.917671896049355, "drawdown": 0.0, "net": 0.003715669664531518 }, "BIL reserve": { "equity": 1.003413657838124, "drawdown": -0.0064957705831698576, "net": 0.00021868411054026815 } }, { "date": "2016-11-28", "Ensemble trend": { "equity": 1.3496411535726505, "drawdown": -0.06832693731029682, "net": 0.0020057984018890807 }, "Core + trend": { "equity": 1.5601408041089808, "drawdown": -0.03013718597391324, "net": 0.0002806694250072628 }, "60/40 monthly": { "equity": 1.8148901425167405, "drawdown": -0.013790827290237728, "net": -0.0012017851608773222 }, "SPY buy & hold": { "equity": 1.908668764119491, "drawdown": -0.004694823941682302, "net": -0.004694823941682302 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": -0.00021863629825580322 } }, { "date": "2016-11-29", "Ensemble trend": { "equity": 1.3511608220966178, "drawdown": -0.06727789236657244, "net": 0.001125979687226053 }, "Core + trend": { "equity": 1.562303151652062, "drawdown": -0.028792960845314797, "net": 0.0013859951213288646 }, "60/40 monthly": { "equity": 1.817801715189865, "drawdown": -0.012208682117932801, "net": 0.00160426937417113 }, "SPY buy & hold": { "equity": 1.9123912218218606, "drawdown": -0.0027536901585580864, "net": 0.001950290051551562 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": 0.0 } }, { "date": "2016-11-30", "Ensemble trend": { "equity": 1.345173178798223, "drawdown": -0.07141123251802073, "net": -0.004431480842601365 }, "Core + trend": { "equity": 1.5559813979741786, "drawdown": -0.03272288421855385, "net": -0.004046432135273226 }, "60/40 monthly": { "equity": 1.8104727876450832, "drawdown": -0.016191212741393235, "net": -0.004031753014391071 }, "SPY buy & hold": { "equity": 1.9078031913902276, "drawdown": -0.0051461903777482165, "net": -0.0023991066154664953 }, "BIL reserve": { "equity": 1.0031942751903549, "drawdown": -0.006712986670191157, "net": 0.0 } }, { "date": "2016-12-01", "Ensemble trend": { "equity": 1.3392825909959551, "drawdown": -0.07547757412612444, "net": -0.004379055347751293 }, "Core + trend": { "equity": 1.5496349200520787, "drawdown": -0.03666817743854467, "net": -0.004078762079265719 }, "60/40 monthly": { "equity": 1.8037221751775372, "drawdown": -0.01985948763084222, "net": -0.0037286461932005688 }, "SPY buy & hold": { "equity": 1.900790598318993, "drawdown": -0.008803016702252142, "net": -0.0036757423946462975 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0004598967710405244 } }, { "date": "2016-12-02", "Ensemble trend": { "equity": 1.3423832947105765, "drawdown": -0.07333712211141852, "net": 0.00231519750608844 }, "Core + trend": { "equity": 1.5528647280011367, "drawdown": -0.034660364670628385, "net": 0.0020842379758385654 }, "60/40 monthly": { "equity": 1.80731129362268, "drawdown": -0.0179091648814812, "net": 0.0019898399512605636 }, "SPY buy & hold": { "equity": 1.901742944869043, "drawdown": -0.008306400700311412, "net": 0.0005010265470022368 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": -0.000219211999369473 } }, { "date": "2016-12-05", "Ensemble trend": { "equity": 1.3463096119275981, "drawdown": -0.07062673944637421, "net": 0.0029248853382579654 }, "Core + trend": { "equity": 1.5579437417920843, "drawdown": -0.03150299157020553, "net": 0.003270738074838686 }, "60/40 monthly": { "equity": 1.813552571866049, "drawdown": -0.014517661611476718, "net": 0.0034533498824425024 }, "SPY buy & hold": { "equity": 1.9131701754073807, "drawdown": -0.0023474926296037646, "net": 0.006008819735163762 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": 0.0 } }, { "date": "2016-12-06", "Ensemble trend": { "equity": 1.3489523542578516, "drawdown": -0.06880242352787291, "net": 0.0019629528801103913 }, "Core + trend": { "equity": 1.5611371426986334, "drawdown": -0.02951781127020825, "net": 0.002049753672668464 }, "60/40 monthly": { "equity": 1.8172828010819604, "drawdown": -0.012490659434947982, "net": 0.0020568630178023906 }, "SPY buy & hold": { "equity": 1.9192301125744808, "drawdown": 0.0, "net": 0.003167484651912744 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.00021926006380645902 } }, { "date": "2016-12-07", "Ensemble trend": { "equity": 1.3596272880925244, "drawdown": -0.06143339193496944, "net": 0.007913499539830449 }, "Core + trend": { "equity": 1.5746370225038182, "drawdown": -0.021125599886218316, "net": 0.008647465642799723 }, "60/40 monthly": { "equity": 1.8340035883965697, "drawdown": -0.003404603238880144, "net": 0.009200982535384261 }, "SPY buy & hold": { "equity": 1.9443348152639741, "drawdown": 0.0, "net": 0.013080611087233018 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0 } }, { "date": "2016-12-08", "Ensemble trend": { "equity": 1.361450094127822, "drawdown": -0.06017508762415347, "net": 0.0013406659687265066 }, "Core + trend": { "equity": 1.5757412340014487, "drawdown": -0.02043916590054773, "net": 0.0007012482761739047 }, "60/40 monthly": { "equity": 1.8339697766920735, "drawdown": -0.00342297647940748, "net": -1.843600781936683e-05 }, "SPY buy & hold": { "equity": 1.949096238660136, "drawdown": 0.0, "net": 0.002448870101374734 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0 } }, { "date": "2016-12-09", "Ensemble trend": { "equity": 1.3622821874116962, "drawdown": -0.05960068390492912, "net": 0.0006111816271952009 }, "Core + trend": { "equity": 1.577542951276307, "drawdown": -0.019319126874793535, "net": 0.0011434093593420958 }, "60/40 monthly": { "equity": 1.8369716156252751, "drawdown": -0.001791780727352088, "net": 0.0016367984747360786 }, "SPY buy & hold": { "equity": 1.9608694817423198, "drawdown": 0.0, "net": 0.006040360064661021 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0 } }, { "date": "2016-12-12", "Ensemble trend": { "equity": 1.360864310957446, "drawdown": -0.060579460593199075, "net": -0.0010408096555559743 }, "Core + trend": { "equity": 1.5761311650006875, "drawdown": -0.02019676497416867, "net": -0.0008949273136920066 }, "60/40 monthly": { "equity": 1.8358256468926046, "drawdown": -0.002414498791284414, "net": -0.0006238358409692557 }, "SPY buy & hold": { "equity": 1.9586189307754176, "drawdown": -0.0011477311406277169, "net": -0.0011477311406277169 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": -0.000219211999369473 } }, { "date": "2016-12-13", "Ensemble trend": { "equity": 1.366220815976128, "drawdown": -0.05688180257287445, "net": 0.0039361051469659625 }, "Core + trend": { "equity": 1.582750081855674, "drawdown": -0.016082109867479044, "net": 0.004199470832101371 }, "60/40 monthly": { "equity": 1.843691836165362, "drawdown": 0.0, "net": 0.004284823717367603 }, "SPY buy & hold": { "equity": 1.971690842305582, "drawdown": 0.0, "net": 0.006674045331007461 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.00021926006380645902 } }, { "date": "2016-12-14", "Ensemble trend": { "equity": 1.3540014332630648, "drawdown": -0.06531698527778906, "net": -0.008943929539188544 }, "Core + trend": { "equity": 1.5689360294757912, "drawdown": -0.024669626890924, "net": -0.008727879744404587 }, "60/40 monthly": { "equity": 1.8284317623597846, "drawdown": -0.008276911307106727, "net": -0.008276911307106727 }, "SPY buy & hold": { "equity": 1.9554157239043812, "drawdown": -0.008254396709663436, "net": -0.008254396709663436 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0 } }, { "date": "2016-12-15", "Ensemble trend": { "equity": 1.3546409084637525, "drawdown": -0.06487554807267604, "net": 0.0004722854680785371 }, "Core + trend": { "equity": 1.5705481437258806, "drawdown": -0.02366745474145804, "net": 0.0010275207018020094 }, "60/40 monthly": { "equity": 1.831029832417093, "drawdown": -0.006867744109885665, "net": 0.0014209280930206347 }, "SPY buy & hold": { "equity": 1.9634668186382804, "drawdown": -0.004171051308269447, "net": 0.004117331488888487 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.0 } }, { "date": "2016-12-16", "Ensemble trend": { "equity": 1.3535599839397485, "drawdown": -0.0656217229052597, "net": -0.0007979417403167766 }, "Core + trend": { "equity": 1.5692684303028683, "drawdown": -0.024462989643385336, "net": -0.000814819608125128 }, "60/40 monthly": { "equity": 1.8297336178034553, "drawdown": -0.007570797943618368, "net": -0.0007079156170419765 }, "SPY buy & hold": { "equity": 1.9596266517066454, "drawdown": -0.006118702963000655, "net": -0.0019558094362389644 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": -0.000219211999369473 } }, { "date": "2016-12-19", "Ensemble trend": { "equity": 1.3543487729075854, "drawdown": -0.06507721266152933, "net": 0.0005827513942462392 }, "Core + trend": { "equity": 1.572079164267981, "drawdown": -0.02271569456225986, "net": 0.001791111011243629 }, "60/40 monthly": { "equity": 1.8354655701547666, "drawdown": -0.004461844354480049, "net": 0.003132670403789284 }, "SPY buy & hold": { "equity": 1.9638935725982587, "drawdown": -0.003954610702662453, "net": 0.0021774152172797656 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.00021926006380645902 } }, { "date": "2016-12-20", "Ensemble trend": { "equity": 1.3559543737715969, "drawdown": -0.0639688476191097, "net": 0.0011855150579598295 }, "Core + trend": { "equity": 1.574306847366692, "drawdown": -0.021330853531768446, "net": 0.0014170298476974263 }, "60/40 monthly": { "equity": 1.8382734043407611, "drawdown": -0.002938903193209552, "net": 0.001529766742373706 }, "SPY buy & hold": { "equity": 1.9714690354267816, "drawdown": -0.00011249576964145191, "net": 0.0038573693270458342 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": -0.000219211999369473 } }, { "date": "2016-12-21", "Ensemble trend": { "equity": 1.3538442063017375, "drawdown": -0.06542552088683551, "net": -0.00155622306375236 }, "Core + trend": { "equity": 1.5721985700426282, "drawdown": -0.022641465864244092, "net": -0.0013391781453468976 }, "60/40 monthly": { "equity": 1.8363137279794357, "drawdown": -0.004001812038866515, "net": -0.0010660418394228266 }, "SPY buy & hold": { "equity": 1.9659834141181083, "drawdown": -0.0028946871715443967, "net": -0.0027825044218793282 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.00021926006380645902 } }, { "date": "2016-12-22", "Ensemble trend": { "equity": 1.3503253238949215, "drawdown": -0.06785464654036566, "net": -0.002599178244023004 }, "Core + trend": { "equity": 1.5690986873276298, "drawdown": -0.024568510503549024, "net": -0.0019716865121651717 }, "60/40 monthly": { "equity": 1.8340673176914892, "drawdown": -0.0052202424966476535, "net": -0.0012233259784090178 }, "SPY buy & hold": { "equity": 1.9625870156211154, "drawdown": -0.004617268838060351, "net": -0.0017275824773509418 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": -0.000219211999369473 } }, { "date": "2016-12-23", "Ensemble trend": { "equity": 1.3526123714750868, "drawdown": -0.06627587086515052, "net": 0.0016937011694104775 }, "Core + trend": { "equity": 1.5714541177919146, "drawdown": -0.023104255218181602, "net": 0.001501135959967037 }, "60/40 monthly": { "equity": 1.8363942118969365, "drawdown": -0.003958158367508791, "net": 0.001268707087794363 }, "SPY buy & hold": { "equity": 1.9654609150688853, "drawdown": -0.003159687666557054, "net": 0.0014643424341929112 }, "BIL reserve": { "equity": 1.0034356276384995, "drawdown": -0.0064740177503057605, "net": 0.0 } }, { "date": "2016-12-27", "Ensemble trend": { "equity": 1.3556895392423656, "drawdown": -0.06415166598997946, "net": 0.0022749812379159184 }, "Core + trend": { "equity": 1.573981883871116, "drawdown": -0.021532867356062302, "net": 0.001608552264162233 }, "60/40 monthly": { "equity": 1.8381423268847241, "drawdown": -0.003009998293521887, "net": 0.0009519279555896265 }, "SPY buy & hold": { "equity": 1.9703375728616344, "drawdown": -0.0006863497131047724, "net": 0.0024811777000297575 }, "BIL reserve": { "equity": 1.0036556409982413, "drawdown": -0.006256177180044342, "net": 0.00021926006380645902 } }, { "date": "2016-12-28", "Ensemble trend": { "equity": 1.3528114731796956, "drawdown": -0.06613842863139197, "net": -0.002122953655213977 }, "Core + trend": { "equity": 1.5695056436704515, "drawdown": -0.02431552575832907, "net": -0.0028438956296340523 }, "60/40 monthly": { "equity": 1.831472515150536, "drawdown": -0.006627637425699495, "net": -0.0036285610948810776 }, "SPY buy & hold": { "equity": 1.9540533285149317, "drawdown": -0.008945374909803738, "net": -0.008264697669573384 }, "BIL reserve": { "equity": 1.0036333558418795, "drawdown": -0.006278242254528443, "net": -2.220398655816691e-05 } }, { "date": "2016-12-29", "Ensemble trend": { "equity": 1.3575978949587895, "drawdown": -0.06283430573439186, "net": 0.0035381292027658606 }, "Core + trend": { "equity": 1.5731741604944636, "drawdown": -0.02203498925747749, "net": 0.002337370903256364 }, "60/40 monthly": { "equity": 1.8334273473469707, "drawdown": -0.005567356006598301, "net": 0.0010673554641218441 }, "SPY buy & hold": { "equity": 1.9536180673176216, "drawdown": -0.009166130206714862, "net": -0.0002227478600295152 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.006060505764806989, "net": 0.00021911212874670127 } }, { "date": "2016-12-30", "Ensemble trend": { "equity": 1.35319571275608, "drawdown": -0.06587318356088634, "net": -0.0032426259786171308 }, "Core + trend": { "equity": 1.5697736990941238, "drawdown": -0.024148888883738673, "net": -0.00216152889218002 }, "60/40 monthly": { "equity": 1.8314900862480448, "drawdown": -0.00661810703826482, "net": -0.0010566336875738047 }, "SPY buy & hold": { "equity": 1.9464775563323238, "drawdown": -0.012787646740690328, "net": -0.0036550189132422695 }, "BIL reserve": { "equity": 1.0034138680754483, "drawdown": -0.006495562422089818, "net": -0.0004377093976103419 } }, { "date": "2017-01-03", "Ensemble trend": { "equity": 1.3608992204385324, "drawdown": -0.06055536217038904, "net": 0.005692825959936254 }, "Core + trend": { "equity": 1.5777871933300491, "drawdown": -0.019167293601205726, "net": 0.005104872275889072 }, "60/40 monthly": { "equity": 1.8396364826814775, "drawdown": -0.0021995831430914325, "net": 0.004447960977021381 }, "SPY buy & hold": { "equity": 1.961368160527013, "drawdown": -0.005235446428557888, "net": 0.0076500261440193285 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.00043790107102426035 } }, { "date": "2017-01-04", "Ensemble trend": { "equity": 1.36553882239961, "drawdown": -0.05735259070977072, "net": 0.0034092178843210252 }, "Core + trend": { "equity": 1.5837300719847398, "drawdown": -0.015472898197743556, "net": 0.00376659075432606 }, "60/40 monthly": { "equity": 1.847116125659169, "drawdown": 0.0, "net": 0.004065826617435375 }, "SPY buy & hold": { "equity": 1.9730368419285353, "drawdown": 0.0, "net": 0.0059492560531761995 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.0 } }, { "date": "2017-01-05", "Ensemble trend": { "equity": 1.3733980639568335, "drawdown": -0.05192726440532769, "net": 0.0057554142206024395 }, "Core + trend": { "equity": 1.5899311015093778, "drawdown": -0.011618023093660335, "net": 0.003915458596341903 }, "60/40 monthly": { "equity": 1.85090292633289, "drawdown": 0.0, "net": 0.0020501151070670964 }, "SPY buy & hold": { "equity": 1.9714690354267814, "drawdown": -0.0007946159283177545, "net": -0.0007946159283177545 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": -0.00021906412913896833 } }, { "date": "2017-01-06", "Ensemble trend": { "equity": 1.3711681466548207, "drawdown": -0.05346660238180512, "net": -0.001623649661765536 }, "Core + trend": { "equity": 1.5889147468694425, "drawdown": -0.012249840791486055, "net": -0.0006392444546624576 }, "60/40 monthly": { "equity": 1.851620835400547, "drawdown": 0.0, "net": 0.00038786964861481366 }, "SPY buy & hold": { "equity": 1.9785221538831241, "drawdown": 0.0, "net": 0.003577595351283769 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.00021911212874670127 } }, { "date": "2017-01-09", "Ensemble trend": { "equity": 1.3712419422464044, "drawdown": -0.053415660422424405, "net": 5.381950548066783e-05 }, "Core + trend": { "equity": 1.5885115843176367, "drawdown": -0.012500467123400694, "net": -0.000253734539628403 }, "60/40 monthly": { "equity": 1.85065043389586, "drawdown": -0.0005240821911993709, "net": -0.0005240821911993709 }, "SPY buy & hold": { "equity": 1.9719918438300892, "drawdown": -0.0033005999150519383, "net": -0.0033005999150519383 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.0 } }, { "date": "2017-01-10", "Ensemble trend": { "equity": 1.372860437108624, "drawdown": -0.05229839450233875, "net": 0.0011803131251719723 }, "Core + trend": { "equity": 1.5893227568071588, "drawdown": -0.011996201078133262, "net": 0.0005106494013202845 }, "60/40 monthly": { "equity": 1.8503066603119729, "drawdown": -0.0007097430874879462, "net": -0.00018575824887867576 }, "SPY buy & hold": { "equity": 1.9719918438300892, "drawdown": -0.0033005999150519383, "net": 0.0 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": -0.00021906412913896833 } }, { "date": "2017-01-11", "Ensemble trend": { "equity": 1.3786175662901063, "drawdown": -0.048324180940005235, "net": 0.00419352836301945 }, "Core + trend": { "equity": 1.594455818583962, "drawdown": -0.00880522900285119, "net": 0.003229716402673777 }, "60/40 monthly": { "equity": 1.8543101979039394, "drawdown": 0.0, "net": 0.002163715711476444 }, "SPY buy & hold": { "equity": 1.9775645483136326, "drawdown": -0.00048400042810348154, "net": 0.002825926740508189 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.00021911212874670127 } }, { "date": "2017-01-12", "Ensemble trend": { "equity": 1.3792741931031245, "drawdown": -0.047870903776435214, "net": 0.0004762936648088356 }, "Core + trend": { "equity": 1.5938352492830559, "drawdown": -0.009191006419152159, "net": -0.0003892044506175196 }, "60/40 monthly": { "equity": 1.8518934481193174, "drawdown": -0.0013033147244477794, "net": -0.0013033147244477794 }, "SPY buy & hold": { "equity": 1.9726012713771404, "drawdown": -0.002992578321331041, "net": -0.0025097926339368026 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.0 } }, { "date": "2017-01-13", "Ensemble trend": { "equity": 1.3809953370097139, "drawdown": -0.046682778021276405, "net": 0.0012478620387417205 }, "Core + trend": { "equity": 1.595198175317938, "drawdown": -0.008343742328616899, "net": 0.0008551235364480103 }, "60/40 monthly": { "equity": 1.8528916677494152, "drawdown": -0.000764990752964434, "net": 0.0005390264926481425 }, "SPY buy & hold": { "equity": 1.97712913243928, "drawdown": -0.0007040716936680402, "net": 0.0022953757192798463 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.0 } }, { "date": "2017-01-17", "Ensemble trend": { "equity": 1.3817322483523897, "drawdown": -0.046174079508531696, "net": 0.0005336088565450758 }, "Core + trend": { "equity": 1.59541583806046, "drawdown": -0.00820843210570954, "net": 0.00013644871583329277 }, "60/40 monthly": { "equity": 1.8525679394117993, "drawdown": -0.000939572297078195, "net": -0.00017471519962586335 }, "SPY buy & hold": { "equity": 1.9701632518348502, "drawdown": -0.004224821052353889, "net": -0.0035232299651746235 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.0 } }, { "date": "2017-01-18", "Ensemble trend": { "equity": 1.3777704830498805, "drawdown": -0.048908932401299454, "net": -0.0028672453054732205 }, "Core + trend": { "equity": 1.5919294350266449, "drawdown": -0.010375757419104015, "net": -0.0021852628955053577 }, "60/40 monthly": { "equity": 1.8498876213077011, "drawdown": -0.0023850252246023773, "net": -0.001446812312291934 }, "SPY buy & hold": { "equity": 1.974517101224292, "drawdown": -0.0020242647528468938, "net": 0.002209892700712368 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": -0.00021906412913896833 } }, { "date": "2017-01-19", "Ensemble trend": { "equity": 1.3734937360278074, "drawdown": -0.05186122085653533, "net": -0.0031041070154194106 }, "Core + trend": { "equity": 1.5864624557678955, "drawdown": -0.013774309571671473, "net": -0.0034341844170108216 }, "60/40 monthly": { "equity": 1.842963376091505, "drawdown": -0.00611916055105588, "net": -0.003743062625231941 }, "SPY buy & hold": { "equity": 1.9672025785662957, "drawdown": -0.005721227480123159, "net": -0.0037044615381963686 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": 0.0 } }, { "date": "2017-01-20", "Ensemble trend": { "equity": 1.377662890876595, "drawdown": -0.04898320453603755, "net": 0.003035437832315857 }, "Core + trend": { "equity": 1.590766242717607, "drawdown": -0.011098856874695362, "net": 0.002712819918343712 }, "60/40 monthly": { "equity": 1.8474289221124744, "drawdown": -0.003710962599053458, "net": 0.002423024829956155 }, "SPY buy & hold": { "equity": 1.9744297086953366, "drawdown": -0.002068435362098664, "net": 0.0036738108254759094 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.00021911212874670127 } }, { "date": "2017-01-23", "Ensemble trend": { "equity": 1.3822442694220425, "drawdown": -0.045820625379734414, "net": 0.003325471402174651 }, "Core + trend": { "equity": 1.5939356415764179, "drawdown": -0.009128597467415123, "net": 0.0019923724641002227 }, "60/40 monthly": { "equity": 1.8482860226409474, "drawdown": -0.0032487419148109486, "net": 0.00046394235697744257 }, "SPY buy & hold": { "equity": 1.969292884117273, "drawdown": -0.004664729049274174, "net": -0.002601675083919841 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": -0.00021906412913896833 } }, { "date": "2017-01-24", "Ensemble trend": { "equity": 1.3855271830153482, "drawdown": -0.04355439175613418, "net": 0.002375060375311655 }, "Core + trend": { "equity": 1.5977783151510716, "drawdown": -0.006739796279290444, "net": 0.0024108084883862624 }, "60/40 monthly": { "equity": 1.852730939923206, "drawdown": -0.0008516687135294854, "net": 0.002404886055410005 }, "SPY buy & hold": { "equity": 1.9819187070571584, "drawdown": 0.0, "net": 0.006411348480317658 }, "BIL reserve": { "equity": 1.0036333558418793, "drawdown": -0.006278242254528665, "net": 0.0 } }, { "date": "2017-01-25", "Ensemble trend": { "equity": 1.3920487312705245, "drawdown": -0.03905249077282835, "net": 0.004706907475451549 }, "Core + trend": { "equity": 1.6043076522878583, "drawdown": -0.002680828478095254, "net": 0.004086510046401148 }, "60/40 monthly": { "equity": 1.8589342332883672, "drawdown": 0.0, "net": 0.003348189006558311 }, "SPY buy & hold": { "equity": 1.9990737831525665, "drawdown": 0.0, "net": 0.008655792003134488 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": 0.00021911212874670127 } }, { "date": "2017-01-26", "Ensemble trend": { "equity": 1.3886447789297962, "drawdown": -0.04140227885845471, "net": -0.002445282456183362 }, "Core + trend": { "equity": 1.602288796652273, "drawdown": -0.003935851744382823, "net": -0.0012583968122987788 }, "60/40 monthly": { "equity": 1.8587058707732629, "drawdown": -0.0001228459355984146, "net": -0.0001228459355984146 }, "SPY buy & hold": { "equity": 1.9969836322786318, "drawdown": -0.0010455596444461923, "net": -0.0010455596444461923 }, "BIL reserve": { "equity": 1.0040724364934042, "drawdown": -0.005843497838865841, "net": 0.00021833112297064972 } }, { "date": "2017-01-27", "Ensemble trend": { "equity": 1.3882199724161308, "drawdown": -0.04169552775990504, "net": -0.0003059144571104788 }, "Core + trend": { "equity": 1.6016708567663245, "drawdown": -0.004319994582712816, "net": -0.0003856607418335489 }, "60/40 monthly": { "equity": 1.85781323813884, "drawdown": -0.0006030310967721775, "net": -0.0004802441572164806 }, "SPY buy & hold": { "equity": 1.993848792660335, "drawdown": -0.002613705675231004, "net": -0.0015697873370749127 }, "BIL reserve": { "equity": 1.0036333558418795, "drawdown": -0.006278242254528443, "net": -0.00043729977595841074 } }, { "date": "2017-01-30", "Ensemble trend": { "equity": 1.38273136942912, "drawdown": -0.045484374551706064, "net": -0.003953698330285693 }, "Core + trend": { "equity": 1.5953317045961997, "drawdown": -0.008260733742963322, "net": -0.003957836994626485 }, "60/40 monthly": { "equity": 1.8505552557301042, "drawdown": -0.004507409357587089, "net": -0.0039067341429900315 }, "SPY buy & hold": { "equity": 1.9814829818287216, "drawdown": -0.008799475773277332, "net": -0.006201980249020855 }, "BIL reserve": { "equity": 1.0040724364934042, "drawdown": -0.005843497838865841, "net": 0.000437491090714337 } }, { "date": "2017-01-31", "Ensemble trend": { "equity": 1.3864660504137394, "drawdown": -0.042906280617700854, "net": 0.002700944715068765 }, "Core + trend": { "equity": 1.5984386615813944, "drawdown": -0.006329291377772495, "net": 0.001947530395242314 }, "60/40 monthly": { "equity": 1.8529345042706056, "drawdown": -0.003227510102467801, "net": 0.0012856944061163667 }, "SPY buy & hold": { "equity": 1.9813092795101075, "drawdown": -0.008886367172723397, "net": -8.766278600769173e-05 }, "BIL reserve": { "equity": 1.0038532640829592, "drawdown": -0.0060605057648071, "net": -0.00021828346489671802 } }, { "date": "2017-02-01", "Ensemble trend": { "equity": 1.386815002413388, "drawdown": -0.042665394973851134, "net": 0.0002516844891691239 }, "Core + trend": { "equity": 1.5982535107564153, "drawdown": -0.0064443905403996915, "net": -0.00011583229899847503 }, "60/40 monthly": { "equity": 1.8519956519927128, "drawdown": -0.00373255878094203, "net": -0.0005066840062231126 }, "SPY buy & hold": { "equity": 1.9820925640528149, "drawdown": -0.008494543444500624, "net": 0.00039533683650883056 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.005995559507834813, "net": 6.534226414078859e-05 } }, { "date": "2017-02-02", "Ensemble trend": { "equity": 1.388757494778666, "drawdown": -0.041324469790576024, "net": 0.0014006860049087244 }, "Core + trend": { "equity": 1.599839010009676, "drawdown": -0.005458763625602159, "net": 0.0009920198783173184 }, "60/40 monthly": { "equity": 1.8530162553456389, "drawdown": -0.00318353271285976, "net": 0.0005510830178396819 }, "SPY buy & hold": { "equity": 1.9833985023217882, "drawdown": -0.007841271774400527, "net": 0.000658868456830719 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.005995559507834813, "net": 0.0 } }, { "date": "2017-02-03", "Ensemble trend": { "equity": 1.3961845141618825, "drawdown": -0.03619751150459005, "net": 0.00534795989302661 }, "Core + trend": { "equity": 1.6073938750164278, "drawdown": -0.0007622755805886117, "net": 0.0047222657776710975 }, "60/40 monthly": { "equity": 1.8613639618730449, "drawdown": 0.0, "net": 0.00450492892511023 }, "SPY buy & hold": { "equity": 1.9970708701305446, "drawdown": -0.0010019205088384053, "net": 0.00689340432230412 }, "BIL reserve": { "equity": 1.0036993703616681, "drawdown": -0.006212879675396188, "net": -0.00021863098262797642 } }, { "date": "2017-02-06", "Ensemble trend": { "equity": 1.3934520930336523, "drawdown": -0.03808373374548524, "net": -0.0019570630532815825 }, "Core + trend": { "equity": 1.6064106052222098, "drawdown": -0.0013735260568633612, "net": -0.0006117167730329554 }, "60/40 monthly": { "equity": 1.8627750367062186, "drawdown": 0.0, "net": 0.0007580864688891964 }, "SPY buy & hold": { "equity": 1.993500305283811, "drawdown": -0.002788030094600158, "net": -0.0017879009203616292 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.0004376717788419082 } }, { "date": "2017-02-07", "Ensemble trend": { "equity": 1.391395338703923, "drawdown": -0.039503535298295644, "net": -0.00147601366420258 }, "Core + trend": { "equity": 1.6059740951188544, "drawdown": -0.0016448829216259009, "net": -0.00027173009312586593 }, "60/40 monthly": { "equity": 1.8641342438396058, "drawdown": 0.0, "net": 0.0007296678915078569 }, "SPY buy & hold": { "equity": 1.9935872337816392, "drawdown": -0.002744545707700219, "net": 4.3605961633330637e-05 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.0 } }, { "date": "2017-02-08", "Ensemble trend": { "equity": 1.3953895252207993, "drawdown": -0.03674630166231663, "net": 0.002870633820432955 }, "Core + trend": { "equity": 1.6099921230507528, "drawdown": 0.0, "net": 0.002501925743454203 }, "60/40 monthly": { "equity": 1.8685886227759034, "drawdown": 0.0, "net": 0.0023895161794371678 }, "SPY buy & hold": { "equity": 1.9961995743507124, "drawdown": -0.0014377702444385854, "net": 0.0013103718386668906 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.0 } }, { "date": "2017-02-09", "Ensemble trend": { "equity": 1.4004325831018016, "drawdown": -0.03326501986464958, "net": 0.0036140860955684584 }, "Core + trend": { "equity": 1.6137068851880403, "drawdown": 0.0, "net": 0.002307316963916728 }, "60/40 monthly": { "equity": 1.8709982547928041, "drawdown": 0.0, "net": 0.0012895465526923111 }, "SPY buy & hold": { "equity": 2.0080424221019757, "drawdown": 0.0, "net": 0.005932697263055786 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.0 } }, { "date": "2017-02-10", "Ensemble trend": { "equity": 1.4064360455347524, "drawdown": -0.029120759579725708, "net": 0.004286862863225993 }, "Core + trend": { "equity": 1.618540122768892, "drawdown": 0.0, "net": 0.002995114927757392 }, "60/40 monthly": { "equity": 1.8750341581337018, "drawdown": 0.0, "net": 0.0021570855721320115 }, "SPY buy & hold": { "equity": 2.015966526984066, "drawdown": 0.0, "net": 0.003946184002325603 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": -0.0002188971811361018 } }, { "date": "2017-02-13", "Ensemble trend": { "equity": 1.4109538624625548, "drawdown": -0.0260020577509803, "net": 0.0032122448383955504 }, "Core + trend": { "equity": 1.6232136079035544, "drawdown": 0.0, "net": 0.0028874694355227604 }, "60/40 monthly": { "equity": 1.8801877335784842, "drawdown": 0.0, "net": 0.002748523498853128 }, "SPY buy & hold": { "equity": 2.0269390070177518, "drawdown": 0.0, "net": 0.005442788799723264 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-14", "Ensemble trend": { "equity": 1.4129043913390829, "drawdown": -0.024655584870060032, "net": 0.0013824186094388846 }, "Core + trend": { "equity": 1.6250130264002172, "drawdown": 0.0, "net": 0.0011085531121111103 }, "60/40 monthly": { "equity": 1.8821855338940459, "drawdown": 0.0, "net": 0.0010625536375343803 }, "SPY buy & hold": { "equity": 2.0350369688954975, "drawdown": 0.0, "net": 0.003995168009352401 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.00021894510760289698 } }, { "date": "2017-02-15", "Ensemble trend": { "equity": 1.420295663412569, "drawdown": -0.019553303369789332, "net": 0.0052312613074130265 }, "Core + trend": { "equity": 1.6309050146718225, "drawdown": 0.0, "net": 0.0036258098709875952 }, "60/40 monthly": { "equity": 1.8868646394527677, "drawdown": 0.0, "net": 0.0024859959204135418 }, "SPY buy & hold": { "equity": 2.0456603428444886, "drawdown": 0.0, "net": 0.0052202363452675815 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": -0.0002188971811361018 } }, { "date": "2017-02-16", "Ensemble trend": { "equity": 1.4207156721725291, "drawdown": -0.019263366413797223, "net": 0.00029571924408400285 }, "Core + trend": { "equity": 1.6321017369449435, "drawdown": 0.0, "net": 0.0007337780326599486 }, "60/40 monthly": { "equity": 1.8887665890187946, "drawdown": 0.0, "net": 0.0010079947052155092 }, "SPY buy & hold": { "equity": 2.0439186793470783, "drawdown": -0.0008513942715380196, "net": -0.0008513942715380196 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-17", "Ensemble trend": { "equity": 1.4187571833700523, "drawdown": -0.020615334124634233, "net": -0.0013785226986916532 }, "Core + trend": { "equity": 1.6327032838454008, "drawdown": 0.0, "net": 0.000368571938158313 }, "60/40 monthly": { "equity": 1.8925346138256232, "drawdown": 0.0, "net": 0.001994965830471429 }, "SPY buy & hold": { "equity": 2.047141220848415, "drawdown": 0.0, "net": 0.001576648588761831 }, "BIL reserve": { "equity": 1.0041386612505168, "drawdown": -0.005777927098653546, "net": 0.00021894510760289698 } }, { "date": "2017-02-21", "Ensemble trend": { "equity": 1.426524729108278, "drawdown": -0.015253306515770615, "net": 0.005474894385926632 }, "Core + trend": { "equity": 1.6395826067082184, "drawdown": 0.0, "net": 0.004213455641869812 }, "60/40 monthly": { "equity": 1.8991415504100355, "drawdown": 0.0, "net": 0.003491051913210086 }, "SPY buy & hold": { "equity": 2.059331937268033, "drawdown": 0.0, "net": 0.005954995334697122 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": -0.0002188971811361018 } }, { "date": "2017-02-22", "Ensemble trend": { "equity": 1.4270775265832114, "drawdown": -0.014871703957820337, "net": 0.0003875134189077478 }, "Core + trend": { "equity": 1.6398950764843923, "drawdown": 0.0, "net": 0.00019057885518880546 }, "60/40 monthly": { "equity": 1.8992709339346123, "drawdown": 0.0, "net": 6.81273728906362e-05 }, "SPY buy & hold": { "equity": 2.05750365462688, "drawdown": -0.0008878037620194679, "net": -0.0008878037620194679 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-23", "Ensemble trend": { "equity": 1.4298280930225233, "drawdown": -0.012972955796605956, "net": 0.0019274120628172131 }, "Core + trend": { "equity": 1.642598222598366, "drawdown": 0.0, "net": 0.0016483652843013452 }, "60/40 monthly": { "equity": 1.9019956223131893, "drawdown": 0.0, "net": 0.0014345969971396588 }, "SPY buy & hold": { "equity": 2.0588963667166387, "drawdown": -0.00021151060861623883, "net": 0.0006768941025339092 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-24", "Ensemble trend": { "equity": 1.425050464735881, "drawdown": -0.01627100844299001, "net": -0.0033414004872033276 }, "Core + trend": { "equity": 1.642173993258314, "drawdown": -0.0002582672586732837, "net": -0.0002582672586732837 }, "60/40 monthly": { "equity": 1.90686305085457, "drawdown": 0.0, "net": 0.002559116584853749 }, "SPY buy & hold": { "equity": 2.0615085526086694, "drawdown": 0.0, "net": 0.0012687311193795292 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-27", "Ensemble trend": { "equity": 1.4246212126851536, "drawdown": -0.016567326150632833, "net": -0.0003012188419635464 }, "Core + trend": { "equity": 1.6416510564442188, "drawdown": -0.0005766267983955409, "net": -0.00031844178280859836 }, "60/40 monthly": { "equity": 1.9060805094710136, "drawdown": -0.00041038153380024145, "net": -0.00041038153380024145 }, "SPY buy & hold": { "equity": 2.064730475401836, "drawdown": 0.0, "net": 0.0015628956712741005 }, "BIL reserve": { "equity": 1.0039188581280993, "drawdown": -0.0059955595078350354, "net": 0.0 } }, { "date": "2017-02-28", "Ensemble trend": { "equity": 1.4200279211512172, "drawdown": -0.0197381289821269, "net": -0.0032242195279956753 }, "Core + trend": { "equity": 1.6378036352548868, "drawdown": -0.002918904499905506, "net": -0.0023436291008550603 }, "60/40 monthly": { "equity": 1.902557795694251, "drawdown": -0.0022577684109982288, "net": -0.0018481453219099109 }, "SPY buy & hold": { "equity": 2.05915761624125, "drawdown": -0.0026990734272480665, "net": -0.0026990734272480665 }, "BIL reserve": { "equity": 1.004358149016948, "drawdown": -0.005560606931092282, "net": 0.0004375760902308734 } }, { "date": "2017-03-01", "Ensemble trend": { "equity": 1.436319905903699, "drawdown": -0.008491581489514788, "net": 0.011473003107765667 }, "Core + trend": { "equity": 1.6513275364589273, "drawdown": 0.0, "net": 0.008257339837895561 }, "60/40 monthly": { "equity": 1.9139197141822963, "drawdown": 0.0, "net": 0.005971917654096437 }, "SPY buy & hold": { "equity": 2.0879809097070523, "drawdown": 0.0, "net": 0.013997613994414015 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": -0.0003937404273035572 } }, { "date": "2017-03-02", "Ensemble trend": { "equity": 1.4231008044560245, "drawdown": -0.017616881721475908, "net": -0.009203452095414288 }, "Core + trend": { "equity": 1.640289453333934, "drawdown": -0.006684369321826367, "net": -0.006684369321826367 }, "60/40 monthly": { "equity": 1.9043096925214762, "drawdown": -0.005021120577633931, "net": -0.005021120577633931 }, "SPY buy & hold": { "equity": 2.074831969009774, "drawdown": -0.0062974429680600075, "net": -0.0062974429680600075 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": 0.0 } }, { "date": "2017-03-03", "Ensemble trend": { "equity": 1.4279738261476163, "drawdown": -0.014252977892713403, "net": 0.003424228049294431 }, "Core + trend": { "equity": 1.6435680047532377, "drawdown": -0.004698965852848791, "net": 0.00199876394537557 }, "60/40 monthly": { "equity": 1.905758180904726, "drawdown": -0.004264302842534429, "net": 0.0007606369851176353 }, "SPY buy & hold": { "equity": 2.0761383713098738, "drawdown": -0.005671765647914939, "net": 0.0006296424576122117 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": 0.00021883084438556466 } }, { "date": "2017-03-06", "Ensemble trend": { "equity": 1.423777797883139, "drawdown": -0.01714954524615364, "net": -0.0029384490021061582 }, "Core + trend": { "equity": 1.6394985902953425, "drawdown": -0.007163294926305519, "net": -0.0024759635415915193 }, "60/40 monthly": { "equity": 1.9022073888987088, "drawdown": -0.006119548901031946, "net": -0.0018631912703277465 }, "SPY buy & hold": { "equity": 2.0699556205711094, "drawdown": -0.008632880239538121, "net": -0.002978005138869144 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.00021899232961564152 } }, { "date": "2017-03-07", "Ensemble trend": { "equity": 1.4192960390679454, "drawdown": -0.02024335573832403, "net": -0.003147793723049408 }, "Core + trend": { "equity": 1.6348496901928455, "drawdown": -0.00997854508101792, "net": -0.0028355621224775973 }, "60/40 monthly": { "equity": 1.8977093336503446, "drawdown": -0.008469728595108528, "net": -0.002364650287142611 }, "SPY buy & hold": { "equity": 2.063773024509387, "drawdown": -0.011593920751441056, "net": -0.00298682541803319 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": -0.000437679449097339 } }, { "date": "2017-03-08", "Ensemble trend": { "equity": 1.412921457436509, "drawdown": -0.024643803943541043, "net": -0.004491368577074661 }, "Core + trend": { "equity": 1.6293790084638538, "drawdown": -0.013291444314033285, "net": -0.0033462903420476975 }, "60/40 monthly": { "equity": 1.8930469643566845, "drawdown": -0.010905760398904452, "net": -0.00245684057668194 }, "SPY buy & hold": { "equity": 2.0599410554609996, "drawdown": -0.013429171749461344, "net": -0.001856778338934939 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": 0.0 } }, { "date": "2017-03-09", "Ensemble trend": { "equity": 1.4120779528306893, "drawdown": -0.025226085031678225, "net": -0.000596993273320523 }, "Core + trend": { "equity": 1.628912994406072, "drawdown": -0.013573650022769224, "net": -0.00028600715693583023 }, "60/40 monthly": { "equity": 1.8923716539419628, "drawdown": -0.01125860195736561, "net": -0.00035673199209351747 }, "SPY buy & hold": { "equity": 2.0625538600612, "drawdown": -0.012177817109170652, "net": 0.001268388041140156 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": 0.0 } }, { "date": "2017-03-10", "Ensemble trend": { "equity": 1.4209656274487201, "drawdown": -0.019090819365207512, "net": 0.00629403964576758 }, "Core + trend": { "equity": 1.6362815052806754, "drawdown": -0.009111475976786632, "net": 0.004523575476350183 }, "60/40 monthly": { "equity": 1.8979557211904075, "drawdown": -0.008340994072841501, "net": 0.002950830106132951 }, "SPY buy & hold": { "equity": 2.069781299544326, "drawdown": -0.008716368084648707, "net": 0.003504121576205277 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": 0.00021883084438556466 } }, { "date": "2017-03-13", "Ensemble trend": { "equity": 1.4273146294074721, "drawdown": -0.014708029107015297, "net": 0.004468089752565962 }, "Core + trend": { "equity": 1.6390619904811767, "drawdown": -0.0074276881520745075, "net": 0.0016992706887708486 }, "60/40 monthly": { "equity": 1.8966356105707078, "drawdown": -0.009030735972628157, "net": -0.0006955434233584246 }, "SPY buy & hold": { "equity": 2.070826452319814, "drawdown": -0.008215811412588647, "net": 0.0005049580724871827 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": -0.00021878296792399166 } }, { "date": "2017-03-14", "Ensemble trend": { "equity": 1.4192682267318946, "drawdown": -0.02026255491896578, "net": -0.0056374414651084725 }, "Core + trend": { "equity": 1.6328721449896224, "drawdown": -0.011176093816542387, "net": -0.0037764560019705185 }, "60/40 monthly": { "equity": 1.893073382523044, "drawdown": -0.010891957225154014, "net": -0.001878182623910707 }, "SPY buy & hold": { "equity": 2.062902038083639, "drawdown": -0.012011063658111665, "net": -0.0038266916222252645 }, "BIL reserve": { "equity": 1.0039626926101883, "drawdown": -0.005952157922646695, "net": 0.0 } }, { "date": "2017-03-15", "Ensemble trend": { "equity": 1.4408505282523312, "drawdown": -0.005364039929103059, "net": 0.015206640375606373 }, "Core + trend": { "equity": 1.651953110174278, "drawdown": 0.0, "net": 0.011685523109206342 }, "60/40 monthly": { "equity": 1.9095389200720545, "drawdown": -0.0022889121616647135, "net": 0.008697780921237186 }, "SPY buy & hold": { "equity": 2.0807530061927992, "drawdown": -0.0034616712636837965, "net": 0.008653328068715771 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": 0.00021883084438556466 } }, { "date": "2017-03-16", "Ensemble trend": { "equity": 1.4446598629304706, "drawdown": -0.0027344116779212113, "net": 0.002643809752257864 }, "Core + trend": { "equity": 1.6521002880688183, "drawdown": 0.0, "net": 8.909326398787165e-05 }, "60/40 monthly": { "equity": 1.9051712224770023, "drawdown": -0.00457098155187341, "net": -0.002287304830051573 }, "SPY buy & hold": { "equity": 2.0766604063279694, "drawdown": -0.005421746590906884, "net": -0.0019668840331596993 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.00021899232961564152 } }, { "date": "2017-03-17", "Ensemble trend": { "equity": 1.4449735968810433, "drawdown": -0.002517837464971251, "net": 0.00021716803977400723 }, "Core + trend": { "equity": 1.6522969328477364, "drawdown": 0.0, "net": 0.00011902714401679226 }, "60/40 monthly": { "equity": 1.905204544725588, "drawdown": -0.004553571078310226, "net": 1.74904219591987e-05 }, "SPY buy & hold": { "equity": 2.073013585699333, "drawdown": -0.007168324163375206, "net": -0.0017560986945789336 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-20", "Ensemble trend": { "equity": 1.4476246489525104, "drawdown": -0.0006877852349874702, "net": 0.0018346716349622039 }, "Core + trend": { "equity": 1.6536634399288832, "drawdown": 0.0, "net": 0.0008270348107415337 }, "60/40 monthly": { "equity": 1.9057744451877165, "drawdown": -0.0042558049505538875, "net": 0.00029912822941047246 }, "SPY buy & hold": { "equity": 2.0707396784990286, "drawdown": -0.008257370135842268, "net": -0.0010969089715527902 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": -0.00021894438247527237 } }, { "date": "2017-03-21", "Ensemble trend": { "equity": 1.438062624302735, "drawdown": -0.007288562610061167, "net": -0.00660532041692885 }, "Core + trend": { "equity": 1.6428427494784068, "drawdown": -0.006543465973306906, "net": -0.006543465973306906 }, "60/40 monthly": { "equity": 1.8936846188911498, "drawdown": -0.010572593584361356, "net": -0.006343786552020836 }, "SPY buy & hold": { "equity": 2.0441520870040577, "drawdown": -0.02099100738863735, "net": -0.012839659070155496 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.00021899232961564152 } }, { "date": "2017-03-22", "Ensemble trend": { "equity": 1.4411355087139417, "drawdown": -0.005167314585649674, "net": 0.002136822388174364 }, "Core + trend": { "equity": 1.6462930814597645, "drawdown": -0.004456988218494828, "net": 0.002100220476033421 }, "60/40 monthly": { "equity": 1.897791982491889, "drawdown": -0.008426545570798805, "net": 0.0021689797550048517 }, "SPY buy & hold": { "equity": 2.04896254302266, "drawdown": -0.018687128078132997, "net": 0.002353276964657036 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-23", "Ensemble trend": { "equity": 1.4414311536584532, "drawdown": -0.00496322742500499, "net": 0.00020514722087128234 }, "Core + trend": { "equity": 1.645590977103768, "drawdown": -0.004881563340036199, "net": -0.00042647591969091625 }, "60/40 monthly": { "equity": 1.8957859717278875, "drawdown": -0.009474662035213077, "net": -0.0010570235212857826 }, "SPY buy & hold": { "equity": 2.046776647059481, "drawdown": -0.019734022689581243, "net": -0.0010668306117271875 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": -0.00021894438247527237 } }, { "date": "2017-03-24", "Ensemble trend": { "equity": 1.443385962885155, "drawdown": -0.003613799768331649, "net": 0.0013561585801309395 }, "Core + trend": { "equity": 1.6464784220785458, "drawdown": -0.004344909415573861, "net": 0.0005392864856001989 }, "60/40 monthly": { "equity": 1.8954049660600722, "drawdown": -0.009673732907931498, "net": -0.00020097504333149718 }, "SPY buy & hold": { "equity": 2.045289581973859, "drawdown": -0.02044622512338168, "net": -0.0007265399904570202 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.00021899232961564152 } }, { "date": "2017-03-27", "Ensemble trend": { "equity": 1.4445444554900841, "drawdown": -0.0028140787828827563, "net": 0.0008026214988354763 }, "Core + trend": { "equity": 1.6475176129803235, "drawdown": -0.003716492002038718, "net": 0.0006311597454560225 }, "60/40 monthly": { "equity": 1.8961445765451796, "drawdown": -0.00928729533710404, "net": 0.00039021238118031043 }, "SPY buy & hold": { "equity": 2.043191078539634, "drawdown": -0.021451264692694094, "net": -0.0010260177594016984 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-28", "Ensemble trend": { "equity": 1.4501687857446879, "drawdown": 0.0, "net": 0.0038934975197393307 }, "Core + trend": { "equity": 1.6533451126179164, "drawdown": -0.00019249824558043027, "net": 0.003537139507146625 }, "60/40 monthly": { "equity": 1.901707197288719, "drawdown": -0.006380892993097742, "net": 0.0029336479993917752 }, "SPY buy & hold": { "equity": 2.0580578624697936, "drawdown": -0.014331092347705798, "net": 0.007276257265564023 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-29", "Ensemble trend": { "equity": 1.451646803707437, "drawdown": 0.0, "net": 0.0010192040935361746 }, "Core + trend": { "equity": 1.6555455154105931, "drawdown": 0.0, "net": 0.0013308793039541467 }, "60/40 monthly": { "equity": 1.904954212109788, "drawdown": -0.0046843668551367346, "net": 0.0017074210087117958 }, "SPY buy & hold": { "equity": 2.0599820448772346, "drawdown": -0.01340954062350408, "net": 0.0009349505874105546 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-30", "Ensemble trend": { "equity": 1.4485269442318183, "drawdown": -0.002149186336270592, "net": -0.002149186336270592 }, "Core + trend": { "equity": 1.654598307453968, "drawdown": -0.0005721425039709738, "net": -0.0005721425039709738 }, "60/40 monthly": { "equity": 1.9063790160900307, "drawdown": -0.00393992393536069, "net": 0.0007479465759256954 }, "SPY buy & hold": { "equity": 2.0665412795371982, "drawdown": -0.01026811599195232, "net": 0.003184122248188981 }, "BIL reserve": { "equity": 1.0044022988550232, "drawdown": -0.0055168931042839375, "net": 0.0 } }, { "date": "2017-03-31", "Ensemble trend": { "equity": 1.4452281529977478, "drawdown": -0.004421633894206467, "net": -0.0022773419902242242 }, "Core + trend": { "equity": 1.6523270125340335, "drawdown": -0.0019440739300733423, "net": -0.0013727168157385838 }, "60/40 monthly": { "equity": 1.9052614429957262, "drawdown": -0.004523842417428314, "net": -0.0005862281764916766 }, "SPY buy & hold": { "equity": 2.061731287549723, "drawdown": -0.012571773063294933, "net": -0.0023275566934488623 }, "BIL reserve": { "equity": 1.0041823906139438, "drawdown": -0.0057346295940052805, "net": -0.00021894438247527237 } }, { "date": "2017-04-03", "Ensemble trend": { "equity": 1.4463976731773056, "drawdown": -0.0036159832520731294, "net": 0.0008092287554264388 }, "Core + trend": { "equity": 1.6535179981902122, "drawdown": -0.0012246822582090422, "net": 0.0007207929466408469 }, "60/40 monthly": { "equity": 1.90707619370517, "drawdown": -0.0035756570280431887, "net": 0.0009524943236085548 }, "SPY buy & hold": { "equity": 2.058145719029876, "drawdown": -0.014289015066407784, "net": -0.001739105644609995 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 8.74085063236052e-05 } }, { "date": "2017-04-04", "Ensemble trend": { "equity": 1.446985595063986, "drawdown": -0.00321097985511809, "net": 0.0004064731972286406 }, "Core + trend": { "equity": 1.653733442882685, "drawdown": -0.0010945470909983213, "net": 0.00013029473686332338 }, "60/40 monthly": { "equity": 1.9067037028475082, "drawdown": -0.0037702790150061505, "net": -0.0001953203856727148 }, "SPY buy & hold": { "equity": 2.0594575350264606, "drawdown": -0.013660744956041637, "net": 0.0006373776086188165 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 0.0 } }, { "date": "2017-04-05", "Ensemble trend": { "equity": 1.4433071011668048, "drawdown": -0.005744994250208135, "net": -0.002542177275108637 }, "Core + trend": { "equity": 1.650699267507219, "drawdown": -0.0029272815868019997, "net": -0.0018347427080974699 }, "60/40 monthly": { "equity": 1.904792285688091, "drawdown": -0.004768971460281324, "net": -0.001002472044588032 }, "SPY buy & hold": { "equity": 2.0533351083342315, "drawdown": -0.01659296845663294, "net": -0.002972834636355004 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 0.0 } }, { "date": "2017-04-06", "Ensemble trend": { "equity": 1.4434186709402455, "drawdown": -0.005668136867850615, "net": 7.730147890949723e-05 }, "Core + trend": { "equity": 1.651861446552797, "drawdown": -0.0022252899865954356, "net": 0.0007040525603025927 }, "60/40 monthly": { "equity": 1.9074605415703902, "drawdown": -0.003374839897433035, "net": 0.0014008119952750864 }, "SPY buy & hold": { "equity": 2.0591076555565544, "drawdown": -0.01382831328402756, "net": 0.0028113030351903934 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 0.0 } }, { "date": "2017-04-07", "Ensemble trend": { "equity": 1.4421372675796682, "drawdown": -0.0065508607902982074, "net": -0.0008877558440770761 }, "Core + trend": { "equity": 1.6497478237267609, "drawdown": -0.003501982657598046, "net": -0.001279540018593428 }, "60/40 monthly": { "equity": 1.9039679090159711, "drawdown": -0.0051996983429249966, "net": -0.0018310379052683956 }, "SPY buy & hold": { "equity": 2.057008842768245, "drawdown": -0.014833501012781136, "net": -0.0010192826891034512 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 0.0 } }, { "date": "2017-04-10", "Ensemble trend": { "equity": 1.441470681836705, "drawdown": -0.007010053578282882, "net": -0.0004622207316520299 }, "Core + trend": { "equity": 1.6501675008100758, "drawdown": -0.0032484848954354995, "net": 0.00025438862672166884 }, "60/40 monthly": { "equity": 1.9060295830576681, "drawdown": -0.004122498486306303, "net": 0.0010828302472609685 }, "SPY buy & hold": { "equity": 2.0582334209129165, "drawdown": -0.014247011864830461, "net": 0.0005953198251804626 }, "BIL reserve": { "equity": 1.0042701646967838, "drawdown": -0.005647722343088857, "net": 0.0 } }, { "date": "2017-04-11", "Ensemble trend": { "equity": 1.4459640581591862, "drawdown": -0.00391468884424051, "net": 0.0031172165893487147 }, "Core + trend": { "equity": 1.6538260925048163, "drawdown": -0.0010385838926031399, "net": 0.002217103229184003 }, "60/40 monthly": { "equity": 1.9082589024824574, "drawdown": -0.0029577059360912372, "net": 0.0011696142833277356 }, "SPY buy & hold": { "equity": 2.0557847286547015, "drawdown": -0.015419767921569849, "net": -0.0011897058095233781 }, "BIL reserve": { "equity": 1.0044897575818772, "drawdown": -0.005430298094987407, "net": 0.00021865917440622162 } }, { "date": "2017-04-12", "Ensemble trend": { "equity": 1.4466594062698737, "drawdown": -0.0034356824434330635, "net": 0.0004808889313423492 }, "Core + trend": { "equity": 1.6531805877848802, "drawdown": -0.0014284884370130424, "net": -0.00039030991399968684 }, "60/40 monthly": { "equity": 1.9057079421759973, "drawdown": -0.004290551973235357, "net": -0.0013367998981382856 }, "SPY buy & hold": { "equity": 2.0467766470594806, "drawdown": -0.019734022689581354, "net": -0.004381821437653977 }, "BIL reserve": { "equity": 1.004270164696784, "drawdown": -0.005647722343088635, "net": -0.00021861137302381373 } }, { "date": "2017-04-13", "Ensemble trend": { "equity": 1.4418571554355937, "drawdown": -0.006743822427632606, "net": -0.003319544886285497 }, "Core + trend": { "equity": 1.6482099156159675, "drawdown": -0.004430926076234298, "net": -0.00300673272214802 }, "60/40 monthly": { "equity": 1.900723355322595, "drawdown": -0.006894938571307407, "net": -0.002615609004447239 }, "SPY buy & hold": { "equity": 2.033482309942347, "drawdown": -0.026101100595000926, "net": -0.006495255423317858 }, "BIL reserve": { "equity": 1.0044897575818774, "drawdown": -0.005430298094987185, "net": 0.00021865917440622162 } }, { "date": "2017-04-17", "Ensemble trend": { "equity": 1.4494655067331026, "drawdown": -0.001502636156924364, "net": 0.00527677188328024 }, "Core + trend": { "equity": 1.656439510418409, "drawdown": 0.0, "net": 0.004993050171868463 }, "60/40 monthly": { "equity": 1.9094036258905747, "drawdown": -0.0023596017420464133, "net": 0.004566824805762648 }, "SPY buy & hold": { "equity": 2.0514989371639154, "drawdown": -0.017472368819816175, "net": 0.008859987192157748 }, "BIL reserve": { "equity": 1.0044897575818774, "drawdown": -0.005430298094987185, "net": 0.0 } }, { "date": "2017-04-18", "Ensemble trend": { "equity": 1.4457808672143044, "drawdown": -0.004040884103592712, "net": -0.002542067749582322 }, "Core + trend": { "equity": 1.6545883218382569, "drawdown": -0.0011175708913659932, "net": -0.0011175708913659932 }, "60/40 monthly": { "equity": 1.9104864466750726, "drawdown": -0.0017938409233066999, "net": 0.0005670989464015008 }, "SPY buy & hold": { "equity": 2.045376665148729, "drawdown": -0.020404518240686786, "net": -0.002984292072629735 }, "BIL reserve": { "equity": 1.0047104016535915, "drawdown": -0.005211833041485647, "net": 0.00021965786116662223 } }, { "date": "2017-04-19", "Ensemble trend": { "equity": 1.4398486291291839, "drawdown": -0.008127441570581206, "net": -0.004103137771182985 }, "Core + trend": { "equity": 1.6492505620023157, "drawdown": -0.004340000568012092, "net": -0.003226034999455951 }, "60/40 monthly": { "equity": 1.90637075901857, "drawdown": -0.003944238155753399, "net": -0.0021542616351272192 }, "SPY buy & hold": { "equity": 2.0416161568939293, "drawdown": -0.022205544407792543, "net": -0.0018385407044458901 }, "BIL reserve": { "equity": 1.0047104016535915, "drawdown": -0.005211833041485647, "net": 0.0 } }, { "date": "2017-04-20", "Ensemble trend": { "equity": 1.449009767735085, "drawdown": -0.0018165823570975848, "net": 0.006362570634554698 }, "Core + trend": { "equity": 1.657951320682698, "drawdown": 0.0, "net": 0.00527558327451394 }, "60/40 monthly": { "equity": 1.9137697835002532, "drawdown": -7.83369756485186e-05, "net": 0.003881209595080204 }, "SPY buy & hold": { "equity": 2.058233420912916, "drawdown": -0.014247011864830572, "net": 0.008139269452230424 }, "BIL reserve": { "equity": 1.0047104016535915, "drawdown": -0.005211833041485647, "net": 0.0 } }, { "date": "2017-04-21", "Ensemble trend": { "equity": 1.44849695598374, "drawdown": -0.0021698444247267856, "net": -0.00035390496514497993 }, "Core + trend": { "equity": 1.6562823555715158, "drawdown": -0.001006643011988384, "net": -0.001006643011988384 }, "60/40 monthly": { "equity": 1.9105225430080457, "drawdown": -0.0017749810240613728, "net": -0.0016967769687888934 }, "SPY buy & hold": { "equity": 2.0516740315759106, "drawdown": -0.0173885105761028, "net": -0.00318690254970988 }, "BIL reserve": { "equity": 1.0047104016535915, "drawdown": -0.005211833041485647, "net": 0.0 } }, { "date": "2017-04-24", "Ensemble trend": { "equity": 1.464691803370717, "drawdown": 0.0, "net": 0.011180449720709529 }, "Core + trend": { "equity": 1.6703208424931966, "drawdown": 0.0, "net": 0.008475901994884572 }, "60/40 monthly": { "equity": 1.9213421243610407, "drawdown": 0.0, "net": 0.005663152938232274 }, "SPY buy & hold": { "equity": 2.0742383185210462, "drawdown": -0.006581760935704395, "net": 0.010997988275848858 }, "BIL reserve": { "equity": 1.0044897575818774, "drawdown": -0.005430298094987185, "net": -0.00021960962218670055 } }, { "date": "2017-04-25", "Ensemble trend": { "equity": 1.4690557134071152, "drawdown": 0.0, "net": 0.00297940496857807 }, "Core + trend": { "equity": 1.67401547650455, "drawdown": 0.0, "net": 0.0022119307365155993 }, "60/40 monthly": { "equity": 1.9239723605779153, "drawdown": 0.0, "net": 0.0013689577631830208 }, "SPY buy & hold": { "equity": 2.0863073041082965, "drawdown": -0.0008015425768382878, "net": 0.005818514429844157 }, "BIL reserve": { "equity": 1.0044897575818774, "drawdown": -0.005430298094987185, "net": 0.0 } }, { "date": "2017-04-26", "Ensemble trend": { "equity": 1.4682816600468644, "drawdown": -0.0005269053809100477, "net": -0.0005269053809100477 }, "Core + trend": { "equity": 1.6741255862664173, "drawdown": 0.0, "net": 6.577583266853537e-05 }, "60/40 monthly": { "equity": 1.9252944935439789, "drawdown": 0.0, "net": 0.0006871891681783371 }, "SPY buy & hold": { "equity": 2.0849953334346703, "drawdown": -0.0014298867669250148, "net": -0.0006288482387244443 }, "BIL reserve": { "equity": 1.0047104016535915, "drawdown": -0.005211833041485647, "net": 0.00021965786116662223 } }, { "date": "2017-04-27", "Ensemble trend": { "equity": 1.4682177192788222, "drawdown": -0.0005704304613127764, "net": -4.354802609207731e-05 }, "Core + trend": { "equity": 1.6746188020533632, "drawdown": 0.0, "net": 0.00029461098438021693 }, "60/40 monthly": { "equity": 1.9267688928490379, "drawdown": 0.0, "net": 0.000765804561329686 }, "SPY buy & hold": { "equity": 2.086744421430115, "drawdown": -0.0005921932864370039, "net": 0.0008388930024911812 }, "BIL reserve": { "equity": 1.0044897575818774, "drawdown": -0.005430298094987185, "net": -0.00021960962218670055 } }, { "date": "2017-04-28", "Ensemble trend": { "equity": 1.4679172874817612, "drawdown": -0.0007749372028332813, "net": -0.0002046234649779599 }, "Core + trend": { "equity": 1.6737448556288177, "drawdown": -0.0005218778288371695, "net": -0.0005218778288371695 }, "60/40 monthly": { "equity": 1.925067582395287, "drawdown": -0.000882986257493168, "net": -0.000882986257493168 }, "SPY buy & hold": { "equity": 2.082196142998379, "drawdown": -0.002770507470532757, "net": -0.002179604931503265 }, "BIL reserve": { "equity": 1.0049297843013607, "drawdown": -0.004994616954464348, "net": 0.00043805993656187425 } }, { "date": "2017-05-01", "Ensemble trend": { "equity": 1.4697879743551903, "drawdown": 0.0, "net": 0.0012743816626330506 }, "Core + trend": { "equity": 1.6752777997589627, "drawdown": 0.0, "net": 0.0009158768285320029 }, "60/40 monthly": { "equity": 1.9262757337267802, "drawdown": -0.0002559513619345699, "net": 0.0006275890480633706 }, "SPY buy & hold": { "equity": 2.0874440256928852, "drawdown": -0.00025713071018562683, "net": 0.0025203594349902936 }, "BIL reserve": { "equity": 1.0048633493069237, "drawdown": -0.005060395855756794, "net": -6.610909087856331e-05 } }, { "date": "2017-05-02", "Ensemble trend": { "equity": 1.4739718199227796, "drawdown": 0.0, "net": 0.0028465640218786614 }, "Core + trend": { "equity": 1.67852413635164, "drawdown": 0.0, "net": 0.001937790014972185 }, "60/40 monthly": { "equity": 1.9283180464690564, "drawdown": 0.0, "net": 0.001060239043932043 }, "SPY buy & hold": { "equity": 2.088231331838695, "drawdown": 0.0, "net": 0.0003771627579562953 }, "BIL reserve": { "equity": 1.0046437564218302, "drawdown": -0.005277820103858244, "net": -0.00021853009689820624 } }, { "date": "2017-05-03", "Ensemble trend": { "equity": 1.469164704145999, "drawdown": -0.0032613349263573843, "net": -0.0032613349263573843 }, "Core + trend": { "equity": 1.6744272239182412, "drawdown": -0.002440782556933474, "net": -0.002440782556933474 }, "60/40 monthly": { "equity": 1.9253124255762488, "drawdown": -0.0015586748764350178, "net": -0.0015586748764350178 }, "SPY buy & hold": { "equity": 2.085694783020397, "drawdown": -0.0012146876543914775, "net": -0.0012146876543914775 }, "BIL reserve": { "equity": 1.0046437564218302, "drawdown": -0.005277820103858244, "net": 0.0 } }, { "date": "2017-05-04", "Ensemble trend": { "equity": 1.469693686529863, "drawdown": -0.002902452635180519, "net": 0.0003600565561991953 }, "Core + trend": { "equity": 1.6744246127697844, "drawdown": -0.0024423381785657616, "net": -1.55942785662333e-06 }, "60/40 monthly": { "equity": 1.9249059533527366, "drawdown": -0.0017694659460184559, "net": -0.00021112013723723067 }, "SPY buy & hold": { "equity": 2.088144248663825, "drawdown": -4.170188117691431e-05, "net": 0.0011744123173575982 }, "BIL reserve": { "equity": 1.0048633493069237, "drawdown": -0.005060395855756905, "net": 0.00021857786273948854 } }, { "date": "2017-05-05", "Ensemble trend": { "equity": 1.4782278318262534, "drawdown": 0.0, "net": 0.00580675100846384 }, "Core + trend": { "equity": 1.6813331451197122, "drawdown": 0.0, "net": 0.004125914237787187 }, "60/40 monthly": { "equity": 1.9295796303316706, "drawdown": 0.0, "net": 0.0024280027659500103 }, "SPY buy & hold": { "equity": 2.0963648694361927, "drawdown": 0.0, "net": 0.003936806941200688 }, "BIL reserve": { "equity": 1.0046437564218302, "drawdown": -0.005277820103858355, "net": -0.00021853009689820624 } }, { "date": "2017-05-08", "Ensemble trend": { "equity": 1.4742019430691833, "drawdown": -0.002723456202347596, "net": -0.002723456202347596 }, "Core + trend": { "equity": 1.678112052359191, "drawdown": -0.0019157968602896425, "net": -0.0019157968602896425 }, "60/40 monthly": { "equity": 1.9274856232017994, "drawdown": -0.0010852141559513084, "net": -0.0010852141559513084 }, "SPY buy & hold": { "equity": 2.096015144643329, "drawdown": -0.00016682439109838576, "net": -0.00016682439109838576 }, "BIL reserve": { "equity": 1.0048633493069234, "drawdown": -0.005060395855757016, "net": 0.00021857786273948854 } }, { "date": "2017-05-09", "Ensemble trend": { "equity": 1.4745885784981243, "drawdown": -0.002461902860828369, "net": 0.00026226761588432623 }, "Core + trend": { "equity": 1.6776144258770205, "drawdown": -0.002211768234918754, "net": -0.00029653948404162467 }, "60/40 monthly": { "equity": 1.9255481193912845, "drawdown": -0.002089320843262299, "net": -0.0010051975419129722 }, "SPY buy & hold": { "equity": 2.094091116912931, "drawdown": -0.001084616784230441, "net": -0.0009179455288360616 }, "BIL reserve": { "equity": 1.0048633493069234, "drawdown": -0.005060395855757016, "net": 0.0 } }, { "date": "2017-05-10", "Ensemble trend": { "equity": 1.4774616688024684, "drawdown": -0.0005182983348639425, "net": 0.0019484013007007306 }, "Core + trend": { "equity": 1.6800533612460018, "drawdown": -0.000761172095741558, "net": 0.0014538116335678364 }, "60/40 monthly": { "equity": 1.9273266563295806, "drawdown": -0.001167598354934296, "net": 0.0009236522943183445 }, "SPY buy & hold": { "equity": 2.0978517798447727, "drawdown": 0.0, "net": 0.001795844937915403 }, "BIL reserve": { "equity": 1.0050835729039893, "drawdown": -0.004842347124415447, "net": 0.0002191577563435132 } }, { "date": "2017-05-11", "Ensemble trend": { "equity": 1.4764917900715129, "drawdown": -0.0011744074339310462, "net": -0.0006564493356647771 }, "Core + trend": { "equity": 1.67878743055308, "drawdown": -0.0015141047888227455, "net": -0.0007535062410057858 }, "60/40 monthly": { "equity": 1.925551631950021, "drawdown": -0.002087500468149761, "net": -0.0009209774449651098 }, "SPY buy & hold": { "equity": 2.0935662977080725, "drawdown": -0.0020427954814890015, "net": -0.0020427954814890015 }, "BIL reserve": { "equity": 1.0050835729039893, "drawdown": -0.004842347124415447, "net": 0.0 } }, { "date": "2017-05-12", "Ensemble trend": { "equity": 1.4802614394734268, "drawdown": 0.0, "net": 0.0025531123351056895 }, "Core + trend": { "equity": 1.6819121488855555, "drawdown": 0.0, "net": 0.0018612948105323213 }, "60/40 monthly": { "equity": 1.9275742283805914, "drawdown": -0.001039294735265539, "net": 0.001050398440119782 }, "SPY buy & hold": { "equity": 2.0900679670401385, "drawdown": -0.0037103730966208115, "net": -0.0016709911082173345 }, "BIL reserve": { "equity": 1.0048633493069237, "drawdown": -0.005060395855756905, "net": -0.00021910973674510448 } }, { "date": "2017-05-15", "Ensemble trend": { "equity": 1.4874524090376802, "drawdown": 0.0, "net": 0.004857905078451186 }, "Core + trend": { "equity": 1.6885489436995125, "drawdown": 0.0, "net": 0.003945981850689728 }, "60/40 monthly": { "equity": 1.933419841805521, "drawdown": 0.0, "net": 0.0030326268835003667 }, "SPY buy & hold": { "equity": 2.1016125974536575, "drawdown": 0.0, "net": 0.005523566982306161 }, "BIL reserve": { "equity": 1.0050835729039895, "drawdown": -0.004842347124415336, "net": 0.0002191577563435132 } }, { "date": "2017-05-16", "Ensemble trend": { "equity": 1.4906483903905963, "drawdown": 0.0, "net": 0.002148627635746525 }, "Core + trend": { "equity": 1.6903905820238556, "drawdown": 0.0, "net": 0.0010906632770195657 }, "60/40 monthly": { "equity": 1.9333842109778097, "drawdown": -1.842891385561707e-05, "net": -1.842891385561707e-05 }, "SPY buy & hold": { "equity": 2.0996882603691738, "drawdown": -0.0009156478633669529, "net": -0.0009156478633669529 }, "BIL reserve": { "equity": 1.0050835729039895, "drawdown": -0.004842347124415336, "net": 0.0 } }, { "date": "2017-05-17", "Ensemble trend": { "equity": 1.4769762523850167, "drawdown": -0.009171940273585921, "net": -0.009171940273585921 }, "Core + trend": { "equity": 1.6765672548852693, "drawdown": -0.008177593560676377, "net": -0.008177593560676377 }, "60/40 monthly": { "equity": 1.9190826205918787, "drawdown": -0.007415472265068668, "net": -0.007397179673199972 }, "SPY buy & hold": { "equity": 2.062430891812492, "drawdown": -0.01864363855100526, "net": -0.01774423816139792 }, "BIL reserve": { "equity": 1.005303270907745, "drawdown": -0.004624818795774033, "net": 0.00021858680181252588 } }, { "date": "2017-05-18", "Ensemble trend": { "equity": 1.4750361780446712, "drawdown": -0.010473437228100457, "net": -0.0013135447081241702 }, "Core + trend": { "equity": 1.6771320712098094, "drawdown": -0.007843459940584885, "net": 0.0003368885577923475 }, "60/40 monthly": { "equity": 1.9234388550111687, "drawdown": -0.005162348383179749, "net": 0.0022699566827124595 }, "SPY buy & hold": { "equity": 2.070739678499028, "drawdown": -0.014690109391252704, "net": 0.004028637623457287 }, "BIL reserve": { "equity": 1.005303270907745, "drawdown": -0.004624818795774033, "net": 0.0 } }, { "date": "2017-05-19", "Ensemble trend": { "equity": 1.4881178511762647, "drawdown": -0.0016976097318752714, "net": 0.008868713409412754 }, "Core + trend": { "equity": 1.6878028126131868, "drawdown": -0.0015308706982799514, "net": 0.0063624932028638614 }, "60/40 monthly": { "equity": 1.9306364913305303, "drawdown": -0.0014395996228069308, "net": 0.0037420666118963553 }, "SPY buy & hold": { "equity": 2.0842083366429454, "drawdown": -0.008281383939075737, "net": 0.006504273947983474 }, "BIL reserve": { "equity": 1.0050835729039893, "drawdown": -0.004842347124415447, "net": -0.00021853903206447978 } }, { "date": "2017-05-22", "Ensemble trend": { "equity": 1.4915205411684291, "drawdown": 0.0, "net": 0.0022865729279941682 }, "Core + trend": { "equity": 1.691808555363921, "drawdown": 0.0, "net": 0.0023733475977161245 }, "60/40 monthly": { "equity": 1.9355860998990844, "drawdown": 0.0, "net": 0.0025637185408957652 }, "SPY buy & hold": { "equity": 2.094790411821616, "drawdown": -0.0032461670815576715, "net": 0.0050772636269729166 }, "BIL reserve": { "equity": 1.0053032709077447, "drawdown": -0.004624818795774255, "net": 0.00021858680181252588 } }, { "date": "2017-05-23", "Ensemble trend": { "equity": 1.4916396450645706, "drawdown": 0.0, "net": 7.985400995424996e-05 }, "Core + trend": { "equity": 1.6920533840707523, "drawdown": 0.0, "net": 0.0001447141912451766 }, "60/40 monthly": { "equity": 1.9360920201822236, "drawdown": 0.0, "net": 0.00026137834073391986 }, "SPY buy & hold": { "equity": 2.0994260827823084, "drawdown": -0.0010403985368180324, "net": 0.0022129521571854216 }, "BIL reserve": { "equity": 1.0053032709077447, "drawdown": -0.004624818795774255, "net": 0.0 } }, { "date": "2017-05-24", "Ensemble trend": { "equity": 1.4947504371167908, "drawdown": 0.0, "net": 0.0020854849644904583 }, "Core + trend": { "equity": 1.6957038448111463, "drawdown": 0.0, "net": 0.0021574146387814963 }, "60/40 monthly": { "equity": 1.9403979239398166, "drawdown": 0.0, "net": 0.002224018131735006 }, "SPY buy & hold": { "equity": 2.1043237766528233, "drawdown": 0.0, "net": 0.002332872736354963 }, "BIL reserve": { "equity": 1.0050835729039893, "drawdown": -0.004842347124415669, "net": -0.00021853903206447978 } }, { "date": "2017-05-25", "Ensemble trend": { "equity": 1.4981628427378846, "drawdown": 0.0, "net": 0.002282926658764284 }, "Core + trend": { "equity": 1.7002104918233607, "drawdown": 0.0, "net": 0.0026576852001631845 }, "60/40 monthly": { "equity": 1.9463749126791692, "drawdown": 0.0, "net": 0.0030802902155331324 }, "SPY buy & hold": { "equity": 2.1143814966577623, "drawdown": 0.0, "net": 0.004779549666514171 }, "BIL reserve": { "equity": 1.0053032709077445, "drawdown": -0.004624818795774366, "net": 0.00021858680181252588 } }, { "date": "2017-05-26", "Ensemble trend": { "equity": 1.4987376670344636, "drawdown": 0.0, "net": 0.00038368612555417236 }, "Core + trend": { "equity": 1.7006946746032685, "drawdown": 0.0, "net": 0.00028477813908112104 }, "60/40 monthly": { "equity": 1.946646302343593, "drawdown": 0.0, "net": 0.0001394333962361216 }, "SPY buy & hold": { "equity": 2.1139439153048163, "drawdown": -0.000206954777857149, "net": -0.000206954777857149 }, "BIL reserve": { "equity": 1.0055229689115002, "drawdown": -0.004407290467132952, "net": 0.0002185390320645908 } }, { "date": "2017-05-30", "Ensemble trend": { "equity": 1.4968585662502218, "drawdown": -0.0012537889889429055, "net": -0.0012537889889429055 }, "Core + trend": { "equity": 1.7000209279658405, "drawdown": -0.0003961596678635493, "net": -0.0003961596678635493 }, "60/40 monthly": { "equity": 1.9476097761702718, "drawdown": 0.0, "net": 0.000494940362570695 }, "SPY buy & hold": { "equity": 2.112107589457458, "drawdown": -0.0010754479283415774, "net": -0.0008686729264970605 }, "BIL reserve": { "equity": 1.005083572903989, "drawdown": -0.00484234712441578, "net": -0.000436982566381916 } }, { "date": "2017-05-31", "Ensemble trend": { "equity": 1.496068247069142, "drawdown": -0.0017811122146570435, "net": -0.0005279852077539893 }, "Core + trend": { "equity": 1.699538669962003, "drawdown": -0.0006797249726999688, "net": -0.00028367768649439906 }, "60/40 monthly": { "equity": 1.9476857437489974, "drawdown": 0.0, "net": 3.9005543951864396e-05 }, "SPY buy & hold": { "equity": 2.111582460898514, "drawdown": -0.0013238082927196082, "net": -0.00024862775057721276 }, "BIL reserve": { "equity": 1.005083572903989, "drawdown": -0.00484234712441578, "net": 0.0 } }, { "date": "2017-06-01", "Ensemble trend": { "equity": 1.5045858209653773, "drawdown": 0.0, "net": 0.005693305711769181 }, "Core + trend": { "equity": 1.7081737377001787, "drawdown": 0.0, "net": 0.0050808303987393 }, "60/40 monthly": { "equity": 1.9565227271626568, "drawdown": 0.0, "net": 0.004537171071884449 }, "SPY buy & hold": { "equity": 2.1283740459442844, "drawdown": 0.0, "net": 0.007952133225536118 }, "BIL reserve": { "equity": 1.0054570595103733, "drawdown": -0.004472548965725465, "net": 0.0003715975630813606 } }, { "date": "2017-06-02", "Ensemble trend": { "equity": 1.513512101183839, "drawdown": 0.0, "net": 0.005932715897013052 }, "Core + trend": { "equity": 1.7164886811477529, "drawdown": 0.0, "net": 0.004867738722390769 }, "60/40 monthly": { "equity": 1.963866896183574, "drawdown": 0.0, "net": 0.0037536844928796054 }, "SPY buy & hold": { "equity": 2.1354587185172758, "drawdown": 0.0, "net": 0.0033286783338162262 }, "BIL reserve": { "equity": 1.00523746662528, "drawdown": -0.004689973213826915, "net": -0.00021840105752535255 } }, { "date": "2017-06-05", "Ensemble trend": { "equity": 1.5108980091060833, "drawdown": -0.0017271695916478702, "net": -0.0017271695916478702 }, "Core + trend": { "equity": 1.7140432012279765, "drawdown": -0.0014246991236441797, "net": -0.0014246991236441797 }, "60/40 monthly": { "equity": 1.961681856099874, "drawdown": -0.0011126212718113315, "net": -0.0011126212718113315 }, "SPY buy & hold": { "equity": 2.1338847249338255, "drawdown": -0.0007370751631963213, "net": -0.0007370751631963213 }, "BIL reserve": { "equity": 1.0054570595103731, "drawdown": -0.004472548965725576, "net": 0.00021844876696697213 } }, { "date": "2017-06-06", "Ensemble trend": { "equity": 1.5128208938135363, "drawdown": -0.0004566910101094779, "net": 0.0012726767100519343 }, "Core + trend": { "equity": 1.7145036251755696, "drawdown": -0.0011564631878934195, "net": 0.0002686186364866394 }, "60/40 monthly": { "equity": 1.9604149906764226, "drawdown": -0.0017577084851624347, "net": -0.0006458057505666082 }, "SPY buy & hold": { "equity": 2.1270625393017846, "drawdown": -0.00393179186405479, "net": -0.003197073184097343 }, "BIL reserve": { "equity": 1.0052374666252797, "drawdown": -0.004689973213827026, "net": -0.00021840105752535255 } }, { "date": "2017-06-07", "Ensemble trend": { "equity": 1.5113615598273737, "drawdown": -0.001420894722138799, "net": -0.0009646442563890911 }, "Core + trend": { "equity": 1.7140119780819898, "drawdown": -0.00144288924999314, "net": -0.00028675768680830327 }, "60/40 monthly": { "equity": 1.9611174510300666, "drawdown": -0.0014000160391982597, "net": 0.0003583222720622281 }, "SPY buy & hold": { "equity": 2.130998296645622, "drawdown": -0.0020887417925602447, "net": 0.0018503251649237829 }, "BIL reserve": { "equity": 1.005677493344763, "drawdown": -0.004254292073304189, "net": 0.0004377341017347547 } }, { "date": "2017-06-08", "Ensemble trend": { "equity": 1.5101406208463146, "drawdown": -0.0022275873016721626, "net": -0.0008078404357448887 }, "Core + trend": { "equity": 1.713132769663205, "drawdown": -0.001955102600678882, "net": -0.0005129534857560847 }, "60/40 monthly": { "equity": 1.9604502054017119, "drawdown": -0.001739777165398415, "net": -0.0003402374641071626 }, "SPY buy & hold": { "equity": 2.1320477803782976, "drawdown": -0.0015972859177284526, "net": 0.0004924845478890827 }, "BIL reserve": { "equity": 1.0054570595103731, "drawdown": -0.004472548965725687, "net": -0.00021918938809784017 } }, { "date": "2017-06-09", "Ensemble trend": { "equity": 1.5041096905428482, "drawdown": -0.006212312827651889, "net": -0.003993621666892544 }, "Core + trend": { "equity": 1.7085892116737451, "drawdown": -0.004602109854127123, "net": -0.0026521925620237585 }, "60/40 monthly": { "equity": 1.9579360796456116, "drawdown": -0.003019968690081809, "net": -0.0012824226543337591 }, "SPY buy & hold": { "equity": 2.128811781974272, "drawdown": -0.0031126504508685038, "net": -0.0015177888759376756 }, "BIL reserve": { "equity": 1.005677493344763, "drawdown": -0.004254292073304189, "net": 0.0002192374426186472 } }, { "date": "2017-06-12", "Ensemble trend": { "equity": 1.5012606233552843, "drawdown": -0.008094733976009683, "net": -0.001894188439498512 }, "Core + trend": { "equity": 1.706759877740272, "drawdown": -0.005667851768748955, "net": -0.0010706692521376127 }, "60/40 monthly": { "equity": 1.957548228332235, "drawdown": -0.0032174623767110555, "net": -0.0001980919180194496 }, "SPY buy & hold": { "equity": 2.128374045944284, "drawdown": -0.0033176349940921, "net": -0.00020562458066730738 }, "BIL reserve": { "equity": 1.0054570595103731, "drawdown": -0.004472548965725687, "net": -0.00021918938809784017 } }, { "date": "2017-06-13", "Ensemble trend": { "equity": 1.5069139972076218, "drawdown": -0.00435946562373446, "net": 0.0037657511056956583 }, "Core + trend": { "equity": 1.7126441158446184, "drawdown": -0.002239784826640223, "net": 0.0034476074702067816 }, "60/40 monthly": { "equity": 1.9635725354699225, "drawdown": -0.00014988832197504465, "net": 0.0030774757170708433 }, "SPY buy & hold": { "equity": 2.1387819547732136, "drawdown": 0.0, "net": 0.004890075054599929 }, "BIL reserve": { "equity": 1.005677493344763, "drawdown": -0.004254292073304189, "net": 0.0002192374426186472 } }, { "date": "2017-06-14", "Ensemble trend": { "equity": 1.506648598909467, "drawdown": -0.004534818234359417, "net": -0.00017612040146075536 }, "Core + trend": { "equity": 1.7136284763726521, "drawdown": -0.001666311468589532, "net": 0.0005747606983417253 }, "60/40 monthly": { "equity": 1.966181183141917, "drawdown": 0.0, "net": 0.0013285211648013107 }, "SPY buy & hold": { "equity": 2.1360704662199628, "drawdown": -0.0012677723164811194, "net": -0.0012677723164811194 }, "BIL reserve": { "equity": 1.0054570595103731, "drawdown": -0.004472548965725687, "net": -0.00021918938809784017 } }, { "date": "2017-06-15", "Ensemble trend": { "equity": 1.498772172471604, "drawdown": -0.009738890558394275, "net": -0.005227779353170869 }, "Core + trend": { "equity": 1.7074911551036027, "drawdown": -0.005241820783888684, "net": -0.0035814771717850302 }, "60/40 monthly": { "equity": 1.9625257455845777, "drawdown": -0.0018591560069239899, "net": -0.0018591560069239899 }, "SPY buy & hold": { "equity": 2.1319600784952573, "drawdown": -0.003189608114437137, "net": -0.0019242753409626223 }, "BIL reserve": { "equity": 1.0054570595103731, "drawdown": -0.004472548965725687, "net": 0.0 } }, { "date": "2017-06-16", "Ensemble trend": { "equity": 1.502072146924846, "drawdown": -0.007558548260066744, "net": 0.002201785243850507 }, "Core + trend": { "equity": 1.7096795556912614, "drawdown": -0.003966892139328437, "net": 0.0012816468074330345 }, "60/40 monthly": { "equity": 1.9632220197090995, "drawdown": -0.0015050308985710137, "net": 0.0003547847084750533 }, "SPY buy & hold": { "equity": 2.1324256563928774, "drawdown": -0.0029719244480019835, "net": 0.00021838021373699057 }, "BIL reserve": { "equity": 1.0058971913485186, "drawdown": -0.004036763744662775, "net": 0.0004377430482807032 } }, { "date": "2017-06-19", "Ensemble trend": { "equity": 1.5058162494033502, "drawdown": -0.005084763956937799, "net": 0.00249262492894875 }, "Core + trend": { "equity": 1.7152781265299946, "drawdown": -0.0007052505682407784, "net": 0.0032746316817653387 }, "60/40 monthly": { "equity": 1.9708015926874813, "drawdown": 0.0, "net": 0.0038607823782992323 }, "SPY buy & hold": { "equity": 2.1501785592571556, "drawdown": 0.0, "net": 0.008325215376703055 }, "BIL reserve": { "equity": 1.0056774933447632, "drawdown": -0.004254292073304078, "net": -0.00021840999820343932 } }, { "date": "2017-06-20", "Ensemble trend": { "equity": 1.498680426173974, "drawdown": -0.009799508704465665, "net": -0.004738840633579211 }, "Core + trend": { "equity": 1.7084845596802318, "drawdown": -0.004663078501728757, "net": -0.0039606211638143485 }, "60/40 monthly": { "equity": 1.964793293574625, "drawdown": -0.003048657528565868, "net": -0.003048657528565868 }, "SPY buy & hold": { "equity": 2.1356782052404393, "drawdown": -0.006743790628126245, "net": -0.006743790628126245 }, "BIL reserve": { "equity": 1.0056774933447632, "drawdown": -0.004254292073304078, "net": 0.0 } }, { "date": "2017-06-21", "Ensemble trend": { "equity": 1.4993512925126566, "drawdown": -0.009356257317074679, "net": 0.0004476380200650887 }, "Core + trend": { "equity": 1.7087132833409229, "drawdown": -0.004529827602260061, "net": 0.00013387516989538106 }, "60/40 monthly": { "equity": 1.9644294568140863, "drawdown": -0.0032332711202580633, "net": -0.00018517813641183434 }, "SPY buy & hold": { "equity": 2.135150292494732, "drawdown": -0.006989311049411473, "net": -0.00024718740136597805 }, "BIL reserve": { "equity": 1.0058971913485186, "drawdown": -0.004036763744662664, "net": 0.00021845771155204474 } }, { "date": "2017-06-22", "Ensemble trend": { "equity": 1.501404005385356, "drawdown": -0.007999999332025443, "net": 0.0013690673312851676 }, "Core + trend": { "equity": 1.7099921841697305, "drawdown": -0.003784759578885355, "net": 0.0007484584109436199 }, "60/40 monthly": { "equity": 1.964629223878, "drawdown": -0.00313190776402017, "net": 0.00010169215454425284 }, "SPY buy & hold": { "equity": 2.1341837156567816, "drawdown": -0.007438844337606998, "net": -0.0004526973306506754 }, "BIL reserve": { "equity": 1.0061170995895983, "drawdown": -0.0038190272549413207, "net": 0.0002186190029864754 } }, { "date": "2017-06-23", "Ensemble trend": { "equity": 1.5049278340974412, "drawdown": -0.005671753188945972, "net": 0.002347022320072334 }, "Core + trend": { "equity": 1.7127305883589026, "drawdown": -0.0021894072650320284, "net": 0.0016014132780974855 }, "60/40 monthly": { "equity": 1.9662528060339315, "drawdown": -0.0023080895968562443, "net": 0.0008264063957710288 }, "SPY buy & hold": { "equity": 2.1367324839614295, "drawdown": -0.0062534691539160026, "net": 0.001194259091168881 }, "BIL reserve": { "equity": 1.0058971913485186, "drawdown": -0.004036763744662775, "net": -0.00021857121916468714 } }, { "date": "2017-06-26", "Ensemble trend": { "equity": 1.5059659577993045, "drawdown": -0.004985849388737695, "net": 0.0006898162678250497 }, "Core + trend": { "equity": 1.714084800882749, "drawdown": -0.001400463802299301, "net": 0.0007906745713837093 }, "60/40 monthly": { "equity": 1.9676860837226593, "drawdown": -0.0015808333910333205, "net": 0.0007289386615645377 }, "SPY buy & hold": { "equity": 2.1381381889227495, "drawdown": -0.005599707188302383, "net": 0.0006578759727160488 }, "BIL reserve": { "equity": 1.0056774933447632, "drawdown": -0.004254292073304078, "net": -0.00021840999820343932 } }, { "date": "2017-06-27", "Ensemble trend": { "equity": 1.4994204301466671, "drawdown": -0.009310577051977131, "net": -0.00434639814979787 }, "Core + trend": { "equity": 1.7044131050943572, "drawdown": -0.007035045547356122, "net": -0.005642483839429002 }, "60/40 monthly": { "equity": 1.954318134445077, "drawdown": -0.008363834443591345, "net": -0.0067937408249040265 }, "SPY buy & hold": { "equity": 2.120912734773051, "drawdown": -0.01361088099316532, "net": -0.008056286651134337 }, "BIL reserve": { "equity": 1.0056774933447632, "drawdown": -0.004254292073304078, "net": 0.0 } }, { "date": "2017-06-28", "Ensemble trend": { "equity": 1.5070369928780378, "drawdown": -0.004278200551377398, "net": 0.005079671170430622 }, "Core + trend": { "equity": 1.713068815007694, "drawdown": -0.0019923616028577618, "net": 0.005078410795754662 }, "60/40 monthly": { "equity": 1.9640402113438362, "drawdown": -0.003430777288151554, "net": 0.0049746644251038585 }, "SPY buy & hold": { "equity": 2.1398960935096123, "drawdown": -0.0047821450471051685, "net": 0.008950560966193066 }, "BIL reserve": { "equity": 1.0061170995895983, "drawdown": -0.0038190272549412096, "net": 0.0004371244735457136 } }, { "date": "2017-06-29", "Ensemble trend": { "equity": 1.49530527377587, "drawdown": -0.012029522191284614, "net": -0.007784625830427161 }, "Core + trend": { "equity": 1.700519321433703, "drawdown": -0.009303504234803195, "net": -0.007325738151350736 }, "60/40 monthly": { "equity": 1.950753621026631, "drawdown": -0.010172496173758483, "net": -0.006764927846418356 }, "SPY buy & hold": { "equity": 2.121089221278428, "drawdown": -0.01352880106328358, "net": -0.008788684781577127 }, "BIL reserve": { "equity": 1.0058971913485186, "drawdown": -0.004036763744662664, "net": -0.00021857121916468714 } }, { "date": "2017-06-30", "Ensemble trend": { "equity": 1.4957811856393894, "drawdown": -0.01171508013089606, "net": 0.0003182707048958733 }, "Core + trend": { "equity": 1.701015062716502, "drawdown": -0.009014692960808923, "net": 0.0002915234637739239 }, "60/40 monthly": { "equity": 1.9511001980157179, "drawdown": -0.00999664032384795, "net": 0.00017766312739420087 }, "SPY buy & hold": { "equity": 2.1250438492214374, "drawdown": -0.011689591977143365, "net": 0.0018644326242089893 }, "BIL reserve": { "equity": 1.0061170995895983, "drawdown": -0.0038190272549413207, "net": 0.0002186190029864754 } }, { "date": "2017-07-03", "Ensemble trend": { "equity": 1.4921174142754634, "drawdown": -0.014135788469508137, "net": -0.002449403294479846 }, "Core + trend": { "equity": 1.6987162187981542, "drawdown": -0.01035396419725576, "net": -0.0013514541809386271 }, "60/40 monthly": { "equity": 1.9502165639125582, "drawdown": -0.010445003115129636, "net": -0.00045289017143168575 }, "SPY buy & hold": { "equity": 2.1286472056011596, "drawdown": -0.010013751445570485, "net": 0.0016956621300037167 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879206807, "net": 0.00010970352778327808 } }, { "date": "2017-07-05", "Ensemble trend": { "equity": 1.4935564042197305, "drawdown": -0.013185026369131436, "net": 0.0009643945781343533 }, "Core + trend": { "equity": 1.7009511572211227, "drawdown": -0.009051923323048494, "net": 0.0013156632039161842 }, "60/40 monthly": { "equity": 1.9535133423275721, "drawdown": -0.008772192200400042, "net": 0.0016904678567595255 }, "SPY buy & hold": { "equity": 2.1335684103821193, "drawdown": -0.007725009071234856, "net": 0.002311893097179496 }, "BIL reserve": { "equity": 1.006006830113072, "drawdown": -0.003928207741422218, "net": -0.00021927852038916562 } }, { "date": "2017-07-06", "Ensemble trend": { "equity": 1.4847787936925592, "drawdown": -0.018984524450650353, "net": -0.00587698630086686 }, "Core + trend": { "equity": 1.6907677516922448, "drawdown": -0.014984619320827286, "net": -0.005986888856652883 }, "60/40 monthly": { "equity": 1.941301948379754, "drawdown": -0.0149683481164129, "net": -0.0062509908088308475 }, "SPY buy & hold": { "equity": 2.1140582216391484, "drawdown": -0.01679876188072771, "net": -0.009144393330925205 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0002193266140047001 } }, { "date": "2017-07-07", "Ensemble trend": { "equity": 1.4862891569377312, "drawdown": -0.017986604946742313, "net": 0.0010172311536158496 }, "Core + trend": { "equity": 1.6942671311140265, "drawdown": -0.012945934498599598, "net": 0.0020696984658472584 }, "60/40 monthly": { "equity": 1.9476052709547376, "drawdown": -0.011769993397007683, "net": 0.0032469562914951844 }, "SPY buy & hold": { "equity": 2.1277680212921655, "drawdown": -0.010422640421422713, "net": 0.006485062479682835 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-10", "Ensemble trend": { "equity": 1.4903527209396683, "drawdown": -0.015301747654383302, "net": 0.00273403326867383 }, "Core + trend": { "equity": 1.6976031496538877, "drawdown": -0.01100242122263051, "net": 0.001969003871111985 }, "60/40 monthly": { "equity": 1.9498899309486366, "drawdown": -0.010610739212123632, "net": 0.0011730611063602847 }, "SPY buy & hold": { "equity": 2.1300532199165647, "drawdown": -0.009359845606284778, "net": 0.0010739886122601572 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-11", "Ensemble trend": { "equity": 1.493316637590599, "drawdown": -0.013343443754062712, "net": 0.001988735021775323 }, "Core + trend": { "equity": 1.699410969001252, "drawdown": -0.00994921337615895, "net": 0.0010649245954408304 }, "60/40 monthly": { "equity": 1.9500459138951123, "drawdown": -0.0105315922563598, "net": 7.999577001749358e-05 }, "SPY buy & hold": { "equity": 2.1284714924809953, "drawdown": -0.010095471691271785, "net": -0.0007425764862492024 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-12", "Ensemble trend": { "equity": 1.5049919771391078, "drawdown": -0.005629372925440745, "net": 0.007818395144479462 }, "Core + trend": { "equity": 1.7107927519366686, "drawdown": -0.0033183610667770758, "net": 0.0066974870369971296 }, "60/40 monthly": { "equity": 1.9611285725363952, "drawdown": -0.004908165381526608, "net": 0.005683280871651819 }, "SPY buy & hold": { "equity": 2.1444666454354535, "drawdown": -0.0026564834799930326, "net": 0.00751485420921183 }, "BIL reserve": { "equity": 1.0060068301130722, "drawdown": -0.003928207741422107, "net": -0.00021927852038916562 } }, { "date": "2017-07-13", "Ensemble trend": { "equity": 1.5072067217768652, "drawdown": -0.004166058138578288, "net": 0.0014715989662401618 }, "Core + trend": { "equity": 1.7125301087589497, "drawdown": -0.002306203607562396, "net": 0.0010155273456204927 }, "60/40 monthly": { "equity": 1.9623058851470838, "drawdown": -0.004310787839790775, "net": 0.000600324031364341 }, "SPY buy & hold": { "equity": 2.1480693831070066, "drawdown": -0.000980930695764104, "net": 0.0016800157182306208 }, "BIL reserve": { "equity": 1.0060068301130722, "drawdown": -0.003928207741422107, "net": 0.0 } }, { "date": "2017-07-14", "Ensemble trend": { "equity": 1.5157814116681623, "drawdown": 0.0, "net": 0.005689126625701535 }, "Core + trend": { "equity": 1.720206870261727, "drawdown": 0.0, "net": 0.004482701625807106 }, "60/40 monthly": { "equity": 1.9689238982303061, "drawdown": -0.0009527567179477003, "net": 0.003372569553663718 }, "SPY buy & hold": { "equity": 2.1580885885283876, "drawdown": 0.0, "net": 0.004664283891467891 }, "BIL reserve": { "equity": 1.0064474875445282, "drawdown": -0.0034919021176590403, "net": 0.0004380262819949632 } }, { "date": "2017-07-17", "Ensemble trend": { "equity": 1.5149053697523425, "drawdown": -0.000577947393388123, "net": -0.000577947393388123 }, "Core + trend": { "equity": 1.720053511829749, "drawdown": -8.915115654350991e-05, "net": -8.915115654350991e-05 }, "60/40 monthly": { "equity": 1.9697322954023426, "drawdown": -0.0005425697285339481, "net": 0.0004105781705239231 }, "SPY buy & hold": { "equity": 2.1578247094940557, "drawdown": -0.00012227442178913694, "net": -0.00012227442178913694 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": -0.00021860391373074162 } }, { "date": "2017-07-18", "Ensemble trend": { "equity": 1.5183104102605316, "drawdown": 0.0, "net": 0.0022476918863558737 }, "Core + trend": { "equity": 1.7235198714431512, "drawdown": 0.0, "net": 0.0020152626587266464 }, "60/40 monthly": { "equity": 1.973222306098124, "drawdown": 0.0, "net": 0.0017718198071523528 }, "SPY buy & hold": { "equity": 2.1589671541292135, "drawdown": 0.0, "net": 0.0005294427439499483 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-19", "Ensemble trend": { "equity": 1.5239845512882981, "drawdown": 0.0, "net": 0.0037371416209897035 }, "Core + trend": { "equity": 1.7294552524398064, "drawdown": 0.0, "net": 0.003443755476799426 }, "60/40 monthly": { "equity": 1.9796591534773074, "drawdown": 0.0, "net": 0.0032620994397289937 }, "SPY buy & hold": { "equity": 2.1706556341921623, "drawdown": 0.0, "net": 0.005413922134291704 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-20", "Ensemble trend": { "equity": 1.525549084163335, "drawdown": 0.0, "net": 0.0010266067813575752 }, "Core + trend": { "equity": 1.7305801962879315, "drawdown": 0.0, "net": 0.0006504613788289593 }, "60/40 monthly": { "equity": 1.980411468243919, "drawdown": 0.0, "net": 0.00038002237167433783 }, "SPY buy & hold": { "equity": 2.17162267506124, "drawdown": 0.0, "net": 0.0004455063501758172 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-21", "Ensemble trend": { "equity": 1.5252260635888193, "drawdown": -0.00021174053189698672, "net": -0.00021174053189698672 }, "Core + trend": { "equity": 1.7306225997002134, "drawdown": 0.0, "net": 2.4502425471473188e-05 }, "60/40 monthly": { "equity": 1.980740080514591, "drawdown": 0.0, "net": 0.00016593131071074296 }, "SPY buy & hold": { "equity": 2.1696890573542125, "drawdown": -0.0008904022458565697, "net": -0.0008904022458565697 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-24", "Ensemble trend": { "equity": 1.5246581576641072, "drawdown": -0.0005840038242468371, "net": -0.00037234213227099744 }, "Core + trend": { "equity": 1.7300322449344552, "drawdown": -0.000341122764640156, "net": -0.000341122764640156 }, "60/40 monthly": { "equity": 1.9799364699319748, "drawdown": -0.0004057122842727745, "net": -0.0004057122842727745 }, "SPY buy & hold": { "equity": 2.169162227347802, "drawdown": -0.0011329996420158528, "net": -0.00024281359793221213 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-25", "Ensemble trend": { "equity": 1.5229124792535775, "drawdown": -0.0017282989692878337, "net": -0.001144963808283661 }, "Core + trend": { "equity": 1.7282839209532468, "drawdown": -0.0013513510960575514, "net": -0.0010105730608938046 }, "60/40 monthly": { "equity": 1.9784392610219685, "drawdown": -0.0011615958677549942, "net": -0.0007561903792082658 }, "SPY buy & hold": { "equity": 2.1744347036920497, "drawdown": 0.0, "net": 0.0024306510033111905 }, "BIL reserve": { "equity": 1.0062274741847863, "drawdown": -0.0037097426879204587, "net": 0.0 } }, { "date": "2017-07-26", "Ensemble trend": { "equity": 1.5290855308084057, "drawdown": 0.0, "net": 0.00405345129081458 }, "Core + trend": { "equity": 1.732879283560344, "drawdown": 0.0, "net": 0.002658916484371776 }, "60/40 monthly": { "equity": 1.980981705226773, "drawdown": 0.0, "net": 0.001285075693196358 }, "SPY buy & hold": { "equity": 2.1745228696062173, "drawdown": 0.0, "net": 4.05465908071001e-05 }, "BIL reserve": { "equity": 1.0064474875445282, "drawdown": -0.0034919021176590403, "net": 0.00021865171185075916 } }, { "date": "2017-07-27", "Ensemble trend": { "equity": 1.5258952882657317, "drawdown": -0.0020863728538372817, "net": -0.0020863728538372817 }, "Core + trend": { "equity": 1.7300367534051213, "drawdown": -0.0016403509362651336, "net": -0.0016403509362651336 }, "60/40 monthly": { "equity": 1.9786216491003543, "drawdown": -0.0011913568510963923, "net": -0.0011913568510963923 }, "SPY buy & hold": { "equity": 2.1725018593702345, "drawdown": -0.0009294039921265984, "net": -0.0009294039921265984 }, "BIL reserve": { "equity": 1.006667711141594, "drawdown": -0.0032738533863174712, "net": 0.00021881280423596827 } }, { "date": "2017-07-28", "Ensemble trend": { "equity": 1.5270835395180635, "drawdown": -0.001309273582154491, "net": 0.0007787239802556911 }, "Core + trend": { "equity": 1.7306773996868952, "drawdown": -0.0012706504684647513, "net": 0.00037030790271530556 }, "60/40 monthly": { "equity": 1.9785382123535953, "drawdown": -0.001233475739190637, "net": -4.216912657206695e-05 }, "SPY buy & hold": { "equity": 2.1699527817115025, "drawdown": -0.0021016508764252206, "net": -0.001173337388751916 }, "BIL reserve": { "equity": 1.0064474875445282, "drawdown": -0.0034919021176590403, "net": -0.00021876493566697075 } }, { "date": "2017-07-31", "Ensemble trend": { "equity": 1.5280056923289405, "drawdown": -0.000706198873580477, "net": 0.0006038653335023181 }, "Core + trend": { "equity": 1.7309873751561682, "drawdown": -0.0010917716093233887, "net": 0.00017910644082430593 }, "60/40 monthly": { "equity": 1.9780806452665254, "drawdown": -0.001464455705266321, "net": -0.00023126522612149092 }, "SPY buy & hold": { "equity": 2.1687223258392203, "drawdown": -0.0026675018451507437, "net": -0.0005670426945013629 }, "BIL reserve": { "equity": 1.0064474875445282, "drawdown": -0.0034919021176590403, "net": 0.0 } }, { "date": "2017-08-01", "Ensemble trend": { "equity": 1.5325059390094562, "drawdown": 0.0, "net": 0.0029451766463359785 }, "Core + trend": { "equity": 1.735446185531167, "drawdown": 0.0, "net": 0.002575876889105766 }, "60/40 monthly": { "equity": 1.98268954865017, "drawdown": 0.0, "net": 0.002329987604233308 }, "SPY buy & hold": { "equity": 2.1735564474453093, "drawdown": -0.0004444295226395667, "net": 0.002229018232760005 }, "BIL reserve": { "equity": 1.006711755861007, "drawdown": -0.003230243640049313, "net": 0.0002625753650831175 } }, { "date": "2017-08-02", "Ensemble trend": { "equity": 1.5324516632811367, "drawdown": -3.54163249471906e-05, "net": -3.54163249471906e-05 }, "Core + trend": { "equity": 1.735343871248078, "drawdown": -5.895560688762291e-05, "net": -5.895560688762291e-05 }, "60/40 monthly": { "equity": 1.9825356606191455, "drawdown": -7.76157977577796e-05, "net": -7.76157977577796e-05 }, "SPY buy & hold": { "equity": 2.1746110355203836, "drawdown": 0.0, "net": 0.000485190102292421 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.00021938187147663157 } }, { "date": "2017-08-03", "Ensemble trend": { "equity": 1.5325983169076927, "drawdown": 0.0, "net": 9.569869645464912e-05 }, "Core + trend": { "equity": 1.7355659232493712, "drawdown": 0.0, "net": 0.00012795850146596344 }, "60/40 monthly": { "equity": 1.9829305075052985, "drawdown": 0.0, "net": 0.0001991625643846806 }, "SPY buy & hold": { "equity": 2.1703923738659996, "drawdown": -0.0019399614852844138, "net": -0.0019399614852844138 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-04", "Ensemble trend": { "equity": 1.532391916451862, "drawdown": -0.00013467354984908475, "net": -0.00013467354984908475 }, "Core + trend": { "equity": 1.7354145044171285, "drawdown": -8.724464465115211e-05, "net": -8.724464465115211e-05 }, "60/40 monthly": { "equity": 1.982978287365944, "drawdown": 0.0, "net": 2.409557998350742e-05 }, "SPY buy & hold": { "equity": 2.174347311163095, "drawdown": -0.00012127426605557101, "net": 0.001822222260231321 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-07", "Ensemble trend": { "equity": 1.5349502394644643, "drawdown": 0.0, "net": 0.0016694965466315104 }, "Core + trend": { "equity": 1.7380825807648737, "drawdown": 0.0, "net": 0.00153742886264574 }, "60/40 monthly": { "equity": 1.9856455690361787, "drawdown": 0.0, "net": 0.001345088691706131 }, "SPY buy & hold": { "equity": 2.1783899503432296, "drawdown": 0.0, "net": 0.0018592426147285845 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-08", "Ensemble trend": { "equity": 1.532242503188524, "drawdown": -0.001764054759771816, "net": -0.001764054759771816 }, "Core + trend": { "equity": 1.7350928487460167, "drawdown": -0.0017201323181901262, "net": -0.0017201323181901262 }, "60/40 monthly": { "equity": 1.982031626851248, "drawdown": -0.0018200338677183403, "net": -0.0018200338677183403 }, "SPY buy & hold": { "equity": 2.1730283800225605, "drawdown": -0.002461253697862764, "net": -0.002461253697862764 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-09", "Ensemble trend": { "equity": 1.5317317055971693, "drawdown": -0.0020968327080217453, "net": -0.00033336602417155525 }, "Core + trend": { "equity": 1.7352311299796108, "drawdown": -0.0016405726729095127, "net": 7.969673420893386e-05 }, "60/40 monthly": { "equity": 1.9829380638734262, "drawdown": -0.0013635389945581, "net": 0.00045732722419700167 }, "SPY buy & hold": { "equity": 2.172940368785435, "drawdown": -0.0025016556640539145, "net": -4.050165102953418e-05 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-10", "Ensemble trend": { "equity": 1.5183443936529686, "drawdown": -0.01081849129994561, "net": -0.008739984878083806 }, "Core + trend": { "equity": 1.7216348831723054, "drawdown": -0.00946312780220726, "net": -0.007835409688313533 }, "60/40 monthly": { "equity": 1.9689859941927035, "drawdown": -0.008390004290424136, "net": -0.007036059237003678 }, "SPY buy & hold": { "equity": 2.142269612725221, "drawdown": -0.01658120834257304, "net": -0.014114863206005746 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": 0.0 } }, { "date": "2017-08-11", "Ensemble trend": { "equity": 1.5199794073887154, "drawdown": -0.009753301241199885, "net": 0.0010768398411991065 }, "Core + trend": { "equity": 1.7238015662983515, "drawdown": -0.008216533911891366, "net": 0.001258503267576483 }, "60/40 monthly": { "equity": 1.971609688944713, "drawdown": -0.007068673438169859, "net": 0.0013325106220907212 }, "SPY buy & hold": { "equity": 2.145433067596361, "drawdown": -0.015129009726507214, "net": 0.0014766838181099473 }, "BIL reserve": { "equity": 1.0071520979364765, "drawdown": -0.002794250257906472, "net": 0.00021797661950206937 } }, { "date": "2017-08-14", "Ensemble trend": { "equity": 1.5265997354181162, "drawdown": -0.005440244140592743, "net": 0.004355537974540358 }, "Core + trend": { "equity": 1.731737761013945, "drawdown": -0.0036504708240827632, "net": 0.00460389111528392 }, "60/40 monthly": { "equity": 1.9814125859094813, "drawdown": -0.0021317918931282875, "net": 0.004972027181513461 }, "SPY buy & hold": { "equity": 2.166701315603237, "drawdown": -0.005365721935207679, "net": 0.00991326568425821 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": -0.00021792911605011955 } }, { "date": "2017-08-15", "Ensemble trend": { "equity": 1.5242039274338872, "drawdown": -0.007001081699121725, "net": -0.0015693753435460644 }, "Core + trend": { "equity": 1.729246826717135, "drawdown": -0.005083621541072225, "net": -0.0014384015599172573 }, "60/40 monthly": { "equity": 1.97891585288952, "drawdown": -0.0033891829698111664, "net": -0.0012600772992541476 }, "SPY buy & hold": { "equity": 2.1664369725377775, "drawdown": -0.005487069844206993, "net": -0.00012200254070815486 }, "BIL reserve": { "equity": 1.0071520979364765, "drawdown": -0.002794250257906472, "net": 0.00021797661950206937 } }, { "date": "2017-08-16", "Ensemble trend": { "equity": 1.5311033601567257, "drawdown": -0.0025061915421314973, "net": 0.004526581121237605 }, "Core + trend": { "equity": 1.7347789461638252, "drawdown": -0.0019007351190383215, "net": 0.003199149688302594 }, "60/40 monthly": { "equity": 1.9824667367685327, "drawdown": -0.0016009061824607818, "net": 0.0017943581955885968 }, "SPY buy & hold": { "equity": 2.1702163513917503, "drawdown": -0.0037521284700159363, "net": 0.0017445136423910323 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": -0.00021792911605011955 } }, { "date": "2017-08-17", "Ensemble trend": { "equity": 1.5203569478527417, "drawdown": -0.00950733856806607, "net": -0.0070187373260575114 }, "Core + trend": { "equity": 1.7219019752500657, "drawdown": -0.009309457268530608, "net": -0.0074228309850281615 }, "60/40 monthly": { "equity": 1.966624405292932, "drawdown": -0.009579334821812835, "net": -0.007991221835794371 }, "SPY buy & hold": { "equity": 2.13638043901293, "drawdown": -0.019284660821943578, "net": -0.015591031906621478 }, "BIL reserve": { "equity": 1.0071520979364765, "drawdown": -0.002794250257906472, "net": 0.00021797661950206937 } }, { "date": "2017-08-18", "Ensemble trend": { "equity": 1.5225343160257971, "drawdown": -0.008088811688774289, "net": 0.0014321427452486102 }, "Core + trend": { "equity": 1.7224305733472882, "drawdown": -0.009005330121137023, "net": 0.00030698501123782584 }, "60/40 monthly": { "equity": 1.9649330299871515, "drawdown": -0.010431136035562005, "net": -0.0008600398231755069 }, "SPY buy & hold": { "equity": 2.133041425698667, "drawdown": -0.020817450354752798, "net": -0.0015629301098664117 }, "BIL reserve": { "equity": 1.0069326101700453, "drawdown": -0.0030115704254677356, "net": -0.00021792911605011955 } }, { "date": "2017-08-21", "Ensemble trend": { "equity": 1.524406720400379, "drawdown": -0.006868964734494498, "net": 0.0012297945306540825 }, "Core + trend": { "equity": 1.7241929383565369, "drawdown": -0.007991359307119028, "net": 0.0010231849321065134 }, "60/40 monthly": { "equity": 1.9663664207712943, "drawdown": -0.009709259580622187, "net": 0.0007294858207722577 }, "SPY buy & hold": { "equity": 2.1347114737254467, "drawdown": -0.02005080707010276, "net": 0.0007829421438605433 }, "BIL reserve": { "equity": 1.0071520979364765, "drawdown": -0.002794250257906472, "net": 0.00021797661950206937 } }, { "date": "2017-08-22", "Ensemble trend": { "equity": 1.5312277087149622, "drawdown": -0.0024251800832325587, "net": 0.004474519971147561 }, "Core + trend": { "equity": 1.7327319821973552, "drawdown": -0.0030784489912808466, "net": 0.004952487422293705 }, "60/40 monthly": { "equity": 1.9771164887517447, "drawdown": -0.004295368930606225, "net": 0.0054669708895016544 }, "SPY buy & hold": { "equity": 2.1570335364221855, "drawdown": -0.009803760762704061, "net": 0.010456711818662257 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.00021939032659834545 } }, { "date": "2017-08-23", "Ensemble trend": { "equity": 1.5330062287765753, "drawdown": -0.0012664975306087012, "net": 0.001161499397830168 }, "Core + trend": { "equity": 1.7331577188885907, "drawdown": -0.002833502809812205, "net": 0.00024570256427969284 }, "60/40 monthly": { "equity": 1.9755758301195487, "drawdown": -0.005071267034588489, "net": -0.0007792452498176505 }, "SPY buy & hold": { "equity": 2.149299993656331, "drawdown": -0.013353879401764135, "net": -0.0035852677463150684 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.0 } }, { "date": "2017-08-24", "Ensemble trend": { "equity": 1.530973171332588, "drawdown": -0.0025910078578598172, "net": -0.001326189943539835 }, "Core + trend": { "equity": 1.7303044648325425, "drawdown": -0.0044751129885372, "net": -0.0016462749032891688 }, "60/40 monthly": { "equity": 1.97156852904788, "drawdown": -0.007089402161097547, "net": -0.0020284217950906624 }, "SPY buy & hold": { "equity": 2.144290468284162, "drawdown": -0.015653525234862187, "net": -0.0023307706634508873 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.0 } }, { "date": "2017-08-25", "Ensemble trend": { "equity": 1.536575432308777, "drawdown": 0.0, "net": 0.003659280960039757 }, "Core + trend": { "equity": 1.7352501956792834, "drawdown": -0.001629603286366188, "net": 0.0028583009217511 }, "60/40 monthly": { "equity": 1.9756497149005456, "drawdown": -0.00503405758384412, "net": 0.0020700197799550235 }, "SPY buy & hold": { "equity": 2.149299993656331, "drawdown": -0.013353879401764246, "net": 0.002336215846810097 }, "BIL reserve": { "equity": 1.0071520979364765, "drawdown": -0.002794250257906472, "net": -0.0002193422050402738 } }, { "date": "2017-08-28", "Ensemble trend": { "equity": 1.5384337641876227, "drawdown": 0.0, "net": 0.001209398406203377 }, "Core + trend": { "equity": 1.7367408194660454, "drawdown": -0.0007719778758946694, "net": 0.0008590252808924337 }, "60/40 monthly": { "equity": 1.9764326621491555, "drawdown": -0.004639753957447201, "net": 0.0003962986164525173 }, "SPY buy & hold": { "equity": 2.1493876955393714, "drawdown": -0.013313619445998959, "net": 4.0804858930432175e-05 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.00021939032659834545 } }, { "date": "2017-08-29", "Ensemble trend": { "equity": 1.5376929292410155, "drawdown": -0.0004815514088760686, "net": -0.0004815514088760686 }, "Core + trend": { "equity": 1.7377481357796993, "drawdown": -0.00019242180370226958, "net": 0.0005800038223111592 }, "60/40 monthly": { "equity": 1.9796242312044723, "drawdown": -0.003032433343393204, "net": 0.0016148129488238183 }, "SPY buy & hold": { "equity": 2.1518486072839367, "drawdown": -0.012183926507332243, "net": 0.0011449361833011373 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.0 } }, { "date": "2017-08-30", "Ensemble trend": { "equity": 1.5390061220750149, "drawdown": 0.0, "net": 0.0008540019980760594 }, "Core + trend": { "equity": 1.7406828016098865, "drawdown": 0.0, "net": 0.0016887751278584773 }, "60/40 monthly": { "equity": 1.9845773892438925, "drawdown": -0.0005379508855675175, "net": 0.0025020698177686818 }, "SPY buy & hold": { "equity": 2.162043525825483, "drawdown": -0.007503901913966771, "net": 0.004737748978732581 }, "BIL reserve": { "equity": 1.007373057364177, "drawdown": -0.0025754729627848194, "net": 0.0 } }, { "date": "2017-08-31", "Ensemble trend": { "equity": 1.546749300566671, "drawdown": 0.0, "net": 0.005031285048571643 }, "Core + trend": { "equity": 1.748720988480205, "drawdown": 0.0, "net": 0.004617835519995062 }, "60/40 monthly": { "equity": 1.992989415983824, "drawdown": 0.0, "net": 0.004238699274476954 }, "SPY buy & hold": { "equity": 2.1750503183207974, "drawdown": -0.0015330735536610574, "net": 0.0060159716212688785 }, "BIL reserve": { "equity": 1.0075924400119463, "drawdown": -0.0023582568757636313, "net": 0.00021777696570834948 } }, { "date": "2017-09-01", "Ensemble trend": { "equity": 1.5485889692278902, "drawdown": 0.0, "net": 0.0011893773997797563 }, "Core + trend": { "equity": 1.7495485305460692, "drawdown": 0.0, "net": 0.00047322704497476664 }, "60/40 monthly": { "equity": 1.9923430833514943, "drawdown": -0.00032430309320563566, "net": -0.00032430309320563566 }, "SPY buy & hold": { "equity": 2.1781256072777704, "drawdown": -0.00012134790899942516, "net": 0.0014138932470064702 }, "BIL reserve": { "equity": 1.0076595057183557, "drawdown": -0.002291853491230955, "net": 6.656035093799417e-05 } }, { "date": "2017-09-05", "Ensemble trend": { "equity": 1.5447455501374756, "drawdown": -0.002481884584474847, "net": -0.002481884584474847 }, "Core + trend": { "equity": 1.7461735091542812, "drawdown": -0.001929081321759396, "net": -0.001929081321759396 }, "60/40 monthly": { "equity": 1.9892467766489328, "drawdown": -0.001877902263240916, "net": -0.0015541031705006425 }, "SPY buy & hold": { "equity": 2.162482653948853, "drawdown": -0.0073023181142889415, "net": -0.007181841706763392 }, "BIL reserve": { "equity": 1.0072179022189411, "drawdown": -0.0027290958398540344, "net": -0.00043824674595793756 } }, { "date": "2017-09-06", "Ensemble trend": { "equity": 1.5467768642740027, "drawdown": -0.0011701652213053082, "net": 0.001314982999204073 }, "Core + trend": { "equity": 1.7488519171689587, "drawdown": -0.00039816750718701943, "net": 0.0015338727799019125 }, "60/40 monthly": { "equity": 1.991399166181808, "drawdown": -0.0007979218500921981, "net": 0.0010820123265455894 }, "SPY buy & hold": { "equity": 2.1698649251514204, "drawdown": -0.003913452313928367, "net": 0.003413794413142046 }, "BIL reserve": { "equity": 1.0076595057183557, "drawdown": -0.002291853491230955, "net": 0.0004384388903748704 } }, { "date": "2017-09-07", "Ensemble trend": { "equity": 1.5553216776409695, "drawdown": 0.0, "net": 0.005524270219142036 }, "Core + trend": { "equity": 1.7548513859448507, "drawdown": 0.0, "net": 0.0034305184544176637 }, "60/40 monthly": { "equity": 1.9947120347570588, "drawdown": 0.0, "net": 0.0016635884113593846 }, "SPY buy & hold": { "equity": 2.1696012007941303, "drawdown": -0.004034516202075955, "net": -0.00012153952729188067 }, "BIL reserve": { "equity": 1.0076595057183557, "drawdown": -0.002291853491230955, "net": 0.0 } }, { "date": "2017-09-08", "Ensemble trend": { "equity": 1.5529162349541121, "drawdown": -0.0015465885427031756, "net": -0.0015465885427031756 }, "Core + trend": { "equity": 1.7524689463300016, "drawdown": -0.001357630414706712, "net": -0.001357630414706712 }, "60/40 monthly": { "equity": 1.9927198530819086, "drawdown": -0.000998731466215208, "net": -0.000998731466215208 }, "SPY buy & hold": { "equity": 2.1670522778124406, "drawdown": -0.005204611106933599, "net": -0.001174834794872348 }, "BIL reserve": { "equity": 1.0074383360533312, "drawdown": -0.0025108389474324255, "net": -0.0002194884916674189 } }, { "date": "2017-09-11", "Ensemble trend": { "equity": 1.555722955713798, "drawdown": 0.0, "net": 0.0018073870930770397 }, "Core + trend": { "equity": 1.7590639413745923, "drawdown": 0.0, "net": 0.0037632592910714635 }, "60/40 monthly": { "equity": 2.000886775281585, "drawdown": 0.0, "net": 0.004098379502289751 }, "SPY buy & hold": { "equity": 2.1901662869662615, "drawdown": 0.0, "net": 0.010666105931304015 }, "BIL reserve": { "equity": 1.0074383360533312, "drawdown": -0.0025108389474324255, "net": 0.0 } }, { "date": "2017-09-12", "Ensemble trend": { "equity": 1.5573860487115128, "drawdown": 0.0, "net": 0.0010690161712960666 }, "Core + trend": { "equity": 1.760843749951045, "drawdown": 0.0, "net": 0.001011792996599148 }, "60/40 monthly": { "equity": 2.0030393047477584, "drawdown": 0.0, "net": 0.0010757877420977113 }, "SPY buy & hold": { "equity": 2.1975485581688288, "drawdown": 0.0, "net": 0.0033706441590755087 }, "BIL reserve": { "equity": 1.0078793088407734, "drawdown": -0.0020742210820493545, "net": 0.0004377169020286509 } }, { "date": "2017-09-13", "Ensemble trend": { "equity": 1.5519404964780321, "drawdown": -0.003496597544318525, "net": -0.003496597544318525 }, "Core + trend": { "equity": 1.7575239491677401, "drawdown": -0.0018853466035230193, "net": -0.0018853466035230193 }, "60/40 monthly": { "equity": 2.002001372896752, "drawdown": -0.0005181784743546469, "net": -0.0005181784743546469 }, "SPY buy & hold": { "equity": 2.1986029915668612, "drawdown": 0.0, "net": 0.0004798225705242576 }, "BIL reserve": { "equity": 1.0078793088407734, "drawdown": -0.0020742210820493545, "net": 0.0 } }, { "date": "2017-09-14", "Ensemble trend": { "equity": 1.5541472223413733, "drawdown": -0.002079655441127759, "net": 0.0014219139640656575 }, "Core + trend": { "equity": 1.7585165599773687, "drawdown": -0.0013216334349603898, "net": 0.0005647779707915745 }, "60/40 monthly": { "equity": 2.0017611962711137, "drawdown": -0.0006380845715883154, "net": -0.00011996826220472823 }, "SPY buy & hold": { "equity": 2.1978996750550737, "drawdown": -0.0003198924564757899, "net": -0.0003198924564757899 }, "BIL reserve": { "equity": 1.007659505718356, "drawdown": -0.002291853491230733, "net": -0.00021808476519902253 } }, { "date": "2017-09-15", "Ensemble trend": { "equity": 1.555349495429621, "drawdown": -0.0013076740244184482, "net": 0.0007735902178149789 }, "Core + trend": { "equity": 1.7608139975433252, "drawdown": -1.6896676789501797e-05, "net": 0.0013064634239134953 }, "60/40 monthly": { "equity": 2.0043473868248776, "drawdown": 0.0, "net": 0.0012919575814442918 }, "SPY buy & hold": { "equity": 2.200858956230247, "drawdown": 0.0, "net": 0.0013464132183826916 }, "BIL reserve": { "equity": 1.007659505718356, "drawdown": -0.002291853491230733, "net": 0.0 } }, { "date": "2017-09-18", "Ensemble trend": { "equity": 1.5531937786759553, "drawdown": -0.002691863099085756, "net": -0.0013860015128434044 }, "Core + trend": { "equity": 1.760031606257355, "drawdown": -0.0004612241680800322, "net": -0.00044433499907536866 }, "60/40 monthly": { "equity": 2.0038349619167466, "drawdown": -0.00025565673470551165, "net": -0.00025565673470551165 }, "SPY buy & hold": { "equity": 2.2055396382102765, "drawdown": 0.0, "net": 0.002126752360381623 }, "BIL reserve": { "equity": 1.007659505718356, "drawdown": -0.002291853491230733, "net": 0.0 } }, { "date": "2017-09-19", "Ensemble trend": { "equity": 1.5555336810389908, "drawdown": -0.001189408158660643, "net": 0.0015065102598017521 }, "Core + trend": { "equity": 1.7615130204959182, "drawdown": 0.0, "net": 0.000841697520258311 }, "60/40 monthly": { "equity": 2.0041681771440483, "drawdown": -8.941048942279206e-05, "net": 0.00016628875812352284 }, "SPY buy & hold": { "equity": 2.2077479623446044, "drawdown": 0.0, "net": 0.0010012625010538123 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.00043741218895543277 } }, { "date": "2017-09-20", "Ensemble trend": { "equity": 1.551114294956397, "drawdown": -0.004027102824187168, "net": -0.0028410738619571996 }, "Core + trend": { "equity": 1.7588101119980801, "drawdown": -0.0015344243649570988, "net": -0.0015344243649570988 }, "60/40 monthly": { "equity": 2.0030606615080857, "drawdown": -0.0006419672184819758, "net": -0.0005526061378443581 }, "SPY buy & hold": { "equity": 2.2085423836343643, "drawdown": 0.0, "net": 0.00035983332486755337 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-21", "Ensemble trend": { "equity": 1.5470325495769799, "drawdown": -0.006647997869955624, "net": -0.002631492335986585 }, "Core + trend": { "equity": 1.7549595726011225, "drawdown": -0.003720351662771515, "net": -0.0021892865925038363 }, "60/40 monthly": { "equity": 1.9987718861994879, "drawdown": -0.002781703741596364, "net": -0.00214111104621717 }, "SPY buy & hold": { "equity": 2.2026252133773983, "drawdown": -0.0026792196974859683, "net": -0.0026792196974859683 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-22", "Ensemble trend": { "equity": 1.5487428354431503, "drawdown": -0.00554982065976084, "net": 0.0011055267496717924 }, "Core + trend": { "equity": 1.7562642420330132, "drawdown": -0.002979698930313468, "net": 0.0007434185107506597 }, "60/40 monthly": { "equity": 2.000413080607705, "drawdown": -0.0019628863953592424, "net": 0.0008211014070935718 }, "SPY buy & hold": { "equity": 2.2030668163334473, "drawdown": -0.0024792674759116506, "net": 0.00020048937666139466 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-25", "Ensemble trend": { "equity": 1.5465929801532325, "drawdown": -0.006930246079454472, "net": -0.001388129288296236 }, "Core + trend": { "equity": 1.753842157690796, "drawdown": -0.004354701166479402, "net": -0.0013791115734460568 }, "60/40 monthly": { "equity": 2.000287137278131, "drawdown": -0.0020257214759455966, "net": -6.295866128602778e-05 }, "SPY buy & hold": { "equity": 2.198562620858794, "drawdown": -0.004518710100164469, "net": -0.0020445115151564996 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-26", "Ensemble trend": { "equity": 1.5423346317599211, "drawdown": -0.009664538194652739, "net": -0.002753373672295889 }, "Core + trend": { "equity": 1.7519782402324056, "drawdown": -0.005412835529781224, "net": -0.0010627623758596716 }, "60/40 monthly": { "equity": 2.000353955157213, "drawdown": -0.001992384999683461, "net": 3.340414375352374e-05 }, "SPY buy & hold": { "equity": 2.1998871203728547, "drawdown": -0.0039189935070508275, "net": 0.0006024388395828861 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-27", "Ensemble trend": { "equity": 1.5386503939106344, "drawdown": -0.012030193038122472, "net": -0.002388740921341115 }, "Core + trend": { "equity": 1.7506635095825265, "drawdown": -0.006159199953195471, "net": -0.000750426357866596 }, "60/40 monthly": { "equity": 2.0010254207535185, "drawdown": -0.0016573803988245706, "net": 0.0003356733914887666 }, "SPY buy & hold": { "equity": 2.2084543723972394, "drawdown": -3.985037270604064e-05, "net": 0.003894405283364044 }, "BIL reserve": { "equity": 1.0081002682684739, "drawdown": -0.0018554437869278129, "net": 0.0 } }, { "date": "2017-09-28", "Ensemble trend": { "equity": 1.540150528165281, "drawdown": -0.011066954503985316, "net": 0.0009749675823589321 }, "Core + trend": { "equity": 1.7520131952019098, "drawdown": -0.005392991810718506, "net": 0.0007709566184452843 }, "60/40 monthly": { "equity": 2.0023374652366437, "drawdown": -0.0010027810555424121, "net": 0.0006556860645132723 }, "SPY buy & hold": { "equity": 2.2111036807794457, "drawdown": 0.0, "net": 0.001199621063183054 }, "BIL reserve": { "equity": 1.0078793088407734, "drawdown": -0.0020742210820493545, "net": -0.00021918397867304318 } }, { "date": "2017-09-29", "Ensemble trend": { "equity": 1.5437705684556209, "drawdown": -0.008742521012793492, "net": 0.002350445767565601 }, "Core + trend": { "equity": 1.7562421773511923, "drawdown": -0.0029922249131272283, "net": 0.0024137844171858713 }, "60/40 monthly": { "equity": 2.0056613648242103, "drawdown": 0.0, "net": 0.0016600096863161884 }, "SPY buy & hold": { "equity": 2.2188763568370278, "drawdown": 0.0, "net": 0.0035152924420269738 }, "BIL reserve": { "equity": 1.008319650916243, "drawdown": -0.0016382276999064027, "net": 0.0004368996085217791 } }, { "date": "2017-10-02", "Ensemble trend": { "equity": 1.5429451196158583, "drawdown": -0.009272542994463007, "net": -0.0005346965777358603 }, "Core + trend": { "equity": 1.7581401948001192, "drawdown": -0.0019147321970117703, "net": 0.0010807264928516247 }, "60/40 monthly": { "equity": 2.010071083742415, "drawdown": 0.0, "net": 0.0021986358193579747 }, "SPY buy & hold": { "equity": 2.2285028372477584, "drawdown": 0.0, "net": 0.004338448323661037 }, "BIL reserve": { "equity": 1.0083641161103045, "drawdown": -0.0015942016314780538, "net": 4.4098311503759646e-05 } }, { "date": "2017-10-03", "Ensemble trend": { "equity": 1.5487115799641027, "drawdown": -0.0055698898513870665, "net": 0.003737307487436725 }, "Core + trend": { "equity": 1.763579630330226, "drawdown": 0.0, "net": 0.0030938576719845567 }, "60/40 monthly": { "equity": 2.0138031330521264, "drawdown": 0.0, "net": 0.0018566752886981508 }, "SPY buy & hold": { "equity": 2.2332726132042096, "drawdown": 0.0, "net": 0.0021403499590524344 }, "BIL reserve": { "equity": 1.0083641161103045, "drawdown": -0.0015942016314780538, "net": 0.0 } }, { "date": "2017-10-04", "Ensemble trend": { "equity": 1.548876181648144, "drawdown": -0.005464198854490343, "net": 0.0001062829813960331 }, "Core + trend": { "equity": 1.764190965462366, "drawdown": 0.0, "net": 0.00034664447333487836 }, "60/40 monthly": { "equity": 2.0150411832489916, "drawdown": 0.0, "net": 0.0006147821386039976 }, "SPY buy & hold": { "equity": 2.235922230940502, "drawdown": 0.0, "net": 0.001186428258075578 }, "BIL reserve": { "equity": 1.0081434720385904, "drawdown": -0.0018126666849795914, "net": -0.00021881388695710324 } }, { "date": "2017-10-05", "Ensemble trend": { "equity": 1.5509972005567478, "drawdown": -0.004102289320011998, "net": 0.0013693921655808516 }, "Core + trend": { "equity": 1.768642056386334, "drawdown": 0.0, "net": 0.0025230210397326758 }, "60/40 monthly": { "equity": 2.021526273690819, "drawdown": 0.0, "net": 0.0032183413896142987 }, "SPY buy & hold": { "equity": 2.2491703196219577, "drawdown": 0.0, "net": 0.0059251115705771795 }, "BIL reserve": { "equity": 1.0083641161103045, "drawdown": -0.0015942016314781648, "net": 0.0002188617769531831 } }, { "date": "2017-10-06", "Ensemble trend": { "equity": 1.549573266775499, "drawdown": -0.005016599411865497, "net": -0.0009180763064806641 }, "Core + trend": { "equity": 1.766593014093994, "drawdown": -0.001158539844137052, "net": -0.001158539844137052 }, "60/40 monthly": { "equity": 2.0191574034294857, "drawdown": -0.0011718226431993717, "net": -0.0011718226431993717 }, "SPY buy & hold": { "equity": 2.246608713122791, "drawdown": -0.0011389117475092414, "net": -0.0011389117475092414 }, "BIL reserve": { "equity": 1.0081434720385902, "drawdown": -0.0018126666849797024, "net": -0.00021881388695710324 } }, { "date": "2017-10-09", "Ensemble trend": { "equity": 1.550882960770775, "drawdown": -0.004175642863962881, "net": 0.0008451965604707734 }, "Core + trend": { "equity": 1.7666687259380174, "drawdown": -0.0011157319488085404, "net": 4.285754750488202e-05 }, "60/40 monthly": { "equity": 2.0179991890393056, "drawdown": -0.0017447632006650782, "net": -0.0005736127298510141 }, "SPY buy & hold": { "equity": 2.242899248291984, "drawdown": -0.002788170942531365, "net": -0.0016511396974203674 }, "BIL reserve": { "equity": 1.0081434720385902, "drawdown": -0.0018126666849797024, "net": 0.0 } }, { "date": "2017-10-10", "Ensemble trend": { "equity": 1.5575045245394392, "drawdown": 0.0, "net": 0.004269544469927888 }, "Core + trend": { "equity": 1.7723647863346634, "drawdown": 0.0, "net": 0.003224181371989765 }, "60/40 monthly": { "equity": 2.021552690940452, "drawdown": 0.0, "net": 0.0017609035327899036 }, "SPY buy & hold": { "equity": 2.2488171919341617, "drawdown": -0.00015700353357661623, "net": 0.0026385240650841357 }, "BIL reserve": { "equity": 1.0081434720385902, "drawdown": -0.0018126666849797024, "net": 0.0 } }, { "date": "2017-10-11", "Ensemble trend": { "equity": 1.5608974315591357, "drawdown": 0.0, "net": 0.0021784251449925573 }, "Core + trend": { "equity": 1.7756580451690582, "drawdown": 0.0, "net": 0.001858115699311158 }, "60/40 monthly": { "equity": 2.024382665755198, "drawdown": 0.0, "net": 0.0013999015842764972 }, "SPY buy & hold": { "equity": 2.2523500155825498, "drawdown": 0.0, "net": 0.0015709696906709425 }, "BIL reserve": { "equity": 1.0081434720385902, "drawdown": -0.0018126666849797024, "net": 0.0 } }, { "date": "2017-10-12", "Ensemble trend": { "equity": 1.56056135873408, "drawdown": -0.00021530743677378172, "net": -0.00021530743677378172 }, "Core + trend": { "equity": 1.774904198392628, "drawdown": -0.00042454501782107634, "net": -0.00042454501782107634 }, "60/40 monthly": { "equity": 2.0232711735878444, "drawdown": -0.0005490524030639099, "net": -0.0005490524030639099 }, "SPY buy & hold": { "equity": 2.248993214408412, "drawdown": -0.001490355029597823, "net": -0.001490355029597823 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585167027, "net": 0.0004376192843604798 } }, { "date": "2017-10-13", "Ensemble trend": { "equity": 1.56746635016587, "drawdown": 0.0, "net": 0.00442468435678256 }, "Core + trend": { "equity": 1.7808311299316628, "drawdown": 0.0, "net": 0.0033392965909948558 }, "60/40 monthly": { "equity": 2.0274314773865365, "drawdown": 0.0, "net": 0.002056226497467062 }, "SPY buy & hold": { "equity": 2.2517313074129546, "drawdown": -0.000274694503658357, "net": 0.0012174749959230624 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585167027, "net": 0.0 } }, { "date": "2017-10-16", "Ensemble trend": { "equity": 1.5655795080937727, "drawdown": -0.0012037528409446496, "net": -0.0012037528409446496 }, "Core + trend": { "equity": 1.7800142059256308, "drawdown": -0.000458731876538665, "net": -0.000458731876538665 }, "60/40 monthly": { "equity": 2.0277586771419296, "drawdown": 0.0, "net": 0.00016138634476292602 }, "SPY buy & hold": { "equity": 2.2547342075140855, "drawdown": 0.0, "net": 0.0013335961050258138 }, "BIL reserve": { "equity": 1.0083641161103043, "drawdown": -0.0015942016314782759, "net": -0.00021866181677954177 } }, { "date": "2017-10-17", "Ensemble trend": { "equity": 1.5625066350378638, "drawdown": -0.0031641605113127413, "net": -0.0019627703607659752 }, "Core + trend": { "equity": 1.7784447992446264, "drawdown": -0.0013400095309025195, "net": -0.0008816821100526839 }, "60/40 monthly": { "equity": 2.0283397595823374, "drawdown": 0.0, "net": 0.00028656390277514987 }, "SPY buy & hold": { "equity": 2.256324132832902, "drawdown": 0.0, "net": 0.0007051497748684632 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585167027, "net": 0.00021870964022685513 } }, { "date": "2017-10-18", "Ensemble trend": { "equity": 1.5624634329398637, "drawdown": -0.0031917222500355003, "net": -2.7649225309733794e-05 }, "Core + trend": { "equity": 1.7782871953370136, "drawdown": -0.0014285097289077342, "net": -8.861894824041538e-05 }, "60/40 monthly": { "equity": 2.0275660020329727, "drawdown": -0.000381473343264771, "net": -0.000381473343264771 }, "SPY buy & hold": { "equity": 2.2585321476131446, "drawdown": 0.0, "net": 0.0009785893560738668 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585167027, "net": 0.0 } }, { "date": "2017-10-19", "Ensemble trend": { "equity": 1.561676636138678, "drawdown": -0.0036936767584065944, "net": -0.0005035617375731549 }, "Core + trend": { "equity": 1.777985879590797, "drawdown": -0.001597709234212985, "net": -0.0001694415542139449 }, "60/40 monthly": { "equity": 2.0287168624180563, "drawdown": 0.0, "net": 0.0005676068665234624 }, "SPY buy & hold": { "equity": 2.259150082397528, "drawdown": 0.0, "net": 0.00027360017214550503 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585167027, "net": 0.0 } }, { "date": "2017-10-20", "Ensemble trend": { "equity": 1.5609398943073747, "drawdown": -0.004163697586110682, "net": -0.0004717633690959344 }, "Core + trend": { "equity": 1.7793111696257402, "drawdown": -0.0008535117566038641, "net": 0.0007453883915253812 }, "60/40 monthly": { "equity": 2.0318950701819163, "drawdown": 0.0, "net": 0.0015666098225615155 }, "SPY buy & hold": { "equity": 2.2708085551142525, "drawdown": 0.0, "net": 0.005160556975635666 }, "BIL reserve": { "equity": 1.0088051940164084, "drawdown": -0.0011574796855552405, "net": 0.00021866181677943075 } }, { "date": "2017-10-23", "Ensemble trend": { "equity": 1.5578169754569329, "drawdown": -0.006156033083527523, "net": -0.00200066566421353 }, "Core + trend": { "equity": 1.7753631301947934, "drawdown": -0.0030704762764784954, "net": -0.002218858341555441 }, "60/40 monthly": { "equity": 2.0277678782509234, "drawdown": -0.0020312032799130186, "net": -0.0020312032799130186 }, "SPY buy & hold": { "equity": 2.2619766506703236, "drawdown": -0.0038893214595470127, "net": -0.0038893214595470127 }, "BIL reserve": { "equity": 1.0085846550633564, "drawdown": -0.0013758406585169247, "net": -0.00021861401424205784 } }, { "date": "2017-10-24", "Ensemble trend": { "equity": 1.5569144030402018, "drawdown": -0.006731849219316022, "net": -0.000579382835693032 }, "Core + trend": { "equity": 1.77492616377388, "drawdown": -0.003315848458921189, "net": -0.00024612791235856246 }, "60/40 monthly": { "equity": 2.0275989992672887, "drawdown": -0.002114317307853386, "net": -8.32831930351885e-05 }, "SPY buy & hold": { "equity": 2.2659510772747606, "drawdown": -0.0021390961508189754, "net": 0.0017570590762991944 }, "BIL reserve": { "equity": 1.0090254176134743, "drawdown": -0.0009394309542138934, "net": 0.0004370109617524154 } }, { "date": "2017-10-25", "Ensemble trend": { "equity": 1.5527328232376771, "drawdown": -0.00939958100321181, "net": -0.0026858122671094 }, "Core + trend": { "equity": 1.7691375253315793, "drawdown": -0.00656637476936528, "net": -0.0032613404210531938 }, "60/40 monthly": { "equity": 2.0201691848605834, "drawdown": -0.005770910857263445, "net": -0.003664341129281601 }, "SPY buy & hold": { "equity": 2.2547342075140855, "drawdown": -0.007078689026410845, "net": -0.004950181790405628 }, "BIL reserve": { "equity": 1.0090254176134743, "drawdown": -0.0009394309542138934, "net": 0.0 } }, { "date": "2017-10-26", "Ensemble trend": { "equity": 1.5496288642303753, "drawdown": -0.011379820647254846, "net": -0.001999029685499698 }, "Core + trend": { "equity": 1.7675679332829162, "drawdown": -0.007447756514260662, "net": -0.0008872074817185549 }, "60/40 monthly": { "equity": 2.0207422604046092, "drawdown": -0.0054888709269363956, "net": 0.0002836770050353987 }, "SPY buy & hold": { "equity": 2.2576483229928788, "drawdown": -0.005795394812889265, "net": 0.0012924430157141842 }, "BIL reserve": { "equity": 1.0090254176134743, "drawdown": -0.0009394309542138934, "net": 0.0 } }, { "date": "2017-10-27", "Ensemble trend": { "equity": 1.5586701897202335, "drawdown": -0.0056117060788614115, "net": 0.005834510248587055 }, "Core + trend": { "equity": 1.7787359166215575, "drawdown": -0.0011765367725719011, "net": 0.006318276728351169 }, "60/40 monthly": { "equity": 2.0334128921414245, "drawdown": 0.0, "net": 0.006270285916759155 }, "SPY buy & hold": { "equity": 2.2761076359097925, "drawdown": 0.0, "net": 0.008176345593295498 }, "BIL reserve": { "equity": 1.0090254176134743, "drawdown": -0.0009394309542138934, "net": 0.0 } }, { "date": "2017-10-30", "Ensemble trend": { "equity": 1.5586180964809324, "drawdown": -0.005644940118811004, "net": -3.342159210117934e-05 }, "Core + trend": { "equity": 1.7775545916661843, "drawdown": -0.0018398927390741449, "net": -0.0006641373485147817 }, "60/40 monthly": { "equity": 2.0315437487925556, "drawdown": -0.0009192148609329376, "net": -0.0009192148609329376 }, "SPY buy & hold": { "equity": 2.267628704476618, "drawdown": -0.0037251891340301935, "net": -0.0037251891340301935 }, "BIL reserve": { "equity": 1.0088051940164084, "drawdown": -0.0011574796855554625, "net": -0.00021825376568485044 } }, { "date": "2017-10-31", "Ensemble trend": { "equity": 1.5615295640657918, "drawdown": -0.0037875046564477266, "net": 0.001867980098160693 }, "Core + trend": { "equity": 1.7802303400611301, "drawdown": -0.0003373648744312563, "net": 0.0015052974504921046 }, "60/40 monthly": { "equity": 2.03297353582007, "drawdown": -0.0002160684251844014, "net": 0.0007037933730762447 }, "SPY buy & hold": { "equity": 2.2711613734479643, "drawdown": -0.0021731232670157974, "net": 0.001557869224521724 }, "BIL reserve": { "equity": 1.009025417613474, "drawdown": -0.0009394309542140045, "net": 0.00021830141078971188 } }, { "date": "2017-11-01", "Ensemble trend": { "equity": 1.5643624357641395, "drawdown": -0.001980211186927261, "net": 0.0018141646264908662 }, "Core + trend": { "equity": 1.782906827133774, "drawdown": 0.0, "net": 0.001503449869611817 }, "60/40 monthly": { "equity": 2.035099973588103, "drawdown": 0.0, "net": 0.0010459741509498688 }, "SPY buy & hold": { "equity": 2.2741647375802216, "drawdown": -0.0008536056462874475, "net": 0.00132239134011769 }, "BIL reserve": { "equity": 1.0091358973273243, "drawdown": -0.0008300423066531781, "net": 0.00010949150727190826 } }, { "date": "2017-11-02", "Ensemble trend": { "equity": 1.5662476682920639, "drawdown": -0.0007774851904650548, "net": 0.0012051123734655445 }, "Core + trend": { "equity": 1.784730666339502, "drawdown": 0.0, "net": 0.0010229582264036363 }, "60/40 monthly": { "equity": 2.036618953419454, "drawdown": 0.0, "net": 0.0007463907675617776 }, "SPY buy & hold": { "equity": 2.2750482528464038, "drawdown": -0.0004654362766834952, "net": 0.0003885009962478758 }, "BIL reserve": { "equity": 1.00891525325561, "drawdown": -0.0010485073601548267, "net": -0.00021864653937941902 } }, { "date": "2017-11-03", "Ensemble trend": { "equity": 1.56535765337219, "drawdown": -0.00134528999200334, "net": -0.0005682466048579915 }, "Core + trend": { "equity": 1.786555415031685, "drawdown": 0.0, "net": 0.0010224224453574404 }, "60/40 monthly": { "equity": 2.0420568360863673, "drawdown": 0.0, "net": 0.002670054041176151 }, "SPY buy & hold": { "equity": 2.2826432049822687, "drawdown": 0.0, "net": 0.003338369692318821 }, "BIL reserve": { "equity": 1.00891525325561, "drawdown": -0.0010485073601548267, "net": 0.0 } }, { "date": "2017-11-06", "Ensemble trend": { "equity": 1.5712517985202392, "drawdown": 0.0, "net": 0.0037653664230354877 }, "Core + trend": { "equity": 1.7911883560774016, "drawdown": 0.0, "net": 0.0025932254923279885 }, "60/40 monthly": { "equity": 2.04496229580445, "drawdown": 0.0, "net": 0.0014228104070066472 }, "SPY buy & hold": { "equity": 2.2861766473388268, "drawdown": 0.0, "net": 0.0015479608678419243 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066534002, "net": 0.00021869435614352284 } }, { "date": "2017-11-07", "Ensemble trend": { "equity": 1.567266047562757, "drawdown": -0.002536672327908218, "net": -0.002536672327908218 }, "Core + trend": { "equity": 1.7886579825751778, "drawdown": -0.0014126786240198363, "net": -0.0014126786240198363 }, "60/40 monthly": { "equity": 2.0443813685113574, "drawdown": -0.00028407726356849405, "net": -0.00028407726356849405 }, "SPY buy & hold": { "equity": 2.284586876697052, "drawdown": -0.0006953839912700044, "net": -0.0006953839912700044 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066534002, "net": 0.0 } }, { "date": "2017-11-08", "Ensemble trend": { "equity": 1.5708340364957423, "drawdown": -0.00026587847020465016, "net": 0.002276568766696574 }, "Core + trend": { "equity": 1.7911639483987662, "drawdown": -1.3626528194254917e-05, "net": 0.001401031302798561 }, "60/40 monthly": { "equity": 2.045562244346464, "drawdown": 0.0, "net": 0.0005776201315932372 }, "SPY buy & hold": { "equity": 2.2884726733561944, "drawdown": 0.0, "net": 0.0017008749804079404 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066534002, "net": 0.0 } }, { "date": "2017-11-09", "Ensemble trend": { "equity": 1.5659738527942093, "drawdown": -0.0033590706028152617, "net": -0.0030940147645228677 }, "Core + trend": { "equity": 1.7862258617770195, "drawdown": -0.002770503885615727, "net": -0.0027569149246003954 }, "60/40 monthly": { "equity": 2.0406951379614764, "drawdown": -0.0023793489532958345, "net": -0.0023793489532958345 }, "SPY buy & hold": { "equity": 2.2801705377824817, "drawdown": -0.003627806296474967, "net": -0.003627806296474967 }, "BIL reserve": { "equity": 1.00891525325561, "drawdown": -0.0010485073601549377, "net": -0.00021864653937941902 } }, { "date": "2017-11-10", "Ensemble trend": { "equity": 1.5608478982145428, "drawdown": -0.006621408685415275, "net": -0.0032733334407341053 }, "Core + trend": { "equity": 1.7813758198830942, "drawdown": -0.00547822687715338, "net": -0.002715245589995141 }, "60/40 monthly": { "equity": 2.0363209422713147, "drawdown": -0.00451773203220307, "net": -0.002143483173352223 }, "SPY buy & hold": { "equity": 2.279463973052804, "drawdown": -0.003936555768515371, "net": -0.0003098736335593877 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066535112, "net": 0.00021869435614352284 } }, { "date": "2017-11-13", "Ensemble trend": { "equity": 1.559161420837608, "drawdown": -0.007694742302931767, "net": -0.0010804879699451986 }, "Core + trend": { "equity": 1.7806991882629877, "drawdown": -0.005855982582080088, "net": -0.00037983653564521713 }, "60/40 monthly": { "equity": 2.037119114078257, "drawdown": -0.004127535249314196, "net": 0.0003919675874139994 }, "SPY buy & hold": { "equity": 2.2815836672418373, "drawdown": -0.0030103073523940482, "net": 0.0009299090549759192 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066535112, "net": 0.0 } }, { "date": "2017-11-14", "Ensemble trend": { "equity": 1.556920177064164, "drawdown": -0.00912114879968462, "net": -0.0014374674382591213 }, "Core + trend": { "equity": 1.778606554478161, "drawdown": -0.0070242761217998995, "net": -0.0011751753460773617 }, "60/40 monthly": { "equity": 2.0353080071415355, "drawdown": -0.005012918689357271, "net": -0.0008890530377950734 }, "SPY buy & hold": { "equity": 2.276284741123339, "drawdown": -0.005325793213418861, "net": -0.0023224772313099606 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066535112, "net": 0.0 } }, { "date": "2017-11-15", "Ensemble trend": { "equity": 1.5522335232315687, "drawdown": -0.01210390041022158, "net": -0.0030102081671475878 }, "Core + trend": { "equity": 1.7745341940583994, "drawdown": -0.009297828429095989, "net": -0.0022896353381293144 }, "60/40 monthly": { "equity": 2.03183777739029, "drawdown": -0.006709386132886297, "net": -0.001705014542796257 }, "SPY buy & hold": { "equity": 2.264891075503202, "drawdown": -0.010304513629349366, "net": -0.005005378024242613 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066535112, "net": 0.0 } }, { "date": "2017-11-16", "Ensemble trend": { "equity": 1.5635772329534297, "drawdown": -0.004884363902741273, "net": 0.007307991711353212 }, "Core + trend": { "equity": 1.7847624925331242, "drawdown": -0.0035874862196790813, "net": 0.0057639342814423955 }, "60/40 monthly": { "equity": 2.0404482005225213, "drawdown": -0.002500067567279607, "net": 0.004237751275247614 }, "SPY buy & hold": { "equity": 2.284144500355792, "drawdown": -0.0018912932851651298, "net": 0.008500817130162597 }, "BIL reserve": { "equity": 1.0093564362803762, "drawdown": -0.000611681333691938, "net": 0.00021854237237639573 } }, { "date": "2017-11-17", "Ensemble trend": { "equity": 1.564551205765709, "drawdown": -0.0042644932918076695, "net": 0.0006229131454156267 }, "Core + trend": { "equity": 1.7841471071066324, "drawdown": -0.003931048874273091, "net": -0.00034479961847388996 }, "60/40 monthly": { "equity": 2.0377846879466173, "drawdown": -0.0038021607122158407, "net": -0.0013053566246974402 }, "SPY buy & hold": { "equity": 2.2774321354238536, "drawdown": -0.00482441326954941, "net": -0.002938677886137553 }, "BIL reserve": { "equity": 1.0091358973273241, "drawdown": -0.0008300423066535112, "net": -0.00021849462204337478 } }, { "date": "2017-11-20", "Ensemble trend": { "equity": 1.5647751997548496, "drawdown": -0.004121935625778783, "net": 0.00014316820588256007 }, "Core + trend": { "equity": 1.784801709540216, "drawdown": -0.0035655918125617747, "net": 0.0003668993610315141 }, "60/40 monthly": { "equity": 2.0386703805944153, "drawdown": -0.003369178215474, "net": 0.0004346350490493922 }, "SPY buy & hold": { "equity": 2.2813187054682076, "drawdown": -0.0031260884044094217, "net": 0.0017065580062305408 }, "BIL reserve": { "equity": 1.0093564362803762, "drawdown": -0.000611681333691938, "net": 0.00021854237237639573 } }, { "date": "2017-11-21", "Ensemble trend": { "equity": 1.5744155052857065, "drawdown": 0.0, "net": 0.006160824591524339 }, "Core + trend": { "equity": 1.7939410990085407, "drawdown": 0.0, "net": 0.005120674985614526 }, "60/40 monthly": { "equity": 2.0470381391672654, "drawdown": 0.0, "net": 0.004104517656459139 }, "SPY buy & hold": { "equity": 2.2962448853826487, "drawdown": 0.0, "net": 0.006542785924063876 }, "BIL reserve": { "equity": 1.0095778161827251, "drawdown": -0.00039248771641009483, "net": 0.00021932777598832054 } }, { "date": "2017-11-22", "Ensemble trend": { "equity": 1.5782649064538006, "drawdown": 0.0, "net": 0.002444971581625266 }, "Core + trend": { "equity": 1.7967283371674854, "drawdown": 0.0, "net": 0.001553695469982408 }, "60/40 monthly": { "equity": 2.048428775798144, "drawdown": 0.0, "net": 0.0006793408507006493 }, "SPY buy & hold": { "equity": 2.29421382113891, "drawdown": -0.0008845155221327561, "net": -0.0008845155221327561 }, "BIL reserve": { "equity": 1.0095778161827251, "drawdown": -0.00039248771641009483, "net": 0.0 } }, { "date": "2017-11-24", "Ensemble trend": { "equity": 1.5813973861822688, "drawdown": 0.0, "net": 0.0019847616934640655 }, "Core + trend": { "equity": 1.79944502426722, "drawdown": 0.0, "net": 0.001512018841989926 }, "60/40 monthly": { "equity": 2.0506824765403446, "drawdown": 0.0, "net": 0.001100209472170821 }, "SPY buy & hold": { "equity": 2.2995125925803657, "drawdown": 0.0, "net": 0.002309624060596649 }, "BIL reserve": { "equity": 1.0093564362803762, "drawdown": -0.000611681333691938, "net": -0.0002192796818633047 } }, { "date": "2017-11-27", "Ensemble trend": { "equity": 1.5758733383148338, "drawdown": -0.0034931434158815833, "net": -0.0034931434158815833 }, "Core + trend": { "equity": 1.796064541669163, "drawdown": -0.0018786251052230751, "net": -0.0018786251052230751 }, "60/40 monthly": { "equity": 2.0505668446192806, "drawdown": -5.638704303900788e-05, "net": -5.638704303900788e-05 }, "SPY buy & hold": { "equity": 2.2983647342487243, "drawdown": -0.0004991746230680327, "net": -0.0004991746230680327 }, "BIL reserve": { "equity": 1.0093564362803762, "drawdown": -0.000611681333691938, "net": 0.0 } }, { "date": "2017-11-28", "Ensemble trend": { "equity": 1.5845933115445523, "drawdown": 0.0, "net": 0.005533422653779541 }, "Core + trend": { "equity": 1.8065823401818752, "drawdown": 0.0, "net": 0.005856024807960214 }, "60/40 monthly": { "equity": 2.063554817723931, "drawdown": 0.0, "net": 0.006333845267581184 }, "SPY buy & hold": { "equity": 2.321680751619918, "drawdown": 0.0, "net": 0.010144611524774083 }, "BIL reserve": { "equity": 1.009798250017115, "drawdown": -0.00017423082398870804, "net": 0.00043771825378846607 } }, { "date": "2017-11-29", "Ensemble trend": { "equity": 1.576676329659361, "drawdown": -0.004996223212297979, "net": -0.004996223212297979 }, "Core + trend": { "equity": 1.8005074783142334, "drawdown": -0.0033626266196261634, "net": -0.0033626266196261634 }, "60/40 monthly": { "equity": 2.0602676335670487, "drawdown": -0.0015929715695696123, "net": -0.0015929715695696123 }, "SPY buy & hold": { "equity": 2.3202679315146475, "drawdown": -0.0006085333240950508, "net": -0.0006085333240950508 }, "BIL reserve": { "equity": 1.0095778161827251, "drawdown": -0.00039248771641009483, "net": -0.00021829492612635004 } }, { "date": "2017-11-30", "Ensemble trend": { "equity": 1.5760450406012994, "drawdown": -0.005394615060517194, "net": -0.0004003922975099883 }, "Core + trend": { "equity": 1.8037208031763605, "drawdown": -0.0015839505024868306, "net": 0.0017846773206049438 }, "60/40 monthly": { "equity": 2.069018956558574, "drawdown": 0.0, "net": 0.004247663191395024 }, "SPY buy & hold": { "equity": 2.3405818221699235, "drawdown": 0.0, "net": 0.008754976259149228 }, "BIL reserve": { "equity": 1.0095778161827251, "drawdown": -0.00039248771641009483, "net": 0.0 } }, { "date": "2017-12-01", "Ensemble trend": { "equity": 1.5737614311217412, "drawdown": -0.006835747913294443, "net": -0.001448949376907871 }, "Core + trend": { "equity": 1.8025036001614319, "drawdown": -0.0022577105564050015, "net": -0.0006748289495720483 }, "60/40 monthly": { "equity": 2.069226273771672, "drawdown": 0.0, "net": 0.0001002007315789033 }, "SPY buy & hold": { "equity": 2.3357241896533893, "drawdown": -0.0020753953015112403, "net": -0.0020753953015112403 }, "BIL reserve": { "equity": 1.0096436204651895, "drawdown": -0.00032733329835776814, "net": 6.518000040189875e-05 } }, { "date": "2017-12-04", "Ensemble trend": { "equity": 1.5714610175693373, "drawdown": -0.008287485425780616, "net": -0.0014617295270504815 }, "Core + trend": { "equity": 1.8004603675823214, "drawdown": -0.003388703887660993, "net": -0.0011335525648478173 }, "60/40 monthly": { "equity": 2.0672555505535186, "drawdown": -0.0009523961894032373, "net": -0.0009523961894032373 }, "SPY buy & hold": { "equity": 2.332897621380594, "drawdown": -0.0032830301921277227, "net": -0.0012101464228165826 }, "BIL reserve": { "equity": 1.0097539950603778, "drawdown": -0.00021804873133690617, "net": 0.00010932035121191674 } }, { "date": "2017-12-05", "Ensemble trend": { "equity": 1.5681522059755877, "drawdown": -0.010375599498737564, "net": -0.0021055639031170026 }, "Core + trend": { "equity": 1.796745299873093, "drawdown": -0.005445110410960852, "net": -0.0020633987707360246 }, "60/40 monthly": { "equity": 2.0634195622750684, "drawdown": -0.002806223548485698, "net": -0.0018555946203279161 }, "SPY buy & hold": { "equity": 2.324507319892714, "drawdown": -0.006867737809869379, "net": -0.0035965150853533023 }, "BIL reserve": { "equity": 1.0098650003675382, "drawdown": -0.00010813968107614702, "net": 0.00010993302101658387 } }, { "date": "2017-12-06", "Ensemble trend": { "equity": 1.5643160774991678, "drawdown": -0.012796490997188159, "net": -0.002446273047859715 }, "Core + trend": { "equity": 1.795256623318539, "drawdown": -0.006269139585520445, "net": -0.0008285406699876097 }, "60/40 monthly": { "equity": 2.0653723606032344, "drawdown": -0.0018624899641415116, "net": 0.0009463893644647836 }, "SPY buy & hold": { "equity": 2.3249489228487628, "drawdown": -0.006679065509731963, "net": 0.00018997701244871656 }, "BIL reserve": { "equity": 1.0097539950603776, "drawdown": -0.0002180487313371282, "net": -0.00010992093707595796 } }, { "date": "2017-12-07", "Ensemble trend": { "equity": 1.5657132641404106, "drawdown": -0.01191475898995109, "net": 0.000893161338261228 }, "Core + trend": { "equity": 1.796705329770011, "drawdown": -0.0054672351169280375, "net": 0.0008069634350069688 }, "60/40 monthly": { "equity": 2.06778649025238, "drawdown": -0.0006958076734003837, "net": 0.001168859279418566 }, "SPY buy & hold": { "equity": 2.332279841273253, "drawdown": -0.0035469731577140173, "net": 0.003153152463886366 }, "BIL reserve": { "equity": 1.0098650003675382, "drawdown": -0.00010813968107625804, "net": 0.00010993302101658387 } }, { "date": "2017-12-08", "Ensemble trend": { "equity": 1.5731962201040237, "drawdown": -0.007192439446446541, "net": 0.0047792633140408824 }, "Core + trend": { "equity": 1.8036291131683881, "drawdown": -0.0016347037983277524, "net": 0.0038535998550544015 }, "60/40 monthly": { "equity": 2.073923341788541, "drawdown": 0.0, "net": 0.0029678361692999644 }, "SPY buy & hold": { "equity": 2.3449980064074514, "drawdown": 0.0, "net": 0.005453104258387409 }, "BIL reserve": { "equity": 1.0099753749627263, "drawdown": 0.0, "net": 0.0001092963862971974 } }, { "date": "2017-12-11", "Ensemble trend": { "equity": 1.5763649318799886, "drawdown": -0.005192739111427369, "net": 0.0020141872548837814 }, "Core + trend": { "equity": 1.806712345866428, "drawdown": 0.0, "net": 0.00170946048471321 }, "60/40 monthly": { "equity": 2.077133361950076, "drawdown": 0.0, "net": 0.0015478007778082503 }, "SPY buy & hold": { "equity": 2.352063189673101, "drawdown": 0.0, "net": 0.0030128738900181418 }, "BIL reserve": { "equity": 1.0098650003675382, "drawdown": -0.00010928444190261288, "net": -0.00010928444190261288 } }, { "date": "2017-12-12", "Ensemble trend": { "equity": 1.5759760467593324, "drawdown": -0.005438155470200878, "net": -0.0002466973939798667 }, "Core + trend": { "equity": 1.807081997407526, "drawdown": 0.0, "net": 0.00020459900102176576 }, "60/40 monthly": { "equity": 2.0786379211596095, "drawdown": 0.0, "net": 0.0007243440585447125 }, "SPY buy & hold": { "equity": 2.3562144121369997, "drawdown": 0.0, "net": 0.001764928120181919 }, "BIL reserve": { "equity": 1.0099753749627263, "drawdown": 0.0, "net": 0.0001092963862971974 } }, { "date": "2017-12-13", "Ensemble trend": { "equity": 1.582607597623989, "drawdown": -0.0012531378910263236, "net": 0.004207900797916775 }, "Core + trend": { "equity": 1.81251101763344, "drawdown": 0.0, "net": 0.003004302092380007 }, "60/40 monthly": { "equity": 2.081854889648931, "drawdown": 0.0, "net": 0.0015476329266266298 }, "SPY buy & hold": { "equity": 2.3559491410092863, "drawdown": -0.00011258361138410944, "net": -0.00011258361138410944 }, "BIL reserve": { "equity": 1.0098650003675382, "drawdown": -0.00010928444190261288, "net": -0.00010928444190261288 } }, { "date": "2017-12-14", "Ensemble trend": { "equity": 1.5760920053915095, "drawdown": -0.005364976673261523, "net": -0.004116997948361623 }, "Core + trend": { "equity": 1.8064411024577365, "drawdown": -0.00334889836070007, "net": -0.00334889836070007 }, "60/40 monthly": { "equity": 2.07642407909265, "drawdown": -0.0026086402963449995, "net": -0.0026086402963449995 }, "SPY buy & hold": { "equity": 2.346322505921513, "drawdown": -0.004198219892270094, "net": -0.004086096308364873 }, "BIL reserve": { "equity": 1.0099753749627263, "drawdown": 0.0, "net": 0.0001092963862971974 } }, { "date": "2017-12-15", "Ensemble trend": { "equity": 1.580425803935084, "drawdown": -0.0026300171653546034, "net": 0.002749711646749864 }, "Core + trend": { "equity": 1.8134586376443158, "drawdown": 0.0, "net": 0.0038847295807384885 }, "60/40 monthly": { "equity": 2.0866563069436177, "drawdown": 0.0, "net": 0.00492781217189453 }, "SPY buy & hold": { "equity": 2.365861000563243, "drawdown": 0.0, "net": 0.008327284332149576 }, "BIL reserve": { "equity": 1.0100854342019283, "drawdown": 0.0, "net": 0.00010897220063998958 } }, { "date": "2017-12-18", "Ensemble trend": { "equity": 1.5913704327555636, "drawdown": 0.0, "net": 0.0069251139744925805 }, "Core + trend": { "equity": 1.822310633061015, "drawdown": 0.0, "net": 0.004881277815190765 }, "60/40 monthly": { "equity": 2.092758859295573, "drawdown": 0.0, "net": 0.002924560375203278 }, "SPY buy & hold": { "equity": 2.380864054967757, "drawdown": 0.0, "net": 0.006341477542823437 }, "BIL reserve": { "equity": 1.010196439509089, "drawdown": 0.0, "net": 0.00010989694871543776 } }, { "date": "2017-12-19", "Ensemble trend": { "equity": 1.58549420211502, "drawdown": -0.003692559896546821, "net": -0.003692559896546821 }, "Core + trend": { "equity": 1.8152875096972731, "drawdown": -0.0038539660781898855, "net": -0.0038539660781898855 }, "60/40 monthly": { "equity": 2.084148897735074, "drawdown": -0.004114168014272224, "net": -0.004114168014272224 }, "SPY buy & hold": { "equity": 2.3717207856374793, "drawdown": -0.003840315582571474, "net": -0.003840315582571474 }, "BIL reserve": { "equity": 1.0102183041908024, "drawdown": 0.0, "net": 2.164399007797968e-05 } }, { "date": "2017-12-20", "Ensemble trend": { "equity": 1.584313655193264, "drawdown": -0.00443440283735852, "net": -0.0007445923928206533 }, "Core + trend": { "equity": 1.8134153506983526, "drawdown": -0.004881320561533897, "net": -0.0010313291910617473 }, "60/40 monthly": { "equity": 2.081067084147029, "drawdown": -0.005586776085840572, "net": -0.0014786916574885955 }, "SPY buy & hold": { "equity": 2.3704773368936354, "drawdown": -0.004362583429511346, "net": -0.0005242812524030027 }, "BIL reserve": { "equity": 1.0102183041908024, "drawdown": 0.0, "net": 0.0 } }, { "date": "2017-12-21", "Ensemble trend": { "equity": 1.5888611352689608, "drawdown": -0.001576815450980651, "net": 0.002870315521671163 }, "Core + trend": { "equity": 1.8174042902857133, "drawdown": -0.002692374552553889, "net": 0.002199683368636185 }, "60/40 monthly": { "equity": 2.0842420835892326, "drawdown": -0.004069640259082075, "net": 0.0015256593438961463 }, "SPY buy & hold": { "equity": 2.3753598724139957, "drawdown": -0.002311842434798428, "net": 0.002059726724390032 }, "BIL reserve": { "equity": 1.0102183041908024, "drawdown": 0.0, "net": 0.0 } }, { "date": "2017-12-22", "Ensemble trend": { "equity": 1.5927099980798338, "drawdown": 0.0, "net": 0.0024224035225215435 }, "Core + trend": { "equity": 1.8197582656017461, "drawdown": -0.001400621503800159, "net": 0.0012952403208330576 }, "60/40 monthly": { "equity": 2.0842238212359363, "drawdown": -0.004078366708006209, "net": -8.762107549742382e-06 }, "SPY buy & hold": { "equity": 2.3747380707035526, "drawdown": -0.0025730088416521246, "net": -0.00026177158150408886 }, "BIL reserve": { "equity": 1.010439473855827, "drawdown": 0.0, "net": 0.00021893254567562082 } }, { "date": "2017-12-26", "Ensemble trend": { "equity": 1.5926521577698165, "drawdown": -3.6315657016672276e-05, "net": -3.6315657016672276e-05 }, "Core + trend": { "equity": 1.8193953852309868, "drawdown": -0.0015997535091650805, "net": -0.00019941130512701744 }, "60/40 monthly": { "equity": 2.083027053755143, "drawdown": -0.004650227854586908, "net": -0.0005742029568033269 }, "SPY buy & hold": { "equity": 2.3718983548821537, "drawdown": -0.0037657337330520013, "net": -0.0011958016997462018 }, "BIL reserve": { "equity": 1.0103284685486664, "drawdown": -0.0001098584428189664, "net": -0.0001098584428189664 } }, { "date": "2017-12-27", "Ensemble trend": { "equity": 1.5959072568659458, "drawdown": 0.0, "net": 0.0020438229906318828 }, "Core + trend": { "equity": 1.823122338771256, "drawdown": 0.0, "net": 0.002048457180073626 }, "60/40 monthly": { "equity": 2.0871599197290704, "drawdown": -0.002675386866304752, "net": 0.0019840673535551634 }, "SPY buy & hold": { "equity": 2.3730514722332363, "drawdown": -0.003281406478550908, "net": 0.0004861579960664386 }, "BIL reserve": { "equity": 1.010549533095029, "drawdown": 0.0, "net": 0.0002188046296272006 } }, { "date": "2017-12-28", "Ensemble trend": { "equity": 1.5990839752470725, "drawdown": 0.0, "net": 0.0019905407206213255 }, "Core + trend": { "equity": 1.8258289354765307, "drawdown": 0.0, "net": 0.0014845941206003133 }, "60/40 monthly": { "equity": 2.0887401385200817, "drawdown": -0.0019202980590147245, "net": 0.000757114381161772 }, "SPY buy & hold": { "equity": 2.3779350904928935, "drawdown": -0.0012302107164632314, "net": 0.002057948728377612 }, "BIL reserve": { "equity": 1.010549533095029, "drawdown": 0.0, "net": 0.0 } }, { "date": "2017-12-29", "Ensemble trend": { "equity": 1.6000251635024694, "drawdown": 0.0, "net": 0.000588579630567132 }, "Core + trend": { "equity": 1.8250796427810212, "drawdown": -0.0004103849385616032, "net": -0.0004103849385616032 }, "60/40 monthly": { "equity": 2.0853021948545414, "drawdown": -0.003563078664276298, "net": -0.0016459413031512105 }, "SPY buy & hold": { "equity": 2.3689687716991203, "drawdown": -0.004996204316586761, "net": -0.0037706322723529695 }, "BIL reserve": { "equity": 1.0103284685486666, "drawdown": -0.00021875676463423144, "net": -0.00021875676463423144 } }, { "date": "2018-01-02", "Ensemble trend": { "equity": 1.6120095676702657, "drawdown": 0.0, "net": 0.0074901348061067186 }, "Core + trend": { "equity": 1.8350210619762468, "drawdown": 0.0, "net": 0.005447115272228187 }, "60/40 monthly": { "equity": 2.0915791717050074, "drawdown": -0.0005636997236089236, "net": 0.003010104178643447 }, "SPY buy & hold": { "equity": 2.3859243144098334, "drawdown": 0.0, "net": 0.007157351719141447 }, "BIL reserve": { "equity": 1.0104394738558273, "drawdown": -0.00010891028652970647, "net": 0.00010987051302246975 } }, { "date": "2018-01-03", "Ensemble trend": { "equity": 1.619510886284398, "drawdown": 0.0, "net": 0.004653395838694507 }, "Core + trend": { "equity": 1.8431183929383292, "drawdown": 0.0, "net": 0.004412663772568326 }, "60/40 monthly": { "equity": 2.1004631965349523, "drawdown": 0.0, "net": 0.004247520223058299 }, "SPY buy & hold": { "equity": 2.4010144519892167, "drawdown": 0.0, "net": 0.006324650571791546 }, "BIL reserve": { "equity": 1.0106601179275414, "drawdown": 0.0, "net": 0.00021836446162604162 } }, { "date": "2018-01-04", "Ensemble trend": { "equity": 1.628326776944211, "drawdown": 0.0, "net": 0.0054435513428618965 }, "Core + trend": { "equity": 1.8503641933394348, "drawdown": 0.0, "net": 0.003931272363656646 }, "60/40 monthly": { "equity": 2.1054529988757418, "drawdown": 0.0, "net": 0.0023755723732845624 }, "SPY buy & hold": { "equity": 2.4111343521652002, "drawdown": 0.0, "net": 0.004214843508167698 }, "BIL reserve": { "equity": 1.0107709129973779, "drawdown": 0.0, "net": 0.000109626439068089 } }, { "date": "2018-01-05", "Ensemble trend": { "equity": 1.6351292460396964, "drawdown": 0.0, "net": 0.004177582283730219 }, "Core + trend": { "equity": 1.8578482712195743, "drawdown": 0.0, "net": 0.004044651267614885 }, "60/40 monthly": { "equity": 2.112979434390062, "drawdown": 0.0, "net": 0.003574734519525835 }, "SPY buy & hold": { "equity": 2.4272028220377564, "drawdown": 0.0, "net": 0.006664278105501076 }, "BIL reserve": { "equity": 1.0107709129973779, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-08", "Ensemble trend": { "equity": 1.6356992436019253, "drawdown": 0.0, "net": 0.0003485948059513966 }, "Core + trend": { "equity": 1.8590368601215372, "drawdown": 0.0, "net": 0.0006397664009356596 }, "60/40 monthly": { "equity": 2.114948392445323, "drawdown": 0.0, "net": 0.0009318396682971297 }, "SPY buy & hold": { "equity": 2.43164127976939, "drawdown": 0.0, "net": 0.001828630756084415 }, "BIL reserve": { "equity": 1.0108817080672146, "drawdown": 0.0, "net": 0.00010961442242929387 } }, { "date": "2018-01-09", "Ensemble trend": { "equity": 1.6344359185309967, "drawdown": -0.0007723455738395391, "net": -0.0007723455738395391 }, "Core + trend": { "equity": 1.8579721352293992, "drawdown": -0.0005727293067596673, "net": -0.0005727293067596673 }, "60/40 monthly": { "equity": 2.1139636309513454, "drawdown": -0.0004656196328454154, "net": -0.0004656196328454154 }, "SPY buy & hold": { "equity": 2.4371454623231505, "drawdown": 0.0, "net": 0.002263566834283637 }, "BIL reserve": { "equity": 1.0108817080672146, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-10", "Ensemble trend": { "equity": 1.6319892239192457, "drawdown": -0.0022681551618926044, "net": -0.0014969657629343436 }, "Core + trend": { "equity": 1.8553350217902413, "drawdown": -0.001991266774050926, "net": -0.0014193503708451738 }, "60/40 monthly": { "equity": 2.111746868656202, "drawdown": -0.0015137597685866977, "net": -0.0010486283977109156 }, "SPY buy & hold": { "equity": 2.4334168175390856, "drawdown": -0.0015299229535979952, "net": -0.0015299229535979952 }, "BIL reserve": { "equity": 1.0108817080672146, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-11", "Ensemble trend": { "equity": 1.6407364240621765, "drawdown": 0.0, "net": 0.005359839400118194 }, "Core + trend": { "equity": 1.8647992885875062, "drawdown": 0.0, "net": 0.0051011093339534685 }, "60/40 monthly": { "equity": 2.1217333404841163, "drawdown": 0.0, "net": 0.004729009890408475 }, "SPY buy & hold": { "equity": 2.451170803142661, "drawdown": 0.0, "net": 0.007295908154991038 }, "BIL reserve": { "equity": 1.010770912997378, "drawdown": -0.00010960240842450286, "net": -0.00010960240842450286 } }, { "date": "2018-01-12", "Ensemble trend": { "equity": 1.6531868740172326, "drawdown": 0.0, "net": 0.007588330320741576 }, "Core + trend": { "equity": 1.8753832575921388, "drawdown": 0.0, "net": 0.005675661219631589 }, "60/40 monthly": { "equity": 2.1296824202355866, "drawdown": 0.0, "net": 0.0037465027295355835 }, "SPY buy & hold": { "equity": 2.46714986968471, "drawdown": 0.0, "net": 0.006518952706829895 }, "BIL reserve": { "equity": 1.011102877732239, "drawdown": 0.0, "net": 0.00032842727327464516 } }, { "date": "2018-01-16", "Ensemble trend": { "equity": 1.650822683085595, "drawdown": -0.0014300808751842586, "net": -0.0014300808751842586 }, "Core + trend": { "equity": 1.8720751035771248, "drawdown": -0.001763988241668235, "net": -0.001763988241668235 }, "60/40 monthly": { "equity": 2.125589835193322, "drawdown": -0.001921687949047457, "net": -0.001921687949047457 }, "SPY buy & hold": { "equity": 2.458717032010171, "drawdown": -0.0034180484040140513, "net": -0.0034180484040140513 }, "BIL reserve": { "equity": 1.0108817080672146, "drawdown": -0.00021874101033192428, "net": -0.00021874101033192428 } }, { "date": "2018-01-17", "Ensemble trend": { "equity": 1.6579191870519667, "drawdown": 0.0, "net": 0.00429876814698682 }, "Core + trend": { "equity": 1.881440625546303, "drawdown": 0.0, "net": 0.005002749062408274 }, "60/40 monthly": { "equity": 2.1362511753986246, "drawdown": 0.0, "net": 0.005015709065212537 }, "SPY buy & hold": { "equity": 2.4821518413499275, "drawdown": 0.0, "net": 0.009531316143605473 }, "BIL reserve": { "equity": 1.011102877732239, "drawdown": 0.0, "net": 0.00021878886842996437 } }, { "date": "2018-01-18", "Ensemble trend": { "equity": 1.6554801235157404, "drawdown": -0.0014711594842952147, "net": -0.0014711594842952147 }, "Core + trend": { "equity": 1.8780691809429426, "drawdown": -0.0017919484450281686, "net": -0.0017919484450281686 }, "60/40 monthly": { "equity": 2.1314515377688723, "drawdown": -0.002246757162746471, "net": -0.002246757162746471 }, "SPY buy & hold": { "equity": 2.4779803561934743, "drawdown": -0.0016805922534474105, "net": -0.0016805922534474105 }, "BIL reserve": { "equity": 1.011102877732239, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-19", "Ensemble trend": { "equity": 1.6624245430955509, "drawdown": 0.0, "net": 0.004194806981471233 }, "Core + trend": { "equity": 1.8839024093456502, "drawdown": 0.0, "net": 0.003105970995050722 }, "60/40 monthly": { "equity": 2.135334041762639, "drawdown": -0.00042931919548949704, "net": 0.0018215305039639418 }, "SPY buy & hold": { "equity": 2.4892541471057523, "drawdown": 0.0, "net": 0.0045495884921364915 }, "BIL reserve": { "equity": 1.0112135676834135, "drawdown": 0.0, "net": 0.00010947446952447315 } }, { "date": "2018-01-22", "Ensemble trend": { "equity": 1.670259514212909, "drawdown": 0.0, "net": 0.004712978492707354 }, "Core + trend": { "equity": 1.8930806487676373, "drawdown": 0.0, "net": 0.0048719293401058295 }, "60/40 monthly": { "equity": 2.145782429294178, "drawdown": 0.0, "net": 0.004893092756070416 }, "SPY buy & hold": { "equity": 2.509494102134761, "drawdown": 0.0, "net": 0.008130931529246155 }, "BIL reserve": { "equity": 1.0113237320412776, "drawdown": 0.0, "net": 0.00010894272128525451 } }, { "date": "2018-01-23", "Ensemble trend": { "equity": 1.6758313037362669, "drawdown": 0.0, "net": 0.0033358825236109446 }, "Core + trend": { "equity": 1.8985407437612676, "drawdown": 0.0, "net": 0.002884237920441901 }, "60/40 monthly": { "equity": 2.1509609921222577, "drawdown": 0.0, "net": 0.002413368083074019 }, "SPY buy & hold": { "equity": 2.514820560766806, "drawdown": 0.0, "net": 0.002122522873241106 }, "BIL reserve": { "equity": 1.0113237320412776, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-24", "Ensemble trend": { "equity": 1.6810506674258394, "drawdown": 0.0, "net": 0.0031144922987986767 }, "Core + trend": { "equity": 1.9005935592237846, "drawdown": 0.0, "net": 0.0010812596301990052 }, "60/40 monthly": { "equity": 2.1488769429587324, "drawdown": -0.0009688921236405967, "net": -0.0009688921236405967 }, "SPY buy & hold": { "equity": 2.513843311212931, "drawdown": -0.00038859613648822844, "net": -0.00038859613648822844 }, "BIL reserve": { "equity": 1.0114342117551278, "drawdown": 0.0, "net": 0.00010924267902545637 } }, { "date": "2018-01-25", "Ensemble trend": { "equity": 1.678240774819508, "drawdown": -0.001671509765160173, "net": -0.001671509765160173 }, "Core + trend": { "equity": 1.900166991078548, "drawdown": -0.0002244394353365653, "net": -0.0002244394353365653 }, "60/40 monthly": { "equity": 2.1512430658817205, "drawdown": 0.0, "net": 0.0011010974503409265 }, "SPY buy & hold": { "equity": 2.5149093453891433, "drawdown": 0.0, "net": 0.00042406548230644603 }, "BIL reserve": { "equity": 1.0114342117551278, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-01-26", "Ensemble trend": { "equity": 1.690444127268256, "drawdown": 0.0, "net": 0.007271514690769143 }, "Core + trend": { "equity": 1.9133024034699986, "drawdown": 0.0, "net": 0.006912767379458007 }, "60/40 monthly": { "equity": 2.164299914817051, "drawdown": 0.0, "net": 0.006069443821765219 }, "SPY buy & hold": { "equity": 2.5440272986207155, "drawdown": 0.0, "net": 0.011578132343003755 }, "BIL reserve": { "equity": 1.0116551711828283, "drawdown": 0.0, "net": 0.00021846149273230253 } }, { "date": "2018-01-29", "Ensemble trend": { "equity": 1.677371239863591, "drawdown": -0.007733404017197909, "net": -0.007733404017197909 }, "Core + trend": { "equity": 1.900660483820386, "drawdown": -0.006607381889389252, "net": -0.006607381889389252 }, "60/40 monthly": { "equity": 2.1532977838860576, "drawdown": -0.005083459485292208, "net": -0.005083459485292208 }, "SPY buy & hold": { "equity": 2.5271597671471273, "drawdown": -0.006630247828996683, "net": -0.006630247828996683 }, "BIL reserve": { "equity": 1.0114342117551278, "drawdown": -0.00021841377773224036, "net": -0.00021841377773224036 } }, { "date": "2018-01-30", "Ensemble trend": { "equity": 1.663783954342932, "drawdown": -0.015771105649263095, "net": -0.008100344871636134 }, "Core + trend": { "equity": 1.8857231218517845, "drawdown": -0.014414491701989163, "net": -0.007859037474476693 }, "60/40 monthly": { "equity": 2.1376382841877075, "drawdown": -0.012318824413758533, "net": -0.007272333541387566 }, "SPY buy & hold": { "equity": 2.5012380603196838, "drawdown": -0.01681948866045213, "net": -0.010257248933931096 }, "BIL reserve": { "equity": 1.0115450068249645, "drawdown": -0.00010889516606238381, "net": 0.00010954253726924712 } }, { "date": "2018-01-31", "Ensemble trend": { "equity": 1.667277902150724, "drawdown": -0.013704224081613647, "net": 0.002100000903766386 }, "Core + trend": { "equity": 1.8882303874299395, "drawdown": -0.013104052968620161, "net": 0.0013296043035697647 }, "60/40 monthly": { "equity": 2.138534134317466, "drawdown": -0.011904902977258325, "net": 0.0004190840594431311 }, "SPY buy & hold": { "equity": 2.5024815090635277, "drawdown": -0.016330716883310448, "net": 0.0004971333051300153 }, "BIL reserve": { "equity": 1.0116551711828285, "drawdown": 0.0, "net": 0.00010890702551114018 } }, { "date": "2018-02-01", "Ensemble trend": { "equity": 1.66428475525132, "drawdown": -0.01547485160554185, "net": -0.0017952297547654261 }, "Core + trend": { "equity": 1.8835103406519813, "drawdown": -0.01557101625126589, "net": -0.0024997197425589146 }, "60/40 monthly": { "equity": 2.1328552869963326, "drawdown": -0.014528775612587252, "net": -0.002655485937775648 }, "SPY buy & hold": { "equity": 2.4996404011487465, "drawdown": -0.017447492601999293, "net": -0.0011353162468897837 }, "BIL reserve": { "equity": 1.0116113367007395, "drawdown": -4.332946970231344e-05, "net": -4.332946970231344e-05 } }, { "date": "2018-02-02", "Ensemble trend": { "equity": 1.6344137201141755, "drawdown": -0.03314537656126215, "net": -0.017948271798376103 }, "Core + trend": { "equity": 1.8520721066469632, "drawdown": -0.03200241462718445, "net": -0.01669129886174958 }, "60/40 monthly": { "equity": 2.1009451479277383, "drawdown": -0.029272637519217604, "net": -0.014961230264024628 }, "SPY buy & hold": { "equity": 2.445223006831301, "drawdown": -0.03883774825961317, "net": -0.02177008912659495 }, "BIL reserve": { "equity": 1.0117215010586034, "drawdown": 0.0, "net": 0.00010889988463680389 } }, { "date": "2018-02-05", "Ensemble trend": { "equity": 1.583965494205362, "drawdown": -0.06298855510531576, "net": -0.030866252092700996 }, "Core + trend": { "equity": 1.8047783947146123, "drawdown": -0.056720782119212054, "net": -0.02553556730465134 }, "60/40 monthly": { "equity": 2.0531533387396586, "drawdown": -0.051354516680645945, "net": -0.022747766278057857 }, "SPY buy & hold": { "equity": 2.34295828024934, "drawdown": -0.07903571572537305, "net": -0.0418222494620164 }, "BIL reserve": { "equity": 1.0116113367007395, "drawdown": -0.00010888802674324793, "net": -0.00010888802674324793 } }, { "date": "2018-02-06", "Ensemble trend": { "equity": 1.6076242834856265, "drawdown": -0.04899294951349009, "net": 0.014936429718207744 }, "Core + trend": { "equity": 1.8264850495484282, "drawdown": -0.045375657169570816, "net": 0.01202732418416863 }, "60/40 monthly": { "equity": 2.07417062448899, "drawdown": -0.04164362328484417, "net": 0.01023658844800801 }, "SPY buy & hold": { "equity": 2.3891194780746656, "drawdown": -0.060890785499839506, "net": 0.019702099783190707 }, "BIL reserve": { "equity": 1.0117215010586034, "drawdown": 0.0, "net": 0.00010889988463680389 } }, { "date": "2018-02-07", "Ensemble trend": { "equity": 1.5895043073464121, "drawdown": -0.059712011946210786, "net": -0.011271275462402808 }, "Core + trend": { "equity": 1.8123514808978385, "drawdown": -0.052762659153656966, "net": -0.007738124467037921 }, "60/40 monthly": { "equity": 2.0649295405812014, "drawdown": -0.045913403015704346, "net": -0.004455315198606202 }, "SPY buy & hold": { "equity": 2.3761589340150286, "drawdown": -0.06598528431542361, "net": -0.005424820390347973 }, "BIL reserve": { "equity": 1.0118322961284398, "drawdown": 0.0, "net": 0.00010951143147641673 } }, { "date": "2018-02-08", "Ensemble trend": { "equity": 1.5500355146553888, "drawdown": -0.08306019131183373, "net": -0.024830881243042446 }, "Core + trend": { "equity": 1.770948030842525, "drawdown": -0.07440244279696584, "net": -0.02284515475706861 }, "60/40 monthly": { "equity": 2.018246685071818, "drawdown": -0.06748289770070026, "net": -0.022607481074750746 }, "SPY buy & hold": { "equity": 2.2870317020292092, "drawdown": -0.10101919768346845, "net": -0.03750895224639694 }, "BIL reserve": { "equity": 1.0117215010586034, "drawdown": -0.00010949944003602052, "net": -0.00010949944003602052 } }, { "date": "2018-02-09", "Ensemble trend": { "equity": 1.5625959950861033, "drawdown": -0.0756299070284886, "net": 0.008103350092276251 }, "Core + trend": { "equity": 1.7850877407953263, "drawdown": -0.06701223102116005, "net": 0.007984260241716168 }, "60/40 monthly": { "equity": 2.035102453238801, "drawdown": -0.05969480509320779, "net": 0.008351688766124798 }, "SPY buy & hold": { "equity": 2.3213865558852778, "drawdown": -0.08751507613780174, "net": 0.015021590573312205 }, "BIL reserve": { "equity": 1.0119428809609523, "drawdown": 0.0, "net": 0.00021881506137533258 } }, { "date": "2018-02-12", "Ensemble trend": { "equity": 1.582569852103545, "drawdown": -0.06381416186705613, "net": 0.012782483175596049 }, "Core + trend": { "equity": 1.803553482131295, "drawdown": -0.05736099068273848, "net": 0.010344444653315188 }, "60/40 monthly": { "equity": 2.0529917390854564, "drawdown": -0.05142918269763175, "net": 0.008790361300083482 }, "SPY buy & hold": { "equity": 2.355474746520251, "drawdown": -0.07411577391590551, "net": 0.014684409431316547 }, "BIL reserve": { "equity": 1.0119428809609523, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-02-13", "Ensemble trend": { "equity": 1.5864216004407883, "drawdown": -0.061535619633620864, "net": 0.0024338567628616747 }, "Core + trend": { "equity": 1.8078184140975022, "drawdown": -0.0551318961295344, "net": 0.002364738283872292 }, "60/40 monthly": { "equity": 2.05743933406331, "drawdown": -0.049374201801774875, "net": 0.0021663969187888377 }, "SPY buy & hold": { "equity": 2.361334067563359, "drawdown": -0.07181260639632536, "net": 0.002487532949255522 }, "BIL reserve": { "equity": 1.0119428809609523, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-02-14", "Ensemble trend": { "equity": 1.6141938177833028, "drawdown": -0.04510667241523858, "net": 0.017506202219383482 }, "Core + trend": { "equity": 1.8280499624756619, "drawdown": -0.044557745205212496, "net": 0.011191139674423312 }, "60/40 monthly": { "equity": 2.0695259378956155, "drawdown": -0.04378966901611103, "net": 0.005874585768920415 }, "SPY buy & hold": { "equity": 2.393202797316952, "drawdown": -0.05928572440458313, "net": 0.01349606995103314 }, "BIL reserve": { "equity": 1.0119428809609523, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-02-15", "Ensemble trend": { "equity": 1.6295361585774941, "drawdown": -0.0360307493801576, "net": 0.009504645988088534 }, "Core + trend": { "equity": 1.8436399050354448, "drawdown": -0.03640955988358807, "net": 0.008528181876752416 }, "60/40 monthly": { "equity": 2.0859973455341816, "drawdown": -0.036179167566750325, "net": 0.00795902449781094 }, "SPY buy & hold": { "equity": 2.423740221766618, "drawdown": -0.047282148630760856, "net": 0.012760065500467377 }, "BIL reserve": { "equity": 1.0120533606748026, "drawdown": 0.0, "net": 0.00010917583979175305 } }, { "date": "2018-02-16", "Ensemble trend": { "equity": 1.6297427890290026, "drawdown": -0.03590851496366598, "net": 0.00012680323196301302 }, "Core + trend": { "equity": 1.844611442894674, "drawdown": -0.035901779274800205, "net": 0.0005269672546008852 }, "60/40 monthly": { "equity": 2.0882553152947256, "drawdown": -0.0351358880540148, "net": 0.0010824413393324406 }, "SPY buy & hold": { "equity": 2.424450034714186, "drawdown": -0.047003137101304215, "net": 0.00029285850900739874 }, "BIL reserve": { "equity": 1.0121640506259768, "drawdown": 0.0, "net": 0.00010937165516700098 } }, { "date": "2018-02-20", "Ensemble trend": { "equity": 1.6133114404309699, "drawdown": -0.04562865201698918, "net": -0.010082172910133025 }, "Core + trend": { "equity": 1.8317138628972633, "drawdown": -0.042642783715091226, "net": -0.006992030786261982 }, "60/40 monthly": { "equity": 2.07932253202455, "drawdown": -0.03926321958002965, "net": -0.004277629849544939 }, "SPY buy & hold": { "equity": 2.4092711125124655, "drawdown": -0.05296963054653958, "net": -0.00626076924019181 }, "BIL reserve": { "equity": 1.0121640506259768, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-02-21", "Ensemble trend": { "equity": 1.6066487823793778, "drawdown": -0.049570017451148085, "net": -0.004129802767537716 }, "Core + trend": { "equity": 1.8243184450854046, "drawdown": -0.04650804714571577, "net": -0.004037430715385426 }, "60/40 monthly": { "equity": 2.0706006970717215, "drawdown": -0.043293083876154936, "net": -0.004194556072230071 }, "SPY buy & hold": { "equity": 2.3972868899444495, "drawdown": -0.05768035930896809, "net": -0.004974210874723162 }, "BIL reserve": { "equity": 1.0120533606748026, "drawdown": -0.00010935969431613568, "net": -0.00010935969431613568 } }, { "date": "2018-02-22", "Ensemble trend": { "equity": 1.611798948786961, "drawdown": -0.0465233823541894, "net": 0.003205533445807651 }, "Core + trend": { "equity": 1.8282705734102056, "drawdown": -0.04444244145911169, "net": 0.00216635880399485 }, "60/40 monthly": { "equity": 2.0733490451247065, "drawdown": -0.042023228421201986, "net": 0.0013273191962466235 }, "SPY buy & hold": { "equity": 2.400393268986944, "drawdown": -0.05645931146715488, "net": 0.0012957894424421301 }, "BIL reserve": { "equity": 1.0121640506259768, "drawdown": 0.0, "net": 0.00010937165516700098 } }, { "date": "2018-02-23", "Ensemble trend": { "equity": 1.6279253259740727, "drawdown": -0.03698365434604056, "net": 0.010005203936414242 }, "Core + trend": { "equity": 1.8472658406697284, "drawdown": -0.03451444093756706, "net": 0.01038974620922306 }, "60/40 monthly": { "equity": 2.09674774780951, "drawdown": -0.031212017588260865, "net": 0.011285462397093049 }, "SPY buy & hold": { "equity": 2.438654336871752, "drawdown": -0.041419744908434586, "net": 0.01593949973912201 }, "BIL reserve": { "equity": 1.0123852202910015, "drawdown": 0.0, "net": 0.00021851167791209214 } }, { "date": "2018-02-26", "Ensemble trend": { "equity": 1.6417834635467377, "drawdown": -0.028785727334362465, "net": 0.00851275998447476 }, "Core + trend": { "equity": 1.8616553710353154, "drawdown": -0.02699365889104377, "net": 0.007789637013138284 }, "60/40 monthly": { "equity": 2.1127443823207273, "drawdown": -0.023820881821123185, "net": 0.007629260376184721 }, "SPY buy & hold": { "equity": 2.4669727644711648, "drawdown": -0.030288406964550707, "net": 0.011612317158379737 }, "BIL reserve": { "equity": 1.0121640506259768, "drawdown": -0.00021846394098989919, "net": -0.00021846394098989919 } }, { "date": "2018-02-27", "Ensemble trend": { "equity": 1.6161733885961949, "drawdown": -0.04393563648393517, "net": -0.015598935864061803 }, "Core + trend": { "equity": 1.839366073818037, "drawdown": -0.03864330568856722, "net": -0.011972837488649968 }, "60/40 monthly": { "equity": 2.093859103272354, "drawdown": -0.03254669607592331, "net": -0.008938742995321047 }, "SPY buy & hold": { "equity": 2.4361686768004036, "drawdown": -0.04239680206214347, "net": -0.012486594142584573 }, "BIL reserve": { "equity": 1.0123852202910015, "drawdown": 0.0, "net": 0.00021851167791209214 } }, { "date": "2018-02-28", "Ensemble trend": { "equity": 1.6022300025354457, "drawdown": -0.05218399313520261, "net": -0.008627407281381116 }, "Core + trend": { "equity": 1.8270136547142555, "drawdown": -0.04509937822648857, "net": -0.006715584939620656 }, "60/40 monthly": { "equity": 2.082617689828168, "drawdown": -0.03774071441285809, "net": -0.00536875352626065 }, "SPY buy & hold": { "equity": 2.4114896453315917, "drawdown": -0.05209757511681634, "net": -0.010130263845779641 }, "BIL reserve": { "equity": 1.0124963307168242, "drawdown": 0.0, "net": 0.00010975113385280899 } }, { "date": "2018-03-01", "Ensemble trend": { "equity": 1.5856985185773533, "drawdown": -0.061963366313780854, "net": -0.010317797027849962 }, "Core + trend": { "equity": 1.811919732292139, "drawdown": -0.05298831538286375, "net": -0.008261526881952697 }, "60/40 monthly": { "equity": 2.0674191054801283, "drawdown": -0.04476311655037524, "net": -0.007297827355578268 }, "SPY buy & hold": { "equity": 2.3764254425590825, "drawdown": -0.06588052579172454, "net": -0.014540474117477609 }, "BIL reserve": { "equity": 1.0125958780898177, "drawdown": 0.0, "net": 9.831874938548424e-05 } }, { "date": "2018-03-02", "Ensemble trend": { "equity": 1.5933818330110423, "drawdown": -0.05741822086368842, "net": 0.0048453816054405685 }, "Core + trend": { "equity": 1.8175488392757218, "drawdown": -0.05004622584522789, "net": 0.0031067088035194868 }, "60/40 monthly": { "equity": 2.070950649031548, "drawdown": -0.04313139096223373, "net": 0.0017081894725932134 }, "SPY buy & hold": { "equity": 2.3886754002859396, "drawdown": -0.061065342505955966, "net": 0.005154783107214067 }, "BIL reserve": { "equity": 1.0127067782783161, "drawdown": 0.0, "net": 0.00010952067937286536 } }, { "date": "2018-03-05", "Ensemble trend": { "equity": 1.600731909518826, "drawdown": -0.05307020581295652, "net": 0.0046128783167398435 }, "Core + trend": { "equity": 1.8274873983708118, "drawdown": -0.04485177300961485, "net": 0.00546811116176138 }, "60/40 monthly": { "equity": 2.0846098416757024, "drawdown": -0.03682025425209379, "net": 0.00659561474849335 }, "SPY buy & hold": { "equity": 2.4162840149377844, "drawdown": -0.05021301609152906, "net": 0.011558127424320608 }, "BIL reserve": { "equity": 1.0127067782783161, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-06", "Ensemble trend": { "equity": 1.6116691127858882, "drawdown": -0.046600188205964344, "net": 0.006832626501679373 }, "Core + trend": { "equity": 1.8347494496424948, "drawdown": -0.041056214472442454, "net": 0.003973790067256955 }, "60/40 monthly": { "equity": 2.0877881391073694, "drawdown": -0.03535174362197835, "net": 0.001524648578417942 }, "SPY buy & hold": { "equity": 2.4224095351708614, "drawdown": -0.047805211648393575, "net": 0.002535099431692611 }, "BIL reserve": { "equity": 1.0127067782783161, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-07", "Ensemble trend": { "equity": 1.6091160698728855, "drawdown": -0.04811046758865434, "net": -0.0015840986792813316 }, "Core + trend": { "equity": 1.833279913238666, "drawdown": -0.041824277273787236, "net": -0.0008009466383080976 }, "60/40 monthly": { "equity": 2.0873159972483073, "drawdown": -0.03556989354465312, "net": -0.00022614452597868873 }, "SPY buy & hold": { "equity": 2.42152153427045, "drawdown": -0.04815426486055574, "net": -0.00036657752849744707 }, "BIL reserve": { "equity": 1.0127067782783161, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-08", "Ensemble trend": { "equity": 1.6113728543045633, "drawdown": -0.04677544302601189, "net": 0.001402499467832774 }, "Core + trend": { "equity": 1.838016656011628, "drawdown": -0.03934858772028471, "net": 0.002583753162163971 }, "60/40 monthly": { "equity": 2.0951940837828427, "drawdown": -0.0319298774449428, "net": 0.00377426635206235 }, "SPY buy & hold": { "equity": 2.433240021679624, "drawdown": -0.0435479906214673, "net": 0.00483930753591455 }, "BIL reserve": { "equity": 1.0125958780898174, "drawdown": -0.00010950868590731133, "net": -0.00010950868590731133 } }, { "date": "2018-03-09", "Ensemble trend": { "equity": 1.6302508536542906, "drawdown": -0.035607963991828195, "net": 0.011715475595419855 }, "Core + trend": { "equity": 1.8574211355423274, "drawdown": -0.029206709731992242, "net": 0.010557292539886909 }, "60/40 monthly": { "equity": 2.1159818132745025, "drawdown": -0.022325048950821103, "net": 0.009921624756656477 }, "SPY buy & hold": { "equity": 2.475583790098548, "drawdown": -0.026903606167777983, "net": 0.01740221599252445 }, "BIL reserve": { "equity": 1.0128171528735042, "drawdown": 0.0, "net": 0.00021852230339325374 } }, { "date": "2018-03-12", "Ensemble trend": { "equity": 1.6308743508416563, "drawdown": -0.03523912767401782, "net": 0.0003824547528794575 }, "Core + trend": { "equity": 1.8579536382144888, "drawdown": -0.028928393731763702, "net": 0.0002866892499346907 }, "60/40 monthly": { "equity": 2.1162136073137736, "drawdown": -0.022217950097430217, "net": 0.00010954443833899319 }, "SPY buy & hold": { "equity": 2.472476947024925, "drawdown": -0.028124836409806897, "net": -0.0012549941092880879 }, "BIL reserve": { "equity": 1.0129279479433406, "drawdown": 0.0, "net": 0.00010939296350009897 } }, { "date": "2018-03-13", "Ensemble trend": { "equity": 1.6227755721576125, "drawdown": -0.040030045370381684, "net": -0.004965912107124715 }, "Core + trend": { "equity": 1.8503254342404383, "drawdown": -0.03291532437075506, "net": -0.0041057020030818014 }, "60/40 monthly": { "equity": 2.1090510999723664, "drawdown": -0.025527337716203302, "net": -0.0033845861857484394 }, "SPY buy & hold": { "equity": 2.456497571128791, "drawdown": -0.03440597022656966, "net": -0.006462901874721871 }, "BIL reserve": { "equity": 1.0129279479433406, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-14", "Ensemble trend": { "equity": 1.6213353905269499, "drawdown": -0.04088199995878328, "net": -0.000887480471959412 }, "Core + trend": { "equity": 1.8474304603913259, "drawdown": -0.034428401364680505, "net": -0.0015645755041469034 }, "60/40 monthly": { "equity": 2.1039172204771637, "drawdown": -0.02789941168804777, "net": -0.0024342129478369667 }, "SPY buy & hold": { "equity": 2.44389077346512, "drawdown": -0.03936141927796388, "net": -0.005132021220716321 }, "BIL reserve": { "equity": 1.0129279479433406, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-15", "Ensemble trend": { "equity": 1.6166852636220364, "drawdown": -0.04363283142958019, "net": -0.002868084501259194 }, "Core + trend": { "equity": 1.84422109989713, "drawdown": -0.03610579459241858, "net": -0.0017372023266931658 }, "60/40 monthly": { "equity": 2.102188230144606, "drawdown": -0.028698279867416354, "net": -0.00082179579867947 }, "SPY buy & hold": { "equity": 2.4412281628572674, "drawdown": -0.040408031713803694, "net": -0.0010894965670160683 }, "BIL reserve": { "equity": 1.0128171528735042, "drawdown": -0.00010938099798851741, "net": -0.00010938099798851741 } }, { "date": "2018-03-16", "Ensemble trend": { "equity": 1.61521286566114, "drawdown": -0.044503843926914755, "net": -0.000910751148679223 }, "Core + trend": { "equity": 1.8436060809218726, "drawdown": -0.036427238277505714, "net": -0.0003334844044955432 }, "60/40 monthly": { "equity": 2.102654339781082, "drawdown": -0.028482917092005677, "net": 0.00022172592815050685 }, "SPY buy & hold": { "equity": 2.4438760791460927, "drawdown": -0.03936719528478405, "net": 0.00108466563228804 }, "BIL reserve": { "equity": 1.013038743013177, "drawdown": 0.0, "net": 0.0002187859269999759 } }, { "date": "2018-03-19", "Ensemble trend": { "equity": 1.6026131605137217, "drawdown": -0.05195733200390851, "net": -0.007800646846792381 }, "Core + trend": { "equity": 1.8286051498294653, "drawdown": -0.04426757290793393, "net": -0.008136733355156966 }, "60/40 monthly": { "equity": 2.084288248236461, "drawdown": -0.03696884430518199, "net": -0.008734717446013174 }, "SPY buy & hold": { "equity": 2.410809066345036, "drawdown": -0.052365095432704734, "net": -0.013530560359922394 }, "BIL reserve": { "equity": 1.013038743013177, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-03-20", "Ensemble trend": { "equity": 1.6054972411302038, "drawdown": -0.05025122378657121, "net": 0.0017996112146971832 }, "Core + trend": { "equity": 1.8305684809108096, "drawdown": -0.04324142509262596, "net": 0.00107367688509874 }, "60/40 monthly": { "equity": 2.084899270601271, "drawdown": -0.036686525592961705, "net": 0.00029315636420568225 }, "SPY buy & hold": { "equity": 2.4149098640931133, "drawdown": -0.05075316392933582, "net": 0.001701004781060611 }, "BIL reserve": { "equity": 1.0129279479433406, "drawdown": -0.00010936903509428664, "net": -0.00010936903509428664 } }, { "date": "2018-03-21", "Ensemble trend": { "equity": 1.6142375947959033, "drawdown": -0.045080775663080774, "net": 0.005444016621010794 }, "Core + trend": { "equity": 1.8342756306882901, "drawdown": -0.041303859044124036, "net": 0.002025135806793754 }, "60/40 monthly": { "equity": 2.082983776526826, "drawdown": -0.03757156655301119, "net": -0.0009187465799690431 }, "SPY buy & hold": { "equity": 2.4102749665176337, "drawdown": -0.05257503808060471, "net": -0.0019192838806927348 }, "BIL reserve": { "equity": 1.0131493278456896, "drawdown": 0.0, "net": 0.00021855444190110873 } }, { "date": "2018-03-22", "Ensemble trend": { "equity": 1.5818097644018414, "drawdown": -0.06426379973999308, "net": -0.020088635340054783 }, "Core + trend": { "equity": 1.8039542354918638, "drawdown": -0.057151534320878494, "net": -0.01653044650931146 }, "60/40 monthly": { "equity": 2.0542450400306302, "drawdown": -0.05085010355217989, "net": -0.013796908463739821 }, "SPY buy & hold": { "equity": 2.3500248556083716, "drawdown": -0.07625800364545043, "net": -0.024997193990821454 }, "BIL reserve": { "equity": 1.0132599126782018, "drawdown": 0.0, "net": 0.00010914958878505132 } }, { "date": "2018-03-23", "Ensemble trend": { "equity": 1.5659946943085303, "drawdown": -0.07361937076313485, "net": -0.00999808602097707 }, "Core + trend": { "equity": 1.783875509846486, "drawdown": -0.06764581144558313, "net": -0.011130396353931427 }, "60/40 monthly": { "equity": 2.0287114302284976, "drawdown": -0.0626477336437058, "net": -0.012429680639147067 }, "SPY buy & hold": { "equity": 2.299934706229074, "drawdown": -0.0959473164945912, "net": -0.02131473173986087 }, "BIL reserve": { "equity": 1.0133712333413485, "drawdown": 0.0, "net": 0.00010986387772171646 } }, { "date": "2018-03-26", "Ensemble trend": { "equity": 1.5981899161210655, "drawdown": -0.05457394873870958, "net": 0.020558959701170165 }, "Core + trend": { "equity": 1.8151313388607526, "drawdown": -0.0513097482296585, "net": 0.017521306190787067 }, "60/40 monthly": { "equity": 2.059970731278658, "drawdown": -0.04820458700023211, "net": 0.015408451189452554 }, "SPY buy & hold": { "equity": 2.362859028524369, "drawdown": -0.07121317848852093, "net": 0.027359177686598235 }, "BIL reserve": { "equity": 1.0132599126782016, "drawdown": -0.00010985180897615798, "net": -0.00010985180897615798 } }, { "date": "2018-03-27", "Ensemble trend": { "equity": 1.5784380128632236, "drawdown": -0.06625839481961071, "net": -0.012358921213682428 }, "Core + trend": { "equity": 1.7971680873246298, "drawdown": -0.06069835899162912, "net": -0.009896392151653943 }, "60/40 monthly": { "equity": 2.0431496637842312, "drawdown": -0.05597664639887068, "net": -0.008165682763844662 }, "SPY buy & hold": { "equity": 2.3226626414850675, "drawdown": -0.08701347554551175, "net": -0.01701175844773284 }, "BIL reserve": { "equity": 1.0134816079365367, "drawdown": 0.0, "net": 0.00021879406809754975 } }, { "date": "2018-03-28", "Ensemble trend": { "equity": 1.5715443419077202, "drawdown": -0.07033641836638338, "net": -0.004367400492971352 }, "Core + trend": { "equity": 1.79203190715628, "drawdown": -0.06338281710919313, "net": -0.0028579297643749335 }, "60/40 monthly": { "equity": 2.0393436123442656, "drawdown": -0.05773520648285402, "net": -0.0018628353602428982 }, "SPY buy & hold": { "equity": 2.315799157082706, "drawdown": -0.08971135713117029, "net": -0.002955007016418487 }, "BIL reserve": { "equity": 1.0135921927690492, "drawdown": 0.0, "net": 0.00010911380299982731 } }, { "date": "2018-03-29", "Ensemble trend": { "equity": 1.588125691861188, "drawdown": -0.06052754643385583, "net": 0.010550990838311014 }, "Core + trend": { "equity": 1.8088504075100342, "drawdown": -0.054592518030881276, "net": 0.009385156752282908 }, "60/40 monthly": { "equity": 2.056724242555369, "drawdown": -0.04970460495110052, "net": 0.008522659009446931 }, "SPY buy & hold": { "equity": 2.345389958032892, "drawdown": -0.07807987779671943, "net": 0.012777792434928825 }, "BIL reserve": { "equity": 1.013813467552736, "drawdown": 0.0, "net": 0.0002183075059825068 } }, { "date": "2018-04-02", "Ensemble trend": { "equity": 1.5714140548818794, "drawdown": -0.07041349102660266, "net": -0.01052286797257418 }, "Core + trend": { "equity": 1.7880511693843169, "drawdown": -0.06546337571025052, "net": -0.011498594930439032 }, "60/40 monthly": { "equity": 2.0306334945550435, "drawdown": -0.06175965694352803, "net": -0.012685583930254873 }, "SPY buy & hold": { "equity": 2.2947657088261915, "drawdown": -0.09797913329376051, "net": -0.021584576600285232 }, "BIL reserve": { "equity": 1.0137583853738041, "drawdown": -5.433167016899443e-05, "net": -5.433167016899443e-05 } }, { "date": "2018-04-03", "Ensemble trend": { "equity": 1.5797389379458742, "drawdown": -0.06548881890659153, "net": 0.005297701798028243 }, "Core + trend": { "equity": 1.7983951060743972, "drawdown": -0.060057049626448755, "net": 0.005785033933700223 }, "60/40 monthly": { "equity": 2.0436772155366554, "drawdown": -0.0557328947132506, "net": 0.006423473766481003 }, "SPY buy & hold": { "equity": 2.3241772390842366, "drawdown": -0.08641812124251735, "net": 0.012816790029989589 }, "BIL reserve": { "equity": 1.0136480107786159, "drawdown": -0.00016320238329392556, "net": -0.00010887662857406166 } }, { "date": "2018-04-04", "Ensemble trend": { "equity": 1.5847979622842383, "drawdown": -0.06249609985911864, "net": 0.0032024432751796006 }, "Core + trend": { "equity": 1.8068130609092519, "drawdown": -0.0556573505409369, "net": 0.004680815025809082 }, "60/40 monthly": { "equity": 2.056426944590744, "drawdown": -0.04984196944600727, "net": 0.0062386217144083655 }, "SPY buy & hold": { "equity": 2.3490442031595635, "drawdown": -0.07664347610061628, "net": 0.010699254625316179 }, "BIL reserve": { "equity": 1.013869916274275, "drawdown": 0.0, "net": 0.0002189177044689128 } }, { "date": "2018-04-05", "Ensemble trend": { "equity": 1.5870390732412734, "drawdown": -0.06117034710522162, "net": 0.0014141303878285605 }, "Core + trend": { "equity": 1.8115270719996577, "drawdown": -0.05319354184981917, "net": 0.0026090198219144156 }, "60/40 monthly": { "equity": 2.0642407837954955, "drawdown": -0.04623163838640809, "net": 0.0037997164087473223 }, "SPY buy & hold": { "equity": 2.3675827107221856, "drawdown": -0.06935640509604302, "net": 0.00789193644703956 }, "BIL reserve": { "equity": 1.0139803959881253, "drawdown": 0.0, "net": 0.00010896833220597202 } }, { "date": "2018-04-06", "Ensemble trend": { "equity": 1.5744425447840429, "drawdown": -0.06862195597772913, "net": -0.007937125600508299 }, "Core + trend": { "equity": 1.7936648912131925, "drawdown": -0.06252932732422711, "net": -0.009860289179530746 }, "60/40 monthly": { "equity": 2.039723270634855, "drawdown": -0.05755978796160821, "net": -0.011877254510765156 }, "SPY buy & hold": { "equity": 2.3148191233420676, "drawdown": -0.0900965863860489, "net": -0.022285847561381744 }, "BIL reserve": { "equity": 1.0139803959881253, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-09", "Ensemble trend": { "equity": 1.5810805245012718, "drawdown": -0.06469518927177731, "net": 0.004216082536145693 }, "Core + trend": { "equity": 1.800117540230436, "drawdown": -0.05915680816283342, "net": 0.0035974663098181647 }, "60/40 monthly": { "equity": 2.045946463989257, "drawdown": -0.054684403957849126, "net": 0.0030509988506750574 }, "SPY buy & hold": { "equity": 2.326227637958276, "drawdown": -0.08561215549083279, "net": 0.004928469140922154 }, "BIL reserve": { "equity": 1.0140909808206375, "drawdown": 0.0, "net": 0.00010906012872613502 } }, { "date": "2018-04-10", "Ensemble trend": { "equity": 1.597364723329559, "drawdown": -0.05506210021215707, "net": 0.010299411431573757 }, "Core + trend": { "equity": 1.8172947982693353, "drawdown": -0.0501790020367624, "net": 0.009542298019439732 }, "60/40 monthly": { "equity": 2.0641975439151974, "drawdown": -0.04625161707790182, "net": 0.008920604838483337 }, "SPY buy & hold": { "equity": 2.3632154044300564, "drawdown": -0.07107309512311022, "net": 0.01590032113290718 }, "BIL reserve": { "equity": 1.0139803959881253, "drawdown": -0.00010904823591151303, "net": -0.00010904823591151303 } }, { "date": "2018-04-11", "Ensemble trend": { "equity": 1.5994626958612117, "drawdown": -0.053821022499021876, "net": 0.0013133960585280935 }, "Core + trend": { "equity": 1.8158591602462104, "drawdown": -0.05092934762798784, "net": -0.0007899863161947573 }, "60/40 monthly": { "equity": 2.058396673355323, "drawdown": -0.04893186971764041, "net": -0.0028102303371952964 }, "SPY buy & hold": { "equity": 2.350827010750252, "drawdown": -0.07594269447313329, "net": -0.005242177101833834 }, "BIL reserve": { "equity": 1.0142018810091362, "drawdown": 0.0, "net": 0.00021843126542409053 } }, { "date": "2018-04-12", "Ensemble trend": { "equity": 1.5957873493749537, "drawdown": -0.05599521236248539, "net": -0.0022978632110447483 }, "Core + trend": { "equity": 1.8170881190742634, "drawdown": -0.05028702426821785, "net": 0.0006767919313115378 }, "60/40 monthly": { "equity": 2.0657722888902925, "drawdown": -0.045524016912918186, "net": 0.003583184733264577 }, "SPY buy & hold": { "equity": 2.370167828131797, "drawdown": -0.06834025349617101, "net": 0.008227239730145941 }, "BIL reserve": { "equity": 1.0142018810091362, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-13", "Ensemble trend": { "equity": 1.595832289566434, "drawdown": -0.05596862751962939, "net": 2.816176697839623e-05 }, "Core + trend": { "equity": 1.815725852204971, "drawdown": -0.050999021946588896, "net": -0.0007496977471771471 }, "60/40 monthly": { "equity": 2.062782570781456, "drawdown": -0.04690539575434782, "net": -0.0014472641175965473 }, "SPY buy & hold": { "equity": 2.3632154044300564, "drawdown": -0.07107309512311033, "net": -0.002933304392719105 }, "BIL reserve": { "equity": 1.0142018810091362, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-16", "Ensemble trend": { "equity": 1.6000264235607848, "drawdown": -0.05348754345024431, "net": 0.002628179678887399 }, "Core + trend": { "equity": 1.8224221200659232, "drawdown": -0.04749917380506785, "net": 0.0036879289088824763 }, "60/40 monthly": { "equity": 2.0727208267359103, "drawdown": -0.04231349243890814, "net": 0.004817888271515303 }, "SPY buy & hold": { "equity": 2.382645934496192, "drawdown": -0.06343539010450827, "net": 0.008222073209962932 }, "BIL reserve": { "equity": 1.014423260911485, "drawdown": 0.0, "net": 0.00021827991694167714 } }, { "date": "2018-04-17", "Ensemble trend": { "equity": 1.6059903435474296, "drawdown": -0.04995952386625335, "net": 0.0037273884348560937 }, "Core + trend": { "equity": 1.8319408477850505, "drawdown": -0.042524148580689314, "net": 0.005223119064634352 }, "60/40 monthly": { "equity": 2.08674542274646, "drawdown": -0.03583352359792835, "net": 0.006766273503719056 }, "SPY buy & hold": { "equity": 2.408135783021258, "drawdown": -0.053415903073498194, "net": 0.010698126883235792 }, "BIL reserve": { "equity": 1.014423260911485, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-18", "Ensemble trend": { "equity": 1.6114871904285444, "drawdown": -0.04670780628952542, "net": 0.0034227147773335798 }, "Core + trend": { "equity": 1.8340227757935252, "drawdown": -0.04143601530667107, "net": 0.0011364602798129564 }, "60/40 monthly": { "equity": 2.084549195036359, "drawdown": -0.03684827561776882, "net": -0.0010524655696672047 }, "SPY buy & hold": { "equity": 2.40991874528899, "drawdown": -0.05271506064594311, "net": 0.0007403910860435126 }, "BIL reserve": { "equity": 1.0143127811976347, "drawdown": -0.00010890889247838764, "net": -0.00010890889247838764 } }, { "date": "2018-04-19", "Ensemble trend": { "equity": 1.605302589275618, "drawdown": -0.0503663721380877, "net": -0.0038378220997721257 }, "Core + trend": { "equity": 1.8264068250333396, "drawdown": -0.045416541723390824, "net": -0.004152593337828359 }, "60/40 monthly": { "equity": 2.0752407821108756, "drawdown": -0.04114916426160098, "net": -0.0044654321172405975 }, "SPY buy & hold": { "equity": 2.396550008514462, "drawdown": -0.05797001085098841, "net": -0.005547380715910655 }, "BIL reserve": { "equity": 1.0145346866932938, "drawdown": 0.0, "net": 0.00021877422800220536 } }, { "date": "2018-04-20", "Ensemble trend": { "equity": 1.592483182059335, "drawdown": -0.05794982728428011, "net": -0.007985664074751098 }, "Core + trend": { "equity": 1.8132635759934177, "drawdown": -0.0522859466936062, "net": -0.007196232985869355 }, "60/40 monthly": { "equity": 2.0617630133563285, "drawdown": -0.04737647530212563, "net": -0.006494556617588132 }, "SPY buy & hold": { "equity": 2.3762279199759395, "drawdown": -0.06595816748340377, "net": -0.00847972646776507 }, "BIL reserve": { "equity": 1.0145346866932938, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-23", "Ensemble trend": { "equity": 1.5843632851839653, "drawdown": -0.06275323766879914, "net": -0.00509889019039389 }, "Core + trend": { "equity": 1.8083104303121151, "drawdown": -0.054874740640825204, "net": -0.0027316192454751587 }, "60/40 monthly": { "equity": 2.060787698451377, "drawdown": -0.04782711289549901, "net": -0.00047304898702382747 }, "SPY buy & hold": { "equity": 2.3758718534243375, "drawdown": -0.06609812924867053, "net": -0.0001498452857189303 }, "BIL reserve": { "equity": 1.0145346866932938, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-04-24", "Ensemble trend": { "equity": 1.580421900178822, "drawdown": -0.06508480541573947, "net": -0.0024876775686489827 }, "Core + trend": { "equity": 1.7981277454028552, "drawdown": -0.06019678742798873, "net": -0.005631049148736245 }, "60/40 monthly": { "equity": 2.0428316670614515, "drawdown": -0.056123574613672456, "net": -0.008713188361624602 }, "SPY buy & hold": { "equity": 2.3438747417255534, "drawdown": -0.07867547530000096, "net": -0.013467524207026016 }, "BIL reserve": { "equity": 1.014645166407144, "drawdown": 0.0, "net": 0.00010889693107518639 } }, { "date": "2018-04-25", "Ensemble trend": { "equity": 1.5739589828704053, "drawdown": -0.06890801211282249, "net": -0.004089362029016108 }, "Core + trend": { "equity": 1.7950868647296243, "drawdown": -0.061786123576689445, "net": -0.0016911371736547665 }, "60/40 monthly": { "equity": 2.044183044346728, "drawdown": -0.05549917996484177, "net": 0.000661521606046156 }, "SPY buy & hold": { "equity": 2.349668325025643, "drawdown": -0.07639814781093235, "net": 0.0024717973178995933 }, "BIL reserve": { "equity": 1.0147561717143048, "drawdown": 0.0, "net": 0.00010940308083640105 } }, { "date": "2018-04-26", "Ensemble trend": { "equity": 1.58129638874232, "drawdown": -0.06456749250998195, "net": 0.004661751641414025 }, "Core + trend": { "equity": 1.8059215383783627, "drawdown": -0.05612331061566023, "net": 0.006035737802788876 }, "60/40 monthly": { "equity": 2.0591623362864095, "drawdown": -0.048578100387500656, "net": 0.0073277644979530265 }, "SPY buy & hold": { "equity": 2.3735541726210347, "drawdown": -0.0670091575244125, "net": 0.010165625225054153 }, "BIL reserve": { "equity": 1.0148672821401274, "drawdown": 0.0, "net": 0.00010949470318077914 } }, { "date": "2018-04-27", "Ensemble trend": { "equity": 1.586572058669705, "drawdown": -0.061446614486104, "net": 0.0033362941728976026 }, "Core + trend": { "equity": 1.8100003258502995, "drawdown": -0.05399150569839284, "net": 0.0022585629470921464 }, "60/40 monthly": { "equity": 2.0616832488551604, "drawdown": -0.04741332994533953, "net": 0.0012242417823633556 }, "SPY buy & hold": { "equity": 2.3757822954167893, "drawdown": -0.06613333249023823, "net": 0.0009387284358015613 }, "BIL reserve": { "equity": 1.0149775516166537, "drawdown": 0.0, "net": 0.00010865408558013989 } }, { "date": "2018-04-30", "Ensemble trend": { "equity": 1.576369542345049, "drawdown": -0.06748202030643313, "net": -0.006430540780612559 }, "Core + trend": { "equity": 1.8004543127875445, "drawdown": -0.05898079178586235, "net": -0.005274039416689247 }, "60/40 monthly": { "equity": 2.0528335105515603, "drawdown": -0.051502291111494736, "net": -0.004292482033073752 }, "SPY buy & hold": { "equity": 2.3575115338145594, "drawdown": -0.0733151585705385, "net": -0.007690419125303327 }, "BIL reserve": { "equity": 1.0148672821401277, "drawdown": -0.00010864228115226027, "net": -0.00010864228115226027 } }, { "date": "2018-05-01", "Ensemble trend": { "equity": 1.5697203268600073, "drawdown": -0.07141543364898872, "net": -0.004218056303695317 }, "Core + trend": { "equity": 1.7971626818905992, "drawdown": -0.06070118417703674, "net": -0.0018282223956291865 }, "60/40 monthly": { "equity": 2.053808263357337, "drawdown": -0.05105191323220759, "net": 0.00047483285944349696 }, "SPY buy & hold": { "equity": 2.3617004974768037, "drawdown": -0.0716685710262478, "net": 0.0017768581837929176 }, "BIL reserve": { "equity": 1.0149449648314075, "drawdown": -3.21059172138094e-05, "net": 7.654467992712632e-05 } }, { "date": "2018-05-02", "Ensemble trend": { "equity": 1.5645650737360743, "drawdown": -0.07446507784649548, "net": -0.0032841857467981184 }, "Core + trend": { "equity": 1.7906566499139702, "drawdown": -0.06410160429088252, "net": -0.0036201686370342934 }, "60/40 monthly": { "equity": 2.0455310430584617, "drawdown": -0.054876346362851214, "net": -0.004030181612642236 }, "SPY buy & hold": { "equity": 2.345836046623172, "drawdown": -0.0779045303896686, "net": -0.006717384727903175 }, "BIL reserve": { "equity": 1.0150562854945544, "drawdown": 0.0, "net": 0.00010968147732559608 } }, { "date": "2018-05-03", "Ensemble trend": { "equity": 1.5672730880210142, "drawdown": -0.07286312351907498, "net": 0.00173084158044845 }, "Core + trend": { "equity": 1.7921075847811738, "drawdown": -0.06334326370417132, "net": 0.0008102808918020177 }, "60/40 monthly": { "equity": 2.0448296564772575, "drawdown": -0.05520041724434144, "net": -0.0003428872827837548 }, "SPY buy & hold": { "equity": 2.3406659664809917, "drawdown": -0.07993677278934064, "net": -0.0022039392521154832 }, "BIL reserve": { "equity": 1.0150562854945544, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-04", "Ensemble trend": { "equity": 1.5754767713034843, "drawdown": -0.06801014840434749, "net": 0.005234367478885726 }, "Core + trend": { "equity": 1.803482005258665, "drawdown": -0.05739834853714787, "net": 0.0063469518091907595 }, "60/40 monthly": { "equity": 2.061020581737585, "drawdown": -0.04771951076299741, "net": 0.0079179824143496 }, "SPY buy & hold": { "equity": 2.3709695192425504, "drawdown": -0.06802512672406902, "net": 0.012946551620570679 }, "BIL reserve": { "equity": 1.0152782961088758, "drawdown": 0.0, "net": 0.00021871754058744308 } }, { "date": "2018-05-07", "Ensemble trend": { "equity": 1.5752457599477971, "drawdown": -0.06814680560109287, "net": -0.00014662949012955728 }, "Core + trend": { "equity": 1.8049229658203645, "drawdown": -0.05664522108636638, "net": 0.0007989880450693931 }, "60/40 monthly": { "equity": 2.064891705376578, "drawdown": -0.04593088451370031, "net": 0.0018782556920076132 }, "SPY buy & hold": { "equity": 2.3789915346924793, "drawdown": -0.06487185260068284, "net": 0.0033834325514616737 }, "BIL reserve": { "equity": 1.0152782961088758, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-08", "Ensemble trend": { "equity": 1.5769104929300692, "drawdown": -0.06716201529929078, "net": 0.0010568084197397631 }, "Core + trend": { "equity": 1.805258918913247, "drawdown": -0.05646963300772634, "net": 0.0001861315409270592 }, "60/40 monthly": { "equity": 2.063553173320177, "drawdown": -0.04654934411222322, "net": -0.0006482335383088955 }, "SPY buy & hold": { "equity": 2.3789915346924793, "drawdown": -0.06487185260068284, "net": 0.0 }, "BIL reserve": { "equity": 1.0153885655854018, "drawdown": 0.0, "net": 0.00010861009926910192 } }, { "date": "2018-05-09", "Ensemble trend": { "equity": 1.580626805023862, "drawdown": -0.06496359179990041, "net": 0.0023567045247365748 }, "Core + trend": { "equity": 1.8115225785640205, "drawdown": -0.05319589037330874, "net": 0.003469673842987575 }, "60/40 monthly": { "equity": 2.073967963730145, "drawdown": -0.041737261304906514, "net": 0.005047018193968356 }, "SPY buy & hold": { "equity": 2.4019861331695687, "drawdown": -0.05583319232783279, "net": 0.00966569159316566 }, "BIL reserve": { "equity": 1.0153885655854018, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-10", "Ensemble trend": { "equity": 1.5959438574724214, "drawdown": -0.05590262835160742, "net": 0.009690492657644212 }, "Core + trend": { "equity": 1.8260609740437905, "drawdown": -0.04559730300238252, "net": 0.008025511606537306 }, "60/40 monthly": { "equity": 2.0875633508481872, "drawdown": -0.03545560550250759, "net": 0.006555254158116197 }, "SPY buy & hold": { "equity": 2.4244458584340425, "drawdown": -0.047004778703242045, "net": 0.009350480818486995 }, "BIL reserve": { "equity": 1.0153885655854018, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-11", "Ensemble trend": { "equity": 1.5968837213489815, "drawdown": -0.055346641991928736, "net": 0.000588907856726717 }, "Core + trend": { "equity": 1.8282158944674953, "drawdown": -0.04447101976571444, "net": 0.0011800922610667453 }, "60/40 monthly": { "equity": 2.0915758448577115, "drawdown": -0.03360166003863996, "net": 0.0019220944877644808 }, "SPY buy & hold": { "equity": 2.4318437520178917, "drawdown": -0.04409683286953958, "net": 0.003051375042306681 }, "BIL reserve": { "equity": 1.0153885655854018, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-14", "Ensemble trend": { "equity": 1.595953032008573, "drawdown": -0.05589720105826845, "net": -0.0005828159733648475 }, "Core + trend": { "equity": 1.8270541462947951, "drawdown": -0.0450782150374045, "net": -0.0006354545851043891 }, "60/40 monthly": { "equity": 2.090458963532065, "drawdown": -0.034117707430223576, "net": -0.0005339903539199886 }, "SPY buy & hold": { "equity": 2.4330022830654587, "drawdown": -0.043641440331812054, "net": 0.0004764002813115731 }, "BIL reserve": { "equity": 1.0153885655854018, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-15", "Ensemble trend": { "equity": 1.5760044114601728, "drawdown": -0.06769801732105563, "net": -0.012499503524420197 }, "Core + trend": { "equity": 1.8096682109570885, "drawdown": -0.054165087716901095, "net": -0.009515829277947141 }, "60/40 monthly": { "equity": 2.0771404746790942, "drawdown": -0.0402714242796266, "net": -0.006371083616235285 }, "SPY buy & hold": { "equity": 2.4162464284164824, "drawdown": -0.0502277905089743, "net": -0.0068869046139425905 }, "BIL reserve": { "equity": 1.0156105761997232, "drawdown": 0.0, "net": 0.00021864596652543256 } }, { "date": "2018-05-16", "Ensemble trend": { "equity": 1.581324061912325, "drawdown": -0.0645511221552576, "net": 0.00337540327518715 }, "Core + trend": { "equity": 1.8141331588560101, "drawdown": -0.05183145352984109, "net": 0.002467274316854118 }, "60/40 monthly": { "equity": 2.0808884679319584, "drawdown": -0.038539689584631165, "net": 0.0018044004719726114 }, "SPY buy & hold": { "equity": 2.426406699300532, "drawdown": -0.046234016193125616, "net": 0.004204981232277749 }, "BIL reserve": { "equity": 1.0157216866255458, "drawdown": 0.0, "net": 0.00010940258838032513 } }, { "date": "2018-05-17", "Ensemble trend": { "equity": 1.5777765944621802, "drawdown": -0.06664966383014714, "net": -0.0022433526027895168 }, "Core + trend": { "equity": 1.8114428434617773, "drawdown": -0.05323756444537309, "net": -0.0014829757017005285 }, "60/40 monthly": { "equity": 2.0793265507660905, "drawdown": -0.03926136274793668, "net": -0.0007506010965692145 }, "SPY buy & hold": { "equity": 2.4243575378428326, "drawdown": -0.0470394955442357, "net": -0.0008445251401135723 }, "BIL reserve": { "equity": 1.0157216866255458, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-18", "Ensemble trend": { "equity": 1.5733052094434883, "drawdown": -0.06929475865852086, "net": -0.002833978545749738 }, "Core + trend": { "equity": 1.8089998671723926, "drawdown": -0.05451440196199053, "net": -0.001348635590795788 }, "60/40 monthly": { "equity": 2.0791745670489954, "drawdown": -0.03933158578683005, "net": -7.309276026845613e-05 }, "SPY buy & hold": { "equity": 2.418295589874181, "drawdown": -0.04942231115786444, "net": -0.0025004348055217562 }, "BIL reserve": { "equity": 1.0158325868140445, "drawdown": 0.0, "net": 0.00010918363756418081 } }, { "date": "2018-05-21", "Ensemble trend": { "equity": 1.5805259827145346, "drawdown": -0.06502323429721879, "net": 0.0045895565766291835 }, "Core + trend": { "equity": 1.8173475368868985, "drawdown": -0.05015143785377307, "net": 0.004614522016275213 }, "60/40 monthly": { "equity": 2.0893936748796897, "drawdown": -0.034609916779344885, "net": 0.004914983086388158 }, "SPY buy & hold": { "equity": 2.436478494916329, "drawdown": -0.04227501951834245, "net": 0.007518892693797463 }, "BIL reserve": { "equity": 1.0158325868140445, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-22", "Ensemble trend": { "equity": 1.579647727632971, "drawdown": -0.06554277532634634, "net": -0.0005556726628784814 }, "Core + trend": { "equity": 1.8152138445510684, "drawdown": -0.0512666260916389, "net": -0.0011740695120345812 }, "60/40 monthly": { "equity": 2.085476854559401, "drawdown": -0.036419656868264094, "net": -0.0018746205501528612 }, "SPY buy & hold": { "equity": 2.429703949813347, "drawdown": -0.04493794106272009, "net": -0.00278046578991642 }, "BIL reserve": { "equity": 1.0158325868140445, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-23", "Ensemble trend": { "equity": 1.576392302903668, "drawdown": -0.06746855605863455, "net": -0.0020608548807151683 }, "Core + trend": { "equity": 1.816539372145975, "drawdown": -0.050573830435028166, "net": 0.0007302321976474513 }, "60/40 monthly": { "equity": 2.0926534529814167, "drawdown": -0.033103758561895624, "net": 0.003441226598283942 }, "SPY buy & hold": { "equity": 2.4363894009399076, "drawdown": -0.04231004035969488, "net": 0.0027515496803938166 }, "BIL reserve": { "equity": 1.0159436972398672, "drawdown": 0.0, "net": 0.00010937867840143944 } }, { "date": "2018-05-24", "Ensemble trend": { "equity": 1.5774752517425092, "drawdown": -0.06682792628485368, "net": 0.0006869792733994462 }, "Core + trend": { "equity": 1.817180334298284, "drawdown": -0.050238827378979, "net": 0.00035284792729362024 }, "60/40 monthly": { "equity": 2.092047366342202, "drawdown": -0.03338379675580083, "net": -0.00028962589976433417 }, "SPY buy & hold": { "equity": 2.4313982821357834, "drawdown": -0.0442719370763025, "net": -0.0020485718753326942 }, "BIL reserve": { "equity": 1.0161656027355266, "drawdown": 0.0, "net": 0.0002184230250772412 } }, { "date": "2018-05-25", "Ensemble trend": { "equity": 1.5733804465632575, "drawdown": -0.06925025134913654, "net": -0.0025957967801577553 }, "Core + trend": { "equity": 1.8149933834300787, "drawdown": -0.051381851536706935, "net": -0.001203485876953292 }, "60/40 monthly": { "equity": 2.0921169336958614, "drawdown": -0.03335165363497761, "net": 3.3253240236730264e-05 }, "SPY buy & hold": { "equity": 2.4256043894816095, "drawdown": -0.046549386165514406, "net": -0.002382946758144655 }, "BIL reserve": { "equity": 1.0162767131613493, "drawdown": 0.0, "net": 0.00010934283302210801 } }, { "date": "2018-05-29", "Ensemble trend": { "equity": 1.5545125043014856, "drawdown": -0.08041178100718105, "net": -0.011991977085380134 }, "Core + trend": { "equity": 1.8021717318134778, "drawdown": -0.058083171512758436, "net": -0.007064296615985288 }, "60/40 monthly": { "equity": 2.085946704581634, "drawdown": -0.03620256587315018, "net": -0.002949275451505251 }, "SPY buy & hold": { "equity": 2.3977074568227335, "drawdown": -0.05751504391376294, "net": -0.0115010233242685 }, "BIL reserve": { "equity": 1.0162767131613493, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-05-30", "Ensemble trend": { "equity": 1.568215642600379, "drawdown": -0.07230554544585699, "net": 0.00881507113064428 }, "Core + trend": { "equity": 1.8153769400506627, "drawdown": -0.05118138316333931, "net": 0.007327386177507611 }, "60/40 monthly": { "equity": 2.0994936641781883, "drawdown": -0.029943285676440667, "net": 0.006494393920419617 }, "SPY buy & hold": { "equity": 2.4297039498133475, "drawdown": -0.04493794106271998, "net": 0.01334461921097474 }, "BIL reserve": { "equity": 1.0161656027355266, "drawdown": -0.00010933087847408984, "net": -0.00010933087847408984 } }, { "date": "2018-05-31", "Ensemble trend": { "equity": 1.5621796157524013, "drawdown": -0.07587622060193677, "net": -0.003848977579364643 }, "Core + trend": { "equity": 1.8084708223629027, "drawdown": -0.05479091068770503, "net": -0.0038042334544401424 }, "60/40 monthly": { "equity": 2.0911868250700563, "drawdown": -0.03378140397569418, "net": -0.003956591653437425 }, "SPY buy & hold": { "equity": 2.414820770116693, "drawdown": -0.050788184770687916, "net": -0.006125511586626775 }, "BIL reserve": { "equity": 1.0163871928751995, "drawdown": 0.0, "net": 0.00021806498771104188 } }, { "date": "2018-06-01", "Ensemble trend": { "equity": 1.5702311859012459, "drawdown": -0.07111322961100952, "net": 0.005154061714578662 }, "Core + trend": { "equity": 1.8167590318892501, "drawdown": -0.0504590238352578, "net": 0.004582993224915954 }, "60/40 monthly": { "equity": 2.1008094521681673, "drawdown": -0.029335334818534564, "net": 0.0046015147870821504 }, "SPY buy & hold": { "equity": 2.438528739113325, "drawdown": -0.04146911456672986, "net": 0.009817693010602424 }, "BIL reserve": { "equity": 1.0164546790562572, "drawdown": 0.0, "net": 6.639810254482903e-05 } }, { "date": "2018-06-04", "Ensemble trend": { "equity": 1.574931502861818, "drawdown": -0.06833270768499489, "net": 0.0029933916755540135 }, "Core + trend": { "equity": 1.8206312458588934, "drawdown": -0.04843518590842477, "net": 0.002131385561692678 }, "60/40 monthly": { "equity": 2.1041288105315776, "drawdown": -0.02780164794792772, "net": 0.001580037808752488 }, "SPY buy & hold": { "equity": 2.4501140495889944, "drawdown": -0.03691518918945491, "net": 0.0047509427671874604 }, "BIL reserve": { "equity": 1.01656578948208, "drawdown": 0.0, "net": 0.00010931173628514479 } }, { "date": "2018-06-05", "Ensemble trend": { "equity": 1.5749630195450253, "drawdown": -0.06831406365961779, "net": 2.0011462815938685e-05 }, "Core + trend": { "equity": 1.8219841856444141, "drawdown": -0.04772806309131705, "net": 0.000743115767456004 }, "60/40 monthly": { "equity": 2.107128202086478, "drawdown": -0.026415799556784636, "net": 0.001425479058072776 }, "SPY buy & hold": { "equity": 2.4518968571796833, "drawdown": -0.036214407561971695, "net": 0.0007276426952402826 }, "BIL reserve": { "equity": 1.01656578948208, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-06-06", "Ensemble trend": { "equity": 1.582794047546936, "drawdown": -0.06368153669490495, "net": 0.004972198016543139 }, "Core + trend": { "equity": 1.8294404584379846, "drawdown": -0.04383099340695995, "net": 0.004092391609279211 }, "60/40 monthly": { "equity": 2.114792734101654, "drawdown": -0.0228744548648111, "net": 0.0036374303222683757 }, "SPY buy & hold": { "equity": 2.4723960509317524, "drawdown": -0.028156634847353756, "net": 0.008360544894881361 }, "BIL reserve": { "equity": 1.0164546790562572, "drawdown": -0.00010929978853557731, "net": -0.00010929978853557731 } }, { "date": "2018-06-07", "Ensemble trend": { "equity": 1.579260590367912, "drawdown": -0.06577179044658255, "net": -0.0022324175305689087 }, "Core + trend": { "equity": 1.8289232025041937, "drawdown": -0.04410134059977833, "net": -0.0002827399664225849 }, "60/40 monthly": { "equity": 2.1180436593829466, "drawdown": -0.021372387032605245, "net": 0.0015372311569217256 }, "SPY buy & hold": { "equity": 2.4721298517417845, "drawdown": -0.02826127177090898, "net": -0.00010766850637378145 }, "BIL reserve": { "equity": 1.01656578948208, "drawdown": 0.0, "net": 0.00010931173628514479 } }, { "date": "2018-06-08", "Ensemble trend": { "equity": 1.5800740463311869, "drawdown": -0.06529058201729876, "net": 0.0005150865970038332 }, "Core + trend": { "equity": 1.830471338574995, "drawdown": -0.043292197169030655, "net": 0.0008464740721105812 }, "60/40 monthly": { "equity": 2.1208244794817785, "drawdown": -0.020087528090554807, "net": 0.0013129191584473343 }, "SPY buy & hold": { "equity": 2.479437568609915, "drawdown": -0.025388772379061786, "net": 0.0029560408661308823 }, "BIL reserve": { "equity": 1.0167878000964012, "drawdown": 0.0, "net": 0.00021839276573953903 } }, { "date": "2018-06-11", "Ensemble trend": { "equity": 1.5831311941200712, "drawdown": -0.06348209409417249, "net": 0.0019348129892917676 }, "Core + trend": { "equity": 1.8325601652838805, "drawdown": -0.04220045824417651, "net": 0.0011411414453019741 }, "60/40 monthly": { "equity": 2.12178957103634, "drawdown": -0.01964161412643428, "net": 0.00045505489204722416 }, "SPY buy & hold": { "equity": 2.482735592507942, "drawdown": -0.02409239324829726, "net": 0.0013301500065097116 }, "BIL reserve": { "equity": 1.0168983849289135, "drawdown": 0.0, "net": 0.00010875900802687077 } }, { "date": "2018-06-12", "Ensemble trend": { "equity": 1.579562066787776, "drawdown": -0.06559344890012087, "net": -0.0022544735051341913 }, "Core + trend": { "equity": 1.8310130538775446, "drawdown": -0.04300906612734745, "net": -0.0008442349864656862 }, "60/40 monthly": { "equity": 2.1230212624147327, "drawdown": -0.019072519533785637, "net": 0.0005804964805207202 }, "SPY buy & hold": { "equity": 2.485944522429547, "drawdown": -0.02283103495888561, "net": 0.0012924976510944042 }, "BIL reserve": { "equity": 1.0168983849289135, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-06-13", "Ensemble trend": { "equity": 1.5778533006724489, "drawdown": -0.06660428746482916, "net": -0.0010817973862858876 }, "Core + trend": { "equity": 1.8278594746871357, "drawdown": -0.04465730489226494, "net": -0.0017223138763159396 }, "60/40 monthly": { "equity": 2.117857236152173, "drawdown": -0.021458522613675868, "net": -0.002432394980673047 }, "SPY buy & hold": { "equity": 2.47801221966421, "drawdown": -0.02594904504063178, "net": -0.003190860734729739 }, "BIL reserve": { "equity": 1.0167878000964012, "drawdown": -0.00010874718079134649, "net": -0.00010874718079134649 } }, { "date": "2018-06-14", "Ensemble trend": { "equity": 1.5782881979036625, "drawdown": -0.06634701943437582, "net": 0.00027562589692475825 }, "Core + trend": { "equity": 1.8306345762129417, "drawdown": -0.04320687995119288, "net": 0.0015182247674050409 }, "60/40 monthly": { "equity": 2.123699609368542, "drawdown": -0.018759093954841988, "net": 0.002758624668669274 }, "SPY buy & hold": { "equity": 2.4842509634923227, "drawdown": -0.023496734944944087, "net": 0.0025176404614171144 }, "BIL reserve": { "equity": 1.017121551848518, "drawdown": 0.0, "net": 0.0003282413027427822 } }, { "date": "2018-06-15", "Ensemble trend": { "equity": 1.571414629837114, "drawdown": -0.07041315090578737, "net": -0.004355077910154881 }, "Core + trend": { "equity": 1.8262892076464388, "drawdown": -0.04547801521900108, "net": -0.0023736952327712 }, "60/40 monthly": { "equity": 2.1226455583647206, "drawdown": -0.019246111025167933, "net": -0.0004963277288234647 }, "SPY buy & hold": { "equity": 2.4810817855706144, "drawdown": -0.02474246761590493, "net": -0.0012757076351308516 }, "BIL reserve": { "equity": 1.017121551848518, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-06-18", "Ensemble trend": { "equity": 1.5653942920976132, "drawdown": -0.07397454500476286, "net": -0.0038311580057804884 }, "Core + trend": { "equity": 1.8219188187058883, "drawdown": -0.047762227548753144, "net": -0.0023930431840981647 }, "60/40 monthly": { "equity": 2.1203266058723136, "drawdown": -0.02031756719283284, "net": -0.0010924822014062308 }, "SPY buy & hold": { "equity": 2.475978525910751, "drawdown": -0.026748444384562475, "net": -0.002056868777781884 }, "BIL reserve": { "equity": 1.017010231185371, "drawdown": -0.00010944676469060166, "net": -0.00010944676469060166 } }, { "date": "2018-06-19", "Ensemble trend": { "equity": 1.5589531838825013, "drawdown": -0.07778485030335958, "net": -0.004114687428993236 }, "Core + trend": { "equity": 1.8171560480183229, "drawdown": -0.05025152076185291, "net": -0.002614150882391364 }, "60/40 monthly": { "equity": 2.1174115626070082, "drawdown": -0.021664443032612946, "net": -0.001374808606009914 }, "SPY buy & hold": { "equity": 2.466488315974373, "drawdown": -0.030478832789405108, "net": -0.003832912861345239 }, "BIL reserve": { "equity": 1.0172324520370164, "drawdown": 0.0, "net": 0.00021850404728618322 } }, { "date": "2018-06-20", "Ensemble trend": { "equity": 1.5583775572255116, "drawdown": -0.07812536830552497, "net": -0.00036923921958709194 }, "Core + trend": { "equity": 1.8165433612170039, "drawdown": -0.05057174552099608, "net": -0.00033716796198501875 }, "60/40 monthly": { "equity": 2.1170445503982176, "drawdown": -0.021834018518098075, "net": -0.00017333059631485792 }, "SPY buy & hold": { "equity": 2.4706955315276202, "drawdown": -0.028825070836642985, "net": 0.0017057512602021152 }, "BIL reserve": { "equity": 1.017121551848518, "drawdown": -0.00010902148105529363, "net": -0.00010902148105529363 } }, { "date": "2018-06-21", "Ensemble trend": { "equity": 1.5515891080768314, "drawdown": -0.08214114678597106, "net": -0.004356100430993326 }, "Core + trend": { "equity": 1.810263475047104, "drawdown": -0.05385396905163631, "net": -0.0034570527211046365 }, "60/40 monthly": { "equity": 2.110939807667496, "drawdown": -0.024654673219846268, "net": -0.0028836156185628736 }, "SPY buy & hold": { "equity": 2.455207409918144, "drawdown": -0.03491310362539224, "net": -0.006268729356506242 }, "BIL reserve": { "equity": 1.0172324520370164, "drawdown": -1.1102230246251565e-16, "net": 0.00010903336803447239 } }, { "date": "2018-06-22", "Ensemble trend": { "equity": 1.5588484978032682, "drawdown": -0.07784677845439658, "net": 0.00467868051447895 }, "Core + trend": { "equity": 1.8154492919355258, "drawdown": -0.05114356797807018, "net": 0.0028646752033081313 }, "60/40 monthly": { "equity": 2.113478476210462, "drawdown": -0.023481698751018687, "net": 0.0012026247900318587 }, "SPY buy & hold": { "equity": 2.4596848462644623, "drawdown": -0.03315312394720804, "net": 0.0018236489219733976 }, "BIL reserve": { "equity": 1.0173436675815013, "drawdown": 0.0, "net": 0.00010933149474556814 } }, { "date": "2018-06-25", "Ensemble trend": { "equity": 1.5458870473833939, "drawdown": -0.08551426075138324, "net": -0.008314759540866024 }, "Core + trend": { "equity": 1.801254637829233, "drawdown": -0.058562496674625986, "net": -0.007818810566258994 }, "60/40 monthly": { "equity": 2.096780088143603, "drawdown": -0.031197074957680093, "net": -0.007900902826698974 }, "SPY buy & hold": { "equity": 2.4262005148030146, "drawdown": -0.04631506268882524, "net": -0.013613260866448318 }, "BIL reserve": { "equity": 1.0175659935518087, "drawdown": 0.0, "net": 0.00021853575875296904 } }, { "date": "2018-06-26", "Ensemble trend": { "equity": 1.5459293331402253, "drawdown": -0.0854892461672575, "net": 2.735371701501066e-05 }, "Core + trend": { "equity": 1.8026186298601634, "drawdown": -0.05784959732925499, "net": 0.0007572455344648787 }, "60/40 monthly": { "equity": 2.1000309290842454, "drawdown": -0.029695046094495803, "net": 0.001550396705417345 }, "SPY buy & hold": { "equity": 2.4315726031625666, "drawdown": -0.04420341539539219, "net": 0.0022141980132208694 }, "BIL reserve": { "equity": 1.0174546728886618, "drawdown": -0.00010939896169126495, "net": -0.00010939896169126495 } }, { "date": "2018-06-27", "Ensemble trend": { "equity": 1.5364974650651888, "drawdown": -0.09106876691147647, "net": -0.006101099107730601 }, "Core + trend": { "equity": 1.794243434906423, "drawdown": -0.06222694768356973, "net": -0.004646126926132088 }, "60/40 monthly": { "equity": 2.0923979197350384, "drawdown": -0.03322182595386325, "net": -0.0036347128242228965 }, "SPY buy & hold": { "equity": 2.41142885725393, "drawdown": -0.0521214695450305, "net": -0.008284246122216232 }, "BIL reserve": { "equity": 1.0176771039776313, "drawdown": 0.0, "net": 0.00021861523161326168 } }, { "date": "2018-06-28", "Ensemble trend": { "equity": 1.5404410560159547, "drawdown": -0.08873589421420569, "net": 0.0025666107757611467 }, "Core + trend": { "equity": 1.799140526789549, "drawdown": -0.059667450620144336, "net": 0.0027293352662491888 }, "60/40 monthly": { "equity": 2.098938793418213, "drawdown": -0.030199659922993338, "net": 0.0031260180587462383 }, "SPY buy & hold": { "equity": 2.425215995428146, "drawdown": -0.04670205514578618, "net": 0.005717414441957169 }, "BIL reserve": { "equity": 1.0176771039776313, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-06-29", "Ensemble trend": { "equity": 1.5460650823028526, "drawdown": -0.08540894232258289, "net": 0.003650919497980132 }, "Core + trend": { "equity": 1.8028326980709393, "drawdown": -0.057737713180472494, "net": 0.002052186155785618 }, "60/40 monthly": { "equity": 2.1001646445167186, "drawdown": -0.02963326379179476, "net": 0.0005840337518892014 }, "SPY buy & hold": { "equity": 2.4287082936914257, "drawdown": -0.045329311124849836, "net": 0.0014399947344334585 }, "BIL reserve": { "equity": 1.017899640185263, "drawdown": 0.0, "net": 0.00021867074218517857 } }, { "date": "2018-07-02", "Ensemble trend": { "equity": 1.5392587526711048, "drawdown": -0.08943529819081664, "net": -0.004402356478816372 }, "Core + trend": { "equity": 1.799823313265432, "drawdown": -0.05931058780815779, "net": -0.0016692535079528836 }, "60/40 monthly": { "equity": 2.102372031551473, "drawdown": -0.028613355682182928, "net": 0.001051054278300212 }, "SPY buy & hold": { "equity": 2.433900802004753, "drawdown": -0.04328825271476833, "net": 0.0021379711704425652 }, "BIL reserve": { "equity": 1.0177548917875734, "drawdown": -0.0001422030148897635, "net": -0.0001422030148897635 } }, { "date": "2018-07-03", "Ensemble trend": { "equity": 1.5415140043581428, "drawdown": -0.08810118033938397, "net": 0.0014651543693511293 }, "Core + trend": { "equity": 1.8001723698469358, "drawdown": -0.05912815110559011, "net": 0.00019393936000899892 }, "60/40 monthly": { "equity": 2.0998578933729672, "drawdown": -0.029774996063579917, "net": -0.00119585788850618 }, "SPY buy & hold": { "equity": 2.4253060174668217, "drawdown": -0.04666666950400289, "net": -0.003531279718077207 }, "BIL reserve": { "equity": 1.017977322876543, "drawdown": 0.0, "net": 0.00021855074415699782 } }, { "date": "2018-07-05", "Ensemble trend": { "equity": 1.5484900224053288, "drawdown": -0.08397444350457395, "net": 0.004525432806619767 }, "Core + trend": { "equity": 1.8086906334553838, "drawdown": -0.054676024984283145, "net": 0.004731915538272791 }, "60/40 monthly": { "equity": 2.110455611638445, "drawdown": -0.02487839268947034, "net": 0.0050468740284397295 }, "SPY buy & hold": { "equity": 2.445090603283009, "drawdown": -0.03888979312106722, "net": 0.008157562663721807 }, "BIL reserve": { "equity": 1.017977322876543, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-07-06", "Ensemble trend": { "equity": 1.5575035190502735, "drawdown": -0.07864241477937128, "net": 0.005820829656327797 }, "Core + trend": { "equity": 1.8188635739441938, "drawdown": -0.049359071182124126, "net": 0.005624477896131408 }, "60/40 monthly": { "equity": 2.1221637434273872, "drawdown": -0.019468730327620087, "net": 0.005547679716349174 }, "SPY buy & hold": { "equity": 2.4657724706221513, "drawdown": -0.03076021552166175, "net": 0.008458528003573162 }, "BIL reserve": { "equity": 1.0181997539655128, "drawdown": 0.0, "net": 0.00021850299016601404 } }, { "date": "2018-07-09", "Ensemble trend": { "equity": 1.5686063731278939, "drawdown": -0.07207440469342863, "net": 0.007128622145515795 }, "Core + trend": { "equity": 1.8293606581550468, "drawdown": -0.0438727015461402, "net": 0.005771232301986284 }, "60/40 monthly": { "equity": 2.13191318170297, "drawdown": -0.01496406893164759, "net": 0.004594102743380679 }, "SPY buy & hold": { "equity": 2.4879746586110314, "drawdown": -0.022033034016606057, "net": 0.009004151134544003 }, "BIL reserve": { "equity": 1.0181997539655128, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-07-10", "Ensemble trend": { "equity": 1.5704186229586683, "drawdown": -0.07100234924862492, "net": 0.00115532479136915 }, "Core + trend": { "equity": 1.8321349296391025, "drawdown": -0.04242271043181123, "net": 0.0015165251705224758 }, "60/40 monthly": { "equity": 2.1360410332415096, "drawdown": -0.013056823309042342, "net": 0.0019362193423102525 }, "SPY buy & hold": { "equity": 2.4969275205021155, "drawdown": -0.018513865061171364, "net": 0.003598453810651936 }, "BIL reserve": { "equity": 1.0183105490353492, "drawdown": 0.0, "net": 0.00010881466962153752 } }, { "date": "2018-07-11", "Ensemble trend": { "equity": 1.5582039489415422, "drawdown": -0.07822806811155181, "net": -0.0077779732350050645 }, "Core + trend": { "equity": 1.8216925072821808, "drawdown": -0.04788051069275434, "net": -0.00569959241974527 }, "60/40 monthly": { "equity": 2.127990103082251, "drawdown": -0.016776700625555252, "net": -0.003769089654163227 }, "SPY buy & hold": { "equity": 2.4786640287208774, "drawdown": -0.025692833538097593, "net": -0.00731438603294543 }, "BIL reserve": { "equity": 1.0183105490353492, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-07-12", "Ensemble trend": { "equity": 1.5681422735993322, "drawdown": -0.07234894764996613, "net": 0.006378064093946811 }, "Core + trend": { "equity": 1.8323472223492714, "drawdown": -0.04231175426001943, "net": 0.00584879996184795 }, "60/40 monthly": { "equity": 2.13962209730636, "drawdown": -0.011402217105745849, "net": 0.0054661881214865815 }, "SPY buy & hold": { "equity": 2.501135664117617, "drawdown": -0.0168597383079786, "net": 0.009066027156708234 }, "BIL reserve": { "equity": 1.0183105490353492, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-07-13", "Ensemble trend": { "equity": 1.5695833330452098, "drawdown": -0.0714964737807432, "net": 0.0009189596314944648 }, "Core + trend": { "equity": 1.834223881011894, "drawdown": -0.04133090635055203, "net": 0.0010241828839712142 }, "60/40 monthly": { "equity": 2.1420130279906373, "drawdown": -0.010297503905921435, "net": 0.001117454660468864 }, "SPY buy & hold": { "equity": 2.503104857544396, "drawdown": -0.0160856925939854, "net": 0.0007873197184102843 }, "BIL reserve": { "equity": 1.0184226055291308, "drawdown": 0.0, "net": 0.00011004157217819888 } }, { "date": "2018-07-16", "Ensemble trend": { "equity": 1.5680060344541706, "drawdown": -0.07242954134896151, "net": -0.0010049154816004213 }, "Core + trend": { "equity": 1.8322128010742529, "drawdown": -0.04238201041752743, "net": -0.001096420103598006 }, "60/40 monthly": { "equity": 2.1394790813347684, "drawdown": -0.011468296659052024, "net": -0.0011829744370164264 }, "SPY buy & hold": { "equity": 2.5008666807408853, "drawdown": -0.01696546963282619, "net": -0.0008941602253556002 }, "BIL reserve": { "equity": 1.01853403131094, "drawdown": 0.0, "net": 0.00010941016156174044 } }, { "date": "2018-07-17", "Ensemble trend": { "equity": 1.5722807000234305, "drawdown": -0.06990081797957837, "net": 0.0027261792846018373 }, "Core + trend": { "equity": 1.8367443655288924, "drawdown": -0.040013558652442716, "net": 0.0024732740934800823 }, "60/40 monthly": { "equity": 2.144384078697768, "drawdown": -0.009201976113817345, "net": 0.002292612910213432 }, "SPY buy & hold": { "equity": 2.5109836420530627, "drawdown": -0.012988719337079457, "net": 0.004045382102967787 }, "BIL reserve": { "equity": 1.01853403131094, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-07-18", "Ensemble trend": { "equity": 1.573510130151952, "drawdown": -0.0691735356585067, "net": 0.0007819406092712811 }, "Core + trend": { "equity": 1.838359494789761, "drawdown": -0.03916940079326714, "net": 0.000879343522800724 }, "60/40 monthly": { "equity": 2.1465606873392598, "drawdown": -0.00819628895068869, "net": 0.0010150274212135102 }, "SPY buy & hold": { "equity": 2.516266481759151, "drawdown": -0.010912153685070813, "net": 0.002103892521485573 }, "BIL reserve": { "equity": 1.0186450366181006, "drawdown": 0.0, "net": 0.00010898536892067767 } }, { "date": "2018-07-19", "Ensemble trend": { "equity": 1.5684994074790957, "drawdown": -0.07213768134781362, "net": -0.0031844235234586016 }, "Core + trend": { "equity": 1.8343159506237685, "drawdown": -0.041282785566452596, "net": -0.0021995394140551516 }, "60/40 monthly": { "equity": 2.143727942052652, "drawdown": -0.009505139571258647, "net": -0.0013196669925596982 }, "SPY buy & hold": { "equity": 2.506776581176858, "drawdown": -0.014642420489769714, "net": -0.0037714211316991486 }, "BIL reserve": { "equity": 1.0187564623999095, "drawdown": 0.0, "net": 0.00010938627078460605 } }, { "date": "2018-07-20", "Ensemble trend": { "equity": 1.5714730759101763, "drawdown": -0.07037857651665536, "net": 0.001895868380250132 }, "Core + trend": { "equity": 1.834134402082044, "drawdown": -0.04137767309776752, "net": -9.897343021114668e-05 }, "60/40 monthly": { "equity": 2.139358902871752, "drawdown": -0.011523824297432261, "net": -0.002038056739940952 }, "SPY buy & hold": { "equity": 2.5039113436434626, "drawdown": -0.015768681019658226, "net": -0.0011429967692015985 }, "BIL reserve": { "equity": 1.0188674677070702, "drawdown": 0.0, "net": 0.00010896157350415159 } }, { "date": "2018-07-23", "Ensemble trend": { "equity": 1.571437611113739, "drawdown": -0.07039955608993154, "net": -2.2567867678402465e-05 }, "Core + trend": { "equity": 1.8334011779346198, "drawdown": -0.04176089748827405, "net": -0.0003997657677605737 }, "60/40 monthly": { "equity": 2.137881645313004, "drawdown": -0.012206381067237704, "net": -0.0006905141333530818 }, "SPY buy & hold": { "equity": 2.5085669679426243, "drawdown": -0.013938659658768837, "net": 0.0018593407114755323 }, "BIL reserve": { "equity": 1.0187564623999095, "drawdown": -0.0001089497021732333, "net": -0.0001089497021732333 } }, { "date": "2018-07-24", "Ensemble trend": { "equity": 1.5787577465342433, "drawdown": -0.06606925300423683, "net": 0.004658241198208568 }, "Core + trend": { "equity": 1.840718360099043, "drawdown": -0.03793652442986317, "net": 0.0039910425783986625 }, "60/40 monthly": { "equity": 2.145146668734855, "drawdown": -0.008849626593371407, "net": 0.0033982346206011815 }, "SPY buy & hold": { "equity": 2.5211895426646196, "drawdown": -0.008977009000051939, "net": 0.005031787025541412 }, "BIL reserve": { "equity": 1.018978998607541, "drawdown": 0.0, "net": 0.0002184390635495692 } }, { "date": "2018-07-25", "Ensemble trend": { "equity": 1.5888728148287554, "drawdown": -0.06008557798573255, "net": 0.006406979358750453 }, "Core + trend": { "equity": 1.8511480702742364, "drawdown": -0.03248536827374393, "net": 0.005666108624369892 }, "60/40 monthly": { "equity": 2.1560173699084064, "drawdown": -0.003826893330236558, "net": 0.005067579448990722 }, "SPY buy & hold": { "equity": 2.5426765040094477, "drawdown": -0.0005309670269655342, "net": 0.008522548971910515 }, "BIL reserve": { "equity": 1.0188674677070702, "drawdown": -0.00010945358110758807, "net": -0.00010945358110758807 } }, { "date": "2018-07-26", "Ensemble trend": { "equity": 1.5842841421984153, "drawdown": -0.06280005553415968, "net": -0.0028880049979549405 }, "Core + trend": { "equity": 1.8467579469967197, "drawdown": -0.03477989488362776, "net": -0.0023715678653768446 }, "60/40 monthly": { "equity": 2.1519582077461457, "drawdown": -0.005702401495473297, "net": -0.0018827131074704573 }, "SPY buy & hold": { "equity": 2.536677200242968, "drawdown": -0.0028891586115182832, "net": -0.0023594443717160907 }, "BIL reserve": { "equity": 1.018978998607541, "drawdown": 0.0, "net": 0.00010946556250535089 } }, { "date": "2018-07-27", "Ensemble trend": { "equity": 1.5811610208620561, "drawdown": -0.06464757080306494, "net": -0.0019713138907174743 }, "Core + trend": { "equity": 1.8416631668292995, "drawdown": -0.037442715020256534, "net": -0.0027587698624529366 }, "60/40 monthly": { "equity": 2.144083869805482, "drawdown": -0.009340685582976627, "net": -0.0036591500301071944 }, "SPY buy & hold": { "equity": 2.5194890232604874, "drawdown": -0.009645444989341057, "net": -0.006775862920530118 }, "BIL reserve": { "equity": 1.0192014296965108, "drawdown": 0.0, "net": 0.0002182881975718587 } }, { "date": "2018-07-30", "Ensemble trend": { "equity": 1.5774596620771515, "drawdown": -0.06683714851533507, "net": -0.0023409119856031557 }, "Core + trend": { "equity": 1.8361148675350525, "drawdown": -0.04034256989117746, "net": -0.003012656925641455 }, "60/40 monthly": { "equity": 2.136059086758054, "drawdown": -0.013048481804974088, "net": -0.003742756130223679 }, "SPY buy & hold": { "equity": 2.506328481785029, "drawdown": -0.014818558297753248, "net": -0.005223496254183946 }, "BIL reserve": { "equity": 1.0190903192706882, "drawdown": -0.00010901714085687075, "net": -0.00010901714085687075 } }, { "date": "2018-07-31", "Ensemble trend": { "equity": 1.5819838939206066, "drawdown": -0.06416079159204169, "net": 0.002868049150301255 }, "Core + trend": { "equity": 1.8419952609159018, "drawdown": -0.0372691438764583, "net": 0.003202628269517671 }, "60/40 monthly": { "equity": 2.143734557343902, "drawdown": -0.009502083021099006, "net": 0.0035932857070435364 }, "SPY buy & hold": { "equity": 2.518682846515505, "drawdown": -0.009962334963524833, "net": 0.004929267979142615 }, "BIL reserve": { "equity": 1.019313065715644, "drawdown": 0.0, "net": 0.00021857380130474446 } }, { "date": "2018-08-01", "Ensemble trend": { "equity": 1.578073399671592, "drawdown": -0.06647408558735046, "net": -0.0024718925799701585 }, "Core + trend": { "equity": 1.8379395376263223, "drawdown": -0.03938889414814761, "net": -0.0022018098393817853 }, "60/40 monthly": { "equity": 2.1395966386771454, "drawdown": -0.011413980091568798, "net": -0.0019302383555749314 }, "SPY buy & hold": { "equity": 2.5144754762852157, "drawdown": -0.0116161577163586, "net": -0.0016704644795234591 }, "BIL reserve": { "equity": 1.0193685683692242, "drawdown": 0.0, "net": 5.445103712209409e-05 } }, { "date": "2018-08-02", "Ensemble trend": { "equity": 1.5769524939701982, "drawdown": -0.06713716914232437, "net": -0.0007103001049425517 }, "Core + trend": { "equity": 1.8408217561099565, "drawdown": -0.03788248382931525, "net": 0.001568179161843597 }, "60/40 monthly": { "equity": 2.1477742229648595, "drawdown": -0.00763558309966883, "net": 0.003822021468854908 }, "SPY buy & hold": { "equity": 2.528172592420756, "drawdown": -0.006232128958897354, "net": 0.0054473055174815155 }, "BIL reserve": { "equity": 1.0194802043883573, "drawdown": 0.0, "net": 0.00010951487283117345 } }, { "date": "2018-08-03", "Ensemble trend": { "equity": 1.5811144631780498, "drawdown": -0.06467511249063407, "net": 0.0026392483120232235 }, "Core + trend": { "equity": 1.846633022937715, "drawdown": -0.03484518725914465, "net": 0.003156887302352862 }, "60/40 monthly": { "equity": 2.1554980598825875, "drawdown": -0.00406683698234489, "net": 0.0035962052412872314 }, "SPY buy & hold": { "equity": 2.5390064818244524, "drawdown": -0.001973570330391361, "net": 0.004285264952311962 }, "BIL reserve": { "equity": 1.0194802043883573, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-06", "Ensemble trend": { "equity": 1.5808443324572914, "drawdown": -0.06483491115916207, "net": -0.0001708483016564788 }, "Core + trend": { "equity": 1.84833373556569, "drawdown": -0.0339562986940698, "net": 0.0009209802959493363 }, "60/40 monthly": { "equity": 2.1606667386539917, "drawdown": -0.0016786842425056125, "net": 0.0023979046270568016 }, "SPY buy & hold": { "equity": 2.54831680236052, "drawdown": 0.0, "net": 0.0036669148356713865 }, "BIL reserve": { "equity": 1.0195920506448144, "drawdown": 0.0, "net": 0.00010970910075136509 } }, { "date": "2018-08-07", "Ensemble trend": { "equity": 1.5835340522533585, "drawdown": -0.06324377912901702, "net": 0.001701445070107832 }, "Core + trend": { "equity": 1.8515982241935667, "drawdown": -0.0322500923871335, "net": 0.0017661792159400225 }, "60/40 monthly": { "equity": 2.163178668476478, "drawdown": -0.0005180642169309024, "net": 0.00116257161622757 }, "SPY buy & hold": { "equity": 2.5567326255603957, "drawdown": 0.0, "net": 0.003302502731245882 }, "BIL reserve": { "equity": 1.019703055951975, "drawdown": 0.0, "net": 0.00010887227601519278 } }, { "date": "2018-08-08", "Ensemble trend": { "equity": 1.5835703039240283, "drawdown": -0.06322233407201383, "net": 2.2892889874004396e-05 }, "Core + trend": { "equity": 1.851599177317585, "drawdown": -0.032249594230639, "net": 5.147574704267299e-07 }, "60/40 monthly": { "equity": 2.163392853044685, "drawdown": -0.0004191016994254948, "net": 9.901381301902212e-05 }, "SPY buy & hold": { "equity": 2.5556582388238933, "drawdown": -0.00042021865163410776, "net": -0.00042021865163410776 }, "BIL reserve": { "equity": 1.0195920506448144, "drawdown": -0.00010886042413305042, "net": -0.00010886042413305042 } }, { "date": "2018-08-09", "Ensemble trend": { "equity": 1.5839217692725853, "drawdown": -0.06301442104910615, "net": 0.0002219448973537208 }, "Core + trend": { "equity": 1.851735893716368, "drawdown": -0.03217813851170237, "net": 7.383692996731916e-05 }, "60/40 monthly": { "equity": 2.16398333217814, "drawdown": -0.0001462748470042463, "net": 0.0002729412425599431 }, "SPY buy & hold": { "equity": 2.552165476529486, "drawdown": -0.0017863225060181787, "net": -0.001366678158036705 }, "BIL reserve": { "equity": 1.019703055951975, "drawdown": 0.0, "net": 0.00010887227601519278 } }, { "date": "2018-08-10", "Ensemble trend": { "equity": 1.5777760587009884, "drawdown": -0.06664998076531425, "net": -0.0038800594138050926 }, "Core + trend": { "equity": 1.8446043457009322, "drawdown": -0.03590548866947241, "net": -0.003851277085266669 }, "60/40 monthly": { "equity": 2.1589935359695147, "drawdown": -0.0024517761199398524, "net": -0.002305838559118034 }, "SPY buy & hold": { "equity": 2.535067012231597, "drawdown": -0.008473945657125559, "net": -0.006699590780900433 }, "BIL reserve": { "equity": 1.019926012634255, "drawdown": 0.0, "net": 0.00021864863597165218 } }, { "date": "2018-08-13", "Ensemble trend": { "equity": 1.5735832634203946, "drawdown": -0.06913027290449858, "net": -0.002657408354925783 }, "Core + trend": { "equity": 1.8394697227416055, "drawdown": -0.03858913290156807, "net": -0.00278359040587417 }, "60/40 monthly": { "equity": 2.1539021236208504, "drawdown": -0.004804228436648961, "net": -0.0023582341789541994 }, "SPY buy & hold": { "equity": 2.5255777303574733, "drawdown": -0.012185433428375636, "net": -0.003743207508258406 }, "BIL reserve": { "equity": 1.0200374384160642, "drawdown": 0.0, "net": 0.00010924888710417413 } }, { "date": "2018-08-14", "Ensemble trend": { "equity": 1.5757612023893208, "drawdown": -0.06784189020447651, "net": 0.0013840633791391 }, "Core + trend": { "equity": 1.844100833710958, "drawdown": -0.03616865250027157, "net": 0.0025176337028534057 }, "60/40 monthly": { "equity": 2.16126948878261, "drawdown": -0.0014001876605430619, "net": 0.003420473512220079 }, "SPY buy & hold": { "equity": 2.5416910565723247, "drawdown": -0.005883121620812282, "net": 0.006380055549733976 }, "BIL reserve": { "equity": 1.0198141663777978, "drawdown": -0.00021888612109477457, "net": -0.00021888612109477457 } }, { "date": "2018-08-15", "Ensemble trend": { "equity": 1.5684816578005916, "drawdown": -0.07214818135678636, "net": -0.004619700356685685 }, "Core + trend": { "equity": 1.8353239436860422, "drawdown": -0.04075595140764643, "net": -0.004759441492824146 }, "60/40 monthly": { "equity": 2.1537114469449925, "drawdown": -0.004892329292982445, "net": -0.003497038142094344 }, "SPY buy & hold": { "equity": 2.5227114100847814, "drawdown": -0.013306520648852516, "net": -0.007467330240024994 }, "BIL reserve": { "equity": 1.0200374384160642, "drawdown": 0.0, "net": 0.0002189340427181108 } }, { "date": "2018-08-16", "Ensemble trend": { "equity": 1.573076565565435, "drawdown": -0.06943001534897564, "net": 0.0029295259794666073 }, "Core + trend": { "equity": 1.842732415120856, "drawdown": -0.036883865415710426, "net": 0.004036601527648953 }, "60/40 monthly": { "equity": 2.1638632405337117, "drawdown": -0.00020176237144864384, "net": 0.004713627539622234 }, "SPY buy & hold": { "equity": 2.5431252221094467, "drawdown": -0.0053221847740008155, "net": 0.008092012405009674 }, "BIL reserve": { "equity": 1.0200374384160642, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-17", "Ensemble trend": { "equity": 1.5769575326867957, "drawdown": -0.06713418843653451, "net": 0.0024671190241560836 }, "Core + trend": { "equity": 1.847508455170467, "drawdown": -0.034387636883854156, "net": 0.0025918250584948677 }, "60/40 monthly": { "equity": 2.168764597654353, "drawdown": 0.0, "net": 0.0022650956071661454 }, "SPY buy & hold": { "equity": 2.552076846584192, "drawdown": -0.0018209878223708342, "net": 0.003519930673063776 }, "BIL reserve": { "equity": 1.020148864197873, "drawdown": 0.0, "net": 0.00010923695308862058 } }, { "date": "2018-08-20", "Ensemble trend": { "equity": 1.5812626092936055, "drawdown": -0.06458747509808971, "net": 0.002729988929679461 }, "Core + trend": { "equity": 1.8524711448022573, "drawdown": -0.03179385472856611, "net": 0.002686152595351654 }, "60/40 monthly": { "equity": 2.1742581694052174, "drawdown": 0.0, "net": 0.0025330419709017615 }, "SPY buy & hold": { "equity": 2.5575383382742514, "drawdown": 0.0, "net": 0.002140018509775299 }, "BIL reserve": { "equity": 1.020148864197873, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-21", "Ensemble trend": { "equity": 1.5839891488881337, "drawdown": -0.06297456192897233, "net": 0.0017242800648693546 }, "Core + trend": { "equity": 1.855442264559044, "drawdown": -0.03024097957856453, "net": 0.00160386830592385 }, "60/40 monthly": { "equity": 2.176130083632773, "drawdown": 0.0, "net": 0.0008609438630129418 }, "SPY buy & hold": { "equity": 2.5635362499473495, "drawdown": 0.0, "net": 0.002345189349984622 }, "BIL reserve": { "equity": 1.020260395098344, "drawdown": 0.0, "net": 0.00010932806415331342 } }, { "date": "2018-08-22", "Ensemble trend": { "equity": 1.5867213568598746, "drawdown": -0.06135829557170669, "net": 0.0017248905863140873 }, "Core + trend": { "equity": 1.8576039433201068, "drawdown": -0.029111164052726957, "net": 0.001165047709838829 }, "60/40 monthly": { "equity": 2.1769629644205133, "drawdown": 0.0, "net": 0.0003827348346521209 }, "SPY buy & hold": { "equity": 2.56201453720423, "drawdown": -0.000593599073604234, "net": -0.000593599073604234 }, "BIL reserve": { "equity": 1.020260395098344, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-23", "Ensemble trend": { "equity": 1.5828567051474474, "drawdown": -0.06364447093242243, "net": -0.002435620908308289 }, "Core + trend": { "equity": 1.8539496664946042, "drawdown": -0.031021095707480018, "net": -0.001967199110791684 }, "60/40 monthly": { "equity": 2.1751439860648247, "drawdown": -0.0008355577864288533, "net": -0.0008355577864288533 }, "SPY buy & hold": { "equity": 2.558612570333711, "drawdown": -0.0019206592509621867, "net": -0.0013278483869303415 }, "BIL reserve": { "equity": 1.020594882681095, "drawdown": 0.0, "net": 0.00032784530729412786 } }, { "date": "2018-08-24", "Ensemble trend": { "equity": 1.5885273479482138, "drawdown": -0.06028994255180664, "net": 0.0035825370561501924 }, "Core + trend": { "equity": 1.8613520696733432, "drawdown": -0.027152181329222924, "net": 0.003992774621942807 }, "60/40 monthly": { "equity": 2.1832474077286115, "drawdown": 0.0, "net": 0.0037254644822144467 }, "SPY buy & hold": { "equity": 2.57401128861268, "drawdown": 0.0, "net": 0.006018386080609561 }, "BIL reserve": { "equity": 1.020594882681095, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-27", "Ensemble trend": { "equity": 1.5942285970861392, "drawdown": -0.05691730867059197, "net": 0.003589015414364294 }, "Core + trend": { "equity": 1.8691801000360428, "drawdown": -0.023060810122819464, "net": 0.00420556137134942 }, "60/40 monthly": { "equity": 2.191659413012031, "drawdown": 0.0, "net": 0.0038529784822560753 }, "SPY buy & hold": { "equity": 2.5943341505364153, "drawdown": 0.0, "net": 0.007895405126481903 }, "BIL reserve": { "equity": 1.020706308462904, "drawdown": 0.0, "net": 0.00010917728836368212 } }, { "date": "2018-08-28", "Ensemble trend": { "equity": 1.5923194917669627, "drawdown": -0.05804665999808101, "net": -0.0011975103963546285 }, "Core + trend": { "equity": 1.8675124531168132, "drawdown": -0.023932416679213864, "net": -0.0008921809723939633 }, "60/40 monthly": { "equity": 2.190351019446535, "drawdown": -0.0005969876330819135, "net": -0.0005969876330819135 }, "SPY buy & hold": { "equity": 2.595588117319142, "drawdown": 0.0, "net": 0.00048334821575224396 }, "BIL reserve": { "equity": 1.020706308462904, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-08-29", "Ensemble trend": { "equity": 1.595803661028923, "drawdown": -0.05598556303204838, "net": 0.002188109408931327 }, "Core + trend": { "equity": 1.8728290264263285, "drawdown": -0.0211536749079847, "net": 0.0028468743545149167 }, "60/40 monthly": { "equity": 2.1972155569850558, "drawdown": 0.0, "net": 0.0031339897019131424 }, "SPY buy & hold": { "equity": 2.609553598123244, "drawdown": 0.0, "net": 0.005380468769646818 }, "BIL reserve": { "equity": 1.020594882681095, "drawdown": -0.00010916536998462067, "net": -0.00010916536998462067 } }, { "date": "2018-08-30", "Ensemble trend": { "equity": 1.5904514675436194, "drawdown": -0.059151709371325856, "net": -0.0033539172869502254 }, "Core + trend": { "equity": 1.867017690131099, "drawdown": -0.02419100778578276, "net": -0.0031029721417328293 }, "60/40 monthly": { "equity": 2.1934393585438143, "drawdown": -0.0017186290299268103, "net": -0.0017186290299268103 }, "SPY buy & hold": { "equity": 2.5989891561274066, "drawdown": -0.004048371339617329, "net": -0.004048371339617329 }, "BIL reserve": { "equity": 1.0210404806896687, "drawdown": 0.0, "net": 0.0004366061560128198 } }, { "date": "2018-08-31", "Ensemble trend": { "equity": 1.589651678268969, "drawdown": -0.059624833127236765, "net": -0.0005028693367713499 }, "Core + trend": { "equity": 1.8665163482299625, "drawdown": -0.024453037405474554, "net": -0.0002685255227021788 }, "60/40 monthly": { "equity": 2.193654368168304, "drawdown": -0.0016207735310406202, "net": 9.802396571934047e-05 }, "SPY buy & hold": { "equity": 2.5990785594579124, "drawdown": -0.004014111330330694, "net": 3.4399270306684215e-05 }, "BIL reserve": { "equity": 1.0209290549078598, "drawdown": -0.0001091296416902976, "net": -0.0001091296416902976 } }, { "date": "2018-09-04", "Ensemble trend": { "equity": 1.5835092497656555, "drawdown": -0.06325845130143781, "net": -0.003864009070214669 }, "Core + trend": { "equity": 1.8604857725348876, "drawdown": -0.027604957187803536, "net": -0.003230925730060563 }, "60/40 monthly": { "equity": 2.18938717550047, "drawdown": -0.0035628645809004933, "net": -0.001945243849602707 }, "SPY buy & hold": { "equity": 2.594601896496807, "drawdown": -0.005729601276321827, "net": -0.0017224038668685049 }, "BIL reserve": { "equity": 1.0210186160079553, "drawdown": -2.1414118369422752e-05, "net": 8.77250967292742e-05 } }, { "date": "2018-09-05", "Ensemble trend": { "equity": 1.5786816308326448, "drawdown": -0.06611428004794129, "net": -0.00304868375964662 }, "Core + trend": { "equity": 1.8554563683715493, "drawdown": -0.030233608128824252, "net": -0.0027032747240447463 }, "60/40 monthly": { "equity": 2.1857432672099852, "drawdown": -0.005221285521395225, "net": -0.0016643507969994475 }, "SPY buy & hold": { "equity": 2.587619620125883, "drawdown": -0.008405260582934782, "net": -0.0026910781111935123 }, "BIL reserve": { "equity": 1.0209069799888222, "drawdown": -0.00013074966504411645, "net": -0.00010933788804912137 } }, { "date": "2018-09-06", "Ensemble trend": { "equity": 1.5788921356307954, "drawdown": -0.06598975372095128, "net": 0.0001333421470417484 }, "Core + trend": { "equity": 1.8545305232312186, "drawdown": -0.030717507139587652, "net": -0.0004989851316973271 }, "60/40 monthly": { "equity": 2.1835552393543116, "drawdown": -0.0062171040011604894, "net": -0.0010010452226928424 }, "SPY buy & hold": { "equity": 2.579831167009977, "drawdown": -0.011389852706854997, "net": -0.0030098910424583014 }, "BIL reserve": { "equity": 1.0211304622644124, "drawdown": 0.0, "net": 0.0002189056201700179 } }, { "date": "2018-09-07", "Ensemble trend": { "equity": 1.5746944207554108, "drawdown": -0.06847295609816806, "net": -0.002658645755878486 }, "Core + trend": { "equity": 1.8492955464570704, "drawdown": -0.03345360194857028, "net": -0.0028228043208623488 }, "60/40 monthly": { "equity": 2.1770965088308616, "drawdown": -0.009156611007160698, "net": -0.0029578965565166815 }, "SPY buy & hold": { "equity": 2.574817465357663, "drawdown": -0.01331113980205767, "net": -0.001943422389971694 }, "BIL reserve": { "equity": 1.0213533138280304, "drawdown": 0.0, "net": 0.0002182400504668891 } }, { "date": "2018-09-10", "Ensemble trend": { "equity": 1.5762417261130266, "drawdown": -0.06755763134258652, "net": 0.0009826067440270592 }, "Core + trend": { "equity": 1.8514397856760523, "drawdown": -0.03233290131332678, "net": 0.0011594897435889262 }, "60/40 monthly": { "equity": 2.179887129427566, "drawdown": -0.007886539626210887, "net": 0.0012818084018713094 }, "SPY buy & hold": { "equity": 2.5792933549335566, "drawdown": -0.01159594622292881, "net": 0.0017383327696480766 }, "BIL reserve": { "equity": 1.0213533138280304, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-11", "Ensemble trend": { "equity": 1.575059664823989, "drawdown": -0.06825689212853636, "net": -0.0007499238660257923 }, "Core + trend": { "equity": 1.8513891883535005, "drawdown": -0.032359346334490224, "net": -2.732863522925122e-05 }, "60/40 monthly": { "equity": 2.1810832029518172, "drawdown": -0.007342180871582116, "net": 0.000548685988418729 }, "SPY buy & hold": { "equity": 2.5877987361409813, "drawdown": -0.008336622017615869, "net": 0.0032975625634656947 }, "BIL reserve": { "equity": 1.021464529372515, "drawdown": 0.0, "net": 0.00010889037415262592 } }, { "date": "2018-09-12", "Ensemble trend": { "equity": 1.5763447843550162, "drawdown": -0.06749666615578909, "net": 0.0008159179996340971 }, "Core + trend": { "equity": 1.8527093600416367, "drawdown": -0.03166934997754112, "net": 0.0007130708639981886 }, "60/40 monthly": { "equity": 2.18242096555673, "drawdown": -0.006733336372616194, "net": 0.0006133478095207145 }, "SPY buy & hold": { "equity": 2.588425332839739, "drawdown": -0.008096505585744707, "net": 0.00024213502001013687 }, "BIL reserve": { "equity": 1.021464529372515, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-13", "Ensemble trend": { "equity": 1.5788323695956008, "drawdown": -0.0660251089475633, "net": 0.0015780717932227795 }, "Core + trend": { "equity": 1.8576390590569112, "drawdown": -0.029092810583489337, "net": 0.0026608053705541312 }, "60/40 monthly": { "equity": 2.1901393077457985, "drawdown": -0.0032205530389413095, "net": 0.0035365964270321903 }, "SPY buy & hold": { "equity": 2.6037346477882015, "drawdown": -0.0022298642722753392, "net": 0.00591452832509054 }, "BIL reserve": { "equity": 1.021464529372515, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-14", "Ensemble trend": { "equity": 1.5779266698080627, "drawdown": -0.06656088518111547, "net": -0.0005736516459755592 }, "Core + trend": { "equity": 1.856539693268679, "drawdown": -0.029667401294418472, "net": -0.000591808071041755 }, "60/40 monthly": { "equity": 2.1887563234672074, "drawdown": -0.003849978893038397, "net": -0.000631459502918208 }, "SPY buy & hold": { "equity": 2.6041829018570732, "drawdown": -0.002058090038860816, "net": 0.0001721581226614699 }, "BIL reserve": { "equity": 1.0215767961036206, "drawdown": 0.0, "net": 0.00010990761585683018 } }, { "date": "2018-09-17", "Ensemble trend": { "equity": 1.5767078605595812, "drawdown": -0.06728188460891138, "net": -0.0007724118438467986 }, "Core + trend": { "equity": 1.8527332714858238, "drawdown": -0.03165685250503303, "net": -0.002050277619517815 }, "60/40 monthly": { "equity": 2.181897186335481, "drawdown": -0.006971719547896438, "net": -0.00313380574081501 }, "SPY buy & hold": { "equity": 2.5903940622353914, "drawdown": -0.007342074100961993, "net": -0.005294881404777296 }, "BIL reserve": { "equity": 1.0217996476672389, "drawdown": 0.0, "net": 0.00021814469990699692 } }, { "date": "2018-09-18", "Ensemble trend": { "equity": 1.5768515960679028, "drawdown": -0.06719685635745776, "net": 9.11617883800897e-05 }, "Core + trend": { "equity": 1.8545589519555816, "drawdown": -0.030702648681086075, "net": 0.000985398436923246 }, "60/40 monthly": { "equity": 2.1854987561685237, "drawdown": -0.005332567748887351, "net": 0.0016506597357557329 }, "SPY buy & hold": { "equity": 2.604450183786339, "drawdown": -0.001955665651234506, "net": 0.005426248367330633 }, "BIL reserve": { "equity": 1.0217996476672389, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-19", "Ensemble trend": { "equity": 1.5765077251304893, "drawdown": -0.06740027682659178, "net": -0.00021807438206045138 }, "Core + trend": { "equity": 1.8543950675311096, "drawdown": -0.03078830394612664, "net": -8.836840926473855e-05 }, "60/40 monthly": { "equity": 2.1854716577672924, "drawdown": -0.0053449008134085485, "net": -1.2399184009970199e-05 }, "SPY buy & hold": { "equity": 2.607226636697397, "drawdown": -0.0008917086154200948, "net": 0.0010660418572574493 }, "BIL reserve": { "equity": 1.0217996476672389, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-20", "Ensemble trend": { "equity": 1.5804807990388012, "drawdown": -0.06504996317574507, "net": 0.002520174081597437 }, "Core + trend": { "equity": 1.8615945942988745, "drawdown": -0.027025424249374264, "net": 0.0038824125957959144 }, "60/40 monthly": { "equity": 2.196326272060175, "drawdown": -0.00040473267270202395, "net": 0.004966714738351419 }, "SPY buy & hold": { "equity": 2.6283542832727336, "drawdown": 0.0, "net": 0.00810349444806957 }, "BIL reserve": { "equity": 1.0220232350614913, "drawdown": 0.0, "net": 0.00021881725518602124 } }, { "date": "2018-09-21", "Ensemble trend": { "equity": 1.580507952926929, "drawdown": -0.06503390000767606, "net": 1.7180776978875656e-05 }, "Core + trend": { "equity": 1.861201430419659, "drawdown": -0.02723091391922594, "net": -0.00021119736833119518 }, "60/40 monthly": { "equity": 2.1954413272154025, "drawdown": -0.0008074900817139907, "net": -0.0004029204840964029 }, "SPY buy & hold": { "equity": 2.625952458158365, "drawdown": -0.0009138133050229369, "net": -0.0009138133050229369 }, "BIL reserve": { "equity": 1.0220232350614913, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-24", "Ensemble trend": { "equity": 1.5783778091588645, "drawdown": -0.06629400895401949, "net": -0.0013477589683238422 }, "Core + trend": { "equity": 1.8575647797825723, "drawdown": -0.029131633131458834, "net": -0.001953926414223095 }, "60/40 monthly": { "equity": 2.190061889536743, "drawdown": -0.003255787728960291, "net": -0.0024502762209921425 }, "SPY buy & hold": { "equity": 2.6172296010293277, "drawdown": -0.0042325657215258605, "net": -0.00332178791049198 }, "BIL reserve": { "equity": 1.0221348710806244, "drawdown": 0.0, "net": 0.00010923041209176532 } }, { "date": "2018-09-25", "Ensemble trend": { "equity": 1.5780474159165132, "drawdown": -0.06648945655090954, "net": -0.00020932456122624288 }, "Core + trend": { "equity": 1.856463787894026, "drawdown": -0.029707073734339673, "net": -0.0005927071295328545 }, "60/40 monthly": { "equity": 2.1879758972443946, "drawdown": -0.004205167631954776, "net": -0.0009524809788775679 }, "SPY buy & hold": { "equity": 2.6148014808177513, "drawdown": -0.005156383422598054, "net": -0.0009277444403889001 }, "BIL reserve": { "equity": 1.0221348710806244, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-26", "Ensemble trend": { "equity": 1.5792658217129931, "drawdown": -0.0657686957893876, "net": 0.0007720970765459079 }, "Core + trend": { "equity": 1.8565482714593244, "drawdown": -0.02966291784703967, "net": 4.550779059053767e-05 }, "60/40 monthly": { "equity": 2.1867869143076457, "drawdown": -0.004746299307892943, "net": -0.0005434168348226187 }, "SPY buy & hold": { "equity": 2.606977297305051, "drawdown": -0.008133220891768378, "net": -0.0029922667438040396 }, "BIL reserve": { "equity": 1.0221348710806244, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-09-27", "Ensemble trend": { "equity": 1.579974944810305, "drawdown": -0.06534920656411658, "net": 0.00044902073328145775 }, "Core + trend": { "equity": 1.8586268721087618, "drawdown": -0.028576523638958684, "net": 0.001119604957970477 }, "60/40 monthly": { "equity": 2.190500165361638, "drawdown": -0.003056318986122908, "net": 0.0016980397265489167 }, "SPY buy & hold": { "equity": 2.6142619672938645, "drawdown": -0.005361650089774628, "net": 0.0027942974403130094 }, "BIL reserve": { "equity": 1.0223580380002286, "drawdown": 0.0, "net": 0.0002183341219621493 } }, { "date": "2018-09-28", "Ensemble trend": { "equity": 1.579383224276641, "drawdown": -0.06569924506827007, "net": -0.0003745126057901338 }, "Core + trend": { "equity": 1.8585167348598342, "drawdown": -0.028634087591592472, "net": -5.9257320864314345e-05 }, "60/40 monthly": { "equity": 2.1910623699014202, "drawdown": -0.00280044762293552, "net": 0.0002566557851364504 }, "SPY buy & hold": { "equity": 2.614532033409893, "drawdown": -0.005258899057409172, "net": 0.00010330491718391066 }, "BIL reserve": { "equity": 1.0223580380002286, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-01", "Ensemble trend": { "equity": 1.578982924216455, "drawdown": -0.06593604677838194, "net": -0.0002534534076548134 }, "Core + trend": { "equity": 1.8594573519694857, "drawdown": -0.028142467914564206, "net": 0.0005061117244782309 }, "60/40 monthly": { "equity": 2.1935157338432125, "drawdown": -0.0016838689904962179, "net": 0.0011197143337837723 }, "SPY buy & hold": { "equity": 2.6236152880477195, "drawdown": -0.0018030275656419903, "net": 0.003474141652026308 }, "BIL reserve": { "equity": 1.0224247883506519, "drawdown": 0.0, "net": 6.529058112936248e-05 } }, { "date": "2018-10-02", "Ensemble trend": { "equity": 1.579280832853492, "drawdown": -0.06575981579137025, "net": 0.00018867122149823778 }, "Core + trend": { "equity": 1.8602056841331334, "drawdown": -0.027751347220684064, "net": 0.000402446532508538 }, "60/40 monthly": { "equity": 2.1949469497120204, "drawdown": -0.0010324919035928914, "net": 0.0006524757706205531 }, "SPY buy & hold": { "equity": 2.622086460160649, "drawdown": -0.0023846949218275793, "net": -0.0005827180128257226 }, "BIL reserve": { "equity": 1.0225368448444334, "drawdown": 0.0, "net": 0.00010959876467997454 } }, { "date": "2018-10-03", "Ensemble trend": { "equity": 1.578952746589023, "drawdown": -0.06595389867123402, "net": -0.0002077440931618213 }, "Core + trend": { "equity": 1.8575550245108994, "drawdown": -0.029136731787925862, "net": -0.0014249282457542423 }, "60/40 monthly": { "equity": 2.1893045576485615, "drawdown": -0.0036004657400793283, "net": -0.0025706279890723716 }, "SPY buy & hold": { "equity": 2.623525266009043, "drawdown": -0.0018372779097639569, "net": 0.0005487255551084314 }, "BIL reserve": { "equity": 1.0225368448444334, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-04", "Ensemble trend": { "equity": 1.569685932153237, "drawdown": -0.07143578019946939, "net": -0.005868962485295892 }, "Core + trend": { "equity": 1.8467817897913616, "drawdown": -0.03476743329125287, "net": -0.005799685380719399 }, "60/40 monthly": { "equity": 2.176641735195167, "drawdown": -0.009363588258095024, "net": -0.005783947422552949 }, "SPY buy & hold": { "equity": 2.603019730498235, "drawdown": -0.009638941346580165, "net": -0.00781602364440026 }, "BIL reserve": { "equity": 1.0227608527133343, "drawdown": 0.0, "net": 0.00021907070638116366 } }, { "date": "2018-10-05", "Ensemble trend": { "equity": 1.5639839495626129, "drawdown": -0.07480884796234089, "net": -0.003632562714505738 }, "Core + trend": { "equity": 1.8394421018525562, "drawdown": -0.03860356913966556, "net": -0.0039743124928877105 }, "60/40 monthly": { "equity": 2.1671751846185168, "drawdown": -0.013672018783518536, "net": -0.004349154214761564 }, "SPY buy & hold": { "equity": 2.588450854551735, "drawdown": -0.01518190640240169, "net": -0.005596913375570556 }, "BIL reserve": { "equity": 1.0228724887324674, "drawdown": 0.0, "net": 0.00010915163484903623 } }, { "date": "2018-10-08", "Ensemble trend": { "equity": 1.5621842398675627, "drawdown": -0.07587348515798642, "net": -0.001150721332884297 }, "Core + trend": { "equity": 1.8385307071647121, "drawdown": -0.039079915527038156, "net": -0.0004954734301918506 }, "60/40 monthly": { "equity": 2.167515561405197, "drawdown": -0.0135171059960143, "net": 0.0001570601163651819 }, "SPY buy & hold": { "equity": 2.588450854551735, "drawdown": -0.01518190640240169, "net": 0.0 }, "BIL reserve": { "equity": 1.0228724887324674, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-09", "Ensemble trend": { "equity": 1.5602588677840963, "drawdown": -0.07701245926095057, "net": -0.001232487202424859 }, "Core + trend": { "equity": 1.8372918749131233, "drawdown": -0.03972739929611824, "net": -0.0006738164593939056 }, "60/40 monthly": { "equity": 2.1672049773581272, "drawdown": -0.01365845946772204, "net": -0.0001432903424548604 }, "SPY buy & hold": { "equity": 2.5846741052074833, "drawdown": -0.01661883192202729, "net": -0.00145907709146198 }, "BIL reserve": { "equity": 1.0227608527133343, "drawdown": -0.00010913972206982869, "net": -0.00010913972206982869 } }, { "date": "2018-10-10", "Ensemble trend": { "equity": 1.532778616813997, "drawdown": -0.09326869070144617, "net": -0.0176126228393928 }, "Core + trend": { "equity": 1.8038857639987764, "drawdown": -0.05718732139403704, "net": -0.018182255835603955 }, "60/40 monthly": { "equity": 2.1259141081362074, "drawdown": -0.03245082105038688, "net": -0.019052590619395016 }, "SPY buy & hold": { "equity": 2.5028344820742836, "drawdown": -0.04775604339083128, "net": -0.03166342053271365 }, "BIL reserve": { "equity": 1.0229843349889247, "drawdown": 0.0, "net": 0.00021850882833218677 } }, { "date": "2018-10-11", "Ensemble trend": { "equity": 1.5144894528233452, "drawdown": -0.1040878379868444, "net": -0.011932032317013452 }, "Core + trend": { "equity": 1.7828996638278043, "drawdown": -0.0681558437420523, "net": -0.011633829918614724 }, "60/40 monthly": { "equity": 2.1012989316697728, "drawdown": -0.04365371663711348, "net": -0.011578631691764318 }, "SPY buy & hold": { "equity": 2.447706810778142, "drawdown": -0.06873025970823665, "net": -0.022026095489324105 }, "BIL reserve": { "equity": 1.02309607612672, "drawdown": 0.0, "net": 0.00010923054632749896 } }, { "date": "2018-10-12", "Ensemble trend": { "equity": 1.5239759509092494, "drawdown": -0.09847600028521375, "net": 0.006263825785131294 }, "Core + trend": { "equity": 1.7952767653675774, "drawdown": -0.061686870767719726, "net": 0.006942118948634501 }, "60/40 monthly": { "equity": 2.1176060447051337, "drawdown": -0.03623199918953757, "net": 0.007760491755641308 }, "SPY buy & hold": { "equity": 2.481700339063167, "drawdown": -0.05579687074261486, "net": 0.013887908525375137 }, "BIL reserve": { "equity": 1.02309607612672, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-15", "Ensemble trend": { "equity": 1.519831942092924, "drawdown": -0.10092743227842715, "net": -0.002719208799753514 }, "Core + trend": { "equity": 1.790093557336846, "drawdown": -0.06439590830477149, "net": -0.002887135917269079 }, "60/40 monthly": { "equity": 2.1110110428462305, "drawdown": -0.039233526207648084, "net": -0.0031143667517352647 }, "SPY buy & hold": { "equity": 2.467761153356273, "drawdown": -0.06110025993774926, "net": -0.005616788412156071 }, "BIL reserve": { "equity": 1.0232081326205016, "drawdown": 0.0, "net": 0.00010952685324117084 } }, { "date": "2018-10-16", "Ensemble trend": { "equity": 1.5390262597480677, "drawdown": -0.08957283182430775, "net": 0.012629236906753993 }, "Core + trend": { "equity": 1.8128412803642502, "drawdown": -0.05250666226287626, "net": 0.012707560973096 }, "60/40 monthly": { "equity": 2.1384315513962306, "drawdown": -0.026753863726272975, "net": 0.012989277646330732 }, "SPY buy & hold": { "equity": 2.521721167659345, "drawdown": -0.04057029765432263, "net": 0.021865979302609473 }, "BIL reserve": { "equity": 1.0233195584023105, "drawdown": 0.0, "net": 0.00010889845209072213 } }, { "date": "2018-10-17", "Ensemble trend": { "equity": 1.5370537398439372, "drawdown": -0.09073969671638682, "net": -0.001281667477495474 }, "Core + trend": { "equity": 1.810707623073722, "drawdown": -0.053621832184086005, "net": -0.001176968614758911 }, "60/40 monthly": { "equity": 2.1361953709873975, "drawdown": -0.027771597467382003, "net": -0.0010457105383491205 }, "SPY buy & hold": { "equity": 2.522170968498641, "drawdown": -0.04039916363249052, "net": 0.00017837056890535052 }, "BIL reserve": { "equity": 1.0233195584023105, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-18", "Ensemble trend": { "equity": 1.5224260711792426, "drawdown": -0.09939284793785474, "net": -0.00951669306382208 }, "Core + trend": { "equity": 1.7950090547366813, "drawdown": -0.061826791477802234, "net": -0.008669852679137668 }, "60/40 monthly": { "equity": 2.119159349594681, "drawdown": -0.035525056766610996, "net": -0.007974936011981959 }, "SPY buy & hold": { "equity": 2.485747309200489, "drawdown": -0.05425713534123544, "net": -0.014441391861644393 }, "BIL reserve": { "equity": 1.0233195584023105, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-19", "Ensemble trend": { "equity": 1.5241848342501827, "drawdown": -0.09835243314829167, "net": 0.0011552370944210022 }, "Core + trend": { "equity": 1.7953160261534395, "drawdown": -0.06166635086151406, "net": 0.00017101385419104886 }, "60/40 monthly": { "equity": 2.11745117112938, "drawdown": -0.03630248548081727, "net": -0.0008060641903251398 }, "SPY buy & hold": { "equity": 2.4843985253907714, "drawdown": -0.05477030200917721, "net": -0.0005426069676210954 }, "BIL reserve": { "equity": 1.0234315097774298, "drawdown": 0.0, "net": 0.00010940021052086024 } }, { "date": "2018-10-22", "Ensemble trend": { "equity": 1.5200404236378668, "drawdown": -0.10080410282814856, "net": -0.0027190997569231934 }, "Core + trend": { "equity": 1.790580521231201, "drawdown": -0.06414139344424974, "net": -0.0026376999109092303 }, "60/40 monthly": { "equity": 2.111937277621772, "drawdown": -0.03881197686416327, "net": -0.002604023924040244 }, "SPY buy & hold": { "equity": 2.4732469293419883, "drawdown": -0.05901310752430644, "net": -0.004488650244641845 }, "BIL reserve": { "equity": 1.0236549920530205, "drawdown": 0.0, "net": 0.0002183656389855848 } }, { "date": "2018-10-23", "Ensemble trend": { "equity": 1.5136314679886604, "drawdown": -0.10459538793827117, "net": -0.004216306059721786 }, "Core + trend": { "equity": 1.7850868945298717, "drawdown": -0.0670126733273283, "net": -0.003068070179581661 }, "60/40 monthly": { "equity": 2.1077295483824154, "drawdown": -0.040727004830345415, "net": -0.001992355210517882 }, "SPY buy & hold": { "equity": 2.460656372767769, "drawdown": -0.06380338890088788, "net": -0.005090699365618567 }, "BIL reserve": { "equity": 1.0236549920530205, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-24", "Ensemble trend": { "equity": 1.485710931324926, "drawdown": -0.12111207501082999, "net": -0.018446059859495323 }, "Core + trend": { "equity": 1.7547766851879887, "drawdown": -0.08285450224413304, "net": -0.016979682857324208 }, "60/40 monthly": { "equity": 2.074317297318728, "drawdown": -0.05593363804276186, "net": -0.015852247784508 }, "SPY buy & hold": { "equity": 2.3861020383315514, "drawdown": -0.09216879417014434, "net": -0.03029855580865115 }, "BIL reserve": { "equity": 1.0237667331908156, "drawdown": 0.0, "net": 0.00010915898292163106 } }, { "date": "2018-10-25", "Ensemble trend": { "equity": 1.5004179079687376, "drawdown": -0.11241200832032172, "net": 0.009898948936652552 }, "Core + trend": { "equity": 1.771661926624378, "drawdown": -0.07402932050298949, "net": 0.009622444598744062 }, "60/40 monthly": { "equity": 2.0940977238560685, "drawdown": -0.04693114100761342, "net": 0.00953587311011117 }, "SPY buy & hold": { "equity": 2.428909837877671, "drawdown": -0.07588187279940106, "net": 0.01794047314759939 }, "BIL reserve": { "equity": 1.023878684565935, "drawdown": 0.0, "net": 0.000109352425205822 } }, { "date": "2018-10-26", "Ensemble trend": { "equity": 1.487819223155868, "drawdown": -0.11986489280768375, "net": -0.008396783819999754 }, "Core + trend": { "equity": 1.7568138284176256, "drawdown": -0.08178977602733506, "net": -0.008380886885706818 }, "60/40 monthly": { "equity": 2.0761485233526917, "drawdown": -0.05510020773678115, "net": -0.008571328978059789 }, "SPY buy & hold": { "equity": 2.386191751016143, "drawdown": -0.09213466152479954, "net": -0.017587349762992477 }, "BIL reserve": { "equity": 1.0239905308223922, "drawdown": 0.0, "net": 0.00010923780145377648 } }, { "date": "2018-10-29", "Ensemble trend": { "equity": 1.4836766680647122, "drawdown": -0.12231546483448608, "net": -0.0027843134613954046 }, "Core + trend": { "equity": 1.751524552163271, "drawdown": -0.08455425081436396, "net": -0.0030107209818120984 }, "60/40 monthly": { "equity": 2.06932427169552, "drawdown": -0.058206071262768555, "net": -0.00328697662060895 }, "SPY buy & hold": { "equity": 2.372971040171191, "drawdown": -0.09716469531023353, "net": -0.005540506474101314 }, "BIL reserve": { "equity": 1.0239905308223922, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-30", "Ensemble trend": { "equity": 1.4963137572436134, "drawdown": -0.11483986184054229, "net": 0.008517414508772303 }, "Core + trend": { "equity": 1.7656362338102192, "drawdown": -0.07717868821570995, "net": 0.008056799220724109 }, "60/40 monthly": { "equity": 2.085378123716634, "drawdown": -0.050899618343264175, "net": 0.007758016585752481 }, "SPY buy & hold": { "equity": 2.408135628344217, "drawdown": -0.08378575762408569, "net": 0.014818802074587856 }, "BIL reserve": { "equity": 1.0239905308223922, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-10-31", "Ensemble trend": { "equity": 1.505159148403198, "drawdown": -0.10960727768298206, "net": 0.0059114548113752274 }, "Core + trend": { "equity": 1.7753979427276805, "drawdown": -0.07207666728072482, "net": 0.005528720316526181 }, "60/40 monthly": { "equity": 2.0963644546868916, "drawdown": -0.045899503113180584, "net": 0.005268268063864268 }, "SPY buy & hold": { "equity": 2.4338565643706267, "drawdown": -0.07399981050496929, "net": 0.010680850249325635 }, "BIL reserve": { "equity": 1.0241024821975118, "drawdown": 0.0, "net": 0.00010932852575251673 } }, { "date": "2018-11-01", "Ensemble trend": { "equity": 1.5160190194589445, "drawdown": -0.10318300675881031, "net": 0.0072150981956076166 }, "Core + trend": { "equity": 1.7876233664598447, "drawdown": -0.06568696970338839, "net": 0.006886018868187627 }, "60/40 monthly": { "equity": 2.110299054809909, "drawdown": -0.03955756725772075, "net": 0.0066470312887931815 }, "SPY buy & hold": { "equity": 2.459757080443262, "drawdown": -0.06414553924577482, "net": 0.010641759441289311 }, "BIL reserve": { "equity": 1.0243261747104262, "drawdown": 0.0, "net": 0.00021842785932379982 } }, { "date": "2018-11-02", "Ensemble trend": { "equity": 1.512643063718952, "drawdown": -0.10518008887796182, "net": -0.002226855795778193 }, "Core + trend": { "equity": 1.780474045206332, "drawdown": -0.06942360916014478, "net": -0.0039993442621367725 }, "60/40 monthly": { "equity": 2.098101982209441, "drawdown": -0.04510871701255148, "net": -0.0057797839470513646 }, "SPY buy & hold": { "equity": 2.445188204496762, "drawdown": -0.06968850430159657, "net": -0.005922892167821159 }, "BIL reserve": { "equity": 1.0243261747104262, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-11-05", "Ensemble trend": { "equity": 1.5150451145709956, "drawdown": -0.10375913043674734, "net": 0.0015879825913045487 }, "Core + trend": { "equity": 1.7850149282696814, "drawdown": -0.06705028696334303, "net": 0.002550378690200583 }, "60/40 monthly": { "equity": 2.105489703788463, "drawdown": -0.04174640622081516, "net": 0.003521145131011316 }, "SPY buy & hold": { "equity": 2.4586782080725302, "drawdown": -0.06455601373073971, "net": 0.005516959206232075 }, "BIL reserve": { "equity": 1.02443833632287, "drawdown": 0.0, "net": 0.00010949794627213016 } }, { "date": "2018-11-06", "Ensemble trend": { "equity": 1.5177241246484336, "drawdown": -0.10217433385327945, "net": 0.0017682708268371705 }, "Core + trend": { "equity": 1.7895347380157474, "drawdown": -0.06468797887348299, "net": 0.0025320851240426823 }, "60/40 monthly": { "equity": 2.1124822653682287, "drawdown": -0.03856394123346507, "net": 0.0033211093681360104 }, "SPY buy & hold": { "equity": 2.4742363983822133, "drawdown": -0.058636647985909285, "net": 0.006327867656125585 }, "BIL reserve": { "equity": 1.02443833632287, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-11-07", "Ensemble trend": { "equity": 1.5305177012097497, "drawdown": -0.0946061591026649, "net": 0.00842944798303158 }, "Core + trend": { "equity": 1.8083435974335516, "drawdown": -0.05485740562813901, "net": 0.010510474604510822 }, "60/40 monthly": { "equity": 2.139483441316336, "drawdown": -0.02627512602720583, "net": 0.012781729054374136 }, "SPY buy & hold": { "equity": 2.527207407676188, "drawdown": -0.03848296869271395, "net": 0.02140903323894605 }, "BIL reserve": { "equity": 1.0245503928166515, "drawdown": 0.0, "net": 0.00010938334676513506 } }, { "date": "2018-11-08", "Ensemble trend": { "equity": 1.5286602665197422, "drawdown": -0.09570494412610686, "net": -0.0012135989597111818 }, "Core + trend": { "equity": 1.8057876014688243, "drawdown": -0.0561933136163858, "net": -0.0014134459669914445 }, "60/40 monthly": { "equity": 2.1359534812218572, "drawdown": -0.027881686695892638, "net": -0.0016499123229050117 }, "SPY buy & hold": { "equity": 2.5226204599838518, "drawdown": -0.04022814730943569, "net": -0.0018150262136791273 }, "BIL reserve": { "equity": 1.024662554429095, "drawdown": 0.0, "net": 0.00010947398315397372 } }, { "date": "2018-11-09", "Ensemble trend": { "equity": 1.5186214506673221, "drawdown": -0.10164351121062953, "net": -0.006567067956358308 }, "Core + trend": { "equity": 1.796226011164909, "drawdown": -0.06119074125070767, "net": -0.005294969516978609 }, "60/40 monthly": { "equity": 2.126715243600041, "drawdown": -0.03208620709101162, "net": -0.004325111807459203 }, "SPY buy & hold": { "equity": 2.497978705682258, "drawdown": -0.04960350224481003, "net": -0.009768316198367488 }, "BIL reserve": { "equity": 1.024886457179334, "drawdown": 0.0, "net": 0.00021851364556169095 } }, { "date": "2018-11-12", "Ensemble trend": { "equity": 1.504652261909396, "drawdown": -0.10990713171875022, "net": -0.00919859834179726 }, "Core + trend": { "equity": 1.7792684398744325, "drawdown": -0.07005372666259124, "net": -0.009440666812011611 }, "60/40 monthly": { "equity": 2.10547937196451, "drawdown": -0.04175110845584151, "net": -0.009985291495622661 }, "SPY buy & hold": { "equity": 2.4513041347532107, "drawdown": -0.06736159947930076, "net": -0.018684935473178732 }, "BIL reserve": { "equity": 1.0247742955668906, "drawdown": -0.00010943808619745532, "net": -0.00010943808619745532 } }, { "date": "2018-11-13", "Ensemble trend": { "equity": 1.5037356523350909, "drawdown": -0.11044936175139042, "net": -0.0006091836615736979 }, "Core + trend": { "equity": 1.778044972023614, "drawdown": -0.07069318012723935, "net": -0.0006876240950492996 }, "60/40 monthly": { "equity": 2.1038223935806206, "drawdown": -0.04250523491313063, "net": -0.0007869839077756513 }, "SPY buy & hold": { "equity": 2.4467167230297475, "drawdown": -0.06910695464418803, "net": -0.0018714167933817638 }, "BIL reserve": { "equity": 1.0248864571793341, "drawdown": 0.0, "net": 0.00010945006420315373 } }, { "date": "2018-11-14", "Ensemble trend": { "equity": 1.5026947704112184, "drawdown": -0.11106510639925082, "net": -0.0006921974100010386 }, "Core + trend": { "equity": 1.7745377885411961, "drawdown": -0.0725262324853283, "net": -0.001972494249358747 }, "60/40 monthly": { "equity": 2.0970847507742296, "drawdown": -0.04557168089061869, "net": -0.003202572055012509 }, "SPY buy & hold": { "equity": 2.429989019602487, "drawdown": -0.07547128061565922, "net": -0.006836796131652889 }, "BIL reserve": { "equity": 1.0247742955668906, "drawdown": -0.00010943808619745532, "net": -0.00010943808619745532 } }, { "date": "2018-11-15", "Ensemble trend": { "equity": 1.5094065779036958, "drawdown": -0.10709466609648632, "net": 0.004466514174825242 }, "Core + trend": { "equity": 1.7841356195083158, "drawdown": -0.06750986343163723, "net": 0.005408637127423344 }, "60/40 monthly": { "equity": 2.1106083335232273, "drawdown": -0.039416807871444304, "net": 0.006448753558483844 }, "SPY buy & hold": { "equity": 2.455350022151236, "drawdown": -0.06582227602364121, "net": 0.010436673723281942 }, "BIL reserve": { "equity": 1.0251104650482352, "drawdown": 0.0, "net": 0.0003280424604703569 } }, { "date": "2018-11-16", "Ensemble trend": { "equity": 1.5137627795655415, "drawdown": -0.10451770919410996, "net": 0.0028860359598377183 }, "Core + trend": { "equity": 1.7891087280660858, "drawdown": -0.06491063575662315, "net": 0.0027874050063192435 }, "60/40 monthly": { "equity": 2.1165053507985907, "drawdown": -0.036732948631227, "net": 0.002793989382918749 }, "SPY buy & hold": { "equity": 2.461736173200754, "drawdown": -0.06339256131959214, "net": 0.0026009126975399255 }, "BIL reserve": { "equity": 1.0252222061860303, "drawdown": 0.0, "net": 0.00010900399674484973 } }, { "date": "2018-11-19", "Ensemble trend": { "equity": 1.5038302340896055, "drawdown": -0.11039341091989652, "net": -0.006561494053108241 }, "Core + trend": { "equity": 1.7749451105438134, "drawdown": -0.07231334297979142, "net": -0.007916577287945148 }, "60/40 monthly": { "equity": 2.096557570623797, "drawdown": -0.045811611901828364, "net": -0.009424866404078469 }, "SPY buy & hold": { "equity": 2.4200968040329154, "drawdown": -0.0792349344094142, "net": -0.016914635134803624 }, "BIL reserve": { "equity": 1.0251104650482352, "drawdown": -0.0001089921161685492, "net": -0.0001089921161685492 } }, { "date": "2018-11-20", "Ensemble trend": { "equity": 1.4931542439812002, "drawdown": -0.11670890513599796, "net": -0.00709919900956657 }, "Core + trend": { "equity": 1.7590574134827992, "drawdown": -0.08061715163659333, "net": -0.008951092045965559 }, "60/40 monthly": { "equity": 2.0735580558406377, "drawdown": -0.05627918514926977, "net": -0.010970132709647418 }, "SPY buy & hold": { "equity": 2.375309602375218, "drawdown": -0.09627495140511777, "net": -0.01850636783746118 }, "BIL reserve": { "equity": 1.025334578035798, "drawdown": 0.0, "net": 0.0002186232559360235 } }, { "date": "2018-11-21", "Ensemble trend": { "equity": 1.4958397886067327, "drawdown": -0.11512024297188839, "net": 0.0017985714713384393 }, "Core + trend": { "equity": 1.7622688249868361, "drawdown": -0.07893868643516333, "net": 0.001825643369808283 }, "60/40 monthly": { "equity": 2.0775132755008077, "drawdown": -0.05447907971692123, "net": 0.0019074554720226455 }, "SPY buy & hold": { "equity": 2.383404161358032, "drawdown": -0.09319524520480493, "net": 0.003407791125299875 }, "BIL reserve": { "equity": 1.0255581654300507, "drawdown": 0.0, "net": 0.00021806286361747418 } }, { "date": "2018-11-23", "Ensemble trend": { "equity": 1.4917111305672175, "drawdown": -0.11756259405165281, "net": -0.00276009374196462 }, "Core + trend": { "equity": 1.7566821478181356, "drawdown": -0.08185859975287435, "net": -0.0031701617196470133 }, "60/40 monthly": { "equity": 2.0699103305352833, "drawdown": -0.057939343295227985, "net": -0.003659637247656833 }, "SPY buy & hold": { "equity": 2.36748557353956, "drawdown": -0.0992517300248994, "net": -0.006678929271232592 }, "BIL reserve": { "equity": 1.0255581654300507, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-11-26", "Ensemble trend": { "equity": 1.5005607561801435, "drawdown": -0.11232750495868948, "net": 0.005932533069965773 }, "Core + trend": { "equity": 1.769748593280947, "drawdown": -0.07502933667396228, "net": 0.007438138697453356 }, "60/40 monthly": { "equity": 2.0887124754859605, "drawdown": -0.04938208322536164, "net": 0.009083555298656343 }, "SPY buy & hold": { "equity": 2.4057076628096827, "drawdown": -0.0847095164757693, "net": 0.016144592261644997 }, "BIL reserve": { "equity": 1.0256704321611565, "drawdown": 0.0, "net": 0.00010946890667939968 } }, { "date": "2018-11-27", "Ensemble trend": { "equity": 1.5002726789786498, "drawdown": -0.11249792005661952, "net": -0.0001919796984608535 }, "Core + trend": { "equity": 1.7717501479008562, "drawdown": -0.0739832110765245, "net": 0.001130982461298835 }, "60/40 monthly": { "equity": 2.093689932646313, "drawdown": -0.047116735547238275, "net": 0.002383026490611062 }, "SPY buy & hold": { "equity": 2.413801603084327, "drawdown": -0.0816300456730108, "net": 0.003364473747068164 }, "BIL reserve": { "equity": 1.0256704321611565, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-11-28", "Ensemble trend": { "equity": 1.5151222723406939, "drawdown": -0.10371348694670013, "net": 0.0098979296031394 }, "Core + trend": { "equity": 1.7922367603050382, "drawdown": -0.06327574927277246, "net": 0.011562924054757007 }, "60/40 monthly": { "equity": 2.1219346776421517, "drawdown": -0.03426194535332794, "net": 0.013490414485653357 }, "SPY buy & hold": { "equity": 2.4693801579590606, "drawdown": -0.06048428338805367, "net": 0.02302532022669812 }, "BIL reserve": { "equity": 1.0257822784176138, "drawdown": 0.0, "net": 0.00010904697352120962 } }, { "date": "2018-11-29", "Ensemble trend": { "equity": 1.5150489400529674, "drawdown": -0.10375686743265844, "net": -4.840024403640619e-05 }, "Core + trend": { "equity": 1.791965786803119, "drawdown": -0.06341737534371028, "net": -0.00015119291598131301 }, "60/40 monthly": { "equity": 2.121399291254965, "drawdown": -0.034505611199168396, "net": -0.00025231049420493257 }, "SPY buy & hold": { "equity": 2.4639839399808943, "drawdown": -0.06253736200554028, "net": -0.0021852520199345804 }, "BIL reserve": { "equity": 1.0258942297927331, "drawdown": 0.0, "net": 0.00010913756015762388 } }, { "date": "2018-11-30", "Ensemble trend": { "equity": 1.5180789680494557, "drawdown": -0.10196442250791271, "net": 0.001999953873689675 }, "Core + trend": { "equity": 1.7977095176730808, "drawdown": -0.060415376883066974, "net": 0.0032052681542591444 }, "60/40 monthly": { "equity": 2.1307587749134576, "drawdown": -0.030245909128182036, "net": 0.004411938712846286 }, "SPY buy & hold": { "equity": 2.479002462089647, "drawdown": -0.05682332177727534, "net": 0.006095219155068499 }, "BIL reserve": { "equity": 1.026006391405177, "drawdown": 0.0, "net": 0.00010933058124940054 } }, { "date": "2018-12-03", "Ensemble trend": { "equity": 1.5287956188786822, "drawdown": -0.0956248750148262, "net": 0.007059350043559398 }, "Core + trend": { "equity": 1.8117264479560187, "drawdown": -0.05308933670378513, "net": 0.007797105230371804 }, "60/40 monthly": { "equity": 2.149386852326615, "drawdown": -0.021767870933914968, "net": 0.008742461902527587 }, "SPY buy & hold": { "equity": 2.5118287974127305, "drawdown": -0.0443340102974662, "net": 0.013241751803430235 }, "BIL reserve": { "equity": 1.0259725431959859, "drawdown": -3.299025179048787e-05, "net": -3.299025179048787e-05 } }, { "date": "2018-12-04", "Ensemble trend": { "equity": 1.5109293991048867, "drawdown": -0.10619382520111065, "net": -0.011686467146536983 }, "Core + trend": { "equity": 1.7855657514338945, "drawdown": -0.06676239563826325, "net": -0.014439650396249615 }, "60/40 monthly": { "equity": 2.1119119028804785, "drawdown": -0.03882352545401957, "net": -0.017435181296271196 }, "SPY buy & hold": { "equity": 2.430438820441783, "drawdown": -0.07530014659382711, "net": -0.03240267690806875 }, "BIL reserve": { "equity": 1.0260849150457534, "drawdown": 0.0, "net": 0.00010952715110446043 } }, { "date": "2018-12-06", "Ensemble trend": { "equity": 1.5121118515486605, "drawdown": -0.10549433302346345, "net": 0.0007825994017154336 }, "Core + trend": { "equity": 1.7863596627678784, "drawdown": -0.06634745269325681, "net": 0.00044462733077521577 }, "60/40 monthly": { "equity": 2.112252093119182, "drawdown": -0.038668697568507104, "net": 0.00016108164277084391 }, "SPY buy & hold": { "equity": 2.426751319750996, "drawdown": -0.07670311601627333, "net": -0.0015172160104474086 }, "BIL reserve": { "equity": 1.0263095536266267, "drawdown": 0.0, "net": 0.00021892786608534998 } }, { "date": "2018-12-07", "Ensemble trend": { "equity": 1.5084895162594991, "drawdown": -0.10763716355582487, "net": -0.002395547184853797 }, "Core + trend": { "equity": 1.7728377494841292, "drawdown": -0.07341476900416799, "net": -0.007569535724288312 }, "60/40 monthly": { "equity": 2.086071278272168, "drawdown": -0.05058414881487383, "net": -0.012394739686754197 }, "SPY buy & hold": { "equity": 2.370364422652686, "drawdown": -0.09815642520566437, "net": -0.023235548133582862 }, "BIL reserve": { "equity": 1.0264215050017462, "drawdown": 0.0, "net": 0.00010908148981347843 } }, { "date": "2018-12-10", "Ensemble trend": { "equity": 1.5086858438346904, "drawdown": -0.1075210239141624, "net": 0.0001301484518620999 }, "Core + trend": { "equity": 1.7741544356404797, "drawdown": -0.0727265943831763, "net": 0.0007426997517023803 }, "60/40 monthly": { "equity": 2.0888753095927894, "drawdown": -0.049307973925383664, "net": 0.0013441685094019995 }, "SPY buy & hold": { "equity": 2.3748605749211342, "drawdown": -0.09644579118000718, "net": 0.001896818997737304 }, "BIL reserve": { "equity": 1.0265335614955275, "drawdown": 0.0, "net": 0.00010917200510252023 } }, { "date": "2018-12-11", "Ensemble trend": { "equity": 1.506913817467504, "drawdown": -0.10856928474609528, "net": -0.0011745496084740736 }, "Core + trend": { "equity": 1.7723183411294807, "drawdown": -0.07368624117380862, "net": -0.0010349124484961836 }, "60/40 monthly": { "equity": 2.086930638629552, "drawdown": -0.05019303545567133, "net": -0.0009309655556301033 }, "SPY buy & hold": { "equity": 2.3753997790909365, "drawdown": -0.09624064221160744, "net": 0.00022704666349526725 }, "BIL reserve": { "equity": 1.026421505001746, "drawdown": -0.0001091600878769805, "net": -0.0001091600878769805 } }, { "date": "2018-12-12", "Ensemble trend": { "equity": 1.5073485687340356, "drawdown": -0.10831210306258465, "net": 0.00028850439984817733 }, "Core + trend": { "equity": 1.7742337333653289, "drawdown": -0.07268514890926414, "net": 0.0010807269729136149 }, "60/40 monthly": { "equity": 2.090636890534805, "drawdown": -0.048506240596846384, "net": 0.0017759343969794283 }, "SPY buy & hold": { "equity": 2.3873611094566773, "drawdown": -0.0916897601475476, "net": 0.005035502011504933 }, "BIL reserve": { "equity": 1.0266461435826193, "drawdown": 0.0, "net": 0.00021885607401905816 } }, { "date": "2018-12-13", "Ensemble trend": { "equity": 1.507147944344271, "drawdown": -0.1084307845300927, "net": -0.0001330975422181302 }, "Core + trend": { "equity": 1.7741461764749495, "drawdown": -0.07273091108999452, "net": -4.93491295610049e-05 }, "60/40 monthly": { "equity": 2.090736089002715, "drawdown": -0.048461093243144515, "net": 4.744892255548194e-05 }, "SPY buy & hold": { "equity": 2.3865512204626773, "drawdown": -0.09199789554586668, "net": -0.00033924025602660723 }, "BIL reserve": { "equity": 1.0267582000764008, "drawdown": 0.0, "net": 0.00010914811737405827 } }, { "date": "2018-12-14", "Ensemble trend": { "equity": 1.501592894399373, "drawdown": -0.11171693274125838, "net": -0.003685802688278894 }, "Core + trend": { "equity": 1.7617091941053993, "drawdown": -0.07923118117118721, "net": -0.007010122691390119 }, "60/40 monthly": { "equity": 2.069639675877023, "drawdown": -0.05806252404433543, "net": -0.010090423768288836 }, "SPY buy & hold": { "equity": 2.342484195114389, "drawdown": -0.10876390978859563, "net": -0.018464730599724977 }, "BIL reserve": { "equity": 1.0268705719261686, "drawdown": 0.0, "net": 0.00010944334290141633 } }, { "date": "2018-12-17", "Ensemble trend": { "equity": 1.4990433353752823, "drawdown": -0.11322515119282639, "net": -0.0016979029626472686 }, "Core + trend": { "equity": 1.7511204280421384, "drawdown": -0.08476546892625236, "net": -0.006010507352002481 }, "60/40 monthly": { "equity": 2.048775804365555, "drawdown": -0.0675581201614941, "net": -0.010080919763304497 }, "SPY buy & hold": { "equity": 2.2965287177554536, "drawdown": -0.1262484162158315, "net": -0.019618265709020477 }, "BIL reserve": { "equity": 1.0269821028266397, "drawdown": 0.0, "net": 0.00010861242255866266 } }, { "date": "2018-12-18", "Ensemble trend": { "equity": 1.5007473768638444, "drawdown": -0.11221710753076475, "net": 0.0011367526530747796 }, "Core + trend": { "equity": 1.7524574785344078, "drawdown": -0.08406665075206077, "net": 0.0007635400003667137 }, "60/40 monthly": { "equity": 2.049656421816194, "drawdown": -0.06715733224251208, "net": 0.00042982616680786734 }, "SPY buy & hold": { "equity": 2.2940101114740745, "drawdown": -0.12720666080919107, "net": -0.001096701409351919 }, "BIL reserve": { "equity": 1.0269821028266397, "drawdown": 0.0, "net": 0.0 } }, { "date": "2018-12-19", "Ensemble trend": { "equity": 1.4970691663175437, "drawdown": -0.11439299165906458, "net": -0.0024509191906683103 }, "Core + trend": { "equity": 1.7439714461593077, "drawdown": -0.08850193100870485, "net": -0.004842361357718761 }, "60/40 monthly": { "equity": 2.0352244585068155, "drawdown": -0.07372562876831201, "net": -0.007041162194681538 }, "SPY buy & hold": { "equity": 2.259656031003218, "drawdown": -0.14027722769946582, "net": -0.014975557561418773 }, "BIL reserve": { "equity": 1.0268706770448306, "drawdown": -0.00010849827032277659, "net": -0.00010849827032277659 } }, { "date": "2018-12-20", "Ensemble trend": { "equity": 1.4950873888343157, "drawdown": -0.1155653329694104, "net": -0.001323771491535508 }, "Core + trend": { "equity": 1.7342372906951757, "drawdown": -0.09358955095131183, "net": -0.005581602546056108 }, "60/40 monthly": { "equity": 2.015363113365155, "drawdown": -0.08276495359855929, "net": -0.009758798376584221 }, "SPY buy & hold": { "equity": 2.2228735209667008, "drawdown": -0.1542717299895897, "net": -0.016277924397275045 }, "BIL reserve": { "equity": 1.0270950002697177, "drawdown": 0.0, "net": 0.0002184532384668092 } }, { "date": "2018-12-21", "Ensemble trend": { "equity": 1.4888765714421042, "drawdown": -0.1192394073100087, "net": -0.004154150077510743 }, "Core + trend": { "equity": 1.7208430356447797, "drawdown": -0.10059014585262172, "net": -0.007723426962539137 }, "60/40 monthly": { "equity": 1.9929168351440125, "drawdown": -0.09298073700214238, "net": -0.01113758511917129 }, "SPY buy & hold": { "equity": 2.1773276284160374, "drawdown": -0.17160040323601033, "net": -0.020489646451344656 }, "BIL reserve": { "equity": 1.027319533731929, "drawdown": 0.0, "net": 0.0002186102182877292 } }, { "date": "2018-12-24", "Ensemble trend": { "equity": 1.4855363029335005, "drawdown": -0.12121537827214957, "net": -0.0022434824838222234 }, "Core + trend": { "equity": 1.7070974601237863, "drawdown": -0.10777436069292312, "net": -0.007987698608341143 }, "60/40 monthly": { "equity": 1.9658153570399193, "drawdown": -0.1053152018742558, "net": -0.013598900679734127 }, "SPY buy & hold": { "equity": 2.1197959665269344, "drawdown": -0.19348925674987782, "net": -0.02642306152655416 }, "BIL reserve": { "equity": 1.0274318004630345, "drawdown": 0.0, "net": 0.00010928121915276812 } }, { "date": "2018-12-26", "Ensemble trend": { "equity": 1.4956512432702125, "drawdown": -0.11523177894842773, "net": 0.006808948604445364 }, "Core + trend": { "equity": 1.7349676395157716, "drawdown": -0.09320782936915573, "net": 0.01632606224483779 }, "60/40 monthly": { "equity": 2.0162171191181444, "drawdown": -0.0823762772348432, "net": 0.025639113000988534 }, "SPY buy & hold": { "equity": 2.226898526964002, "drawdown": -0.15274035120138096, "net": 0.05052493830929605 }, "BIL reserve": { "equity": 1.027319533731929, "drawdown": -0.00010926927807275444, "net": -0.00010926927807275444 } }, { "date": "2018-12-27", "Ensemble trend": { "equity": 1.5012271276940594, "drawdown": -0.1119333058821469, "net": 0.003728064579851864 }, "Core + trend": { "equity": 1.7429406764796385, "drawdown": -0.08904066951538303, "net": 0.004595496067057558 }, "60/40 monthly": { "equity": 2.0271565165256527, "drawdown": -0.07739752247738152, "net": 0.005425704059239811 }, "SPY buy & hold": { "equity": 2.2439957538455526, "drawdown": -0.1462354340407227, "net": 0.00767759584665928 }, "BIL reserve": { "equity": 1.0276567543998942, "drawdown": 0.0, "net": 0.00032825295041383207 } }, { "date": "2018-12-28", "Ensemble trend": { "equity": 1.5051380700822166, "drawdown": -0.10961974678541575, "net": 0.002605163679772149 }, "Core + trend": { "equity": 1.7465730867904972, "drawdown": -0.08714216653735363, "net": 0.002084069962837276 }, "60/40 monthly": { "equity": 2.030471668311809, "drawdown": -0.07588872568426885, "net": 0.0016353704112783696 }, "SPY buy & hold": { "equity": 2.2411005089659324, "drawdown": -0.14733697689514158, "net": -0.0012902185196468352 }, "BIL reserve": { "equity": 1.0277689160123378, "drawdown": 0.0, "net": 0.00010914306937936935 } }, { "date": "2018-12-31", "Ensemble trend": { "equity": 1.5103644194498973, "drawdown": -0.10652804485728029, "net": 0.0034723388316098003 }, "Core + trend": { "equity": 1.7553529270869217, "drawdown": -0.08255332565130169, "net": 0.0050268954461896165 }, "60/40 monthly": { "equity": 2.043814075665139, "drawdown": -0.0698163094796258, "net": 0.006571087674630327 }, "SPY buy & hold": { "equity": 2.2607304177397203, "drawdown": -0.1398684598467681, "net": 0.008759048822333027 }, "BIL reserve": { "equity": 1.0278813929807677, "drawdown": 0.0, "net": 0.00010943799396678777 } }, { "date": "2019-01-02", "Ensemble trend": { "equity": 1.512078628682684, "drawdown": -0.10551398635919973, "net": 0.0011349639932665134 }, "Core + trend": { "equity": 1.757654140950589, "drawdown": -0.08135058119256178, "net": 0.0013109693373662967 }, "60/40 monthly": { "equity": 2.0468950518903752, "drawdown": -0.06841409101478646, "net": 0.0015074640408443418 }, "SPY buy & hold": { "equity": 2.2630821274923516, "drawdown": -0.13897371374362744, "net": 0.0010402433364800068 }, "BIL reserve": { "equity": 1.0277689160123378, "drawdown": -0.00010942601860286505, "net": -0.00010942601860286505 } }, { "date": "2019-01-03", "Ensemble trend": { "equity": 1.5119821893276397, "drawdown": -0.10557103607382123, "net": -6.37793255026109e-05 }, "Core + trend": { "equity": 1.7485989754909277, "drawdown": -0.08608332257376672, "net": -0.005151847140282051 }, "60/40 monthly": { "equity": 2.0263783270105926, "drawdown": -0.07775169324255116, "net": -0.010023339917127116 }, "SPY buy & hold": { "equity": 2.2090788036174076, "drawdown": -0.1595201538558414, "net": -0.023862732694894917 }, "BIL reserve": { "equity": 1.0281067673922757, "drawdown": 0.0, "net": 0.0003287230958965992 } }, { "date": "2019-01-04", "Ensemble trend": { "equity": 1.5051502099089353, "drawdown": -0.10961256534325925, "net": -0.004518558133110306 }, "Core + trend": { "equity": 1.7594586021030876, "drawdown": -0.08040746778339769, "net": 0.006210472935402889 }, "60/40 monthly": { "equity": 2.0605558386785274, "drawdown": -0.06219677349001118, "net": 0.016866303400685956 }, "SPY buy & hold": { "equity": 2.283073671191269, "drawdown": -0.13136760682488102, "net": 0.03349580261812912 }, "BIL reserve": { "equity": 1.0282188238860572, "drawdown": 0.0, "net": 0.00010899305143730054 } }, { "date": "2019-01-07", "Ensemble trend": { "equity": 1.5042284263870018, "drawdown": -0.11015785607902773, "net": -0.0006124196215534505 }, "Core + trend": { "equity": 1.7622758660909539, "drawdown": -0.07893500635609951, "net": 0.0016012107272651566 }, "60/40 monthly": { "equity": 2.0682298383913333, "drawdown": -0.058704171369836855, "net": 0.003724237688083054 }, "SPY buy & hold": { "equity": 2.3010748307085973, "drawdown": -0.1245187738376804, "net": 0.007884616140282352 }, "BIL reserve": { "equity": 1.0282188238860572, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-01-08", "Ensemble trend": { "equity": 1.5020651014698125, "drawdown": -0.11143759368306505, "net": -0.0014381625019448396 }, "Core + trend": { "equity": 1.7653132001510938, "drawdown": -0.07734752386789934, "net": 0.0017235292831179194 }, "60/40 monthly": { "equity": 2.0781255926691737, "drawdown": -0.05420040101995871, "net": 0.004784649217486114 }, "SPY buy & hold": { "equity": 2.3226941956017186, "drawdown": -0.11629333595409275, "net": 0.00939533326104991 }, "BIL reserve": { "equity": 1.0282188238860572, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-01-09", "Ensemble trend": { "equity": 1.5038955448051856, "drawdown": -0.11035477567929519, "net": 0.0012186178439150819 }, "Core + trend": { "equity": 1.7691614758162788, "drawdown": -0.07533619745227071, "net": 0.0021799393245660603 }, "60/40 monthly": { "equity": 2.0845618999330884, "drawdown": -0.051271099321063884, "net": 0.0030971695294159662 }, "SPY buy & hold": { "equity": 2.3335494304372664, "drawdown": -0.112163285867378, "net": 0.0046735531763515414 }, "BIL reserve": { "equity": 1.0282188238860572, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-01-10", "Ensemble trend": { "equity": 1.5023093496105262, "drawdown": -0.11129310612694077, "net": -0.0010547243125619277 }, "Core + trend": { "equity": 1.770021686987984, "drawdown": -0.07488660246396928, "net": 0.0004862253578681308 }, "60/40 monthly": { "equity": 2.088706981088552, "drawdown": -0.04938458384365152, "net": 0.001988466332228489 }, "SPY buy & hold": { "equity": 2.341780723925561, "drawdown": -0.10903155680760879, "net": 0.0035273705287450774 }, "BIL reserve": { "equity": 1.0283308803798386, "drawdown": 0.0, "net": 0.00010898117324664724 } }, { "date": "2019-01-11", "Ensemble trend": { "equity": 1.5046853923855559, "drawdown": -0.10988753303718157, "net": 0.0015815935483898258 }, "Core + trend": { "equity": 1.7726165165382821, "drawdown": -0.07353039784853987, "net": 0.0014659874335853917 }, "60/40 monthly": { "equity": 2.091592629225486, "drawdown": -0.04807126338778611, "net": 0.001381547609627054 }, "SPY buy & hold": { "equity": 2.3426854299465507, "drawdown": -0.10868734673412361, "net": 0.0003863325083117708 }, "BIL reserve": { "equity": 1.0285557291980363, "drawdown": 0.0, "net": 0.0002186541535293962 } }, { "date": "2019-01-14", "Ensemble trend": { "equity": 1.5048071848581948, "drawdown": -0.10981548541923658, "net": 8.094215126641657e-05 }, "Core + trend": { "equity": 1.769105306629116, "drawdown": -0.07536555464487182, "net": -0.001980806269380353 }, "60/40 monthly": { "equity": 2.0832645886766774, "drawdown": -0.05186153354236123, "net": -0.003981674266987922 }, "SPY buy & hold": { "equity": 2.3283928071977753, "drawdown": -0.11412520678203875, "net": -0.006100956861759044 }, "BIL reserve": { "equity": 1.0284435675855927, "drawdown": -0.00010904767652308855, "net": -0.00010904767652308855 } }, { "date": "2019-01-15", "Ensemble trend": { "equity": 1.5039616032553385, "drawdown": -0.11031569810844422, "net": -0.0005619202322826311 }, "Core + trend": { "equity": 1.774628002550327, "drawdown": -0.07247908154412463, "net": 0.00312174515588004 }, "60/40 monthly": { "equity": 2.0971807467312376, "drawdown": -0.04552799106842409, "net": 0.006679976288273659 }, "SPY buy & hold": { "equity": 2.3550781545835417, "drawdown": -0.10397233372546633, "net": 0.01146084427991445 }, "BIL reserve": { "equity": 1.028668311285128, "drawdown": 0.0, "net": 0.00021852798405164187 } }, { "date": "2019-01-16", "Ensemble trend": { "equity": 1.5044161845972828, "drawdown": -0.11004678573529236, "net": 0.00030225594919475185 }, "Core + trend": { "equity": 1.776061005650176, "drawdown": -0.07173011311276212, "net": 0.0008074949216341221 }, "60/40 monthly": { "equity": 2.099855330367917, "drawdown": -0.04431073060065771, "net": 0.0012753233791831242 }, "SPY buy & hold": { "equity": 2.3607769208566403, "drawdown": -0.10180414570402407, "net": 0.0024197779857144663 }, "BIL reserve": { "equity": 1.0287805780162336, "drawdown": 0.0, "net": 0.00010913793092881541 } }, { "date": "2019-01-17", "Ensemble trend": { "equity": 1.5031326931479638, "drawdown": -0.11080604859918441, "net": -0.0008531491900046762 }, "Core + trend": { "equity": 1.7789576246044814, "drawdown": -0.0702161762938609, "net": 0.0016309231186824036 }, "60/40 monthly": { "equity": 2.1082490230125708, "drawdown": -0.04049058076694201, "net": 0.003997271870716634 }, "SPY buy & hold": { "equity": 2.378687594304166, "drawdown": -0.09498973960911061, "net": 0.0075867708165440195 }, "BIL reserve": { "equity": 1.0290057421904173, "drawdown": 0.0, "net": 0.00021886510981561358 } }, { "date": "2019-01-18", "Ensemble trend": { "equity": 1.499117699060398, "drawdown": -0.11318116057289618, "net": -0.0026710842667901913 }, "Core + trend": { "equity": 1.7830653337970837, "drawdown": -0.06806925525035401, "net": 0.0023090539852042014 }, "60/40 monthly": { "equity": 2.123132116546252, "drawdown": -0.033716965184999226, "net": 0.007059457099813482 }, "SPY buy & hold": { "equity": 2.410347974081647, "drawdown": -0.08294403482000634, "net": 0.013310020136016565 }, "BIL reserve": { "equity": 1.0290057421904173, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-01-22", "Ensemble trend": { "equity": 1.5021333164447337, "drawdown": -0.1113972403973097, "net": 0.0020115948108847537 }, "Core + trend": { "equity": 1.7782469014332396, "drawdown": -0.0705876404021758, "net": -0.0027023307965855503 }, "60/40 monthly": { "equity": 2.107982424998052, "drawdown": -0.040611915250339026, "net": -0.0071355387778900825 }, "SPY buy & hold": { "equity": 2.37778319763726, "drawdown": -0.09533383198381884, "net": -0.01351040463640707 }, "BIL reserve": { "equity": 1.0291173782095506, "drawdown": 0.0, "net": 0.00010848920910344617 } }, { "date": "2019-01-23", "Ensemble trend": { "equity": 1.5015157480398122, "drawdown": -0.11176256948151864, "net": -0.00041112755982475324 }, "Core + trend": { "equity": 1.7789060257649212, "drawdown": -0.07024314476443128, "net": 0.00037065962614657444 }, "60/40 monthly": { "equity": 2.110335230597903, "drawdown": -0.03954110287948587, "net": 0.0011161409943218903 }, "SPY buy & hold": { "equity": 2.3827580753519317, "drawdown": -0.09344105910067568, "net": 0.0020922335222215427 }, "BIL reserve": { "equity": 1.0291173782095506, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-01-24", "Ensemble trend": { "equity": 1.503325626370966, "drawdown": -0.11069191692225411, "net": 0.001205367531786683 }, "Core + trend": { "equity": 1.7813153085526086, "drawdown": -0.06898391737658205, "net": 0.0013543620364382392 }, "60/40 monthly": { "equity": 2.1135742185131505, "drawdown": -0.038066969900156344, "net": 0.00153482151474571 }, "SPY buy & hold": { "equity": 2.3840251896832627, "drawdown": -0.09295896490987543, "net": 0.0005317847180703605 }, "BIL reserve": { "equity": 1.0294551244708263, "drawdown": 0.0, "net": 0.00032819022244412466 } }, { "date": "2019-01-25", "Ensemble trend": { "equity": 1.505180970190865, "drawdown": -0.10959436877501216, "net": 0.0012341596440272884 }, "Core + trend": { "equity": 1.7864460603939003, "drawdown": -0.06630229640961594, "net": 0.0028803164811179727 }, "60/40 monthly": { "equity": 2.1228274978608246, "drawdown": -0.03385560369247698, "net": 0.004378024327995167 }, "SPY buy & hold": { "equity": 2.4041969321365744, "drawdown": -0.08528429845349694, "net": 0.00846121196227445 }, "BIL reserve": { "equity": 1.0293424372650721, "drawdown": -0.00010946296062397387, "net": -0.00010946296062397387 } }, { "date": "2019-01-28", "Ensemble trend": { "equity": 1.5062438602473673, "drawdown": -0.10896560498485963, "net": 0.0007061543279860416 }, "Core + trend": { "equity": 1.7828290192274996, "drawdown": -0.06819276660389395, "net": -0.0020247133381698923 }, "60/40 monthly": { "equity": 2.11300240476595, "drawdown": -0.03832721462006217, "net": -0.004628304986992737 }, "SPY buy & hold": { "equity": 2.38592524247209, "drawdown": -0.092236059021229, "net": -0.0075999138923478204 }, "BIL reserve": { "equity": 1.029455124470826, "drawdown": -1.1102230246251565e-16, "net": 0.00010947494407531622 } }, { "date": "2019-01-29", "Ensemble trend": { "equity": 1.5093248775062318, "drawdown": -0.10714299682575812, "net": 0.0020454969744130302 }, "Core + trend": { "equity": 1.7848419758022827, "drawdown": -0.06714068170025711, "net": 0.0011290799920091743 }, "60/40 monthly": { "equity": 2.1135700747647577, "drawdown": -0.03806885580906483, "net": 0.00026865563310640717 }, "SPY buy & hold": { "equity": 2.3827580753519317, "drawdown": -0.09344105910067568, "net": -0.0013274377016423422 }, "BIL reserve": { "equity": 1.029455124470826, "drawdown": -1.1102230246251565e-16, "net": 0.0 } }, { "date": "2019-01-30", "Ensemble trend": { "equity": 1.512231666440348, "drawdown": -0.10542345526432628, "net": 0.001925886850098868 }, "Core + trend": { "equity": 1.7962731133156473, "drawdown": -0.06116612300392499, "net": 0.006404565596473288 }, "60/40 monthly": { "equity": 2.1361783860800836, "drawdown": -0.027779327663565723, "net": 0.010696740829774676 }, "SPY buy & hold": { "equity": 2.4204790110046828, "drawdown": -0.07908951757036797, "net": 0.01583078703748786 }, "BIL reserve": { "equity": 1.0296794476957134, "drawdown": 0.0, "net": 0.00021790481154049246 } }, { "date": "2019-01-31", "Ensemble trend": { "equity": 1.5151862125975766, "drawdown": -0.10367566241535275, "net": 0.0019537655656844954 }, "Core + trend": { "equity": 1.8045787641087099, "drawdown": -0.05682512035949239, "net": 0.004623824034047708 }, "60/40 monthly": { "equity": 2.1515745094055827, "drawdown": -0.020772221202593477, "net": 0.007207320992396626 }, "SPY buy & hold": { "equity": 2.4417365862956335, "drawdown": -0.07100172840654129, "net": 0.00878238364980799 }, "BIL reserve": { "equity": 1.0296794476957134, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-01", "Ensemble trend": { "equity": 1.5114566348439251, "drawdown": -0.10588193335533258, "net": -0.002461464949088832 }, "Core + trend": { "equity": 1.8008871709471181, "drawdown": -0.05875455564107501, "net": -0.0020456813717494304 }, "60/40 monthly": { "equity": 2.147899630106803, "drawdown": -0.022444737714274243, "net": -0.0017079953693049932 }, "SPY buy & hold": { "equity": 2.442912905203076, "drawdown": -0.07055417880680559, "net": 0.00048175504026293225 }, "BIL reserve": { "equity": 1.0297812025606108, "drawdown": 0.0, "net": 9.88218859034884e-05 } }, { "date": "2019-02-04", "Ensemble trend": { "equity": 1.5090185592659755, "drawdown": -0.10732420260198883, "net": -0.0016130635320552589 }, "Core + trend": { "equity": 1.8028577389306362, "drawdown": -0.057724625411570085, "net": 0.0010942206792898812 }, "60/40 monthly": { "equity": 2.155522782608108, "drawdown": -0.018975277252340716, "net": 0.0035491195186461155 }, "SPY buy & hold": { "equity": 2.46009938073809, "drawdown": -0.06401530554896828, "net": 0.007035238750595418 }, "BIL reserve": { "equity": 1.0298933641730543, "drawdown": 0.0, "net": 0.00010891790621614383 } }, { "date": "2019-02-05", "Ensemble trend": { "equity": 1.511550196176276, "drawdown": -0.10582658616530027, "net": 0.0016776711557027202 }, "Core + trend": { "equity": 1.8067693777903149, "drawdown": -0.05568018180841339, "net": 0.0021696880320678513 }, "60/40 monthly": { "equity": 2.1624388121191203, "drawdown": -0.015827643653522516, "net": 0.0032085160810242375 }, "SPY buy & hold": { "equity": 2.470412163185945, "drawdown": -0.06009164026781233, "net": 0.004192018634938455 }, "BIL reserve": { "equity": 1.0298933641730543, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-06", "Ensemble trend": { "equity": 1.5102244023364704, "drawdown": -0.1066108734531317, "net": -0.0008771087081060891 }, "Core + trend": { "equity": 1.8059223104229465, "drawdown": -0.05612290710151502, "net": -0.00046882982287665964 }, "60/40 monthly": { "equity": 2.1613909778556657, "drawdown": -0.01630453553612521, "net": -0.00048456134693009023 }, "SPY buy & hold": { "equity": 2.467155902089365, "drawdown": -0.061330537595049806, "net": -0.0013181043815702065 }, "BIL reserve": { "equity": 1.0301190539405485, "drawdown": 0.0, "net": 0.00021913896656222676 } }, { "date": "2019-02-07", "Ensemble trend": { "equity": 1.511266925960429, "drawdown": -0.10599415764032127, "net": 0.0006903104084041711 }, "Core + trend": { "equity": 1.8028484161646436, "drawdown": -0.05772949801611793, "net": -0.0017021187681007799 }, "60/40 monthly": { "equity": 2.151848718350138, "drawdown": -0.02064742282144083, "net": -0.004414869684981837 }, "SPY buy & hold": { "equity": 2.4436372577926293, "drawdown": -0.07027858712034096, "net": -0.009532694823549015 }, "BIL reserve": { "equity": 1.0301190539405485, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-08", "Ensemble trend": { "equity": 1.5125758056917222, "drawdown": -0.10521987607124739, "net": 0.0008660811063945228 }, "Core + trend": { "equity": 1.80496112566336, "drawdown": -0.05662527659514205, "net": 0.0011718730647420905 }, "60/40 monthly": { "equity": 2.154579506413804, "drawdown": -0.019404582511583723, "net": 0.0012690427725607911 }, "SPY buy & hold": { "equity": 2.4466219060027563, "drawdown": -0.06914302931935434, "net": 0.0012213957700182299 }, "BIL reserve": { "equity": 1.0303439027587462, "drawdown": 0.0, "net": 0.0002182745939292019 } }, { "date": "2019-02-11", "Ensemble trend": { "equity": 1.510584059559112, "drawdown": -0.10639811444096425, "net": -0.0013167909503215558 }, "Core + trend": { "equity": 1.8036728443513939, "drawdown": -0.05729860523865893, "net": -0.0007137446306455519 }, "60/40 monthly": { "equity": 2.153964585608568, "drawdown": -0.01968444617961629, "net": -0.00028540177023195223 }, "SPY buy & hold": { "equity": 2.4479785783416355, "drawdown": -0.06862686133259799, "net": 0.0005545083756304248 }, "BIL reserve": { "equity": 1.0302312155529922, "drawdown": -0.00010936853748755304, "net": -0.00010936853748755304 } }, { "date": "2019-02-12", "Ensemble trend": { "equity": 1.5116023151894091, "drawdown": -0.1057957546150039, "net": 0.0006740807463534448 }, "Core + trend": { "equity": 1.810515890316993, "drawdown": -0.053722042561902605, "net": 0.0037939507638702352 }, "60/40 monthly": { "equity": 2.1693526962774636, "drawdown": -0.012680986450789744, "net": 0.00714408712738801 }, "SPY buy & hold": { "equity": 2.479458140656553, "drawdown": -0.056649951478679905, "net": 0.012859410859813458 }, "BIL reserve": { "equity": 1.0304566950831624, "drawdown": 0.0, "net": 0.00021886303459472956 } }, { "date": "2019-02-13", "Ensemble trend": { "equity": 1.50928593656576, "drawdown": -0.1071660327485926, "net": -0.0015323994944786978 }, "Core + trend": { "equity": 1.8102927759199001, "drawdown": -0.05383865475905869, "net": -0.00012323249869605757 }, "60/40 monthly": { "equity": 2.1714271891223884, "drawdown": -0.011736840193345977, "net": 0.0009562727390914905 }, "SPY buy & hold": { "equity": 2.4875090807134086, "drawdown": -0.05358684080593168, "net": 0.0032470562518649437 }, "BIL reserve": { "equity": 1.0304566950831624, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-14", "Ensemble trend": { "equity": 1.5132633898809076, "drawdown": -0.10481312841357915, "net": 0.0026353212594014686 }, "Core + trend": { "equity": 1.8128984671442232, "drawdown": -0.05247677321874533, "net": 0.0014393755855313106 }, "60/40 monthly": { "equity": 2.1725929742547665, "drawdown": -0.011206266336506121, "net": 0.0005368750737846373 }, "SPY buy & hold": { "equity": 2.48199082254879, "drawdown": -0.05568635159096458, "net": -0.0022183871437509994 }, "BIL reserve": { "equity": 1.0306817541386841, "drawdown": 0.0, "net": 0.00021840709715958972 } }, { "date": "2019-02-15", "Ensemble trend": { "equity": 1.514803065737203, "drawdown": -0.10390231696973473, "net": 0.001017453978330085 }, "Core + trend": { "equity": 1.8192655147909842, "drawdown": -0.04914899417283314, "net": 0.003512081764176722 }, "60/40 monthly": { "equity": 2.1859828204506626, "drawdown": -0.005112259695542298, "net": 0.006163071663475739 }, "SPY buy & hold": { "equity": 2.509037804859685, "drawdown": -0.04539588866401978, "net": 0.010897293440883749 }, "BIL reserve": { "equity": 1.0306817541386841, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-19", "Ensemble trend": { "equity": 1.5191427014870593, "drawdown": -0.10133515980680086, "net": 0.002864818436147276 }, "Core + trend": { "equity": 1.8231450431286054, "drawdown": -0.04712133334379465, "net": 0.00213246956317259 }, "60/40 monthly": { "equity": 2.1897598078965057, "drawdown": -0.0033932715726718854, "net": 0.001727821193519219 }, "SPY buy & hold": { "equity": 2.513380208147989, "drawdown": -0.043743750930556935, "net": 0.0017307046071179943 }, "BIL reserve": { "equity": 1.03090702343153, "drawdown": 0.0, "net": 0.00021856338480952253 } }, { "date": "2019-02-20", "Ensemble trend": { "equity": 1.5191354673770925, "drawdown": -0.10133943922062472, "net": -4.761968681155082e-06 }, "Core + trend": { "equity": 1.8240333840498566, "drawdown": -0.04665703615813277, "net": 0.0004872574042309452 }, "60/40 monthly": { "equity": 2.192256480053435, "drawdown": -0.0022569824411881045, "net": 0.0011401579972041276 }, "SPY buy & hold": { "equity": 2.5184455719324643, "drawdown": -0.04181655115512606, "net": 0.0020153591438552 }, "BIL reserve": { "equity": 1.03090702343153, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-02-21", "Ensemble trend": { "equity": 1.5150711873983973, "drawdown": -0.10374370678151901, "net": -0.0026753900925718943 }, "Core + trend": { "equity": 1.818706885016771, "drawdown": -0.04944096567362677, "net": -0.0029201762860608937 }, "60/40 monthly": { "equity": 2.184974976808697, "drawdown": -0.005570950987237144, "net": -0.0033214650343104113 }, "SPY buy & hold": { "equity": 2.5094896165005314, "drawdown": -0.04522398960013718, "net": -0.0035561441278482153 }, "BIL reserve": { "equity": 1.031019815755946, "drawdown": 0.0, "net": 0.000109410763388329 } }, { "date": "2019-02-22", "Ensemble trend": { "equity": 1.5184526549400588, "drawdown": -0.10174336409812856, "net": 0.002231886903920177 }, "Core + trend": { "equity": 1.8249221295851301, "drawdown": -0.046192527498309044, "net": 0.0034173976134157513 }, "60/40 monthly": { "equity": 2.1957280478444705, "drawdown": -0.0006769973641668203, "net": 0.004921370336002262 }, "SPY buy & hold": { "equity": 2.5250488895495105, "drawdown": -0.03930421190958733, "net": 0.00620017430902009 }, "BIL reserve": { "equity": 1.031245190167454, "drawdown": 0.0, "net": 0.00021859367595444823 } }, { "date": "2019-02-25", "Ensemble trend": { "equity": 1.5178454886126669, "drawdown": -0.10210253972398786, "net": -0.00039985858328639434 }, "Core + trend": { "equity": 1.8245235332001906, "drawdown": -0.04640085650276571, "net": -0.00021841829767832444 }, "60/40 monthly": { "equity": 2.1962075638237724, "drawdown": -0.0004587593411483626, "net": 0.00021838586967670715 }, "SPY buy & hold": { "equity": 2.528486432139781, "drawdown": -0.03799634309899835, "net": 0.0013613766468036914 }, "BIL reserve": { "equity": 1.0311321876057138, "drawdown": -0.00010957875277162188, "net": -0.00010957875277162188 } }, { "date": "2019-02-26", "Ensemble trend": { "equity": 1.5201362116945023, "drawdown": -0.1007474383959498, "net": 0.001509193853406643 }, "Core + trend": { "equity": 1.826374085189634, "drawdown": -0.04543365341657957, "net": 0.001014265892310906 }, "60/40 monthly": { "equity": 2.197829792658739, "drawdown": 0.0, "net": 0.0007386500537054363 }, "SPY buy & hold": { "equity": 2.5266779481600543, "drawdown": -0.03868441014963764, "net": -0.0007152436954925845 }, "BIL reserve": { "equity": 1.0312451901674538, "drawdown": -1.1102230246251565e-16, "net": 0.00010959076159045011 } }, { "date": "2019-02-27", "Ensemble trend": { "equity": 1.516263709248915, "drawdown": -0.10303825794042376, "net": -0.002547470690978826 }, "Core + trend": { "equity": 1.8229614884183853, "drawdown": -0.04721726941217941, "net": -0.0018685091947603372 }, "60/40 monthly": { "equity": 2.1941875784516354, "drawdown": -0.0016571866571605254, "net": -0.0016571866571605254 }, "SPY buy & hold": { "equity": 2.5255919606453725, "drawdown": -0.039097591706474644, "net": -0.0004298084429290583 }, "BIL reserve": { "equity": 1.0313578773732077, "drawdown": 0.0, "net": 0.0001092729516010138 } }, { "date": "2019-02-28", "Ensemble trend": { "equity": 1.51323693274768, "drawdown": -0.10482877940895996, "net": -0.0019962071787197333 }, "Core + trend": { "equity": 1.8195547975746718, "drawdown": -0.04899779863617204, "net": -0.0018687673137128824 }, "60/40 monthly": { "equity": 2.1894736766847833, "drawdown": -0.003801985031719468, "net": -0.0021483586057752246 }, "SPY buy & hold": { "equity": 2.520888077108983, "drawdown": -0.04088726046092139, "net": -0.0018624875315123024 }, "BIL reserve": { "equity": 1.0315830415473917, "drawdown": 0.0, "net": 0.0002183181794832567 } }, { "date": "2019-03-01", "Ensemble trend": { "equity": 1.5089397936785303, "drawdown": -0.10737079721353182, "net": -0.002839700099935616 }, "Core + trend": { "equity": 1.8193226421252937, "drawdown": -0.0491191361983665, "net": -0.00012758914965760315 }, "60/40 monthly": { "equity": 2.194913211105886, "drawdown": -0.001327027944836745, "net": 0.002484402748947012 }, "SPY buy & hold": { "equity": 2.536628631651653, "drawdown": -0.03489851128701982, "net": 0.006244051326833144 }, "BIL reserve": { "equity": 1.0316956236344836, "drawdown": 0.0, "net": 0.00010913526352962499 } }, { "date": "2019-03-04", "Ensemble trend": { "equity": 1.5099860142224113, "drawdown": -0.10675189444886501, "net": 0.0006933481032602717 }, "Core + trend": { "equity": 1.818927004378516, "drawdown": -0.049325918851260475, "net": -0.00021746431205604821 }, "60/40 monthly": { "equity": 2.192722518351837, "drawdown": -0.0023237806330415056, "net": -0.000998077164493183 }, "SPY buy & hold": { "equity": 2.5274005993021413, "drawdown": -0.038409465806446774, "net": -0.003637912240824548 }, "BIL reserve": { "equity": 1.0315828313100674, "drawdown": -0.0001093271327630152, "net": -0.0001093271327630152 } }, { "date": "2019-03-05", "Ensemble trend": { "equity": 1.5108792780955587, "drawdown": -0.10622347481124539, "net": 0.000591570958097476 }, "Core + trend": { "equity": 1.8186786045549839, "drawdown": -0.049455746641724474, "net": -0.00013656393188632432 }, "60/40 monthly": { "equity": 2.1914150511893165, "drawdown": -0.0029186707227508712, "net": -0.0005962757036414024 }, "SPY buy & hold": { "equity": 2.523963984774125, "drawdown": -0.039716981520704686, "net": -0.0013597427051987854 }, "BIL reserve": { "equity": 1.0316956236344839, "drawdown": 0.0, "net": 0.00010933908649191082 } }, { "date": "2019-03-06", "Ensemble trend": { "equity": 1.51164543746975, "drawdown": -0.10577024517659928, "net": 0.0005070950308863065 }, "Core + trend": { "equity": 1.8169275733167056, "drawdown": -0.050370934557185554, "net": -0.0009628041116735986 }, "60/40 monthly": { "equity": 2.18578941722916, "drawdown": -0.005478302036762361, "net": -0.0025671239033899784 }, "SPY buy & hold": { "equity": 2.5086764792886407, "drawdown": -0.04553336083561543, "net": -0.006056942800177434 }, "BIL reserve": { "equity": 1.0318078903655894, "drawdown": 0.0, "net": 0.0001088176866643753 } }, { "date": "2019-03-07", "Ensemble trend": { "equity": 1.5116799321848373, "drawdown": -0.10574983946514704, "net": 2.2819316112032695e-05 }, "Core + trend": { "equity": 1.8142676771287136, "drawdown": -0.051761146675859404, "net": -0.001463952788792966 }, "60/40 monthly": { "equity": 2.1776666121443298, "drawdown": -0.009174131946777186, "net": -0.003716188312013591 }, "SPY buy & hold": { "equity": 2.487688970113718, "drawdown": -0.053518398967076775, "net": -0.008365968807932389 }, "BIL reserve": { "equity": 1.032034210845056, "drawdown": 0.0, "net": 0.00021934362159847787 } }, { "date": "2019-03-08", "Ensemble trend": { "equity": 1.514055453165109, "drawdown": -0.10434457504856409, "net": 0.0015714444107479686 }, "Core + trend": { "equity": 1.8152173983241304, "drawdown": -0.051264768688932594, "net": 0.0005234735796648682 }, "60/40 monthly": { "equity": 2.1762983719919666, "drawdown": -0.009796673399683709, "net": -0.0006283056114891883 }, "SPY buy & hold": { "equity": 2.482713937722004, "drawdown": -0.055411230699608516, "net": -0.001999861096577127 }, "BIL reserve": { "equity": 1.032146582694824, "drawdown": 0.0, "net": 0.00010888384182128341 } }, { "date": "2019-03-11", "Ensemble trend": { "equity": 1.5150944852111476, "drawdown": -0.10372992471538933, "net": 0.0006862575897512713 }, "Core + trend": { "equity": 1.8227398679386486, "drawdown": -0.04733310080367026, "net": 0.004144114981193603 }, "60/40 monthly": { "equity": 2.1945611689414575, "drawdown": -0.0014872051185217394, "net": 0.008391678817815107 }, "SPY buy & hold": { "equity": 2.5187174941730004, "drawdown": -0.04171309393009881, "net": 0.014501693450849729 }, "BIL reserve": { "equity": 1.032146582694824, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-12", "Ensemble trend": { "equity": 1.518379517291058, "drawdown": -0.10178662944350203, "net": 0.0021682027833744844 }, "Core + trend": { "equity": 1.8275754636266706, "drawdown": -0.044805745128345786, "net": 0.002652926933282229 }, "60/40 monthly": { "equity": 2.2019662206618023, "drawdown": 0.0, "net": 0.0033742744677820458 }, "SPY buy & hold": { "equity": 2.528214819253329, "drawdown": -0.038099682625248876, "net": 0.0037706988188632717 }, "BIL reserve": { "equity": 1.0322593750192401, "drawdown": 0.0, "net": 0.00010927936623272849 } }, { "date": "2019-03-13", "Ensemble trend": { "equity": 1.520459670475964, "drawdown": -0.10055609295232104, "net": 0.0013699823800426003 }, "Core + trend": { "equity": 1.8320260975845089, "drawdown": -0.04247959221610009, "net": 0.002435266858423768 }, "60/40 monthly": { "equity": 2.210430984537089, "drawdown": 0.0, "net": 0.0038441842548986305 }, "SPY buy & hold": { "equity": 2.544949019116369, "drawdown": -0.03173288497945992, "net": 0.00661897863093075 }, "BIL reserve": { "equity": 1.0323722724623183, "drawdown": 0.0, "net": 0.000109369259132297 } }, { "date": "2019-03-14", "Ensemble trend": { "equity": 1.5173488772577228, "drawdown": -0.10239631539331251, "net": -0.0020459557584106003 }, "Core + trend": { "equity": 1.8294614624044288, "drawdown": -0.04382001554668746, "net": -0.0013998900907915557 }, "60/40 monthly": { "equity": 2.2083282930389827, "drawdown": -0.0009512586064960304, "net": -0.0009512586064960304 }, "SPY buy & hold": { "equity": 2.5433215072762487, "drawdown": -0.03235209824552454, "net": -0.0006395066572632002 }, "BIL reserve": { "equity": 1.0323722724623183, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-15", "Ensemble trend": { "equity": 1.5216352025069828, "drawdown": -0.09986069461761327, "net": 0.0028248778599992974 }, "Core + trend": { "equity": 1.8351441567291231, "drawdown": -0.04084991823515527, "net": 0.0031062115499420617 }, "60/40 monthly": { "equity": 2.217678864567081, "drawdown": 0.0, "net": 0.004234230733525024 }, "SPY buy & hold": { "equity": 2.5558877795548116, "drawdown": -0.027571056222941648, "net": 0.004940890187344227 }, "BIL reserve": { "equity": 1.0324851699053965, "drawdown": 0.0, "net": 0.00010935729880556799 } }, { "date": "2019-03-18", "Ensemble trend": { "equity": 1.5218524885971967, "drawdown": -0.099732156745992, "net": 0.00014279775458381216 }, "Core + trend": { "equity": 1.836503911415728, "drawdown": -0.040139233565476995, "net": 0.0007409525195165578 }, "60/40 monthly": { "equity": 2.221386621877219, "drawdown": 0.0, "net": 0.0016719090258641156 }, "SPY buy & hold": { "equity": 2.5651546358419655, "drawdown": -0.024045330506994644, "net": 0.0036256898136459714 }, "BIL reserve": { "equity": 1.0325979622298127, "drawdown": 0.0, "net": 0.00010924352978980423 } }, { "date": "2019-03-19", "Ensemble trend": { "equity": 1.5220464907903364, "drawdown": -0.09961739270853565, "net": 0.00012747765936138578 }, "Core + trend": { "equity": 1.8364674698307988, "drawdown": -0.04015827999789823, "net": -1.9842911688106035e-05 }, "60/40 monthly": { "equity": 2.2211382333979848, "drawdown": -0.00011181686104866362, "net": -0.00011181686104866362 }, "SPY buy & hold": { "equity": 2.565789894455097, "drawdown": -0.0238036360683207, "net": 0.0002476492466596536 }, "BIL reserve": { "equity": 1.0325979622298127, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-20", "Ensemble trend": { "equity": 1.5272900190312324, "drawdown": -0.09651552843729838, "net": 0.0034450512994339544 }, "Core + trend": { "equity": 1.8401632280759153, "drawdown": -0.03822666780820272, "net": 0.002012427829966912 }, "60/40 monthly": { "equity": 2.223149031887009, "drawdown": 0.0, "net": 0.0009053009212973695 }, "SPY buy & hold": { "equity": 2.5580674884362953, "drawdown": -0.0267417506398413, "net": -0.0030097577496469574 }, "BIL reserve": { "equity": 1.0325979622298127, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-21", "Ensemble trend": { "equity": 1.5275304662364846, "drawdown": -0.09637328936451661, "net": 0.00015743388764155597 }, "Core + trend": { "equity": 1.846386169169338, "drawdown": -0.034974206993782175, "net": 0.003381733206314186 }, "60/40 monthly": { "equity": 2.2379233612371534, "drawdown": 0.0, "net": 0.006645676532807121 }, "SPY buy & hold": { "equity": 2.586960386571177, "drawdown": -0.015748979110233985, "net": 0.011294814646404694 }, "BIL reserve": { "equity": 1.0329368647963713, "drawdown": 0.0, "net": 0.00032820379175135805 } }, { "date": "2019-03-22", "Ensemble trend": { "equity": 1.528772810082275, "drawdown": -0.09563836779819546, "net": 0.0008133021718716993 }, "Core + trend": { "equity": 1.8400054576985758, "drawdown": -0.03830912752656879, "net": -0.0034557838318474143 }, "60/40 monthly": { "equity": 2.2182342976848375, "drawdown": -0.008797916806870143, "net": -0.008797916806870143 }, "SPY buy & hold": { "equity": 2.5371706200082182, "drawdown": -0.03469230302962678, "net": -0.01924643563210937 }, "BIL reserve": { "equity": 1.0329368647963713, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-25", "Ensemble trend": { "equity": 1.5317691613003157, "drawdown": -0.09386584472588144, "net": 0.0019599715525289163 }, "Core + trend": { "equity": 1.8421366125027654, "drawdown": -0.03719526554619157, "net": 0.00115823287114325 }, "60/40 monthly": { "equity": 2.2194773193349895, "drawdown": -0.008242481499440846, "net": 0.0005603653552057608 }, "SPY buy & hold": { "equity": 2.535263761429526, "drawdown": -0.03541779829136815, "net": -0.0007515689184064422 }, "BIL reserve": { "equity": 1.0329368647963713, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-03-26", "Ensemble trend": { "equity": 1.5314703963179603, "drawdown": -0.09404258229297169, "net": -0.00019504569611628053 }, "Core + trend": { "equity": 1.8455481851297855, "drawdown": -0.03541218482626318, "net": 0.0018519650518129538 }, "60/40 monthly": { "equity": 2.2286629649817424, "drawdown": -0.004137941636344289, "net": 0.0041386526308389016 }, "SPY buy & hold": { "equity": 2.5541600369912167, "drawdown": -0.028228403892770704, "net": 0.0074533765871507285 }, "BIL reserve": { "equity": 1.033049026408815, "drawdown": 0.0, "net": 0.00010858515778289224 } }, { "date": "2019-03-27", "Ensemble trend": { "equity": 1.5316567981254976, "drawdown": -0.09393231434354321, "net": 0.00012171427406326707 }, "Core + trend": { "equity": 1.8439454438167386, "drawdown": -0.03624986804358432, "net": -0.0008684364493762864 }, "60/40 monthly": { "equity": 2.224220062316803, "drawdown": -0.006123220820562381, "net": -0.0019935282879238736 }, "SPY buy & hold": { "equity": 2.540805375827548, "drawdown": -0.03330940124866755, "net": -0.005228592167388468 }, "BIL reserve": { "equity": 1.0331621340892174, "drawdown": 0.0, "net": 0.00010948916993380742 } }, { "date": "2019-03-28", "Ensemble trend": { "equity": 1.5298612958103774, "drawdown": -0.09499446261934674, "net": -0.001172261512708106 }, "Core + trend": { "equity": 1.8449291304034368, "drawdown": -0.035735737823022085, "net": 0.0005334683789028904 }, "60/40 monthly": { "equity": 2.2293662872656244, "drawdown": -0.0038236671191449467, "net": 0.002313721126794066 }, "SPY buy & hold": { "equity": 2.5504358778413816, "drawdown": -0.029645320620297233, "net": 0.0037903343976894988 }, "BIL reserve": { "equity": 1.0333878238567118, "drawdown": 0.0, "net": 0.00021844564376460873 } }, { "date": "2019-03-29", "Ensemble trend": { "equity": 1.5301404737683244, "drawdown": -0.0948293119625202, "net": 0.00018248579705337775 }, "Core + trend": { "equity": 1.8477044299044483, "drawdown": -0.03428520940891555, "net": 0.001504285153980156 }, "60/40 monthly": { "equity": 2.236406854171842, "drawdown": -0.0006776403033180722, "net": 0.003158102347933456 }, "SPY buy & hold": { "equity": 2.5665168765543718, "drawdown": -0.023527043942251136, "net": 0.006305196242220701 }, "BIL reserve": { "equity": 1.0333878238567118, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-01", "Ensemble trend": { "equity": 1.5275228195071244, "drawdown": -0.09637781286768177, "net": -0.0017107280710988437 }, "Core + trend": { "equity": 1.849700273396278, "drawdown": -0.03324206876987701, "net": 0.001080174653222521 }, "60/40 monthly": { "equity": 2.2463091743409884, "drawdown": 0.0, "net": 0.004427781175269763 }, "SPY buy & hold": { "equity": 2.596954843665775, "drawdown": -0.011946425870663413, "net": 0.011859640351271405 }, "BIL reserve": { "equity": 1.0335688381928203, "drawdown": 0.0, "net": 0.0001751659269924044 } }, { "date": "2019-04-02", "Ensemble trend": { "equity": 1.5290248176768775, "drawdown": -0.09548929005552576, "net": 0.000983290167958062 }, "Core + trend": { "equity": 1.851473806842058, "drawdown": -0.032315119928667424, "net": 0.000958822070412424 }, "60/40 monthly": { "equity": 2.248477163973335, "drawdown": 0.0, "net": 0.0009651341218348541 }, "SPY buy & hold": { "equity": 2.5982259796002087, "drawdown": -0.011462801595761407, "net": 0.0004894717124304115 }, "BIL reserve": { "equity": 1.0334554151564317, "drawdown": -0.00010973921832524436, "net": -0.00010973921832524436 } }, { "date": "2019-04-03", "Ensemble trend": { "equity": 1.5280967909316927, "drawdown": -0.09603827403566134, "net": -0.0006069402762177711 }, "Core + trend": { "equity": 1.8508364066487923, "drawdown": -0.032648261303553916, "net": -0.00034426638438533885 }, "60/40 monthly": { "equity": 2.2478772194801224, "drawdown": -0.0002668225867825669, "net": -0.0002668225867825669 }, "SPY buy & hold": { "equity": 2.602315021893063, "drawdown": -0.009907059160703224, "net": 0.0015737823903536619 }, "BIL reserve": { "equity": 1.0335688381928203, "drawdown": 0.0, "net": 0.00010975126234291643 } }, { "date": "2019-04-04", "Ensemble trend": { "equity": 1.5298202949503916, "drawdown": -0.0950187171092316, "net": 0.0011278762110664697 }, "Core + trend": { "equity": 1.8537047329692615, "drawdown": -0.03114911181455149, "net": 0.0015497460014106679 }, "60/40 monthly": { "equity": 2.252423728756791, "drawdown": 0.0, "net": 0.0020225790079941852 }, "SPY buy & hold": { "equity": 2.609220423773914, "drawdown": -0.007279787059374154, "net": 0.002653561088014511 }, "BIL reserve": { "equity": 1.0339077407593789, "drawdown": 0.0, "net": 0.0003278954957186553 } }, { "date": "2019-04-05", "Ensemble trend": { "equity": 1.5312413825998639, "drawdown": -0.09417805776619337, "net": 0.0009289245633379295 }, "Core + trend": { "equity": 1.8574795957825356, "drawdown": -0.029176155105550383, "net": 0.002036388398937383 }, "60/40 monthly": { "equity": 2.2594796690407604, "drawdown": 0.0, "net": 0.00313259898387952 }, "SPY buy & hold": { "equity": 2.6218485668694367, "drawdown": -0.002475205281380899, "net": 0.004839814597671133 }, "BIL reserve": { "equity": 1.0339077407593789, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-08", "Ensemble trend": { "equity": 1.5307382390037534, "drawdown": -0.09447569765147223, "net": -0.0003285854221469764 }, "Core + trend": { "equity": 1.8570860259186697, "drawdown": -0.029381856965931763, "net": -0.00021188381544512414 }, "60/40 monthly": { "equity": 2.2591140210078233, "drawdown": -0.0001618284235734846, "net": -0.0001618284235734846 }, "SPY buy & hold": { "equity": 2.6238479223194835, "drawdown": -0.0017145180853012087, "net": 0.0007625747250665782 }, "BIL reserve": { "equity": 1.0339077407593789, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-09", "Ensemble trend": { "equity": 1.5314412605635528, "drawdown": -0.09405981785487971, "net": 0.00045926961376285824 }, "Core + trend": { "equity": 1.8551510537806426, "drawdown": -0.03039318279425751, "net": -0.0010419399591733436 }, "60/40 monthly": { "equity": 2.253628101920626, "drawdown": -0.0025897852502556606, "net": -0.0024283498027026784 }, "SPY buy & hold": { "equity": 2.610401228315587, "drawdown": -0.006830530827370951, "net": -0.005124799303158567 }, "BIL reserve": { "equity": 1.034020743321119, "drawdown": 0.0, "net": 0.00010929656224178963 } }, { "date": "2019-04-10", "Ensemble trend": { "equity": 1.5341305120514332, "drawdown": -0.09246896285736705, "net": 0.0017560265333917968 }, "Core + trend": { "equity": 1.8595051660871913, "drawdown": -0.02811747755359517, "net": 0.002347039233099313 }, "60/40 monthly": { "equity": 2.26039266085607, "drawdown": 0.0, "net": 0.0030016305395192955 }, "SPY buy & hold": { "equity": 2.6193053669383155, "drawdown": -0.0034428069275160844, "net": 0.003411022997592772 }, "BIL reserve": { "equity": 1.034020743321119, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-11", "Ensemble trend": { "equity": 1.5306459497545983, "drawdown": -0.09453029232731303, "net": -0.0022713597503354332 }, "Core + trend": { "equity": 1.8564496750074584, "drawdown": -0.029714449926698028, "net": -0.0016431742892988321 }, "60/40 monthly": { "equity": 2.258010248702898, "drawdown": -0.0010539815468476599, "net": -0.0010539815468476599 }, "SPY buy & hold": { "equity": 2.6185780754849564, "drawdown": -0.003719516752362595, "net": -0.0002776657744985034 }, "BIL reserve": { "equity": 1.0343600663623258, "drawdown": 0.0, "net": 0.0003281588337551433 } }, { "date": "2019-04-12", "Ensemble trend": { "equity": 1.5292333456084681, "drawdown": -0.09536593316473763, "net": -0.0009228810531635157 }, "Core + trend": { "equity": 1.8579669829130498, "drawdown": -0.028921419037885254, "net": 0.0008173170143086494 }, "60/40 monthly": { "equity": 2.2632419847581784, "drawdown": 0.0, "net": 0.0023169673646459277 }, "SPY buy & hold": { "equity": 2.636295711983569, "drawdown": 0.0, "net": 0.006766128787407455 }, "BIL reserve": { "equity": 1.0343600663623258, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-15", "Ensemble trend": { "equity": 1.5294852463491924, "drawdown": -0.09521691863260329, "net": 0.00016472354689867075 }, "Core + trend": { "equity": 1.858163955978573, "drawdown": -0.0288184697784446, "net": 0.00010601537451138121 }, "60/40 monthly": { "equity": 2.263500478998558, "drawdown": 0.0, "net": 0.00011421414153689469 }, "SPY buy & hold": { "equity": 2.6345688974822288, "drawdown": -0.0006550154800506469, "net": -0.0006550154800506469 }, "BIL reserve": { "equity": 1.0344728586867422, "drawdown": 0.0, "net": 0.00010904551334123269 } }, { "date": "2019-04-16", "Ensemble trend": { "equity": 1.52722541758992, "drawdown": -0.096553744099248, "net": -0.001477509354644968 }, "Core + trend": { "equity": 1.856083304018552, "drawdown": -0.029905936117402665, "net": -0.001119735399735089 }, "60/40 monthly": { "equity": 2.2614082780165172, "drawdown": -0.0009243209804694619, "net": -0.0009243209804694619 }, "SPY buy & hold": { "equity": 2.636295711983569, "drawdown": 0.0, "net": 0.0006554448065452245 }, "BIL reserve": { "equity": 1.0344728586867422, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-17", "Ensemble trend": { "equity": 1.527457669958557, "drawdown": -0.0964163527682419, "net": 0.00015207471402844952 }, "Core + trend": { "equity": 1.8549115653163701, "drawdown": -0.03051835300459038, "net": -0.0006312963969047347 }, "60/40 monthly": { "equity": 2.2581832790152654, "drawdown": -0.0023491048632980904, "net": -0.0014261020588819395 }, "SPY buy & hold": { "equity": 2.629843823191031, "drawdown": -0.002447331216756221, "net": -0.002447331216756221 }, "BIL reserve": { "equity": 1.0346988638102226, "drawdown": 0.0, "net": 0.00021847371014382944 } }, { "date": "2019-04-18", "Ensemble trend": { "equity": 1.5291757264116257, "drawdown": -0.09540001840654655, "net": 0.0011247817120296766 }, "Core + trend": { "equity": 1.8578317246800484, "drawdown": -0.02899211263695045, "net": 0.0015742849515201218 }, "60/40 monthly": { "equity": 2.262989315660427, "drawdown": -0.00022582868564602343, "net": 0.0021282757204974523 }, "SPY buy & hold": { "equity": 2.635023647986881, "drawdown": -0.00048251946506072674, "net": 0.0019696320938042966 }, "BIL reserve": { "equity": 1.0348116561346388, "drawdown": 0.0, "net": 0.00010900980793659976 } }, { "date": "2019-04-22", "Ensemble trend": { "equity": 1.5277343695990677, "drawdown": -0.09625266818615641, "net": -0.0009425710777795082 }, "Core + trend": { "equity": 1.856960300401202, "drawdown": -0.029447568228949894, "net": -0.0004690544720870049 }, "60/40 monthly": { "equity": 2.262933573918517, "drawdown": -0.00025045502985354684, "net": -2.4631906798577852e-05 }, "SPY buy & hold": { "equity": 2.63729461632338, "drawdown": 0.0, "net": 0.0008618398313935405 }, "BIL reserve": { "equity": 1.0348116561346388, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-23", "Ensemble trend": { "equity": 1.5298130934512049, "drawdown": -0.09502297723180575, "net": 0.0013606579085359005 }, "Core + trend": { "equity": 1.863939333431301, "drawdown": -0.025799931024584444, "net": 0.0037583103034519727 }, "60/40 monthly": { "equity": 2.2769842601734465, "drawdown": 0.0, "net": 0.00620905819634765 }, "SPY buy & hold": { "equity": 2.6610087724017086, "drawdown": 0.0, "net": 0.008991849424615284 }, "BIL reserve": { "equity": 1.0348116561346388, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-04-24", "Ensemble trend": { "equity": 1.5308914473558561, "drawdown": -0.09438506563966464, "net": 0.0007048925841119935 }, "Core + trend": { "equity": 1.8644688552392616, "drawdown": -0.025523172992503174, "net": 0.0002840874691913964 }, "60/40 monthly": { "equity": 2.277211984490236, "drawdown": 0.0, "net": 0.00010001137064175047 }, "SPY buy & hold": { "equity": 2.6551019655065833, "drawdown": -0.0022197622782709203, "net": -0.0022197622782709203 }, "BIL reserve": { "equity": 1.0350377663767811, "drawdown": 0.0, "net": 0.00021850376423770967 } }, { "date": "2019-04-25", "Ensemble trend": { "equity": 1.5301102969844105, "drawdown": -0.0948471633563801, "net": -0.0005102584985988701 }, "Core + trend": { "equity": 1.8632290275836683, "drawdown": -0.026171177015988922, "net": -0.0006649763293762323 }, "60/40 monthly": { "equity": 2.2752692966530303, "drawdown": -0.0008530992505032531, "net": -0.0008530992505032531 }, "SPY buy & hold": { "equity": 2.653467338522513, "drawdown": -0.0028340507394828407, "net": -0.0006156550691107654 }, "BIL reserve": { "equity": 1.035264086856248, "drawdown": 0.0, "net": 0.00021865915121055401 } }, { "date": "2019-04-26", "Ensemble trend": { "equity": 1.533301364968312, "drawdown": -0.09295945353360213, "net": 0.0020855150051539706 }, "Core + trend": { "equity": 1.8687264300856032, "drawdown": -0.023297923686058097, "net": 0.0029504706187752916 }, "60/40 monthly": { "equity": 2.284098450841926, "drawdown": 0.0, "net": 0.003880487554542844 }, "SPY buy & hold": { "equity": 2.6658229406693286, "drawdown": 0.0, "net": 0.004656398805984674 }, "BIL reserve": { "equity": 1.035151294531832, "drawdown": -0.00010895029186086536, "net": -0.00010895029186086536 } }, { "date": "2019-04-29", "Ensemble trend": { "equity": 1.5321724792760982, "drawdown": -0.09362725773606217, "net": -0.0007362451491961242 }, "Core + trend": { "equity": 1.8682928285252554, "drawdown": -0.02352454837411655, "net": -0.00023203051734443925 }, "60/40 monthly": { "equity": 2.2844627541553315, "drawdown": 0.0, "net": 0.00015949545137661225 }, "SPY buy & hold": { "equity": 2.6700029330631136, "drawdown": 0.0, "net": 0.0015679932564220955 }, "BIL reserve": { "equity": 1.035264086856248, "drawdown": 0.0, "net": 0.00010896216332034747 } }, { "date": "2019-04-30", "Ensemble trend": { "equity": 1.533775164526473, "drawdown": -0.09267917242255064, "net": 0.0010460214316940775 }, "Core + trend": { "equity": 1.8702023905974394, "drawdown": -0.02252650328269712, "net": 0.0010220892801324766 }, "60/40 monthly": { "equity": 2.2869289387329417, "drawdown": 0.0, "net": 0.001079546853247626 }, "SPY buy & hold": { "equity": 2.671365637806647, "drawdown": 0.0, "net": 0.0005103757477786797 }, "BIL reserve": { "equity": 1.0353771945366503, "drawdown": 0.0, "net": 0.00010925490591073839 } }, { "date": "2019-05-01", "Ensemble trend": { "equity": 1.531264534241944, "drawdown": -0.09416436216886093, "net": -0.0016368959040383713 }, "Core + trend": { "equity": 1.8641472688152763, "drawdown": -0.02569125223779245, "net": -0.003237682623338234 }, "60/40 monthly": { "equity": 2.275971706243057, "drawdown": -0.004791243096497366, "net": -0.004791243096497366 }, "SPY buy & hold": { "equity": 2.6512860828706053, "drawdown": -0.007516588014708558, "net": -0.007516588014708558 }, "BIL reserve": { "equity": 1.0354227109173326, "drawdown": 0.0, "net": 4.396115823546154e-05 } }, { "date": "2019-05-02", "Ensemble trend": { "equity": 1.5289457287393446, "drawdown": -0.09553607594821334, "net": -0.0015143075874524126 }, "Core + trend": { "equity": 1.8605921312163138, "drawdown": -0.027549368128158225, "net": -0.001907111985429033 }, "60/40 monthly": { "equity": 2.2704578443675327, "drawdown": -0.0072022764181447485, "net": -0.0024226407825721497 }, "SPY buy & hold": { "equity": 2.645562413593681, "drawdown": -0.009659188486886516, "net": -0.002158827489007642 }, "BIL reserve": { "equity": 1.035535713479073, "drawdown": 0.0, "net": 0.00010913664588274585 } }, { "date": "2019-05-03", "Ensemble trend": { "equity": 1.5342862920624996, "drawdown": -0.09237680955365635, "net": 0.0034929711518003614 }, "Core + trend": { "equity": 1.869580390911126, "drawdown": -0.02285159548201987, "net": 0.004830859780609931 }, "60/40 monthly": { "equity": 2.285239906958682, "drawdown": -0.0007385589231273526, "net": 0.006510608698514497 }, "SPY buy & hold": { "equity": 2.6714562785534923, "drawdown": 0.0, "net": 0.00978765982868568 }, "BIL reserve": { "equity": 1.0356489262781374, "drawdown": 0.0, "net": 0.00010932775914018755 } }, { "date": "2019-05-06", "Ensemble trend": { "equity": 1.5321920379701262, "drawdown": -0.093615687584933, "net": -0.001364969564811802 }, "Core + trend": { "equity": 1.8669628293092098, "drawdown": -0.024219681152726658, "net": -0.0014000797262536668 }, "60/40 monthly": { "equity": 2.281715376124307, "drawdown": -0.0022797221725320282, "net": -0.0015423023305530803 }, "SPY buy & hold": { "equity": 2.66046338115021, "drawdown": -0.004114945653999058, "net": -0.004114945653999058 }, "BIL reserve": { "equity": 1.0357618237212154, "drawdown": 0.0, "net": 0.00010901130703033779 } }, { "date": "2019-05-07", "Ensemble trend": { "equity": 1.5281758693296774, "drawdown": -0.09599149437775434, "net": -0.002621191430918546 }, "Core + trend": { "equity": 1.856732547227553, "drawdown": -0.029566604912976358, "net": -0.0054796388664266615 }, "60/40 monthly": { "equity": 2.2613635471632314, "drawdown": -0.011178918215042688, "net": -0.008919530093032368 }, "SPY buy & hold": { "equity": 2.6160342568456665, "drawdown": -0.02074599616424755, "net": -0.016699769152746402 }, "BIL reserve": { "equity": 1.0358753518762662, "drawdown": 0.0, "net": 0.00010960836019502374 } }, { "date": "2019-05-08", "Ensemble trend": { "equity": 1.5265898172615682, "drawdown": -0.09692974015738409, "net": -0.0010378727343763883 }, "Core + trend": { "equity": 1.8543437138730703, "drawdown": -0.030815144270973427, "net": -0.0012865791349701006 }, "60/40 monthly": { "equity": 2.257782858507007, "drawdown": -0.012744637462186681, "net": -0.0015834201717438434 }, "SPY buy & hold": { "equity": 2.612400274411549, "drawdown": -0.022106296335839715, "net": -0.0013891188254159248 }, "BIL reserve": { "equity": 1.0358753518762662, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-05-09", "Ensemble trend": { "equity": 1.5262116361197107, "drawdown": -0.09715345718875879, "net": -0.0002477293753575527 }, "Core + trend": { "equity": 1.8534413210510687, "drawdown": -0.03128678577435795, "net": -0.0004866373020548931 }, "60/40 monthly": { "equity": 2.2559653924895064, "drawdown": -0.013539356522634383, "net": -0.0008049782159752494 }, "SPY buy & hold": { "equity": 2.6044950401286315, "drawdown": -0.025065444253168923, "net": -0.0030260425097751176 }, "BIL reserve": { "equity": 1.0359886697939926, "drawdown": 0.0, "net": 0.00010939339131987857 } }, { "date": "2019-05-10", "Ensemble trend": { "equity": 1.5282637107699297, "drawdown": -0.09593953085004259, "net": 0.0013445544521180075 }, "Core + trend": { "equity": 1.8571056519298852, "drawdown": -0.029371599302961182, "net": 0.0019770417531959072 }, "60/40 monthly": { "equity": 2.2622589865073626, "drawdown": -0.01078737157405818, "net": 0.0027897564558430066 }, "SPY buy & hold": { "equity": 2.6175785524369757, "drawdown": -0.02016792359622277, "net": 0.005023435294274181 }, "BIL reserve": { "equity": 1.0362150953921214, "drawdown": 0.0, "net": 0.00021855991743024994 } }, { "date": "2019-05-13", "Ensemble trend": { "equity": 1.5228100991260458, "drawdown": -0.09916567216752992, "net": -0.0035685016960432803 }, "Core + trend": { "equity": 1.842239270171897, "drawdown": -0.03714161084479917, "net": -0.008005135164248278 }, "60/40 monthly": { "equity": 2.2321018034785225, "drawdown": -0.023974131563876067, "net": -0.013330561712299405 }, "SPY buy & hold": { "equity": 2.5517984279078716, "drawdown": -0.04479124423867098, "net": -0.025130143455623255 }, "BIL reserve": { "equity": 1.0361016723557328, "drawdown": -0.00010945896937120114, "net": -0.00010945896937120114 } }, { "date": "2019-05-14", "Ensemble trend": { "equity": 1.5258024961035295, "drawdown": -0.09739548826779987, "net": 0.0019650493381946355 }, "Core + trend": { "equity": 1.8484104408805242, "drawdown": -0.033916208160187034, "net": 0.0033498204107065277 }, "60/40 monthly": { "equity": 2.2433995748969138, "drawdown": -0.01903398181674365, "net": 0.005061494686660284 }, "SPY buy & hold": { "equity": 2.574876087956729, "drawdown": -0.03615263756031151, "net": 0.009043684562412002 }, "BIL reserve": { "equity": 1.0362150953921216, "drawdown": 0.0, "net": 0.00010947095194890899 } }, { "date": "2019-05-15", "Ensemble trend": { "equity": 1.5293176968419278, "drawdown": -0.0953160343055568, "net": 0.002303837323228475 }, "Core + trend": { "equity": 1.8547685933797977, "drawdown": -0.030593078221217374, "net": 0.0034397947331681333 }, "60/40 monthly": { "equity": 2.254167599883991, "drawdown": -0.014325473036823633, "net": 0.004799869406934443 }, "SPY buy & hold": { "equity": 2.5899583370069506, "drawdown": -0.03050693443902064, "net": 0.0058574659653582994 }, "BIL reserve": { "equity": 1.036328413309848, "drawdown": 0.0, "net": 0.00010935752454321879 } }, { "date": "2019-05-16", "Ensemble trend": { "equity": 1.5295103608460046, "drawdown": -0.09520206188791291, "net": 0.00012598036658739709 }, "Core + trend": { "equity": 1.8590014588343537, "drawdown": -0.028380743439805234, "net": 0.0022821528624457077 }, "60/40 monthly": { "equity": 2.2650243081174906, "drawdown": -0.009578185943804107, "net": 0.004816282619827472 }, "SPY buy & hold": { "equity": 2.6139445700028587, "drawdown": -0.021528223767814936, "net": 0.00926124279807028 }, "BIL reserve": { "equity": 1.0364416261089124, "drawdown": 0.0, "net": 0.00010924413304747027 } }, { "date": "2019-05-17", "Ensemble trend": { "equity": 1.5259611498869021, "drawdown": -0.0973016349538609, "net": -0.0023204883405558707 }, "Core + trend": { "equity": 1.853561167474964, "drawdown": -0.031224147258001156, "net": -0.0029264588973486605 }, "60/40 monthly": { "equity": 2.2565572559134037, "drawdown": -0.013280553805211315, "net": -0.003738172775339388 }, "SPY buy & hold": { "equity": 2.597045484412621, "drawdown": -0.027854019075005065, "net": -0.006464974729827211 }, "BIL reserve": { "equity": 1.036554944026639, "drawdown": 0.0, "net": 0.00010933362272602665 } }, { "date": "2019-05-20", "Ensemble trend": { "equity": 1.523084672500398, "drawdown": -0.09900324540055017, "net": -0.0018850266186116738 }, "Core + trend": { "equity": 1.8477144040609315, "drawdown": -0.03427999635087253, "net": -0.003154340691112645 }, "60/40 monthly": { "equity": 2.246026812773581, "drawdown": -0.017885175733541647, "net": -0.0046665969198111945 }, "SPY buy & hold": { "equity": 2.5798733938425493, "drawdown": -0.034282007699759864, "net": -0.006612163965990514 }, "BIL reserve": { "equity": 1.0366682619443655, "drawdown": 0.0, "net": 0.000109321670191731 } }, { "date": "2019-05-21", "Ensemble trend": { "equity": 1.5253308177774239, "drawdown": -0.09767451454172216, "net": 0.0014747343450962624 }, "Core + trend": { "equity": 1.8533962700860378, "drawdown": -0.03131033195553101, "net": 0.0030750780600175 }, "60/40 monthly": { "equity": 2.257252711537771, "drawdown": -0.012976453571667323, "net": 0.00499811431472974 }, "SPY buy & hold": { "equity": 2.603132644739183, "drawdown": -0.02557542654274858, "net": 0.009015655943484191 }, "BIL reserve": { "equity": 1.0366682619443655, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-05-22", "Ensemble trend": { "equity": 1.525879525452485, "drawdown": -0.09734992074639348, "net": 0.00035973027533819923 }, "Core + trend": { "equity": 1.8532033399267949, "drawdown": -0.03141116816359357, "net": -0.00010409547184098145 }, "60/40 monthly": { "equity": 2.255721221998972, "drawdown": -0.013646124374664503, "net": -0.0006784750023649533 }, "SPY buy & hold": { "equity": 2.5951373884175895, "drawdown": -0.02856827219992053, "net": -0.003071397970346057 }, "BIL reserve": { "equity": 1.0368947926611565, "drawdown": 0.0, "net": 0.00021851804005845743 } }, { "date": "2019-05-23", "Ensemble trend": { "equity": 1.5265553548143909, "drawdown": -0.09695012678041481, "net": 0.00044291135088503353 }, "Core + trend": { "equity": 1.8494102747104335, "drawdown": -0.03339363847747712, "net": -0.002046761483017412 }, "60/40 monthly": { "equity": 2.244477481289635, "drawdown": -0.01856264824163112, "net": -0.004984543568452571 }, "SPY buy & hold": { "equity": 2.5634272026324556, "drawdown": -0.04043827210959672, "net": -0.012219077851777782 }, "BIL reserve": { "equity": 1.0371214284966093, "drawdown": 0.0, "net": 0.00021857167868621907 } }, { "date": "2019-05-24", "Ensemble trend": { "equity": 1.5282809958760466, "drawdown": -0.09592930566375102, "net": 0.0011304149936086638 }, "Core + trend": { "equity": 1.8515340637627773, "drawdown": -0.03228362625541947, "net": 0.0011483601456017123 }, "60/40 monthly": { "equity": 2.2472846913681352, "drawdown": -0.017335146140032953, "net": 0.0012507187538755016 }, "SPY buy & hold": { "equity": 2.5692429047496073, "drawdown": -0.03826129389593835, "net": 0.0022687213864234224 }, "BIL reserve": { "equity": 1.0371214284966093, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-05-28", "Ensemble trend": { "equity": 1.5283725136894741, "drawdown": -0.09587516733882728, "net": 5.988284463032123e-05 }, "Core + trend": { "equity": 1.8483854545788196, "drawdown": -0.033929267413998154, "net": -0.0017005407816040874 }, "60/40 monthly": { "equity": 2.2386469360553294, "drawdown": -0.021112156945445992, "net": -0.003843640881808996 }, "SPY buy & hold": { "equity": 2.545347467177588, "drawdown": -0.04720601732781782, "net": -0.0093005754838692 }, "BIL reserve": { "equity": 1.0372344310583497, "drawdown": 0.0, "net": 0.00010895788924547567 } }, { "date": "2019-05-29", "Ensemble trend": { "equity": 1.526829025642883, "drawdown": -0.09678823392392966, "net": -0.0010098899533761418 }, "Core + trend": { "equity": 1.8438723511735289, "drawdown": -0.036288070391042315, "net": -0.002441646245435969 }, "60/40 monthly": { "equity": 2.229333348963306, "drawdown": -0.0251846871121173, "net": -0.004160364433542507 }, "SPY buy & hold": { "equity": 2.528267254770702, "drawdown": -0.053599613413970126, "net": -0.006710365726933953 }, "BIL reserve": { "equity": 1.0372344310583497, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-05-30", "Ensemble trend": { "equity": 1.5312261360818915, "drawdown": -0.09418707700423046, "net": 0.0028798970710930405 }, "Core + trend": { "equity": 1.8492925774610272, "drawdown": -0.03345515371374752, "net": 0.002939588678168903 }, "60/40 monthly": { "equity": 2.2362203306711836, "drawdown": -0.022173232933880516, "net": 0.003089256127209783 }, "SPY buy & hold": { "equity": 2.5351726566515533, "drawdown": -0.05101473042850324, "net": 0.0027312784547683933 }, "BIL reserve": { "equity": 1.0375747001675153, "drawdown": 0.0, "net": 0.0003280541977559448 } }, { "date": "2019-05-31", "Ensemble trend": { "equity": 1.5338801538511717, "drawdown": -0.09261706488346955, "net": 0.00173326310643529 }, "Core + trend": { "equity": 1.8464825151823447, "drawdown": -0.03492385112069496, "net": -0.001519533638393078 }, "60/40 monthly": { "equity": 2.2242718581436143, "drawdown": -0.02739791321370999, "net": -0.005343155307054759 }, "SPY buy & hold": { "equity": 2.501009757005102, "drawdown": -0.0638028489991539, "net": -0.013475571202938741 }, "BIL reserve": { "equity": 1.0375747001675153, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-03", "Ensemble trend": { "equity": 1.5394189710010096, "drawdown": -0.08934051935292397, "net": 0.0036109842975224904 }, "Core + trend": { "equity": 1.850383869746425, "drawdown": -0.032884782671815826, "net": 0.002112857572168725 }, "60/40 monthly": { "equity": 2.225304237613877, "drawdown": -0.026946487088141624, "net": 0.000464142666051659 }, "SPY buy & hold": { "equity": 2.494649901052791, "drawdown": -0.06618351904918174, "net": -0.0025429152903133634 }, "BIL reserve": { "equity": 1.0375288684308466, "drawdown": -4.417198748318807e-05, "net": -4.417198748318807e-05 } }, { "date": "2019-06-04", "Ensemble trend": { "equity": 1.5416856189044106, "drawdown": -0.08799965994986059, "net": 0.0014724048138285983 }, "Core + trend": { "equity": 1.8614259014378542, "drawdown": -0.027113592675188314, "net": 0.005967427554879556 }, "60/40 monthly": { "equity": 2.250425729666386, "drawdown": -0.015961671763522367, "net": 0.011289014611074455 }, "SPY buy & hold": { "equity": 2.5487998587639287, "drawdown": -0.04591369163487791, "net": 0.021706435716003947 }, "BIL reserve": { "equity": 1.0377555042662996, "drawdown": 0.0, "net": 0.0002184381007110936 } }, { "date": "2019-06-05", "Ensemble trend": { "equity": 1.5426695036791842, "drawdown": -0.08741763256492507, "net": 0.0006381876841226042 }, "Core + trend": { "equity": 1.8668780642180418, "drawdown": -0.024263984181361442, "net": 0.002929024881396458 }, "60/40 monthly": { "equity": 2.2620332940154992, "drawdown": -0.01088605959537825, "net": 0.00515794153794813 }, "SPY buy & hold": { "equity": 2.570878769150017, "drawdown": -0.03764894458910428, "net": 0.008662473167585505 }, "BIL reserve": { "equity": 1.0377555042662996, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-06", "Ensemble trend": { "equity": 1.5440699307511927, "drawdown": -0.08658919520374964, "net": 0.0009077946174917972 }, "Core + trend": { "equity": 1.8714278985910973, "drawdown": -0.021885983524066566, "net": 0.002437135268907431 }, "60/40 monthly": { "equity": 2.2706549375084077, "drawdown": -0.007116093967287962, "net": 0.0038114573802772167 }, "SPY buy & hold": { "equity": 2.5875964185695204, "drawdown": -0.03139106586066953, "net": 0.006502698462530265 }, "BIL reserve": { "equity": 1.0380958784941274, "drawdown": 0.0, "net": 0.0003279907708786389 } }, { "date": "2019-06-07", "Ensemble trend": { "equity": 1.5490652337754478, "drawdown": -0.08363417116972416, "net": 0.0032351533598122817 }, "Core + trend": { "equity": 1.8821102876552978, "drawdown": -0.01630276309595935, "net": 0.005708148880457786 }, "60/40 monthly": { "equity": 2.287865958682655, "drawdown": 0.0, "net": 0.007579760750936915 }, "SPY buy & hold": { "equity": 2.6134913662686294, "drawdown": -0.021697870464961855, "net": 0.010007336350165597 }, "BIL reserve": { "equity": 1.037982665695063, "drawdown": -0.00010905813365580386, "net": -0.00010905813365580386 } }, { "date": "2019-06-10", "Ensemble trend": { "equity": 1.5445746088279253, "drawdown": -0.08629064758032234, "net": -0.00289892565504013 }, "Core + trend": { "equity": 1.8805072264352718, "drawdown": -0.017140613514752823, "net": -0.0008517360701657539 }, "60/40 monthly": { "equity": 2.2896530844464706, "drawdown": 0.0, "net": 0.0007811321974668939 }, "SPY buy & hold": { "equity": 2.6254837867198932, "drawdown": -0.017208775678893673, "net": 0.0045886589127652755 }, "BIL reserve": { "equity": 1.0382095117678403, "drawdown": 0.0, "net": 0.00021854514557362315 } }, { "date": "2019-06-11", "Ensemble trend": { "equity": 1.5446183768202402, "drawdown": -0.08626475616420937, "net": 2.8336599646738847e-05 }, "Core + trend": { "equity": 1.8806171141424441, "drawdown": -0.017083179986747576, "net": 5.84351421932805e-05 }, "60/40 monthly": { "equity": 2.289318702802641, "drawdown": -0.00014604030894493913, "net": -0.00014604030894493913 }, "SPY buy & hold": { "equity": 2.6248477547215483, "drawdown": -0.017446860053865754, "net": -0.00024225325692806 }, "BIL reserve": { "equity": 1.0380958784941274, "drawdown": -0.00010945119691618821, "net": -0.00010945119691618821 } }, { "date": "2019-06-12", "Ensemble trend": { "equity": 1.5466716872707422, "drawdown": -0.08505009877484015, "net": 0.0013293318798452969 }, "Core + trend": { "equity": 1.881405875906895, "drawdown": -0.01667092849789742, "net": 0.0004194164556514668 }, "60/40 monthly": { "equity": 2.2892247668700954, "drawdown": -0.00018706658195721815, "net": -4.103226537699456e-05 }, "SPY buy & hold": { "equity": 2.620213011823111, "drawdown": -0.01918177255669984, "net": -0.0017657187507733596 }, "BIL reserve": { "equity": 1.0382095117678403, "drawdown": 0.0, "net": 0.00010946317779203518 } }, { "date": "2019-06-13", "Ensemble trend": { "equity": 1.5499423488832818, "drawdown": -0.08311530450404414, "net": 0.002114645040351748 }, "Core + trend": { "equity": 1.8866230955343735, "drawdown": -0.013944114577622013, "net": 0.002773043123915686 }, "60/40 monthly": { "equity": 2.2971677689696657, "drawdown": 0.0, "net": 0.003469734477156816 }, "SPY buy & hold": { "equity": 2.631025246440872, "drawdown": -0.015134453981972884, "net": 0.00412647161470181 }, "BIL reserve": { "equity": 1.0385500962329923, "drawdown": 0.0, "net": 0.00032804984089573885 } }, { "date": "2019-06-14", "Ensemble trend": { "equity": 1.549802129211949, "drawdown": -0.08319825292515481, "net": -9.046766896447789e-05 }, "Core + trend": { "equity": 1.885915941968284, "drawdown": -0.014313713008485274, "net": -0.00037482503408514667 }, "60/40 monthly": { "equity": 2.2963093097760896, "drawdown": -0.0003737033076869345, "net": -0.0003737033076869345 }, "SPY buy & hold": { "equity": 2.6281188648141978, "drawdown": -0.016222393039784344, "net": -0.0011046574450798152 }, "BIL reserve": { "equity": 1.0386636243880427, "drawdown": 0.0, "net": 0.00010931408649650365 } }, { "date": "2019-06-17", "Ensemble trend": { "equity": 1.549634329385263, "drawdown": -0.08329751667719443, "net": -0.00010827177452088499 }, "Core + trend": { "equity": 1.886010819560963, "drawdown": -0.014264124614874807, "net": 5.030849496923118e-05 }, "60/40 monthly": { "equity": 2.2966667891607977, "drawdown": -0.00021808586017768583, "net": 0.00015567562400486956 }, "SPY buy & hold": { "equity": 2.6291168410917556, "drawdown": -0.015848822906681326, "net": 0.0003797302667389868 }, "BIL reserve": { "equity": 1.0386636243880427, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-18", "Ensemble trend": { "equity": 1.5534249540306801, "drawdown": -0.08105513280642862, "net": 0.002446141372539845 }, "Core + trend": { "equity": 1.8955667331610366, "drawdown": -0.009269663946899542, "net": 0.005066733181465999 }, "60/40 monthly": { "equity": 2.3128965861835145, "drawdown": 0.0, "net": 0.007066674669270245 }, "SPY buy & hold": { "equity": 2.6566462610978925, "drawdown": -0.0055437993032095845, "net": 0.010470976251745867 }, "BIL reserve": { "equity": 1.0386636243880427, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-19", "Ensemble trend": { "equity": 1.5570785784121504, "drawdown": -0.07889379288247944, "net": 0.0023519799730202795 }, "Core + trend": { "equity": 1.9002466227421362, "drawdown": -0.006823689085522666, "net": 0.002468860367313752 }, "60/40 monthly": { "equity": 2.3185602162202947, "drawdown": 0.0, "net": 0.002448717366186237 }, "SPY buy & hold": { "equity": 2.6626443274480325, "drawdown": -0.003298557111416023, "net": 0.0022577587531964483 }, "BIL reserve": { "equity": 1.0388905755794822, "drawdown": 0.0, "net": 0.00021850307078286058 } }, { "date": "2019-06-20", "Ensemble trend": { "equity": 1.564550599605007, "drawdown": -0.0744736401709365, "net": 0.004798743811938122 }, "Core + trend": { "equity": 1.910657800179476, "drawdown": -0.0013822191859093058, "net": 0.005478855908879865 }, "60/40 monthly": { "equity": 2.3334401694479863, "drawdown": 0.0, "net": 0.006417755779467571 }, "SPY buy & hold": { "equity": 2.6880831325491075, "drawdown": 0.0, "net": 0.009553962892766998 }, "BIL reserve": { "equity": 1.0390039986158706, "drawdown": 0.0, "net": 0.00010917707702295942 } }, { "date": "2019-06-21", "Ensemble trend": { "equity": 1.5629961571540456, "drawdown": -0.07539318694913932, "net": -0.0009935392638332763 }, "Core + trend": { "equity": 1.9068274845098738, "drawdown": -0.0033841586925212885, "net": -0.0020047104558662543 }, "60/40 monthly": { "equity": 2.3276212555220495, "drawdown": -0.002493706074886526, "net": -0.002493706074886526 }, "SPY buy & hold": { "equity": 2.684176299812199, "drawdown": -0.0014533898485512564, "net": -0.0014533898485512564 }, "BIL reserve": { "equity": 1.0390039986158706, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-24", "Ensemble trend": { "equity": 1.5684510239165093, "drawdown": -0.0721663031530575, "net": 0.003490006509290433 }, "Core + trend": { "equity": 1.9103749239381782, "drawdown": -0.001530066301339117, "net": 0.001860388240216615 }, "60/40 monthly": { "equity": 2.32907201003141, "drawdown": -0.0018719826090976, "net": 0.0006232777372687792 }, "SPY buy & hold": { "equity": 2.68088910330714, "drawdown": -0.0026762673947311466, "net": -0.0012246574508869568 }, "BIL reserve": { "equity": 1.039117211414935, "drawdown": 0.0, "net": 0.00010896281363237392 } }, { "date": "2019-06-25", "Ensemble trend": { "equity": 1.5688075946303721, "drawdown": -0.07195536999761565, "net": 0.0002273393994620676 }, "Core + trend": { "equity": 1.9050346658865112, "drawdown": -0.004321187057776621, "net": -0.002795397900564045 }, "60/40 monthly": { "equity": 2.316670624531866, "drawdown": -0.007186618768154407, "net": -0.005324603724629728 }, "SPY buy & hold": { "equity": 2.6545946248075145, "drawdown": -0.012458136928911068, "net": -0.00980811868241338 }, "BIL reserve": { "equity": 1.039117211414935, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-26", "Ensemble trend": { "equity": 1.5644406880806487, "drawdown": -0.07453865948898752, "net": -0.002783583254358346 }, "Core + trend": { "equity": 1.900492972295835, "drawdown": -0.006694932881980531, "net": -0.0023840477404450944 }, "60/40 monthly": { "equity": 2.3115137961722314, "drawdown": -0.009396586877537971, "net": -0.0022259652731931867 }, "SPY buy & hold": { "equity": 2.651946863195732, "drawdown": -0.013443136827062219, "net": -0.0009974259674297992 }, "BIL reserve": { "equity": 1.039343742131726, "drawdown": 0.0, "net": 0.00021800304556829353 } }, { "date": "2019-06-27", "Ensemble trend": { "equity": 1.5664916348397586, "drawdown": -0.07332540036611779, "net": 0.0013109776386768246 }, "Core + trend": { "equity": 1.9051678418753744, "drawdown": -0.004251581757212741, "net": 0.0024598194508933524 }, "60/40 monthly": { "equity": 2.3192181711316713, "drawdown": -0.006094863070639334, "net": 0.003333043035346872 }, "SPY buy & hold": { "equity": 2.6613502993113234, "drawdown": -0.009944942890376174, "net": 0.0035458614371555175 }, "BIL reserve": { "equity": 1.039343742131726, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-06-28", "Ensemble trend": { "equity": 1.568141574336244, "drawdown": -0.07234936130639946, "net": 0.0010532705440549073 }, "Core + trend": { "equity": 1.9095350207103161, "drawdown": -0.0019690472101273615, "net": 0.00229228036446516 }, "60/40 monthly": { "equity": 2.3268365863069733, "drawdown": -0.0028299774845202963, "net": 0.003284906642303742 }, "SPY buy & hold": { "equity": 2.6750457139993973, "drawdown": -0.004850080115397004, "net": 0.00514603984737283 }, "BIL reserve": { "equity": 1.039457900998749, "drawdown": 0.0, "net": 0.00010983745068693374 } }, { "date": "2019-07-01", "Ensemble trend": { "equity": 1.5640672837779206, "drawdown": -0.07475955073094276, "net": -0.0025981650030851844 }, "Core + trend": { "equity": 1.9128150389957308, "drawdown": -0.00025472422622996316, "net": 0.0017177052265817672 }, "60/40 monthly": { "equity": 2.3384480161027907, "drawdown": 0.0, "net": 0.004990221429449937 }, "SPY buy & hold": { "equity": 2.6993315564264324, "drawdown": 0.0, "net": 0.009078664450457463 }, "BIL reserve": { "equity": 1.0394011369212237, "drawdown": -5.4609308824060676e-05, "net": -5.4609308824060676e-05 } }, { "date": "2019-07-02", "Ensemble trend": { "equity": 1.5706647122574084, "drawdown": -0.07085677253610856, "net": 0.0042181231894016236 }, "Core + trend": { "equity": 1.919276741420732, "drawdown": 0.0, "net": 0.0033781114709312554 }, "60/40 monthly": { "equity": 2.3454124770173657, "drawdown": 0.0, "net": 0.002978240639354368 }, "SPY buy & hold": { "equity": 2.706361628003457, "drawdown": 0.0, "net": 0.002604374983238955 }, "BIL reserve": { "equity": 1.0395142446016261, "drawdown": 0.0, "net": 0.00010882004683709923 } }, { "date": "2019-07-03", "Ensemble trend": { "equity": 1.5756540967078059, "drawdown": -0.06790524969668765, "net": 0.003176606955934247 }, "Core + trend": { "equity": 1.927641826332637, "drawdown": 0.0, "net": 0.004358456876684125 }, "60/40 monthly": { "equity": 2.3585475687935533, "drawdown": 0.0, "net": 0.005600333376281741 }, "SPY buy & hold": { "equity": 2.7279981620482854, "drawdown": 0.0, "net": 0.007994694360483612 }, "BIL reserve": { "equity": 1.0398557751347368, "drawdown": 0.0, "net": 0.0003285481992039152 } }, { "date": "2019-07-05", "Ensemble trend": { "equity": 1.5655389267241873, "drawdown": -0.07388898487045203, "net": -0.006419664065071995 }, "Core + trend": { "equity": 1.9183546016534145, "drawdown": -0.004817920296371514, "net": -0.004817920296371514 }, "60/40 monthly": { "equity": 2.351049529472132, "drawdown": -0.0031790918362765153, "net": -0.0031790918362765153 }, "SPY buy & hold": { "equity": 2.7248953405777656, "drawdown": -0.00113739866605711, "net": -0.00113739866605711 }, "BIL reserve": { "equity": 1.0397417213863758, "drawdown": -0.0001096822762236549, "net": -0.0001096822762236549 } }, { "date": "2019-07-08", "Ensemble trend": { "equity": 1.5597179020356298, "drawdown": -0.07733247323818904, "net": -0.0037182241777519165 }, "Core + trend": { "equity": 1.911291601695342, "drawdown": -0.008481982707545521, "net": -0.0036818010351082897 }, "60/40 monthly": { "equity": 2.342255555858221, "drawdown": -0.006907646532508305, "net": -0.0037404459173114857 }, "SPY buy & hold": { "equity": 2.7099219841653936, "drawdown": -0.00662616937737226, "net": -0.005495020740575396 }, "BIL reserve": { "equity": 1.0397417213863758, "drawdown": -0.0001096822762236549, "net": 0.0 } }, { "date": "2019-07-09", "Ensemble trend": { "equity": 1.5591803458891704, "drawdown": -0.07765047022950522, "net": -0.0003446495970570451 }, "Core + trend": { "equity": 1.9114358227065895, "drawdown": -0.008407165379306747, "net": 7.545735622938032e-05 }, "60/40 monthly": { "equity": 2.3434454485372833, "drawdown": -0.006403144229987001, "net": 0.0005080114661639712 }, "SPY buy & hold": { "equity": 2.713300440125468, "drawdown": -0.005387731607481072, "net": 0.001246698606017116 }, "BIL reserve": { "equity": 1.0398557751347368, "drawdown": 0.0, "net": 0.00010969430774498967 } }, { "date": "2019-07-10", "Ensemble trend": { "equity": 1.5668539685240952, "drawdown": -0.07311105806488938, "net": 0.004921574758915304 }, "Core + trend": { "equity": 1.9189924686337614, "drawdown": -0.004487014953048152, "net": 0.003953387206310666 }, "60/40 monthly": { "equity": 2.350763567118691, "drawdown": -0.0033003369437422103, "net": 0.0031228030445407118 }, "SPY buy & hold": { "equity": 2.7262648511111642, "drawdown": -0.0006353783375792066, "net": 0.004778096370742224 }, "BIL reserve": { "equity": 1.0399689879338012, "drawdown": 0.0, "net": 0.00010887355897959416 } }, { "date": "2019-07-11", "Ensemble trend": { "equity": 1.561671448769392, "drawdown": -0.07617683212456106, "net": -0.0033075958952225593 }, "Core + trend": { "equity": 1.9152577720480632, "drawdown": -0.006424458172364145, "net": -0.0019461757389579448 }, "60/40 monthly": { "equity": 2.349597781183167, "drawdown": -0.003794618234036373, "net": -0.0004959179867468633 }, "SPY buy & hold": { "equity": 2.7326554877949123, "drawdown": 0.0, "net": 0.0023440997235257832 }, "BIL reserve": { "equity": 1.0401965698372129, "drawdown": 0.0, "net": 0.00021883527879418274 } }, { "date": "2019-07-12", "Ensemble trend": { "equity": 1.56553083788904, "drawdown": -0.07389376990594465, "net": 0.002471319510060521 }, "Core + trend": { "equity": 1.920611130310681, "drawdown": -0.003647304144324459, "net": 0.0027951111024042685 }, "60/40 monthly": { "equity": 2.3570353032190807, "drawdown": -0.0006411851066656649, "net": 0.0031654447818587617 }, "SPY buy & hold": { "equity": 2.7448892044323183, "drawdown": 0.0, "net": 0.004476860216023004 }, "BIL reserve": { "equity": 1.0403102031109257, "drawdown": 0.0, "net": 0.00010924211539231621 } }, { "date": "2019-07-15", "Ensemble trend": { "equity": 1.5675733205659979, "drawdown": -0.0726855177998792, "net": 0.0013046582204103707 }, "Core + trend": { "equity": 1.9228702237134485, "drawdown": -0.0024753574829129432, "net": 0.001176236754601323 }, "60/40 monthly": { "equity": 2.359442444695267, "drawdown": 0.0, "net": 0.001021258134275227 }, "SPY buy & hold": { "equity": 2.745801798982471, "drawdown": 0.0, "net": 0.0003324704504208409 }, "BIL reserve": { "equity": 1.0403102031109257, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-07-16", "Ensemble trend": { "equity": 1.5619063882393478, "drawdown": -0.07603785121051243, "net": -0.0036150987340126672 }, "Core + trend": { "equity": 1.916711403373114, "drawdown": -0.005670359923823698, "net": -0.003202930839732221 }, "60/40 monthly": { "equity": 2.352775191806049, "drawdown": -0.0028257747520850085, "net": -0.0028257747520850085 }, "SPY buy & hold": { "equity": 2.736946228951055, "drawdown": -0.0032251308287064573, "net": -0.0032251308287064573 }, "BIL reserve": { "equity": 1.0404239415033005, "drawdown": 0.0, "net": 0.00010933122835354858 } }, { "date": "2019-07-17", "Ensemble trend": { "equity": 1.567124867623931, "drawdown": -0.07295080485363792, "net": 0.003341096127064347 }, "Core + trend": { "equity": 1.9177661220528888, "drawdown": -0.0051232050191278855, "net": 0.0005502751629267166 }, "60/40 monthly": { "equity": 2.347258898503924, "drawdown": -0.005163739517670796, "net": -0.002344590048950046 }, "SPY buy & hold": { "equity": 2.7183218756299024, "drawdown": -0.010007977765457143, "net": -0.006804793285358213 }, "BIL reserve": { "equity": 1.0404239415033005, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-07-18", "Ensemble trend": { "equity": 1.5749859510760817, "drawdown": -0.06830049827127593, "net": 0.005016245746945147 }, "Core + trend": { "equity": 1.9255743934795104, "drawdown": -0.0010725191915242904, "net": 0.00407154518834818 }, "60/40 monthly": { "equity": 2.3547533372203984, "drawdown": -0.001987379469845174, "net": 0.0031928470784585716 }, "SPY buy & hold": { "equity": 2.728273177829671, "drawdown": -0.006383789667300688, "net": 0.00366082555895364 }, "BIL reserve": { "equity": 1.0407647362057768, "drawdown": 0.0, "net": 0.0003275536912230592 } }, { "date": "2019-07-19", "Ensemble trend": { "equity": 1.5670153179569017, "drawdown": -0.07301561011118074, "net": -0.0050607645825248015 }, "Core + trend": { "equity": 1.9168509406655636, "drawdown": -0.0055979723617032295, "net": -0.004530312016760574 }, "60/40 monthly": { "equity": 2.345108959694741, "drawdown": -0.006074945813046462, "net": -0.0040957060653500355 }, "SPY buy & hold": { "equity": 2.713117302507268, "drawdown": -0.011903443463149976, "net": -0.005555116491105738 }, "BIL reserve": { "equity": 1.0407647362057768, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-07-22", "Ensemble trend": { "equity": 1.5681134857586725, "drawdown": -0.07236597739983797, "net": 0.0007008022124521673 }, "Core + trend": { "equity": 1.9191094664729873, "drawdown": -0.0044263201509185945, "net": 0.0011782480105830828 }, "60/40 monthly": { "equity": 2.3490323006376954, "drawdown": -0.0044121203638497475, "net": 0.0016729887652917608 }, "SPY buy & hold": { "equity": 2.7197829549724015, "drawdown": -0.009475863851393651, "net": 0.00245682428068017 }, "BIL reserve": { "equity": 1.0407647362057768, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-07-23", "Ensemble trend": { "equity": 1.5688102060095797, "drawdown": -0.07195382520878446, "net": 0.0004443047376574416 }, "Core + trend": { "equity": 1.9229927782222922, "drawdown": -0.002411780055213697, "net": 0.0020234967401009385 }, "60/40 monthly": { "equity": 2.357746994964862, "drawdown": -0.0007185806690120922, "net": 0.003709908256604555 }, "SPY buy & hold": { "equity": 2.7392289527427764, "drawdown": -0.0023937802947504583, "net": 0.007149834414111433 }, "BIL reserve": { "equity": 1.040650997813402, "drawdown": -0.00010928348013561351, "net": -0.00010928348013561351 } }, { "date": "2019-07-24", "Ensemble trend": { "equity": 1.5726379045169139, "drawdown": -0.06968950990513711, "net": 0.0024398735377113567 }, "Core + trend": { "equity": 1.9286092788674551, "drawdown": 0.0, "net": 0.002920708132016614 }, "60/40 monthly": { "equity": 2.365856143547025, "drawdown": 0.0, "net": 0.0034393633411389235 }, "SPY buy & hold": { "equity": 2.7521024136275427, "drawdown": 0.0, "net": 0.0046996658938918134 }, "BIL reserve": { "equity": 1.0408784745981516, "drawdown": 0.0, "net": 0.00021859084863962153 } }, { "date": "2019-07-25", "Ensemble trend": { "equity": 1.5649065322643603, "drawdown": -0.0742630844633495, "net": -0.004916180787928215 }, "Core + trend": { "equity": 1.9205008846865728, "drawdown": -0.0042042700248978715, "net": -0.0042042700248978715 }, "60/40 monthly": { "equity": 2.3573513903930476, "drawdown": -0.003594788794396564, "net": -0.003594788794396564 }, "SPY buy & hold": { "equity": 2.738954865023646, "drawdown": -0.004777274471616244, "net": -0.004777274471616244 }, "BIL reserve": { "equity": 1.041105636026915, "drawdown": 0.0, "net": 0.00021824010612880862 } }, { "date": "2019-07-26", "Ensemble trend": { "equity": 1.5675414089172048, "drawdown": -0.07270439547130192, "net": 0.0016837278128247757 }, "Core + trend": { "equity": 1.925901847817353, "drawdown": -0.0014038255854975645, "net": 0.0028122679733426637 }, "60/40 monthly": { "equity": 2.366832001129092, "drawdown": 0.0, "net": 0.004021721485681251 }, "SPY buy & hold": { "equity": 2.7573063680420082, "drawdown": 0.0, "net": 0.00670018453122756 }, "BIL reserve": { "equity": 1.0409921078718645, "drawdown": -0.00010904575974046704, "net": -0.00010904575974046704 } }, { "date": "2019-07-29", "Ensemble trend": { "equity": 1.5698816507308107, "drawdown": -0.07132000081675183, "net": 0.0014929377943657673 }, "Core + trend": { "equity": 1.926608076105116, "drawdown": -0.0010376403267717826, "net": 0.00036670004162653314 }, "60/40 monthly": { "equity": 2.365029679375847, "drawdown": -0.0007614912052842371, "net": -0.0007614912052842371 }, "SPY buy & hold": { "equity": 2.7522843138294038, "drawdown": -0.0018213624248692994, "net": -0.0018213624248692994 }, "BIL reserve": { "equity": 1.0412195846566141, "drawdown": 0.0, "net": 0.00021851922125959433 } }, { "date": "2019-07-30", "Ensemble trend": { "equity": 1.5667905406885407, "drawdown": -0.07314857946801134, "net": -0.0019690083267301928 }, "Core + trend": { "equity": 1.9235211382868376, "drawdown": -0.0026382433375023995, "net": -0.001602265586117091 }, "60/40 monthly": { "equity": 2.361897091184272, "drawdown": -0.0020850275568632393, "net": -0.001324544980932929 }, "SPY buy & hold": { "equity": 2.745528639325595, "drawdown": -0.004271461761710893, "net": -0.0024545699984058755 }, "BIL reserve": { "equity": 1.0412195846566141, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-07-31", "Ensemble trend": { "equity": 1.5590793286319493, "drawdown": -0.07771022805030003, "net": -0.0049216611004063715 }, "Core + trend": { "equity": 1.9135752491382165, "drawdown": -0.007795269831983309, "net": -0.005170667974815801 }, "60/40 monthly": { "equity": 2.3484527527776335, "drawdown": -0.007765337101530823, "net": -0.005692177892431927 }, "SPY buy & hold": { "equity": 2.7154919044621733, "drawdown": -0.015164968269205437, "net": -0.01094023731284044 }, "BIL reserve": { "equity": 1.041333007693003, "drawdown": 0.0, "net": 0.00010893286878199682 } }, { "date": "2019-08-01", "Ensemble trend": { "equity": 1.5680092933874914, "drawdown": -0.072427613492685, "net": 0.005727716730987709 }, "Core + trend": { "equity": 1.9185318441154078, "drawdown": -0.0052252339872413955, "net": 0.0025902273659859087 }, "60/40 monthly": { "equity": 2.3464650670790124, "drawdown": -0.008605145629416722, "net": -0.0008463809613672435 }, "SPY buy & hold": { "equity": 2.691844878220246, "drawdown": -0.0237411013083203, "net": -0.008708192502091205 }, "BIL reserve": { "equity": 1.0416176690299261, "drawdown": 0.0, "net": 0.0002733624448858496 } }, { "date": "2019-08-02", "Ensemble trend": { "equity": 1.5629652852235496, "drawdown": -0.07541144956426993, "net": -0.0032168228754849704 }, "Core + trend": { "equity": 1.912104009662962, "drawdown": -0.008558119773324768, "net": -0.003350392370166433 }, "60/40 monthly": { "equity": 2.337740758211049, "drawdown": -0.012291215812598733, "net": -0.003718064671136778 }, "SPY buy & hold": { "equity": 2.671576617292479, "drawdown": -0.031091848096084784, "net": -0.0075295055416298995 }, "BIL reserve": { "equity": 1.0416176690299261, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-08-05", "Ensemble trend": { "equity": 1.5613011864774193, "drawdown": -0.07639586467701276, "net": -0.0010647061466193541 }, "Core + trend": { "equity": 1.8987218288531247, "drawdown": -0.01549689216049055, "net": -0.006998667824662963 }, "60/40 monthly": { "equity": 2.30356187412511, "drawdown": -0.02673198899364182, "net": -0.014620476614393585 }, "SPY buy & hold": { "equity": 2.591233649221529, "drawdown": -0.06023005667607739, "net": -0.030073241228010916 }, "BIL reserve": { "equity": 1.0415038255188893, "drawdown": -0.00010929491158007121, "net": -0.00010929491158007121 } }, { "date": "2019-08-06", "Ensemble trend": { "equity": 1.5686323352537712, "drawdown": -0.07205904652485129, "net": 0.004695537824378482 }, "Core + trend": { "equity": 1.9113816058256936, "drawdown": -0.008932692189409175, "net": 0.006667525900945659 }, "60/40 monthly": { "equity": 2.3241767122605346, "drawdown": -0.01802210247630953, "net": 0.008949114137971392 }, "SPY buy & hold": { "equity": 2.627570380021853, "drawdown": -0.04705171305003808, "net": 0.01402294648776281 }, "BIL reserve": { "equity": 1.0416176690299264, "drawdown": 0.0, "net": 0.00010930685826360254 } }, { "date": "2019-08-07", "Ensemble trend": { "equity": 1.572941217856108, "drawdown": -0.06951008170972905, "net": 0.0027469041058876265 }, "Core + trend": { "equity": 1.9147092071201046, "drawdown": -0.007207303158633049, "net": 0.0017409403147277125 }, "60/40 monthly": { "equity": 2.3249931499317533, "drawdown": -0.017677152910464122, "net": 0.00035128037679399426 }, "SPY buy & hold": { "equity": 2.629123337527537, "drawdown": -0.0464884976149732, "net": 0.000591024132975182 }, "BIL reserve": { "equity": 1.0418458816453104, "drawdown": 0.0, "net": 0.0002190944164730535 } }, { "date": "2019-08-08", "Ensemble trend": { "equity": 1.5804004724217204, "drawdown": -0.06509748123078474, "net": 0.0047422335182869535 }, "Core + trend": { "equity": 1.9298288884469788, "drawdown": 0.0, "net": 0.007896594047100969 }, "60/40 monthly": { "equity": 2.352195753147781, "drawdown": -0.006183898128100607, "net": 0.011700078865533925 }, "SPY buy & hold": { "equity": 2.680706275043024, "drawdown": -0.027780769626038482, "net": 0.019619824136511088 }, "BIL reserve": { "equity": 1.041959409800361, "drawdown": 0.0, "net": 0.0001089682812502879 } }, { "date": "2019-08-09", "Ensemble trend": { "equity": 1.5760778807214137, "drawdown": -0.06765455580697433, "net": -0.0027351242775084383 }, "Core + trend": { "equity": 1.922805576434558, "drawdown": -0.0036393444281336285, "net": -0.0036393444281336285 }, "60/40 monthly": { "equity": 2.341168774943508, "drawdown": -0.010842859219978851, "net": -0.00468795090269003 }, "SPY buy & hold": { "equity": 2.6624466501878468, "drawdown": -0.034403038760441484, "net": -0.0068114977851813086 }, "BIL reserve": { "equity": 1.0418458816453104, "drawdown": -0.000108956408457761, "net": -0.000108956408457761 } }, { "date": "2019-08-12", "Ensemble trend": { "equity": 1.578600673881688, "drawdown": -0.06616217098361366, "net": 0.0016006779811663652 }, "Core + trend": { "equity": 1.9206372333002923, "drawdown": -0.00476293789657356, "net": -0.0011276975482287233 }, "60/40 monthly": { "equity": 2.330090355991069, "drawdown": -0.015523554320921673, "net": -0.004732003549255848 }, "SPY buy & hold": { "equity": 2.630035622723604, "drawdown": -0.04615763659545025, "net": -0.012173399779468186 }, "BIL reserve": { "equity": 1.0420728328367497, "drawdown": 0.0, "net": 0.00021783566594391068 } }, { "date": "2019-08-13", "Ensemble trend": { "equity": 1.5798585348975032, "drawdown": -0.06541807007218758, "net": 0.000796820270399623 }, "Core + trend": { "equity": 1.9280432662707125, "drawdown": -0.0009252748712365033, "net": 0.0038560290522402507 }, "60/40 monthly": { "equity": 2.3482348868782523, "drawdown": -0.007857386684804069, "net": 0.007787050334992607 }, "SPY buy & hold": { "equity": 2.670936873045117, "drawdown": -0.0313238659286974, "net": 0.015551595563240372 }, "BIL reserve": { "equity": 1.042187201941097, "drawdown": 0.0, "net": 0.00010975154590298075 } }, { "date": "2019-08-14", "Ensemble trend": { "equity": 1.5752911008619543, "drawdown": -0.06811998370652328, "net": -0.002891039884052149 }, "Core + trend": { "equity": 1.9122322120323207, "drawdown": -0.009118257333591395, "net": -0.008200570243931393 }, "60/40 monthly": { "equity": 2.313013602932172, "drawdown": -0.02273857974340643, "net": -0.01499904636580185 }, "SPY buy & hold": { "equity": 2.5919634155075664, "drawdown": -0.05996539029932091, "net": -0.029567699010240256 }, "BIL reserve": { "equity": 1.0420728328367497, "drawdown": -0.00010973950182291414, "net": -0.00010973950182291414 } }, { "date": "2019-08-15", "Ensemble trend": { "equity": 1.5822080445417732, "drawdown": -0.06402819293494866, "net": 0.004390898720899372 }, "Core + trend": { "equity": 1.9206201787765083, "drawdown": -0.00477177522090122, "net": 0.004386479158445367 }, "60/40 monthly": { "equity": 2.3226585019035313, "drawdown": -0.018663554998617493, "net": 0.004169841007044983 }, "SPY buy & hold": { "equity": 2.5988112775286445, "drawdown": -0.05748185705816666, "net": 0.0026419593656716867 }, "BIL reserve": { "equity": 1.0425287324742076, "drawdown": 0.0, "net": 0.0004374930648725073 } }, { "date": "2019-08-16", "Ensemble trend": { "equity": 1.5837983253703147, "drawdown": -0.06308744558761614, "net": 0.00100510222661776 }, "Core + trend": { "equity": 1.9280666539977218, "drawdown": -0.0009131558035050391, "net": 0.0038771201633198693 }, "60/40 monthly": { "equity": 2.3402992521140313, "drawdown": -0.011210237567517822, "net": 0.007595068408051686 }, "SPY buy & hold": { "equity": 2.637156953755645, "drawdown": -0.04357492358445558, "net": 0.01475508304837958 }, "BIL reserve": { "equity": 1.0424146787258466, "drawdown": -0.00010940105995005389, "net": -0.00010940105995005389 } }, { "date": "2019-08-19", "Ensemble trend": { "equity": 1.5815441558158916, "drawdown": -0.06442092329212079, "net": -0.0014232680501767847 }, "Core + trend": { "equity": 1.930830484411377, "drawdown": 0.0, "net": 0.0014334724413831434 }, "60/40 monthly": { "equity": 2.3524690027456985, "drawdown": -0.006068448616776245, "net": 0.005200083117863796 }, "SPY buy & hold": { "equity": 2.668929165034781, "drawdown": -0.0320520069991298, "net": 0.012047903039630548 }, "BIL reserve": { "equity": 1.0424146787258466, "drawdown": -0.00010940105995005389, "net": 0.0 } }, { "date": "2019-08-20", "Ensemble trend": { "equity": 1.5839923475686484, "drawdown": -0.0629726697158769, "net": 0.0015479755931910866 }, "Core + trend": { "equity": 1.9302173901910955, "drawdown": -0.00031752876559154597, "net": -0.00031752876559154597 }, "60/40 monthly": { "equity": 2.3459152194826807, "drawdown": -0.008837459370345302, "net": -0.0027859169474150347 }, "SPY buy & hold": { "equity": 2.6484783851969813, "drawdown": -0.03946894842966142, "net": -0.007662541256516664 }, "BIL reserve": { "equity": 1.0425287324742079, "drawdown": 0.0, "net": 0.00010941302985156831 } }, { "date": "2019-08-21", "Ensemble trend": { "equity": 1.5842762551955174, "drawdown": -0.06280472117366276, "net": 0.00017923547882348068 }, "Core + trend": { "equity": 1.9335647268979137, "drawdown": 0.0, "net": 0.0017341760175970666 }, "60/40 monthly": { "equity": 2.354723958547318, "drawdown": -0.005115716948223548, "net": 0.003754926431902339 }, "SPY buy & hold": { "equity": 2.6700242784949637, "drawdown": -0.03165483914253042, "net": 0.008135196956262858 }, "BIL reserve": { "equity": 1.0424146787258468, "drawdown": -0.00010940105995005389, "net": -0.00010940105995005389 } }, { "date": "2019-08-22", "Ensemble trend": { "equity": 1.5820672581520185, "drawdown": -0.06411147660430139, "net": -0.001394325665271312 }, "Core + trend": { "equity": 1.9310733876908888, "drawdown": -0.0012884695155884751, "net": -0.0012884695155884751 }, "60/40 monthly": { "equity": 2.3521927008179384, "drawdown": -0.00618518775484278, "net": -0.0010749700491182734 }, "SPY buy & hold": { "equity": 2.669202634045741, "drawdown": -0.031952827229289826, "net": -0.00030772920525112823 }, "BIL reserve": { "equity": 1.0427563143776195, "drawdown": 0.0, "net": 0.00032773488204362877 } }, { "date": "2019-08-23", "Ensemble trend": { "equity": 1.583174467745901, "drawdown": -0.06345649512575258, "net": 0.0006998498882884174 }, "Core + trend": { "equity": 1.92119191207981, "drawdown": -0.006398965933741452, "net": -0.005117089632152516 }, "60/40 monthly": { "equity": 2.322527285969488, "drawdown": -0.01871899447804848, "net": -0.012611813155501417 }, "SPY buy & hold": { "equity": 2.600637704045289, "drawdown": -0.05681946185326192, "net": -0.025687420327668242 }, "BIL reserve": { "equity": 1.0426428913412311, "drawdown": -0.00010877233235095929, "net": -0.00010877233235095929 } }, { "date": "2019-08-26", "Ensemble trend": { "equity": 1.5862740284442147, "drawdown": -0.061622917400044, "net": 0.0019578137226574643 }, "Core + trend": { "equity": 1.9284865296843445, "drawdown": -0.002626339394242283, "net": 0.0037969229199166232 }, "60/40 monthly": { "equity": 2.3367236005460286, "drawdown": -0.012720970718961055, "net": 0.006112442537188345 }, "SPY buy & hold": { "equity": 2.6293971158925817, "drawdown": -0.04638920565082372, "net": 0.011058599897462607 }, "BIL reserve": { "equity": 1.0427563143776197, "drawdown": 0.0, "net": 0.0001087841650584398 } }, { "date": "2019-08-27", "Ensemble trend": { "equity": 1.590419491176086, "drawdown": -0.05917062532780004, "net": 0.002613333293956188 }, "Core + trend": { "equity": 1.9309678859650905, "drawdown": -0.0013430328432756378, "net": 0.0012866858246358692 }, "60/40 monthly": { "equity": 2.3354136181075162, "drawdown": -0.013274445759812181, "net": -0.0005606064997188964 }, "SPY buy & hold": { "equity": 2.619080157164582, "drawdown": -0.050130885881782494, "net": -0.003923697438337426 }, "BIL reserve": { "equity": 1.0428703681259808, "drawdown": 0.0, "net": 0.00010937718313330791 } }, { "date": "2019-08-28", "Ensemble trend": { "equity": 1.591754284838895, "drawdown": -0.05838101410003005, "net": 0.0008392714439269255 }, "Core + trend": { "equity": 1.9355724155466236, "drawdown": 0.0, "net": 0.0023845707714769127 }, "60/40 monthly": { "equity": 2.3454452900695415, "drawdown": -0.009036007223726772, "net": 0.004295458365167315 }, "SPY buy & hold": { "equity": 2.6375226102838747, "drawdown": -0.04344230991030329, "net": 0.007041576436231933 }, "BIL reserve": { "equity": 1.0427563143776195, "drawdown": -0.00010936522107363178, "net": -0.00010936522107363178 } }, { "date": "2019-08-29", "Ensemble trend": { "equity": 1.592932241644474, "drawdown": -0.05768418136443254, "net": 0.0007400368365888532 }, "Core + trend": { "equity": 1.94209327133699, "drawdown": 0.0, "net": 0.0033689547019737365 }, "60/40 monthly": { "equity": 2.361308892128819, "drawdown": -0.0023335450076888975, "net": 0.0067635779553003594 }, "SPY buy & hold": { "equity": 2.671210960764247, "drawdown": -0.031224461770237966, "net": 0.012772724809644975 }, "BIL reserve": { "equity": 1.0429841065183556, "drawdown": 0.0, "net": 0.0002184519408754415 } }, { "date": "2019-08-30", "Ensemble trend": { "equity": 1.5927275502736986, "drawdown": -0.057805268697325496, "net": -0.00012849973490658417 }, "Core + trend": { "equity": 1.9417698186495231, "drawdown": -0.0001665484826298691, "net": -0.0001665484826298691 }, "60/40 monthly": { "equity": 2.360936983947533, "drawdown": -0.002490678332364493, "net": -0.00015750086002130903 }, "SPY buy & hold": { "equity": 2.6700242784949637, "drawdown": -0.03165483914253042, "net": -0.000444248802027869 }, "BIL reserve": { "equity": 1.0430982653853789, "drawdown": 0.0, "net": 0.00010945408114060307 } }, { "date": "2019-09-03", "Ensemble trend": { "equity": 1.5959972281682469, "drawdown": -0.0558710563552518, "net": 0.0020528795988907778 }, "Core + trend": { "equity": 1.941891226008773, "drawdown": -0.00010403482221932325, "net": 6.252407370022084e-05 }, "60/40 monthly": { "equity": 2.354831700332099, "drawdown": -0.00507019543054521, "net": -0.0025859578874594114 }, "SPY buy & hold": { "equity": 2.654412415251569, "drawdown": -0.03731683717957879, "net": -0.005847086623569919 }, "BIL reserve": { "equity": 1.0433035621324287, "drawdown": 0.0, "net": 0.00019681438831087306 } }, { "date": "2019-09-04", "Ensemble trend": { "equity": 1.602727147882003, "drawdown": -0.05188990157752382, "net": 0.00421674899866864 }, "Core + trend": { "equity": 1.9529709486672255, "drawdown": 0.0, "net": 0.005705635058264935 }, "60/40 monthly": { "equity": 2.3721847096335154, "drawdown": 0.0, "net": 0.007369108076372921 }, "SPY buy & hold": { "equity": 2.6845404095700056, "drawdown": -0.02639023335070101, "net": 0.011350155742690715 }, "BIL reserve": { "equity": 1.0431895083840677, "drawdown": -0.00010931981112760614, "net": -0.00010931981112760614 } }, { "date": "2019-09-05", "Ensemble trend": { "equity": 1.5932886867769906, "drawdown": -0.05747332249795667, "net": -0.005889000580969306 }, "Core + trend": { "equity": 1.9511004624821977, "drawdown": -0.0009577644697195131, "net": -0.0009577644697195131 }, "60/40 monthly": { "equity": 2.382591735739537, "drawdown": 0.0, "net": 0.0043871061404949785 }, "SPY buy & hold": { "equity": 2.7190522606241085, "drawdown": -0.013873723958017892, "net": 0.01285577632993462 }, "BIL reserve": { "equity": 1.0433035621324287, "drawdown": 0.0, "net": 0.00010933176325522709 } }, { "date": "2019-09-06", "Ensemble trend": { "equity": 1.591708969010304, "drawdown": -0.05840782115496912, "net": -0.0009914824474668293 }, "Core + trend": { "equity": 1.9506387252866415, "drawdown": -0.0011941925619404214, "net": -0.0002366547517336226 }, "60/40 monthly": { "equity": 2.3842840281738997, "drawdown": 0.0, "net": 0.0007102737783306612 }, "SPY buy & hold": { "equity": 2.721151537443545, "drawdown": -0.013112373371892416, "net": 0.0007720619606459422 }, "BIL reserve": { "equity": 1.043417931236776, "drawdown": 0.0, "net": 0.00010962207788645095 } }, { "date": "2019-09-09", "Ensemble trend": { "equity": 1.586861711690064, "drawdown": -0.061275267195953, "net": -0.0030453163327047728 }, "Core + trend": { "equity": 1.9453494075130255, "drawdown": -0.0039025368807463767, "net": -0.002711582470423246 }, "60/40 monthly": { "equity": 2.3791172802885043, "drawdown": -0.0021670018438838534, "net": -0.0021670018438838534 }, "SPY buy & hold": { "equity": 2.7225216666851133, "drawdown": -0.01261546477390385, "net": 0.0005035108198552241 }, "BIL reserve": { "equity": 1.043417931236776, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-10", "Ensemble trend": { "equity": 1.5801316966463257, "drawdown": -0.06525647836713444, "net": -0.004241084773903059 }, "Core + trend": { "equity": 1.9378727581930515, "drawdown": -0.00773088329064886, "net": -0.0038433452063155737 }, "60/40 monthly": { "equity": 2.3718852647600106, "drawdown": -0.005200204030803124, "net": -0.003039789416189209 }, "SPY buy & hold": { "equity": 2.721882541145921, "drawdown": -0.012847258217896895, "net": -0.00023475498726543975 }, "BIL reserve": { "equity": 1.043645828496174, "drawdown": 0.0, "net": 0.000218414168067671 } }, { "date": "2019-09-11", "Ensemble trend": { "equity": 1.5820527160823252, "drawdown": -0.06412007911855122, "net": 0.0012157337518619027 }, "Core + trend": { "equity": 1.943234598265725, "drawdown": -0.004985404625780454, "net": 0.002766869006236128 }, "60/40 monthly": { "equity": 2.381135195988105, "drawdown": -0.0013206615271448285, "net": 0.0038998223756958605 }, "SPY buy & hold": { "equity": 2.7412375888153666, "drawdown": -0.005827709032584671, "net": 0.007110904815641694 }, "BIL reserve": { "equity": 1.043531774747813, "drawdown": -0.0001092839594112327, "net": -0.0001092839594112327 } }, { "date": "2019-09-12", "Ensemble trend": { "equity": 1.5818009738454968, "drawdown": -0.06426899988603918, "net": -0.00015912379800586685 }, "Core + trend": { "equity": 1.944377457089723, "drawdown": -0.004400214751462128, "net": 0.0005881218999588267 }, "60/40 monthly": { "equity": 2.3840245819574237, "drawdown": -0.00010881514677385518, "net": 0.001213448935695638 }, "SPY buy & hold": { "equity": 2.7507325937400595, "drawdown": -0.002384129082694919, "net": 0.003463765768948246 }, "BIL reserve": { "equity": 1.0437603027191835, "drawdown": 0.0, "net": 0.00021899474160780308 } }, { "date": "2019-09-13", "Ensemble trend": { "equity": 1.573816679349487, "drawdown": -0.06899219325706907, "net": -0.005047597408287863 }, "Core + trend": { "equity": 1.935161402987662, "drawdown": -0.009119206658817602, "net": -0.0047398482575782275 }, "60/40 monthly": { "equity": 2.3744868016231147, "drawdown": -0.0041090853417697915, "net": -0.004000705532355653 }, "SPY buy & hold": { "equity": 2.7489070952856682, "drawdown": -0.0030461877046707997, "net": -0.0006636408273730243 }, "BIL reserve": { "equity": 1.0437603027191835, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-16", "Ensemble trend": { "equity": 1.5781361017545912, "drawdown": -0.06643699351078447, "net": 0.00274455243852767 }, "Core + trend": { "equity": 1.9378169100986877, "drawdown": -0.007759479770489852, "net": 0.0013722406342571158 }, "60/40 monthly": { "equity": 2.3740593257580778, "drawdown": -0.004288374327471756, "net": -0.00018002873915523576 }, "SPY buy & hold": { "equity": 2.7404153256579744, "drawdown": -0.00612592150796365, "net": -0.0030891439155061873 }, "BIL reserve": { "equity": 1.0437603027191835, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-17", "Ensemble trend": { "equity": 1.5807378738439648, "drawdown": -0.06489788787138184, "net": 0.0016486360628091834 }, "Core + trend": { "equity": 1.9420888434124548, "drawdown": -0.005572077384047636, "net": 0.0022045082234056768 }, "60/40 monthly": { "equity": 2.3801458966530427, "drawdown": -0.0017355866465399439, "net": 0.0025637821384356663 }, "SPY buy & hold": { "equity": 2.7473535190718144, "drawdown": -0.0036096275283553636, "net": 0.0025318036097956576 }, "BIL reserve": { "equity": 1.0438737257555721, "drawdown": 0.0, "net": 0.00010866770473372256 } }, { "date": "2019-09-18", "Ensemble trend": { "equity": 1.5796034582066052, "drawdown": -0.06556896337104512, "net": -0.0007176494320344506 }, "Core + trend": { "equity": 1.9417372204732788, "drawdown": -0.005752122529837478, "net": -0.00018105399264756183 }, "60/40 monthly": { "equity": 2.3813466863231914, "drawdown": -0.001231959706142094, "net": 0.000504502548283714 }, "SPY buy & hold": { "equity": 2.7489980453865988, "drawdown": -0.003013202577597296, "net": 0.0005985856218968522 }, "BIL reserve": { "equity": 1.04410162301497, "drawdown": 0.0, "net": 0.00021831880022937789 } }, { "date": "2019-09-19", "Ensemble trend": { "equity": 1.5808859545134457, "drawdown": -0.06481028919415133, "net": 0.000811910293167184 }, "Core + trend": { "equity": 1.9427645131607123, "drawdown": -0.005226107184788664, "net": 0.0005290585546808835 }, "60/40 monthly": { "equity": 2.3816712530162043, "drawdown": -0.001095832177216205, "net": 0.00013629543941551248 }, "SPY buy & hold": { "equity": 2.748815217122483, "drawdown": -0.003079509414673609, "net": -6.650723685386328e-05 }, "BIL reserve": { "equity": 1.04410162301497, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-20", "Ensemble trend": { "equity": 1.5868037085819833, "drawdown": -0.06130957954449212, "net": 0.0037433149757846174 }, "Core + trend": { "equity": 1.9460324166651024, "drawdown": -0.0035528086103167045, "net": 0.0016820893537288217 }, "60/40 monthly": { "equity": 2.3802258709145185, "drawdown": -0.0017020443921227368, "net": -0.0006068772505253284 }, "SPY buy & hold": { "equity": 2.7358279139345116, "drawdown": -0.007789650927600311, "net": -0.004724691244094248 }, "BIL reserve": { "equity": 1.0442158870006553, "drawdown": 0.0, "net": 0.0001094376094878946 } }, { "date": "2019-09-23", "Ensemble trend": { "equity": 1.5892111694403133, "drawdown": -0.05988542075716774, "net": 0.0015171762236940722 }, "Core + trend": { "equity": 1.948065489015555, "drawdown": -0.002511793457561806, "net": 0.001044726867364787 }, "60/40 monthly": { "equity": 2.3812333883990378, "drawdown": -0.0012794783418478284, "net": 0.00042328650269318757 }, "SPY buy & hold": { "equity": 2.7351856948544726, "drawdown": -0.00802256631469056, "net": -0.00023474396060074731 }, "BIL reserve": { "equity": 1.0444444149720258, "drawdown": 0.0, "net": 0.00021885126841625357 } }, { "date": "2019-09-24", "Ensemble trend": { "equity": 1.5925217380916648, "drawdown": -0.05792701905790465, "net": 0.002083152141774569 }, "Core + trend": { "equity": 1.9473558323854743, "drawdown": -0.0028751663129362726, "net": -0.0003642878712663 }, "60/40 monthly": { "equity": 2.3746599805187474, "drawdown": -0.004036451841068489, "net": -0.0027605055062284167 }, "SPY buy & hold": { "equity": 2.7137233271593857, "drawdown": -0.01580638313818261, "net": -0.007846768040452479 }, "BIL reserve": { "equity": 1.0444444149720258, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-25", "Ensemble trend": { "equity": 1.5844818638587228, "drawdown": -0.06268309120678683, "net": -0.005048517731742974 }, "Core + trend": { "equity": 1.9429355568701823, "drawdown": -0.005138525897628865, "net": -0.0022698858841208036 }, "60/40 monthly": { "equity": 2.3768750743028755, "drawdown": -0.003107412448968505, "net": 0.0009328046129974954 }, "SPY buy & hold": { "equity": 2.7297750919113635, "drawdown": -0.009984844792635506, "net": 0.005915033633432376 }, "BIL reserve": { "equity": 1.0444444149720258, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-26", "Ensemble trend": { "equity": 1.5855722500613163, "drawdown": -0.06203806178226767, "net": 0.0006881657830641874 }, "Core + trend": { "equity": 1.9431490882318747, "drawdown": -0.005029189216590124, "net": 0.00010990141229205719 }, "60/40 monthly": { "equity": 2.3759040314893762, "drawdown": -0.003514680543719395, "net": -0.0004085375895424015 }, "SPY buy & hold": { "equity": 2.724087926416445, "drawdown": -0.012047424983518296, "net": -0.0020833824412019863 }, "BIL reserve": { "equity": 1.0446723122314236, "drawdown": 0.0, "net": 0.00021819950983603675 } }, { "date": "2019-09-27", "Ensemble trend": { "equity": 1.5843558832023854, "drawdown": -0.06275761638884114, "net": -0.0007671469142347398 }, "Core + trend": { "equity": 1.9394997329541628, "drawdown": -0.006897806504626236, "net": -0.001878062419303328 }, "60/40 monthly": { "equity": 2.369533981186662, "drawdown": -0.006186363207127954, "net": -0.002681105894130398 }, "SPY buy & hold": { "equity": 2.7094118592795624, "drawdown": -0.01737003523350078, "net": -0.005387515944167309 }, "BIL reserve": { "equity": 1.0446723122314236, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-09-30", "Ensemble trend": { "equity": 1.5817715651154243, "drawdown": -0.0642863969295725, "net": -0.001631147467788474 }, "Core + trend": { "equity": 1.9407132213503189, "drawdown": -0.006276451436859176, "net": 0.0006256708240468534 }, "60/40 monthly": { "equity": 2.3768971252618956, "drawdown": -0.003098163987476643, "net": 0.0031074228661394088 }, "SPY buy & hold": { "equity": 2.7219781315581257, "drawdown": -0.012812590176176086, "net": 0.0046380074094398704 }, "BIL reserve": { "equity": 1.044786365979785, "drawdown": 0.0, "net": 0.00010917657817266502 } }, { "date": "2019-10-01", "Ensemble trend": { "equity": 1.5830258663369823, "drawdown": -0.06354440185187349, "net": 0.0007929724172697217 }, "Core + trend": { "equity": 1.9353512521412537, "drawdown": -0.009021996224775397, "net": -0.002762885907138024 }, "60/40 monthly": { "equity": 2.3624951219872905, "drawdown": -0.00913855309566336, "net": -0.006059161383780265 }, "SPY buy & hold": { "equity": 2.6896005143350408, "drawdown": -0.02455507102572929, "net": -0.011894885138019395 }, "BIL reserve": { "equity": 1.0447519921772834, "drawdown": -3.290031686931094e-05, "net": -3.290031686931094e-05 } }, { "date": "2019-10-02", "Ensemble trend": { "equity": 1.5854233969245202, "drawdown": -0.062126117420661764, "net": 0.0015145239496847651 }, "Core + trend": { "equity": 1.9276710849427778, "drawdown": -0.012954552007910403, "net": -0.003968358296706498 }, "60/40 monthly": { "equity": 2.3408017843674576, "drawdown": -0.01823702348069023, "net": -0.00918238408957428 }, "SPY buy & hold": { "equity": 2.6420899139918284, "drawdown": -0.041785873120801065, "net": -0.017664556535437304 }, "BIL reserve": { "equity": 1.0447519921772834, "drawdown": -3.290031686931094e-05, "net": 0.0 } }, { "date": "2019-10-03", "Ensemble trend": { "equity": 1.5913334439923268, "drawdown": -0.058629966928331, "net": 0.003727740538755242 }, "Core + trend": { "equity": 1.9384677419194576, "drawdown": -0.0074262275932294175, "net": 0.005600881323070794 }, "60/40 monthly": { "equity": 2.3571510672442835, "drawdown": -0.011379919761655755, "net": 0.0069844798419118614 }, "SPY buy & hold": { "equity": 2.6637357286592, "drawdown": -0.033935525071613126, "net": 0.00819268661249617 }, "BIL reserve": { "equity": 1.045094679015677, "drawdown": 0.0, "net": 0.0003280078343563808 } }, { "date": "2019-10-04", "Ensemble trend": { "equity": 1.5946447473291347, "drawdown": -0.056671130618160204, "net": 0.0020808356346113666 }, "Core + trend": { "equity": 1.9495321901295715, "drawdown": -0.0017607832517942956, "net": 0.005707832000938051 }, "60/40 monthly": { "equity": 2.3779548429438537, "drawdown": -0.0026545433158371434, "net": 0.008825813495225487 }, "SPY buy & hold": { "equity": 2.6997822853279834, "drawdown": -0.020862419708141844, "net": 0.013532332160791194 }, "BIL reserve": { "equity": 1.045094679015677, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-07", "Ensemble trend": { "equity": 1.5897316347215127, "drawdown": -0.059577534046921676, "net": -0.0030810076136713604 }, "Core + trend": { "equity": 1.9422549400549038, "drawdown": -0.0054870291949988825, "net": -0.003732818627726231 }, "60/40 monthly": { "equity": 2.3686300623356735, "drawdown": -0.0065654786314260916, "net": -0.003921344694937989 }, "SPY buy & hold": { "equity": 2.6881329385567607, "drawdown": -0.025087320831296722, "net": -0.00431492081214524 }, "BIL reserve": { "equity": 1.0452089430013622, "drawdown": 0.0, "net": 0.00010933362113463296 } }, { "date": "2019-10-08", "Ensemble trend": { "equity": 1.590895674072812, "drawdown": -0.05888893432775766, "net": 0.0007322238080160748 }, "Core + trend": { "equity": 1.9345233593835611, "drawdown": -0.009445910752668207, "net": -0.003980723905958605 }, "60/40 monthly": { "equity": 2.348711417786664, "drawdown": -0.014919619460975198, "net": -0.008409352252064295 }, "SPY buy & hold": { "equity": 2.646400763163483, "drawdown": -0.040222445414102026, "net": -0.015524595080362302 }, "BIL reserve": { "equity": 1.0452089430013622, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-09", "Ensemble trend": { "equity": 1.590904125317135, "drawdown": -0.05888393490530619, "net": 5.312255517919695e-06 }, "Core + trend": { "equity": 1.939241277269453, "drawdown": -0.007030146253400371, "net": 0.0024388011977249935 }, "60/40 monthly": { "equity": 2.3594805355167265, "drawdown": -0.010402910208717975, "net": 0.004585117459943389 }, "SPY buy & hold": { "equity": 2.6715311422420154, "drawdown": -0.03110834065962098, "net": 0.009496059488923292 }, "BIL reserve": { "equity": 1.0452089430013622, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-10", "Ensemble trend": { "equity": 1.5858090528889766, "drawdown": -0.06189797857937418, "net": -0.0032026269509751737 }, "Core + trend": { "equity": 1.937430740160263, "drawdown": -0.00795721437513841, "net": -0.0009336316890589114 }, "60/40 monthly": { "equity": 2.3630000512920364, "drawdown": -0.00892677912126294, "net": 0.0014916485736293783 }, "SPY buy & hold": { "equity": 2.689600514335042, "drawdown": -0.02455507102572896, "net": 0.0067636763829235225 }, "BIL reserve": { "equity": 1.045437681210057, "drawdown": 0.0, "net": 0.0002188444810258261 } }, { "date": "2019-10-11", "Ensemble trend": { "equity": 1.5816857226841041, "drawdown": -0.06433717792252891, "net": -0.0026001429348386784 }, "Core + trend": { "equity": 1.9383317550876877, "drawdown": -0.0074958583431711245, "net": 0.0004650565869259715 }, "60/40 monthly": { "equity": 2.3711739039678355, "drawdown": -0.005498558079133464, "net": 0.0034590996607595237 }, "SPY buy & hold": { "equity": 2.7174838354141873, "drawdown": -0.014442549108570568, "net": 0.010367086461551489 }, "BIL reserve": { "equity": 1.0455518400770802, "drawdown": 0.0, "net": 0.0001091971994839902 } }, { "date": "2019-10-14", "Ensemble trend": { "equity": 1.5842132020856465, "drawdown": -0.06284202090386604, "net": 0.0015979656168694234 }, "Core + trend": { "equity": 1.940423422930651, "drawdown": -0.006424839931765236, "net": 0.0010791072464624296 }, "60/40 monthly": { "equity": 2.3721936106984307, "drawdown": -0.005070879699147657, "net": 0.00043004299637794396 }, "SPY buy & hold": { "equity": 2.7144568056944434, "drawdown": -0.015540370429707795, "net": -0.001113909006668523 }, "BIL reserve": { "equity": 1.045437681210057, "drawdown": -0.00010918527675762846, "net": -0.00010918527675762846 } }, { "date": "2019-10-15", "Ensemble trend": { "equity": 1.5809907069563431, "drawdown": -0.06474832178499068, "net": -0.0020341297024042415 }, "Core + trend": { "equity": 1.9424450013569825, "drawdown": -0.0053897101323634455, "net": 0.0010418233476476857 }, "60/40 monthly": { "equity": 2.3817739641215834, "drawdown": -0.001052753792189387, "net": 0.004038605188019018 }, "SPY buy & hold": { "equity": 2.7413316324571486, "drawdown": -0.005793601962412187, "net": 0.009900627892227565 }, "BIL reserve": { "equity": 1.0455518400770802, "drawdown": 0.0, "net": 0.0001091971994839902 } }, { "date": "2019-10-16", "Ensemble trend": { "equity": 1.5834686308021342, "drawdown": -0.06328247987645308, "net": 0.0015673234731161667 }, "Core + trend": { "equity": 1.9438898371131423, "drawdown": -0.004649895872890664, "net": 0.0007438232511862708 }, "60/40 monthly": { "equity": 2.3813120449518146, "drawdown": -0.0012464887517456003, "net": -0.00019393912971044092 }, "SPY buy & hold": { "equity": 2.736927977060055, "drawdown": -0.00739068796204323, "net": -0.0016063928001102123 }, "BIL reserve": { "equity": 1.0456658938254413, "drawdown": 0.0, "net": 0.00010908473782866857 } }, { "date": "2019-10-17", "Ensemble trend": { "equity": 1.5841135783053004, "drawdown": -0.06290095439876209, "net": 0.00040730046091241867 }, "Core + trend": { "equity": 1.9460107981699828, "drawdown": -0.0035638781529201413, "net": 0.0010910911803470036 }, "60/40 monthly": { "equity": 2.3852185160709634, "drawdown": 0.0, "net": 0.0016404700624725876 }, "SPY buy & hold": { "equity": 2.7449996438405933, "drawdown": -0.0044633140314235265, "net": 0.002949170328262918 }, "BIL reserve": { "equity": 1.045780473167113, "drawdown": 0.0, "net": 0.00010957547946066626 } }, { "date": "2019-10-18", "Ensemble trend": { "equity": 1.5837335595395134, "drawdown": -0.06312575849589663, "net": -0.0002398936357792536 }, "Core + trend": { "equity": 1.943368537755384, "drawdown": -0.004916822197685411, "net": -0.001357783017999492 }, "60/40 monthly": { "equity": 2.3797437448663405, "drawdown": -0.00229529125643424, "net": -0.00229529125643424 }, "SPY buy & hold": { "equity": 2.732984021832971, "drawdown": -0.008821053217350272, "net": -0.004377276344856185 }, "BIL reserve": { "equity": 1.045780473167113, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-21", "Ensemble trend": { "equity": 1.5813251643319295, "drawdown": -0.0645504700073477, "net": -0.0015207073141041416 }, "Core + trend": { "equity": 1.944509366351572, "drawdown": -0.004332671882000039, "net": 0.0005870366706182129 }, "60/40 monthly": { "equity": 2.386031546329128, "drawdown": 0.0, "net": 0.002642217875917119 }, "SPY buy & hold": { "equity": 2.751512166033753, "drawdown": -0.0021013994220635546, "net": 0.006779455735110851 }, "BIL reserve": { "equity": 1.0458943166781498, "drawdown": 0.0, "net": 0.00010885985535002973 } }, { "date": "2019-10-22", "Ensemble trend": { "equity": 1.5830210053296647, "drawdown": -0.06354727743187005, "net": 0.0010724176380585426 }, "Core + trend": { "equity": 1.9445116273687215, "drawdown": -0.004331514149904292, "net": 1.1627699967320382e-06 }, "60/40 monthly": { "equity": 2.3834955296586418, "drawdown": -0.0010628596568171833, "net": -0.0010628596568171833 }, "SPY buy & hold": { "equity": 2.7425229550377046, "drawdown": -0.0053615416754727585, "net": -0.0032670075411681543 }, "BIL reserve": { "equity": 1.0458943166781498, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-23", "Ensemble trend": { "equity": 1.584287899562915, "drawdown": -0.06279783282567797, "net": 0.0008003015935891256 }, "Core + trend": { "equity": 1.9473155673274052, "drawdown": -0.0028957836488453514, "net": 0.0014419764424231651 }, "60/40 monthly": { "equity": 2.3880277369364515, "drawdown": 0.0, "net": 0.0019014960260734792 }, "SPY buy & hold": { "equity": 2.750503053009142, "drawdown": -0.002467377260546244, "net": 0.0029097652425402742 }, "BIL reserve": { "equity": 1.0458943166781498, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-24", "Ensemble trend": { "equity": 1.5863162376983062, "drawdown": -0.06159794807191854, "net": 0.001280283801921911 }, "Core + trend": { "equity": 1.949673268259633, "drawdown": -0.0016885455515059933, "net": 0.0012107441504531913 }, "60/40 monthly": { "equity": 2.390221723098684, "drawdown": 0.0, "net": 0.0009187440029683192 }, "SPY buy & hold": { "equity": 2.754997039798998, "drawdown": -0.0008375305224608276, "net": 0.0016338781318343543 }, "BIL reserve": { "equity": 1.046122424174872, "drawdown": 0.0, "net": 0.0002180980363739593 } }, { "date": "2019-10-25", "Ensemble trend": { "equity": 1.5861740118222267, "drawdown": -0.061682083284544165, "net": -8.965795892368345e-05 }, "Core + trend": { "equity": 1.9513517925511603, "drawdown": -0.0008290733239888493, "net": 0.000860925940183721 }, "60/40 monthly": { "equity": 2.394131597691403, "drawdown": 0.0, "net": 0.0016357790387957483 }, "SPY buy & hold": { "equity": 2.766278564563396, "drawdown": 0.0, "net": 0.004094931719135886 }, "BIL reserve": { "equity": 1.046122424174872, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-10-28", "Ensemble trend": { "equity": 1.5824505431770557, "drawdown": -0.06388474031715974, "net": -0.002347452812502926 }, "Core + trend": { "equity": 1.9508992467334694, "drawdown": -0.0010607950595321602, "net": -0.00023191400926181327 }, "60/40 monthly": { "equity": 2.398791261300267, "drawdown": 0.0, "net": 0.001946285497989031 }, "SPY buy & hold": { "equity": 2.7818706291453634, "drawdown": 0.0, "net": 0.005636476666415646 }, "BIL reserve": { "equity": 1.046008475545173, "drawdown": -0.0001089247559040718, "net": -0.0001089247559040718 } }, { "date": "2019-10-29", "Ensemble trend": { "equity": 1.5824024916539339, "drawdown": -0.06391316570096672, "net": -3.0365260594744647e-05 }, "Core + trend": { "equity": 1.950956108824015, "drawdown": -0.0010316793726939943, "net": 2.9146605413199467e-05 }, "60/40 monthly": { "equity": 2.3991990987048206, "drawdown": 0.0, "net": 0.0001700178798935692 }, "SPY buy & hold": { "equity": 2.7810452724471233, "drawdown": -0.00029669125860587453, "net": -0.00029669125860587453 }, "BIL reserve": { "equity": 1.046237529109854, "drawdown": 0.0, "net": 0.00021897868902209794 } }, { "date": "2019-10-30", "Ensemble trend": { "equity": 1.5873914340324555, "drawdown": -0.06096190437381266, "net": 0.0031527644861750748 }, "Core + trend": { "equity": 1.9580515322748888, "drawdown": 0.0, "net": 0.0036368954784691265 }, "60/40 monthly": { "equity": 2.408232615274651, "drawdown": 0.0, "net": 0.003765221725327894 }, "SPY buy & hold": { "equity": 2.7895757113354174, "drawdown": 0.0, "net": 0.0030673498820059653 }, "BIL reserve": { "equity": 1.0463520033328633, "drawdown": 0.0, "net": 0.00010941513740836406 } }, { "date": "2019-10-31", "Ensemble trend": { "equity": 1.5935710288686404, "drawdown": -0.0573063000645645, "net": 0.0038929243938825575 }, "Core + trend": { "equity": 1.962961040547264, "drawdown": 0.0, "net": 0.002507343750381974 }, "60/40 monthly": { "equity": 2.4103068360060935, "drawdown": 0.0, "net": 0.0008613041440790337 }, "SPY buy & hold": { "equity": 2.782146263634919, "drawdown": -0.0026632894996573286, "net": -0.0026632894996573286 }, "BIL reserve": { "equity": 1.046465741725238, "drawdown": 0.0, "net": 0.00010869993273066036 } }, { "date": "2019-11-01", "Ensemble trend": { "equity": 1.5940535368876876, "drawdown": -0.05702086737189882, "net": 0.0003027841309273249 }, "Core + trend": { "equity": 1.9683994000665233, "drawdown": 0.0, "net": 0.0027704877513732296 }, "60/40 monthly": { "equity": 2.42206851766478, "drawdown": 0.0, "net": 0.004879744554919574 }, "SPY buy & hold": { "equity": 2.807919789855743, "drawdown": 0.0, "net": 0.009263900520870116 }, "BIL reserve": { "equity": 1.0464541786724089, "drawdown": -1.1049623860781566e-05, "net": -1.1049623860781566e-05 } }, { "date": "2019-11-04", "Ensemble trend": { "equity": 1.5902223913789664, "drawdown": -0.05928722178546486, "net": -0.002403398267414092 }, "Core + trend": { "equity": 1.9665605180064365, "drawdown": -0.0009342016970868006, "net": -0.0009342016970868006 }, "60/40 monthly": { "equity": 2.423191123497128, "drawdown": 0.0, "net": 0.00046349053470651214 }, "SPY buy & hold": { "equity": 2.819200695911973, "drawdown": 0.0, "net": 0.004017531446939726 }, "BIL reserve": { "equity": 1.0465687580140803, "drawdown": 0.0, "net": 0.00010949293720319275 } }, { "date": "2019-11-05", "Ensemble trend": { "equity": 1.5827625980321656, "drawdown": -0.06370014098608678, "net": -0.004691037799016251 }, "Core + trend": { "equity": 1.9587290664908592, "drawdown": -0.004912790349020257, "net": -0.0039823089316957105 }, "60/40 monthly": { "equity": 2.416490436610534, "drawdown": -0.0027652325157595525, "net": -0.0027652325157595525 }, "SPY buy & hold": { "equity": 2.816082406737213, "drawdown": -0.0011060898144931164, "net": -0.0011060898144931164 }, "BIL reserve": { "equity": 1.0464541786724086, "drawdown": -0.00010948094981255707, "net": -0.00010948094981255707 } }, { "date": "2019-11-06", "Ensemble trend": { "equity": 1.5850921819734234, "drawdown": -0.06232205110800115, "net": 0.001471846721772474 }, "Core + trend": { "equity": 1.9615957287526187, "drawdown": -0.0034564485813574075, "net": 0.0014635317925286717 }, "60/40 monthly": { "equity": 2.419527575864091, "drawdown": -0.0015118690381095146, "net": 0.0012568389295248839 }, "SPY buy & hold": { "equity": 2.816725244525422, "drawdown": -0.0008780685213864992, "net": 0.00022827378441436785 }, "BIL reserve": { "equity": 1.0465687580140801, "drawdown": -1.1102230246251565e-16, "net": 0.00010949293720319275 } }, { "date": "2019-11-07", "Ensemble trend": { "equity": 1.5790579856230014, "drawdown": -0.06589164341400255, "net": -0.003806842541428379 }, "Core + trend": { "equity": 1.9562247936078598, "drawdown": -0.006185028535495407, "net": -0.0027380438619604153 }, "60/40 monthly": { "equity": 2.4172273728421736, "drawdown": -0.0024611144358879233, "net": -0.000950682705526007 }, "SPY buy & hold": { "equity": 2.826630452966556, "drawdown": 0.0, "net": 0.0035165689164700087 }, "BIL reserve": { "equity": 1.0467973911041126, "drawdown": 0.0, "net": 0.00021845969343314842 } }, { "date": "2019-11-08", "Ensemble trend": { "equity": 1.57570147500302, "drawdown": -0.06787722256792905, "net": -0.0021256411420870203 }, "Core + trend": { "equity": 1.9550063685486658, "drawdown": -0.00680402133703395, "net": -0.000622845116356463 }, "60/40 monthly": { "equity": 2.4196269559573547, "drawdown": -0.0014708569642785108, "net": 0.000992700621439413 }, "SPY buy & hold": { "equity": 2.8336011285593, "drawdown": 0.0, "net": 0.002466072487625093 }, "BIL reserve": { "equity": 1.0467973911041126, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-11-11", "Ensemble trend": { "equity": 1.5738494209431622, "drawdown": -0.06897282462302379, "net": -0.0011753838460133448 }, "Core + trend": { "equity": 1.9532027797891736, "drawdown": -0.007720293085253016, "net": -0.0009225487898697482 }, "60/40 monthly": { "equity": 2.417794350004468, "drawdown": -0.0022271348885067876, "net": -0.0007573919394371353 }, "SPY buy & hold": { "equity": 2.8281902162621053, "drawdown": -0.0019095532686866923, "net": -0.0019095532686866923 }, "BIL reserve": { "equity": 1.0467973911041126, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-11-12", "Ensemble trend": { "equity": 1.5744747342929486, "drawdown": -0.06860291393523488, "net": 0.00039731459786773726 }, "Core + trend": { "equity": 1.9551239005262244, "drawdown": -0.006744311921579538, "net": 0.0009835746482289576 }, "60/40 monthly": { "equity": 2.4213495470749127, "drawdown": -0.0007599798482084141, "net": 0.0014704298859984366 }, "SPY buy & hold": { "equity": 2.834150232059816, "drawdown": 0.0, "net": 0.0021073603053431977 }, "BIL reserve": { "equity": 1.046911655089798, "drawdown": 0.0, "net": 0.00010915577995929127 } }, { "date": "2019-11-13", "Ensemble trend": { "equity": 1.5750626513543522, "drawdown": -0.06825512541509393, "net": 0.0003734052053032677 }, "Core + trend": { "equity": 1.9569867858621672, "drawdown": -0.0057979159127818924, "net": 0.0009528221385055602 }, "60/40 monthly": { "equity": 2.4243634232466555, "drawdown": 0.0, "net": 0.0012447092471155052 }, "SPY buy & hold": { "equity": 2.8350690136916645, "drawdown": 0.0, "net": 0.0003241824027022666 }, "BIL reserve": { "equity": 1.046911655089798, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-11-14", "Ensemble trend": { "equity": 1.5789486204583547, "drawdown": -0.06595633952722069, "net": 0.0024671838295835524 }, "Core + trend": { "equity": 1.9624076648991193, "drawdown": -0.0030439631139906886, "net": 0.002770013101832891 }, "60/40 monthly": { "equity": 2.4312567275739156, "drawdown": 0.0, "net": 0.002843346117649581 }, "SPY buy & hold": { "equity": 2.8391961065369493, "drawdown": 0.0, "net": 0.001455729234580705 }, "BIL reserve": { "equity": 1.0470265497874556, "drawdown": 0.0, "net": 0.0001097463163191037 } }, { "date": "2019-11-15", "Ensemble trend": { "equity": 1.5826897966304072, "drawdown": -0.06374320742086803, "net": 0.0023694096967934453 }, "Core + trend": { "equity": 1.968424086202173, "drawdown": 0.0, "net": 0.0030658366305162943 }, "60/40 monthly": { "equity": 2.4412987648708957, "drawdown": 0.0, "net": 0.004130389515466959 }, "SPY buy & hold": { "equity": 2.8597418580787815, "drawdown": 0.0, "net": 0.007236467919397249 }, "BIL reserve": { "equity": 1.0469116550897979, "drawdown": -0.00010973427338689667, "net": -0.00010973427338689667 } }, { "date": "2019-11-18", "Ensemble trend": { "equity": 1.5847886012043102, "drawdown": -0.0625016375043902, "net": 0.0013260997691217913 }, "Core + trend": { "equity": 1.970908513628623, "drawdown": 0.0, "net": 0.0012621403303612055 }, "60/40 monthly": { "equity": 2.444010452897459, "drawdown": 0.0, "net": 0.0011107563177370494 }, "SPY buy & hold": { "equity": 2.861850106166677, "drawdown": 0.0, "net": 0.0007372162217857969 }, "BIL reserve": { "equity": 1.0471406035358166, "drawdown": 0.0, "net": 0.0002186893659132938 } }, { "date": "2019-11-19", "Ensemble trend": { "equity": 1.5859670303612234, "drawdown": -0.061804525344393735, "net": 0.000743587602799245 }, "Core + trend": { "equity": 1.9722387327221722, "drawdown": 0.0, "net": 0.0006749268595427349 }, "60/40 monthly": { "equity": 2.445348361898452, "drawdown": 0.0, "net": 0.0005474236001761223 }, "SPY buy & hold": { "equity": 2.8610253681766054, "drawdown": -0.0002881835034945768, "net": -0.0002881835034945768 }, "BIL reserve": { "equity": 1.0470265497874556, "drawdown": -0.00010891923011668858, "net": -0.00010891923011668858 } }, { "date": "2019-11-20", "Ensemble trend": { "equity": 1.584971517613391, "drawdown": -0.06239343137907072, "net": -0.0006277007836699156 }, "Core + trend": { "equity": 1.9710536267332357, "drawdown": -0.0006008937808967829, "net": -0.0006008937808967829 }, "60/40 monthly": { "equity": 2.443212528370513, "drawdown": -0.0008734270998841387, "net": -0.0008734270998841387 }, "SPY buy & hold": { "equity": 2.8503851344299935, "drawdown": -0.004006139843585443, "net": -0.0037190281026391325 }, "BIL reserve": { "equity": 1.0471406035358166, "drawdown": 0.0, "net": 0.00010893109480769603 } }, { "date": "2019-11-21", "Ensemble trend": { "equity": 1.5809160946836875, "drawdown": -0.06479245945949419, "net": -0.0025586724333128696 }, "Core + trend": { "equity": 1.9664980675269585, "drawdown": -0.002910735450008306, "net": -0.002311230473128978 }, "60/40 monthly": { "equity": 2.4384402555871203, "drawdown": -0.0028249988504577273, "net": -0.001953277796334474 }, "SPY buy & hold": { "equity": 2.845799888185123, "drawdown": -0.005608336351009102, "net": -0.0016086409480196018 }, "BIL reserve": { "equity": 1.0471406035358166, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-11-22", "Ensemble trend": { "equity": 1.5817244786174915, "drawdown": -0.06431425144258063, "net": 0.0005113389233764032 }, "Core + trend": { "equity": 1.9681480610030468, "drawdown": -0.002074126043290603, "net": 0.0008390516641407775 }, "60/40 monthly": { "equity": 2.441598679078103, "drawdown": -0.0015333941285314845, "net": 0.0012952638407874861 }, "SPY buy & hold": { "equity": 2.8521283446978276, "drawdown": -0.003397019797752754, "net": 0.0022237883060500785 }, "BIL reserve": { "equity": 1.047255182877488, "drawdown": 0.0, "net": 0.00010942116205270302 } }, { "date": "2019-11-25", "Ensemble trend": { "equity": 1.586643649108934, "drawdown": -0.06140426440894131, "net": 0.003110004655009213 }, "Core + trend": { "equity": 1.9756211983747993, "drawdown": 0.0, "net": 0.0037970402328084685 }, "60/40 monthly": { "equity": 2.4536417282215637, "drawdown": 0.0, "net": 0.004932444159089888 }, "SPY buy & hold": { "equity": 2.8742329314729536, "drawdown": 0.0, "net": 0.007750207600656811 }, "BIL reserve": { "equity": 1.047255182877488, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-11-26", "Ensemble trend": { "equity": 1.5889693245229508, "drawdown": -0.060028486661246494, "net": 0.001465783079472871 }, "Core + trend": { "equity": 1.979320379139635, "drawdown": 0.0, "net": 0.0018724139869923384 }, "60/40 monthly": { "equity": 2.4588368413204047, "drawdown": 0.0, "net": 0.0021173071190823123 }, "SPY buy & hold": { "equity": 2.880745763020198, "drawdown": 0.0, "net": 0.0022659372787530163 }, "BIL reserve": { "equity": 1.0473696571004976, "drawdown": 0.0, "net": 0.00010930881496795664 } }, { "date": "2019-11-27", "Ensemble trend": { "equity": 1.5881195744449423, "drawdown": -0.06053116525576574, "net": -0.0005347806687606704 }, "Core + trend": { "equity": 1.9802387232611391, "drawdown": 0.0, "net": 0.0004639694165649022 }, "60/40 monthly": { "equity": 2.463140871847287, "drawdown": 0.0, "net": 0.0017504335605167398 }, "SPY buy & hold": { "equity": 2.8935855043097214, "drawdown": 0.0, "net": 0.0044570893601045825 }, "BIL reserve": { "equity": 1.0475985004278545, "drawdown": 0.0, "net": 0.00021849337128054813 } }, { "date": "2019-11-29", "Ensemble trend": { "equity": 1.5837126616706496, "drawdown": -0.0631381208499826, "net": -0.0027749250404102144 }, "Core + trend": { "equity": 1.9753739379520714, "drawdown": -0.002456666083701431, "net": -0.002456666083701431 }, "60/40 monthly": { "equity": 2.4567407593207653, "drawdown": -0.002598354239366607, "net": -0.002598354239366607 }, "SPY buy & hold": { "equity": 2.8828552485244314, "drawdown": -0.0037082905513966535, "net": -0.0037082905513966535 }, "BIL reserve": { "equity": 1.0475985004278545, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-12-02", "Ensemble trend": { "equity": 1.5775669343142265, "drawdown": -0.06677369049543103, "net": -0.003880582321000081 }, "Core + trend": { "equity": 1.9651193219796799, "drawdown": -0.007635140704934873, "net": -0.005191227734341219 }, "60/40 monthly": { "equity": 2.440486501231163, "drawdown": -0.00919735077885886, "net": -0.006616187738952228 }, "SPY buy & hold": { "equity": 2.858365232401431, "drawdown": -0.012171844189789227, "net": -0.008495055773450888 }, "BIL reserve": { "equity": 1.0476790213230107, "drawdown": 0.0, "net": 7.686236198645169e-05 } }, { "date": "2019-12-03", "Ensemble trend": { "equity": 1.5817591240832707, "drawdown": -0.06429375655297132, "net": 0.0026573767983206764 }, "Core + trend": { "equity": 1.9676199483145849, "drawdown": -0.006372350362775059, "net": 0.0012725061053218134 }, "60/40 monthly": { "equity": 2.4387714437352033, "drawdown": -0.009893639617050143, "net": -0.0007027522975827649 }, "SPY buy & hold": { "equity": 2.8391961065369493, "drawdown": -0.01879654072491166, "net": -0.006706324876606717 }, "BIL reserve": { "equity": 1.0475640215066908, "drawdown": -0.00010976626808345546, "net": -0.00010976626808345546 } }, { "date": "2019-12-04", "Ensemble trend": { "equity": 1.5870072394796209, "drawdown": -0.061189178701687386, "net": 0.0033178979760219995 }, "Core + trend": { "equity": 1.9728042346898433, "drawdown": -0.003754339557127895, "net": 0.002634800678708027 }, "60/40 monthly": { "equity": 2.444349599314375, "drawdown": -0.0076289881539820525, "net": 0.0022872809969549657 }, "SPY buy & hold": { "equity": 2.856715137713121, "drawdown": -0.012742103712396147, "net": 0.00617041955497033 }, "BIL reserve": { "equity": 1.0476790213230107, "drawdown": 0.0, "net": 0.0001097783180397105 } }, { "date": "2019-12-05", "Ensemble trend": { "equity": 1.5871548987285031, "drawdown": -0.06110182932024344, "net": 9.304258053077774e-05 }, "Core + trend": { "equity": 1.972987903619673, "drawdown": -0.0036615886540817266, "net": 9.310043368704335e-05 }, "60/40 monthly": { "equity": 2.4448522822974903, "drawdown": -0.007424906045296775, "net": 0.00020565101786429452 }, "SPY buy & hold": { "equity": 2.861850106166676, "drawdown": -0.01096749969744415, "net": 0.0017975080489354145 }, "BIL reserve": { "equity": 1.0479078646503674, "drawdown": 0.0, "net": 0.00021842885339795615 } }, { "date": "2019-12-06", "Ensemble trend": { "equity": 1.5916366864241664, "drawdown": -0.058450580678913955, "net": 0.002823787205177064 }, "Core + trend": { "equity": 1.979699680493515, "drawdown": -0.0002722110022859159, "net": 0.0034018337677228505 }, "60/40 monthly": { "equity": 2.4557230018080887, "drawdown": -0.003011549247540768, "net": 0.004446370682314793 }, "SPY buy & hold": { "equity": 2.8879905263320707, "drawdown": -0.001933579626148041, "net": 0.0091340982915451 }, "BIL reserve": { "equity": 1.0479078646503674, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-12-09", "Ensemble trend": { "equity": 1.5879590582850611, "drawdown": -0.06062612027811298, "net": -0.0023105952322372003 }, "Core + trend": { "equity": 1.9759505885001414, "drawdown": -0.002165463542666113, "net": -0.0018937680448778416 }, "60/40 monthly": { "equity": 2.4517103286647997, "drawdown": -0.004640637209643139, "net": -0.0016340088602558867 }, "SPY buy & hold": { "equity": 2.8789109839432627, "drawdown": -0.0050713968343434335, "net": -0.0031438961817992217 }, "BIL reserve": { "equity": 1.0480228644666874, "drawdown": 0.0, "net": 0.00010974229719917794 } }, { "date": "2019-12-10", "Ensemble trend": { "equity": 1.5887371603086318, "drawdown": -0.060165825843639054, "net": 0.0004900013130131331 }, "Core + trend": { "equity": 1.975349294213408, "drawdown": -0.0024691109159197255, "net": -0.00030430633753331104 }, "60/40 monthly": { "equity": 2.4489241039657186, "drawdown": -0.005771804627197952, "net": -0.001136441229008689 }, "SPY buy & hold": { "equity": 2.875700816605318, "drawdown": -0.006180804983217381, "net": -0.0011150630762287728 }, "BIL reserve": { "equity": 1.0480228644666874, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-12-11", "Ensemble trend": { "equity": 1.5987395977513847, "drawdown": -0.05424877878990597, "net": 0.006295841560607807 }, "Core + trend": { "equity": 1.9847862998756003, "drawdown": 0.0, "net": 0.0047773857969508615 }, "60/40 monthly": { "equity": 2.457101778946138, "drawdown": -0.0024517854298036212, "net": 0.0033392929438593733 }, "SPY buy & hold": { "equity": 2.883863742840871, "drawdown": -0.003359762984149084, "net": 0.0028385867501992124 }, "BIL reserve": { "equity": 1.0480228644666874, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-12-12", "Ensemble trend": { "equity": 1.6045380465264625, "drawdown": -0.05081864544119363, "net": 0.0036268875702041292 }, "Core + trend": { "equity": 1.9901689846793413, "drawdown": 0.0, "net": 0.002711971965988713 }, "60/40 monthly": { "equity": 2.462736137750349, "drawdown": -0.00016431626041535363, "net": 0.0022930913373182538 }, "SPY buy & hold": { "equity": 2.9087206529084417, "drawdown": 0.0, "net": 0.008619308082525645 }, "BIL reserve": { "equity": 1.0482511822007337, "drawdown": 0.0, "net": 0.00021785568024079716 } }, { "date": "2019-12-13", "Ensemble trend": { "equity": 1.6106171278623866, "drawdown": -0.047222500950013124, "net": 0.0037886800809019405 }, "Core + trend": { "equity": 1.996575054177557, "drawdown": 0.0, "net": 0.0032188570656717097 }, "60/40 monthly": { "equity": 2.4691426510597103, "drawdown": 0.0, "net": 0.002601380314828816 }, "SPY buy & hold": { "equity": 2.910462316405851, "drawdown": 0.0, "net": 0.00059877303640965 }, "BIL reserve": { "equity": 1.0480228644666874, "drawdown": -0.00021780822948080925, "net": -0.00021780822948080925 } }, { "date": "2019-12-16", "Ensemble trend": { "equity": 1.6170389100666527, "drawdown": -0.04342362815636236, "net": 0.00398715628511237 }, "Core + trend": { "equity": 2.002657921246724, "drawdown": 0.0, "net": 0.0030466508416198135 }, "60/40 monthly": { "equity": 2.4752620890355015, "drawdown": 0.0, "net": 0.002478365506004554 }, "SPY buy & hold": { "equity": 2.9304583457389977, "drawdown": 0.0, "net": 0.006870396232389497 }, "BIL reserve": { "equity": 1.0482511822007337, "drawdown": 0.0, "net": 0.00021785568024079716 } }, { "date": "2019-12-17", "Ensemble trend": { "equity": 1.6175938994849217, "drawdown": -0.043095318329780974, "net": 0.00034321339753429214 }, "Core + trend": { "equity": 2.0031644697234987, "drawdown": 0.0, "net": 0.0002529380936209247 }, "60/40 monthly": { "equity": 2.475684177910149, "drawdown": 0.0, "net": 0.00017052290200569864 }, "SPY buy & hold": { "equity": 2.931099946110868, "drawdown": 0.0, "net": 0.0002189419866018838 }, "BIL reserve": { "equity": 1.0481367079777242, "drawdown": -0.00010920495483623949, "net": -0.00010920495483623949 } }, { "date": "2019-12-18", "Ensemble trend": { "equity": 1.617507039275087, "drawdown": -0.04314670140032062, "net": -5.3697167046951044e-05 }, "Core + trend": { "equity": 2.002092449879149, "drawdown": -0.0005351631683533364, "net": -0.0005351631683533364 }, "60/40 monthly": { "equity": 2.47324600882511, "drawdown": -0.000984846575663334, "net": -0.000984846575663334 }, "SPY buy & hold": { "equity": 2.931282774374983, "drawdown": 0.0, "net": 6.237530874986241e-05 }, "BIL reserve": { "equity": 1.0483658666610673, "drawdown": 0.0, "net": 0.00021863434569069362 } }, { "date": "2019-12-19", "Ensemble trend": { "equity": 1.6197839912574783, "drawdown": -0.041799746510973956, "net": 0.001407692162756602 }, "Core + trend": { "equity": 2.0061639326854404, "drawdown": 0.0, "net": 0.002033613785685784 }, "60/40 monthly": { "equity": 2.480290659488054, "drawdown": 0.0, "net": 0.002848342072647503 }, "SPY buy & hold": { "equity": 2.9432983963826067, "drawdown": 0.0, "net": 0.004099100268545541 }, "BIL reserve": { "equity": 1.048480551121401, "drawdown": 0.0, "net": 0.0001093935466429663 } }, { "date": "2019-12-20", "Ensemble trend": { "equity": 1.622237000584142, "drawdown": -0.040348643048224386, "net": 0.0015144052169322464 }, "Core + trend": { "equity": 2.010216225246322, "drawdown": 0.0, "net": 0.0020199209520515016 }, "60/40 monthly": { "equity": 2.4870744108235523, "drawdown": 0.0, "net": 0.002735063049787323 }, "SPY buy & hold": { "equity": 2.9562018646135972, "drawdown": 0.0, "net": 0.00438401632904406 }, "BIL reserve": { "equity": 1.0485384715042092, "drawdown": 0.0, "net": 5.524221002128904e-05 } }, { "date": "2019-12-23", "Ensemble trend": { "equity": 1.6238909469444434, "drawdown": -0.03937023368607995, "net": 0.0010195466875098091 }, "Core + trend": { "equity": 2.011777641357705, "drawdown": 0.0, "net": 0.0007767403783600635 }, "60/40 monthly": { "equity": 2.488603360952599, "drawdown": 0.0, "net": 0.0006147584979334653 }, "SPY buy & hold": { "equity": 2.9607193623138977, "drawdown": 0.0, "net": 0.0015281424974309399 }, "BIL reserve": { "equity": 1.0485384715042092, "drawdown": 0.0, "net": 0.0 } }, { "date": "2019-12-24", "Ensemble trend": { "equity": 1.6254347837729095, "drawdown": -0.038456960775391735, "net": 0.0009507022816841459 }, "Core + trend": { "equity": 2.0134240492057525, "drawdown": 0.0, "net": 0.0008183846038454234 }, "60/40 monthly": { "equity": 2.4902587207831886, "drawdown": 0.0, "net": 0.0006651762416474138 }, "SPY buy & hold": { "equity": 2.960810931122998, "drawdown": 0.0, "net": 3.0927892141985325e-05 }, "BIL reserve": { "equity": 1.048652315015246, "drawdown": 0.0, "net": 0.00010857351840765084 } }, { "date": "2019-12-26", "Ensemble trend": { "equity": 1.6330170057406528, "drawdown": -0.033971617636605944, "net": 0.004664734656498304 }, "Core + trend": { "equity": 2.0217893779879015, "drawdown": 0.0, "net": 0.004154777422793243 }, "60/40 monthly": { "equity": 2.499898089044781, "drawdown": 0.0, "net": 0.0038708300391216977 }, "SPY buy & hold": { "equity": 2.9765719030352646, "drawdown": 0.0, "net": 0.0053231943136229365 }, "BIL reserve": { "equity": 1.0487674199502282, "drawdown": 0.0, "net": 0.00010976463155021321 } }, { "date": "2019-12-27", "Ensemble trend": { "equity": 1.6353430297911533, "drawdown": -0.032595633649333045, "net": 0.0014243722155518057 }, "Core + trend": { "equity": 2.0236549941855877, "drawdown": 0.0, "net": 0.0009227549704224902 }, "60/40 monthly": { "equity": 2.5008637588592935, "drawdown": 0.0, "net": 0.0003862836724202179 }, "SPY buy & hold": { "equity": 2.975833784188938, "drawdown": -0.0002479761518860979, "net": -0.0002479761518860979 }, "BIL reserve": { "equity": 1.048652315015246, "drawdown": -0.00010975258459822168, "net": -0.00010975258459822168 } }, { "date": "2019-12-30", "Ensemble trend": { "equity": 1.6289264064348483, "drawdown": -0.0363914546722226, "net": -0.003923717066947385 }, "Core + trend": { "equity": 2.016204971126829, "drawdown": -0.0036814689658880573, "net": -0.0036814689658880573 }, "60/40 monthly": { "equity": 2.491646875772049, "drawdown": -0.0036854798885359585, "net": -0.0036854798885359585 }, "SPY buy & hold": { "equity": 2.9594284277180374, "drawdown": -0.0057594695763089065, "net": -0.005512860482351112 }, "BIL reserve": { "equity": 1.0487674199502282, "drawdown": 0.0, "net": 0.00010976463155021321 } }, { "date": "2019-12-31", "Ensemble trend": { "equity": 1.630824047393566, "drawdown": -0.03526888520772087, "net": 0.0011649642066218213 }, "Core + trend": { "equity": 2.017385506384656, "drawdown": -0.0030981011184936236, "net": 0.000585523433744406 }, "60/40 monthly": { "equity": 2.4920423124802693, "drawdown": -0.003527359836286159, "net": 0.00015870495617398284 }, "SPY buy & hold": { "equity": 2.9666171979405638, "drawdown": -0.0033443523015688204, "net": 0.002429107646326756 }, "BIL reserve": { "equity": 1.0487674199502282, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-02", "Ensemble trend": { "equity": 1.6470665314938608, "drawdown": -0.025660472934111667, "net": 0.009959679050755899 }, "Core + trend": { "equity": 2.0347161825726054, "drawdown": 0.0, "net": 0.008590661592988047 }, "60/40 monthly": { "equity": 2.5109424418686355, "drawdown": 0.0, "net": 0.00758419280993472 }, "SPY buy & hold": { "equity": 2.9943610003274643, "drawdown": 0.0, "net": 0.009351999444404457 }, "BIL reserve": { "equity": 1.049111578449891, "drawdown": 0.0, "net": 0.0003281552164151602 } }, { "date": "2020-01-03", "Ensemble trend": { "equity": 1.6399209280183222, "drawdown": -0.02988752981240428, "net": -0.004338381807235003 }, "Core + trend": { "equity": 2.0284386294570687, "drawdown": -0.003085222975717339, "net": -0.003085222975717339 }, "60/40 monthly": { "equity": 2.505223358897397, "drawdown": -0.00227766390653783, "net": -0.00227766390653783 }, "SPY buy & hold": { "equity": 2.9716878207444806, "drawdown": -0.0075719592863066065, "net": -0.0075719592863066065 }, "BIL reserve": { "equity": 1.049111578449891, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-06", "Ensemble trend": { "equity": 1.643862526128953, "drawdown": -0.027555836000671907, "net": 0.002403529367354329 }, "Core + trend": { "equity": 2.0328035066345187, "drawdown": -0.0009400209987362462, "net": 0.0021518408859224625 }, "60/40 monthly": { "equity": 2.5098784478897262, "drawdown": -0.0004237428788360642, "net": 0.0018581532763521924 }, "SPY buy & hold": { "equity": 2.983024101181887, "drawdown": -0.0037860829553743036, "net": 0.0038147615500763177 }, "BIL reserve": { "equity": 1.0489971042268815, "drawdown": -0.00010911539378732904, "net": -0.00010911539378732904 } }, { "date": "2020-01-07", "Ensemble trend": { "equity": 1.6420581042893851, "drawdown": -0.02862326071495913, "net": -0.0010976719834456805 }, "Core + trend": { "equity": 2.029498270802325, "drawdown": -0.002564442065666084, "net": -0.0016259494935966234 }, "60/40 monthly": { "equity": 2.5041974219652077, "drawdown": -0.00268625030624281, "net": -0.0022634665552411226 }, "SPY buy & hold": { "equity": 2.974636274526686, "drawdown": -0.006587290509935562, "net": -0.0028118534650382054 }, "BIL reserve": { "equity": 1.0489971042268815, "drawdown": -0.00010911539378732904, "net": 0.0 } }, { "date": "2020-01-08", "Ensemble trend": { "equity": 1.6438195711038637, "drawdown": -0.02758124649747351, "net": 0.0010727189311250385 }, "Core + trend": { "equity": 2.0326335500665316, "drawdown": -0.0010235493893012704, "net": 0.001544854365886028 }, "60/40 monthly": { "equity": 2.509879008441465, "drawdown": -0.00042351963527231806, "net": 0.0022688253036371453 }, "SPY buy & hold": { "equity": 2.9904897433103086, "drawdown": -0.0012928491309940338, "net": 0.005329548664279926 }, "BIL reserve": { "equity": 1.0492263680288865, "drawdown": 0.0, "net": 0.00021855522868574617 } }, { "date": "2020-01-09", "Ensemble trend": { "equity": 1.6478326491583883, "drawdown": -0.025207267973255898, "net": 0.002441312979276633 }, "Core + trend": { "equity": 2.0393219912922183, "drawdown": 0.0, "net": 0.00329052977870381 }, "60/40 monthly": { "equity": 2.5208560708819214, "drawdown": 0.0, "net": 0.004373542470986536 }, "SPY buy & hold": { "equity": 3.01076790356879, "drawdown": 0.0, "net": 0.006780882731279636 }, "BIL reserve": { "equity": 1.0493413678452062, "drawdown": 0.0, "net": 0.00010960439026685975 } }, { "date": "2020-01-10", "Ensemble trend": { "equity": 1.6493754176272033, "drawdown": -0.024294627061954066, "net": 0.0009362409887938572 }, "Core + trend": { "equity": 2.0395550671671643, "drawdown": 0.0, "net": 0.00011429086526870691 }, "60/40 monthly": { "equity": 2.5186308999751317, "drawdown": -0.0008827044639686532, "net": -0.0008827044639686532 }, "SPY buy & hold": { "equity": 3.002104442424034, "drawdown": -0.002877492195425324, "net": -0.002877492195425324 }, "BIL reserve": { "equity": 1.0493413678452062, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-13", "Ensemble trend": { "equity": 1.6559913715509975, "drawdown": -0.020380889945729175, "net": 0.004011187418636153 }, "Core + trend": { "equity": 2.0471327338967558, "drawdown": 0.0, "net": 0.003715352849048781 }, "60/40 monthly": { "equity": 2.5279055957888934, "drawdown": 0.0, "net": 0.0036824354905886647 }, "SPY buy & hold": { "equity": 3.0227504246893395, "drawdown": 0.0, "net": 0.006877169885747048 }, "BIL reserve": { "equity": 1.0493413678452062, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-14", "Ensemble trend": { "equity": 1.6547751404832225, "drawdown": -0.021100364223616386, "net": -0.0007344428773417011 }, "Core + trend": { "equity": 2.046277155813981, "drawdown": -0.0004179397205700264, "net": -0.0004179397205700264 }, "60/40 monthly": { "equity": 2.5275514904013874, "drawdown": -0.000140078564680568, "net": -0.000140078564680568 }, "SPY buy & hold": { "equity": 3.0181410488258558, "drawdown": -0.0015248946210826286, "net": -0.0015248946210826286 }, "BIL reserve": { "equity": 1.0493413678452062, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-15", "Ensemble trend": { "equity": 1.655555808919477, "drawdown": -0.020638551600731248, "net": 0.0004717670801039908 }, "Core + trend": { "equity": 2.04921308208232, "drawdown": 0.0, "net": 0.0014347647189418833 }, "60/40 monthly": { "equity": 2.533519243083592, "drawdown": 0.0, "net": 0.0023610805575546845 }, "SPY buy & hold": { "equity": 3.024962306395642, "drawdown": 0.0, "net": 0.0022600857479606606 }, "BIL reserve": { "equity": 1.0494555267122294, "drawdown": 0.0, "net": 0.00010879097167171281 } }, { "date": "2020-01-16", "Ensemble trend": { "equity": 1.6605225170633382, "drawdown": -0.01770044316890307, "net": 0.0030000245942194415 }, "Core + trend": { "equity": 2.0563557966277854, "drawdown": 0.0, "net": 0.0034855889843370402 }, "60/40 monthly": { "equity": 2.544179356641145, "drawdown": 0.0, "net": 0.004207630783407135 }, "SPY buy & hold": { "equity": 3.050124548944909, "drawdown": 0.0, "net": 0.008318200361064454 }, "BIL reserve": { "equity": 1.0496850007515588, "drawdown": 0.0, "net": 0.00021866008943538517 } }, { "date": "2020-01-17", "Ensemble trend": { "equity": 1.6644803347985697, "drawdown": -0.01535915446767444, "net": 0.002383477305824666 }, "Core + trend": { "equity": 2.0603677742060724, "drawdown": 0.0, "net": 0.001951013333814089 }, "60/40 monthly": { "equity": 2.5481729586734243, "drawdown": 0.0, "net": 0.0015697014527904507 }, "SPY buy & hold": { "equity": 3.0596186258073463, "drawdown": 0.0, "net": 0.003112684977313984 }, "BIL reserve": { "equity": 1.049570000935239, "drawdown": -0.00010955650146238227, "net": -0.00010955650146238227 } }, { "date": "2020-01-21", "Ensemble trend": { "equity": 1.655048160638758, "drawdown": -0.020938856279561047, "net": -0.005666738117968251 }, "Core + trend": { "equity": 2.054972023786015, "drawdown": -0.002618828777855464, "net": -0.002618828777855464 }, "60/40 monthly": { "equity": 2.549098030143723, "drawdown": 0.0, "net": 0.0003630332341255649 }, "SPY buy & hold": { "equity": 3.0536279839552414, "drawdown": -0.001957970121365782, "net": -0.001957970121365782 }, "BIL reserve": { "equity": 1.0496850007515588, "drawdown": -1.1102230246251565e-16, "net": 0.00010956850540444485 } }, { "date": "2020-01-22", "Ensemble trend": { "equity": 1.6584233496846188, "drawdown": -0.018942227706385317, "net": 0.0020393298069092403 }, "Core + trend": { "equity": 2.0572224351010813, "drawdown": -0.001526591099107577, "net": 0.001095105572736621 }, "60/40 monthly": { "equity": 2.5494633739509487, "drawdown": 0.0, "net": 0.00014332277649020675 }, "SPY buy & hold": { "equity": 3.053995805962066, "drawdown": -0.0018377518681096383, "net": 0.00012045409878247426 }, "BIL reserve": { "equity": 1.0496850007515588, "drawdown": -1.1102230246251565e-16, "net": 0.0 } }, { "date": "2020-01-23", "Ensemble trend": { "equity": 1.656382165085414, "drawdown": -0.020149711920905533, "net": -0.0012307982757195912 }, "Core + trend": { "equity": 2.057706145186025, "drawdown": -0.0012918222918104627, "net": 0.00023512775122935814 }, "60/40 monthly": { "equity": 2.553752721204088, "drawdown": 0.0, "net": 0.001682451019679565 }, "SPY buy & hold": { "equity": 3.057498622264229, "drawdown": -0.0006928979727198747, "net": 0.0011469617264452392 }, "BIL reserve": { "equity": 1.0497996852118923, "drawdown": 0.0, "net": 0.0001092560722992797 } }, { "date": "2020-01-24", "Ensemble trend": { "equity": 1.652322021214799, "drawdown": -0.022551532723570133, "net": -0.0024512120186983566 }, "Core + trend": { "equity": 2.051417247210784, "drawdown": -0.004344140452661183, "net": -0.003056266313804623 }, "60/40 monthly": { "equity": 2.54359422025502, "drawdown": -0.003977871805958655, "net": -0.003977871805958655 }, "SPY buy & hold": { "equity": 3.0303076356268606, "drawdown": -0.00957994892999181, "net": -0.008893213046562876 }, "BIL reserve": { "equity": 1.0497996852118923, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-27", "Ensemble trend": { "equity": 1.633667261466292, "drawdown": -0.03358695202409023, "net": -0.011290026707258871 }, "Core + trend": { "equity": 2.0332105725578886, "drawdown": -0.01318075442072375, "net": -0.008875168948516032 }, "60/40 monthly": { "equity": 2.5258566351928593, "drawdown": -0.010923565848644734, "net": -0.006973433467065471 }, "SPY buy & hold": { "equity": 2.9817344040023688, "drawdown": -0.025455532643198775, "net": -0.016029142075683622 }, "BIL reserve": { "equity": 1.0499144747908877, "drawdown": 0.0, "net": 0.00010934426882824866 } }, { "date": "2020-01-28", "Ensemble trend": { "equity": 1.6393163939989672, "drawdown": -0.030245148268763344, "net": 0.0034579456085843674 }, "Core + trend": { "equity": 2.0413132243056484, "drawdown": -0.009248130425533407, "net": 0.0039851512957489454 }, "60/40 monthly": { "equity": 2.5382457417046034, "drawdown": -0.006072232198023109, "net": 0.004904912788448179 }, "SPY buy & hold": { "equity": 3.012980094629178, "drawdown": -0.015243249856299323, "net": 0.010479032131389232 }, "BIL reserve": { "equity": 1.0499144747908877, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-29", "Ensemble trend": { "equity": 1.6437784137548366, "drawdown": -0.027605593560096398, "net": 0.002721878322088145 }, "Core + trend": { "equity": 2.0456759872301116, "drawdown": -0.00713066237974036, "net": 0.0021372334595770592 }, "60/40 monthly": { "equity": 2.541840660788462, "drawdown": -0.004664531658339133, "net": 0.0014163006460692351 }, "SPY buy & hold": { "equity": 3.0104907223088118, "drawdown": -0.01605687162581293, "net": -0.000826215986226897 }, "BIL reserve": { "equity": 1.0500293694885454, "drawdown": 0.0, "net": 0.00010943243513295009 } }, { "date": "2020-01-30", "Ensemble trend": { "equity": 1.6406782682528864, "drawdown": -0.029439517232545676, "net": -0.0018859874761760764 }, "Core + trend": { "equity": 2.0460685970146475, "drawdown": -0.006940109125388894, "net": 0.0001919217837951237 }, "60/40 monthly": { "equity": 2.54777199944952, "drawdown": -0.002341934559642156, "net": 0.002333481697951223 }, "SPY buy & hold": { "equity": 3.020261361723059, "drawdown": -0.012863454207107994, "net": 0.0032455304850611544 }, "BIL reserve": { "equity": 1.0500293694885454, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-01-31", "Ensemble trend": { "equity": 1.6262914328516869, "drawdown": -0.03795020100441848, "net": -0.008768834011874782 }, "Core + trend": { "equity": 2.0285722716243026, "drawdown": -0.015431954906216405, "net": -0.008551191986365003 }, "60/40 monthly": { "equity": 2.5251557202958743, "drawdown": -0.011198030518291602, "net": -0.008876885042512495 }, "SPY buy & hold": { "equity": 2.965420306986483, "drawdown": -0.03078760144363002, "net": -0.01815771821326395 }, "BIL reserve": { "equity": 1.0500293694885454, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-03", "Ensemble trend": { "equity": 1.6307238866380305, "drawdown": -0.03532813635593679, "net": 0.0027254978393211893 }, "Core + trend": { "equity": 2.03519469143302, "drawdown": -0.012217761842422625, "net": 0.003264571788420767 }, "60/40 monthly": { "equity": 2.5354248140421567, "drawdown": -0.007176852719432469, "net": 0.00406671702016026 }, "SPY buy & hold": { "equity": 2.98744817394858, "drawdown": -0.023588054815074533, "net": 0.0074282444583655405 }, "BIL reserve": { "equity": 1.0501210329618826, "drawdown": 0.0, "net": 8.729610428126477e-05 } }, { "date": "2020-02-04", "Ensemble trend": { "equity": 1.6431930376840407, "drawdown": -0.027951878930522644, "net": 0.007646390138870807 }, "Core + trend": { "equity": 2.0492883232997765, "drawdown": -0.005377414190320895, "net": 0.006924955104335995 }, "60/40 monthly": { "equity": 2.5525156635343307, "drawdown": -0.00048440777350367004, "net": 0.006740822838649629 }, "SPY buy & hold": { "equity": 3.0329810736276817, "drawdown": -0.008706167479496263, "net": 0.015241402370143708 }, "BIL reserve": { "equity": 1.0501210329618826, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-05", "Ensemble trend": { "equity": 1.6482131737801475, "drawdown": -0.024982164631701442, "net": 0.0030551103741180974 }, "Core + trend": { "equity": 2.057943875891041, "drawdown": -0.001176439636348503, "net": 0.004223687068751314 }, "60/40 monthly": { "equity": 2.565821511327848, "drawdown": 0.0, "net": 0.00521283688229901 }, "SPY buy & hold": { "equity": 3.06800583375438, "drawdown": 0.0, "net": 0.01154796527787294 }, "BIL reserve": { "equity": 1.050350612119874, "drawdown": 0.0, "net": 0.0002186216167328059 } }, { "date": "2020-02-06", "Ensemble trend": { "equity": 1.6521389791305572, "drawdown": -0.02265981319335264, "net": 0.0023818553405965392 }, "Core + trend": { "equity": 2.0626952336417466, "drawdown": 0.0, "net": 0.0023087887898054493 }, "60/40 monthly": { "equity": 2.571764070852753, "drawdown": 0.0, "net": 0.002316045562276603 }, "SPY buy & hold": { "equity": 3.0783295982722447, "drawdown": 0.0, "net": 0.0033649755174134377 }, "BIL reserve": { "equity": 1.050465506817532, "drawdown": 0.0, "net": 0.00010938699547757835 } }, { "date": "2020-02-07", "Ensemble trend": { "equity": 1.64838092104343, "drawdown": -0.024882931974095968, "net": -0.0022746622013027906 }, "Core + trend": { "equity": 2.058799644370195, "drawdown": -0.0018885917841938715, "net": -0.0018885917841938715 }, "60/40 monthly": { "equity": 2.5683258240675744, "drawdown": -0.001336921541188918, "net": -0.001336921541188918 }, "SPY buy & hold": { "equity": 3.0619230043850045, "drawdown": -0.0053297067008186705, "net": -0.0053297067008186705 }, "BIL reserve": { "equity": 1.050465506817532, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-10", "Ensemble trend": { "equity": 1.6540262676100261, "drawdown": -0.021543367846815986, "net": 0.0034247827638180794 }, "Core + trend": { "equity": 2.0678322628398296, "drawdown": 0.0, "net": 0.004387322726781218 }, "60/40 monthly": { "equity": 2.5818681633017473, "drawdown": 0.0, "net": 0.00527282757789882 }, "SPY buy & hold": { "equity": 3.084780868356613, "drawdown": 0.0, "net": 0.0074651988109672995 }, "BIL reserve": { "equity": 1.0503506121198742, "drawdown": -0.00010937503127139703, "net": -0.00010937503127139703 } }, { "date": "2020-02-11", "Ensemble trend": { "equity": 1.6569218216765227, "drawdown": -0.01983047238946911, "net": 0.001750609481359966 }, "Core + trend": { "equity": 2.0698747656675045, "drawdown": 0.0, "net": 0.0009877507302598065 }, "60/40 monthly": { "equity": 2.582142097272914, "drawdown": 0.0, "net": 0.00010609913203940557 }, "SPY buy & hold": { "equity": 3.0901277443582553, "drawdown": 0.0, "net": 0.001733308208855311 }, "BIL reserve": { "equity": 1.050465506817532, "drawdown": 0.0, "net": 0.00010938699547757835 } }, { "date": "2020-02-12", "Ensemble trend": { "equity": 1.660921379802544, "drawdown": -0.017464491721131625, "net": 0.0024138484228388712 }, "Core + trend": { "equity": 2.0755095571556517, "drawdown": 0.0, "net": 0.0027222861892950423 }, "60/40 monthly": { "equity": 2.589602206338486, "drawdown": 0.0, "net": 0.002889116394272362 }, "SPY buy & hold": { "equity": 3.1100359171313188, "drawdown": 0.0, "net": 0.006442508019097293 }, "BIL reserve": { "equity": 1.050580821989838, "drawdown": 0.0, "net": 0.00010977530585987161 } }, { "date": "2020-02-13", "Ensemble trend": { "equity": 1.6578314918553545, "drawdown": -0.019292347429195056, "net": -0.001860345700142041 }, "Core + trend": { "equity": 2.0730925229097226, "drawdown": -0.0011645498030089518, "net": -0.0011645498030089518 }, "60/40 monthly": { "equity": 2.5888238890835527, "drawdown": -0.0003005547543279974, "net": -0.0003005547543279974 }, "SPY buy & hold": { "equity": 3.106718094571865, "drawdown": -0.0010668116535818006, "net": -0.0010668116535818006 }, "BIL reserve": { "equity": 1.0506950859755235, "drawdown": 0.0, "net": 0.00010876267993253919 } }, { "date": "2020-02-14", "Ensemble trend": { "equity": 1.6605127154342245, "drawdown": -0.017706241425678115, "net": 0.0016173076648877682 }, "Core + trend": { "equity": 2.0767047667626524, "drawdown": 0.0, "net": 0.0017424421790204203 }, "60/40 monthly": { "equity": 2.593861950322202, "drawdown": 0.0, "net": 0.0019460810987930177 }, "SPY buy & hold": { "equity": 3.1116952924421732, "drawdown": 0.0, "net": 0.0016020757979311462 }, "BIL reserve": { "equity": 1.0506950859755235, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-18", "Ensemble trend": { "equity": 1.6612822309386017, "drawdown": -0.017251026436927885, "net": 0.00046342042263503025 }, "Core + trend": { "equity": 2.07579845125367, "drawdown": -0.00043642000706500816, "net": -0.00043642000706500816 }, "60/40 monthly": { "equity": 2.591426002065907, "drawdown": -0.000939120239607294, "net": -0.000939120239607294 }, "SPY buy & hold": { "equity": 3.103676215856051, "drawdown": -0.002577076426988012, "net": -0.002577076426988012 }, "BIL reserve": { "equity": 1.0508099806731812, "drawdown": 0.0, "net": 0.00010935113258958573 } }, { "date": "2020-02-19", "Ensemble trend": { "equity": 1.6668231101670294, "drawdown": -0.013973261062107944, "net": 0.003335302771099391 }, "Core + trend": { "equity": 2.082123058333553, "drawdown": 0.0, "net": 0.00304683100426395 }, "60/40 monthly": { "equity": 2.5987522027953096, "drawdown": 0.0, "net": 0.0028270923898896516 }, "SPY buy & hold": { "equity": 3.1185156219497054, "drawdown": 0.0, "net": 0.0047812352389864365 }, "BIL reserve": { "equity": 1.0508099806731812, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-20", "Ensemble trend": { "equity": 1.6634793243206487, "drawdown": -0.015951312742398693, "net": -0.0020060832046212562 }, "Core + trend": { "equity": 2.078434311201105, "drawdown": -0.00177162781886675, "net": -0.00177162781886675 }, "60/40 monthly": { "equity": 2.5952418938584856, "drawdown": -0.001350767084698723, "net": -0.001350767084698723 }, "SPY buy & hold": { "equity": 3.10570341317373, "drawdown": -0.004108431808324764, "net": -0.004108431808324764 }, "BIL reserve": { "equity": 1.0508099806731812, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-02-21", "Ensemble trend": { "equity": 1.665072863251813, "drawdown": -0.015008638030197807, "net": 0.0009579553577050426 }, "Core + trend": { "equity": 2.0739664269261775, "drawdown": -0.003917458852745859, "net": -0.002149639394831593 }, "60/40 monthly": { "equity": 2.5832046028183075, "drawdown": -0.005982717382703284, "net": -0.004638215446761795 }, "SPY buy & hold": { "equity": 3.073720841116932, "drawdown": -0.014364135461591099, "net": -0.010298012334704731 }, "BIL reserve": { "equity": 1.0510397700684968, "drawdown": 0.0, "net": 0.00021867835245359402 } }, { "date": "2020-02-24", "Ensemble trend": { "equity": 1.643773789943982, "drawdown": -0.02760832882403097, "net": -0.012791676435249255 }, "Core + trend": { "equity": 2.042301472015636, "drawdown": -0.019125472031315982, "net": -0.015267824251847695 }, "60/40 monthly": { "equity": 2.539651312947066, "drawdown": -0.02274202587867835, "net": -0.01686017817703034 }, "SPY buy & hold": { "equity": 2.971779698907669, "drawdown": -0.04705313066551098, "net": -0.03316538732002072 }, "BIL reserve": { "equity": 1.050924875370839, "drawdown": -0.00010931527134339092, "net": -0.00010931527134339092 } }, { "date": "2020-02-25", "Ensemble trend": { "equity": 1.6256034281413967, "drawdown": -0.038357197425768375, "net": -0.011054052518506552 }, "Core + trend": { "equity": 2.013797263879526, "drawdown": -0.03281544487995436, "net": -0.013956905249633889 }, "60/40 monthly": { "equity": 2.496980739946487, "drawdown": -0.0391616648710692, "net": -0.016801744705285282 }, "SPY buy & hold": { "equity": 2.8817279622394323, "drawdown": -0.0759296051120093, "net": -0.030302292158916333 }, "BIL reserve": { "equity": 1.050924875370839, "drawdown": -0.00010931527134339092, "net": 0.0 } }, { "date": "2020-02-26", "Ensemble trend": { "equity": 1.627709173699713, "drawdown": -0.03711152149697028, "net": 0.0012953624001172948 }, "Core + trend": { "equity": 2.0125469464047683, "drawdown": -0.033415946118223405, "net": -0.0006208755455100468 }, "60/40 monthly": { "equity": 2.4910787946605852, "drawdown": -0.04143273376311407, "net": -0.0023636326830570598 }, "SPY buy & hold": { "equity": 2.871127635169758, "drawdown": -0.07932876303030345, "net": -0.0036784620923887568 }, "BIL reserve": { "equity": 1.0511546647661545, "drawdown": 0.0, "net": 0.00021865444495672293 } }, { "date": "2020-02-27", "Ensemble trend": { "equity": 1.6062336642428479, "drawdown": -0.049815584950146485, "net": -0.013193701801195834 }, "Core + trend": { "equity": 1.9741760803521482, "drawdown": -0.051844667657540255, "net": -0.019065824089801175 }, "60/40 monthly": { "equity": 2.4308943931878106, "drawdown": -0.06459169497843831, "net": -0.024159975028399394 }, "SPY buy & hold": { "equity": 2.742180809419921, "drawdown": -0.12067754603534697, "net": -0.04491156163533383 }, "BIL reserve": { "equity": 1.0513842439241459, "drawdown": 0.0, "net": 0.00021840663956185224 } }, { "date": "2020-02-28", "Ensemble trend": { "equity": 1.5979670106364006, "drawdown": -0.054705810822211265, "net": -0.005146607116059854 }, "Core + trend": { "equity": 1.9723763859321133, "drawdown": -0.0527090231108992, "net": -0.0009116179848120964 }, "60/40 monthly": { "equity": 2.4367684589859984, "drawdown": -0.062331354114900206, "net": 0.0024164216325681664 }, "SPY buy & hold": { "equity": 2.7306595352398046, "drawdown": -0.12437201980967216, "net": -0.00420150055041546 }, "BIL reserve": { "equity": 1.0512694543451502, "drawdown": -0.00010917947425881369, "net": -0.00010917947425881369 } }, { "date": "2020-03-02", "Ensemble trend": { "equity": 1.6172604607117684, "drawdown": -0.04329256754244326, "net": 0.012073747422159942 }, "Core + trend": { "equity": 2.0087270769072427, "drawdown": -0.03525054925670579, "net": 0.018429895649937356 }, "60/40 monthly": { "equity": 2.4958648892712287, "drawdown": -0.039591044276330645, "net": 0.024251967833588184 }, "SPY buy & hold": { "equity": 2.848914774464952, "drawdown": -0.08645165847083303, "net": 0.043306475120400645 }, "BIL reserve": { "equity": 1.051579869754284, "drawdown": 0.0, "net": 0.000295276732193539 } }, { "date": "2020-03-03", "Ensemble trend": { "equity": 1.6226547475933537, "drawdown": -0.040101520411946034, "net": 0.003335447203854258 }, "Core + trend": { "equity": 1.999097702354858, "drawdown": -0.039875335728304484, "net": -0.004793769478734111 }, "60/40 monthly": { "equity": 2.4667800765866525, "drawdown": -0.050782881902592836, "net": -0.011653199982739837 }, "SPY buy & hold": { "equity": 2.7673439800314408, "drawdown": -0.11260858834457632, "net": -0.028632233987705313 }, "BIL reserve": { "equity": 1.0518099745055858, "drawdown": 0.0, "net": 0.00021881814013369194 } }, { "date": "2020-03-04", "Ensemble trend": { "equity": 1.6337671664195115, "drawdown": -0.03352785219842436, "net": 0.006848295265914794 }, "Core + trend": { "equity": 2.0311099386474307, "drawdown": -0.024500530591573533, "net": 0.01601334254692177 }, "60/40 monthly": { "equity": 2.526823760675491, "drawdown": -0.027678068744857565, "net": 0.024340914967953875 }, "SPY buy & hold": { "equity": 2.8836642094561795, "drawdown": -0.07530871766058245, "net": 0.042033166192595006 }, "BIL reserve": { "equity": 1.0522696584148787, "drawdown": 0.0, "net": 0.0004370408347849075 } }, { "date": "2020-03-05", "Ensemble trend": { "equity": 1.6357806776525887, "drawdown": -0.032336738454646796, "net": 0.0012324346298926425 }, "Core + trend": { "equity": 2.0138352262931205, "drawdown": -0.0327972123295569, "net": -0.008505060226239536 }, "60/40 monthly": { "equity": 2.4843068813490765, "drawdown": -0.044038566402418655, "net": -0.016826214787155735 }, "SPY buy & hold": { "equity": 2.7878052779081233, "drawdown": -0.10604735846563473, "net": -0.03324205753003884 }, "BIL reserve": { "equity": 1.052499447810194, "drawdown": 0.0, "net": 0.00021837500822896594 } }, { "date": "2020-03-06", "Ensemble trend": { "equity": 1.636449916409386, "drawdown": -0.03194084323042623, "net": 0.0004091249920850082 }, "Core + trend": { "equity": 2.0080073694116276, "drawdown": -0.03559620965979038, "net": -0.0028939094943832844 }, "60/40 monthly": { "equity": 2.469743150260351, "drawdown": -0.04964269097922913, "net": -0.00586229148985673 }, "SPY buy & hold": { "equity": 2.741719562479488, "drawdown": -0.12082545196122618, "net": -0.01653118164092726 }, "BIL reserve": { "equity": 1.052499447810194, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-03-09", "Ensemble trend": { "equity": 1.6163027674223882, "drawdown": -0.04385910107876778, "net": -0.012311497458598386 }, "Core + trend": { "equity": 1.951183766576252, "drawdown": -0.062887393342687, "net": -0.0282985031334948 }, "60/40 monthly": { "equity": 2.3642320123084994, "drawdown": -0.09024338304920032, "net": -0.04272150241239825 }, "SPY buy & hold": { "equity": 2.527607093153749, "drawdown": -0.1894839085098181, "net": -0.07809422679688849 }, "BIL reserve": { "equity": 1.052959867550122, "drawdown": 0.0, "net": 0.0004374536641189586 } }, { "date": "2020-03-10", "Ensemble trend": { "equity": 1.6126445467866675, "drawdown": -0.046023159965252414, "net": -0.0022633263454436836 }, "Core + trend": { "equity": 1.9712744738589414, "drawdown": -0.05323824834989821, "net": 0.010296676113671577 }, "60/40 monthly": { "equity": 2.4155970323631624, "drawdown": -0.07047812032064427, "net": 0.02172587960371475 }, "SPY buy & hold": { "equity": 2.6583975145719374, "drawdown": -0.14754394819741223, "net": 0.051744759607791124 }, "BIL reserve": { "equity": 1.052729552561496, "drawdown": -0.0002187310226379191, "net": -0.0002187310226379191 } }, { "date": "2020-03-11", "Ensemble trend": { "equity": 1.588374767711664, "drawdown": -0.06038020299525382, "net": -0.015049676708585924 }, "Core + trend": { "equity": 1.9233033580106806, "drawdown": -0.07627776835149458, "net": -0.024335076867481154 }, "60/40 monthly": { "equity": 2.3363705171632847, "drawdown": -0.10096448801459323, "net": -0.03279790219081813 }, "SPY buy & hold": { "equity": 2.5288053762012126, "drawdown": -0.18909966061988304, "net": -0.048748216796159705 }, "BIL reserve": { "equity": 1.052959867550122, "drawdown": 0.0, "net": 0.0002187788763652332 } }, { "date": "2020-03-12", "Ensemble trend": { "equity": 1.5435507601653453, "drawdown": -0.08689631602334547, "net": -0.02822004507846454 }, "Core + trend": { "equity": 1.842674857716477, "drawdown": -0.11500194460586788, "net": -0.041921884011890564 }, "60/40 monthly": { "equity": 2.2074711827111044, "drawdown": -0.1505649594691365, "net": -0.05517075887804124 }, "SPY buy & hold": { "equity": 2.2868559889090476, "drawdown": -0.266684453073447, "net": -0.09567734613710088 }, "BIL reserve": { "equity": 1.0530745520104554, "drawdown": 0.0, "net": 0.00010891626914566466 } }, { "date": "2020-03-13", "Ensemble trend": { "equity": 1.552266333347992, "drawdown": -0.08174052705519352, "net": 0.005646444164695508 }, "Core + trend": { "equity": 1.890066839079228, "drawdown": -0.09224057074130798, "net": 0.025719123026121338 }, "60/40 monthly": { "equity": 2.3056088550416525, "drawdown": -0.11280157740254793, "net": 0.044457057061112026 }, "SPY buy & hold": { "equity": 2.482350756026456, "drawdown": -0.20399604909643432, "net": 0.0854862606414799 }, "BIL reserve": { "equity": 1.0533046567617574, "drawdown": 0.0, "net": 0.00021850756042152142 } }, { "date": "2020-03-16", "Ensemble trend": { "equity": 1.531063914350313, "drawdown": -0.0942830409754506, "net": -0.0136590084717928 }, "Core + trend": { "equity": 1.8268783786232516, "drawdown": -0.12258866193748819, "net": -0.03343186555601363 }, "60/40 monthly": { "equity": 2.1861714093782316, "drawdown": -0.15876111349642785, "net": -0.05180299572594382 }, "SPY buy & hold": { "equity": 2.210722865901066, "drawdown": -0.29109770996788686, "net": -0.10942365395621612 }, "BIL reserve": { "equity": 1.0534193412220911, "drawdown": 0.0, "net": 0.00010888061644598324 } }, { "date": "2020-03-17", "Ensemble trend": { "equity": 1.5339821704208045, "drawdown": -0.09255671590890902, "net": 0.001906031513863704 }, "Core + trend": { "equity": 1.844865966295782, "drawdown": -0.11394960114781183, "net": 0.009846078361322563 }, "60/40 monthly": { "equity": 2.224839796758713, "drawdown": -0.14388151576529806, "net": 0.017687719825902892 }, "SPY buy & hold": { "equity": 2.3300842006564078, "drawdown": -0.25282266208445925, "net": 0.053991993567539254 }, "BIL reserve": { "equity": 1.0534193412220911, "drawdown": 0.0, "net": 0.0 } }, { "date": "2020-03-18", "Ensemble trend": { "equity": 1.5014946140205616, "drawdown": -0.11177507153284938, "net": -0.021178574970875275 }, "Core + trend": { "equity": 1.7933431635733914, "drawdown": -0.13869492180317566, "net": -0.027927667192994443 }, "60/40 monthly": { "equity": 2.1481580626228878, "drawdown": -0.17338865155659966, "net": -0.03446618235054044 }, "SPY buy & hold": { "equity": 2.212105523983069, "drawdown": -0.29065433938725826, "net": -0.05063279543293031 }, "BIL reserve": { "equity": 1.0536493408547305, "drawdown": 0.0, "net": 0.00021833625379685806 } }, { "date": "2020-03-19", "Ensemble trend": { "equity": 1.5000574481685245, "drawdown": -0.11262524210569136, "net": -0.0009571568479948 }, "Core + trend": { "equity": 1.7952622046855642, "drawdown": -0.13777324663873625, "net": 0.001070091408689855 }, "60/40 monthly": { "equity": 2.1538385436476197, "drawdown": -0.1712028021252373, "net": 0.002644349651717892 }, "SPY buy & hold": { "equity": 2.2168060046245257, "drawdown": -0.28914705797158335, "net": 0.0021248898800239058 }, "BIL reserve": { "equity": 1.053419341222091, "drawdown": -0.00021828859348316243, "net": -0.00021828859348316243 } }, { "date": "2020-03-20", "Ensemble trend": { "equity": 1.5140123808839885, "drawdown": -0.10437005490940399, "net": 0.009302932186032065 }, "Core + trend": { "equity": 1.7921213690757516, "drawdown": -0.1392817240542481, "net": -0.0017495135817013896 }, "60/40 monthly": { "equity": 2.127414858733564, "drawdown": -0.18137063762938177, "net": -0.012268182771632441 }, "SPY buy & hold": { "equity": 2.1212743696981846, "drawdown": -0.31978074608074036, "net": -0.043094269289712495 }, "BIL reserve": { "equity": 1.0537643406710504, "drawdown": 0.0, "net": 0.0003275043806953981 } }, { "date": "2020-03-23", "Ensemble trend": { "equity": 1.5284819362096875, "drawdown": -0.09581043729632044, "net": 0.009557091810075358 }, "Core + trend": { "equity": 1.7925864163249166, "drawdown": -0.1390583716220738, "net": 0.00025949539868763694 }, "60/40 monthly": { "equity": 2.110158806881711, "drawdown": -0.18801076739369404, "net": -0.008111277300246744 }, "SPY buy & hold": { "equity": 2.067037174135133, "drawdown": -0.3371727370591733, "net": -0.025568213305084297 }, "BIL reserve": { "equity": 1.0535343410384106, "drawdown": -0.00021826477112818488, "net": -0.00021826477112818488 } }, { "date": "2020-03-24", "Ensemble trend": { "equity": 1.5612179118930685, "drawdown": -0.07644512663309133, "net": 0.02141731276495107 }, "Core + trend": { "equity": 1.8507571943229904, "drawdown": -0.11112016798648694, "net": 0.032450752425834395 }, "60/40 monthly": { "equity": 2.2034869831274078, "drawdown": -0.15209807970253597, "net": 0.04422803437415812 }, "SPY buy & hold": { "equity": 2.254317816915954, "drawdown": -0.27711831839195744, "net": 0.09060342267873378 }, "BIL reserve": { "equity": 1.0535343410384106, "drawdown": -0.00021826477112818488, "net": 0.0 } }, { "date": "2020-03-25", "Ensemble trend": { "equity": 1.5643974368258904, "drawdown": -0.07456424522356508, "net": 0.0020365670343651665 }, "Core + trend": { "equity": 1.8608869906260725, "drawdown": -0.1062550394521583, "net": 0.005473325368748672 }, "60/40 monthly": { "equity": 2.2221186468543856, "drawdown": -0.14492861440802385, "net": 0.008455536097850658 }, "SPY buy & hold": { "equity": 2.288065254026522, "drawdown": -0.2662966836138482, "net": 0.014970132807953673 }, "BIL reserve": { "equity": 1.0535343410384106, "drawdown": -0.00021826477112818488, "net": 0.0 } }, { "date": "2020-03-26", "Ensemble trend": { "equity": 1.5847240279983275, "drawdown": -0.06253983646343364, "net": 0.01299323988517842 }, "Core + trend": { "equity": 1.9040313803990385, "drawdown": -0.08553369466886906, "net": 0.02318485216474686 }, "60/40 monthly": { "equity": 2.295987474406361, "drawdown": -0.1165038852351079, "net": 0.03324252179627907 }, "SPY buy & hold": { "equity": 2.4216644558576297, "drawdown": -0.2234560446602485, "net": 0.05838959426353818 }, "BIL reserve": { "equity": 1.0535343410384106, "drawdown": -0.00021826477112818488, "net": 0.0 } }, { "date": "2020-03-27", "Ensemble trend": { "equity": 1.5765247081475535, "drawdown": -0.06739023034425584, "net": -0.0051739733265295795 }, "Core + trend": { "equity": 1.8859919901032967, "drawdown": -0.09419763517110813, "net": -0.009474313544118873 }, "60/40 monthly": { "equity": 2.264827629127037, "drawdown": -0.1284941955254878, "net": -0.013571435221954142 }, "SPY buy & hold": { "equity": 2.349533910675801, "drawdown": -0.2465858134111686, "net": -0.029785524170103717 }, "BIL reserve": { "equity": 1.0533046567617572, "drawdown": -0.00043623027611694454, "net": -0.0002180130895658161 } }, { "date": "2020-03-30", "Ensemble trend": { "equity": 1.5870817954375571, "drawdown": -0.06114507434074823, "net": 0.006696429961068118 }, "Core + trend": { "equity": 1.910449172223476, "drawdown": -0.08245136396860109, "net": 0.012967808054603625 }, "60/40 monthly": { "equity": 2.3079695514793612, "drawdown": -0.11189318127491044, "net": 0.019048655976063422 }, "SPY buy & hold": { "equity": 2.425836559722252, "drawdown": -0.22211819538501731, "net": 0.03247565344758274 }, "BIL reserve": { "equity": 1.0533046567617572, "drawdown": -0.00043623027611694454, "net": 0.0 } }, { "date": "2020-03-31", "Ensemble trend": { "equity": 1.5757898993645154, "drawdown": -0.06782491420702608, "net": -0.007114879715401479 }, "Core + trend": { "equity": 1.8969694224522418, "drawdown": -0.08892540483630229, "net": -0.007055801309566401 }, "60/40 monthly": { "equity": 2.290464952591612, "drawdown": -0.11862895195320788, "net": -0.007584415000851941 }, "SPY buy & hold": { "equity": 2.389678790259983, "drawdown": -0.23371274030496958, "net": -0.014905278476967432 }, "BIL reserve": { "equity": 1.053419341222091, "drawdown": -0.0003273971566922773, "net": 0.00010888061644598324 } }, { "date": "2020-04-01", "Ensemble trend": { "equity": 1.5677952091060745, "drawdown": -0.07255425730064269, "net": -0.00507344936127907 }, "Core + trend": { "equity": 1.8693544179119006, "drawdown": -0.10218831186276922, "net": -0.014557432615146082 }, "60/40 monthly": { "equity": 2.2370681161814816, "drawdown": -0.13917605773447272, "net": -0.02331266250099695 }, "SPY buy & hold": { "equity": 2.282131533326019, "drawdown": -0.2681994224228951, "net": -0.04500490081441599 }, "BIL reserve": { "equity": 1.0533273623927675, "drawdown": -0.000414683114067671, "net": -8.731454390875637e-05 } }, { "date": "2020-04-02", "Ensemble trend": { "equity": 1.5797008227732903, "drawdown": -0.06551136633774812, "net": 0.007593857665890047 }, "Core + trend": { "equity": 1.8881509402037442, "drawdown": -0.09316073675542313, "net": 0.010055087527403916 }, "60/40 monthly": { "equity": 2.2652888246879406, "drawdown": -0.12831672744661238, "net": 0.012615042117997577 }, "SPY buy & hold": { "equity": 2.334793033858154, "drawdown": -0.251312702291857, "net": 0.023075576391245578 }, "BIL reserve": { "equity": 1.0534426775650734, "drawdown": -0.0003052514623640423, "net": 0.00010947704998764962 } }, { "date": "2020-04-03", "Ensemble trend": { "equity": 1.581491369637346, "drawdown": -0.06445214951113276, "net": 0.0011334721348770227 }, "Core + trend": { "equity": 1.881209974185606, "drawdown": -0.09649433703920907, "net": -0.0036760652288683193 }, "60/40 monthly": { "equity": 2.2463127207126585, "drawdown": -0.13561873336886632, "net": -0.008376902657388885 }, "SPY buy & hold": { "equity": 2.3010451327164585, "drawdown": -0.2621344858686845, "net": -0.014454343769361278 }, "BIL reserve": { "equity": 1.0530972576414654, "drawdown": -0.0006330476405758123, "net": -0.00032789626902740565 } }, { "date": "2020-04-06", "Ensemble trend": { "equity": 1.587313680935705, "drawdown": -0.06100790003583789, "net": 0.003681532134882204 }, "Core + trend": { "equity": 1.9199127317626963, "drawdown": -0.07790621496727623, "net": 0.020573332115063403 }, "60/40 monthly": { "equity": 2.3321908766945456, "drawdown": -0.10257281391201567, "net": 0.03823072147970641 }, "SPY buy & hold": { "equity": 2.4555978147731614, "drawdown": -0.21257479119571832, "net": 0.06716629754856163 }, "BIL reserve": { "equity": 1.0532123625764476, "drawdown": -0.0005238154996318745, "net": 0.00010930133389552843 } }, { "date": "2020-04-07", "Ensemble trend": { "equity": 1.5826687428804258, "drawdown": -0.06375566198806848, "net": -0.002926288679463207 }, "Core + trend": { "equity": 1.9161843360934505, "drawdown": -0.07969688514612228, "net": -0.0019419610108125651 }, "60/40 monthly": { "equity": 2.3296323479854397, "drawdown": -0.10355733590928573, "net": -0.001097049445940801 }, "SPY buy & hold": { "equity": 2.4581015720584705, "drawdown": -0.2117719229119468, "net": 0.0010196121165471084 }, "BIL reserve": { "equity": 1.052982573181132, "drawdown": -0.0007418807600003685, "net": -0.00021817954619651747 } }, { "date": "2020-04-08", "Ensemble trend": { "equity": 1.5791292847822822, "drawdown": -0.06584946564655625, "net": -0.002236385923501394 }, "Core + trend": { "equity": 1.9338131995212784, "drawdown": -0.07123011208135577, "net": 0.009199983057876393 }, "60/40 monthly": { "equity": 2.376550004340727, "drawdown": -0.08550341899299763, "net": 0.020139511024501067 }, "SPY buy & hold": { "equity": 2.5406162058046995, "drawdown": -0.18531233644540845, "net": 0.033568439434799036 }, "BIL reserve": { "equity": 1.0530972576414657, "drawdown": -0.0006330476405757013, "net": 0.00010891392056677773 } }, { "date": "2020-04-09", "Ensemble trend": { "equity": 1.5885642823054877, "drawdown": -0.06026809364436392, "net": 0.005974810051417867 }, "Core + trend": { "equity": 1.9490916249209185, "drawdown": -0.0638922050645302, "net": 0.007900672827873212 }, "60/40 monthly": { "equity": 2.400989247604865, "drawdown": -0.07609919675208876, "net": 0.010283496336917164 }, "SPY buy & hold": { "equity": 2.5792774231981928, "drawdown": -0.17291502244083012, "net": 0.015217260011630929 }, "BIL reserve": { "equity": 1.0528674682461503, "drawdown": -0.0008511129009441953, "net": -0.00021820339351186213 } }, { "date": "2020-04-13", "Ensemble trend": { "equity": 1.5928849864561407, "drawdown": -0.057712135668021136, "net": 0.0027198799562473397 }, "Core + trend": { "equity": 1.944786160953702, "drawdown": -0.06596002903390807, "net": -0.002208959246536746 }, "60/40 monthly": { "equity": 2.3853475061568092, "drawdown": -0.08211813977837312, "net": -0.006514706995734976 }, "SPY buy & hold": { "equity": 2.555729080909316, "drawdown": -0.1804661605923057, "net": -0.009129821428700002 }, "BIL reserve": { "equity": 1.0530972576414657, "drawdown": -0.0006330476405757013, "net": 0.0002182510166244267 } }, { "date": "2020-04-14", "Ensemble trend": { "equity": 1.5963666417236813, "drawdown": -0.055652525881824455, "net": 0.0021857543370324972 }, "Core + trend": { "equity": 1.965479580048284, "drawdown": -0.05602141420912243, "net": 0.010640459866515073 }, "60/40 monthly": { "equity": 2.4304146130015662, "drawdown": -0.06477631442223453, "net": 0.01889330872270567 }, "SPY buy & hold": { "equity": 2.6311038223784173, "drawdown": -0.1562960904029581, "net": 0.02949246147885254 }, "BIL reserve": { "equity": 1.0532123625764476, "drawdown": -0.0005238154996316524, "net": 0.00010930133389552843 } }, { "date": "2020-04-15", "Ensemble trend": { "equity": 1.6002121448586049, "drawdown": -0.05337767806349525, "net": 0.0024089097293911177 }, "Core + trend": { "equity": 1.9576724896157096, "drawdown": -0.05977099586873036, "net": -0.003972104575302948 }, "60/40 monthly": { "equity": 2.405902569482078, "drawdown": -0.07420855020567019, "net": -0.010085539886223627 }, "SPY buy & hold": { "equity": 2.5751981255590097, "drawdown": -0.17422311197242357, "net": -0.02124800106476632 }, "BIL reserve": { "equity": 1.0530972576414657, "drawdown": -0.0006330476405757013, "net": -0.00010928938841958669 } }, { "date": "2020-04-16", "Ensemble trend": { "equity": 1.6005344059762394, "drawdown": -0.05318704111049799, "net": 0.00020138649657797103 }, "Core + trend": { "equity": 1.9613013726461763, "drawdown": -0.05802811952146436, "net": 0.0018536721794455424 }, "60/40 monthly": { "equity": 2.4141014534534646, "drawdown": -0.07105361917278152, "net": 0.003407820447671739 }, "SPY buy & hold": { "equity": 2.5876217856044805, "drawdown": -0.170239274290795, "net": 0.004824351152699746 }, "BIL reserve": { "equity": 1.0529825731811322, "drawdown": -0.0007418807600001465, "net": -0.0001089020596163337 } }, { "date": "2020-04-17", "Ensemble trend": { "equity": 1.5926198406190148, "drawdown": -0.057868985476215884, "net": -0.004944951715922019 }, "Core + trend": { "equity": 1.9729661340959126, "drawdown": -0.05242577944696736, "net": 0.005947459993870474 }, "60/40 monthly": { "equity": 2.4524150091141537, "drawdown": -0.056310560708231594, "net": 0.015870731367101376 }, "SPY buy & hold": { "equity": 2.657526992177317, "drawdown": -0.14782309459273346, "net": 0.027015233432387653 }, "BIL reserve": { "equity": 1.0532123625764478, "drawdown": -0.0005238154996315414, "net": 0.00021822715889907585 } }, { "date": "2020-04-20", "Ensemble trend": { "equity": 1.59651149274144, "drawdown": -0.055566837739032704, "net": 0.002443553711419577 }, "Core + trend": { "equity": 1.964770429249131, "drawdown": -0.05636200445248696, "net": -0.004154001787028627 }, "60/40 monthly": { "equity": 2.4275397351715258, "drawdown": -0.06588256757978761, "net": -0.01014317472784243 }, "SPY buy & hold": { "equity": 2.6107068701513727, "drawdown": -0.16283668685964414, "net": -0.017617929061026993 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": -0.00010928938841958669 } }, { "date": "2020-04-21", "Ensemble trend": { "equity": 1.5960569219697986, "drawdown": -0.05583574385921075, "net": -0.00028472752855723815 }, "Core + trend": { "equity": 1.9464661712408728, "drawdown": -0.06515315535732746, "net": -0.009316232439050665 }, "60/40 monthly": { "equity": 2.383923471102281, "drawdown": -0.08266610855084655, "net": -0.017967270911082633 }, "SPY buy & hold": { "equity": 2.531436896723543, "drawdown": -0.1882558230890371, "net": -0.030363413960462604 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": 0.0 } }, { "date": "2020-04-22", "Ensemble trend": { "equity": 1.6004347836658217, "drawdown": -0.05324597373584228, "net": 0.002742923285355081 }, "Core + trend": { "equity": 1.9611151550848118, "drawdown": -0.05811755590737788, "net": 0.007525938061692772 }, "60/40 monthly": { "equity": 2.4138039733380925, "drawdown": -0.07116808953861797, "net": 0.012534170076355267 }, "SPY buy & hold": { "equity": 2.58762178560448, "drawdown": -0.1702392742907951, "net": 0.022194860536977057 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": 0.0 } }, { "date": "2020-04-23", "Ensemble trend": { "equity": 1.6041933546282037, "drawdown": -0.05102255155834867, "net": 0.002348468679100435 }, "Core + trend": { "equity": 1.9633462239218442, "drawdown": -0.057046020376323336, "net": 0.0011376531517017785 }, "60/40 monthly": { "equity": 2.4142904116826585, "drawdown": -0.07098090803510926, "net": 0.00020152354952562845 }, "SPY buy & hold": { "equity": 2.587435245091348, "drawdown": -0.1702990913755067, "net": -7.208955890325441e-05 }, "BIL reserve": { "equity": 1.0532123625764478, "drawdown": -0.0005238154996315414, "net": 0.00010930133389552843 } }, { "date": "2020-04-24", "Ensemble trend": { "equity": 1.6028570314553505, "drawdown": -0.0518130675838695, "net": -0.0008330187685903212 }, "Core + trend": { "equity": 1.9714861274098003, "drawdown": -0.05313659559214612, "net": 0.004145933808707536 }, "60/40 monthly": { "equity": 2.435508035600997, "drawdown": -0.06281636510734723, "net": 0.008788347837388244 }, "SPY buy & hold": { "equity": 2.6235011363904306, "drawdown": -0.15873400860175602, "net": 0.013938857549190553 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": -0.00010928938841958669 } }, { "date": "2020-04-27", "Ensemble trend": { "equity": 1.5972879389746002, "drawdown": -0.055107522804788256, "net": -0.0034744786162829167 }, "Core + trend": { "equity": 1.9754677319841125, "drawdown": -0.051224314491191913, "net": 0.002019595531997709 }, "60/40 monthly": { "equity": 2.452693944276457, "drawdown": -0.056203226441423504, "net": 0.007056395800894677 }, "SPY buy & hold": { "equity": 2.661328025817225, "drawdown": -0.14660423469248018, "net": 0.014418476478664344 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": 0.0 } }, { "date": "2020-04-28", "Ensemble trend": { "equity": 1.5985718271540779, "drawdown": -0.05434802525099902, "net": 0.0008037925712391925 }, "Core + trend": { "equity": 1.9750053794567481, "drawdown": -0.05144637270504904, "net": -0.0002340471169832714 }, "60/40 monthly": { "equity": 2.4495108230856273, "drawdown": -0.05742809166228047, "net": -0.0012978061116257766 }, "SPY buy & hold": { "equity": 2.6490890501603777, "drawdown": -0.15052885048427012, "net": -0.004598822669779401 }, "BIL reserve": { "equity": 1.053097257641466, "drawdown": -0.0006330476405755903, "net": 0.0 } }, { "date": "2020-04-29", "Ensemble trend": { "equity": 1.6000045669627996, "drawdown": -0.05350047295062388, "net": 0.0008962623914576806 }, "Core + trend": { "equity": 1.9923822834268765, "drawdown": -0.043100610479046786, "net": 0.008798408425048532 }, "60/40 monthly": { "equity": 2.4894351706228766, "drawdown": -0.042065200389189816, "net": 0.01629890636162079 }, "SPY buy & hold": { "equity": 2.7184397395362145, "drawdown": -0.12829048525444364, "net": 0.026179070640014457 }, "BIL reserve": { "equity": 1.0529825731811324, "drawdown": -0.0007418807600000354, "net": -0.0001089020596163337 } }, { "date": "2020-04-30", "Ensemble trend": { "equity": 1.5926727954824988, "drawdown": -0.05783765946985475, "net": -0.0045823440955661265 }, "Core + trend": { "equity": 1.9813569161202915, "drawdown": -0.04839586296782583, "net": -0.005533760964598344 }, "60/40 monthly": { "equity": 2.472544367783432, "drawdown": -0.04856478231211292, "net": -0.0067849940575952505 }, "SPY buy & hold": { "equity": 2.6931286976721616, "drawdown": -0.13640686013674375, "net": -0.00931087104707029 }, "BIL reserve": { "equity": 1.053212362576448, "drawdown": -0.0005238154996314304, "net": 0.00021822715889907585 } }, { "date": "2020-05-01", "Ensemble trend": { "equity": 1.5954315059611182, "drawdown": -0.056205715275947976, "net": 0.0017321263265399622 }, "Core + trend": { "equity": 1.966095103470715, "drawdown": -0.055725791229506716, "net": -0.007702707435195855 }, "60/40 monthly": { "equity": 2.4322919606876647, "drawdown": -0.0640539109225553, "net": -0.016279751182726843 }, "SPY buy & hold": { "equity": 2.6218321711029473, "drawdown": -0.1592691879915067, "net": -0.026473494055757607 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": -0.00017466340615013287 } }, { "date": "2020-05-04", "Ensemble trend": { "equity": 1.596664147927207, "drawdown": -0.05547653295858801, "net": 0.0007726072610971801 }, "Core + trend": { "equity": 1.9685556679568388, "drawdown": -0.054544033755434485, "net": 0.001251498201577439 }, "60/40 monthly": { "equity": 2.436582349814066, "drawdown": -0.06240296893517128, "net": 0.001763928506834489 }, "SPY buy & hold": { "equity": 2.62906456025143, "drawdown": -0.15695001116982343, "net": 0.0027585248316792654 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": 0.0 } }, { "date": "2020-05-05", "Ensemble trend": { "equity": 1.597580513943374, "drawdown": -0.05493444700532557, "net": 0.0005739253413792333 }, "Core + trend": { "equity": 1.9741884122357005, "drawdown": -0.05183874491272322, "net": 0.002861358899089783 }, "60/40 monthly": { "equity": 2.449369178565734, "drawdown": -0.057482596481840065, "net": 0.005247854131687157 }, "SPY buy & hold": { "equity": 2.6533547336356516, "drawdown": -0.14916099346753753, "net": 0.009239093535952758 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": 0.0 } }, { "date": "2020-05-06", "Ensemble trend": { "equity": 1.5911015043164878, "drawdown": -0.058767173282624374, "net": -0.004055513678552614 }, "Core + trend": { "equity": 1.96515859316916, "drawdown": -0.05617557746947299, "net": -0.004573939858311005 }, "60/40 monthly": { "equity": 2.4357642164766107, "drawdown": -0.06271778669139105, "net": -0.005554475906767831 }, "SPY buy & hold": { "equity": 2.6353682684373507, "drawdown": -0.15492863018280778, "net": -0.006778763868356075 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.00010930848061119214 } }, { "date": "2020-05-07", "Ensemble trend": { "equity": 1.5998392875916385, "drawdown": -0.05359824570069294, "net": 0.005491656724254446 }, "Core + trend": { "equity": 1.9794913601488195, "drawdown": -0.04929185034186956, "net": 0.007293440351063607 }, "60/40 monthly": { "equity": 2.459373594259679, "drawdown": -0.05363289673625293, "net": 0.009692800979406613 }, "SPY buy & hold": { "equity": 2.667169868354541, "drawdown": -0.1447309580296351, "net": 0.01206723185448677 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": -0.0001092965335731666 } }, { "date": "2020-05-08", "Ensemble trend": { "equity": 1.5957883679724476, "drawdown": -0.055994609800426476, "net": -0.002532079097325557 }, "Core + trend": { "equity": 1.9858737670218467, "drawdown": -0.0462265142910141, "net": 0.0032242660925518862 }, "60/40 monthly": { "equity": 2.480711309716869, "drawdown": -0.04542214257729982, "net": 0.008676077317815167 }, "SPY buy & hold": { "equity": 2.711300465967256, "drawdown": -0.13057980313334372, "net": 0.016545851892043162 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": 0.0 } }, { "date": "2020-05-11", "Ensemble trend": { "equity": 1.592057892961252, "drawdown": -0.05820141152254188, "net": -0.0023377003405127272 }, "Core + trend": { "equity": 1.9828483551591327, "drawdown": -0.04767955610360297, "net": -0.001523466351666003 }, "60/40 monthly": { "equity": 2.478298488741682, "drawdown": -0.04635059623001514, "net": -0.0009726327145510583 }, "SPY buy & hold": { "equity": 2.7118566846117216, "drawdown": -0.13040144306980883, "net": 0.00020514828638407145 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.00010930848061119214 } }, { "date": "2020-05-12", "Ensemble trend": { "equity": 1.5953964107386451, "drawdown": -0.05622647622385912, "net": 0.002096982648779999 }, "Core + trend": { "equity": 1.9738589398096036, "drawdown": -0.05199698360316862, "net": -0.004533586911041221 }, "60/40 monthly": { "equity": 2.451443718392265, "drawdown": -0.05668431343496105, "net": -0.010835970917713045 }, "SPY buy & hold": { "equity": 2.657805410853635, "drawdown": -0.1477338153618205, "net": -0.019931463954123263 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.0 } }, { "date": "2020-05-13", "Ensemble trend": { "equity": 1.5998282414883211, "drawdown": -0.053604780139269836, "net": 0.002777886874914204 }, "Core + trend": { "equity": 1.96651567903826, "drawdown": -0.055523797612529235, "net": -0.0037202561050546645 }, "60/40 monthly": { "equity": 2.427305864683832, "drawdown": -0.06597256095716386, "net": -0.009846382981316348 }, "SPY buy & hold": { "equity": 2.610799367022726, "drawdown": -0.16280702631515231, "net": -0.01768603662215107 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.0 } }, { "date": "2020-05-14", "Ensemble trend": { "equity": 1.6037940139159113, "drawdown": -0.05125878575612586, "net": 0.0024788738720480374 }, "Core + trend": { "equity": 1.9762986734700598, "drawdown": -0.05082523073741396, "net": 0.004974785879451549 }, "60/40 monthly": { "equity": 2.4462013403172955, "drawdown": -0.058701580825568866, "net": 0.00778454660715977 }, "SPY buy & hold": { "equity": 2.642043510879113, "drawdown": -0.1527881110220961, "net": 0.011967271116668288 }, "BIL reserve": { "equity": 1.0532581943131165, "drawdown": -0.00048032215401350165, "net": 0.00010889727682950046 } }, { "date": "2020-05-15", "Ensemble trend": { "equity": 1.605111592727037, "drawdown": -0.05047935815489846, "net": 0.0008215386762222554 }, "Core + trend": { "equity": 1.9794445443812112, "drawdown": -0.04931433497236293, "net": 0.001591799333461985 }, "60/40 monthly": { "equity": 2.4523149523938974, "drawdown": -0.056349062540052564, "net": 0.0024992268526060624 }, "SPY buy & hold": { "equity": 2.6541887522482663, "drawdown": -0.14889355257138037, "net": 0.004596911943025583 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.00021817005227797726 } }, { "date": "2020-05-18", "Ensemble trend": { "equity": 1.5986940134140637, "drawdown": -0.054275744684007865, "net": -0.003998213795260108 }, "Core + trend": { "equity": 1.9916108835037432, "drawdown": -0.04347109767001567, "net": 0.006146339970506842 }, "60/40 monthly": { "equity": 2.4912678592253465, "drawdown": -0.0413599817075091, "net": 0.015884137065438564 }, "SPY buy & hold": { "equity": 2.735035348769266, "drawdown": -0.12296884789715656, "net": 0.030460002685384513 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-05-19", "Ensemble trend": { "equity": 1.603654354543228, "drawdown": -0.05134140272667842, "net": 0.003102745795970918 }, "Core + trend": { "equity": 1.989107364410064, "drawdown": -0.044673485340455565, "net": -0.0012570322417974067 }, "60/40 monthly": { "equity": 2.478368482344994, "drawdown": -0.04632366268735699, "net": -0.005177836189948604 }, "SPY buy & hold": { "equity": 2.706942904328797, "drawdown": -0.13197712229627756, "net": -0.01027132773735806 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-05-20", "Ensemble trend": { "equity": 1.6046035960291087, "drawdown": -0.05077986894359221, "net": 0.0005919239910965324 }, "Core + trend": { "equity": 2.0000447253651306, "drawdown": -0.03942050045500878, "net": 0.005498627751705287 }, "60/40 monthly": { "equity": 2.5041804446081333, "drawdown": -0.036391218095150224, "net": 0.010414900950772576 }, "SPY buy & hold": { "equity": 2.752928389033958, "drawdown": -0.11723116932381472, "net": 0.01698797733473567 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-05-21", "Ensemble trend": { "equity": 1.6002050460647206, "drawdown": -0.05338187742966749, "net": -0.0027412065978620337 }, "Core + trend": { "equity": 1.993718164207709, "drawdown": -0.04245901498089122, "net": -0.003163209840853165 }, "60/40 monthly": { "equity": 2.4942518112937395, "drawdown": -0.040211756776643015, "net": -0.003964823435855691 }, "SPY buy & hold": { "equity": 2.7339222927721636, "drawdown": -0.12332576642251769, "net": -0.0069039559247177085 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-05-22", "Ensemble trend": { "equity": 1.6032829251228946, "drawdown": -0.05156112570618543, "net": 0.0019234279167805735 }, "Core + trend": { "equity": 1.9973090244174874, "drawdown": -0.04073440019628183, "net": 0.001801087171819482 }, "60/40 monthly": { "equity": 2.498980647453303, "drawdown": -0.03839210034519214, "net": 0.0018958936456021647 }, "SPY buy & hold": { "equity": 2.739114801085491, "drawdown": -0.12166070876599033, "net": 0.0018992889179971773 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-05-26", "Ensemble trend": { "equity": 1.596970505484682, "drawdown": -0.055295303923843186, "net": -0.003937183849025749 }, "Core + trend": { "equity": 2.000436941954964, "drawdown": -0.03923212705975554, "net": 0.0015660658912752812 }, "60/40 monthly": { "equity": 2.5151848712547666, "drawdown": -0.032156714076338244, "net": 0.006484333449311652 }, "SPY buy & hold": { "equity": 2.7728610007797205, "drawdown": -0.11083947078446277, "net": 0.012320111475742523 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-05-27", "Ensemble trend": { "equity": 1.5980100193755602, "drawdown": -0.05468036855028657, "net": 0.0006509286723255236 }, "Core + trend": { "equity": 2.0105986600662575, "drawdown": -0.034351667150999354, "net": 0.005079749277856704 }, "60/40 monthly": { "equity": 2.5389289867931515, "drawdown": -0.02301997702505454, "net": 0.009440306281159883 }, "SPY buy & hold": { "equity": 2.8141198644232586, "drawdown": -0.09760918155546638, "net": 0.014879528267712105 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-05-28", "Ensemble trend": { "equity": 1.5985378353299988, "drawdown": -0.05436813347198699, "net": 0.0003302957728918976 }, "Core + trend": { "equity": 2.0093334230017614, "drawdown": -0.034959333955049354, "net": -0.00062928374997262 }, "60/40 monthly": { "equity": 2.5351610032130014, "drawdown": -0.024469897327612622, "net": -0.001484083879364273 }, "SPY buy & hold": { "equity": 2.808927356109931, "drawdown": -0.09927423921199374, "net": -0.001845162453445015 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-05-29", "Ensemble trend": { "equity": 1.6029841249866472, "drawdown": -0.051737884068930096, "net": 0.002781472892526393 }, "Core + trend": { "equity": 2.015850990730807, "drawdown": -0.03182908298214959, "net": 0.003243646701157843 }, "60/40 monthly": { "equity": 2.545243207160122, "drawdown": -0.0205902646576428, "net": 0.0039769481837022 }, "SPY buy & hold": { "equity": 2.8214435130267557, "drawdown": -0.09526074098587312, "net": 0.0044558492727124754 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-01", "Ensemble trend": { "equity": 1.6043304550923645, "drawdown": -0.05094144833704173, "net": 0.0008398898558827916 }, "Core + trend": { "equity": 2.0189650048585457, "drawdown": -0.030333487361480005, "net": 0.0015447640436012655 }, "60/40 monthly": { "equity": 2.5511993000726343, "drawdown": -0.018298359755703486, "net": 0.0023400879317767576 }, "SPY buy & hold": { "equity": 2.832846304592395, "drawdown": -0.09160426048425863, "net": 0.00404147434212021 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-06-02", "Ensemble trend": { "equity": 1.6011340431550427, "drawdown": -0.05283231943166178, "net": -0.0019923650561989303 }, "Core + trend": { "equity": 2.0218194670460212, "drawdown": -0.028962549089579848, "net": 0.0014138244994867932 }, "60/40 monthly": { "equity": 2.56264105053662, "drawdown": -0.013895573506334191, "net": 0.0044848516788396076 }, "SPY buy & hold": { "equity": 2.8563040061344265, "drawdown": -0.08408218768240239, "net": 0.008280612154638822 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-03", "Ensemble trend": { "equity": 1.591287316675697, "drawdown": -0.05865725402755295, "net": -0.006149845180946079 }, "Core + trend": { "equity": 2.0223262123932604, "drawdown": -0.028719169936166744, "net": 0.0002506382768090454 }, "60/40 monthly": { "equity": 2.578009005196338, "drawdown": -0.007981983652254221, "net": 0.005996920503751335 }, "SPY buy & hold": { "equity": 2.894316198658013, "drawdown": -0.07189299348499734, "net": 0.013308174634754755 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-04", "Ensemble trend": { "equity": 1.592211055284385, "drawdown": -0.05811080673965541, "net": 0.0005804976882601842 }, "Core + trend": { "equity": 2.019240727138764, "drawdown": -0.030201063737854805, "net": -0.0015257109538451274 }, "60/40 monthly": { "equity": 2.569934030761654, "drawdown": -0.011089234288154781, "net": -0.003132252221930698 }, "SPY buy & hold": { "equity": 2.886712893961859, "drawdown": -0.07433111008208537, "net": -0.0026269779023035955 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-05", "Ensemble trend": { "equity": 1.5822988512428475, "drawdown": -0.06397447527601541, "net": -0.00622543349930893 }, "Core + trend": { "equity": 2.028254124648181, "drawdown": -0.02587211811029355, "net": 0.004463755801018099 }, "60/40 monthly": { "equity": 2.6062682253836402, "drawdown": 0.0, "net": 0.014138181831545804 }, "SPY buy & hold": { "equity": 2.9606986355902185, "drawdown": -0.050606444055848354, "net": 0.02562975409959045 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768454262, "net": -0.0002189923238897773 } }, { "date": "2020-06-08", "Ensemble trend": { "equity": 1.5865240532454685, "drawdown": -0.06147501259963051, "net": 0.0026702932883395647 }, "Core + trend": { "equity": 2.039046486398097, "drawdown": -0.020688773299467167, "net": 0.00532101062621404 }, "60/40 monthly": { "equity": 2.6272111033681, "drawdown": 0.0, "net": 0.008035580444287316 }, "SPY buy & hold": { "equity": 2.9964865722441125, "drawdown": -0.03913049171429195, "net": 0.012087666141934017 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0001097198181145842 } }, { "date": "2020-06-09", "Ensemble trend": { "equity": 1.591892484837074, "drawdown": -0.058299260437812084, "net": 0.0033837694301726007 }, "Core + trend": { "equity": 2.0385518197441463, "drawdown": -0.020926351310032065, "net": -0.00024259704584972397 }, "60/40 monthly": { "equity": 2.618231213229448, "drawdown": -0.003418031435364899, "net": -0.003418031435364899 }, "SPY buy & hold": { "equity": 2.9741416173450985, "drawdown": -0.04629574518993229, "net": -0.0074570515703260565 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-10", "Ensemble trend": { "equity": 1.6013407944067604, "drawdown": -0.052710013554536084, "net": 0.005935268656446446 }, "Core + trend": { "equity": 2.0433484707128753, "drawdown": -0.01862262053411534, "net": 0.0023529698496116414 }, "60/40 monthly": { "equity": 2.6162161111010334, "drawdown": -0.004185043315693693, "net": -0.0007696425427338172 }, "SPY buy & hold": { "equity": 2.9575466268202164, "drawdown": -0.051617184148928796, "net": -0.005579758014245484 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-06-11", "Ensemble trend": { "equity": 1.6010348665530674, "drawdown": -0.052890988393489935, "net": -0.00019104481367204773 }, "Core + trend": { "equity": 2.0065533561950324, "drawdown": -0.036294541687177384, "net": -0.0180072635897518 }, "60/40 monthly": { "equity": 2.524849681651548, "drawdown": -0.03896200864305277, "net": -0.034923120097687055 }, "SPY buy & hold": { "equity": 2.787047051046282, "drawdown": -0.10629049557115511, "net": -0.05764898995260992 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768454262, "net": -0.0002189923238897773 } }, { "date": "2020-06-12", "Ensemble trend": { "equity": 1.6002394416643735, "drawdown": -0.05336153035099278, "net": -0.0004968192169396701 }, "Core + trend": { "equity": 2.012583983072263, "drawdown": -0.03339815818424574, "net": 0.003005465495653059 }, "60/40 monthly": { "equity": 2.5412460647621167, "drawdown": -0.03272102439570823, "net": 0.006494003674643922 }, "SPY buy & hold": { "equity": 2.8204232632550945, "drawdown": -0.09558789976759607, "net": 0.011975474973155764 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00021904029203234643 } }, { "date": "2020-06-15", "Ensemble trend": { "equity": 1.5991292169809836, "drawdown": -0.05401829543744607, "net": -0.0006937866012320937 }, "Core + trend": { "equity": 2.0175196315257407, "drawdown": -0.031027669834038374, "net": 0.002452393785795426 }, "60/40 monthly": { "equity": 2.5550863940397748, "drawdown": -0.027452955430898096, "net": 0.005446276718171106 }, "SPY buy & hold": { "equity": 2.8467542455367254, "drawdown": -0.08714446530271791, "net": 0.00933582651394027 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-16", "Ensemble trend": { "equity": 1.5976673200346447, "drawdown": -0.05488309594919161, "net": -0.0009141831259257271 }, "Core + trend": { "equity": 2.0280787105752025, "drawdown": -0.0259563658075066, "net": 0.0052336933353536175 }, "60/40 monthly": { "equity": 2.583553023600365, "drawdown": -0.016617651970093017, "net": 0.01114116126444653 }, "SPY buy & hold": { "equity": 2.9015473503901577, "drawdown": -0.06957421345989556, "net": 0.019247571138021335 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-17", "Ensemble trend": { "equity": 1.5992855617214068, "drawdown": -0.05392580806214564, "net": 0.001012877754003716 }, "Core + trend": { "equity": 2.0269701723119304, "drawdown": -0.026488773466523452, "net": -0.0005465952862143686 }, "60/40 monthly": { "equity": 2.578373214998503, "drawdown": -0.018589251661956796, "net": -0.0020049166998102885 }, "SPY buy & hold": { "equity": 2.889494605892359, "drawdown": -0.07343911136611914, "net": -0.004153902398379983 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-06-18", "Ensemble trend": { "equity": 1.5999678404190074, "drawdown": -0.05352219892381627, "net": 0.00042661467966120803 }, "Core + trend": { "equity": 2.0286300083063544, "drawdown": -0.025691589079279487, "net": 0.0008188753919999847 }, "60/40 monthly": { "equity": 2.581155647801577, "drawdown": -0.017530169352390268, "net": 0.0010791427660232777 }, "SPY buy & hold": { "equity": 2.8906073525353753, "drawdown": -0.07308229203990368, "net": 0.00038510078570408446 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-06-19", "Ensemble trend": { "equity": 1.6038183221114233, "drawdown": -0.051244405987448616, "net": 0.0024065994297781668 }, "Core + trend": { "equity": 2.027120034580311, "drawdown": -0.026416797764712174, "net": -0.0007443317509159275 }, "60/40 monthly": { "equity": 2.5722900402108744, "drawdown": -0.020904701219790267, "net": -0.0034347435026840234 }, "SPY buy & hold": { "equity": 2.8740875350530994, "drawdown": -0.07837962560655354, "net": -0.005714998776221392 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-22", "Ensemble trend": { "equity": 1.6054034504919101, "drawdown": -0.0503067066249453, "net": 0.000988346596764167 }, "Core + trend": { "equity": 2.031675485823834, "drawdown": -0.024228910153895944, "net": 0.002247252834470803 }, "60/40 monthly": { "equity": 2.581661363838454, "drawdown": -0.017337677764550752, "net": 0.003643183109635517 }, "SPY buy & hold": { "equity": 2.8925253478611204, "drawdown": -0.07246725733805859, "net": 0.006415188327825394 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-23", "Ensemble trend": { "equity": 1.6080242426264464, "drawdown": -0.048756349477814154, "net": 0.0016324819370068244 }, "Core + trend": { "equity": 2.0359032672823942, "drawdown": -0.022198395462826648, "net": 0.0020809334404336965 }, "60/40 monthly": { "equity": 2.588746269911354, "drawdown": -0.014640937459282855, "net": 0.0027443204488935002 }, "SPY buy & hold": { "equity": 2.905841803795317, "drawdown": -0.06819713092263568, "net": 0.00460374736008573 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-24", "Ensemble trend": { "equity": 1.6080392644859807, "drawdown": -0.04874746313883849, "net": 9.341811607166406e-06 }, "Core + trend": { "equity": 2.02015551765012, "drawdown": -0.02976170905721054, "net": -0.007735018596092158 }, "60/40 monthly": { "equity": 2.549369639245685, "drawdown": -0.02962893389976229, "net": -0.015210695278768172 }, "SPY buy & hold": { "equity": 2.8317174715369684, "drawdown": -0.0919662381660381, "net": -0.025508729402108132 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-25", "Ensemble trend": { "equity": 1.6080093832230198, "drawdown": -0.048765139714170846, "net": -1.8582421226098766e-05 }, "Core + trend": { "equity": 2.027039979626715, "drawdown": -0.026455246478526484, "net": 0.0034078871237612773 }, "60/40 monthly": { "equity": 2.5664113350625564, "drawdown": -0.02314232313786968, "net": 0.006684670419905725 }, "SPY buy & hold": { "equity": 2.8620753159404093, "drawdown": -0.08223152842472181, "net": 0.010720647348678947 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-06-26", "Ensemble trend": { "equity": 1.6111605276932994, "drawdown": -0.04690104706570697, "net": 0.001959655523877446 }, "Core + trend": { "equity": 2.014724629778754, "drawdown": -0.0323700505044795, "net": -0.006075533769308583 }, "60/40 monthly": { "equity": 2.531254204527265, "drawdown": -0.03652424379518571, "net": -0.013698946094482745 }, "SPY buy & hold": { "equity": 2.79409723063882, "drawdown": -0.10402974704614709, "net": -0.023751326501781245 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-06-29", "Ensemble trend": { "equity": 1.6119674403809747, "drawdown": -0.04642370937991247, "net": 0.0005008269963207024 }, "Core + trend": { "equity": 2.0248450738333217, "drawdown": -0.02750941365880355, "net": 0.005023239357370146 }, "60/40 monthly": { "equity": 2.5550523697723517, "drawdown": -0.027465906147869257, "net": 0.009401728677634447 }, "SPY buy & hold": { "equity": 2.8351633666875293, "drawdown": -0.09086125888477137, "net": 0.014697461347585428 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-06-30", "Ensemble trend": { "equity": 1.6123297148701987, "drawdown": -0.04620940209617541, "net": 0.00022474057487076315 }, "Core + trend": { "equity": 2.0323393224898063, "drawdown": -0.023910083337529198, "net": 0.0037011466967675766 }, "60/40 monthly": { "equity": 2.573484894690957, "drawdown": -0.020449901649800983, "net": 0.007214147598957998 }, "SPY buy & hold": { "equity": 2.8714809175345954, "drawdown": -0.07921547760618985, "net": 0.012809685421936612 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-01", "Ensemble trend": { "equity": 1.6098152866517523, "drawdown": -0.0476968385502331, "net": -0.0015595000174322138 }, "Core + trend": { "equity": 2.0347819692304094, "drawdown": -0.022736931380527015, "net": 0.001201889228620967 }, "60/40 monthly": { "equity": 2.583145940157074, "drawdown": -0.016772600859723208, "net": 0.0037540711764219026 }, "SPY buy & hold": { "equity": 2.891594501419965, "drawdown": -0.07276574756674425, "net": 0.007004603012524591 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-02", "Ensemble trend": { "equity": 1.6112051268870704, "drawdown": -0.04687466394363193, "net": 0.0008633538560867127 }, "Core + trend": { "equity": 2.039757311411874, "drawdown": -0.02034737896596117, "net": 0.002445147567012196 }, "60/40 monthly": { "equity": 2.5931429407170024, "drawdown": -0.012967424889237966, "net": 0.003870087401767419 }, "SPY buy & hold": { "equity": 2.90751788422675, "drawdown": -0.06765966995253958, "net": 0.005506782779869601 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-07-06", "Ensemble trend": { "equity": 1.6161314102125883, "drawdown": -0.04396046923819741, "net": 0.0030575146784914686 }, "Core + trend": { "equity": 2.0496881957900897, "drawdown": -0.015577783653874189, "net": 0.004868659777639062 }, "60/40 monthly": { "equity": 2.615628564631603, "drawdown": -0.004408682165528366, "net": 0.008671185672620041 }, "SPY buy & hold": { "equity": 2.9524029964522853, "drawdown": -0.05326656834047405, "net": 0.01543760486187784 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-07-07", "Ensemble trend": { "equity": 1.6175311396624017, "drawdown": -0.04313244456276766, "net": 0.0008660987843984724 }, "Core + trend": { "equity": 2.0465904697041633, "drawdown": -0.017065556469956333, "net": -0.0015113157661194032 }, "60/40 monthly": { "equity": 2.602656539770986, "drawdown": -0.009346246887292242, "net": -0.0049594292691339525 }, "SPY buy & hold": { "equity": 2.921951727115236, "drawdown": -0.06303123622371887, "net": -0.010314062603797969 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-08", "Ensemble trend": { "equity": 1.6207013197366182, "drawdown": -0.04125709120261878, "net": 0.0019598881260971535 }, "Core + trend": { "equity": 2.05148043269415, "drawdown": -0.014717009888900456, "net": 0.0023893216851995636 }, "60/40 monthly": { "equity": 2.612997344467688, "drawdown": -0.0054102081413213154, "net": 0.003973173001771357 }, "SPY buy & hold": { "equity": 2.9443013223255217, "drawdown": -0.05586449476089672, "net": 0.007648858467744324 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-09", "Ensemble trend": { "equity": 1.620832453866563, "drawdown": -0.041179517429058565, "net": 8.091196591730743e-05 }, "Core + trend": { "equity": 2.0498148221251364, "drawdown": -0.015516967683108285, "net": -0.0008119066321419233 }, "60/40 monthly": { "equity": 2.6073508006302535, "drawdown": -0.007559462089812841, "net": -0.002160945111325807 }, "SPY buy & hold": { "equity": 2.927539589948935, "drawdown": -0.06123940205929512, "net": -0.005692940545687031 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-10", "Ensemble trend": { "equity": 1.6200263365758734, "drawdown": -0.04165638458940202, "net": -0.0004973476985647984 }, "Core + trend": { "equity": 2.054489508910057, "drawdown": -0.013271813744578642, "net": 0.0022805410198343257 }, "60/40 monthly": { "equity": 2.621301391240646, "drawdown": -0.0022494241592835307, "net": 0.005350484716909021 }, "SPY buy & hold": { "equity": 2.9574306190384156, "drawdown": -0.051654383828476425, "net": 0.010210290303880099 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-07-13", "Ensemble trend": { "equity": 1.6196285506403068, "drawdown": -0.041891699042657216, "net": -0.0002455428819801986 }, "Core + trend": { "equity": 2.04982968255113, "drawdown": -0.015509830532431934, "net": -0.0022681188386302065 }, "60/40 monthly": { "equity": 2.6087054516278325, "drawdown": -0.007043838889285836, "net": -0.004805223716320528 }, "SPY buy & hold": { "equity": 2.9318229066070414, "drawdown": -0.059865890691271684, "net": -0.008658770307754637 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-14", "Ensemble trend": { "equity": 1.6229420270037482, "drawdown": -0.039931577255730155, "net": 0.0020458248665298218 }, "Core + trend": { "equity": 2.05915158766719, "drawdown": -0.011032715177146102, "net": 0.004547648614619648 }, "60/40 monthly": { "equity": 2.6289521379608907, "drawdown": 0.0, "net": 0.007761200606386742 }, "SPY buy & hold": { "equity": 2.9698165378855412, "drawdown": -0.047682648442593734, "net": 0.01295904714874796 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-15", "Ensemble trend": { "equity": 1.6245623106102745, "drawdown": -0.03897308144957501, "net": 0.0009983619744677874 }, "Core + trend": { "equity": 2.0651763857942567, "drawdown": -0.008139131100569741, "net": 0.0029258643040903642 }, "60/40 monthly": { "equity": 2.64321227346864, "drawdown": 0.0, "net": 0.0054242659277967675 }, "SPY buy & hold": { "equity": 2.9971009494565184, "drawdown": -0.03893348221141135, "net": 0.009187238074444437 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-16", "Ensemble trend": { "equity": 1.6208569672506734, "drawdown": -0.04116501627890823, "net": -0.00228082563248011 }, "Core + trend": { "equity": 2.0617847432808296, "drawdown": -0.009768065807311599, "net": -0.0016423016148922054 }, "60/40 monthly": { "equity": 2.638697223571141, "drawdown": -0.001708167725618992, "net": -0.001708167725618992 }, "SPY buy & hold": { "equity": 2.987229769964713, "drawdown": -0.042098827743858536, "net": -0.003293575911613944 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-07-17", "Ensemble trend": { "equity": 1.6240140228001556, "drawdown": -0.03929742686938198, "net": 0.001947769367236063 }, "Core + trend": { "equity": 2.06506618877823, "drawdown": -0.00819205641427101, "net": 0.0015915558149772746 }, "60/40 monthly": { "equity": 2.6430755972827074, "drawdown": -5.170836534940104e-05, "net": 0.001659293712236165 }, "SPY buy & hold": { "equity": 2.995889828214537, "drawdown": -0.03932184686588247, "net": 0.0028990264950146116 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-07-20", "Ensemble trend": { "equity": 1.6274734407783673, "drawdown": -0.03725097178553238, "net": 0.002130165090721947 }, "Core + trend": { "equity": 2.071923967828723, "drawdown": -0.004898409084904243, "net": 0.003320851935767921 }, "60/40 monthly": { "equity": 2.6567141832889485, "drawdown": 0.0, "net": 0.0051601195290298385 }, "SPY buy & hold": { "equity": 3.0201020443693887, "drawdown": -0.03155782734825241, "net": 0.008081811262492744 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-21", "Ensemble trend": { "equity": 1.6324933428061448, "drawdown": -0.03428139595229285, "net": 0.003084475544729459 }, "Core + trend": { "equity": 2.076459125167226, "drawdown": -0.0027202682106884923, "net": 0.0021888628197375137 }, "60/40 monthly": { "equity": 2.6612602436387034, "drawdown": 0.0, "net": 0.0017111589866725119 }, "SPY buy & hold": { "equity": 3.0265276380647195, "drawdown": -0.029497361897925956, "net": 0.0021276081406953473 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-22", "Ensemble trend": { "equity": 1.63771060533419, "drawdown": -0.03119506943969974, "net": 0.0031958859440597287 }, "Core + trend": { "equity": 2.083403925551375, "drawdown": 0.0, "net": 0.00334453989485084 }, "60/40 monthly": { "equity": 2.6708199835833932, "drawdown": 0.0, "net": 0.0035921853067699683 }, "SPY buy & hold": { "equity": 3.043754329630757, "drawdown": -0.0239733582839029, "net": 0.0056918996375174835 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-07-23", "Ensemble trend": { "equity": 1.6391662248916141, "drawdown": -0.030333982383379032, "net": 0.0008888136601685748 }, "Core + trend": { "equity": 2.0777539805083878, "drawdown": -0.0027118817305156195, "net": -0.0027118817305156195 }, "60/40 monthly": { "equity": 2.6524078208466224, "drawdown": -0.006893823937945576, "net": -0.006893823937945576 }, "SPY buy & hold": { "equity": 3.007436778783691, "drawdown": -0.035619139562484414, "net": -0.011931827248183868 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-07-24", "Ensemble trend": { "equity": 1.6405253376577904, "drawdown": -0.029529984934275166, "net": 0.0008291488352660803 }, "Core + trend": { "equity": 2.074612667046315, "drawdown": -0.0042196611023151975, "net": -0.0015118794099501232 }, "60/40 monthly": { "equity": 2.6415319773474804, "drawdown": -0.01096592298093324, "net": -0.004100366245968434 }, "SPY buy & hold": { "equity": 2.988069047596769, "drawdown": -0.04182970046222856, "net": -0.006439946243776085 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-07-27", "Ensemble trend": { "equity": 1.647787653189036, "drawdown": -0.025233885812098622, "net": 0.004426823142892777 }, "Core + trend": { "equity": 2.082057064225608, "drawdown": -0.0006464715311557123, "net": 0.0035883311123765527 }, "60/40 monthly": { "equity": 2.651572709416347, "drawdown": -0.007206503727451796, "net": 0.003801101843540433 }, "SPY buy & hold": { "equity": 3.009857474497232, "drawdown": -0.03484290624926878, "net": 0.007291808373031783 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-07-28", "Ensemble trend": { "equity": 1.6506839082430962, "drawdown": -0.023520575678187106, "net": 0.00175766279620726 }, "Core + trend": { "equity": 2.081376579852722, "drawdown": -0.000973092962814115, "net": -0.0003268327197072374 }, "60/40 monthly": { "equity": 2.643828609721676, "drawdown": -0.010106025126224827, "net": -0.0029205684864570536 }, "SPY buy & hold": { "equity": 2.990768471340712, "drawdown": -0.04096408871895463, "net": -0.00634216181937608 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-07-29", "Ensemble trend": { "equity": 1.6563849569301878, "drawdown": -0.020148060375770882, "net": 0.003453749478396162 }, "Core + trend": { "equity": 2.092196219343, "drawdown": 0.0, "net": 0.005198309424162106 }, "60/40 monthly": { "equity": 2.6648761455021006, "drawdown": -0.002225473119801036, "net": 0.007961006134448612 }, "SPY buy & hold": { "equity": 3.0275512907313136, "drawdown": -0.029169111925602786, "net": 0.012298785326606332 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-07-30", "Ensemble trend": { "equity": 1.6531074703638164, "drawdown": -0.02208689201977654, "net": -0.00197869858251154 }, "Core + trend": { "equity": 2.0893866983323997, "drawdown": -0.0013428573212329598, "net": -0.0013428573212329598 }, "60/40 monthly": { "equity": 2.6605436091295034, "drawdown": -0.003847647732552084, "net": -0.0016257927708609454 }, "SPY buy & hold": { "equity": 3.0167492647983516, "drawdown": -0.03263294768673597, "net": -0.0035679084830145813 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-07-31", "Ensemble trend": { "equity": 1.6555707536744886, "drawdown": -0.020629710873746876, "net": 0.0014900926617491539 }, "Core + trend": { "equity": 2.096780576103498, "drawdown": 0.0, "net": 0.0035387790000769304 }, "60/40 monthly": { "equity": 2.6735568430418164, "drawdown": 0.0, "net": 0.004891193614590117 }, "SPY buy & hold": { "equity": 3.040588090572854, "drawdown": -0.024988661537674317, "net": 0.007902156819153516 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-03", "Ensemble trend": { "equity": 1.6575327226447338, "drawdown": -0.019469087497560045, "net": 0.0011850710492986583 }, "Core + trend": { "equity": 2.1013221905934962, "drawdown": 0.0, "net": 0.002165994163508378 }, "60/40 monthly": { "equity": 2.684357192016202, "drawdown": 0.0, "net": 0.00403969304131091 }, "SPY buy & hold": { "equity": 3.061727183249327, "drawdown": -0.018210086331032715, "net": 0.006952303977646013 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-08-04", "Ensemble trend": { "equity": 1.6677718796961831, "drawdown": -0.013412006469986748, "net": 0.006177348363362478 }, "Core + trend": { "equity": 2.110954253244933, "drawdown": 0.0, "net": 0.004583810466835869 }, "60/40 monthly": { "equity": 2.694268128818532, "drawdown": 0.0, "net": 0.003692108051717824 }, "SPY buy & hold": { "equity": 3.0735537899111396, "drawdown": -0.014417703000139337, "net": 0.003862723865965423 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-05", "Ensemble trend": { "equity": 1.6710170618575098, "drawdown": -0.011492284836494449, "net": 0.0019458189701087036 }, "Core + trend": { "equity": 2.1155467273368362, "drawdown": 0.0, "net": 0.0021755441098942896 }, "60/40 monthly": { "equity": 2.700986183698994, "drawdown": 0.0, "net": 0.0024934618825067645 }, "SPY buy & hold": { "equity": 3.092642174359489, "drawdown": -0.00829671892874484, "net": 0.006210525584750215 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-08-06", "Ensemble trend": { "equity": 1.6771594305838171, "drawdown": -0.007858702024010067, "net": 0.003675826457139486 }, "Core + trend": { "equity": 2.1242151313548003, "drawdown": 0.0, "net": 0.0040974769812227585 }, "60/40 monthly": { "equity": 2.713243181872172, "drawdown": 0.0, "net": 0.004537971444338096 }, "SPY buy & hold": { "equity": 3.113315070430172, "drawdown": -0.0016676368343097048, "net": 0.0066845418594101425 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-08-07", "Ensemble trend": { "equity": 1.667889949534174, "drawdown": -0.013342161015714504, "net": -0.005526893198469773 }, "Core + trend": { "equity": 2.1176009190877174, "drawdown": -0.0031137205311517757, "net": -0.0031137205311517757 }, "60/40 monthly": { "equity": 2.7122218557056463, "drawdown": -0.0003764226418586647, "net": -0.0003764226418586647 }, "SPY buy & hold": { "equity": 3.1155504630469193, "drawdown": -0.0009508238092238441, "net": 0.0007180104056858649 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-10", "Ensemble trend": { "equity": 1.6672844436881689, "drawdown": -0.013700354366348089, "net": -0.0003630370494014379 }, "Core + trend": { "equity": 2.1185393290478074, "drawdown": -0.002671952677115619, "net": 0.0004431476921034072 }, "60/40 monthly": { "equity": 2.7160968914813766, "drawdown": 0.0, "net": 0.0014287311222636045 }, "SPY buy & hold": { "equity": 3.1248623303534115, "drawdown": 0.0, "net": 0.002988835333254558 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-08-11", "Ensemble trend": { "equity": 1.648071982318437, "drawdown": -0.025065687925629354, "net": -0.011523205558874094 }, "Core + trend": { "equity": 2.0988789213217167, "drawdown": -0.01192732772641747, "net": -0.009280171227657674 }, "60/40 monthly": { "equity": 2.6987108688232344, "drawdown": -0.006401105465961288, "net": -0.006401105465961288 }, "SPY buy & hold": { "equity": 3.09906776805482, "drawdown": -0.008254623587105048, "net": -0.008254623587105048 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-08-12", "Ensemble trend": { "equity": 1.6509155631285954, "drawdown": -0.023383537794613996, "net": 0.0017253984295990676 }, "Core + trend": { "equity": 2.1078532328048927, "drawdown": -0.0077025619055223205, "net": 0.0042757642625352865 }, "60/40 monthly": { "equity": 2.7187632096797287, "drawdown": 0.0, "net": 0.0074303405704361225 }, "SPY buy & hold": { "equity": 3.1422758717866675, "drawdown": 0.0, "net": 0.013942290703429006 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-08-13", "Ensemble trend": { "equity": 1.6550834819940146, "drawdown": -0.020917961560423692, "net": 0.0025246105606520075 }, "Core + trend": { "equity": 2.1089612383422813, "drawdown": -0.007180954879457246, "net": 0.000525655923355739 }, "60/40 monthly": { "equity": 2.7135917303700583, "drawdown": -0.0019021440672943868, "net": -0.0019021440672943868 }, "SPY buy & hold": { "equity": 3.1365964401438693, "drawdown": -0.0018074261696089389, "net": -0.0018074261696089389 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-14", "Ensemble trend": { "equity": 1.6532638711470662, "drawdown": -0.021994371491752762, "net": -0.0010994072907767327 }, "Core + trend": { "equity": 2.1079506155942034, "drawdown": -0.007656717778026345, "net": -0.00047920404116674753 }, "60/40 monthly": { "equity": 2.7141535488341924, "drawdown": -0.0016954991994611035, "net": 0.0002070386852399686 }, "SPY buy & hold": { "equity": 3.1366898650774777, "drawdown": -0.0017776945555112444, "net": 2.9785449097818884e-05 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-08-17", "Ensemble trend": { "equity": 1.6634048889490398, "drawdown": -0.015995345769227787, "net": 0.006133937829862157 }, "Core + trend": { "equity": 2.1173945007269235, "drawdown": -0.0032108944744813073, "net": 0.0044801263667451074 }, "60/40 monthly": { "equity": 2.721190277394756, "drawdown": 0.0, "net": 0.0025926051838836006 }, "SPY buy & hold": { "equity": 3.146652613378385, "drawdown": 0.0, "net": 0.0031761980716766836 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-08-18", "Ensemble trend": { "equity": 1.6672239159665658, "drawdown": -0.013736160176564871, "net": 0.002295909458303269 }, "Core + trend": { "equity": 2.1220213961980696, "drawdown": -0.0010327273939205739, "net": 0.002185183474103347 }, "60/40 monthly": { "equity": 2.7266198600753815, "drawdown": 0.0, "net": 0.0019952969572651913 }, "SPY buy & hold": { "equity": 3.153451597454066, "drawdown": 0.0, "net": 0.002160703741739489 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-19", "Ensemble trend": { "equity": 1.6544265904646482, "drawdown": -0.021306552652415545, "net": -0.00767582889098517 }, "Core + trend": { "equity": 2.1102105484076374, "drawdown": -0.006592827035475923, "net": -0.005565847644888544 }, "60/40 monthly": { "equity": 2.7182290302268557, "drawdown": -0.0030773742872590715, "net": -0.0030773742872590715 }, "SPY buy & hold": { "equity": 3.1403213726789168, "drawdown": -0.004163762902132384, "net": -0.004163762902132384 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-08-20", "Ensemble trend": { "equity": 1.6578744927980804, "drawdown": -0.01926690976933254, "net": 0.002084046734562861 }, "Core + trend": { "equity": 2.115615745533165, "drawdown": -0.004048265024903852, "net": 0.002561449202121757 }, "60/40 monthly": { "equity": 2.7264459380163184, "drawdown": -6.378669121065439e-05, "net": 0.0030228901605016123 }, "SPY buy & hold": { "equity": 3.150098199174859, "drawdown": -0.0010634056606145803, "net": 0.003113320369374284 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-08-21", "Ensemble trend": { "equity": 1.6567413564929017, "drawdown": -0.019937228466591073, "net": -0.0006834873870736891 }, "Core + trend": { "equity": 2.1172447450016603, "drawdown": -0.003281393795879106, "net": 0.0007699883459151291 }, "60/40 monthly": { "equity": 2.73319323069684, "drawdown": 0.0, "net": 0.0024747575539423305 }, "SPY buy & hold": { "equity": 3.161272996780003, "drawdown": 0.0, "net": 0.0035474442060474676 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-08-24", "Ensemble trend": { "equity": 1.6585699559596374, "drawdown": -0.01885550122270363, "net": 0.0011037326131619896 }, "Core + trend": { "equity": 2.1240065977881804, "drawdown": -9.816970208997855e-05, "net": 0.0031937038939324758 }, "60/40 monthly": { "equity": 2.7488859955921314, "drawdown": 0.0, "net": 0.005741549744469054 }, "SPY buy & hold": { "equity": 3.1933069216148775, "drawdown": 0.0, "net": 0.010133235841227162 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-08-25", "Ensemble trend": { "equity": 1.6593383468897358, "drawdown": -0.01840095148769383, "net": 0.0004632852098505058 }, "Core + trend": { "equity": 2.12572917752534, "drawdown": 0.0, "net": 0.00081100488998187 }, "60/40 monthly": { "equity": 2.752392890079777, "drawdown": 0.0, "net": 0.0012757511563843416 }, "SPY buy & hold": { "equity": 3.204481100511851, "drawdown": 0.0, "net": 0.0034992498908694714 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-08-26", "Ensemble trend": { "equity": 1.6648119041569083, "drawdown": -0.015163011127004355, "net": 0.003298638446723068 }, "Core + trend": { "equity": 2.1355398182166403, "drawdown": 0.0, "net": 0.004615188423353844 }, "60/40 monthly": { "equity": 2.7691590794318994, "drawdown": 0.0, "net": 0.006091495662756463 }, "SPY buy & hold": { "equity": 3.23660875963442, "drawdown": 0.0, "net": 0.010025853832446474 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-08-27", "Ensemble trend": { "equity": 1.657371857298331, "drawdown": -0.01956424908486598, "net": -0.004469001476983814 }, "Core + trend": { "equity": 2.1305566532465754, "drawdown": -0.0023334451212556617, "net": -0.0023334451212556617 }, "60/40 monthly": { "equity": 2.769278768471273, "drawdown": 0.0, "net": 4.3222160930556086e-05 }, "SPY buy & hold": { "equity": 3.2436855436782492, "drawdown": 0.0, "net": 0.0021864811502976256 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-08-28", "Ensemble trend": { "equity": 1.6668377283883964, "drawdown": -0.013964613499534706, "net": 0.005711374335446884 }, "Core + trend": { "equity": 2.141646732539643, "drawdown": 0.0, "net": 0.005205249659129274 }, "60/40 monthly": { "equity": 2.78219707887502, "drawdown": 0.0, "net": 0.004664864567202054 }, "SPY buy & hold": { "equity": 3.264637786487505, "drawdown": 0.0, "net": 0.006459393960086768 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-08-31", "Ensemble trend": { "equity": 1.66372145376503, "drawdown": -0.01580807852336985, "net": -0.0018695728866057193 }, "Core + trend": { "equity": 2.1378378244025247, "drawdown": -0.0017784950614154749, "net": -0.0017784950614154749 }, "60/40 monthly": { "equity": 2.7769764002575195, "drawdown": -0.0018764589529406406, "net": -0.0018764589529406406 }, "SPY buy & hold": { "equity": 3.2528114891797784, "drawdown": -0.003622545005352973, "net": -0.003622545005352973 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-09-01", "Ensemble trend": { "equity": 1.670003640540989, "drawdown": -0.012091784873303424, "net": 0.0037759847129110735 }, "Core + trend": { "equity": 2.1491848503727353, "drawdown": 0.0, "net": 0.005307711296286932 }, "60/40 monthly": { "equity": 2.7967683593115886, "drawdown": 0.0, "net": 0.007127161416364158 }, "SPY buy & hold": { "equity": 3.283448061613622, "drawdown": 0.0, "net": 0.009418489984972744 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-09-02", "Ensemble trend": { "equity": 1.670243779264517, "drawdown": -0.011949728286129502, "net": 0.00014379532936237283 }, "Core + trend": { "equity": 2.1589853963262584, "drawdown": 0.0, "net": 0.004560122388645782 }, "60/40 monthly": { "equity": 2.823544602093282, "drawdown": 0.0, "net": 0.009573993746226694 }, "SPY buy & hold": { "equity": 3.330939172649492, "drawdown": 0.0, "net": 0.014463792374571849 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-09-03", "Ensemble trend": { "equity": 1.657960641831168, "drawdown": -0.019215947402876354, "net": -0.007354098596767611 }, "Core + trend": { "equity": 2.129501694690256, "drawdown": -0.013656276548313806, "net": -0.013656276548313806 }, "60/40 monthly": { "equity": 2.7667226061465824, "drawdown": -0.020124348630644495, "net": -0.020124348630644495 }, "SPY buy & hold": { "equity": 3.216308944590002, "drawdown": -0.03441378605791556, "net": -0.03441378605791556 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-09-04", "Ensemble trend": { "equity": 1.6542827292836308, "drawdown": -0.02139165524687381, "net": -0.002218335257630155 }, "Core + trend": { "equity": 2.119760001499108, "drawdown": -0.018168439163088634, "net": -0.004574635096763924 }, "60/40 monthly": { "equity": 2.7470705214080597, "drawdown": -0.02708442453096971, "net": -0.007103019541916944 }, "SPY buy & hold": { "equity": 3.19004818568562, "drawdown": -0.04229767631925985, "net": -0.008164874505775854 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.00010930848061119214 } }, { "date": "2020-09-08", "Ensemble trend": { "equity": 1.6472033180666514, "drawdown": -0.025579555398545728, "net": -0.00427944455422391 }, "Core + trend": { "equity": 2.099229995410561, "drawdown": -0.027677538262823487, "net": -0.009685061551320762 }, "60/40 monthly": { "equity": 2.7051457216003816, "drawdown": -0.04193271124710529, "net": -0.015261639437705088 }, "SPY buy & hold": { "equity": 3.1028864348775613, "drawdown": -0.06846499619220991, "net": -0.027323020134671028 }, "BIL reserve": { "equity": 1.053143509852783, "drawdown": -0.0005891552734380578, "net": 0.0 } }, { "date": "2020-09-09", "Ensemble trend": { "equity": 1.6567150614108324, "drawdown": -0.019952783598905177, "net": 0.00577448044200457 }, "Core + trend": { "equity": 2.116938584518321, "drawdown": -0.019475264575427143, "net": 0.008435754608344448 }, "60/40 monthly": { "equity": 2.7357547902125177, "drawdown": -0.031092057768692505, "net": 0.011315127450519658 }, "SPY buy & hold": { "equity": 3.1641601984534193, "drawdown": -0.0500696546984416, "net": 0.01974734327596339 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": -0.0001092965335731666 } }, { "date": "2020-09-10", "Ensemble trend": { "equity": 1.650391238375287, "drawdown": -0.023693707616171955, "net": -0.0038170854981907087 }, "Core + trend": { "equity": 2.1028020756350396, "drawdown": -0.02602302025146641, "net": -0.006677807748729614 }, "60/40 monthly": { "equity": 2.7092000364891304, "drawdown": -0.04049681578232567, "net": -0.009706554775446241 }, "SPY buy & hold": { "equity": 3.109219531701538, "drawdown": -0.06656370154354818, "net": -0.01736342767307908 }, "BIL reserve": { "equity": 1.0530284049178011, "drawdown": -0.0006983874143819957, "net": 0.0 } }, { "date": "2020-09-11", "Ensemble trend": { "equity": 1.6539714746330703, "drawdown": -0.021575781208530875, "net": 0.0021693257783577113 }, "Core + trend": { "equity": 2.105856158789203, "drawdown": -0.024608428397644766, "net": 0.0014523873594907144 }, "60/40 monthly": { "equity": 2.7117638847684353, "drawdown": -0.039588791068494666, "net": 0.0009463488279837229 }, "SPY buy & hold": { "equity": 3.1108021871993623, "drawdown": -0.06608856362724524, "net": 0.0005090201839039743 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": -0.00010970778099705925 } }, { "date": "2020-09-14", "Ensemble trend": { "equity": 1.6604565734018706, "drawdown": -0.017739452835300207, "net": 0.003920925401835751 }, "Core + trend": { "equity": 2.1176799698106077, "drawdown": -0.019131869342857044, "net": 0.005614728704074201 }, "60/40 monthly": { "equity": 2.7315848540023357, "drawdown": -0.03256890223117792, "net": 0.007309253340687993 }, "SPY buy & hold": { "equity": 3.151774588960378, "drawdown": -0.05378800824711649, "net": 0.013171008407288909 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.00021904029203234643 } }, { "date": "2020-09-15", "Ensemble trend": { "equity": 1.66240327433051, "drawdown": -0.01658786142968227, "net": 0.0011723889439945179 }, "Core + trend": { "equity": 2.121681743233132, "drawdown": -0.017278325808318118, "net": 0.0018896969700679112 }, "60/40 monthly": { "equity": 2.739128813161396, "drawdown": -0.029897097736406586, "net": 0.0027617517164097993 }, "SPY buy & hold": { "equity": 3.1676988998294178, "drawdown": -0.04900728123781062, "net": 0.005052490404871435 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": -0.0002189923238897773 } }, { "date": "2020-09-16", "Ensemble trend": { "equity": 1.6621615881872838, "drawdown": -0.01673083340925119, "net": -0.00014538358228599613 }, "Core + trend": { "equity": 2.1188802314493826, "drawdown": -0.01857593152094439, "net": -0.0013204203659125113 }, "60/40 monthly": { "equity": 2.7320867993957685, "drawdown": -0.032391130860730866, "net": -0.002570895436458165 }, "SPY buy & hold": { "equity": 3.1551273685314145, "drawdown": -0.05278145141816959, "net": -0.003968663593209687 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.00021904029203234643 } }, { "date": "2020-09-17", "Ensemble trend": { "equity": 1.6591679739923242, "drawdown": -0.01850173736677929, "net": -0.0018010368042642444 }, "Core + trend": { "equity": 2.1115547265117294, "drawdown": -0.02196896278003424, "net": -0.003457252953198986 }, "60/40 monthly": { "equity": 2.718342458770593, "drawdown": -0.03725889197737331, "net": -0.005030711552874156 }, "SPY buy & hold": { "equity": 3.1273770697087317, "drawdown": -0.061112524843509264, "net": -0.008795302243408187 }, "BIL reserve": { "equity": 1.0531435098527828, "drawdown": -0.0005891552734381689, "net": 0.0 } }, { "date": "2020-09-18", "Ensemble trend": { "equity": 1.65513380642556, "drawdown": -0.020888191613737117, "net": -0.002431440113358274 }, "Core + trend": { "equity": 2.1017290160003657, "drawdown": -0.026520040581710425, "net": -0.004653306110420141 }, "60/40 monthly": { "equity": 2.699011413453996, "drawdown": -0.04410526702746653, "net": -0.007111335532513974 }, "SPY buy & hold": { "equity": 3.091372585195481, "drawdown": -0.07192163382060646, "net": -0.01151267778419951 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": -0.0002189923238897773 } }, { "date": "2020-09-21", "Ensemble trend": { "equity": 1.6445044756345901, "drawdown": -0.027176084019945645, "net": -0.006422037148721582 }, "Core + trend": { "equity": 2.089043323315781, "drawdown": -0.032395806441994024, "net": -0.006035836488914148 }, "60/40 monthly": { "equity": 2.6835488428429595, "drawdown": -0.04958156465689767, "net": -0.005728975629357813 }, "SPY buy & hold": { "equity": 3.0569668425924634, "drawdown": -0.08225077548897586, "net": -0.011129600737156742 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": 0.0 } }, { "date": "2020-09-22", "Ensemble trend": { "equity": 1.6434910809751966, "drawdown": -0.027775568287450647, "net": -0.0006162310132981075 }, "Core + trend": { "equity": 2.0944241935150054, "drawdown": -0.029903492131586606, "net": 0.0025757580702940874 }, "60/40 monthly": { "equity": 2.6993843610934385, "drawdown": -0.04397318211576884, "net": 0.005900961442424357 }, "SPY buy & hold": { "equity": 3.0881011657487463, "drawdown": -0.07290376506863305, "net": 0.010184710780140271 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": 0.0 } }, { "date": "2020-09-23", "Ensemble trend": { "equity": 1.6311151725107655, "drawdown": -0.03509666708320347, "net": -0.00753025593366019 }, "Core + trend": { "equity": 2.0722943568648993, "drawdown": -0.04015360159863657, "net": -0.010566071915434905 }, "60/40 monthly": { "equity": 2.6629587197963898, "drawdown": -0.0568738606706759, "net": -0.013494055097175384 }, "SPY buy & hold": { "equity": 3.016484457701767, "drawdown": -0.09440422014599614, "net": -0.02319117936980364 }, "BIL reserve": { "equity": 1.0529128795081708, "drawdown": -0.0008080185768455372, "net": 0.0 } }, { "date": "2020-09-24", "Ensemble trend": { "equity": 1.6320903240104645, "drawdown": -0.03451980595897641, "net": 0.0005978434362778895 }, "Core + trend": { "equity": 2.0747709747392005, "drawdown": -0.039006480419162326, "net": 0.0011951091147341941 }, "60/40 monthly": { "equity": 2.6676036867654243, "drawdown": -0.05522877705287477, "net": 0.001744288011114703 }, "SPY buy & hold": { "equity": 3.0245248797197406, "drawdown": -0.09199035978973569, "net": 0.0026654942635109258 }, "BIL reserve": { "equity": 1.053028404917801, "drawdown": -0.0006983874143821067, "net": 0.0001097198181145842 } }, { "date": "2020-09-25", "Ensemble trend": { "equity": 1.6345446158235337, "drawdown": -0.03306794382790723, "net": 0.0015037720504575969 }, "Core + trend": { "equity": 2.0861455960676167, "drawdown": -0.03373797728441619, "net": 0.005482350325363372 }, "60/40 monthly": { "equity": 2.693399325949138, "drawdown": -0.04609287065897927, "net": 0.009669966836412414 }, "SPY buy & hold": { "equity": 3.073422005071016, "drawdown": -0.0773106785296358, "net": 0.016166878202637402 }, "BIL reserve": { "equity": 1.0529128795081706, "drawdown": -0.0008080185768456483, "net": -0.00010970778099705925 } }, { "date": "2020-09-28", "Ensemble trend": { "equity": 1.6428731364640743, "drawdown": -0.028141119861237907, "net": 0.005095315575919246 }, "Core + trend": { "equity": 2.1012959520414913, "drawdown": -0.02672062737567904, "net": 0.007262367498430233 }, "60/40 monthly": { "equity": 2.719178251873619, "drawdown": -0.03696288351254984, "net": 0.009571148873513957 }, "SPY buy & hold": { "equity": 3.1244694506657194, "drawdown": -0.06198543752437924, "net": 0.016609318704192688 }, "BIL reserve": { "equity": 1.0530284049178007, "drawdown": -0.0006983874143823288, "net": 0.0001097198181145842 } }, { "date": "2020-09-29", "Ensemble trend": { "equity": 1.6446502182609044, "drawdown": -0.027089868436736886, "net": 0.0010816914327633764 }, "Core + trend": { "equity": 2.0995551961983803, "drawdown": -0.02752691158958498, "net": -0.0008284201192221285 }, "60/40 monthly": { "equity": 2.711356430679866, "drawdown": -0.03973309694851068, "net": -0.0028765385970426216 }, "SPY buy & hold": { "equity": 3.107453119877344, "drawdown": -0.06709400598101667, "net": -0.005446150476763223 }, "BIL reserve": { "equity": 1.0530284049178007, "drawdown": -0.0006983874143823288, "net": 0.0 } }, { "date": "2020-09-30", "Ensemble trend": { "equity": 1.643879558081222, "drawdown": -0.027545760570201083, "net": -0.00046858606840860517 }, "Core + trend": { "equity": 2.1025451354508786, "drawdown": -0.026142029942128664, "net": 0.0014240822331854641 }, "60/40 monthly": { "equity": 2.7202850408735837, "drawdown": -0.03657089785057599, "net": 0.0032930418489756086 }, "SPY buy & hold": { "equity": 3.131013836329613, "drawdown": -0.06002071066366976, "net": 0.0075820022196180226 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768457593, "net": -0.00010970778099705925 } }, { "date": "2020-10-01", "Ensemble trend": { "equity": 1.6496017896926862, "drawdown": -0.024160714286115215, "net": 0.0034809311809578247 }, "Core + trend": { "equity": 2.110406594423987, "drawdown": -0.022500755208873957, "net": 0.0037390203142644296 }, "60/40 monthly": { "equity": 2.731148388761511, "drawdown": -0.03272348283900717, "net": 0.0039934594076358465 }, "SPY buy & hold": { "equity": 3.151115664759759, "drawdown": -0.05398582759069048, "net": 0.006420229830000013 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768457593, "net": 0.0 } }, { "date": "2020-10-02", "Ensemble trend": { "equity": 1.6453957551355425, "drawdown": -0.026648838258565455, "net": -0.002549727202907248 }, "Core + trend": { "equity": 2.1014641770786686, "drawdown": -0.02664270881381048, "net": -0.004237295964173993 }, "60/40 monthly": { "equity": 2.7148192534163984, "drawdown": -0.03850668716062722, "net": -0.005978853222441627 }, "SPY buy & hold": { "equity": 3.121196793802646, "drawdown": -0.06296794026413055, "net": -0.009494691449034476 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768457593, "net": 0.0 } }, { "date": "2020-10-05", "Ensemble trend": { "equity": 1.6483355212011273, "drawdown": -0.024909788728229576, "net": 0.0017866619969142405 }, "Core + trend": { "equity": 2.1113388589373363, "drawdown": -0.02206894843753815, "net": 0.004698953218605473 }, "60/40 monthly": { "equity": 2.7358374881347403, "drawdown": -0.031062769078809227, "net": 0.007742038329767942 }, "SPY buy & hold": { "equity": 3.176545498592375, "drawdown": -0.04635139402269817, "net": 0.01773316725802987 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768457593, "net": 0.0 } }, { "date": "2020-10-06", "Ensemble trend": { "equity": 1.6449896590328348, "drawdown": -0.02688906867858165, "net": -0.002029842908350621 }, "Core + trend": { "equity": 2.1014795287223667, "drawdown": -0.02663559823134698, "net": -0.004669705278825709 }, "60/40 monthly": { "equity": 2.7154629956268788, "drawdown": -0.03827869635431835, "net": -0.007447259786527938 }, "SPY buy & hold": { "equity": 3.1313875360640475, "drawdown": -0.05990852016271342, "net": -0.014216060354979465 }, "BIL reserve": { "equity": 1.0530284049178007, "drawdown": -0.0006983874143824398, "net": 0.0001097198181145842 } }, { "date": "2020-10-07", "Ensemble trend": { "equity": 1.648121131508858, "drawdown": -0.025036613205188685, "net": 0.0019036426513856508 }, "Core + trend": { "equity": 2.1128252995697445, "drawdown": -0.021380458077697062, "net": 0.0053989442639375 }, "60/40 monthly": { "equity": 2.739944075999813, "drawdown": -0.029608360367847752, "net": 0.00901543508873437 }, "SPY buy & hold": { "equity": 3.1858951070972124, "drawdown": -0.043544495421364515, "net": 0.017406842942754075 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768458703, "net": -0.00010970778099705925 } }, { "date": "2020-10-08", "Ensemble trend": { "equity": 1.6530946328640481, "drawdown": -0.022094486177762218, "net": 0.0030176795018925784 }, "Core + trend": { "equity": 2.122140785754819, "drawdown": -0.017065706249858925, "net": 0.004409018666603259 }, "60/40 monthly": { "equity": 2.756343404068428, "drawdown": -0.023800296257064146, "net": 0.005985278390264526 }, "SPY buy & hold": { "equity": 3.214130163770772, "drawdown": -0.03506789011274791, "net": 0.008862519236951805 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768458703, "net": 0.0 } }, { "date": "2020-10-09", "Ensemble trend": { "equity": 1.6586701075805634, "drawdown": -0.018796255478161994, "net": 0.0033727498750966145 }, "Core + trend": { "equity": 2.130981134478362, "drawdown": -0.012971028843246524, "net": 0.004165769200085823 }, "60/40 monthly": { "equity": 2.7703864174874897, "drawdown": -0.018826755761670255, "net": 0.005094798201970896 }, "SPY buy & hold": { "equity": 3.242832963820547, "drawdown": -0.026450860932072717, "net": 0.008930192178683072 }, "BIL reserve": { "equity": 1.0529128795081704, "drawdown": -0.0008080185768458703, "net": 0.0 } }, { "date": "2020-10-12", "Ensemble trend": { "equity": 1.6633273864750695, "drawdown": -0.01604119317271191, "net": 0.002807839167789483 }, "Core + trend": { "equity": 2.1445018142202783, "drawdown": -0.0067085132352562304, "net": 0.00634481437829626 }, "60/40 monthly": { "equity": 2.798124992853248, "drawdown": -0.009002729838653356, "net": 0.010012529367984468 }, "SPY buy & hold": { "equity": 3.29500243668081, "drawdown": -0.010788769805152865, "net": 0.01608762259490537 }, "BIL reserve": { "equity": 1.0530284049178005, "drawdown": -0.0006983874143825508, "net": 0.0001097198181145842 } }, { "date": "2020-10-13", "Ensemble trend": { "equity": 1.659360784525765, "drawdown": -0.018387678268149243, "net": -0.002384739156919946 }, "Core + trend": { "equity": 2.1388558808862674, "drawdown": -0.00932359962890128, "net": -0.002632748219923431 }, "60/40 monthly": { "equity": 2.789689274474111, "drawdown": -0.011990364024733968, "net": -0.0030147753944812505 }, "SPY buy & hold": { "equity": 3.273498306184276, "drawdown": -0.01724464587551333, "net": -0.006526286674979231 }, "BIL reserve": { "equity": 1.0529128795081701, "drawdown": -0.0008080185768460924, "net": -0.00010970778099705925 } }, { "date": "2020-10-14", "Ensemble trend": { "equity": 1.657902311701242, "drawdown": -0.019250453204626927, "net": -0.0008789365387708026 }, "Core + trend": { "equity": 2.1340649324920076, "drawdown": -0.011542673645062895, "net": -0.002239958492329386 }, "60/40 monthly": { "equity": 2.779597828470781, "drawdown": -0.01556439858960268, "net": -0.003617408610940176 }, "SPY buy & hold": { "equity": 3.252929662440169, "drawdown": -0.0234196742017575, "net": -0.006283383041698509 }, "BIL reserve": { "equity": 1.0529128795081701, "drawdown": -0.0008080185768460924, "net": 0.0 } }, { "date": "2020-10-15", "Ensemble trend": { "equity": 1.6550259277165251, "drawdown": -0.02095200839850675, "net": -0.001734953841620146 }, "Core + trend": { "equity": 2.131215114598943, "drawdown": -0.012862653807000801, "net": -0.0013353941811585779 }, "60/40 monthly": { "equity": 2.7763488192206736, "drawdown": -0.016715083175105172, "net": -0.0011688774601953389 }, "SPY buy & hold": { "equity": 3.2489092967541398, "drawdown": -0.02462665081635329, "net": -0.0012359214933079787 }, "BIL reserve": { "equity": 1.0529128795081701, "drawdown": -0.0008080185768460924, "net": 0.0 } }, { "date": "2020-10-16", "Ensemble trend": { "equity": 1.6552094312019532, "drawdown": -0.020843454982000353, "net": 0.00011087650190555465 }, "Core + trend": { "equity": 2.130635266709236, "drawdown": -0.01313122805983924, "net": -0.0002720738445102233 }, "60/40 monthly": { "equity": 2.774701671293058, "drawdown": -0.01729844492770327, "net": -0.0005932784512568956 }, "SPY buy & hold": { "equity": 3.246946445086099, "drawdown": -0.02521592956516927, "net": -0.0006041571151284009 }, "BIL reserve": { "equity": 1.0530284049178003, "drawdown": -0.0006983874143826618, "net": 0.0001097198181145842 } }, { "date": "2020-10-19", "Ensemble trend": { "equity": 1.6511346119814614, "drawdown": -0.023253957142208792, "net": -0.0024618148880005686 }, "Core + trend": { "equity": 2.117763385743346, "drawdown": -0.01909323270692609, "net": -0.006041334792026731 }, "60/40 monthly": { "equity": 2.7477411090934956, "drawdown": -0.026846926003431415, "net": -0.009716562496968506 }, "SPY buy & hold": { "equity": 3.197581267004525, "drawdown": -0.04003612757025854, "net": -0.01520357015936702 }, "BIL reserve": { "equity": 1.0530284049178003, "drawdown": -0.0006983874143826618, "net": 0.0 } }, { "date": "2020-10-20", "Ensemble trend": { "equity": 1.6531962028588083, "drawdown": -0.02203440137926349, "net": 0.0012485904313235263 }, "Core + trend": { "equity": 2.120621884175067, "drawdown": -0.017769231888492998, "net": 0.0013497723357407398 }, "60/40 monthly": { "equity": 2.7518472445907536, "drawdown": -0.025392677505209016, "net": 0.0014943676766594471 }, "SPY buy & hold": { "equity": 3.2103897635314835, "drawdown": -0.03619081672455793, "net": 0.004005682876343952 }, "BIL reserve": { "equity": 1.05291287950817, "drawdown": -0.0008080185768462034, "net": -0.00010970778099705925 } }, { "date": "2020-10-21", "Ensemble trend": { "equity": 1.6529807818319553, "drawdown": -0.022161835953040998, "net": -0.00013030578371797663 }, "Core + trend": { "equity": 2.118838719383099, "drawdown": -0.018595159101804426, "net": -0.0008408688061150027 }, "60/40 monthly": { "equity": 2.7472742403375188, "drawdown": -0.027012274464947028, "net": -0.0016617943682099012 }, "SPY buy & hold": { "equity": 3.2043128118897206, "drawdown": -0.038015212586139824, "net": -0.0018929015133284377 }, "BIL reserve": { "equity": 1.05291287950817, "drawdown": -0.0008080185768462034, "net": 0.0 } }, { "date": "2020-10-22", "Ensemble trend": { "equity": 1.6502651353857418, "drawdown": -0.023768305165721704, "net": -0.001642878414595761 }, "Core + trend": { "equity": 2.1191326352939974, "drawdown": -0.018459022974437134, "net": 0.0001387155653753691 }, "60/40 monthly": { "equity": 2.7523235099826433, "drawdown": -0.025224001086378456, "net": 0.0018379197718914053 }, "SPY buy & hold": { "equity": 3.2218900016338345, "drawdown": -0.032738265505136144, "net": 0.005485478720708148 }, "BIL reserve": { "equity": 1.0530284049178003, "drawdown": -0.0006983874143828839, "net": 0.0001097198181145842 } }, { "date": "2020-10-23", "Ensemble trend": { "equity": 1.6531599595836348, "drawdown": -0.022055841469822424, "net": 0.0017541570356307545 }, "Core + trend": { "equity": 2.1235759367218656, "drawdown": -0.016400972264400404, "net": 0.0020967547542165565 }, "60/40 monthly": { "equity": 2.759461512038973, "drawdown": -0.022695972291990718, "net": 0.002593445875980871 }, "SPY buy & hold": { "equity": 3.232828762072277, "drawdown": -0.029454278655943078, "net": 0.0033951377709653396 }, "BIL reserve": { "equity": 1.0530284049178003, "drawdown": -0.0006983874143828839, "net": 0.0 } }, { "date": "2020-10-26", "Ensemble trend": { "equity": 1.6478848386887885, "drawdown": -0.02517639470772859, "net": -0.003190931926620677 }, "Core + trend": { "equity": 2.1098978460498508, "drawdown": -0.02273639755041179, "net": -0.006441065014670233 }, "60/40 monthly": { "equity": 2.7320400647787224, "drawdown": -0.03240768261522098, "net": -0.009937245778068093 }, "SPY buy & hold": { "equity": 3.1730859918620835, "drawdown": -0.04738999201292804, "net": -0.018480029289240196 }, "BIL reserve": { "equity": 1.0530284049178003, "drawdown": -0.0006983874143828839, "net": 0.0 } }, { "date": "2020-10-27", "Ensemble trend": { "equity": 1.6487721965959243, "drawdown": -0.02465146880640956, "net": 0.0005384829608856556 }, "Core + trend": { "equity": 2.109349996841866, "drawdown": -0.022990150636892914, "net": -0.0002596567454727916 }, "60/40 monthly": { "equity": 2.728977599413545, "drawdown": -0.033492299930246605, "net": -0.0011209445295691234 }, "SPY buy & hold": { "equity": 3.1621472314236407, "drawdown": -0.050673978862120994, "net": -0.00344735707336552 }, "BIL reserve": { "equity": 1.05291287950817, "drawdown": -0.0008080185768463144, "net": -0.00010970778099705925 } }, { "date": "2020-10-28", "Ensemble trend": { "equity": 1.6341884889352571, "drawdown": -0.033278614433656206, "net": -0.008845192617134678 }, "Core + trend": { "equity": 2.07935866157463, "drawdown": -0.03688155319953612, "net": -0.014218283031331547 }, "60/40 monthly": { "equity": 2.673914382232108, "drawdown": -0.052993751099325026, "net": -0.02017723311223596 }, "SPY buy & hold": { "equity": 3.054069122880164, "drawdown": -0.08312071623604589, "net": -0.0341787085273757 }, "BIL reserve": { "equity": 1.05291287950817, "drawdown": -0.0008080185768463144, "net": 0.0 } }, { "date": "2020-10-29", "Ensemble trend": { "equity": 1.6343648880119945, "drawdown": -0.03317426370482002, "net": 0.00010794291963978075 }, "Core + trend": { "equity": 2.0837632797406496, "drawdown": -0.034841419823221975, "net": 0.002118258022252295 }, "60/40 monthly": { "equity": 2.6849775616256655, "drawdown": -0.04907556281026615, "net": 0.0041374471325899 }, "SPY buy & hold": { "equity": 3.0851094023946684, "drawdown": -0.07380193918680467, "net": 0.01016358119793681 }, "BIL reserve": { "equity": 1.0530284049178, "drawdown": -0.0006983874143829949, "net": 0.0001097198181145842 } }, { "date": "2020-10-30", "Ensemble trend": { "equity": 1.629306643233902, "drawdown": -0.03616652159521627, "net": -0.0030949299114259032 }, "Core + trend": { "equity": 2.0730243837599187, "drawdown": -0.0398154673545319, "net": -0.005153606498943364 }, "60/40 monthly": { "equity": 2.6650057829782283, "drawdown": -0.05614886302752864, "net": -0.007438340987603875 }, "SPY buy & hold": { "equity": 3.052946167552349, "drawdown": -0.0834578449765031, "net": -0.010425314193835189 }, "BIL reserve": { "equity": 1.0530284049178, "drawdown": -0.0006983874143829949, "net": 0.0 } }, { "date": "2020-11-02", "Ensemble trend": { "equity": 1.6366674109028825, "drawdown": -0.03181218207565151, "net": 0.00451773010289247 }, "Core + trend": { "equity": 2.084893849360228, "drawdown": -0.03431776198769332, "net": 0.005725675825762 }, "60/40 monthly": { "equity": 2.684320106423735, "drawdown": -0.04930841027491839, "net": 0.00724738519100776 }, "SPY buy & hold": { "equity": 3.087165678996318, "drawdown": -0.07318461281274968, "net": 0.011208684846023331 }, "BIL reserve": { "equity": 1.0530284049178, "drawdown": -0.0006983874143829949, "net": 0.0 } }, { "date": "2020-11-03", "Ensemble trend": { "equity": 1.6418954892614406, "drawdown": -0.02871945734478054, "net": 0.0031943437767079086 }, "Core + trend": { "equity": 2.0975358791352487, "drawdown": -0.028462219937000155, "net": 0.006063632342193426 }, "60/40 monthly": { "equity": 2.7095399797629716, "drawdown": -0.04037641985389262, "net": 0.0093952555356136 }, "SPY buy & hold": { "equity": 3.141671703259059, "drawdown": -0.05682105243605695, "net": 0.01765568483530866 }, "BIL reserve": { "equity": 1.0530284049178, "drawdown": -0.0006983874143829949, "net": 0.0 } }, { "date": "2020-11-04", "Ensemble trend": { "equity": 1.6653190794100654, "drawdown": -0.014862986272603074, "net": 0.014266188257305634 }, "Core + trend": { "equity": 2.130166784842631, "drawdown": -0.013348219739079958, "net": 0.01555678071205846 }, "60/40 monthly": { "equity": 2.754614440390382, "drawdown": -0.024412634265383093, "net": 0.016635466154425682 }, "SPY buy & hold": { "equity": 3.2118861092396513, "drawdown": -0.035741590356074715, "net": 0.022349377214606614 }, "BIL reserve": { "equity": 1.0529128795081697, "drawdown": -0.0008080185768464254, "net": -0.00010970778099705925 } }, { "date": "2020-11-05", "Ensemble trend": { "equity": 1.6860840956517518, "drawdown": -0.002579222552330007, "net": 0.012469091658424025 }, "Core + trend": { "equity": 2.155909984969935, "drawdown": -0.0014244706618009584, "net": 0.01208506315584379 }, "60/40 monthly": { "equity": 2.786289637764162, "drawdown": -0.013194395548595361, "net": 0.011498958587210062 }, "SPY buy & hold": { "equity": 3.2745269085162283, "drawdown": -0.016935843379088822, "net": 0.019502808364337154 }, "BIL reserve": { "equity": 1.0530284049178, "drawdown": -0.0006983874143831059, "net": 0.0001097198181145842 } }, { "date": "2020-11-06", "Ensemble trend": { "equity": 1.686017457110176, "drawdown": -0.0026186432823623873, "net": -3.9522667788394195e-05 }, "Core + trend": { "equity": 2.154350575382559, "drawdown": -0.002146758820873007, "net": -0.0007233185050616875 }, "60/40 monthly": { "equity": 2.7821086391135683, "drawdown": -0.014675157937648509, "net": -0.0015005613895721082 }, "SPY buy & hold": { "equity": 3.273778580985103, "drawdown": -0.017160502999795768, "net": -0.00022852996846023377 }, "BIL reserve": { "equity": 1.0529128795081695, "drawdown": -0.0008080185768466475, "net": -0.00010970778099705925 } }, { "date": "2020-11-09", "Ensemble trend": { "equity": 1.6798669594151727, "drawdown": -0.006257034871762324, "net": -0.0036479442541154095 }, "Core + trend": { "equity": 2.15510535760797, "drawdown": -0.0017971583897188337, "net": 0.0003503525535890617 }, "60/40 monthly": { "equity": 2.7947821013767813, "drawdown": -0.010186664200444118, "net": 0.004555344131798922 }, "SPY buy & hold": { "equity": 3.3149164871814847, "drawdown": -0.004810260601445404, "net": 0.0125658792061627 }, "BIL reserve": { "equity": 1.0530284049177998, "drawdown": -0.0006983874143832169, "net": 0.0001097198181145842 } }, { "date": "2020-11-10", "Ensemble trend": { "equity": 1.6758935218428914, "drawdown": -0.008607563651854222, "net": -0.002365328724403648 }, "Core + trend": { "equity": 2.150209270103308, "drawdown": -0.004064930794753785, "net": -0.0022718552888275623 }, "60/40 monthly": { "equity": 2.7891575354680396, "drawdown": -0.012178687242889397, "net": -0.00201252394809992 }, "SPY buy & hold": { "equity": 3.3100549877388916, "drawdown": -0.006269758716124674, "net": -0.0014665526149428842 }, "BIL reserve": { "equity": 1.0529128795081695, "drawdown": -0.0008080185768467585, "net": -0.00010970778099705925 } }, { "date": "2020-11-11", "Ensemble trend": { "equity": 1.6815513801777884, "drawdown": -0.005260598056463506, "net": 0.003376024944995004 }, "Core + trend": { "equity": 2.159323085893763, "drawdown": 0.0, "net": 0.00423857152751328 }, "60/40 monthly": { "equity": 2.8034247220154853, "drawdown": -0.007125752524993145, "net": 0.005115231522787145 }, "SPY buy & hold": { "equity": 3.334642759752688, "drawdown": 0.0, "net": 0.007428206511636448 }, "BIL reserve": { "equity": 1.0529128795081695, "drawdown": -0.0008080185768467585, "net": 0.0 } }, { "date": "2020-11-12", "Ensemble trend": { "equity": 1.6788868158953303, "drawdown": -0.006836849078000751, "net": -0.001584586896284046 }, "Core + trend": { "equity": 2.1535709263875975, "drawdown": -0.0026638716289111297, "net": -0.0026638716289111297 }, "60/40 monthly": { "equity": 2.7932753568376874, "drawdown": -0.010720300020461537, "net": -0.0036203451792709007 }, "SPY buy & hold": { "equity": 3.3022948405217436, "drawdown": -0.009700565116409487, "net": -0.009700565116409487 }, "BIL reserve": { "equity": 1.0529128795081695, "drawdown": -0.0008080185768467585, "net": 0.0 } }, { "date": "2020-11-13", "Ensemble trend": { "equity": 1.6910994065857894, "drawdown": 0.0, "net": 0.00727421918787674 }, "Core + trend": { "equity": 2.1699780053976205, "drawdown": 0.0, "net": 0.00761854592713318 }, "60/40 monthly": { "equity": 2.815045511962649, "drawdown": -0.0030100782273217996, "net": 0.007793773382087199 }, "SPY buy & hold": { "equity": 3.348013971359893, "drawdown": 0.0, "net": 0.013844654413391444 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0001097198181145842 } }, { "date": "2020-11-16", "Ensemble trend": { "equity": 1.70039549957629, "drawdown": 0.0, "net": 0.00549707069513361 }, "Core + trend": { "equity": 2.184001124411937, "drawdown": 0.0, "net": 0.006462332327533016 }, "60/40 monthly": { "equity": 2.8354675943471532, "drawdown": 0.0, "net": 0.007254618903218324 }, "SPY buy & hold": { "equity": 3.3898052333833673, "drawdown": 0.0, "net": 0.012482403711863821 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-17", "Ensemble trend": { "equity": 1.6987235880171456, "drawdown": -0.0009832486380734196, "net": -0.0009832486380734196 }, "Core + trend": { "equity": 2.1802630925803284, "drawdown": -0.0017115521552741875, "net": -0.0017115521552741875 }, "60/40 monthly": { "equity": 2.8290677475420862, "drawdown": -0.0022570692812098336, "net": -0.0022570692812098336 }, "SPY buy & hold": { "equity": 3.371573450395822, "drawdown": -0.005378416083613113, "net": -0.005378416083613113 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-18", "Ensemble trend": { "equity": 1.691007916741407, "drawdown": -0.005520823148039589, "net": -0.004542040465067565 }, "Core + trend": { "equity": 2.1670103455017506, "drawdown": -0.0077796566678788315, "net": -0.006078508196409094 }, "60/40 monthly": { "equity": 2.808059361827471, "drawdown": -0.009666212576127986, "net": -0.0074259040748908545 }, "SPY buy & hold": { "equity": 3.3309976405715163, "drawdown": -0.017348369231572347, "net": -0.012034680668025377 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-19", "Ensemble trend": { "equity": 1.694152120676888, "drawdown": -0.003671721608859757, "net": 0.001859366774308091 }, "Core + trend": { "equity": 2.1721728705104195, "drawdown": -0.00541586438271735, "net": 0.002382325963226295 }, "60/40 monthly": { "equity": 2.8163968369784653, "drawdown": -0.006725789216109446, "net": 0.0029691235393143334 }, "SPY buy & hold": { "equity": 3.3450203518813066, "drawdown": -0.013211638551091753, "net": 0.004209763206972639 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-20", "Ensemble trend": { "equity": 1.695918396263884, "drawdown": -0.0026329776299229835, "net": 0.0010425720131261862 }, "Core + trend": { "equity": 2.1693605444150457, "drawdown": -0.006703558818374256, "net": -0.0012947063898799405 }, "60/40 monthly": { "equity": 2.8066940273988155, "drawdown": -0.0101477326017414, "net": -0.003445114499581514 }, "SPY buy & hold": { "equity": 3.322116084796978, "drawdown": -0.019968447720764226, "net": -0.006847272863809817 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-23", "Ensemble trend": { "equity": 1.6923966019769254, "drawdown": -0.004704139478937552, "net": -0.0020766295682133062 }, "Core + trend": { "equity": 2.170295032401686, "drawdown": -0.006275679923901878, "net": 0.0004307665634677438 }, "60/40 monthly": { "equity": 2.8145975729008823, "drawdown": -0.007360345605034513, "net": 0.002815962632518154 }, "SPY buy & hold": { "equity": 3.342029825943569, "drawdown": -0.014093850280629261, "net": 0.005994294190296845 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-24", "Ensemble trend": { "equity": 1.6996492637017018, "drawdown": -0.00043886017974892333, "net": 0.004285438600091895 }, "Core + trend": { "equity": 2.1849730731198522, "drawdown": 0.0, "net": 0.006763154547666961 }, "60/40 monthly": { "equity": 2.8402261634584085, "drawdown": 0.0, "net": 0.00910559676604561 }, "SPY buy & hold": { "equity": 3.3958812569628773, "drawdown": 0.0, "net": 0.016113390311860654 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.000698387414383439, "net": 0.0 } }, { "date": "2020-11-25", "Ensemble trend": { "equity": 1.697123944799781, "drawdown": -0.0019239963745635302, "net": -0.0014857882481122964 }, "Core + trend": { "equity": 2.1824076196434388, "drawdown": -0.0011741350536419448, "net": -0.0011741350536419448 }, "60/40 monthly": { "equity": 2.837934600219431, "drawdown": -0.000806824212965962, "net": -0.000806824212965962 }, "SPY buy & hold": { "equity": 3.3906460577858484, "drawdown": -0.0015416319891323749, "net": -0.0015416319891323749 }, "BIL reserve": { "equity": 1.0529128795081693, "drawdown": -0.0008080185768468695, "net": -0.00010970778099705925 } }, { "date": "2020-11-27", "Ensemble trend": { "equity": 1.7016355357065105, "drawdown": 0.0, "net": 0.0026583744343207094 }, "Core + trend": { "equity": 2.1883080233616368, "drawdown": 0.0, "net": 0.002703621296539449 }, "60/40 monthly": { "equity": 2.8460745373839784, "drawdown": 0.0, "net": 0.0028682610106371964 }, "SPY buy & hold": { "equity": 3.400089400578379, "drawdown": 0.0, "net": 0.002785116060948223 }, "BIL reserve": { "equity": 1.0530284049177996, "drawdown": -0.00069838741438355, "net": 0.0001097198181145842 } }, { "date": "2020-11-30", "Ensemble trend": { "equity": 1.6860734802897728, "drawdown": -0.009145351686767778, "net": -0.009145351686767778 }, "Core + trend": { "equity": 2.1752122396953686, "drawdown": -0.005984433419089941, "net": -0.005984433419089941 }, "60/40 monthly": { "equity": 2.837676557196947, "drawdown": -0.002950723909975639, "net": -0.002950723909975639 }, "SPY buy & hold": { "equity": 3.385035921458043, "drawdown": -0.004427377444185643, "net": -0.004427377444185643 }, "BIL reserve": { "equity": 1.052912879508169, "drawdown": -0.0008080185768469805, "net": -0.00010970778099705925 } }, { "date": "2020-12-01", "Ensemble trend": { "equity": 1.7013910293397119, "drawdown": -0.00014368903426609236, "net": 0.009084745848269016 }, "Core + trend": { "equity": 2.19018611093382, "drawdown": 0.0, "net": 0.0068838667626054395 }, "60/40 monthly": { "equity": 2.8505710190838127, "drawdown": 0.0, "net": 0.004544021006961829 }, "SPY buy & hold": { "equity": 3.4220594183266186, "drawdown": 0.0, "net": 0.01093740147154132 }, "BIL reserve": { "equity": 1.052832568850337, "drawdown": -0.0008842316870582012, "net": -7.62747416193088e-05 } }, { "date": "2020-12-02", "Ensemble trend": { "equity": 1.7033081341190928, "drawdown": 0.0, "net": 0.0011267866976616414 }, "Core + trend": { "equity": 2.192260179474453, "drawdown": 0.0, "net": 0.0009469827839190259 }, "60/40 monthly": { "equity": 2.8523776275906854, "drawdown": 0.0, "net": 0.0006337707409420634 }, "SPY buy & hold": { "equity": 3.4292599440043676, "drawdown": 0.0, "net": 0.002104149810838285 }, "BIL reserve": { "equity": 1.052947673785319, "drawdown": -0.0007749995461140413, "net": 0.00010932881294478669 } }, { "date": "2020-12-03", "Ensemble trend": { "equity": 1.7109404319745343, "drawdown": 0.0, "net": 0.0044808673795178056 }, "Core + trend": { "equity": 2.1982693041262578, "drawdown": 0.0, "net": 0.002741063632896612 }, "60/40 monthly": { "equity": 2.854870595504017, "drawdown": 0.0, "net": 0.0008739964474611117 }, "SPY buy & hold": { "equity": 3.428324766606025, "drawdown": -0.0002727053106539312, "net": -0.0002727053106539312 }, "BIL reserve": { "equity": 1.052947673785319, "drawdown": -0.0007749995461140413, "net": 0.0 } }, { "date": "2020-12-04", "Ensemble trend": { "equity": 1.716641492310789, "drawdown": 0.0, "net": 0.0033321208790859647 }, "Core + trend": { "equity": 2.205654173800121, "drawdown": 0.0, "net": 0.0033594017166147516 }, "60/40 monthly": { "equity": 2.8655373866946543, "drawdown": 0.0, "net": 0.00373634840312409 }, "SPY buy & hold": { "equity": 3.457868700412364, "drawdown": 0.0, "net": 0.008617600670191683 }, "BIL reserve": { "equity": 1.0530629889576253, "drawdown": -0.0006655678944103016, "net": 0.00010951652696244984 } }, { "date": "2020-12-07", "Ensemble trend": { "equity": 1.7191650503705966, "drawdown": 0.0, "net": 0.0014700553791289206 }, "Core + trend": { "equity": 2.207590438246319, "drawdown": 0.0, "net": 0.0008778640229269996 }, "60/40 monthly": { "equity": 2.8653551071257795, "drawdown": -6.361095469242795e-05, "net": -6.361095469242795e-05 }, "SPY buy & hold": { "equity": 3.4507622183763935, "drawdown": -0.002055162486396034, "net": -0.002055162486396034 }, "BIL reserve": { "equity": 1.0528325688503373, "drawdown": -0.0008842316870578681, "net": -0.0002188094251760475 } }, { "date": "2020-12-08", "Ensemble trend": { "equity": 1.7225796414126844, "drawdown": 0.0, "net": 0.0019861915185814816 }, "Core + trend": { "equity": 2.212105841222609, "drawdown": 0.0, "net": 0.002045398864780834 }, "60/40 monthly": { "equity": 2.871603788848019, "drawdown": 0.0, "net": 0.002180770441576163 }, "SPY buy & hold": { "equity": 3.460859226350102, "drawdown": 0.0, "net": 0.002926022523354055 }, "BIL reserve": { "equity": 1.0528325688503373, "drawdown": -0.0008842316870578681, "net": 0.0 } }, { "date": "2020-12-09", "Ensemble trend": { "equity": 1.7120232829214264, "drawdown": -0.006128226665096714, "net": -0.006128226665096714 }, "Core + trend": { "equity": 2.198555238522574, "drawdown": -0.006125657483253999, "net": -0.006125657483253999 }, "60/40 monthly": { "equity": 2.8542397287855357, "drawdown": -0.006046816113670417, "net": -0.006046816113670417 }, "SPY buy & hold": { "equity": 3.4298204936060217, "drawdown": -0.008968504846357028, "net": -0.008968504846357028 }, "BIL reserve": { "equity": 1.0528325688503373, "drawdown": -0.0008842316870578681, "net": 0.0 } }, { "date": "2020-12-10", "Ensemble trend": { "equity": 1.7174475061511987, "drawdown": -0.002979331194972623, "net": 0.003168311601765339 }, "Core + trend": { "equity": 2.202898974183965, "drawdown": -0.004162037307200328, "net": 0.001975722777067812 }, "60/40 monthly": { "equity": 2.8561733340170035, "drawdown": -0.005373462345655056, "net": 0.0006774501847084391 }, "SPY buy & hold": { "equity": 3.428697847632292, "drawdown": -0.009292888446008285, "net": -0.00032731916315231757 }, "BIL reserve": { "equity": 1.0528325688503373, "drawdown": -0.0008842316870578681, "net": 0.0 } }, { "date": "2020-12-11", "Ensemble trend": { "equity": 1.7153455033408205, "drawdown": -0.004199595709798998, "net": -0.0012239109509023516 }, "Core + trend": { "equity": 2.2017270536092672, "drawdown": -0.004691813302932113, "net": -0.0005319901586189335 }, "60/40 monthly": { "equity": 2.8563547863970133, "drawdown": -0.005310273830333223, "net": 6.3529890797831e-05 }, "SPY buy & hold": { "equity": 3.424677791300346, "drawdown": -0.010454465981823202, "net": -0.0011724731984540382 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461138193, "net": 0.00010932881294478669 } }, { "date": "2020-12-14", "Ensemble trend": { "equity": 1.7106310339349444, "drawdown": -0.006936461566410257, "net": -0.0027484080593058735 }, "Core + trend": { "equity": 2.195415495630994, "drawdown": -0.007545003173261455, "net": -0.00286663960817779 }, "60/40 monthly": { "equity": 2.847906996036527, "drawdown": -0.008252110859972794, "net": -0.0029575423895931152 }, "SPY buy & hold": { "equity": 3.40934496544144, "drawdown": -0.01488481834697164, "net": -0.004477158668139802 }, "BIL reserve": { "equity": 1.0528325688503375, "drawdown": -0.0008842316870577571, "net": -0.00010931686146198327 } }, { "date": "2020-12-15", "Ensemble trend": { "equity": 1.7242471339678107, "drawdown": 0.0, "net": 0.007959694266475026 }, "Core + trend": { "equity": 2.2124177196373234, "drawdown": 0.0, "net": 0.007744421973956417 }, "60/40 monthly": { "equity": 2.8702372370601066, "drawdown": -0.00047588451903390894, "net": 0.007840930569241511 }, "SPY buy & hold": { "equity": 3.455437177305856, "drawdown": -0.001566677142763817, "net": 0.013519374639887172 }, "BIL reserve": { "equity": 1.0528325688503375, "drawdown": -0.0008842316870577571, "net": 0.0 } }, { "date": "2020-12-16", "Ensemble trend": { "equity": 1.7283954833628847, "drawdown": 0.0, "net": 0.00240589026558391 }, "Core + trend": { "equity": 2.215697147763425, "drawdown": 0.0, "net": 0.0014822825260318861 }, "60/40 monthly": { "equity": 2.872067718338498, "drawdown": 0.0, "net": 0.0006377456381501112 }, "SPY buy & hold": { "equity": 3.460859226350102, "drawdown": 0.0, "net": 0.0015691354714408856 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461135972, "net": 0.00010932881294478669 } }, { "date": "2020-12-17", "Ensemble trend": { "equity": 1.7366357970202062, "drawdown": 0.0, "net": 0.004767608881555585 }, "Core + trend": { "equity": 2.224277647893394, "drawdown": 0.0, "net": 0.0038725960985372954 }, "60/40 monthly": { "equity": 2.8811039150055433, "drawdown": 0.0, "net": 0.0031462338472552087 }, "SPY buy & hold": { "equity": 3.4802133459572935, "drawdown": 0.0, "net": 0.005592287446953614 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461135972, "net": 0.0 } }, { "date": "2020-12-18", "Ensemble trend": { "equity": 1.7326362533084687, "drawdown": -0.002303041154973373, "net": -0.002303041154973373 }, "Core + trend": { "equity": 2.218782593752748, "drawdown": -0.002470489305078538, "net": -0.002470489305078538 }, "60/40 monthly": { "equity": 2.8731076893072163, "drawdown": -0.0027754034336217037, "net": -0.0027754034336217037 }, "SPY buy & hold": { "equity": 3.4663171604681864, "drawdown": -0.00399291195904683, "net": -0.00399291195904683 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461135972, "net": 0.0 } }, { "date": "2020-12-21", "Ensemble trend": { "equity": 1.7223782172762043, "drawdown": -0.008209884748699547, "net": -0.005920478699829035 }, "Core + trend": { "equity": 2.2103373595936233, "drawdown": -0.006267332818352678, "net": -0.003806246805299063 }, "60/40 monthly": { "equity": 2.867547171513401, "drawdown": -0.004705399004019006, "net": -0.0019353669945995078 }, "SPY buy & hold": { "equity": 3.4539241264771112, "drawdown": -0.00755391031148156, "net": -0.0035752741071741756 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461135972, "net": 0.0 } }, { "date": "2020-12-22", "Ensemble trend": { "equity": 1.7172968960309198, "drawdown": -0.011135841506013544, "net": -0.002950177373538976 }, "Core + trend": { "equity": 2.2066946368920433, "drawdown": -0.007905043247637411, "net": -0.0016480392396975851 }, "60/40 monthly": { "equity": 2.8664420176909804, "drawdown": -0.005088985939798896, "net": -0.0003854003984308241 }, "SPY buy & hold": { "equity": 3.44810208260122, "drawdown": -0.009226808866006797, "net": -0.0016856316649404013 }, "BIL reserve": { "equity": 1.0529476737853194, "drawdown": -0.0007749995461135972, "net": 0.0 } }, { "date": "2020-12-23", "Ensemble trend": { "equity": 1.7245625716840236, "drawdown": -0.006952076743378388, "net": 0.004230879162419043 }, "Core + trend": { "equity": 2.2108247120065436, "drawdown": -0.006048226892713449, "net": 0.001871611524971728 }, "60/40 monthly": { "equity": 2.8656979814046917, "drawdown": -0.005347232885496878, "net": -0.00025956788300507405 }, "SPY buy & hold": { "equity": 3.451200882468638, "drawdown": -0.008336403721443508, "net": 0.0008986972523390424 }, "BIL reserve": { "equity": 1.0528325688503375, "drawdown": -0.0008842316870576461, "net": -0.00010931686146198327 } }, { "date": "2020-12-24", "Ensemble trend": { "equity": 1.7261631175900198, "drawdown": -0.006030440837483497, "net": 0.0009280880452098295 }, "Core + trend": { "equity": 2.215051368096798, "drawdown": -0.0041479892608435875, "net": 0.0019118006358893602 }, "60/40 monthly": { "equity": 2.874104596155671, "drawdown": -0.0024293878514474176, "net": 0.002933531309136317 }, "SPY buy & hold": { "equity": 3.464626849748853, "drawdown": -0.004478603654154201, "net": 0.0038902306001415976 }, "BIL reserve": { "equity": 1.0529476737853196, "drawdown": -0.0007749995461134862, "net": 0.00010932881294478669 } }, { "date": "2020-12-28", "Ensemble trend": { "equity": 1.7311858531527358, "drawdown": -0.0031382192379205698, "net": 0.002909768788090128 }, "Core + trend": { "equity": 2.2238192707698605, "drawdown": -0.00020607909447245554, "net": 0.003958329273689332 }, "60/40 monthly": { "equity": 2.8893356029916055, "drawdown": 0.0, "net": 0.005299391976306911 }, "SPY buy & hold": { "equity": 3.4943907343094818, "drawdown": 0.0, "net": 0.008590790827239125 }, "BIL reserve": { "equity": 1.0529476737853196, "drawdown": -0.0007749995461134862, "net": 0.0 } }, { "date": "2020-12-29", "Ensemble trend": { "equity": 1.7383518884465383, "drawdown": 0.0, "net": 0.004139379536144183 }, "Core + trend": { "equity": 2.2270176758720224, "drawdown": 0.0, "net": 0.0014382486671475903 }, "60/40 monthly": { "equity": 2.885759959662074, "drawdown": -0.0012375313292887213, "net": -0.0012375313292887213 }, "SPY buy & hold": { "equity": 3.4877247724902642, "drawdown": -0.0019076177583028375, "net": -0.0019076177583028375 }, "BIL reserve": { "equity": 1.0529476737853196, "drawdown": -0.0007749995461134862, "net": 0.0 } }, { "date": "2020-12-30", "Ensemble trend": { "equity": 1.7461733860555333, "drawdown": 0.0, "net": 0.004499375334176214 }, "Core + trend": { "equity": 2.2333920898540653, "drawdown": 0.0, "net": 0.0028623095591493453 }, "60/40 monthly": { "equity": 2.8890336304779454, "drawdown": -0.00010451278603540448, "net": 0.0011344224265468217 }, "SPY buy & hold": { "equity": 3.4927013516524026, "drawdown": -0.00048345556794560096, "net": 0.001426884139881679 }, "BIL reserve": { "equity": 1.0528325688503377, "drawdown": -0.0008842316870575351, "net": -0.00010931686146198327 } }, { "date": "2020-12-31", "Ensemble trend": { "equity": 1.7467781408498884, "drawdown": 0.0, "net": 0.00034633146924845093 }, "Core + trend": { "equity": 2.2377034828393514, "drawdown": 0.0, "net": 0.0019304236837194289 }, "60/40 monthly": { "equity": 2.8988014779064346, "drawdown": 0.0, "net": 0.0033810085578245275 }, "SPY buy & hold": { "equity": 3.5104468300186458, "drawdown": 0.0, "net": 0.005080731668583027 }, "BIL reserve": { "equity": 1.0529476737853198, "drawdown": -0.0007749995461133752, "net": 0.00010932881294478669 } }, { "date": "2021-01-04", "Ensemble trend": { "equity": 1.7520250922287421, "drawdown": 0.0, "net": 0.003003788092001747 }, "Core + trend": { "equity": 2.2320183759557746, "drawdown": -0.0025405988448314876, "net": -0.0025405988448314876 }, "60/40 monthly": { "equity": 2.8747725982503742, "drawdown": -0.008289246379650006, "net": -0.008289246379650006 }, "SPY buy & hold": { "equity": 3.4626556455205217, "drawdown": -0.013613988991216353, "net": -0.013613988991216353 }, "BIL reserve": { "equity": 1.0529476737853198, "drawdown": -0.0007749995461133752, "net": 0.0 } }, { "date": "2021-01-05", "Ensemble trend": { "equity": 1.7651301039214302, "drawdown": 0.0, "net": 0.007479922377148895 }, "Core + trend": { "equity": 2.243901384676908, "drawdown": 0.0, "net": 0.005323884807196144 }, "60/40 monthly": { "equity": 2.8843034943466153, "drawdown": -0.005001371660086962, "net": 0.003315356526648827 }, "SPY buy & hold": { "equity": 3.486504061271652, "drawdown": -0.00682043338251237, "net": 0.006887319500563649 }, "BIL reserve": { "equity": 1.052832568850338, "drawdown": -0.000884231687057313, "net": -0.00010931686146198327 } }, { "date": "2021-01-06", "Ensemble trend": { "equity": 1.7608465022383768, "drawdown": -0.0024267909054052073, "net": -0.0024267909054052073 }, "Core + trend": { "equity": 2.2413156000340493, "drawdown": -0.0011523610888234392, "net": -0.0011523610888234392 }, "60/40 monthly": { "equity": 2.8884079673861214, "drawdown": -0.003585450952584557, "net": 0.001423037848669928 }, "SPY buy & hold": { "equity": 3.507348030151229, "drawdown": -0.0008827365909428453, "net": 0.00597847256543127 }, "BIL reserve": { "equity": 1.0529476737853198, "drawdown": -0.0007749995461132642, "net": 0.00010932881294478669 } }, { "date": "2021-01-07", "Ensemble trend": { "equity": 1.7665659416571933, "drawdown": 0.0, "net": 0.003248119249205317 }, "Core + trend": { "equity": 2.2535977488175116, "drawdown": 0.0, "net": 0.005479883682278253 }, "60/40 monthly": { "equity": 2.9110142536202703, "drawdown": 0.0, "net": 0.007826555836087934 }, "SPY buy & hold": { "equity": 3.559458725735381, "drawdown": 0.0, "net": 0.01485757761595874 }, "BIL reserve": { "equity": 1.0529476737853198, "drawdown": -0.0007749995461132642, "net": 0.0 } }, { "date": "2021-01-08", "Ensemble trend": { "equity": 1.7695886186317127, "drawdown": 0.0, "net": 0.0017110467847489819 }, "Core + trend": { "equity": 2.258413139774823, "drawdown": 0.0, "net": 0.0021367570853483286 }, "60/40 monthly": { "equity": 2.9181733935067915, "drawdown": 0.0, "net": 0.0024593283518339337 }, "SPY buy & hold": { "equity": 3.5797393608265407, "drawdown": 0.0, "net": 0.005697673903205525 }, "BIL reserve": { "equity": 1.052832568850338, "drawdown": -0.000884231687057202, "net": -0.00010931686146198327 } }, { "date": "2021-01-11", "Ensemble trend": { "equity": 1.7571619324571097, "drawdown": -0.007022358780885196, "net": -0.007022358780885196 }, "Core + trend": { "equity": 2.245087633898619, "drawdown": -0.0059003844963158025, "net": -0.0059003844963158025 }, "60/40 monthly": { "equity": 2.9037656814352704, "drawdown": -0.004937236458799732, "net": -0.004937236458799732 }, "SPY buy & hold": { "equity": 3.5556091235041594, "drawdown": -0.006740780512246469, "net": -0.006740780512246469 }, "BIL reserve": { "equity": 1.05294767378532, "drawdown": -0.0007749995461130421, "net": 0.00010932881294478669 } }, { "date": "2021-01-12", "Ensemble trend": { "equity": 1.7634323922066943, "drawdown": -0.003478902587980337, "net": 0.003568515589690957 }, "Core + trend": { "equity": 2.249329439846504, "drawdown": -0.004022160413583276, "net": 0.0018893721046062684 }, "60/40 monthly": { "equity": 2.903961608947144, "drawdown": -0.004870095996101442, "net": 6.74735957955086e-05 }, "SPY buy & hold": { "equity": 3.5563596165138787, "drawdown": -0.0065311303299085965, "net": 0.0002110729789610577 }, "BIL reserve": { "equity": 1.0528325688503382, "drawdown": -0.000884231687057091, "net": -0.00010931686146198327 } }, { "date": "2021-01-13", "Ensemble trend": { "equity": 1.7652075643759166, "drawdown": -0.0024757473062771984, "net": 0.001006657344544415 }, "Core + trend": { "equity": 2.2540928837813525, "drawdown": -0.001912960882746506, "net": 0.002117717329647384 }, "60/40 monthly": { "equity": 2.912639466983439, "drawdown": -0.0018963665886563286, "net": 0.0029882826307201515 }, "SPY buy & hold": { "equity": 3.5659381470414657, "drawdown": -0.003855368336617704, "net": 0.0026933526303440924 }, "BIL reserve": { "equity": 1.0528325688503382, "drawdown": -0.000884231687057091, "net": 0.0 } }, { "date": "2021-01-14", "Ensemble trend": { "equity": 1.7684969483976272, "drawdown": -0.0006169062247527446, "net": 0.0018634545240427958 }, "Core + trend": { "equity": 2.252640222046816, "drawdown": -0.002556183200644324, "net": -0.0006444551353624872 }, "60/40 monthly": { "equity": 2.9037807648431295, "drawdown": -0.0049320676748293435, "net": -0.0030414688260350653 }, "SPY buy & hold": { "equity": 3.5534489039300183, "drawdown": -0.007344237735356196, "net": -0.003502372334138637 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461129311, "net": 0.00010932881294478669 } }, { "date": "2021-01-15", "Ensemble trend": { "equity": 1.7545068913643367, "drawdown": -0.008522730711863158, "net": -0.00791070465005117 }, "Core + trend": { "equity": 2.240242158215591, "drawdown": -0.008045906764890365, "net": -0.00550379226557518 }, "60/40 monthly": { "equity": 2.893571823483869, "drawdown": -0.008430468894570553, "net": -0.0035157410927376676 }, "SPY buy & hold": { "equity": 3.527536168371034, "drawdown": -0.014582959035166487, "net": -0.0072922775195460865 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461129311, "net": 0.0 } }, { "date": "2021-01-19", "Ensemble trend": { "equity": 1.767175623678307, "drawdown": -0.0013635909092090115, "net": 0.007220679711390954 }, "Core + trend": { "equity": 2.254247256895318, "drawdown": -0.0018446061998735885, "net": 0.006251600358633702 }, "60/40 monthly": { "equity": 2.908308308653848, "drawdown": -0.003380568431914921, "net": 0.0050928354535317855 }, "SPY buy & hold": { "equity": 3.5552335676452156, "drawdown": -0.006845692021462346, "net": 0.00785176903996776 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461129311, "net": 0.0 } }, { "date": "2021-01-20", "Ensemble trend": { "equity": 1.783977656513288, "drawdown": 0.0, "net": 0.009507845519059588 }, "Core + trend": { "equity": 2.2750582372330888, "drawdown": 0.0, "net": 0.009231897820487056 }, "60/40 monthly": { "equity": 2.9337963918203758, "drawdown": 0.0, "net": 0.008763886239531615 }, "SPY buy & hold": { "equity": 3.6044332412914235, "drawdown": 0.0, "net": 0.013838661429717236 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461129311, "net": 0.0 } }, { "date": "2021-01-21", "Ensemble trend": { "equity": 1.7842682844175157, "drawdown": 0.0, "net": 0.00016291005841151396 }, "Core + trend": { "equity": 2.2752193192702728, "drawdown": 0.0, "net": 7.080347858701153e-05 }, "60/40 monthly": { "equity": 2.9338899605485476, "drawdown": 0.0, "net": 3.1893395340265585e-05 }, "SPY buy & hold": { "equity": 3.607718891026059, "drawdown": 0.0, "net": 0.0009115579384286754 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461129311, "net": 0.0 } }, { "date": "2021-01-22", "Ensemble trend": { "equity": 1.7773456025366605, "drawdown": -0.0038798435982485557, "net": -0.0038798435982485557 }, "Core + trend": { "equity": 2.268930037924812, "drawdown": -0.0027642527874974787, "net": -0.0027642527874974787 }, "60/40 monthly": { "equity": 2.929065639874699, "drawdown": -0.0016443427458836535, "net": -0.0016443427458836535 }, "SPY buy & hold": { "equity": 3.5949496824678695, "drawdown": -0.003539413392199542, "net": -0.003539413392199542 }, "BIL reserve": { "equity": 1.0528325688503384, "drawdown": -0.00088423168705698, "net": -0.00010931686146198327 } }, { "date": "2021-01-25", "Ensemble trend": { "equity": 1.782973207681641, "drawdown": -0.0007258307213018345, "net": 0.003166297616484126 }, "Core + trend": { "equity": 2.27755934020148, "drawdown": 0.0, "net": 0.0038032474040321507 }, "60/40 monthly": { "equity": 2.9407321737347405, "drawdown": 0.0, "net": 0.003983022333545527 }, "SPY buy & hold": { "equity": 3.609127998882312, "drawdown": 0.0, "net": 0.0039439540652232985 }, "BIL reserve": { "equity": 1.0529476737853203, "drawdown": -0.0007749995461128201, "net": 0.00010932881294478669 } }, { "date": "2021-01-26", "Ensemble trend": { "equity": 1.779704023884248, "drawdown": -0.002558057312977202, "net": -0.001833557443997491 }, "Core + trend": { "equity": 2.273830784017039, "drawdown": -0.0016370841007862236, "net": -0.0016370841007862236 }, "60/40 monthly": { "equity": 2.937495299499721, "drawdown": -0.0011007035132031273, "net": -0.0011007035132031273 }, "SPY buy & hold": { "equity": 3.603494351644063, "drawdown": -0.0015609441504966792, "net": -0.0015609441504966792 }, "BIL reserve": { "equity": 1.0528325688503384, "drawdown": -0.0008842316870568689, "net": -0.00010931686146198327 } }, { "date": "2021-01-27", "Ensemble trend": { "equity": 1.7538493679962057, "drawdown": -0.01704839831933702, "net": -0.014527503192139801 }, "Core + trend": { "equity": 2.2410419104607815, "drawdown": -0.01603357993626109, "net": -0.014420102756429132 }, "60/40 monthly": { "equity": 2.894000557639024, "drawdown": -0.015891150004445076, "net": -0.014806744326741561 }, "SPY buy & hold": { "equity": 3.51542371853487, "drawdown": -0.025963135798026782, "net": -0.024440341655874054 }, "BIL reserve": { "equity": 1.0528325688503384, "drawdown": -0.0008842316870568689, "net": 0.0 } }, { "date": "2021-01-28", "Ensemble trend": { "equity": 1.7598761417221294, "drawdown": -0.013670669880986752, "net": 0.0034363120550138238 }, "Core + trend": { "equity": 2.2493962421984777, "drawdown": -0.01236547276986033, "net": 0.0037278784027641176 }, "60/40 monthly": { "equity": 2.906499985022049, "drawdown": -0.011640702617680576, "net": 0.004319082575859001 }, "SPY buy & hold": { "equity": 3.5456565838880536, "drawdown": -0.017586357428695965, "net": 0.008600062972148326 }, "BIL reserve": { "equity": 1.0529476737853205, "drawdown": -0.000774999546112709, "net": 0.00010932881294478669 } }, { "date": "2021-01-29", "Ensemble trend": { "equity": 1.7375793391176764, "drawdown": -0.026166998375516837, "net": -0.012669529449177208 }, "Core + trend": { "equity": 2.220788445306021, "drawdown": -0.02492619792309636, "net": -0.012717989101153626 }, "60/40 monthly": { "equity": 2.868448244472325, "drawdown": -0.024580249064509285, "net": -0.013091945895687185 }, "SPY buy & hold": { "equity": 3.4746740517149086, "drawdown": -0.03725385943891202, "net": -0.020019573383304845 }, "BIL reserve": { "equity": 1.0529476737853205, "drawdown": -0.000774999546112709, "net": 0.0 } }, { "date": "2021-02-01", "Ensemble trend": { "equity": 1.7581989820074546, "drawdown": -0.01461064047247329, "net": 0.011866878493300037 }, "Core + trend": { "equity": 2.246147526206458, "drawdown": -0.013791875118495667, "net": 0.011418953909831941 }, "60/40 monthly": { "equity": 2.899239683364185, "drawdown": -0.01410957813198599, "net": 0.010734528312022817 }, "SPY buy & hold": { "equity": 3.5325112007627495, "drawdown": -0.021228617589425847, "net": 0.016645345199874484 }, "BIL reserve": { "equity": 1.0529476737853205, "drawdown": -0.000774999546112709, "net": 0.0 } }, { "date": "2021-02-02", "Ensemble trend": { "equity": 1.7657640746032641, "drawdown": -0.010370755326345016, "net": 0.004302751095426105 }, "Core + trend": { "equity": 2.2592981573718744, "drawdown": -0.00801787356635475, "net": 0.005854749526459813 }, "60/40 monthly": { "equity": 2.9217903333351583, "drawdown": -0.006441198749332577, "net": 0.007778125451430862 }, "SPY buy & hold": { "equity": 3.5824622954809304, "drawdown": -0.007388406121822122, "net": 0.014140392451521544 }, "BIL reserve": { "equity": 1.0528325688503386, "drawdown": -0.0008842316870566469, "net": -0.00010931686146198327 } }, { "date": "2021-02-03", "Ensemble trend": { "equity": 1.7671319559277905, "drawdown": -0.009604120994236798, "net": 0.0007746682267468774 }, "Core + trend": { "equity": 2.259825798594387, "drawdown": -0.007786203983394024, "net": 0.0002335420939423294 }, "60/40 monthly": { "equity": 2.920306578582515, "drawdown": -0.006945751583451787, "net": -0.0005078238283270364 }, "SPY buy & hold": { "equity": 3.5852792737770978, "drawdown": -0.00660789118939531, "net": 0.0007863246180483952 }, "BIL reserve": { "equity": 1.0528325688503386, "drawdown": -0.0008842316870566469, "net": 0.0 } }, { "date": "2021-02-04", "Ensemble trend": { "equity": 1.7693050616664032, "drawdown": -0.008386195552423481, "net": 0.0012297359749071646 }, "Core + trend": { "equity": 2.268578392287511, "drawdown": -0.003943233335547025, "net": 0.003873127609468119 }, "60/40 monthly": { "equity": 2.9398529568051366, "drawdown": -0.0002989789200990023, "net": 0.006693262401274769 }, "SPY buy & hold": { "equity": 3.626028321888889, "drawdown": 0.0, "net": 0.011365655225195948 }, "BIL reserve": { "equity": 1.0529476737853207, "drawdown": -0.000774999546112487, "net": 0.00010932881294478669 } }, { "date": "2021-02-05", "Ensemble trend": { "equity": 1.7759398398021053, "drawdown": -0.00466770871182598, "net": 0.003749934524831522 }, "Core + trend": { "equity": 2.274876848721792, "drawdown": -0.001177792135791611, "net": 0.0027763891500041105 }, "60/40 monthly": { "equity": 2.9443693850335055, "drawdown": 0.0, "net": 0.0015362769140934152 }, "SPY buy & hold": { "equity": 3.640299135174687, "drawdown": 0.0, "net": 0.003935659630579957 }, "BIL reserve": { "equity": 1.0529476737853207, "drawdown": -0.000774999546112487, "net": 0.0 } }, { "date": "2021-02-08", "Ensemble trend": { "equity": 1.7833006197824026, "drawdown": -0.0005423313542946007, "net": 0.004144723720549859 }, "Core + trend": { "equity": 2.2846792254659043, "drawdown": 0.0, "net": 0.004308970285411329 }, "60/40 monthly": { "equity": 2.9577273101759776, "drawdown": 0.0, "net": 0.004536769472733848 }, "SPY buy & hold": { "equity": 3.666589282717124, "drawdown": 0.0, "net": 0.00722197450434936 }, "BIL reserve": { "equity": 1.0529476737853207, "drawdown": -0.000774999546112487, "net": 0.0 } }, { "date": "2021-02-09", "Ensemble trend": { "equity": 1.7895357105681469, "drawdown": 0.0, "net": 0.0034963767278368696 }, "Core + trend": { "equity": 2.2889918573841395, "drawdown": 0.0, "net": 0.001887631257011746 }, "60/40 monthly": { "equity": 2.957421565095709, "drawdown": -0.00010337162564544311, "net": -0.00010337162564544311 }, "SPY buy & hold": { "equity": 3.664148169633986, "drawdown": -0.0006657721645139114, "net": -0.0006657721645139114 }, "BIL reserve": { "equity": 1.0529476737853207, "drawdown": -0.000774999546112487, "net": 0.0 } }, { "date": "2021-02-10", "Ensemble trend": { "equity": 1.791035866359861, "drawdown": 0.0, "net": 0.0008382932974484447 }, "Core + trend": { "equity": 2.2909127097023068, "drawdown": 0.0, "net": 0.0008391695723908299 }, "60/40 monthly": { "equity": 2.9596014225638227, "drawdown": 0.0, "net": 0.000737080399304979 }, "SPY buy & hold": { "equity": 3.662552211910515, "drawdown": -0.001101042548080744, "net": -0.00043556036753555905 }, "BIL reserve": { "equity": 1.0528325688503388, "drawdown": -0.0008842316870565359, "net": -0.00010931686146198327 } }, { "date": "2021-02-11", "Ensemble trend": { "equity": 1.7965331074607507, "drawdown": 0.0, "net": 0.0030693082166257657 }, "Core + trend": { "equity": 2.2956327754202266, "drawdown": 0.0, "net": 0.0020603428921277533 }, "60/40 monthly": { "equity": 2.9616079098220007, "drawdown": 0.0, "net": 0.0006779586071559152 }, "SPY buy & hold": { "equity": 3.668467680720015, "drawdown": 0.0, "net": 0.0016151220425644208 }, "BIL reserve": { "equity": 1.0529476737853207, "drawdown": -0.000774999546112376, "net": 0.00010932881294478669 } }, { "date": "2021-02-12", "Ensemble trend": { "equity": 1.7987194256730992, "drawdown": 0.0, "net": 0.001216965166558337 }, "Core + trend": { "equity": 2.2989609852386343, "drawdown": 0.0, "net": 0.0014498006188286006 }, "60/40 monthly": { "equity": 2.966626589339339, "drawdown": 0.0, "net": 0.0016945793197993275 }, "SPY buy & hold": { "equity": 3.686589333653372, "drawdown": 0.0, "net": 0.004939842602020628 }, "BIL reserve": { "equity": 1.0528325688503388, "drawdown": -0.0008842316870564249, "net": -0.00010931686146198327 } }, { "date": "2021-02-16", "Ensemble trend": { "equity": 1.796492162397174, "drawdown": -0.0012382494146311318, "net": -0.0012382494146311318 }, "Core + trend": { "equity": 2.2939124899406003, "drawdown": -0.002195989984366653, "net": -0.002195989984366653 }, "60/40 monthly": { "equity": 2.9566752804094487, "drawdown": -0.003354419112149176, "net": -0.003354419112149176 }, "SPY buy & hold": { "equity": 3.6833964901441765, "drawdown": -0.0008660697518025895, "net": -0.0008660697518025895 }, "BIL reserve": { "equity": 1.052947673785321, "drawdown": -0.000774999546112265, "net": 0.00010932881294478669 } }, { "date": "2021-02-17", "Ensemble trend": { "equity": 1.7935071747254476, "drawdown": -0.002897756522366568, "net": -0.0016615645390533063 }, "Core + trend": { "equity": 2.2924686523546547, "drawdown": -0.00282402917042357, "net": -0.0006294213891233635 }, "60/40 monthly": { "equity": 2.957878781892976, "drawdown": -0.0029487389743616532, "net": 0.00040704553912340735 }, "SPY buy & hold": { "equity": 3.684242573566098, "drawdown": -0.0006365667219431215, "net": 0.0002297019677857115 }, "BIL reserve": { "equity": 1.052947673785321, "drawdown": -0.000774999546112265, "net": 0.0 } }, { "date": "2021-02-18", "Ensemble trend": { "equity": 1.7850825119288931, "drawdown": -0.007581456868462344, "net": -0.004697312012617916 }, "Core + trend": { "equity": 2.2835707490128994, "drawdown": -0.006694431234176679, "net": -0.0038813631464997833 }, "60/40 monthly": { "equity": 2.9501062815647234, "drawdown": -0.005568718299088116, "net": -0.002627727808128255 }, "SPY buy & hold": { "equity": 3.6685614150077095, "drawdown": -0.004890134759815257, "net": -0.004256277442451495 }, "BIL reserve": { "equity": 1.052832568850339, "drawdown": -0.0008842316870563138, "net": -0.00010931686146198327 } }, { "date": "2021-02-19", "Ensemble trend": { "equity": 1.7860033869996959, "drawdown": -0.007069495382052149, "net": 0.0005158725519120999 }, "Core + trend": { "equity": 2.281503973304719, "drawdown": -0.007593435489338329, "net": -0.0009050631381022356 }, "60/40 monthly": { "equity": 2.94229739799335, "drawdown": -0.008200961804028961, "net": -0.002646983812132908 }, "SPY buy & hold": { "equity": 3.662083231117963, "drawdown": -0.006647364356995977, "net": -0.0017658649145806393 }, "BIL reserve": { "equity": 1.0529476737853212, "drawdown": -0.0007749995461121539, "net": 0.00010932881294478669 } }, { "date": "2021-02-22", "Ensemble trend": { "equity": 1.7727353123893659, "drawdown": -0.014445895737190795, "net": -0.007428919064156436 }, "Core + trend": { "equity": 2.2658927301593144, "drawdown": -0.014384000116421047, "net": -0.006842522883180435 }, "60/40 monthly": { "equity": 2.9266374183139554, "drawdown": -0.013479677951072633, "net": -0.005322364656297096 }, "SPY buy & hold": { "equity": 3.633914994926718, "drawdown": -0.014288095027512604, "net": -0.007691861274994993 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": -0.00010931686146198327 } }, { "date": "2021-02-23", "Ensemble trend": { "equity": 1.7752172270654973, "drawdown": -0.01306607260262782, "net": 0.001400048083199934 }, "Core + trend": { "equity": 2.268808237155341, "drawdown": -0.013115815482255044, "net": 0.0012866924180570116 }, "60/40 monthly": { "equity": 2.9296857242241554, "drawdown": -0.012452145223780908, "net": 0.0010415727931054608 }, "SPY buy & hold": { "equity": 3.638328549654526, "drawdown": -0.013090903171203094, "net": 0.0012145453963479103 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.0 } }, { "date": "2021-02-24", "Ensemble trend": { "equity": 1.7776438290683128, "drawdown": -0.011717000608307604, "net": 0.0013669324327292287 }, "Core + trend": { "equity": 2.2768797660095736, "drawdown": -0.009604869056430876, "net": 0.0035576073473502223 }, "60/40 monthly": { "equity": 2.9477253389707143, "drawdown": -0.006371294060582677, "net": 0.006157525565762212 }, "SPY buy & hold": { "equity": 3.678419601627954, "drawdown": -0.0022160678301865744, "net": 0.011019085117322636 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-02-25", "Ensemble trend": { "equity": 1.7448046511138138, "drawdown": -0.02997397692478354, "net": -0.018473429501178806 }, "Core + trend": { "equity": 2.232912030127354, "drawdown": -0.02872991561639049, "net": -0.019310521591254903 }, "60/40 monthly": { "equity": 2.8890537325972145, "drawdown": -0.02614850720373263, "net": -0.0199040275556972 }, "SPY buy & hold": { "equity": 3.5897856347303443, "drawdown": -0.0262583353234781, "net": -0.02409566512161443 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-02-26", "Ensemble trend": { "equity": 1.7352636340480065, "drawdown": -0.03527831562799011, "net": -0.005468243714112475 }, "Core + trend": { "equity": 2.226674396752815, "drawdown": -0.03144315582124413, "net": -0.002793497142018486 }, "60/40 monthly": { "equity": 2.8901678213709077, "drawdown": -0.0257729665887807, "net": 0.000385624109763949 }, "SPY buy & hold": { "equity": 3.5712887352921268, "drawdown": -0.03127568273165471, "net": -0.005152647350099238 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.0 } }, { "date": "2021-03-01", "Ensemble trend": { "equity": 1.7592491332189346, "drawdown": -0.021943551557183194, "net": 0.013822394880122602 }, "Core + trend": { "equity": 2.2585181923430304, "drawdown": -0.01759177000187584, "net": 0.014301056156505565 }, "60/40 monthly": { "equity": 2.931246968466767, "drawdown": -0.011925876010047798, "net": 0.014213412381144819 }, "SPY buy & hold": { "equity": 3.657857763673713, "drawdown": -0.007793536892590658, "net": 0.02424027705351728 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-03-02", "Ensemble trend": { "equity": 1.7536716376497032, "drawdown": -0.02504436621989481, "net": -0.0031703841507804142 }, "Core + trend": { "equity": 2.250092442749779, "drawdown": -0.021256795048995913, "net": -0.0037306538516346244 }, "60/40 monthly": { "equity": 2.919353049066376, "drawdown": -0.01593511648646373, "net": -0.004057631284003493 }, "SPY buy & hold": { "equity": 3.6293142809776087, "drawdown": -0.015536054464467375, "net": -0.007803333136561674 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-03", "Ensemble trend": { "equity": 1.744533824118968, "drawdown": -0.0301245434839591, "net": -0.005210675325160508 }, "Core + trend": { "equity": 2.2329133730786346, "drawdown": -0.028729331460639718, "net": -0.007634828394050386 }, "60/40 monthly": { "equity": 2.8897056196175277, "drawdown": -0.025928767037357803, "net": -0.010155479296458991 }, "SPY buy & hold": { "equity": 3.5812422029704893, "drawdown": -0.02857577048824289, "net": -0.013245498814770773 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-03-04", "Ensemble trend": { "equity": 1.7276482065894816, "drawdown": -0.03951212071722754, "net": -0.009679157432223584 }, "Core + trend": { "equity": 2.210811468969361, "drawdown": -0.038343198007826595, "net": -0.009898236257504411 }, "60/40 monthly": { "equity": 2.862389269623253, "drawdown": -0.0351366498536303, "net": -0.009452987117037348 }, "SPY buy & hold": { "equity": 3.5369247554905563, "drawdown": -0.04059703010492355, "net": -0.012374881387015257 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.0 } }, { "date": "2021-03-05", "Ensemble trend": { "equity": 1.7404169294701293, "drawdown": -0.03241333549347336, "net": 0.007390811874747438 }, "Core + trend": { "equity": 2.2307521085882924, "drawdown": -0.029669436362036117, "net": 0.009019602032473317 }, "60/40 monthly": { "equity": 2.8926507557886816, "drawdown": -0.02493601109640542, "net": 0.010572107185621071 }, "SPY buy & hold": { "equity": 3.601992437562371, "drawdown": -0.022947198191767826, "net": 0.018396682590096525 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.0 } }, { "date": "2021-03-08", "Ensemble trend": { "equity": 1.7274232382150145, "drawdown": -0.03963719212706274, "net": -0.007465849725485363 }, "Core + trend": { "equity": 2.2163272293108633, "drawdown": -0.03594395749138546, "net": -0.006466374825734422 }, "60/40 monthly": { "equity": 2.87943039000763, "drawdown": -0.02939237437062392, "net": -0.004570329050126665 }, "SPY buy & hold": { "equity": 3.5840579438503157, "drawdown": -0.027811991117939083, "net": -0.004979048130426489 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-03-09", "Ensemble trend": { "equity": 1.7469533791900647, "drawdown": -0.02877938923890977, "net": 0.011305938546497307 }, "Core + trend": { "equity": 2.2411769966582935, "drawdown": -0.025134827842388296, "net": 0.011212138270374927 }, "60/40 monthly": { "equity": 2.909804712847874, "drawdown": -0.019153700265364004, "net": 0.010548726215313664 }, "SPY buy & hold": { "equity": 3.635229749787108, "drawdown": -0.013931463262648713, "net": 0.014277616807115256 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-10", "Ensemble trend": { "equity": 1.750056779090619, "drawdown": -0.02705405072515421, "net": 0.0017764640645379082 }, "Core + trend": { "equity": 2.2480812991328754, "drawdown": -0.022131600506685944, "net": 0.0030806591736738387 }, "60/40 monthly": { "equity": 2.9232477672186277, "drawdown": -0.014622272407519676, "net": 0.004619916350879993 }, "SPY buy & hold": { "equity": 3.657857763673713, "drawdown": -0.007793536892590658, "net": 0.006224644780135513 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-11", "Ensemble trend": { "equity": 1.765973774826468, "drawdown": -0.018204979820228284, "net": 0.00909513104147397 }, "Core + trend": { "equity": 2.266163265366194, "drawdown": -0.014266322953295218, "net": 0.008043288398997372 }, "60/40 monthly": { "equity": 2.9410022310812165, "drawdown": -0.008637540818316691, "net": 0.00607354055365672 }, "SPY buy & hold": { "equity": 3.6949456061919244, "drawdown": 0.0, "net": 0.010139224900030719 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-03-12", "Ensemble trend": { "equity": 1.7615458188662743, "drawdown": -0.02066670670047066, "net": -0.0025073735654023155 }, "Core + trend": { "equity": 2.2602995996165665, "drawdown": -0.016816895054030168, "net": -0.0025874860118165754 }, "60/40 monthly": { "equity": 2.9352399811826326, "drawdown": -0.010579898484526118, "net": -0.001959281036133631 }, "SPY buy & hold": { "equity": 3.699920947937723, "drawdown": 0.0, "net": 0.0013465263838963182 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-03-15", "Ensemble trend": { "equity": 1.7653859173759494, "drawdown": -0.018531799802337656, "net": 0.0021799594813529666 }, "Core + trend": { "equity": 2.267454690974931, "drawdown": -0.013704579793220262, "net": 0.0031655499826566125 }, "60/40 monthly": { "equity": 2.9474207466274693, "drawdown": -0.006473967023988281, "net": 0.004149836307397514 }, "SPY buy & hold": { "equity": 3.7219865560981655, "drawdown": 0.0, "net": 0.005963805300418956 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-16", "Ensemble trend": { "equity": 1.7670415194410647, "drawdown": -0.017611366052924127, "net": 0.0009378131142996349 }, "Core + trend": { "equity": 2.267741294251025, "drawdown": -0.013579913355671214, "net": 0.00012639867832175966 }, "60/40 monthly": { "equity": 2.9449257976053484, "drawdown": -0.0073149724377084, "net": -0.0008464855331480337 }, "SPY buy & hold": { "equity": 3.717291798507278, "drawdown": -0.0012613580194682505, "net": -0.0012613580194682505 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-17", "Ensemble trend": { "equity": 1.7719089881696404, "drawdown": -0.014905291576214563, "net": 0.002754586508026957 }, "Core + trend": { "equity": 2.2724993683285972, "drawdown": -0.011510250534891298, "net": 0.002098155591925055 }, "60/40 monthly": { "equity": 2.949252084640418, "drawdown": -0.0058566537363874405, "net": 0.0014690648703568066 }, "SPY buy & hold": { "equity": 3.7299669634236894, "drawdown": 0.0, "net": 0.0034097847582215124 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-03-18", "Ensemble trend": { "equity": 1.756010317251306, "drawdown": -0.02374417477912716, "net": -0.008972622761374116 }, "Core + trend": { "equity": 2.248851804292218, "drawdown": -0.021796446859325358, "net": -0.010405971665361391 }, "60/40 monthly": { "equity": 2.9156824505888275, "drawdown": -0.01717241358706234, "net": -0.011382422759458222 }, "SPY buy & hold": { "equity": 3.6756969763276492, "drawdown": -0.014549723262488823, "net": -0.014549723262488823 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-03-19", "Ensemble trend": { "equity": 1.760773562941055, "drawdown": -0.021096043212989968, "net": 0.0027125385556987514 }, "Core + trend": { "equity": 2.2508604444965923, "drawdown": -0.020922730333785666, "net": 0.0008931847801354476 }, "60/40 monthly": { "equity": 2.91166362284574, "drawdown": -0.018527092924707667, "net": -0.0013783489152858763 }, "SPY buy & hold": { "equity": 3.6688958267733747, "drawdown": -0.01637310390391733, "net": -0.0018503020238272994 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-22", "Ensemble trend": { "equity": 1.763066568503508, "drawdown": -0.019821244303429575, "net": 0.001302271689394896 }, "Core + trend": { "equity": 2.2590369587043706, "drawdown": -0.017366117472462972, "net": 0.0036326171299381205 }, "60/40 monthly": { "equity": 2.92965362449152, "drawdown": -0.012462965504550616, "net": 0.006178598896048548 }, "SPY buy & hold": { "equity": 3.6981925866659604, "drawdown": -0.008518675116780172, "net": 0.007985170818641363 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-23", "Ensemble trend": { "equity": 1.7476924776538945, "drawdown": -0.028368486652725178, "net": -0.00872008529017898 }, "Core + trend": { "equity": 2.24526906411418, "drawdown": -0.02335486398821207, "net": -0.0060945858088515825 }, "60/40 monthly": { "equity": 2.920939847227701, "drawdown": -0.015400233475899694, "net": -0.00297433703116734 }, "SPY buy & hold": { "equity": 3.669084532765101, "drawdown": -0.016322512037132197, "net": -0.007870886444856784 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-03-24", "Ensemble trend": { "equity": 1.7368741170926363, "drawdown": -0.03438296584656042, "net": -0.006190082465641011 }, "Core + trend": { "equity": 2.234612603418821, "drawdown": -0.027990201762007616, "net": -0.004746184261690378 }, "60/40 monthly": { "equity": 2.9132937992888914, "drawdown": -0.017977587823860386, "net": -0.0026176670314065342 }, "SPY buy & hold": { "equity": 3.6504320282222307, "drawdown": -0.021323227787640953, "net": -0.005083694413770656 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-03-25", "Ensemble trend": { "equity": 1.7429513542187203, "drawdown": -0.03100431932762937, "net": 0.0034989508256686452 }, "Core + trend": { "equity": 2.2418705823212135, "drawdown": -0.024833132569013427, "net": 0.0032479808317953385 }, "60/40 monthly": { "equity": 2.9218616346668203, "drawdown": -0.015089514411211313, "net": 0.002940944500695375 }, "SPY buy & hold": { "equity": 3.670968189787434, "drawdown": -0.015817505681632427, "net": 0.00562567975692585 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-26", "Ensemble trend": { "equity": 1.7625237749907212, "drawdown": -0.020123010940871544, "net": 0.01122947047525269 }, "Core + trend": { "equity": 2.264786542433211, "drawdown": -0.014865168667434259, "net": 0.010221803297972176 }, "60/40 monthly": { "equity": 2.947058721279087, "drawdown": -0.006595999688861931, "net": 0.008623641281747307 }, "SPY buy & hold": { "equity": 3.7301265901314458, "drawdown": 0.0, "net": 0.01611520375158504 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-29", "Ensemble trend": { "equity": 1.7573129871500077, "drawdown": -0.02301995404736168, "net": -0.0029564354902054113 }, "Core + trend": { "equity": 2.259318652471972, "drawdown": -0.017243586568541747, "net": -0.002414306981603942 }, "60/40 monthly": { "equity": 2.942284867567183, "drawdown": -0.008205185600246523, "net": -0.0016198705772078048 }, "SPY buy & hold": { "equity": 3.7282416956927733, "drawdown": -0.0005053164800516985, "net": -0.0005053164800516985 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": 0.0 } }, { "date": "2021-03-30", "Ensemble trend": { "equity": 1.7550565666557805, "drawdown": -0.024274413448878818, "net": -0.001284017423604622 }, "Core + trend": { "equity": 2.2557919029220765, "drawdown": -0.01877764894391054, "net": -0.001560979256306716 }, "60/40 monthly": { "equity": 2.936457076878991, "drawdown": -0.010169635965902368, "net": -0.0019807023964374393 }, "SPY buy & hold": { "equity": 3.718351026893625, "drawdown": -0.0031568803238406495, "net": -0.0026529044001023516 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-03-31", "Ensemble trend": { "equity": 1.7580298358905355, "drawdown": -0.022621421218785742, "net": 0.0016941158998771133 }, "Core + trend": { "equity": 2.26004264901426, "drawdown": -0.016928663197968374, "net": 0.0018843697801544934 }, "60/40 monthly": { "equity": 2.942253412308732, "drawdown": -0.00821578863959238, "net": 0.0019739213882539186 }, "SPY buy & hold": { "equity": 3.733423685967218, "drawdown": 0.0, "net": 0.004053586916506147 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-04-01", "Ensemble trend": { "equity": 1.7718060779415539, "drawdown": -0.014962504628243445, "net": 0.007836182168114325 }, "Core + trend": { "equity": 2.278598226237531, "drawdown": -0.008857374758358239, "net": 0.008210277461518034 }, "60/40 monthly": { "equity": 2.966923597604208, "drawdown": 0.0, "net": 0.008384792823170839 }, "SPY buy & hold": { "equity": 3.773739947714377, "drawdown": 0.0, "net": 0.010798737335570907 }, "BIL reserve": { "equity": 1.0528325688503393, "drawdown": -0.0008842316870560918, "net": 0.00010914103608095083 } }, { "date": "2021-04-05", "Ensemble trend": { "equity": 1.7843402017785537, "drawdown": -0.007994144995217778, "net": 0.007074207495417095 }, "Core + trend": { "equity": 2.295515876434064, "drawdown": -0.0014985503567440661, "net": 0.007424586748874917 }, "60/40 monthly": { "equity": 2.9901882218801665, "drawdown": 0.0, "net": 0.007841329077278747 }, "SPY buy & hold": { "equity": 3.827905063775671, "drawdown": 0.0, "net": 0.014353166039991594 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172403388, "net": -0.00010912912561511501 } }, { "date": "2021-04-06", "Ensemble trend": { "equity": 1.7820128527213797, "drawdown": -0.009288037207619393, "net": -0.0013043191286360445 }, "Core + trend": { "equity": 2.2962184731946453, "drawdown": -0.0011929354441412299, "net": 0.0003060735792743685 }, "60/40 monthly": { "equity": 2.994948249018816, "drawdown": 0.0, "net": 0.0015918821109048853 }, "SPY buy & hold": { "equity": 3.82564430412397, "drawdown": -0.0005905997181315792, "net": -0.0005905997181315792 }, "BIL reserve": { "equity": 1.0526027794550237, "drawdown": -0.0011022969474245858, "net": -0.00010914103608095083 } }, { "date": "2021-04-07", "Ensemble trend": { "equity": 1.7782974134411447, "drawdown": -0.011353639673020277, "net": -0.002084967723190556 }, "Core + trend": { "equity": 2.2937480779594877, "drawdown": -0.0022675057613494864, "net": -0.0010758537412689506 }, "60/40 monthly": { "equity": 2.9962822840008063, "drawdown": 0.0, "net": 0.000445428391768532 }, "SPY buy & hold": { "equity": 3.8300717797855928, "drawdown": 0.0, "net": 0.001157315032359385 }, "BIL reserve": { "equity": 1.0526027794550237, "drawdown": -0.0011022969474245858, "net": 0.0 } }, { "date": "2021-04-08", "Ensemble trend": { "equity": 1.7864815416840887, "drawdown": -0.006803664770802742, "net": 0.0046022269284566875 }, "Core + trend": { "equity": 2.3040381478494902, "drawdown": 0.0, "net": 0.004486137771134935 }, "60/40 monthly": { "equity": 3.0089297569315474, "drawdown": 0.0, "net": 0.004221055205070101 }, "SPY buy & hold": { "equity": 3.8482519006409777, "drawdown": 0.0, "net": 0.004746678887674216 }, "BIL reserve": { "equity": 1.0527176741526814, "drawdown": -0.0009932643172404498, "net": 0.00010915294914681795 } }, { "date": "2021-04-09", "Ensemble trend": { "equity": 1.7871392240811699, "drawdown": -0.006438025534524883, "net": 0.00036814396439899255 }, "Core + trend": { "equity": 2.308024687393351, "drawdown": 0.0, "net": 0.00173024025126578 }, "60/40 monthly": { "equity": 3.0188691017389315, "drawdown": 0.0, "net": 0.0033032824327279275 }, "SPY buy & hold": { "equity": 3.876229884070071, "drawdown": 0.0, "net": 0.007270309779989548 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.0011022969474246969, "net": -0.00010914103608095083 } }, { "date": "2021-04-12", "Ensemble trend": { "equity": 1.7823057763471315, "drawdown": -0.009125186002717167, "net": -0.0027045725754932803 }, "Core + trend": { "equity": 2.3048151554668297, "drawdown": -0.0013905968788167078, "net": -0.0013905968788167078 }, "60/40 monthly": { "equity": 3.018790339796846, "drawdown": -2.6089883142121906e-05, "net": -2.6089883142121906e-05 }, "SPY buy & hold": { "equity": 3.877642704175342, "drawdown": 0.0, "net": 0.00036448305377279056 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.0011022969474246969, "net": 0.0 } }, { "date": "2021-04-13", "Ensemble trend": { "equity": 1.7880991867762641, "drawdown": -0.005904333241334103, "net": 0.0032505143090577615 }, "Core + trend": { "equity": 2.3124890970119965, "drawdown": 0.0, "net": 0.003329525809028455 }, "60/40 monthly": { "equity": 3.0291497517894075, "drawdown": 0.0, "net": 0.003431643415573893 }, "SPY buy & hold": { "equity": 3.8891348990714865, "drawdown": 0.0, "net": 0.002963706502347563 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.0011022969474246969, "net": 0.0 } }, { "date": "2021-04-14", "Ensemble trend": { "equity": 1.7882092530072224, "drawdown": -0.005843141801809226, "net": 6.155488004933041e-05 }, "Core + trend": { "equity": 2.3097519335210746, "drawdown": -0.0011836438469953192, "net": -0.0011836438469953192 }, "60/40 monthly": { "equity": 3.021443471193138, "drawdown": -0.002544040812679338, "net": -0.002544040812679338 }, "SPY buy & hold": { "equity": 3.875852781440703, "drawdown": -0.003415185632659412, "net": -0.003415185632659412 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.0011022969474246969, "net": 0.0 } }, { "date": "2021-04-15", "Ensemble trend": { "equity": 1.8008850430898364, "drawdown": 0.0, "net": 0.007088538470146677 }, "Core + trend": { "equity": 2.328526043041523, "drawdown": 0.0, "net": 0.008128193009813156 }, "60/40 monthly": { "equity": 3.048682853477796, "drawdown": 0.0, "net": 0.00901535393409203 }, "SPY buy & hold": { "equity": 3.91748998512995, "drawdown": 0.0, "net": 0.010742720644247417 }, "BIL reserve": { "equity": 1.0527176741526811, "drawdown": -0.0009932643172406719, "net": 0.00010915294914681795 } }, { "date": "2021-04-16", "Ensemble trend": { "equity": 1.8069461797798434, "drawdown": 0.0, "net": 0.0033656433059199298 }, "Core + trend": { "equity": 2.3335362145241008, "drawdown": 0.0, "net": 0.0021516493223472377 }, "60/40 monthly": { "equity": 3.0515391665221907, "drawdown": 0.0, "net": 0.0009369006819246462 }, "SPY buy & hold": { "equity": 3.9305830874149223, "drawdown": 0.0, "net": 0.003342217168307071 }, "BIL reserve": { "equity": 1.0527176741526811, "drawdown": -0.0009932643172406719, "net": 0.0 } }, { "date": "2021-04-19", "Ensemble trend": { "equity": 1.8026089706364765, "drawdown": -0.0024002979125229418, "net": -0.0024002979125229418 }, "Core + trend": { "equity": 2.3266350773173965, "drawdown": -0.0029573730905700923, "net": -0.0029573730905700923 }, "60/40 monthly": { "equity": 3.041218835543387, "drawdown": -0.0033820083622146946, "net": -0.0033820083622146946 }, "SPY buy & hold": { "equity": 3.9112725867336873, "drawdown": -0.0049128844885798495, "net": -0.0049128844885798495 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.001102296947424919, "net": -0.00010914103608095083 } }, { "date": "2021-04-20", "Ensemble trend": { "equity": 1.7893804065348304, "drawdown": -0.009721248724272047, "net": -0.007338565555332521 }, "Core + trend": { "equity": 2.314333833958254, "drawdown": -0.008228876177849731, "net": -0.005287139130269569 }, "60/40 monthly": { "equity": 3.031394094706834, "drawdown": -0.006601610110846368, "net": -0.0032305274193783484 }, "SPY buy & hold": { "equity": 3.8826356791039753, "drawdown": -0.012198548470954917, "net": -0.00732163432608679 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.001102296947424919, "net": 0.0 } }, { "date": "2021-04-21", "Ensemble trend": { "equity": 1.8007522205749253, "drawdown": -0.0034278603725057533, "net": 0.00635516852568907 }, "Core + trend": { "equity": 2.3285997747522016, "drawdown": -0.0021154331101332913, "net": 0.006164167236646367 }, "60/40 monthly": { "equity": 3.04924735738319, "drawdown": -0.0007510338271727868, "net": 0.0058894561771198894 }, "SPY buy & hold": { "equity": 3.9193724047359426, "drawdown": -0.0028521678411720375, "net": 0.009461800866272796 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.001102296947424919, "net": 0.0 } }, { "date": "2021-04-22", "Ensemble trend": { "equity": 1.793772352350144, "drawdown": -0.007290658447449916, "net": -0.0038760847522668618 }, "Core + trend": { "equity": 2.3178429185155762, "drawdown": -0.006725113546920181, "net": -0.0046194525797247366 }, "60/40 monthly": { "equity": 3.0334219385151275, "drawdown": -0.005937078640780302, "net": -0.005189942636088296 }, "SPY buy & hold": { "equity": 3.883577043584015, "drawdown": -0.011959051058203829, "net": -0.009132931871611683 }, "BIL reserve": { "equity": 1.052717674152681, "drawdown": -0.000993264317240783, "net": 0.00010915294914681795 } }, { "date": "2021-04-23", "Ensemble trend": { "equity": 1.806901623018126, "drawdown": -2.4658599252047608e-05, "net": 0.00731936282259027 }, "Core + trend": { "equity": 2.333734779082821, "drawdown": 0.0, "net": 0.006856314740009584 }, "60/40 monthly": { "equity": 3.0515717366392083, "drawdown": 0.0, "net": 0.005983275156559831 }, "SPY buy & hold": { "equity": 3.9256853935444087, "drawdown": -0.0012460476630541395, "net": 0.010842671456707809 }, "BIL reserve": { "equity": 1.052717674152681, "drawdown": -0.000993264317240783, "net": 0.0 } }, { "date": "2021-04-26", "Ensemble trend": { "equity": 1.808747135848011, "drawdown": 0.0, "net": 0.001021368737719186 }, "Core + trend": { "equity": 2.3359855566780356, "drawdown": 0.0, "net": 0.0009644530369894433 }, "60/40 monthly": { "equity": 3.0541423816224187, "drawdown": 0.0, "net": 0.0008424003120572898 }, "SPY buy & hold": { "equity": 3.9338792551884416, "drawdown": 0.0, "net": 0.0020872435823582336 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.00110229694742503, "net": -0.00010914103608095083 } }, { "date": "2021-04-27", "Ensemble trend": { "equity": 1.8067885704005255, "drawdown": -0.0010828298818933435, "net": -0.0010828298818933435 }, "Core + trend": { "equity": 2.3328860274068783, "drawdown": -0.0013268614877760543, "net": -0.0013268614877760543 }, "60/40 monthly": { "equity": 3.0489837681063996, "drawdown": -0.0016890546907897264, "net": -0.0016890546907897264 }, "SPY buy & hold": { "equity": 3.933031934350182, "drawdown": -0.00021539065723541473, "net": -0.00021539065723541473 }, "BIL reserve": { "equity": 1.052717674152681, "drawdown": -0.000993264317240894, "net": 0.00010915294914681795 } }, { "date": "2021-04-28", "Ensemble trend": { "equity": 1.8105186109864382, "drawdown": 0.0, "net": 0.0020644588121818686 }, "Core + trend": { "equity": 2.335885003057499, "drawdown": -4.304548041789147e-05, "net": 0.0012855217166156674 }, "60/40 monthly": { "equity": 3.0500412857552397, "drawdown": -0.0013427978642569505, "net": 0.00034684266275930575 }, "SPY buy & hold": { "equity": 3.931901863878415, "drawdown": -0.0005026568386456987, "net": -0.0002873280691919611 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.001102296947425141, "net": -0.00010914103608095083 } }, { "date": "2021-04-29", "Ensemble trend": { "equity": 1.8120656310002965, "drawdown": 0.0, "net": 0.0008544623648001348 }, "Core + trend": { "equity": 2.340601183893169, "drawdown": 0.0, "net": 0.0020190124212009497 }, "60/40 monthly": { "equity": 3.059669577763097, "drawdown": 0.0, "net": 0.00315677432067063 }, "SPY buy & hold": { "equity": 3.9569589260388494, "drawdown": 0.0, "net": 0.006372758788979027 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.001102296947425141, "net": 0.0 } }, { "date": "2021-04-30", "Ensemble trend": { "equity": 1.797671070956975, "drawdown": -0.007943729960473656, "net": -0.007943729960473656 }, "Core + trend": { "equity": 2.326589937786551, "drawdown": -0.005986174066319627, "net": -0.005986174066319627 }, "60/40 monthly": { "equity": 3.048541439638928, "drawdown": -0.0036370391773821176, "net": -0.0036370391773821176 }, "SPY buy & hold": { "equity": 3.930959571336121, "drawdown": -0.006570539444227919, "net": -0.006570539444227919 }, "BIL reserve": { "equity": 1.0527176741526807, "drawdown": -0.000993264317241005, "net": 0.00010915294914681795 } }, { "date": "2021-05-03", "Ensemble trend": { "equity": 1.8047999006044737, "drawdown": -0.004009639756707983, "net": 0.003965591794111489 }, "Core + trend": { "equity": 2.3332053830988384, "drawdown": -0.0031597868296509013, "net": 0.002843408374137768 }, "60/40 monthly": { "equity": 3.0545696362228676, "drawdown": -0.001666827548077232, "net": 0.001977403523388821 }, "SPY buy & hold": { "equity": 3.9394380387381687, "drawdown": -0.004427866861438479, "net": 0.0021568442127644083 }, "BIL reserve": { "equity": 1.0527176741526807, "drawdown": -0.000993264317241005, "net": 0.0 } }, { "date": "2021-05-04", "Ensemble trend": { "equity": 1.7909480939192, "drawdown": -0.011653847807620132, "net": -0.0076749819637259575 }, "Core + trend": { "equity": 2.320338480551061, "drawdown": -0.008657050795985888, "net": -0.005514689208666157 }, "60/40 monthly": { "equity": 3.044766789749951, "drawdown": -0.004870718106770644, "net": -0.0032092398080136864 }, "SPY buy & hold": { "equity": 3.9151351818364706, "drawdown": -0.010569668521741904, "net": -0.006169117692096604 }, "BIL reserve": { "equity": 1.052602779455023, "drawdown": -0.001102296947425252, "net": -0.00010914103608095083 } }, { "date": "2021-05-05", "Ensemble trend": { "equity": 1.8001146752523443, "drawdown": -0.006595211312161564, "net": 0.005118284200568146 }, "Core + trend": { "equity": 2.3269062310188082, "drawdown": -0.005851040736287283, "net": 0.00283051396285372 }, "60/40 monthly": { "equity": 3.0468226826336844, "drawdown": -0.0041987851311724445, "net": 0.0006752217905996449 }, "SPY buy & hold": { "equity": 3.916358367887761, "drawdown": -0.010260545765060969, "net": 0.000312424985212445 }, "BIL reserve": { "equity": 1.0527176741526805, "drawdown": -0.000993264317241227, "net": 0.00010915294914681795 } }, { "date": "2021-05-06", "Ensemble trend": { "equity": 1.813933480059352, "drawdown": 0.0, "net": 0.007676624715628577 }, "Core + trend": { "equity": 2.341075402199511, "drawdown": 0.0, "net": 0.006089274673736655 }, "60/40 monthly": { "equity": 3.0620107263663017, "drawdown": 0.0, "net": 0.004984879434955625 }, "SPY buy & hold": { "equity": 3.947633756506712, "drawdown": -0.0023566505759695655, "net": 0.007985834206438724 }, "BIL reserve": { "equity": 1.0527176741526805, "drawdown": -0.000993264317241227, "net": 0.0 } }, { "date": "2021-05-07", "Ensemble trend": { "equity": 1.8280951221131472, "drawdown": 0.0, "net": 0.00780714519549619 }, "Core + trend": { "equity": 2.3552186185090775, "drawdown": 0.0, "net": 0.006041333096865831 }, "60/40 monthly": { "equity": 3.0759001008565816, "drawdown": 0.0, "net": 0.004536030645053479 }, "SPY buy & hold": { "equity": 3.976364398424118, "drawdown": 0.0, "net": 0.007277940074874145 }, "BIL reserve": { "equity": 1.0526027794550228, "drawdown": -0.001102296947425474, "net": -0.00010914103608095083 } }, { "date": "2021-05-10", "Ensemble trend": { "equity": 1.81546874463922, "drawdown": -0.0069068492778057156, "net": -0.0069068492778057156 }, "Core + trend": { "equity": 2.3390417462563597, "drawdown": -0.006868522576030989, "net": -0.006868522576030989 }, "60/40 monthly": { "equity": 3.0550098864492226, "drawdown": -0.006791577659346459, "net": -0.006791577659346459 }, "SPY buy & hold": { "equity": 3.9369891918029123, "drawdown": -0.009902313439082766, "net": -0.009902313439082766 }, "BIL reserve": { "equity": 1.0526027794550228, "drawdown": -0.001102296947425474, "net": 0.0 } }, { "date": "2021-05-11", "Ensemble trend": { "equity": 1.8028070813565582, "drawdown": -0.013833000510037885, "net": -0.006974321821870855 }, "Core + trend": { "equity": 2.323845469111973, "drawdown": -0.01332069522147561, "net": -0.006496796035687646 }, "60/40 monthly": { "equity": 3.0365291340403804, "drawdown": -0.012799819735770046, "net": -0.006049326547457379 }, "SPY buy & hold": { "equity": 3.901851826789348, "drawdown": -0.018738869019222837, "net": -0.008924933064770157 }, "BIL reserve": { "equity": 1.0526027794550228, "drawdown": -0.001102296947425474, "net": 0.0 } }, { "date": "2021-05-12", "Ensemble trend": { "equity": 1.7739791589194673, "drawdown": -0.02960237820181133, "net": -0.01599057532844761 }, "Core + trend": { "equity": 2.288619033162251, "drawdown": -0.028277453661174845, "net": -0.015158682630985632 }, "60/40 monthly": { "equity": 2.9918525643805944, "drawdown": -0.027324533866552314, "net": -0.014713038369679632 }, "SPY buy & hold": { "equity": 3.818956687518818, "drawdown": -0.03958583649116321, "net": -0.021245076171623967 }, "BIL reserve": { "equity": 1.0524876745200409, "drawdown": -0.0012115290883694119, "net": -0.00010935268006939669 } }, { "date": "2021-05-13", "Ensemble trend": { "equity": 1.7846212846838627, "drawdown": -0.023780949308059962, "net": 0.005999013974255174 }, "Core + trend": { "equity": 2.3050152109015403, "drawdown": -0.021315816380271913, "net": 0.00716422327250954 }, "60/40 monthly": { "equity": 3.01737832348732, "drawdown": -0.019025903134163746, "net": 0.008531757015910912 }, "SPY buy & hold": { "equity": 3.8648320421697897, "drawdown": -0.028048826787235526, "net": 0.01201253598945029 }, "BIL reserve": { "equity": 1.0524876745200409, "drawdown": -0.0012115290883694119, "net": 0.0 } }, { "date": "2021-05-14", "Ensemble trend": { "equity": 1.807712954440608, "drawdown": -0.011149402143242226, "net": 0.012939254930401711 }, "Core + trend": { "equity": 2.331199054456158, "drawdown": -0.010198443517793088, "net": 0.011359510093808423 }, "60/40 monthly": { "equity": 3.0478402339839157, "drawdown": -0.009122489662408695, "net": 0.01009548927275028 }, "SPY buy & hold": { "equity": 3.9241769830269355, "drawdown": -0.013124404649097254, "net": 0.015355115101930439 }, "BIL reserve": { "equity": 1.0524876745200409, "drawdown": -0.0012115290883694119, "net": 0.0 } }, { "date": "2021-05-17", "Ensemble trend": { "equity": 1.8069898604321104, "drawdown": -0.01154494721075594, "net": -0.0004000048828114444 }, "Core + trend": { "equity": 2.3281385787284634, "drawdown": -0.01149788795307527, "net": -0.0013128332914533747 }, "60/40 monthly": { "equity": 3.0419955108729, "drawdown": -0.011022656416650234, "net": -0.0019176605931787716 }, "SPY buy & hold": { "equity": 3.914191961231923, "drawdown": -0.01563549789773655, "net": -0.0025444881406215814 }, "BIL reserve": { "equity": 1.052602779455023, "drawdown": -0.001102296947425252, "net": 0.00010936463938593377 } }, { "date": "2021-05-18", "Ensemble trend": { "equity": 1.8071370413098853, "drawdown": -0.0114644366968365, "net": 8.145085979616162e-05 }, "Core + trend": { "equity": 2.322171253760315, "drawdown": -0.014031548701700758, "net": -0.0025631313456467852 }, "60/40 monthly": { "equity": 3.026189063043252, "drawdown": -0.016161460445183518, "net": -0.005196078617851763 }, "SPY buy & hold": { "equity": 3.8804683443858834, "drawdown": -0.02411651559807726, "net": -0.008615728911625875 }, "BIL reserve": { "equity": 1.052602779455023, "drawdown": -0.001102296947425252, "net": 0.0 } }, { "date": "2021-05-19", "Ensemble trend": { "equity": 1.8003252528314517, "drawdown": -0.015190604113420325, "net": -0.0037693812493025947 }, "Core + trend": { "equity": 2.314602684248074, "drawdown": -0.017245080325797746, "net": -0.003259264147717378 }, "60/40 monthly": { "equity": 3.0178212090314065, "drawdown": -0.01888191746181922, "net": -0.0027651458112900595 }, "SPY buy & hold": { "equity": 3.8702955446614, "drawdown": -0.02667483236816881, "net": -0.0026215391601380755 }, "BIL reserve": { "equity": 1.052487674520041, "drawdown": -0.0012115290883693008, "net": -0.00010935268006939669 } }, { "date": "2021-05-20", "Ensemble trend": { "equity": 1.8153801424817932, "drawdown": -0.006955316207318707, "net": 0.008362316546226323 }, "Core + trend": { "equity": 2.3334344012185677, "drawdown": -0.00924933979347542, "net": 0.008136047321923412 }, "60/40 monthly": { "equity": 3.0423120541995634, "drawdown": -0.010919745621018162, "net": 0.008115406272201753 }, "SPY buy & hold": { "equity": 3.9119312015802215, "drawdown": -0.016204047312523007, "net": 0.010757746130331869 }, "BIL reserve": { "equity": 1.052487674520041, "drawdown": -0.0012115290883693008, "net": 0.0 } }, { "date": "2021-05-21", "Ensemble trend": { "equity": 1.8127971221141208, "drawdown": -0.008368273518143288, "net": -0.0014228537082824344 }, "Core + trend": { "equity": 2.331332057533875, "drawdown": -0.01014197186939847, "net": -0.0009009654111530319 }, "60/40 monthly": { "equity": 3.0412345451427054, "drawdown": -0.011270052530061858, "net": -0.00035417440343465945 }, "SPY buy & hold": { "equity": 3.908728458740312, "drawdown": -0.017009492316803487, "net": -0.0008187114432420817 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.001102296947425141, "net": 0.00010936463938593377 } }, { "date": "2021-05-24", "Ensemble trend": { "equity": 1.8240421813677505, "drawdown": -0.002217029462182385, "net": 0.006203153743158829 }, "Core + trend": { "equity": 2.3460707141172445, "drawdown": -0.0038840998962653694, "net": 0.006321989411907314 }, "60/40 monthly": { "equity": 3.061075434653398, "drawdown": -0.004819618881333421, "net": 0.006523959009469227 }, "SPY buy & hold": { "equity": 3.948574192924495, "drawdown": -0.006988847780308172, "net": 0.01019403998123325 }, "BIL reserve": { "equity": 1.052487674520041, "drawdown": -0.0012115290883691898, "net": -0.00010935268006939669 } }, { "date": "2021-05-25", "Ensemble trend": { "equity": 1.8270008716249466, "drawdown": -0.0005985741523863997, "net": 0.0016220514456402046 }, "Core + trend": { "equity": 2.3477556394951256, "drawdown": -0.003168699056343427, "net": 0.0007181903630364417 }, "60/40 monthly": { "equity": 3.0614169039389783, "drawdown": -0.0047086044548618755, "net": 0.000111552064909759 }, "SPY buy & hold": { "equity": 3.939815141367536, "drawdown": -0.009191626670600583, "net": -0.0022182821264075114 }, "BIL reserve": { "equity": 1.052487674520041, "drawdown": -0.0012115290883691898, "net": 0.0 } }, { "date": "2021-05-26", "Ensemble trend": { "equity": 1.8293932116510572, "drawdown": 0.0, "net": 0.001309435623849886 }, "Core + trend": { "equity": 2.3502491980713756, "drawdown": -0.0021099614272105383, "net": 0.0010621031142687976 }, "60/40 monthly": { "equity": 3.063704413584247, "drawdown": -0.003964916568304222, "net": 0.0007472061849287392 }, "SPY buy & hold": { "equity": 3.947633756506711, "drawdown": -0.007225354378686544, "net": 0.001984513196337634 }, "BIL reserve": { "equity": 1.052487674520041, "drawdown": -0.0012115290883691898, "net": 0.0 } }, { "date": "2021-05-27", "Ensemble trend": { "equity": 1.8308372792481546, "drawdown": 0.0, "net": 0.0007893697144498724 }, "Core + trend": { "equity": 2.350761178457875, "drawdown": -0.0018925801690649058, "net": 0.0002178408940292087 }, "60/40 monthly": { "equity": 3.0625582750806557, "drawdown": -0.004337535465540832, "net": -0.0003741021811729528 }, "SPY buy & hold": { "equity": 3.9497058101666846, "drawdown": -0.0067042618800224885, "net": 0.0005248849786427812 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.00110229694742503, "net": 0.00010936463938593377 } }, { "date": "2021-05-28", "Ensemble trend": { "equity": 1.8354147113599486, "drawdown": 0.0, "net": 0.002500185114033604 }, "Core + trend": { "equity": 2.354814487026997, "drawdown": -0.0001715897959130297, "net": 0.0017242536614379134 }, "60/40 monthly": { "equity": 3.0657639437615347, "drawdown": -0.0032953466506354667, "net": 0.0010467290392359718 }, "SPY buy & hold": { "equity": 3.9567702200471224, "drawdown": -0.004927661656150217, "net": 0.0017885914090749466 }, "BIL reserve": { "equity": 1.0526027794550232, "drawdown": -0.00110229694742503, "net": 0.0 } }, { "date": "2021-06-01", "Ensemble trend": { "equity": 1.841819865058673, "drawdown": 0.0, "net": 0.0034897582868225197 }, "Core + trend": { "equity": 2.358354644097685, "drawdown": 0.0, "net": 0.0015033698366435644 }, "60/40 monthly": { "equity": 3.06390759271448, "drawdown": -0.0038988613897966706, "net": -0.0006055101048572098 }, "SPY buy & hold": { "equity": 3.953285036927792, "drawdown": -0.005804136438167573, "net": -0.000880815141013902 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": -0.00010935268006939669 } }, { "date": "2021-06-02", "Ensemble trend": { "equity": 1.8454551112039006, "drawdown": 0.0, "net": 0.001973725125997472 }, "Core + trend": { "equity": 2.362148570382575, "drawdown": 0.0, "net": 0.0016087174566323803 }, "60/40 monthly": { "equity": 3.0681989861117356, "drawdown": -0.0025036946884918754, "net": 0.001400627553996614 }, "SPY buy & hold": { "equity": 3.959502744678139, "drawdown": -0.004240469951059089, "net": 0.0015727952050679228 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.0 } }, { "date": "2021-06-03", "Ensemble trend": { "equity": 1.8298904798529847, "drawdown": -0.008434034107045907, "net": -0.008434034107045907 }, "Core + trend": { "equity": 2.348668706107705, "drawdown": -0.005706611533196848, "net": -0.005706611533196848 }, "60/40 monthly": { "equity": 3.0582394969119644, "drawdown": -0.005741605177521536, "net": -0.003246037576067562 }, "SPY buy & hold": { "equity": 3.944808116296169, "drawdown": -0.007935963348946307, "net": -0.003711230760408135 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.0 } }, { "date": "2021-06-04", "Ensemble trend": { "equity": 1.8452247379341098, "drawdown": -0.00012483276802133236, "net": 0.008379877511771605 }, "Core + trend": { "equity": 2.3671920562216435, "drawdown": 0.0, "net": 0.007886744548419644 }, "60/40 monthly": { "equity": 3.0818238002451235, "drawdown": 0.0, "net": 0.007711725441049699 }, "SPY buy & hold": { "equity": 3.980885608373433, "drawdown": 0.0, "net": 0.009145563234933318 }, "BIL reserve": { "equity": 1.0526027794550235, "drawdown": -0.001102296947424919, "net": 0.00010936463938593377 } }, { "date": "2021-06-07", "Ensemble trend": { "equity": 1.8463773930090845, "drawdown": 0.0, "net": 0.0006246692076463667 }, "Core + trend": { "equity": 2.367002071229525, "drawdown": -8.02575319646115e-05, "net": -8.02575319646115e-05 }, "60/40 monthly": { "equity": 3.0790599462407133, "drawdown": -0.0008968241481521755, "net": -0.0008968241481521755 }, "SPY buy & hold": { "equity": 3.9770233226247367, "drawdown": -0.0009702076695127237, "net": -0.0009702076695127237 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00021890509106137213 } }, { "date": "2021-06-08", "Ensemble trend": { "equity": 1.843462694627907, "drawdown": -0.0015786038066830654, "net": -0.0015786038066830654 }, "Core + trend": { "equity": 2.3666831550279723, "drawdown": -0.00021498094856031713, "net": -0.00013473423003251828 }, "60/40 monthly": { "equity": 3.0829537108504326, "drawdown": 0.0, "net": 0.0012645952588461462 }, "SPY buy & hold": { "equity": 3.977871262171166, "drawdown": -0.0007572049284528815, "net": 0.00021320959864779 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-09", "Ensemble trend": { "equity": 1.83985445891507, "drawdown": -0.0035328281849161813, "net": -0.0019573142018830536 }, "Core + trend": { "equity": 2.364778825192188, "drawdown": -0.001019448769740694, "net": -0.0008046408036236352 }, "60/40 monthly": { "equity": 3.083986241575311, "drawdown": 0.0, "net": 0.00033491606482605185 }, "SPY buy & hold": { "equity": 3.9719372321165785, "drawdown": -0.0022478355665465077, "net": -0.001491760206273951 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-10", "Ensemble trend": { "equity": 1.8475151640309466, "drawdown": 0.0, "net": 0.004163756039917477 }, "Core + trend": { "equity": 2.374403933610121, "drawdown": 0.0, "net": 0.0040701939290879174 }, "60/40 monthly": { "equity": 3.09698377518067, "drawdown": 0.0, "net": 0.0042145238620519 }, "SPY buy & hold": { "equity": 3.9904001026054683, "drawdown": 0.0, "net": 0.004648328865723528 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-11", "Ensemble trend": { "equity": 1.8435813494550597, "drawdown": -0.002129246163968701, "net": -0.002129246163968701 }, "Core + trend": { "equity": 2.3724803308076545, "drawdown": -0.0008101413475767316, "net": -0.0008101413475767316 }, "60/40 monthly": { "equity": 3.0982738067716253, "drawdown": 0.0, "net": 0.00041654451059569553 }, "SPY buy & hold": { "equity": 3.9969946036310984, "drawdown": 0.0, "net": 0.0016525914334566405 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.00010957639782316342 } }, { "date": "2021-06-14", "Ensemble trend": { "equity": 1.843781841376473, "drawdown": -0.00202072639356754, "net": 0.00010875132875076687 }, "Core + trend": { "equity": 2.3727458239695967, "drawdown": -0.0006983266903552998, "net": 0.00011190531634519552 }, "60/40 monthly": { "equity": 3.0986537389788817, "drawdown": 0.0, "net": 0.00012262705976007204 }, "SPY buy & hold": { "equity": 4.005942979887953, "drawdown": 0.0, "net": 0.002238776166654244 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00010956439215170644 } }, { "date": "2021-06-15", "Ensemble trend": { "equity": 1.839816148724345, "drawdown": -0.004167227125651207, "net": -0.0021508470053959172 }, "Core + trend": { "equity": 2.369124944473521, "drawdown": -0.0022232902590310077, "net": -0.0015260292356212846 }, "60/40 monthly": { "equity": 3.0954214696960536, "drawdown": -0.001043120514618523, "net": -0.001043120514618523 }, "SPY buy & hold": { "equity": 3.9985952016658417, "drawdown": -0.0018342193733164036, "net": -0.0018342193733164036 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-16", "Ensemble trend": { "equity": 1.8232698906885894, "drawdown": -0.013123179616809422, "net": -0.008993430157262283 }, "Core + trend": { "equity": 2.3517661516038384, "drawdown": -0.009534090508291682, "net": -0.007327090498192357 }, "60/40 monthly": { "equity": 3.0765880978932203, "drawdown": -0.007121041247071691, "net": -0.006084267356549211 }, "SPY buy & hold": { "equity": 3.9762703547823395, "drawdown": -0.007407151138842161, "net": -0.005583172528742519 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.00010957639782316342 } }, { "date": "2021-06-17", "Ensemble trend": { "equity": 1.8090980598749506, "drawdown": -0.020793931711053926, "net": -0.007772755358937289 }, "Core + trend": { "equity": 2.3439308296862005, "drawdown": -0.012834001617234692, "net": -0.0033316756057121255 }, "60/40 monthly": { "equity": 3.0803135794406566, "drawdown": -0.005918750878008416, "net": 0.0012109133328530586 }, "SPY buy & hold": { "equity": 3.974951578318847, "drawdown": -0.007736356140039979, "net": -0.0003316616693094243 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00010956439215170644 } }, { "date": "2021-06-18", "Ensemble trend": { "equity": 1.7891790550589646, "drawdown": -0.03157544257699252, "net": -0.011010461653672254 }, "Core + trend": { "equity": 2.3242719456783125, "drawdown": -0.021113504413541984, "net": -0.00838714340837432 }, "60/40 monthly": { "equity": 3.0620666970538313, "drawdown": -0.011807399279503583, "net": -0.005923709361479568 }, "SPY buy & hold": { "equity": 3.9213275225518642, "drawdown": -0.021122481713021224, "net": -0.013490492830018797 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.00010957639782316342 } }, { "date": "2021-06-21", "Ensemble trend": { "equity": 1.8076242054099647, "drawdown": -0.021591681301249444, "net": 0.010309281398553027 }, "Core + trend": { "equity": 2.344590412331, "drawdown": -0.012556212890782903, "net": 0.0087418628833289 }, "60/40 monthly": { "equity": 3.0844582468075328, "drawdown": -0.004581180527782003, "net": 0.00731256108015077 }, "SPY buy & hold": { "equity": 3.9774650802578275, "drawdown": -0.007108912875969597, "net": 0.014315957385123257 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00010956439215170644 } }, { "date": "2021-06-22", "Ensemble trend": { "equity": 1.8071321307303867, "drawdown": -0.021858025355771082, "net": -0.0002722217804482785 }, "Core + trend": { "equity": 2.3490007917208167, "drawdown": -0.010698744863802734, "net": 0.0018810873603427591 }, "60/40 monthly": { "equity": 3.0966496964935573, "drawdown": -0.0006467461853238987, "net": 0.003952541649297148 }, "SPY buy & hold": { "equity": 3.998729151984559, "drawdown": -0.001800781473828117, "net": 0.0053461366216074335 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-23", "Ensemble trend": { "equity": 1.8052521915255586, "drawdown": -0.022875575436781648, "net": -0.0010402887386371518 }, "Core + trend": { "equity": 2.3459048019067508, "drawdown": -0.012002646769557423, "net": -0.0013180028823224221 }, "60/40 monthly": { "equity": 3.0919546021566298, "drawdown": -0.002161950765257159, "net": -0.0015161851669061033 }, "SPY buy & hold": { "equity": 3.9939100340515816, "drawdown": -0.0030037736175436702, "net": -0.00120516237779833 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-24", "Ensemble trend": { "equity": 1.8148575806265281, "drawdown": -0.01767649004469629, "net": 0.005320801794929331 }, "Core + trend": { "equity": 2.355998739665574, "drawdown": -0.00775150078047715, "net": 0.004302790867992012 }, "60/40 monthly": { "equity": 3.102816522917726, "drawdown": 0.0, "net": 0.0035129625621024285 }, "SPY buy & hold": { "equity": 4.017536952277997, "drawdown": 0.0, "net": 0.005915736214630485 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.00010957639782316342 } }, { "date": "2021-06-25", "Ensemble trend": { "equity": 1.8213389996166898, "drawdown": -0.014168308289900677, "net": 0.0035713099801055748 }, "Core + trend": { "equity": 2.3615786635328546, "drawdown": -0.005401469352254051, "net": 0.002368390005196952 }, "60/40 monthly": { "equity": 3.106961957407206, "drawdown": 0.0, "net": 0.0013360230805983253 }, "SPY buy & hold": { "equity": 4.03180683750154, "drawdown": 0.0, "net": 0.0035518989353542363 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.0 } }, { "date": "2021-06-28", "Ensemble trend": { "equity": 1.8196479099728673, "drawdown": -0.015083640232363749, "net": -0.0009284870329896444 }, "Core + trend": { "equity": 2.363333403405951, "drawdown": -0.004662446034334966, "net": 0.0007430368084675454 }, "60/40 monthly": { "equity": 3.1145861883236146, "drawdown": 0.0, "net": 0.0024539183359590933 }, "SPY buy & hold": { "equity": 4.039935425433681, "drawdown": 0.0, "net": 0.002016115419154918 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00010956439215170644 } }, { "date": "2021-06-29", "Ensemble trend": { "equity": 1.815637714073774, "drawdown": -0.017254229127744547, "net": -0.00220383068455976 }, "Core + trend": { "equity": 2.3614044325749752, "drawdown": -0.005474848171844626, "net": -0.0008162076616849978 }, "60/40 monthly": { "equity": 3.1162402840379313, "drawdown": 0.0, "net": 0.0005310804114257994 }, "SPY buy & hold": { "equity": 4.042108637879383, "drawdown": 0.0, "net": 0.000537932470905389 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-06-30", "Ensemble trend": { "equity": 1.8125082045009329, "drawdown": -0.018948131096058196, "net": -0.0017236420837610789 }, "Core + trend": { "equity": 2.360859446427061, "drawdown": -0.005704373628823256, "net": -0.0002307889916677297 }, "60/40 monthly": { "equity": 3.1197423035720933, "drawdown": 0.0, "net": 0.0011237963747854351 }, "SPY buy & hold": { "equity": 4.045511532812157, "drawdown": 0.0, "net": 0.0008418613247762607 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": 0.0 } }, { "date": "2021-07-01", "Ensemble trend": { "equity": 1.815870906136538, "drawdown": -0.01712800983206364, "net": 0.0018552752628953062 }, "Core + trend": { "equity": 2.366823721282355, "drawdown": -0.0031924695796139435, "net": 0.002526315094411924 }, "60/40 monthly": { "equity": 3.129360476569822, "drawdown": 0.0, "net": 0.0030830023962926667 }, "SPY buy & hold": { "equity": 4.067909077905588, "drawdown": 0.0, "net": 0.0055363938309827 }, "BIL reserve": { "equity": 1.0524876745200413, "drawdown": -0.0012115290883689678, "net": 0.00010957639782316342 } }, { "date": "2021-07-02", "Ensemble trend": { "equity": 1.8228346787824232, "drawdown": -0.013358745697477858, "net": 0.003834949181878544 }, "Core + trend": { "equity": 2.378494683269917, "drawdown": 0.0, "net": 0.004931065158176873 }, "60/40 monthly": { "equity": 3.1483870076062686, "drawdown": 0.0, "net": 0.0060800061798256255 }, "SPY buy & hold": { "equity": 4.099002566322677, "drawdown": 0.0, "net": 0.007643604569721241 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400725965, "net": -0.00010956439215170644 } }, { "date": "2021-07-06", "Ensemble trend": { "equity": 1.8166300523498744, "drawdown": -0.016717108623718335, "net": -0.0034038338774051713 }, "Core + trend": { "equity": 2.3761222183670143, "drawdown": -0.0009974648754063065, "net": -0.0009974648754063065 }, "60/40 monthly": { "equity": 3.151354454358928, "drawdown": 0.0, "net": 0.0009425292206739488 }, "SPY buy & hold": { "equity": 4.091536614840173, "drawdown": -0.0018214068817240525, "net": -0.0018214068817240525 }, "BIL reserve": { "equity": 1.0522571492940913, "drawdown": -0.0014302926363963797, "net": -0.00010947651049608709 } }, { "date": "2021-07-07", "Ensemble trend": { "equity": 1.8221889603338317, "drawdown": -0.013708252137891841, "net": 0.0030600110224789923 }, "Core + trend": { "equity": 2.383711584022687, "drawdown": 0.0, "net": 0.003194013168602128 }, "60/40 monthly": { "equity": 3.1617364821933642, "drawdown": 0.0, "net": 0.003294465279865877 }, "SPY buy & hold": { "equity": 4.10599644347178, "drawdown": 0.0, "net": 0.0035340826669278957 }, "BIL reserve": { "equity": 1.0522571492940913, "drawdown": -0.0014302926363963797, "net": 0.0 } }, { "date": "2021-07-08", "Ensemble trend": { "equity": 1.8073224545942888, "drawdown": -0.021755009224911914, "net": -0.00815859719445311 }, "Core + trend": { "equity": 2.369911439437108, "drawdown": -0.0057893516472702355, "net": -0.0057893516472702355 }, "60/40 monthly": { "equity": 3.1492354952740595, "drawdown": -0.003953835808173545, "net": -0.003953835808173545 }, "SPY buy & hold": { "equity": 4.072539799200921, "drawdown": -0.008148239953800318, "net": -0.008148239953800318 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400724854, "net": 0.00010948849691483353 } }, { "date": "2021-07-09", "Ensemble trend": { "equity": 1.8232704540725806, "drawdown": -0.013122874675338791, "net": 0.008824102991556115 }, "Core + trend": { "equity": 2.3850819326743764, "drawdown": 0.0, "net": 0.006401291197983161 }, "60/40 monthly": { "equity": 3.163357395690705, "drawdown": 0.0, "net": 0.004484231311960629 }, "SPY buy & hold": { "equity": 4.116014256799781, "drawdown": 0.0, "net": 0.010675023386484739 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400724854, "net": 0.0 } }, { "date": "2021-07-12", "Ensemble trend": { "equity": 1.8268019636290338, "drawdown": -0.011211383162193056, "net": 0.0019369093315613206 }, "Core + trend": { "equity": 2.3897088500671733, "drawdown": 0.0, "net": 0.0019399406491704685 }, "60/40 monthly": { "equity": 3.169631403699558, "drawdown": 0.0, "net": 0.00198333834090314 }, "SPY buy & hold": { "equity": 4.130757144418979, "drawdown": 0.0, "net": 0.003581835897395802 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400724854, "net": 0.0 } }, { "date": "2021-07-13", "Ensemble trend": { "equity": 1.8219291367228079, "drawdown": -0.013848886226359602, "net": -0.002667408401809346 }, "Core + trend": { "equity": 2.3825560960197745, "drawdown": -0.0029931487457970363, "net": -0.0029931487457970363 }, "60/40 monthly": { "equity": 3.159214753499198, "drawdown": -0.003286391656834864, "net": -0.003286391656834864 }, "SPY buy & hold": { "equity": 4.1166762745412475, "drawdown": -0.0034087866668115474, "net": -0.0034087866668115474 }, "BIL reserve": { "equity": 1.0523723593477354, "drawdown": -0.0013209607400724854, "net": 0.0 } }, { "date": "2021-07-14", "Ensemble trend": { "equity": 1.828264986733957, "drawdown": -0.010419496235683945, "net": 0.0034775501875699 }, "Core + trend": { "equity": 2.3897127470170703, "drawdown": 0.0, "net": 0.003003770198423128 }, "60/40 monthly": { "equity": 3.1673947018167063, "drawdown": -0.0007056662425293236, "net": 0.0025892346534681643 }, "SPY buy & hold": { "equity": 4.122818499894904, "drawdown": -0.0019218376308569596, "net": 0.001492035065191244 }, "BIL reserve": { "equity": 1.0522571492940915, "drawdown": -0.0014302926363962687, "net": -0.00010947651049608709 } }, { "date": "2021-07-15", "Ensemble trend": { "equity": 1.8248528036658542, "drawdown": -0.012266400193245097, "net": -0.001866350388407656 }, "Core + trend": { "equity": 2.386992354101999, "drawdown": -0.0011383765343625507, "net": -0.0011383765343625507 }, "60/40 monthly": { "equity": 3.165989989564116, "drawdown": -0.0011488446672984765, "net": -0.00044349138166599467 }, "SPY buy & hold": { "equity": 4.108737320663088, "drawdown": -0.005330699188075716, "net": -0.003415425450374543 }, "BIL reserve": { "equity": 1.0523723593477357, "drawdown": -0.0013209607400723744, "net": 0.00010948849691483353 } }, { "date": "2021-07-16", "Ensemble trend": { "equity": 1.8140294401101043, "drawdown": -0.018124735630197675, "net": -0.005931088542597718 }, "Core + trend": { "equity": 2.3743685424116974, "drawdown": -0.006420941020851112, "net": -0.005288584887424452 }, "60/40 monthly": { "equity": 3.1506723043934968, "drawdown": -0.005981483930255327, "net": -0.0048381976004694405 }, "SPY buy & hold": { "equity": 4.07650912146296, "drawdown": -0.013132706925003568, "net": -0.007843820786023414 }, "BIL reserve": { "equity": 1.0523723593477357, "drawdown": -0.0013209607400723744, "net": 0.0 } }, { "date": "2021-07-19", "Ensemble trend": { "equity": 1.7977886387610083, "drawdown": -0.026915354329998475, "net": -0.00895288741736755 }, "Core + trend": { "equity": 2.3577243398107215, "drawdown": -0.013385879640253062, "net": -0.00700994908906194 }, "60/40 monthly": { "equity": 3.1330575666883504, "drawdown": -0.011538829710141973, "net": -0.005590786982379248 }, "SPY buy & hold": { "equity": 4.016307888499096, "drawdown": -0.027706604847131944, "net": -0.014767839631929958 }, "BIL reserve": { "equity": 1.0522571492940918, "drawdown": -0.0014302926363961577, "net": -0.00010947651049608709 } }, { "date": "2021-07-20", "Ensemble trend": { "equity": 1.8079124639786561, "drawdown": -0.021435656293009475, "net": 0.005631265544444153 }, "Core + trend": { "equity": 2.3738098485372254, "drawdown": -0.00665473224750357, "net": 0.006822472184256911 }, "60/40 monthly": { "equity": 3.1584437706451753, "drawdown": -0.003529632196767274, "net": 0.008102693109357073 }, "SPY buy & hold": { "equity": 4.073863834683856, "drawdown": -0.013773094797400964, "net": 0.0143305612474518 }, "BIL reserve": { "equity": 1.0522571492940918, "drawdown": -0.0014302926363961577, "net": 0.0 } }, { "date": "2021-07-21", "Ensemble trend": { "equity": 1.8173195452382707, "drawdown": -0.016343908499670712, "net": 0.0052032835920121645 }, "Core + trend": { "equity": 2.382762699748462, "drawdown": -0.002908319117970848, "net": 0.0037715115289260748 }, "60/40 monthly": { "equity": 3.166693841013415, "drawdown": -0.000926783689331967, "net": 0.0026120681472681095 }, "SPY buy & hold": { "equity": 4.10684623914272, "drawdown": -0.005788504247596693, "net": 0.008096098887267589 }, "BIL reserve": { "equity": 1.0522571492940918, "drawdown": -0.0014302926363961577, "net": 0.0 } }, { "date": "2021-07-22", "Ensemble trend": { "equity": 1.8203070763688847, "drawdown": -0.014726854854440696, "net": 0.0016439217519239602 }, "Core + trend": { "equity": 2.387298701935941, "drawdown": -0.0010101821167178837, "net": 0.0019036734912620812 }, "60/40 monthly": { "equity": 3.173587943187221, "drawdown": 0.0, "net": 0.00217706621477487 }, "SPY buy & hold": { "equity": 4.115448138824601, "drawdown": -0.0037061015835951894, "net": 0.00209452684152045 }, "BIL reserve": { "equity": 1.0523723593477359, "drawdown": -0.0013209607400722634, "net": 0.00010948849691483353 } }, { "date": "2021-07-23", "Ensemble trend": { "equity": 1.8229185094884073, "drawdown": -0.01331337085692652, "net": 0.0014346113100498492 }, "Core + trend": { "equity": 2.396116403727906, "drawdown": 0.0, "net": 0.0036935896562981796 }, "60/40 monthly": { "equity": 3.191523562728531, "drawdown": 0.0, "net": 0.005651527502117171 }, "SPY buy & hold": { "equity": 4.157786029515914, "drawdown": 0.0, "net": 0.01028755296219197 }, "BIL reserve": { "equity": 1.0522571492940918, "drawdown": -0.0014302926363960466, "net": -0.00010947651049608709 } }, { "date": "2021-07-26", "Ensemble trend": { "equity": 1.818589092454942, "drawdown": -0.015656743792507255, "net": -0.002374992086004113 }, "Core + trend": { "equity": 2.395244081958328, "drawdown": -0.0003640565075304636, "net": -0.0003640565075304636 }, "60/40 monthly": { "equity": 3.1954602035642625, "drawdown": 0.0, "net": 0.001233467576960523 }, "SPY buy & hold": { "equity": 4.167993476897895, "drawdown": 0.0, "net": 0.002455019885467591 }, "BIL reserve": { "equity": 1.0523723593477359, "drawdown": -0.0013209607400720413, "net": 0.00010948849691483353 } }, { "date": "2021-07-27", "Ensemble trend": { "equity": 1.8108607715552574, "drawdown": -0.01983983308462589, "net": -0.0042496245753085304 }, "Core + trend": { "equity": 2.3894024980037907, "drawdown": -0.0028019948086284163, "net": -0.002438826171636488 }, "60/40 monthly": { "equity": 3.1918568327756507, "drawdown": -0.0011276531576243087, "net": -0.0011276531576243087 }, "SPY buy & hold": { "equity": 4.148997589320899, "drawdown": -0.004557561733789961, "net": -0.004557561733789961 }, "BIL reserve": { "equity": 1.052257149294092, "drawdown": -0.0014302926363958246, "net": -0.00010947651049608709 } }, { "date": "2021-07-28", "Ensemble trend": { "equity": 1.821216916465453, "drawdown": -0.014234387937642423, "net": 0.005718907313509991 }, "Core + trend": { "equity": 2.395591530125358, "drawdown": -0.00021905179636982908, "net": 0.002590200741289017 }, "60/40 monthly": { "equity": 3.1921204790989335, "drawdown": -0.0010451466307118684, "net": 8.259967069190743e-05 }, "SPY buy & hold": { "equity": 4.147296760562683, "drawdown": -0.0049656306925451865, "net": -0.00040993727318472395 }, "BIL reserve": { "equity": 1.052257149294092, "drawdown": -0.0014302926363958246, "net": 0.0 } }, { "date": "2021-07-29", "Ensemble trend": { "equity": 1.8280224652468058, "drawdown": -0.010550765246013616, "net": 0.0037368139510589593 }, "Core + trend": { "equity": 2.4014424631281694, "drawdown": 0.0, "net": 0.00244237505819922 }, "60/40 monthly": { "equity": 3.196364915903347, "drawdown": 0.0, "net": 0.0013296605915111837 }, "SPY buy & hold": { "equity": 4.164496847677428, "drawdown": -0.0008389238706462132, "net": 0.004147300785972918 }, "BIL reserve": { "equity": 1.052372359347736, "drawdown": -0.0013209607400719303, "net": 0.00010948849691483353 } }, { "date": "2021-07-30", "Ensemble trend": { "equity": 1.8206558241837745, "drawdown": -0.01453808898031983, "net": -0.004029841647507748 }, "Core + trend": { "equity": 2.3946695581707687, "drawdown": -0.0028203486285398593, "net": -0.0028203486285398593 }, "60/40 monthly": { "equity": 3.190384395129224, "drawdown": -0.0018710381735099757, "net": -0.0018710381735099757 }, "SPY buy & hold": { "equity": 4.144272205675616, "drawdown": -0.005691292789626434, "net": -0.00485644310502753 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363957136, "net": -0.00010947651049608709 } }, { "date": "2021-08-02", "Ensemble trend": { "equity": 1.825640366219288, "drawdown": -0.011840118142214195, "net": 0.0027377728230144616 }, "Core + trend": { "equity": 2.398295721090117, "drawdown": -0.001310354958058646, "net": 0.0015142644240730974 }, "60/40 monthly": { "equity": 3.1917832605761727, "drawdown": -0.0014333955751980598, "net": 0.000438462979283738 }, "SPY buy & hold": { "equity": 4.135577190414211, "drawdown": -0.0077774321537111835, "net": -0.0020980801525288806 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363957136, "net": 0.0 } }, { "date": "2021-08-03", "Ensemble trend": { "equity": 1.833866162300091, "drawdown": -0.007387761679355287, "net": 0.004505704536889477 }, "Core + trend": { "equity": 2.4096455629149056, "drawdown": 0.0, "net": 0.004732461357863649 }, "60/40 monthly": { "equity": 3.207870959610534, "drawdown": 0.0, "net": 0.00504034820693211 }, "SPY buy & hold": { "equity": 4.169222231322711, "drawdown": 0.0, "net": 0.008135512737251105 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363957136, "net": 0.0 } }, { "date": "2021-08-04", "Ensemble trend": { "equity": 1.830058883300955, "drawdown": -0.009448518242148096, "net": -0.002076094252353 }, "Core + trend": { "equity": 2.4036212536501873, "drawdown": -0.0025000810730980705, "net": -0.0025000810730980705 }, "60/40 monthly": { "equity": 3.197940370284539, "drawdown": -0.0030956947617371, "net": -0.0030956947617371 }, "SPY buy & hold": { "equity": 4.148713602271056, "drawdown": -0.004919053941902396, "net": -0.004919053941902396 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363957136, "net": 0.0 } }, { "date": "2021-08-05", "Ensemble trend": { "equity": 1.8339107444707607, "drawdown": -0.007363630797218246, "net": 0.0021047744446658356 }, "Core + trend": { "equity": 2.4087487836810837, "drawdown": -0.0003721622995612739, "net": 0.002133252076677916 }, "60/40 monthly": { "equity": 3.2056928954197748, "drawdown": -0.0006789750018572072, "net": 0.0024242244187142603 }, "SPY buy & hold": { "equity": 4.174987044692914, "drawdown": 0.0, "net": 0.006332913028143317 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363957136, "net": 0.0 } }, { "date": "2021-08-06", "Ensemble trend": { "equity": 1.825747036300351, "drawdown": -0.011782381089149752, "net": -0.004451529713222491 }, "Core + trend": { "equity": 2.4017193933163905, "drawdown": -0.003289350815946168, "net": -0.002918274588166403 }, "60/40 monthly": { "equity": 3.2016068332855445, "drawdown": -0.0019527363799415332, "net": -0.0012746268178303044 }, "SPY buy & hold": { "equity": 4.181886568846155, "drawdown": 0.0, "net": 0.0016525857635920627 }, "BIL reserve": { "equity": 1.052372359347736, "drawdown": -0.0013209607400718193, "net": 0.00010948849691483353 } }, { "date": "2021-08-09", "Ensemble trend": { "equity": 1.822094240384149, "drawdown": -0.01375952097266342, "net": -0.0020007130470844903 }, "Core + trend": { "equity": 2.397742599359884, "drawdown": -0.004939715507629616, "net": -0.0016558112357226706 }, "60/40 monthly": { "equity": 3.197359558715282, "drawdown": -0.0032767530326495153, "net": -0.0013266071667844548 }, "SPY buy & hold": { "equity": 4.178483983267466, "drawdown": -0.0008136484628821217, "net": -0.0008136484628821217 }, "BIL reserve": { "equity": 1.052372359347736, "drawdown": -0.0013209607400718193, "net": 0.0 } }, { "date": "2021-08-10", "Ensemble trend": { "equity": 1.82341606954075, "drawdown": -0.013044057748146876, "net": 0.0007254450002114332 }, "Core + trend": { "equity": 2.3985714063444576, "drawdown": -0.004595761609459181, "net": 0.0003456613669852171 }, "60/40 monthly": { "equity": 3.1974619143317593, "drawdown": -0.003244845384939743, "net": 3.201254491336236e-05 }, "SPY buy & hold": { "equity": 4.18368144124615, "drawdown": 0.0, "net": 0.0012438621278667572 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363956026, "net": -0.00010947651049608709 } }, { "date": "2021-08-11", "Ensemble trend": { "equity": 1.8311851954793477, "drawdown": -0.008838882012729976, "net": 0.004260753246819071 }, "Core + trend": { "equity": 2.4059228542428794, "drawdown": -0.0015449196053226588, "net": 0.0030649276811089976 }, "60/40 monthly": { "equity": 3.203713702521924, "drawdown": -0.0012959552117129958, "net": 0.00195523460721847 }, "SPY buy & hold": { "equity": 4.194077285265774, "drawdown": 0.0, "net": 0.0024848555430470043 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363956026, "net": 0.0 } }, { "date": "2021-08-12", "Ensemble trend": { "equity": 1.830897617336555, "drawdown": -0.00899453872851308, "net": -0.0001570448163858984 }, "Core + trend": { "equity": 2.4073262325083657, "drawdown": -0.0009625193191210579, "net": 0.0005833014400320469 }, "60/40 monthly": { "equity": 3.2083322478448384, "drawdown": 0.0, "net": 0.0014416223644699855 }, "SPY buy & hold": { "equity": 4.206647269793353, "drawdown": 0.0, "net": 0.0029970798515657204 }, "BIL reserve": { "equity": 1.0522571492940922, "drawdown": -0.0014302926363956026, "net": 0.0 } }, { "date": "2021-08-13", "Ensemble trend": { "equity": 1.8393134257909294, "drawdown": -0.004439334734402056, "net": 0.004596547821509089 }, "Core + trend": { "equity": 2.4168597735537327, "drawdown": 0.0, "net": 0.003960219814259869 }, "60/40 monthly": { "equity": 3.219028695830885, "drawdown": 0.0, "net": 0.003333958941824644 }, "SPY buy & hold": { "equity": 4.214302855329838, "drawdown": 0.0, "net": 0.0018198781703087086 }, "BIL reserve": { "equity": 1.0523723593477363, "drawdown": -0.0013209607400717083, "net": 0.00010948849691483353 } }, { "date": "2021-08-16", "Ensemble trend": { "equity": 1.8383216813745598, "drawdown": -0.004976133801428917, "net": -0.0005391927240151473 }, "Core + trend": { "equity": 2.4189150828240438, "drawdown": 0.0, "net": 0.00085040484880472 }, "60/40 monthly": { "equity": 3.2264375546177315, "drawdown": 0.0, "net": 0.0023015820879266347 }, "SPY buy & hold": { "equity": 4.224225387599721, "drawdown": 0.0, "net": 0.0023544896061120646 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327192748, "net": -0.0002189530209922852 } }, { "date": "2021-08-17", "Ensemble trend": { "equity": 1.8267925664166291, "drawdown": -0.011216469568295473, "net": -0.00627154380799666 }, "Core + trend": { "equity": 2.4065052580480435, "drawdown": -0.0051303267585203205, "net": -0.0051303267585203205 }, "60/40 monthly": { "equity": 3.212822003220023, "drawdown": -0.004219995325253301, "net": -0.004219995325253301 }, "SPY buy & hold": { "equity": 4.196535412823574, "drawdown": -0.006555041986497923, "net": -0.006555041986497923 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327192748, "net": 0.0 } }, { "date": "2021-08-18", "Ensemble trend": { "equity": 1.8186063742841396, "drawdown": -0.015647389699218084, "net": -0.004481183185755633 }, "Core + trend": { "equity": 2.3932661046414188, "drawdown": -0.010603505003028202, "net": -0.005501402235606689 }, "60/40 monthly": { "equity": 3.190657330275083, "drawdown": -0.011089699935905806, "net": -0.006898817588626316 }, "SPY buy & hold": { "equity": 4.150604374437339, "drawdown": -0.01742828717863809, "net": -0.010944990061535265 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327192748, "net": 0.0 } }, { "date": "2021-08-19", "Ensemble trend": { "equity": 1.8126183122783108, "drawdown": -0.018888533329543655, "net": -0.003292665246588 }, "Core + trend": { "equity": 2.3914644879664957, "drawdown": -0.011348308608460922, "net": -0.0007527857731445264 }, "60/40 monthly": { "equity": 3.196427437887823, "drawdown": -0.009301316458754205, "net": 0.0018084385176651008 }, "SPY buy & hold": { "equity": 4.157029968132669, "drawdown": -0.01590715771566198, "net": 0.0015481103751788794 }, "BIL reserve": { "equity": 1.0523723593477365, "drawdown": -0.0013209607400714862, "net": 0.0002190009719167385 } }, { "date": "2021-08-20", "Ensemble trend": { "equity": 1.8187360783922206, "drawdown": -0.015577185074863054, "net": 0.003375098923181774 }, "Core + trend": { "equity": 2.4005167541242556, "drawdown": -0.007606025044214815, "net": 0.003785239631744153 }, "60/40 monthly": { "equity": 3.2107645125812754, "drawdown": -0.0048576926629262385, "net": 0.004485343394163399 }, "SPY buy & hold": { "equity": 4.190107963003735, "drawdown": -0.008076610849444221, "net": 0.007957122061817756 }, "BIL reserve": { "equity": 1.0523723593477365, "drawdown": -0.0013209607400714862, "net": 0.0 } }, { "date": "2021-08-23", "Ensemble trend": { "equity": 1.8322745921050263, "drawdown": -0.008249226973957913, "net": 0.007443913316314665 }, "Core + trend": { "equity": 2.4156368246268487, "drawdown": -0.0013552597279966605, "net": 0.00629867318218702 }, "60/40 monthly": { "equity": 3.2283586189530182, "drawdown": 0.0, "net": 0.005479724938656005 }, "SPY buy & hold": { "equity": 4.226966574145113, "drawdown": 0.0, "net": 0.008796577908449787 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327191638, "net": -0.0002189530209922852 } }, { "date": "2021-08-24", "Ensemble trend": { "equity": 1.835820238597156, "drawdown": -0.006330083596323144, "net": 0.001935106510458473 }, "Core + trend": { "equity": 2.417768232172927, "drawdown": -0.0004741177808434971, "net": 0.0008823377439641789 }, "60/40 monthly": { "equity": 3.2281090696884225, "drawdown": -7.729911513876253e-05, "net": -7.729911513876253e-05 }, "SPY buy & hold": { "equity": 4.233676154890287, "drawdown": 0.0, "net": 0.0015873276089322097 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327191638, "net": 0.0 } }, { "date": "2021-08-25", "Ensemble trend": { "equity": 1.8347147969476747, "drawdown": -0.006928423285762819, "net": -0.0006021513578726712 }, "Core + trend": { "equity": 2.4166349334523876, "drawdown": -0.0009426330787083437, "net": -0.00046873753466469825 }, "60/40 monthly": { "equity": 3.2273924330743693, "drawdown": -0.00029928083979791076, "net": -0.0002219988849764265 }, "SPY buy & hold": { "equity": 4.242560185497505, "drawdown": 0.0, "net": 0.002098419974082111 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327191638, "net": 0.0 } }, { "date": "2021-08-26", "Ensemble trend": { "equity": 1.827497536014856, "drawdown": -0.01083489240348956, "net": -0.003933723620055729 }, "Core + trend": { "equity": 2.4077407480603097, "drawdown": -0.004619564714396063, "net": -0.003680400903322001 }, "60/40 monthly": { "equity": 3.2156541377288876, "drawdown": -0.00393527570002461, "net": -0.003637083369591898 }, "SPY buy & hold": { "equity": 4.217516116208631, "drawdown": -0.0059030557479143875, "net": -0.0059030557479143875 }, "BIL reserve": { "equity": 1.0522571492940924, "drawdown": -0.0014302926363953805, "net": 0.00010950048595836925 } }, { "date": "2021-08-27", "Ensemble trend": { "equity": 1.8424769729510566, "drawdown": -0.002727009324728691, "net": 0.008196693369483699 }, "Core + trend": { "equity": 2.4253803779953014, "drawdown": 0.0, "net": 0.007326216474594416 }, "60/40 monthly": { "equity": 3.237360369026321, "drawdown": 0.0, "net": 0.006750175972831451 }, "SPY buy & hold": { "equity": 4.255224832375032, "drawdown": 0.0, "net": 0.008940977373264936 }, "BIL reserve": { "equity": 1.0522571492940924, "drawdown": -0.0014302926363953805, "net": 0.0 } }, { "date": "2021-08-30", "Ensemble trend": { "equity": 1.845261128783517, "drawdown": -0.0012200361281536898, "net": 0.0015110939639051413 }, "Core + trend": { "equity": 2.431256932599707, "drawdown": 0.0, "net": 0.0024229414312582076 }, "60/40 monthly": { "equity": 3.2485705406916714, "drawdown": 0.0, "net": 0.0034627506324611534 }, "SPY buy & hold": { "equity": 4.273937042256269, "drawdown": 0.0, "net": 0.00439746678926789 }, "BIL reserve": { "equity": 1.0522571492940924, "drawdown": -0.0014302926363953805, "net": 0.0 } }, { "date": "2021-08-31", "Ensemble trend": { "equity": 1.8453193198717208, "drawdown": -0.0011885391806121248, "net": 3.153542189560099e-05 }, "Core + trend": { "equity": 2.429342912456152, "drawdown": -0.0007872553977699148, "net": -0.0007872553977699148 }, "60/40 monthly": { "equity": 3.2432687572725607, "drawdown": -0.001632035799346343, "net": -0.001632035799346343 }, "SPY buy & hold": { "equity": 4.267605182848632, "drawdown": -0.0014815050724973355, "net": -0.0014815050724973355 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327191638, "net": -0.00010948849691472251 } }, { "date": "2021-09-01", "Ensemble trend": { "equity": 1.852347458171849, "drawdown": 0.0, "net": 0.003808629880175385 }, "Core + trend": { "equity": 2.4345411255827107, "drawdown": 0.0, "net": 0.002139760961659798 }, "60/40 monthly": { "equity": 3.2448630409905874, "drawdown": -0.00114127110821316, "net": 0.0004915669459868433 }, "SPY buy & hold": { "equity": 4.269873366998367, "drawdown": -0.0009508037244638778, "net": 0.0005314887513145905 }, "BIL reserve": { "equity": 1.0521419392404485, "drawdown": -0.0015396245327191638, "net": 0.0 } }, { "date": "2021-09-02", "Ensemble trend": { "equity": 1.8556108733348886, "drawdown": 0.0, "net": 0.0017617726893746077 }, "Core + trend": { "equity": 2.4394607849466383, "drawdown": 0.0, "net": 0.0020207748031981776 }, "60/40 monthly": { "equity": 3.252506276362365, "drawdown": 0.0, "net": 0.002355487820356217 }, "SPY buy & hold": { "equity": 4.283010088209297, "drawdown": 0.0, "net": 0.0030766067472778325 }, "BIL reserve": { "equity": 1.0523723593477365, "drawdown": -0.0013209607400713752, "net": 0.0002190009719167385 } }, { "date": "2021-09-03", "Ensemble trend": { "equity": 1.8581723579790577, "drawdown": 0.0, "net": 0.0013803996737558055 }, "Core + trend": { "equity": 2.439581526227548, "drawdown": 0.0, "net": 4.9495069424754234e-05 }, "60/40 monthly": { "equity": 3.2490460825262075, "drawdown": -0.001063854622296856, "net": -0.001063854622296856 }, "SPY buy & hold": { "equity": 4.2819700397762075, "drawdown": -0.00024283118920320756, "net": -0.00024283118920320756 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": -0.0002189530209922852 } }, { "date": "2021-09-07", "Ensemble trend": { "equity": 1.8524867376127303, "drawdown": -0.0030597917044202783, "net": -0.0030597917044202783 }, "Core + trend": { "equity": 2.431083742497825, "drawdown": -0.003483295654752583, "net": -0.003483295654752583 }, "60/40 monthly": { "equity": 3.236987375595026, "drawdown": -0.004771366893316364, "net": -0.00371146072566797 }, "SPY buy & hold": { "equity": 4.26665979676549, "drawdown": -0.003817476752814075, "net": -0.0035755138098813033 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-08", "Ensemble trend": { "equity": 1.8475459923342792, "drawdown": -0.005718719040862075, "net": -0.0026670880703946187 }, "Core + trend": { "equity": 2.428845167661603, "drawdown": -0.004400901732743989, "net": -0.0009208135438074638 }, "60/40 monthly": { "equity": 3.2379478827108787, "drawdown": -0.004476053976371852, "net": 0.00029672871852826077 }, "SPY buy & hold": { "equity": 4.261462029432722, "drawdown": -0.00503105487327582, "net": -0.0012182286801277753 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-09", "Ensemble trend": { "equity": 1.8471202643907414, "drawdown": -0.005947830157336242, "net": -0.00023042887446611537 }, "Core + trend": { "equity": 2.4269085281431235, "drawdown": -0.0051947426016222265, "net": -0.0007973499275559792 }, "60/40 monthly": { "equity": 3.2329019021177876, "drawdown": -0.006027466998927089, "net": -0.001558388453388737 }, "SPY buy & hold": { "equity": 4.243221584530801, "drawdown": -0.009289845893202475, "net": -0.004280325572758703 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-10", "Ensemble trend": { "equity": 1.8396613378532725, "drawdown": -0.009961950002268738, "net": -0.004038138003931824 }, "Core + trend": { "equity": 2.414772334151178, "drawdown": -0.010169445787997056, "net": -0.005000680434062765 }, "60/40 monthly": { "equity": 3.2132934079505078, "drawdown": -0.012056200689553487, "net": -0.0060652920382257 }, "SPY buy & hold": { "equity": 4.209766487030367, "drawdown": -0.01710096396470373, "net": -0.0078843625848809 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.00010950048595836925 } }, { "date": "2021-09-13", "Ensemble trend": { "equity": 1.8457104062604486, "drawdown": -0.006706563933693843, "net": 0.0032881423785502406 }, "Core + trend": { "equity": 2.4210802859434586, "drawdown": -0.0075837761866884845, "net": 0.002612234579247863 }, "60/40 monthly": { "equity": 3.2198293024505795, "drawdown": -0.010046705873948847, "net": 0.0020340173368234016 }, "SPY buy & hold": { "equity": 4.220540052387527, "drawdown": -0.014585544870357348, "net": 0.0025591836008842517 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.0 } }, { "date": "2021-09-14", "Ensemble trend": { "equity": 1.8435664669043241, "drawdown": -0.0078603532185888, "net": -0.0011615794920223355 }, "Core + trend": { "equity": 2.417939310224814, "drawdown": -0.008871282131817426, "net": -0.0012973447171004127 }, "60/40 monthly": { "equity": 3.2138244341573854, "drawdown": -0.011892933915639281, "net": -0.0018649647944455339 }, "SPY buy & hold": { "equity": 4.197763239186136, "drawdown": -0.019903490131353396, "net": -0.005396658465190107 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": -0.00010948849691472251 } }, { "date": "2021-09-15", "Ensemble trend": { "equity": 1.8464190604760615, "drawdown": -0.006325192306584015, "net": 0.001547323420634461 }, "Core + trend": { "equity": 2.424972351166374, "drawdown": -0.005988393871700137, "net": 0.002908692088266829 }, "60/40 monthly": { "equity": 3.228135244113264, "drawdown": -0.007493000836375829, "net": 0.004452891017872496 }, "SPY buy & hold": { "equity": 4.232825740511179, "drawdown": -0.011717074362320723, "net": 0.00835266291288983 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-16", "Ensemble trend": { "equity": 1.837739605042457, "drawdown": -0.010996155899565263, "net": -0.004700696401696902 }, "Core + trend": { "equity": 2.4169863151358206, "drawdown": -0.009261920886353026, "net": -0.0032932482824856724 }, "60/40 monthly": { "equity": 3.221062806728969, "drawdown": -0.009667458557086284, "net": -0.002190873940982496 }, "SPY buy & hold": { "equity": 4.226116159766004, "drawdown": -0.013283631668278284, "net": -0.0015851303966896158 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.00010950048595836925 } }, { "date": "2021-09-17", "Ensemble trend": { "equity": 1.8251893630208367, "drawdown": -0.01775023442609669, "net": -0.006829173179478065 }, "Core + trend": { "equity": 2.400421694663106, "drawdown": -0.016051864282230932, "net": -0.00685341922251792 }, "60/40 monthly": { "equity": 3.198157686723512, "drawdown": -0.016709757036852513, "net": -0.007111044204914818 }, "SPY buy & hold": { "equity": 4.184948555577481, "drawdown": -0.02289547085162591, "net": -0.009741238203637703 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": -0.00010948849691472251 } }, { "date": "2021-09-20", "Ensemble trend": { "equity": 1.8101318009805818, "drawdown": -0.025853660341134677, "net": -0.008249862915776118 }, "Core + trend": { "equity": 2.382050348311275, "drawdown": -0.0235823961190742, "net": -0.0076533829004613585 }, "60/40 monthly": { "equity": 3.1717153196188987, "drawdown": -0.02483960056606671, "net": -0.008267999797002878 }, "SPY buy & hold": { "equity": 4.115168792086029, "drawdown": -0.03918769572486369, "net": -0.016673983578233686 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.00010950048595836925 } }, { "date": "2021-09-21", "Ensemble trend": { "equity": 1.8153563845488594, "drawdown": -0.023041981679656875, "net": 0.0028863000834786767 }, "Core + trend": { "equity": 2.3842615078005682, "drawdown": -0.02267602776633748, "net": 0.0009282589223444937 }, "60/40 monthly": { "equity": 3.1691495944452317, "drawdown": -0.025628446137961114, "net": -0.000808939301013778 }, "SPY buy & hold": { "equity": 4.111280829948293, "drawdown": -0.040095459670701605, "net": -0.0009447880109350049 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": -0.00010948849691472251 } }, { "date": "2021-09-22", "Ensemble trend": { "equity": 1.8238419981995853, "drawdown": -0.018475336602687298, "net": 0.00467435139620509 }, "Core + trend": { "equity": 2.3967194049779965, "drawdown": -0.017569456396003935, "net": 0.005225054859406164 }, "60/40 monthly": { "equity": 3.1891150650285627, "drawdown": -0.01948995818839727, "net": 0.006299945770412929 }, "SPY buy & hold": { "equity": 4.151386112209622, "drawdown": -0.03073165210654616, "net": 0.009754936215785825 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-23", "Ensemble trend": { "equity": 1.8270865349750536, "drawdown": -0.016729246278215593, "net": 0.0017789571567443652 }, "Core + trend": { "equity": 2.4027241623771194, "drawdown": -0.015108068106837735, "net": 0.002505406926923026 }, "60/40 monthly": { "equity": 3.20150307973113, "drawdown": -0.01568119852739458, "net": 0.0038844677755320856 }, "SPY buy & hold": { "equity": 4.201825677027697, "drawdown": -0.018954989483936036, "net": 0.012150053850623177 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.00010950048595836925 } }, { "date": "2021-09-24", "Ensemble trend": { "equity": 1.819754349058538, "drawdown": -0.020675158983800124, "net": -0.004013047973458805 }, "Core + trend": { "equity": 2.398036542746158, "drawdown": -0.017029553238843143, "net": -0.001950960374212718 }, "60/40 monthly": { "equity": 3.201031553104174, "drawdown": -0.01582617184547319, "net": -0.00014728289032139852 }, "SPY buy & hold": { "equity": 4.208746546612789, "drawdown": -0.017339100321278167, "net": 0.0016471101176160907 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": -0.00010948849691472251 } }, { "date": "2021-09-27", "Ensemble trend": { "equity": 1.817867613917257, "drawdown": -0.021690530422934562, "net": -0.0010368076011233462 }, "Core + trend": { "equity": 2.393198419194483, "drawdown": -0.019012730886181828, "net": -0.0020175353733911106 }, "60/40 monthly": { "equity": 3.1920971711887014, "drawdown": -0.018573094112896205, "net": -0.0027910946103636425 }, "SPY buy & hold": { "equity": 4.196705557570213, "drawdown": -0.020150438327631193, "net": -0.002860944204935989 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-28", "Ensemble trend": { "equity": 1.7942007337753416, "drawdown": -0.034427174599288235, "net": -0.01301903392784265 }, "Core + trend": { "equity": 2.3618006073315065, "drawdown": -0.03188289387332699, "net": -0.013119602458013024 }, "60/40 monthly": { "equity": 3.147786849081947, "drawdown": -0.03219653349832641, "net": -0.013881257283359427 }, "SPY buy & hold": { "equity": 4.11213433786825, "drawdown": -0.039896182082654996, "net": -0.020151811591692215 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-09-29", "Ensemble trend": { "equity": 1.7925066890851504, "drawdown": -0.03533884712682145, "net": -0.0009441779051257981 }, "Core + trend": { "equity": 2.362707563948595, "drawdown": -0.031511126581544424, "net": 0.00038401066299709186 }, "60/40 monthly": { "equity": 3.1523048660684174, "drawdown": -0.03080744563728066, "net": 0.0014352995304582894 }, "SPY buy & hold": { "equity": 4.1190555168074265, "drawdown": -0.038280220691802924, "net": 0.0016831110976700536 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.00010950048595836925 } }, { "date": "2021-09-30", "Ensemble trend": { "equity": 1.7902865876964993, "drawdown": -0.03653362401558424, "net": -0.0012385456646659687 }, "Core + trend": { "equity": 2.352945585415288, "drawdown": -0.03551262373519859, "net": -0.004131691404497095 }, "60/40 monthly": { "equity": 3.130194526859259, "drawdown": -0.03760538462047203, "net": -0.007014023119132795 }, "SPY buy & hold": { "equity": 4.0687109236933825, "drawdown": -0.050034709258766075, "net": -0.01222236333271487 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.0 } }, { "date": "2021-10-01", "Ensemble trend": { "equity": 1.7991631381290414, "drawdown": -0.03175659114539542, "net": 0.004958172894521606 }, "Core + trend": { "equity": 2.3690615901171954, "drawdown": -0.02890657080003456, "net": 0.0068492891641023235 }, "60/40 monthly": { "equity": 3.1578507365843516, "drawdown": -0.02910233885355551, "net": 0.008835300645944955 }, "SPY buy & hold": { "equity": 4.117064513917669, "drawdown": -0.03874508135025401, "net": 0.011884253054870175 }, "BIL reserve": { "equity": 1.0522571492940926, "drawdown": -0.0014302926363951585, "net": 0.0 } }, { "date": "2021-10-04", "Ensemble trend": { "equity": 1.7866367291243148, "drawdown": -0.03849784361906283, "net": -0.0069623530736367956 }, "Core + trend": { "equity": 2.3517246736908577, "drawdown": -0.03601308322437913, "net": -0.0073180522189294495 }, "60/40 monthly": { "equity": 3.131478300711949, "drawdown": -0.03721068166108954, "net": -0.008351387722944636 }, "SPY buy & hold": { "equity": 4.063971000406115, "drawdown": -0.05114138965167869, "net": -0.012895963454561565 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": -0.00021847750251147158 } }, { "date": "2021-10-05", "Ensemble trend": { "equity": 1.7912518209501298, "drawdown": -0.03601417098988091, "net": 0.002583117066039975 }, "Core + trend": { "equity": 2.360346975997277, "drawdown": -0.03247874661225014, "net": 0.0036663740457709704 }, "60/40 monthly": { "equity": 3.147473128984276, "drawdown": -0.03229298837681538, "net": 0.00510775638096872 }, "SPY buy & hold": { "equity": 4.106255682194842, "drawdown": -0.04126873445874957, "net": 0.010404769567622818 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0001090128224459086 } }, { "date": "2021-10-06", "Ensemble trend": { "equity": 1.7913192778705873, "drawdown": -0.03597786815706361, "net": 3.7659093863107174e-05 }, "Core + trend": { "equity": 2.363273514344827, "drawdown": -0.03127913991081921, "net": 0.0012398763306031846 }, "60/40 monthly": { "equity": 3.1557907194262715, "drawdown": -0.02973570186135388, "net": 0.0026426247663247082 }, "SPY buy & hold": { "equity": 4.123321509636785, "drawdown": -0.03728419389254267, "net": 0.004156055726374452 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-07", "Ensemble trend": { "equity": 1.7960466496457568, "drawdown": -0.03343377058997299, "net": 0.0026390447719566446 }, "Core + trend": { "equity": 2.370576144809851, "drawdown": -0.028285745188603717, "net": 0.003090048790670208 }, "60/40 monthly": { "equity": 3.16761313847219, "drawdown": -0.026100837531702004, "net": 0.0037462620614043818 }, "SPY buy & hold": { "equity": 4.158971165014773, "drawdown": -0.028960689010747553, "net": 0.008645858756022307 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-08", "Ensemble trend": { "equity": 1.794066272208625, "drawdown": -0.034499536867588776, "net": -0.0011026314029886075 }, "Core + trend": { "equity": 2.3670601162100677, "drawdown": -0.029726987697608953, "net": -0.0014831958076862994 }, "60/40 monthly": { "equity": 3.1614018326995765, "drawdown": -0.02801053585196467, "net": -0.0019608789019005535 }, "SPY buy & hold": { "equity": 4.151386112209622, "drawdown": -0.03073165210654616, "net": -0.0018237810516593678 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-11", "Ensemble trend": { "equity": 1.7875410818077047, "drawdown": -0.03801115427643709, "net": -0.003637095519825495 }, "Core + trend": { "equity": 2.3566940911529333, "drawdown": -0.03397608736724134, "net": -0.004379282548062968 }, "60/40 monthly": { "equity": 3.144340953017989, "drawdown": -0.03325599219607012, "net": -0.005396618520657648 }, "SPY buy & hold": { "equity": 4.121331744163366, "drawdown": -0.03774876563821683, "net": -0.007239598349539911 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-12", "Ensemble trend": { "equity": 1.7897844451401734, "drawdown": -0.03680385866532998, "net": 0.0012549995943029746 }, "Core + trend": { "equity": 2.3585239055430276, "drawdown": -0.033226034798625625, "net": 0.0007764327143533478 }, "60/40 monthly": { "equity": 3.1451099656981327, "drawdown": -0.03301955524105704, "net": 0.0002445703858564574 }, "SPY buy & hold": { "equity": 4.11118585824426, "drawdown": -0.04011763372634858, "net": -0.0024617979208964025 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-13", "Ensemble trend": { "equity": 1.7994907318623181, "drawdown": -0.03158029225047865, "net": 0.0054231596148353045 }, "Core + trend": { "equity": 2.368313451045904, "drawdown": -0.02921323776863083, "net": 0.004150708619009125 }, "60/40 monthly": { "equity": 3.154379833387926, "drawdown": -0.030169486124461797, "net": 0.002947390644808534 }, "SPY buy & hold": { "equity": 4.125977314454772, "drawdown": -0.036664114844562334, "net": 0.0035978563656640095 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-10-14", "Ensemble trend": { "equity": 1.812532324878401, "drawdown": -0.024561786695769472, "net": 0.0072473799309797915 }, "Core + trend": { "equity": 2.389411074803177, "drawdown": -0.020565187465553803, "net": 0.008908290305895017 }, "60/40 monthly": { "equity": 3.189776631778007, "drawdown": -0.01928655604456364, "net": 0.011221476251978224 }, "SPY buy & hold": { "equity": 4.195378428546431, "drawdown": -0.020460297281135742, "net": 0.016820527308408106 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": -0.00010900093994581361 } }, { "date": "2021-10-15", "Ensemble trend": { "equity": 1.814131656475131, "drawdown": -0.023701085270596223, "net": 0.0008823741098451521 }, "Core + trend": { "equity": 2.3935643650407648, "drawdown": -0.018862727353876174, "net": 0.001738206657441843 }, "60/40 monthly": { "equity": 3.1986967653093954, "drawdown": -0.016544014517060557, "net": 0.0027964759170036046 }, "SPY buy & hold": { "equity": 4.227328518424325, "drawdown": -0.01300056937485572, "net": 0.007615544204665037 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0001090128224459086 } }, { "date": "2021-10-18", "Ensemble trend": { "equity": 1.8127476813819958, "drawdown": -0.024445889748605287, "net": -0.0007628856969644771 }, "Core + trend": { "equity": 2.3940586682162124, "drawdown": -0.018660109335116193, "net": 0.00020651342519428795 }, "60/40 monthly": { "equity": 3.2028627109860985, "drawdown": -0.015263172814469761, "net": 0.0013023884357792337 }, "SPY buy & hold": { "equity": 4.239844365987065, "drawdown": -0.010078361090267496, "net": 0.002960699058091043 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": -0.00010900093994581361 } }, { "date": "2021-10-19", "Ensemble trend": { "equity": 1.8175819331638925, "drawdown": -0.021844273294061467, "net": 0.0026668089726702426 }, "Core + trend": { "equity": 2.4010970278473485, "drawdown": -0.015775040910278815, "net": 0.002939927799004094 }, "60/40 monthly": { "equity": 3.2138390237486205, "drawdown": -0.011888448269803287, "net": 0.0034270319251812342 }, "SPY buy & hold": { "equity": 4.272554538851308, "drawdown": -0.002441168510616376, "net": 0.007714946597250361 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-10-20", "Ensemble trend": { "equity": 1.8213636062445837, "drawdown": -0.01980911597162438, "net": 0.002080606663001028 }, "Core + trend": { "equity": 2.4061397682916894, "drawdown": -0.013707989495875372, "net": 0.0021001818693107133 }, "60/40 monthly": { "equity": 3.221173019592945, "drawdown": -0.009633573037855503, "net": 0.0022820047270972754 }, "SPY buy & hold": { "equity": 4.289335760535238, "drawdown": 0.0, "net": 0.003927678753152142 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-10-21", "Ensemble trend": { "equity": 1.818595425523523, "drawdown": -0.021298848992984953, "net": -0.0015198397022813115 }, "Core + trend": { "equity": 2.4049151620125024, "drawdown": -0.014209963406573323, "net": -0.0005089506001790811 }, "60/40 monthly": { "equity": 3.223229760834464, "drawdown": -0.009001217227670888, "net": 0.0006385069131675802 }, "SPY buy & hold": { "equity": 4.300523551011944, "drawdown": 0.0, "net": 0.002608280419462705 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-10-22", "Ensemble trend": { "equity": 1.8221778665329034, "drawdown": -0.019370911041482697, "net": 0.001969894435618569 }, "Core + trend": { "equity": 2.4076704100809434, "drawdown": -0.013080569681125032, "net": 0.0011456737068991085 }, "60/40 monthly": { "equity": 3.22422272958493, "drawdown": -0.008695923812041872, "net": 0.0003080663881089851 }, "SPY buy & hold": { "equity": 4.296068233482687, "drawdown": -0.0010359942170780068, "net": -0.0010359942170780068 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-10-25", "Ensemble trend": { "equity": 1.8266701475304894, "drawdown": -0.016953330681783396, "net": 0.002465336167283061 }, "Core + trend": { "equity": 2.415010153522925, "drawdown": -0.010071962113362587, "net": 0.0030484834681898665 }, "60/40 monthly": { "equity": 3.23650784058007, "drawdown": -0.0049188024320087065, "net": 0.003810255067807189 }, "SPY buy & hold": { "equity": 4.319106141531649, "drawdown": 0.0, "net": 0.005362556364773008 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0001090128224459086 } }, { "date": "2021-10-26", "Ensemble trend": { "equity": 1.8269057509736155, "drawdown": -0.016826537576658196, "net": 0.0001289797413313032 }, "Core + trend": { "equity": 2.4163250420763362, "drawdown": -0.009532980923648404, "net": 0.0005444650207755419 }, "60/40 monthly": { "equity": 3.2398171198262764, "drawdown": -0.003901347286646928, "net": 0.001022484544827451 }, "SPY buy & hold": { "equity": 4.3229937943153, "drawdown": 0.0, "net": 0.0009001058682647223 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": -0.00021840151670160513 } }, { "date": "2021-10-27", "Ensemble trend": { "equity": 1.8269951923531285, "drawdown": -0.01677840351679616, "net": 4.8957850981246054e-05 }, "Core + trend": { "equity": 2.415708964135333, "drawdown": -0.009785515194128735, "net": -0.0002549648454885922 }, "60/40 monthly": { "equity": 3.2376393584549574, "drawdown": -0.004570911366244879, "net": -0.0006721865126251281 }, "SPY buy & hold": { "equity": 4.303841682925482, "drawdown": -0.004430288892619649, "net": -0.004430288892619649 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": 0.0 } }, { "date": "2021-10-28", "Ensemble trend": { "equity": 1.8327448539933826, "drawdown": -0.013684147154857995, "net": 0.003147058987521989 }, "Core + trend": { "equity": 2.425142333168986, "drawdown": -0.0059187171665833205, "net": 0.0039050105677898017 }, "60/40 monthly": { "equity": 3.2539166253902967, "drawdown": 0.0, "net": 0.005027510829095805 }, "SPY buy & hold": { "equity": 4.345369065914625, "drawdown": 0.0, "net": 0.009648910449911119 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.00021844922634395303 } }, { "date": "2021-10-29", "Ensemble trend": { "equity": 1.8296040531314488, "drawdown": -0.015374410627160384, "net": -0.001713714189452209 }, "Core + trend": { "equity": 2.4246164102752754, "drawdown": -0.006134296309176501, "net": -0.00021686269152831894 }, "60/40 monthly": { "equity": 3.258580858701098, "drawdown": 0.0, "net": 0.0014334212728150941 }, "SPY buy & hold": { "equity": 4.354186894747695, "drawdown": 0.0, "net": 0.002029247389419453 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-11-01", "Ensemble trend": { "equity": 1.834740614898636, "drawdown": -0.012610102060664485, "net": 0.0028074717906292346 }, "Core + trend": { "equity": 2.429250773752741, "drawdown": -0.004234641213561874, "net": 0.0019113800673069559 }, "60/40 monthly": { "equity": 3.26199553566139, "drawdown": 0.0, "net": 0.0010479030928982613 }, "SPY buy & hold": { "equity": 4.361676666494729, "drawdown": 0.0, "net": 0.0017201309746415205 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0 } }, { "date": "2021-11-02", "Ensemble trend": { "equity": 1.8362426851393119, "drawdown": -0.011801743119027153, "net": 0.0008186826129419345 }, "Core + trend": { "equity": 2.4341928942473463, "drawdown": -0.0022088345571852352, "net": 0.0020344217023633426 }, "60/40 monthly": { "equity": 3.2731486836837465, "drawdown": 0.0, "net": 0.003419118113567654 }, "SPY buy & hold": { "equity": 4.379310777390445, "drawdown": 0.0, "net": 0.004042966098605216 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": -0.00021840151670160513 } }, { "date": "2021-11-03", "Ensemble trend": { "equity": 1.8420090131257358, "drawdown": -0.008698517542743534, "net": 0.0031402864300511535 }, "Core + trend": { "equity": 2.440993327001596, "drawdown": 0.0, "net": 0.002793711529731624 }, "60/40 monthly": { "equity": 3.2810341210970657, "drawdown": 0.0, "net": 0.002409128999433241 }, "SPY buy & hold": { "equity": 4.406047941585415, "drawdown": 0.0, "net": 0.006105336102888437 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": 0.0 } }, { "date": "2021-11-04", "Ensemble trend": { "equity": 1.8480778187322364, "drawdown": -0.005432509639633265, "net": 0.00329466661848854 }, "Core + trend": { "equity": 2.4510737024672453, "drawdown": 0.0, "net": 0.004129620246865473 }, "60/40 monthly": { "equity": 3.2974152535935666, "drawdown": 0.0, "net": 0.004992673618104293 }, "SPY buy & hold": { "equity": 4.426811478402944, "drawdown": 0.0, "net": 0.00471250814625912 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.00010942447522710452 } }, { "date": "2021-11-05", "Ensemble trend": { "equity": 1.8549755816662064, "drawdown": -0.00172038740062197, "net": 0.0037323985300043994 }, "Core + trend": { "equity": 2.460850537047509, "drawdown": 0.0, "net": 0.003988796652839133 }, "60/40 monthly": { "equity": 3.3114866863553494, "drawdown": 0.0, "net": 0.0042674130127977605 }, "SPY buy & hold": { "equity": 4.442170908713143, "drawdown": 0.0, "net": 0.003469637319125196 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-11-08", "Ensemble trend": { "equity": 1.8549975299172694, "drawdown": -0.0017085756593867574, "net": 1.1832097025932242e-05 }, "Core + trend": { "equity": 2.459439790891535, "drawdown": -0.0005732758388758974, "net": -0.0005732758388758974 }, "60/40 monthly": { "equity": 3.3074865168874825, "drawdown": -0.00120796785454369, "net": -0.00120796785454369 }, "SPY buy & hold": { "equity": 4.445963589792761, "drawdown": 0.0, "net": 0.0008537899953779959 }, "BIL reserve": { "equity": 1.0521419392404487, "drawdown": -0.0015396245327189417, "net": 0.0001090128224459086 } }, { "date": "2021-11-09", "Ensemble trend": { "equity": 1.8542152611801261, "drawdown": -0.0021295639136701405, "net": -0.00042170877563285636 }, "Core + trend": { "equity": 2.458681856858237, "drawdown": -0.0008812726155541517, "net": -0.00030817344506850475 }, "60/40 monthly": { "equity": 3.3069390247138206, "drawdown": -0.0013732990865604755, "net": -0.00016553118837125957 }, "SPY buy & hold": { "equity": 4.431267723994453, "drawdown": -0.0033054399797712852, "net": -0.0033054399797712852 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": -0.00021840151670160513 } }, { "date": "2021-11-10", "Ensemble trend": { "equity": 1.840390822590281, "drawdown": -0.00956936815490883, "net": -0.007455681591708174 }, "Core + trend": { "equity": 2.43933031324929, "drawdown": -0.00874503488701861, "net": -0.00787069850251998 }, "60/40 monthly": { "equity": 3.279663704258616, "drawdown": -0.009609877710774595, "net": -0.008247905465255667 }, "SPY buy & hold": { "equity": 4.395618377970549, "drawdown": -0.011323802097209512, "net": -0.008044954230788104 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930874358, "net": 0.0 } }, { "date": "2021-11-11", "Ensemble trend": { "equity": 1.8437421782768113, "drawdown": -0.007765791822423096, "net": 0.0018210021726869918 }, "Core + trend": { "equity": 2.440337825747886, "drawdown": -0.00833561851514708, "net": 0.00041302831892986447 }, "60/40 monthly": { "equity": 3.2760823417611724, "drawdown": -0.010691374584127722, "net": -0.0010919907711249843 }, "SPY buy & hold": { "equity": 4.397040478698363, "drawdown": -0.011003938765202226, "net": 0.0003235268864425489 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.00010942447522710452 } }, { "date": "2021-11-12", "Ensemble trend": { "equity": 1.8524361479776223, "drawdown": -0.003087017184818075, "net": 0.004715393401119039 }, "Core + trend": { "equity": 2.452668846919962, "drawdown": -0.0033247407773751014, "net": 0.0050529975981077335 }, "60/40 monthly": { "equity": 3.293700755195943, "drawdown": -0.005370980723761187, "net": 0.005377890906520744 }, "SPY buy & hold": { "equity": 4.430224582020516, "drawdown": -0.0035400667266776153, "net": 0.0075469178605278575 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-11-15", "Ensemble trend": { "equity": 1.849332530099777, "drawdown": -0.004757270143064152, "net": -0.0016754250240872404 }, "Core + trend": { "equity": 2.4489343785920528, "drawdown": -0.004842292644783197, "net": -0.0015226141648101432 }, "60/40 monthly": { "equity": 3.2892495085409057, "drawdown": -0.006715164492754777, "net": -0.0013514423397497088 }, "SPY buy & hold": { "equity": 4.431741035744193, "drawdown": -0.003198981224502462, "net": 0.0003422972573063898 }, "BIL reserve": { "equity": 1.052027254780115, "drawdown": -0.001648457652143609, "net": 0.0 } }, { "date": "2021-11-16", "Ensemble trend": { "equity": 1.8491660518289506, "drawdown": -0.004846862623606341, "net": -9.002073348995943e-05 }, "Core + trend": { "equity": 2.4513463191510403, "drawdown": -0.0038621678778881785, "net": 0.0009848939114383004 }, "60/40 monthly": { "equity": 3.2959759877427808, "drawdown": -0.004683907888405225, "net": 0.0020449890421534445 }, "SPY buy & hold": { "equity": 4.4492820310603864, "drawdown": 0.0, "net": 0.00395803707272524 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930876578, "net": -0.00010941250282148207 } }, { "date": "2021-11-17", "Ensemble trend": { "equity": 1.849412793369859, "drawdown": -0.004714075404030682, "net": 0.00013343395562781524 }, "Core + trend": { "equity": 2.451393433847803, "drawdown": -0.003843022181693523, "net": 1.921992677855755e-05 }, "60/40 monthly": { "equity": 3.2958038184297362, "drawdown": -0.004735899434605173, "net": -5.223621582339799e-05 }, "SPY buy & hold": { "equity": 4.438473508691642, "drawdown": -0.002429273373386942, "net": -0.002429273373386942 }, "BIL reserve": { "equity": 1.0519121498451331, "drawdown": -0.0017576897930876578, "net": 0.0 } }, { "date": "2021-11-18", "Ensemble trend": { "equity": 1.8503471958530096, "drawdown": -0.004211214364720606, "net": 0.0005052427919285396 }, "Core + trend": { "equity": 2.454737625555662, "drawdown": -0.002484064513394224, "net": 0.0013642003203908626 }, "60/40 monthly": { "equity": 3.3033622710336847, "drawdown": -0.0024534041930895922, "net": 0.002293356346540598 }, "SPY buy & hold": { "equity": 4.453548642597913, "drawdown": 0.0, "net": 0.0033964681498606097 }, "BIL reserve": { "equity": 1.0520272547801148, "drawdown": -0.00164845765214372, "net": 0.00010942447522710452 } }, { "date": "2021-11-19", "Ensemble trend": { "equity": 1.8447287922942746, "drawdown": -0.007234832456233686, "net": -0.003036405044051671 }, "Core + trend": { "equity": 2.4510004505556, "drawdown": -0.004002716273751039, "net": -0.001522433583595828 }, "60/40 monthly": { "equity": 3.303325667288382, "drawdown": -0.0024644577617038976, "net": -1.1080754183101504e-05 }, "SPY buy & hold": { "equity": 4.445584321684799, "drawdown": -0.0017883089536591124, "net": -0.0017883089536591124 }, "BIL reserve": { "equity": 1.0520272547801148, "drawdown": -0.00164845765214372, "net": 0.0 } }, { "date": "2021-11-22", "Ensemble trend": { "equity": 1.8327050308986155, "drawdown": -0.013705578479350833, "net": -0.006517901951703875 }, "Core + trend": { "equity": 2.4373569962197092, "drawdown": -0.00954691903230609, "net": -0.005566483813904566 }, "60/40 monthly": { "equity": 3.2881351603032236, "drawdown": -0.007051674448320555, "net": -0.004598549617915171 }, "SPY buy & hold": { "equity": 4.433069402184313, "drawdown": -0.004598409506010093, "net": -0.0028151348832684553 }, "BIL reserve": { "equity": 1.0520272547801148, "drawdown": -0.00164845765214372, "net": 0.0 } }, { "date": "2021-11-23", "Ensemble trend": { "equity": 1.8298207372961217, "drawdown": -0.015257799181649156, "net": -0.0015737904102764988 }, "Core + trend": { "equity": 2.4344380686869216, "drawdown": -0.010733064833867045, "net": -0.001197578991224968 }, "60/40 monthly": { "equity": 3.2854120594425327, "drawdown": -0.007873994185226496, "net": -0.0008281596491428456 }, "SPY buy & hold": { "equity": 4.438947439149552, "drawdown": -0.0032785548379783425, "net": 0.0013259519380279805 }, "BIL reserve": { "equity": 1.051912149845133, "drawdown": -0.0017576897930877688, "net": -0.00010941250282148207 } }, { "date": "2021-11-24", "Ensemble trend": { "equity": 1.828974269892748, "drawdown": -0.015713336796197686, "net": -0.0004625958084968351 }, "Core + trend": { "equity": 2.4373289120448556, "drawdown": -0.009558331417752197, "net": 0.0011874787020123012 }, "60/40 monthly": { "equity": 3.294717672896314, "drawdown": -0.005063892760955424, "net": 0.0028324037549678494 }, "SPY buy & hold": { "equity": 4.450798794138147, "drawdown": -0.0006174510891076013, "net": 0.0026698570215253348 }, "BIL reserve": { "equity": 1.0520272547801148, "drawdown": -0.001648457652143942, "net": 0.00010942447522710452 } }, { "date": "2021-11-26", "Ensemble trend": { "equity": 1.8039436937034676, "drawdown": -0.029183872014202694, "net": -0.013685581367280819 }, "Core + trend": { "equity": 2.4101780261470047, "drawdown": -0.020591462235370117, "net": -0.011139606871963692 }, "60/40 monthly": { "equity": 3.2669622985484295, "drawdown": -0.013445437661089854, "net": -0.0084242041666307 }, "SPY buy & hold": { "equity": 4.35153201799196, "drawdown": -0.02290681719071641, "net": -0.022303137197962175 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.0017576897930878799, "net": -0.00010941250282148207 } }, { "date": "2021-11-29", "Ensemble trend": { "equity": 1.8126613614366556, "drawdown": -0.024492343967434604, "net": 0.004832560885140724 }, "Core + trend": { "equity": 2.4237840849453227, "drawdown": -0.015062455660821206, "net": 0.005645250537807511 }, "60/40 monthly": { "equity": 3.287935265255314, "drawdown": -0.007112038588914293, "net": 0.006419714949328803 }, "SPY buy & hold": { "equity": 4.4049101372615285, "drawdown": -0.01092129203915293, "net": 0.012266511897159438 }, "BIL reserve": { "equity": 1.0520272547801146, "drawdown": -0.001648457652144053, "net": 0.00010942447522710452 } }, { "date": "2021-11-30", "Ensemble trend": { "equity": 1.7986768722797453, "drawdown": -0.03201828153552966, "net": -0.007714893390691868 }, "Core + trend": { "equity": 2.403150882194016, "drawdown": -0.023447037511965196, "net": -0.008512805608166252 }, "60/40 monthly": { "equity": 3.2573661758960544, "drawdown": -0.01634326681194076, "net": -0.009297351344563665 }, "SPY buy & hold": { "equity": 4.319202041297934, "drawdown": -0.03016619152083877, "net": -0.01945739942310798 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.001757689793087991, "net": -0.00010941250282148207 } }, { "date": "2021-12-01", "Ensemble trend": { "equity": 1.7913301890687514, "drawdown": -0.03597199615163993, "net": -0.004084493064995254 }, "Core + trend": { "equity": 2.391226598853431, "drawdown": -0.02829263181404429, "net": -0.004961937025651508 }, "60/40 monthly": { "equity": 3.2383391340013667, "drawdown": -0.022089037125041067, "net": -0.005841235178127735 }, "SPY buy & hold": { "equity": 4.27122710047344, "drawdown": -0.04093848675651124, "net": -0.011107362046457347 }, "BIL reserve": { "equity": 1.0520272547801144, "drawdown": -0.001648457652144164, "net": 0.00010942447522710452 } }, { "date": "2021-12-02", "Ensemble trend": { "equity": 1.805191044230637, "drawdown": -0.02851259385111249, "net": 0.007737744412765757 }, "Core + trend": { "equity": 2.410377607841129, "drawdown": -0.02051035950640745, "net": 0.008008864152347916 }, "60/40 monthly": { "equity": 3.264824028994329, "drawdown": -0.014091150525620044, "net": 0.008178542733489724 }, "SPY buy & hold": { "equity": 4.336646518139669, "drawdown": -0.026249207955220788, "net": 0.015316305157124122 }, "BIL reserve": { "equity": 1.0520272547801144, "drawdown": -0.001648457652144164, "net": 0.0 } }, { "date": "2021-12-03", "Ensemble trend": { "equity": 1.7981259438605932, "drawdown": -0.032314770941792914, "net": -0.003913768790634986 }, "Core + trend": { "equity": 2.402771102909936, "drawdown": -0.023601365976194444, "net": -0.0031557316606527497 }, "60/40 monthly": { "equity": 3.2556609074285987, "drawdown": -0.016858222367849174, "net": -0.0028066203520785704 }, "SPY buy & hold": { "equity": 4.298911816230145, "drawdown": -0.03472215951312996, "net": -0.008701355241125697 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": -0.00010941250282148207 } }, { "date": "2021-12-06", "Ensemble trend": { "equity": 1.807863832294567, "drawdown": -0.027074197648277454, "net": 0.005415576404546263 }, "Core + trend": { "equity": 2.415024197757072, "drawdown": -0.0186221546577221, "net": 0.005099568091315954 }, "60/40 monthly": { "equity": 3.2718756818995822, "drawdown": -0.011961698236317986, "net": 0.004980486276683571 }, "SPY buy & hold": { "equity": 4.349825620860217, "drawdown": -0.023289971674630983, "net": 0.011843416847456822 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2021-12-07", "Ensemble trend": { "equity": 1.8286793534367567, "drawdown": -0.015872049982692427, "net": 0.011513876637362808 }, "Core + trend": { "equity": 2.441474845992335, "drawdown": -0.007873574913826564, "net": 0.01095253963079501 }, "60/40 monthly": { "equity": 3.3072049015380456, "drawdown": -0.0012930098239399834, "net": 0.01079784902400438 }, "SPY buy & hold": { "equity": 4.439800019007254, "drawdown": -0.0030871165207795315, "net": 0.020684598875769344 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2021-12-08", "Ensemble trend": { "equity": 1.8303706834269924, "drawdown": -0.014961838406800099, "net": 0.0009248915000090729 }, "Core + trend": { "equity": 2.442849760399352, "drawdown": -0.007314859792238226, "net": 0.0005631491183593074 }, "60/40 monthly": { "equity": 3.3082549127471164, "drawdown": -0.0009759283108549122, "net": 0.00031749203340325494 }, "SPY buy & hold": { "equity": 4.451557330354071, "drawdown": -0.00044712933519908127, "net": 0.002648162371386764 }, "BIL reserve": { "equity": 1.0520272547801144, "drawdown": -0.001648457652144275, "net": 0.00010942447522710452 } }, { "date": "2021-12-09", "Ensemble trend": { "equity": 1.8236893281556263, "drawdown": -0.018557498003540895, "net": -0.0036502744126432063 }, "Core + trend": { "equity": 2.4347845535139596, "drawdown": -0.010592266023934593, "net": -0.0033015566557291764 }, "60/40 monthly": { "equity": 3.2980859279605106, "drawdown": -0.004046749893350077, "net": -0.003073821411833544 }, "SPY buy & hold": { "equity": 4.421502343599648, "drawdown": -0.007195677328354577, "net": -0.00675156681673772 }, "BIL reserve": { "equity": 1.0519121498451323, "drawdown": -0.001757689793088324, "net": -0.00010941250282148207 } }, { "date": "2021-12-10", "Ensemble trend": { "equity": 1.8315898812340383, "drawdown": -0.014305711001927901, "net": 0.004332181450226624 }, "Core + trend": { "equity": 2.447307322675194, "drawdown": -0.005503468889485608, "net": 0.0051432760829541735 }, "60/40 monthly": { "equity": 3.3176647930165135, "drawdown": 0.0, "net": 0.005936432671452607 }, "SPY buy & hold": { "equity": 4.463124079584653, "drawdown": 0.0, "net": 0.009413482737435475 }, "BIL reserve": { "equity": 1.0520272547801142, "drawdown": -0.0016484576521444971, "net": 0.00010942447522710452 } }, { "date": "2021-12-13", "Ensemble trend": { "equity": 1.8221847759772856, "drawdown": -0.019367192632718022, "net": -0.005134940607127714 }, "Core + trend": { "equity": 2.437360330777227, "drawdown": -0.009545563989621697, "net": -0.004064463749936298 }, "60/40 monthly": { "equity": 3.306210330832565, "drawdown": -0.003452567663875916, "net": -0.003452567663875916 }, "SPY buy & hold": { "equity": 4.4235883181934375, "drawdown": -0.00885831554001848, "net": -0.00885831554001848 }, "BIL reserve": { "equity": 1.0520272547801142, "drawdown": -0.0016484576521444971, "net": 0.0 } }, { "date": "2021-12-14", "Ensemble trend": { "equity": 1.814733719538218, "drawdown": -0.02337707708023573, "net": -0.004089078416908198 }, "Core + trend": { "equity": 2.4265505425800833, "drawdown": -0.01393826807075349, "net": -0.004435039029988985 }, "60/40 monthly": { "equity": 3.290279728331114, "drawdown": -0.008254319346259309, "net": -0.004818387491227538 }, "SPY buy & hold": { "equity": 4.393154372685135, "drawdown": -0.01567729367408255, "net": -0.0068799226598761365 }, "BIL reserve": { "equity": 1.0520272547801142, "drawdown": -0.0016484576521444971, "net": 0.0 } }, { "date": "2021-12-15", "Ensemble trend": { "equity": 1.8281162015491634, "drawdown": -0.016175117609963485, "net": 0.007374350223872339 }, "Core + trend": { "equity": 2.4463200465170503, "drawdown": -0.005904661949885148, "net": 0.008147163469319985 }, "60/40 monthly": { "equity": 3.319123365382185, "drawdown": 0.0, "net": 0.008766317587745487 }, "SPY buy & hold": { "equity": 4.46179756926904, "drawdown": -0.0002972156480436361, "net": 0.01562503630892209 }, "BIL reserve": { "equity": 1.0520272547801142, "drawdown": -0.0016484576521444971, "net": 0.0 } }, { "date": "2021-12-16", "Ensemble trend": { "equity": 1.823078847190696, "drawdown": -0.018886036398974904, "net": -0.0027554891500871648 }, "Core + trend": { "equity": 2.437770644716036, "drawdown": -0.009378827354205699, "net": -0.0034948010229430837 }, "60/40 monthly": { "equity": 3.3053151884976484, "drawdown": -0.0041601879064073755, "net": -0.0041601879064073755 }, "SPY buy & hold": { "equity": 4.422450204515465, "drawdown": -0.009113319357451632, "net": -0.008818724772406084 }, "BIL reserve": { "equity": 1.0519121498451323, "drawdown": -0.001757689793088435, "net": -0.00010941250282148207 } }, { "date": "2021-12-17", "Ensemble trend": { "equity": 1.8124946113629532, "drawdown": -0.024582082722285015, "net": -0.0058056928497924876 }, "Core + trend": { "equity": 2.4241398862998698, "drawdown": -0.01491787095354613, "net": -0.005591485173435662 }, "60/40 monthly": { "equity": 3.28717709541648, "drawdown": -0.009624911896586652, "net": -0.005487553242815801 }, "SPY buy & hold": { "equity": 4.375382599221683, "drawdown": -0.019659207048336125, "net": -0.010642879652036474 }, "BIL reserve": { "equity": 1.052027254780114, "drawdown": -0.0016484576521446082, "net": 0.00010942447522710452 } }, { "date": "2021-12-20", "Ensemble trend": { "equity": 1.8012840874754106, "drawdown": -0.030615174237937026, "net": -0.006185135016270493 }, "Core + trend": { "equity": 2.409027289433229, "drawdown": -0.021059079710081363, "net": -0.00623420989524992 }, "60/40 monthly": { "equity": 3.265170659350776, "drawdown": -0.016255107175022654, "net": -0.0066946305072485 }, "SPY buy & hold": { "equity": 4.328857600992635, "drawdown": -0.03008351912199425, "net": -0.010633355409267353 }, "BIL reserve": { "equity": 1.051912149845132, "drawdown": -0.001757689793088546, "net": -0.00010941250282148207 } }, { "date": "2021-12-21", "Ensemble trend": { "equity": 1.8176547340206217, "drawdown": -0.021805094551348714, "net": 0.009088320192821797 }, "Core + trend": { "equity": 2.430216268606942, "drawdown": -0.012448650569945374, "net": 0.008795657594521611 }, "60/40 monthly": { "equity": 3.2943923760337115, "drawdown": -0.007451060604258708, "net": 0.008949522010204936 }, "SPY buy & hold": { "equity": 4.405733637835259, "drawdown": -0.012858804892275089, "net": 0.017758966436085988 }, "BIL reserve": { "equity": 1.0517974653847986, "drawdown": -0.0018665229125131022, "net": -0.00010902475111673748 } }, { "date": "2021-12-22", "Ensemble trend": { "equity": 1.8283760127647433, "drawdown": -0.016035296772319185, "net": 0.00589841323737339 }, "Core + trend": { "equity": 2.4450080585562186, "drawdown": -0.006437806056396322, "net": 0.006086614652512257 }, "60/40 monthly": { "equity": 3.3154040368230375, "drawdown": -0.0011205755706280573, "net": 0.006378007957456244 }, "SPY buy & hold": { "equity": 4.449785040802264, "drawdown": -0.002988722371265573, "net": 0.009998653252367262 }, "BIL reserve": { "equity": 1.0517974653847986, "drawdown": -0.0018665229125131022, "net": 0.0 } }, { "date": "2021-12-23", "Ensemble trend": { "equity": 1.8343172597745574, "drawdown": -0.012837936213002887, "net": 0.0032494667225644314 }, "Core + trend": { "equity": 2.452384559893247, "drawdown": -0.003440264667361359, "net": 0.003016964018263568 }, "60/40 monthly": { "equity": 3.32507959929863, "drawdown": 0.0, "net": 0.0029183660175742254 }, "SPY buy & hold": { "equity": 4.477472540745733, "drawdown": 0.0, "net": 0.006222210666265493 }, "BIL reserve": { "equity": 1.0517974653847986, "drawdown": -0.0018665229125131022, "net": 0.0 } }, { "date": "2021-12-27", "Ensemble trend": { "equity": 1.8476442785789415, "drawdown": -0.005665824999983582, "net": 0.007265383746114962 }, "Core + trend": { "equity": 2.471848369309156, "drawdown": 0.0, "net": 0.007936687310067025 }, "60/40 monthly": { "equity": 3.3539535463502217, "drawdown": 0.0, "net": 0.008683685965798382 }, "SPY buy & hold": { "equity": 4.540838465997076, "drawdown": 0.0, "net": 0.014152163899321168 }, "BIL reserve": { "equity": 1.0519121498451323, "drawdown": -0.001757689793088435, "net": 0.00010903663880923453 } }, { "date": "2021-12-28", "Ensemble trend": { "equity": 1.8464500318185797, "drawdown": -0.0063085246694915, "net": -0.0006463618425948114 }, "Core + trend": { "equity": 2.4704704203953596, "drawdown": -0.0005574568937584123, "net": -0.0005574568937584123 }, "60/40 monthly": { "equity": 3.3520607791644603, "drawdown": -0.0005643391178811186, "net": -0.0005643391178811186 }, "SPY buy & hold": { "equity": 4.5371268356876735, "drawdown": -0.0008173887569874472, "net": -0.0008173887569874472 }, "BIL reserve": { "equity": 1.0517974653847988, "drawdown": -0.0018665229125128802, "net": -0.00010902475111673748 } }, { "date": "2021-12-29", "Ensemble trend": { "equity": 1.844272783940842, "drawdown": -0.007480239375282083, "net": -0.0011791534242566737 }, "Core + trend": { "equity": 2.467658426232007, "drawdown": -0.001695064765772858, "net": -0.0011382423930832442 }, "60/40 monthly": { "equity": 3.3479247342086733, "drawdown": -0.0017975240438582452, "net": -0.001233881253435265 }, "SPY buy & hold": { "equity": 4.542930627672562, "drawdown": 0.0, "net": 0.0012791778134209064 }, "BIL reserve": { "equity": 1.0517974653847988, "drawdown": -0.0018665229125128802, "net": 0.0 } }, { "date": "2021-12-30", "Ensemble trend": { "equity": 1.8450189282469842, "drawdown": -0.0070786919607280785, "net": 0.0004045737228457469 }, "Core + trend": { "equity": 2.467242443415423, "drawdown": -0.0018633529268708982, "net": -0.00016857390478453027 }, "60/40 monthly": { "equity": 3.346632673351788, "drawdown": -0.002182759211558083, "net": -0.00038592888414823445 }, "SPY buy & hold": { "equity": 4.530372089246119, "drawdown": -0.0027644134273027143, "net": -0.0027644134273027143 }, "BIL reserve": { "equity": 1.0519121498451323, "drawdown": -0.001757689793088324, "net": 0.00010903663880923453 } }, { "date": "2021-12-31", "Ensemble trend": { "equity": 1.8415574916195119, "drawdown": -0.008941509805697523, "net": -0.0018760981659744491 }, "Core + trend": { "equity": 2.4626624579682947, "drawdown": -0.0037162115018523068, "net": -0.0018563175497209317 }, "60/40 monthly": { "equity": 3.3400282822582894, "drawdown": -0.004151895337693556, "net": -0.0019734436785032727 }, "SPY buy & hold": { "equity": 4.5189544486844095, "drawdown": -0.005277689877565939, "net": -0.002520243445082948 }, "BIL reserve": { "equity": 1.0519121498451323, "drawdown": -0.001757689793088324, "net": 0.0 } }, { "date": "2022-01-03", "Ensemble trend": { "equity": 1.844527178968622, "drawdown": -0.007343333330647739, "net": 0.0016125955136476744 }, "Core + trend": { "equity": 2.4642142989713, "drawdown": -0.0030884055966547974, "net": 0.000630147667206149 }, "60/40 monthly": { "equity": 3.3395408363814085, "drawdown": -0.0042972300509340755, "net": -0.0001459406435179167 }, "SPY buy & hold": { "equity": 4.545119307822505, "drawdown": 0.0, "net": 0.005790024979276387 }, "BIL reserve": { "equity": 1.0517974653847988, "drawdown": -0.0018665229125127691, "net": -0.00010902475111673748 } }, { "date": "2022-01-04", "Ensemble trend": { "equity": 1.844002336213818, "drawdown": -0.007625784392063073, "net": -0.00028454053742776875 }, "Core + trend": { "equity": 2.4634803106267196, "drawdown": -0.0033853446620496497, "net": -0.00029785897471934497 }, "60/40 monthly": { "equity": 3.338172288045228, "drawdown": -0.0047052703881862445, "net": -0.0004098013479193474 }, "SPY buy & hold": { "equity": 4.543596357663046, "drawdown": -0.0003350737475334986, "net": -0.0003350737475334986 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.00010903663880923453 } }, { "date": "2022-01-05", "Ensemble trend": { "equity": 1.8224271736506201, "drawdown": -0.019236743122857503, "net": -0.01170018179450738 }, "Core + trend": { "equity": 2.4333704397843463, "drawdown": -0.015566460306610241, "net": -0.012222492995981438 }, "60/40 monthly": { "equity": 3.2935638126879114, "drawdown": -0.018005536698033953, "net": -0.013363143513314024 }, "SPY buy & hold": { "equity": 4.456350153189839, "drawdown": -0.019530654449463336, "net": -0.019202014792986666 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2022-01-06", "Ensemble trend": { "equity": 1.8143633316017032, "drawdown": -0.023576406240915726, "net": -0.004424781503210129 }, "Core + trend": { "equity": 2.4258563109085274, "drawdown": -0.018606342917985352, "net": -0.003087951079279505 }, "60/40 monthly": { "equity": 3.2884890636007693, "drawdown": -0.019518601508566213, "net": -0.001540807883421813 }, "SPY buy & hold": { "equity": 4.452164283068442, "drawdown": -0.020451613799021717, "net": -0.0009393045827875701 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2022-01-07", "Ensemble trend": { "equity": 1.817203980268158, "drawdown": -0.02204767363747495, "net": 0.0015656448832368497 }, "Core + trend": { "equity": 2.4229787158496725, "drawdown": -0.019770489996982388, "net": -0.001186218262769656 }, "60/40 monthly": { "equity": 3.2763691741920864, "drawdown": -0.02313221429156731, "net": -0.00368554955612721 }, "SPY buy & hold": { "equity": 4.434562963705715, "drawdown": -0.024324189670117957, "net": -0.003953429892437965 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2022-01-10", "Ensemble trend": { "equity": 1.8119305459958708, "drawdown": -0.024885641950609716, "net": -0.0029019495497193404 }, "Core + trend": { "equity": 2.418407070227761, "drawdown": -0.021619974649307094, "net": -0.0018867873630116216 }, "60/40 monthly": { "equity": 3.2735515377606115, "drawdown": -0.02397230834550579, "net": -0.0008599874683443698 }, "SPY buy & hold": { "equity": 4.42904439618701, "drawdown": -0.02553836407236232, "net": -0.001244444506453335 }, "BIL reserve": { "equity": 1.051797465384799, "drawdown": -0.0018665229125126581, "net": -0.00010902475111673748 } }, { "date": "2022-01-11", "Ensemble trend": { "equity": 1.8331852658789722, "drawdown": -0.013447133681001144, "net": 0.01173042748800257 }, "Core + trend": { "equity": 2.4395520463339286, "drawdown": -0.013065657010447596, "net": 0.008743348614249635 }, "60/40 monthly": { "equity": 3.294726562209639, "drawdown": -0.017658856427821834, "net": 0.006468517206701163 }, "SPY buy & hold": { "equity": 4.4693844781987, "drawdown": -0.016662891443456673, "net": 0.00910807804194036 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.0019760543195962432, "net": -0.00010973623227539253 } }, { "date": "2022-01-12", "Ensemble trend": { "equity": 1.8449792988192142, "drawdown": -0.007100019060767959, "net": 0.006433628482491072 }, "Core + trend": { "equity": 2.44888944774137, "drawdown": -0.009288159359954085, "net": 0.0038275065381259132 }, "60/40 monthly": { "equity": 3.300373714020451, "drawdown": -0.01597512654523081, "net": 0.0017139971115007757 }, "SPY buy & hold": { "equity": 4.481467848750894, "drawdown": -0.014004353848767304, "net": 0.002703587174282429 }, "BIL reserve": { "equity": 1.0517974653847988, "drawdown": -0.0018665229125127691, "net": 0.00010974827563758893 } }, { "date": "2022-01-13", "Ensemble trend": { "equity": 1.8279559792833533, "drawdown": -0.016261343338767276, "net": -0.009226834982243859 }, "Core + trend": { "equity": 2.429545465986796, "drawdown": -0.01711387472128134, "net": -0.007899083305869747 }, "60/40 monthly": { "equity": 3.2767937527564457, "drawdown": -0.02300562381901239, "net": -0.007144633701278824 }, "SPY buy & hold": { "equity": 4.419719226654872, "drawdown": -0.027590052686143673, "net": -0.013778660068538118 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.00010903663880923453 } }, { "date": "2022-01-14", "Ensemble trend": { "equity": 1.8262915403611362, "drawdown": -0.017157083131187578, "net": -0.0009105465017105185 }, "Core + trend": { "equity": 2.425352513314337, "drawdown": -0.018810157035568542, "net": -0.001725817742931457 }, "60/40 monthly": { "equity": 3.2686958192883404, "drawdown": -0.02542006795373153, "net": -0.002471297884187429 }, "SPY buy & hold": { "equity": 4.421527401280515, "drawdown": -0.027192224927798603, "net": 0.0004091152702048184 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2022-01-18", "Ensemble trend": { "equity": 1.8025503110051373, "drawdown": -0.02993373931921728, "net": -0.012999693001536916 }, "Core + trend": { "equity": 2.3937025561646528, "drawdown": -0.031614323157833524, "net": -0.013049631744638024 }, "60/40 monthly": { "equity": 3.2238713508117236, "drawdown": -0.03878473381960046, "net": -0.013713257811299173 }, "SPY buy & hold": { "equity": 4.343224314044721, "drawdown": -0.04442017472023385, "net": -0.01770951079328753 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.0019760543195962432, "net": -0.00021874901942675606 } }, { "date": "2022-01-19", "Ensemble trend": { "equity": 1.8031975293575047, "drawdown": -0.029585430213450947, "net": 0.0003590570251581493 }, "Core + trend": { "equity": 2.3878646078628516, "drawdown": -0.03397609759929443, "net": -0.0024388779160410268 }, "60/40 monthly": { "equity": 3.20673068418412, "drawdown": -0.04389531939889568, "net": -0.005316796100839349 }, "SPY buy & hold": { "equity": 4.298125438146589, "drawdown": -0.05434265922366888, "net": -0.010383731678857866 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.00021879688102988126 } }, { "date": "2022-01-20", "Ensemble trend": { "equity": 1.7936425597647991, "drawdown": -0.03472756331626903, "net": -0.005298903440772884 }, "Core + trend": { "equity": 2.374531902855319, "drawdown": -0.039369917533022214, "net": -0.0055835263706451865 }, "60/40 monthly": { "equity": 3.1881376978883624, "drawdown": -0.049438922206391456, "net": -0.005798112821715828 }, "SPY buy & hold": { "equity": 4.250553585694587, "drawdown": -0.06480923869719923, "net": -0.011068046555782973 }, "BIL reserve": { "equity": 1.0519121498451325, "drawdown": -0.001757689793088213, "net": 0.0 } }, { "date": "2022-01-21", "Ensemble trend": { "equity": 1.7699791817609147, "drawdown": -0.047462322770779775, "net": -0.01319291732628558 }, "Core + trend": { "equity": 2.3484579142694932, "drawdown": -0.049918294573282784, "net": -0.01098068573198474 }, "60/40 monthly": { "equity": 3.1581418498070866, "drawdown": -0.05838235200252484, "net": -0.009408579843067533 }, "SPY buy & hold": { "equity": 4.167112745818475, "drawdown": -0.08316757743926573, "net": -0.019630581803964486 }, "BIL reserve": { "equity": 1.051797465384799, "drawdown": -0.0018665229125126581, "net": -0.00010902475111673748 } }, { "date": "2022-01-24", "Ensemble trend": { "equity": 1.7662656428520969, "drawdown": -0.049460812788603814, "net": -0.002098069258149926 }, "Core + trend": { "equity": 2.3489410361819743, "drawdown": -0.049722844917680975, "net": 0.00020571878659003673 }, "60/40 monthly": { "equity": 3.1649360470793217, "drawdown": -0.0563566241030945, "net": 0.0021513274562541262 }, "SPY buy & hold": { "equity": 4.184809036885236, "drawdown": -0.07927410625220488, "net": 0.004246655213377304 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.001757689793087991, "net": 0.00010903663880923453 } }, { "date": "2022-01-25", "Ensemble trend": { "equity": 1.7566675338907722, "drawdown": -0.054626161912494364, "net": -0.005434125382083543 }, "Core + trend": { "equity": 2.33363032978615, "drawdown": -0.05591687630970521, "net": -0.0065181314302853455 }, "60/40 monthly": { "equity": 3.140310336326229, "drawdown": -0.06369891743327205, "net": -0.007780792530015734 }, "SPY buy & hold": { "equity": 4.13371766301049, "drawdown": -0.09051503754895063, "net": -0.012208770680913306 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.001976054319596021, "net": -0.00021874901942675606 } }, { "date": "2022-01-26", "Ensemble trend": { "equity": 1.743913720603058, "drawdown": -0.061489795004951664, "net": -0.0072602316839467385 }, "Core + trend": { "equity": 2.320353318313122, "drawdown": -0.06128816511442192, "net": -0.005689423600456989 }, "60/40 monthly": { "equity": 3.126522078573734, "drawdown": -0.0678099635649334, "net": -0.004390730939231258 }, "SPY buy & hold": { "equity": 4.123346876671736, "drawdown": -0.09279677882709614, "net": -0.0025088279326754837 }, "BIL reserve": { "equity": 1.051797465384799, "drawdown": -0.0018665229125126581, "net": 0.00010974827563758893 } }, { "date": "2022-01-27", "Ensemble trend": { "equity": 1.7310090232781281, "drawdown": -0.06843462833514113, "net": -0.007399848497359862 }, "Core + trend": { "equity": 2.310811851856835, "drawdown": -0.06514821841492191, "net": -0.0041120748210983216 }, "60/40 monthly": { "equity": 3.1227593534352294, "drawdown": -0.068931841100357, "net": -0.0012034858683042104 }, "SPY buy & hold": { "equity": 4.102985809518528, "drawdown": -0.09727654399369234, "net": -0.004937995216556246 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.001757689793087991, "net": 0.00010903663880923453 } }, { "date": "2022-01-28", "Ensemble trend": { "equity": 1.7465222226473058, "drawdown": -0.06008599517279567, "net": 0.008961940209762265 }, "Core + trend": { "equity": 2.338698459792464, "drawdown": -0.05386653613947434, "net": 0.01206788337753295 }, "60/40 monthly": { "equity": 3.171426129832437, "drawdown": -0.054421569647680745, "net": 0.015584542671746915 }, "SPY buy & hold": { "equity": 4.204883951510004, "drawdown": -0.07485729928517604, "net": 0.02483511928193405 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.001976054319596021, "net": -0.00021874901942675606 } }, { "date": "2022-01-31", "Ensemble trend": { "equity": 1.7734447002217801, "drawdown": -0.04559730823325081, "net": 0.015414906965035113 }, "Core + trend": { "equity": 2.367882518144928, "drawdown": -0.04205996308474402, "net": 0.012478760667185007 }, "60/40 monthly": { "equity": 3.205390394673752, "drawdown": -0.04429493420925179, "net": 0.010709461122813346 }, "SPY buy & hold": { "equity": 4.280619399841979, "drawdown": -0.05819427171588243, "net": 0.018011305235850372 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.001757689793087991, "net": 0.00021879688102988126 } }, { "date": "2022-02-01", "Ensemble trend": { "equity": 1.7845090507759473, "drawdown": -0.039642881827833376, "net": 0.0062389036166639045 }, "Core + trend": { "equity": 2.3791252211895983, "drawdown": -0.03751166506442005, "net": 0.004747998669071718 }, "60/40 monthly": { "equity": 3.2166238891930994, "drawdown": -0.040945605017864595, "net": 0.003504563605735367 }, "SPY buy & hold": { "equity": 4.309543388062383, "drawdown": -0.05183052496656748, "net": 0.0067569633080371005 }, "BIL reserve": { "equity": 1.0517974653847992, "drawdown": -0.001866522912512547, "net": -0.00010902475111673748 } }, { "date": "2022-02-02", "Ensemble trend": { "equity": 1.795596706201666, "drawdown": -0.03367591359794453, "net": 0.0062132805775894084 }, "Core + trend": { "equity": 2.3944584079740876, "drawdown": -0.031308539106182254, "net": 0.006444884299457998 }, "60/40 monthly": { "equity": 3.238026670781367, "drawdown": -0.03456424603584818, "net": 0.006653802970305156 }, "SPY buy & hold": { "equity": 4.351406110879446, "drawdown": -0.04262004665304675, "net": 0.009713957848301202 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.0017576897930878799, "net": 0.00010903663880923453 } }, { "date": "2022-02-03", "Ensemble trend": { "equity": 1.7718130209035097, "drawdown": -0.04647541801206867, "net": -0.013245560774316267 }, "Core + trend": { "equity": 2.35974204482108, "drawdown": -0.045353236824720033, "net": -0.014498628599016072 }, "60/40 monthly": { "equity": 3.186671107502548, "drawdown": -0.049876194328842494, "net": -0.015860142148374168 }, "SPY buy & hold": { "equity": 4.249126844655499, "drawdown": -0.06512314487709481, "net": -0.023504877186302342 }, "BIL reserve": { "equity": 1.0519121498451327, "drawdown": -0.0017576897930878799, "net": 0.0 } }, { "date": "2022-02-04", "Ensemble trend": { "equity": 1.7766174023100274, "drawdown": -0.04388987669460831, "net": 0.0027115623092484054 }, "Core + trend": { "equity": 2.362505050472389, "drawdown": -0.044235447527603444, "net": 0.0011708930886631386 }, "60/40 monthly": { "equity": 3.1857994295604573, "drawdown": -0.050136089980360676, "net": -0.00027353872197166673 }, "SPY buy & hold": { "equity": 4.269106787576237, "drawdown": -0.0607272332260298, "net": 0.0047021290846773756 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": -0.00021874901942675606 } }, { "date": "2022-02-07", "Ensemble trend": { "equity": 1.7781567274133951, "drawdown": -0.04306146855649462, "net": 0.00086643590306279 }, "Core + trend": { "equity": 2.3614471564041164, "drawdown": -0.044663424454265965, "net": -0.0004477848917450178 }, "60/40 monthly": { "equity": 3.1799985256321706, "drawdown": -0.05186566191632247, "net": -0.0018208628812163008 }, "SPY buy & hold": { "equity": 4.2554061138687205, "drawdown": -0.06374160375838, "net": -0.0032092600136842675 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": 0.0 } }, { "date": "2022-02-08", "Ensemble trend": { "equity": 1.7872593718914345, "drawdown": -0.03816276018912912, "net": 0.005119146325915036 }, "Core + trend": { "equity": 2.3717111898907572, "drawdown": -0.04051105264453814, "net": 0.004346501448827977 }, "60/40 monthly": { "equity": 3.191584292803225, "drawdown": -0.0484113006644612, "net": 0.003643324698948236 }, "SPY buy & hold": { "equity": 4.290419118540195, "drawdown": -0.05603817458519755, "net": 0.008227887946432366 }, "BIL reserve": { "equity": 1.0517974653847992, "drawdown": -0.001866522912512547, "net": 0.00010974827563758893 } }, { "date": "2022-02-09", "Ensemble trend": { "equity": 1.805515886191699, "drawdown": -0.028337775858762515, "net": 0.010214809661870161 }, "Core + trend": { "equity": 2.3948473536723704, "drawdown": -0.031151188961605403, "net": 0.009755051070395648 }, "60/40 monthly": { "equity": 3.221460363874095, "drawdown": -0.039503583053589475, "net": 0.009360890495118124 }, "SPY buy & hold": { "equity": 4.353213976151003, "drawdown": -0.042222286957620314, "net": 0.014636066052253982 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.001976054319596021, "net": -0.00010973623227539253 } }, { "date": "2022-02-10", "Ensemble trend": { "equity": 1.7858748626107297, "drawdown": -0.03890785214723491, "net": -0.010878344373029702 }, "Core + trend": { "equity": 2.364490676087516, "drawdown": -0.043432151645954264, "net": -0.012675829855420262 }, "60/40 monthly": { "equity": 3.1747262446693245, "drawdown": -0.05343762195989055, "net": -0.014507122213531898 }, "SPY buy & hold": { "equity": 4.2750055512651555, "drawdown": -0.0594294094970097, "net": -0.017965674399262332 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.001976054319596021, "net": 0.0 } }, { "date": "2022-02-11", "Ensemble trend": { "equity": 1.7739520599923997, "drawdown": -0.04532426587071603, "net": -0.006676169124694709 }, "Core + trend": { "equity": 2.347740267355107, "drawdown": -0.05020862262224257, "net": -0.007084150892117558 }, "60/40 monthly": { "equity": 3.149955322365056, "drawdown": -0.06082321092585108, "net": -0.007802538044299534 }, "SPY buy & hold": { "equity": 4.190708728636409, "drawdown": -0.07797607833442954, "net": -0.019718529395546525 }, "BIL reserve": { "equity": 1.051682045093831, "drawdown": -0.001976054319596021, "net": 0.0 } }, { "date": "2022-02-14", "Ensemble trend": { "equity": 1.7713707538317216, "drawdown": -0.04671342987888438, "net": -0.0014551160760730708 }, "Core + trend": { "equity": 2.340462092280651, "drawdown": -0.05315304881149541, "net": -0.0031000767741038437 }, "60/40 monthly": { "equity": 3.135008319532626, "drawdown": -0.06527974338101739, "net": -0.004745147566476371 }, "SPY buy & hold": { "equity": 4.177008054928893, "drawdown": -0.08099044886677953, "net": -0.003269297532871751 }, "BIL reserve": { "equity": 1.0515669401588492, "drawdown": -0.002085286460539959, "net": -0.00010944841696092222 } }, { "date": "2022-02-15", "Ensemble trend": { "equity": 1.7856793561940723, "drawdown": -0.039013066507903815, "net": 0.008077700465246584 }, "Core + trend": { "equity": 2.359574194073634, "drawdown": -0.045421141777762686, "net": 0.008165952294642231 }, "60/40 monthly": { "equity": 3.161444277848546, "drawdown": -0.05739771461985943, "net": 0.008432500210991734 }, "SPY buy & hold": { "equity": 4.244369597539483, "drawdown": -0.06616981643703135, "net": 0.016126744723679032 }, "BIL reserve": { "equity": 1.0517974653847995, "drawdown": -0.001866522912512214, "net": 0.00021922068595592314 } }, { "date": "2022-02-16", "Ensemble trend": { "equity": 1.7923904108874704, "drawdown": -0.035401423774881424, "net": 0.0037582641419464657 }, "Core + trend": { "equity": 2.365871661959787, "drawdown": -0.04287346613376142, "net": 0.0026689001354438524 }, "60/40 monthly": { "equity": 3.1662072711925204, "drawdown": -0.05597760152701203, "net": 0.0015065877887987522 }, "SPY buy & hold": { "equity": 4.2491268446555, "drawdown": -0.06512314487709459, "net": 0.0011208371482953616 }, "BIL reserve": { "equity": 1.0517974653847995, "drawdown": -0.001866522912512214, "net": 0.0 } }, { "date": "2022-02-17", "Ensemble trend": { "equity": 1.7768363341997084, "drawdown": -0.04377205560619257, "net": -0.008677839712421087 }, "Core + trend": { "equity": 2.343234998592416, "drawdown": -0.05203125414714882, "net": -0.00956800139726055 }, "60/40 monthly": { "equity": 3.132247039921337, "drawdown": -0.06610303433395681, "net": -0.010725839581055885 }, "SPY buy & hold": { "equity": 4.158359571989126, "drawdown": -0.08509341771683199, "net": -0.02136139399569581 }, "BIL reserve": { "equity": 1.0516820450938313, "drawdown": -0.001976054319595799, "net": -0.00010973623227539253 } }, { "date": "2022-02-18", "Ensemble trend": { "equity": 1.7704448915870925, "drawdown": -0.04721169487602184, "net": -0.003597091352532833 }, "Core + trend": { "equity": 2.336113034430097, "drawdown": -0.05491248434344498, "net": -0.003039372562545828 }, "60/40 monthly": { "equity": 3.124287452526876, "drawdown": -0.06847622981339996, "net": -0.0025411748476457108 }, "SPY buy & hold": { "equity": 4.1314340111565135, "drawdown": -0.09101747801295479, "net": -0.006475043912504419 }, "BIL reserve": { "equity": 1.0517974653847992, "drawdown": -0.001866522912512325, "net": 0.00010974827563758893 } }, { "date": "2022-02-22", "Ensemble trend": { "equity": 1.7594329511773048, "drawdown": -0.05313791606992879, "net": -0.006219871887633954 }, "Core + trend": { "equity": 2.321466443157161, "drawdown": -0.060837844270368646, "net": -0.006269641518655944 }, "60/40 monthly": { "equity": 3.1042900421946684, "drawdown": -0.07443856949874506, "net": -0.006400630747351421 }, "SPY buy & hold": { "equity": 4.0870964556610705, "drawdown": -0.100772459674082, "net": -0.01073175932998438 }, "BIL reserve": { "equity": 1.0517974653847992, "drawdown": -0.001866522912512325, "net": 0.0 } }, { "date": "2022-02-23", "Ensemble trend": { "equity": 1.7462957443785743, "drawdown": -0.06020787744478129, "net": -0.007466727726077815 }, "Core + trend": { "equity": 2.2983270911336606, "drawdown": -0.07019899777428185, "net": -0.00996755826116158 }, "60/40 monthly": { "equity": 3.065146471748441, "drawdown": -0.0861094438579989, "net": -0.01260950810464645 }, "SPY buy & hold": { "equity": 4.014597779118333, "drawdown": -0.11672334492762448, "net": -0.017738430528674964 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": -0.00010973623227539253 } }, { "date": "2022-02-24", "Ensemble trend": { "equity": 1.7480451665114665, "drawdown": -0.05926640281494944, "net": 0.001001790297275651 }, "Core + trend": { "equity": 2.310498095406372, "drawdown": -0.06527515033127984, "net": 0.005295592746421551 }, "60/40 monthly": { "equity": 3.0952126966119984, "drawdown": -0.0771450308307895, "net": 0.009809066268342548 }, "SPY buy & hold": { "equity": 4.075013703817047, "drawdown": -0.1034308611429341, "net": 0.015049060459546793 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": 0.0 } }, { "date": "2022-02-25", "Ensemble trend": { "equity": 1.7709601233347767, "drawdown": -0.04693441610504456, "net": 0.013108904313405834 }, "Core + trend": { "equity": 2.3403757367904454, "drawdown": -0.053187984405150046, "net": 0.012931255577952827 }, "60/40 monthly": { "equity": 3.1351910867814428, "drawdown": -0.06522525030402893, "net": 0.012916201272114458 }, "SPY buy & hold": { "equity": 4.164924375022616, "drawdown": -0.08364905452438698, "net": 0.022063894195337497 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": 0.0 } }, { "date": "2022-02-28", "Ensemble trend": { "equity": 1.766168497877781, "drawdown": -0.049513092639769885, "net": -0.0027056653585021406 }, "Core + trend": { "equity": 2.340939937907651, "drawdown": -0.05295973370651852, "net": 0.00024107287916930176 }, "60/40 monthly": { "equity": 3.1448173568178217, "drawdown": -0.062355124077368984, "net": 0.003070393405035343 }, "SPY buy & hold": { "equity": 4.154268673571764, "drawdown": -0.08599348175042543, "net": -0.002558438159106835 }, "BIL reserve": { "equity": 1.0516820450938311, "drawdown": -0.00197605431959591, "net": 0.0 } }, { "date": "2022-03-01", "Ensemble trend": { "equity": 1.7553706507569156, "drawdown": -0.055324096702175085, "net": -0.006113712895366552 }, "Core + trend": { "equity": 2.32817769032613, "drawdown": -0.0581227719171058, "net": -0.0054517620784956256 }, "60/40 monthly": { "equity": 3.1289268151714955, "drawdown": -0.06709297790471802, "net": -0.005052929898099245 }, "SPY buy & hold": { "equity": 4.090998338732623, "drawdown": -0.09991398208366153, "net": -0.015230198095190217 }, "BIL reserve": { "equity": 1.0519354861881154, "drawdown": -0.0017355440987595339, "net": 0.00024098642309877683 } }, { "date": "2022-03-02", "Ensemble trend": { "equity": 1.7668930056635421, "drawdown": -0.0491231892044669, "net": 0.006564058081783619 }, "Core + trend": { "equity": 2.3408016211754568, "drawdown": -0.05301569050949717, "net": 0.005422236842909545 }, "60/40 monthly": { "equity": 3.14322474232844, "drawdown": -0.06282997099083165, "net": 0.004569594625101869 }, "SPY buy & hold": { "equity": 4.16625676306584, "drawdown": -0.0833559075346193, "net": 0.01839610239405065 }, "BIL reserve": { "equity": 1.0519354861881154, "drawdown": -0.0017355440987595339, "net": 0.0 } }, { "date": "2022-03-03", "Ensemble trend": { "equity": 1.7702905564240674, "drawdown": -0.047294752382696204, "net": 0.0019228955854344587 }, "Core + trend": { "equity": 2.3416096861046025, "drawdown": -0.052688783349988944, "net": 0.0003452086335877791 }, "60/40 monthly": { "equity": 3.139415877632281, "drawdown": -0.06396560529331152, "net": -0.0012117697614385525 }, "SPY buy & hold": { "equity": 4.145515499742417, "drawdown": -0.08791932202799146, "net": -0.004978392956309197 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.00010942204773312092 } }, { "date": "2022-03-04", "Ensemble trend": { "equity": 1.7801447218643038, "drawdown": -0.04199160308229777, "net": 0.0055664113467008836 }, "Core + trend": { "equity": 2.347201779526596, "drawdown": -0.050426470866980155, "net": 0.002388140711570008 }, "60/40 monthly": { "equity": 3.1370120733203204, "drawdown": -0.06468231298730343, "net": -0.0007656852120444535 }, "SPY buy & hold": { "equity": 4.111833645697825, "drawdown": -0.09532987646308011, "net": -0.008124889183669493 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.0 } }, { "date": "2022-03-07", "Ensemble trend": { "equity": 1.785582769206349, "drawdown": -0.03906504607121419, "net": 0.0030548344048959564 }, "Core + trend": { "equity": 2.328221485366417, "drawdown": -0.05810505439008018, "net": -0.00808634959539234 }, "60/40 monthly": { "equity": 3.0771601787444314, "drawdown": -0.08252748995495107, "net": -0.01907926816250327 }, "SPY buy & hold": { "equity": 3.990620981422012, "drawdown": -0.12199862948507378, "net": -0.029478980600938676 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.0 } }, { "date": "2022-03-08", "Ensemble trend": { "equity": 1.8043175942731489, "drawdown": -0.028982652483584004, "net": 0.010492274785518285 }, "Core + trend": { "equity": 2.3322424345314086, "drawdown": -0.056478357050989025, "net": 0.001727047529741066 }, "60/40 monthly": { "equity": 3.0552392164484377, "drawdown": -0.0890633474118464, "net": -0.0071237638025519745 }, "SPY buy & hold": { "equity": 3.960365223866553, "drawdown": -0.1286553870983198, "net": -0.00758171665420293 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.0 } }, { "date": "2022-03-09", "Ensemble trend": { "equity": 1.7865813357392202, "drawdown": -0.03852765430097116, "net": -0.00982989834507142 }, "Core + trend": { "equity": 2.33554037987376, "drawdown": -0.05514415492787372, "net": 0.0014140662623756128 }, "60/40 monthly": { "equity": 3.094960840941507, "drawdown": -0.07722012300693648, "net": 0.013001150377757842 }, "SPY buy & hold": { "equity": 4.0665454450997975, "drawdown": -0.10529401547260686, "net": 0.026810714474858388 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.0 } }, { "date": "2022-03-10", "Ensemble trend": { "equity": 1.7880596171900567, "drawdown": -0.03773209761082419, "net": 0.0008274358526334513 }, "Core + trend": { "equity": 2.331198632310936, "drawdown": -0.05690063304228066, "net": -0.0018589905788991556 }, "60/40 monthly": { "equity": 3.080890376326472, "drawdown": -0.08141531069233132, "net": -0.0045462496419678144 }, "SPY buy & hold": { "equity": 4.0481824959802974, "drawdown": -0.10933416224892933, "net": -0.004515613895727522 }, "BIL reserve": { "equity": 1.0520505911230973, "drawdown": -0.001626311957815596, "net": 0.0 } }, { "date": "2022-03-11", "Ensemble trend": { "equity": 1.7805615635547933, "drawdown": -0.04176727422028481, "net": -0.0041934024812028126 }, "Core + trend": { "equity": 2.3174571812875446, "drawdown": -0.06245981344914031, "net": -0.005894586086716114 }, "60/40 monthly": { "equity": 3.0574642199406283, "drawdown": -0.08839995018184843, "net": -0.007603696829283524 }, "SPY buy & hold": { "equity": 3.9967112352894225, "drawdown": -0.1206586748095324, "net": -0.012714659169141829 }, "BIL reserve": { "equity": 1.0519354861881154, "drawdown": -0.0017355440987596449, "net": -0.00010941007585862916 } }, { "date": "2022-03-14", "Ensemble trend": { "equity": 1.7684081877266353, "drawdown": -0.04830777396239472, "net": -0.006825585858370675 }, "Core + trend": { "equity": 2.2984783803141737, "drawdown": -0.07013779289521582, "net": -0.008189493694475303 }, "60/40 monthly": { "equity": 3.0283448864018183, "drawdown": -0.09708204226702288, "net": -0.009524014491778865 }, "SPY buy & hold": { "equity": 3.967501403894665, "drawdown": -0.12708531169549586, "net": -0.007308466805618918 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815818, "net": 0.00010942204773312092 } }, { "date": "2022-03-15", "Ensemble trend": { "equity": 1.7586187602709844, "drawdown": -0.05357608366123123, "net": -0.005535728415867358 }, "Core + trend": { "equity": 2.3065708457644383, "drawdown": -0.06686394100739701, "net": 0.0035207925032378906 }, "60/40 monthly": { "equity": 3.066899852923773, "drawdown": -0.08558666345835975, "net": 0.012731365801523564 }, "SPY buy & hold": { "equity": 4.054747917721959, "drawdown": -0.10788966293064717, "net": 0.02199029186017376 }, "BIL reserve": { "equity": 1.051820171015809, "drawdown": -0.0018449757504634956, "net": -0.00021901998747242413 } }, { "date": "2022-03-16", "Ensemble trend": { "equity": 1.7671461130435553, "drawdown": -0.048986976124487325, "net": 0.004848892190401077 }, "Core + trend": { "equity": 2.3266971367658464, "drawdown": -0.05872173809102921, "net": 0.00872563313559871 }, "60/40 monthly": { "equity": 3.1055038279465643, "drawdown": -0.07407667249119199, "net": 0.012587295599492343 }, "SPY buy & hold": { "equity": 4.1446582795734415, "drawdown": -0.08810792437501891, "net": 0.022174094093128316 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815818, "net": 0.00021906796773585313 } }, { "date": "2022-03-17", "Ensemble trend": { "equity": 1.7728737412091247, "drawdown": -0.045904577368002464, "net": 0.0032411740734357153 }, "Core + trend": { "equity": 2.3383013800449, "drawdown": -0.05402717695890891, "net": 0.004987431795778985 }, "60/40 monthly": { "equity": 3.126355476395056, "drawdown": -0.0678596369358897, "net": 0.006714417242331683 }, "SPY buy & hold": { "equity": 4.196512211267212, "drawdown": -0.07669921798429191, "net": 0.012511027012607645 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815818, "net": 0.0 } }, { "date": "2022-03-18", "Ensemble trend": { "equity": 1.7685337001241639, "drawdown": -0.04824022780770698, "net": -0.002448026040478668 }, "Core + trend": { "equity": 2.3446025319306347, "drawdown": -0.05147801093239579, "net": 0.0026947560906858126 }, "60/40 monthly": { "equity": 3.1506298691451007, "drawdown": -0.06062209103235139, "net": 0.007764437836107918 }, "SPY buy & hold": { "equity": 4.242475422478268, "drawdown": -0.06658656568670551, "net": 0.010952717136780699 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": -0.00010941007585862916 } }, { "date": "2022-03-21", "Ensemble trend": { "equity": 1.7738674479765468, "drawdown": -0.045369800944730754, "net": 0.0030159153043045617 }, "Core + trend": { "equity": 2.341736544621517, "drawdown": -0.05263746203170361, "net": -0.0012223766161157945 }, "60/40 monthly": { "equity": 3.133825220020754, "drawdown": -0.06563249111455693, "net": -0.005333742718850898 }, "SPY buy & hold": { "equity": 4.241235221952315, "drawdown": -0.06685942992677474, "net": -0.00029232945449297887 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": 0.0 } }, { "date": "2022-03-22", "Ensemble trend": { "equity": 1.7708848792468899, "drawdown": -0.04697490970487872, "net": -0.0016813932366024353 }, "Core + trend": { "equity": 2.345601048550352, "drawdown": -0.0510740554826542, "net": 0.001650272716506418 }, "60/40 monthly": { "equity": 3.1493299738017364, "drawdown": -0.06100966209599323, "net": 0.004947548983245342 }, "SPY buy & hold": { "equity": 4.290863660360052, "drawdown": -0.05594036817138304, "net": 0.011701411454583699 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": 0.0 } }, { "date": "2022-03-23", "Ensemble trend": { "equity": 1.7782966693401074, "drawdown": -0.042986156960069466, "net": 0.004185359635782593 }, "Core + trend": { "equity": 2.3442548492297024, "drawdown": -0.05161866790199365, "net": -0.0005739251018332947 }, "60/40 monthly": { "equity": 3.132787358758348, "drawdown": -0.06594193525206915, "net": -0.005252741116682391 }, "SPY buy & hold": { "equity": 4.235604049546744, "drawdown": -0.06809837923133522, "net": -0.012878435482303607 }, "BIL reserve": { "equity": 1.0521654858207548, "drawdown": -0.001517279327631571, "net": 0.0002186442378449005 } }, { "date": "2022-03-24", "Ensemble trend": { "equity": 1.786279092155317, "drawdown": -0.03869031067813933, "net": 0.0044888026575296 }, "Core + trend": { "equity": 2.3576730864357955, "drawdown": -0.046190245441823374, "net": 0.0057238816037863405 }, "60/40 monthly": { "equity": 3.154555150383634, "drawdown": -0.05945174648694029, "net": 0.0069483782754773404 }, "SPY buy & hold": { "equity": 4.299452876524457, "drawdown": -0.05405060124059591, "net": 0.015074314367166997 }, "BIL reserve": { "equity": 1.0521654858207548, "drawdown": -0.001517279327631571, "net": 0.0 } }, { "date": "2022-03-25", "Ensemble trend": { "equity": 1.7840553713649867, "drawdown": -0.039887035395726356, "net": -0.0012448898943598907 }, "Core + trend": { "equity": 2.354991014483847, "drawdown": -0.04727529256091434, "net": -0.0011375928102071997 }, "60/40 monthly": { "equity": 3.1513845860286906, "drawdown": -0.060397067974291674, "net": -0.001005074948383089 }, "SPY buy & hold": { "equity": 4.320449975676008, "drawdown": -0.049430898713664906, "net": 0.00488366770251103 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": -0.00021859644299226932 } }, { "date": "2022-03-28", "Ensemble trend": { "equity": 1.772341735184075, "drawdown": -0.04619088343792388, "net": -0.0065657357775559255 }, "Core + trend": { "equity": 2.3535339229948393, "drawdown": -0.04786476702346587, "net": -0.0006187248613884755 }, "60/40 monthly": { "equity": 3.1679130967267675, "drawdown": -0.05546900010762046, "net": 0.005244840877674406 }, "SPY buy & hold": { "equity": 4.35118182916797, "drawdown": -0.04266939226892308, "net": 0.0071131140656601755 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": 0.0 } }, { "date": "2022-03-29", "Ensemble trend": { "equity": 1.775009334688136, "drawdown": -0.04475527952712066, "net": 0.0015051270593615662 }, "Core + trend": { "equity": 2.3666715724685248, "drawdown": -0.042549857890363585, "net": 0.005582094800217652 }, "60/40 monthly": { "equity": 3.1981168035595373, "drawdown": -0.04646359606270223, "net": 0.009534259908827059 }, "SPY buy & hold": { "equity": 4.4050088212145795, "drawdown": -0.030826580584316976, "net": 0.012370660238968378 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": 0.0 } }, { "date": "2022-03-30", "Ensemble trend": { "equity": 1.7796755979565742, "drawdown": -0.04224406831014127, "net": 0.002628866889456516 }, "Core + trend": { "equity": 2.36696088863178, "drawdown": -0.042432813428070704, "net": 0.00012224601276367153 }, "60/40 monthly": { "equity": 3.190724869969827, "drawdown": -0.048667542386811036, "net": -0.00231133946749007 }, "SPY buy & hold": { "equity": 4.3778094820169215, "drawdown": -0.036810876563268535, "net": -0.006174638985208203 }, "BIL reserve": { "equity": 1.0521654858207548, "drawdown": -0.001517279327631571, "net": 0.0002186442378449005 } }, { "date": "2022-03-31", "Ensemble trend": { "equity": 1.7770054319798563, "drawdown": -0.043681053402106595, "net": -0.0015003666846832298 }, "Core + trend": { "equity": 2.3546980692220245, "drawdown": -0.047393805195208416, "net": -0.005180828913841529 }, "60/40 monthly": { "equity": 3.1627959993414128, "drawdown": -0.056994691300011335, "net": -0.008753142864580066 }, "SPY buy & hold": { "equity": 4.310429068807161, "drawdown": -0.051635660831042096, "net": -0.015391353480900705 }, "BIL reserve": { "equity": 1.0521654858207548, "drawdown": -0.001517279327631571, "net": 0.0 } }, { "date": "2022-04-01", "Ensemble trend": { "equity": 1.7730167062355247, "drawdown": -0.04582763885054675, "net": -0.0022446333998470402 }, "Core + trend": { "equity": 2.351109088159474, "drawdown": -0.048845747436938036, "net": -0.001524178878583915 }, "60/40 monthly": { "equity": 3.160267043175571, "drawdown": -0.057748713718894784, "net": -0.0007995950944570396 }, "SPY buy & hold": { "equity": 4.322645152261732, "drawdown": -0.04894792424433769, "net": 0.0028340759723839426 }, "BIL reserve": { "equity": 1.0521654858207548, "drawdown": -0.001517279327631571, "net": 0.0 } }, { "date": "2022-04-04", "Ensemble trend": { "equity": 1.7777805045711121, "drawdown": -0.04326393784879001, "net": 0.0026868321763882097 }, "Core + trend": { "equity": 2.3602029643101172, "drawdown": -0.0451667692829566, "net": 0.0038679090631912327 }, "60/40 monthly": { "equity": 3.1760713990057043, "drawdown": -0.053036556674462276, "net": 0.0050009558098143 }, "SPY buy & hold": { "equity": 4.359675454920172, "drawdown": -0.040800656779937494, "net": 0.008566583967472896 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815818, "net": -0.00010919831452949058 } }, { "date": "2022-04-05", "Ensemble trend": { "equity": 1.768600435894964, "drawdown": -0.048204313071103844, "net": -0.005163780710016663 }, "Core + trend": { "equity": 2.339686200158292, "drawdown": -0.05346694028315402, "net": -0.008692796535751501 }, "60/40 monthly": { "equity": 3.136827178360036, "drawdown": -0.06473744045336083, "net": -0.01235621486908467 }, "SPY buy & hold": { "equity": 4.304606715577184, "drawdown": -0.05291667301920533, "net": -0.012631385045150267 }, "BIL reserve": { "equity": 1.0519354861881152, "drawdown": -0.001735544098759756, "net": -0.00010941007585862916 } }, { "date": "2022-04-06", "Ensemble trend": { "equity": 1.7666865146797832, "drawdown": -0.04923431505502229, "net": -0.0010821671058858229 }, "Core + trend": { "equity": 2.3298063693740727, "drawdown": -0.057463880753649166, "net": -0.004222716184568154 }, "60/40 monthly": { "equity": 3.1132856468083894, "drawdown": -0.07175647969356269, "net": -0.007504886375013453 }, "SPY buy & hold": { "equity": 4.261564116280703, "drawdown": -0.062386743303697534, "net": -0.009999194384174959 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815929, "net": 0.00010942204773312092 } }, { "date": "2022-04-07", "Ensemble trend": { "equity": 1.7711778234450233, "drawdown": -0.046817257915002686, "net": 0.0025422216833155264 }, "Core + trend": { "equity": 2.3351264970489973, "drawdown": -0.05531159352560555, "net": 0.0022835063655326504 }, "60/40 monthly": { "equity": 3.119937047244732, "drawdown": -0.06977332746905429, "net": 0.0021364568468560385 }, "SPY buy & hold": { "equity": 4.283037930076927, "drawdown": -0.05766215581943368, "net": 0.005038951241912892 }, "BIL reserve": { "equity": 1.052050591123097, "drawdown": -0.001626311957815929, "net": 0.0 } }, { "date": "2022-04-08", "Ensemble trend": { "equity": 1.7745764978690712, "drawdown": -0.0449882163788643, "net": 0.0019188781493646445 }, "Core + trend": { "equity": 2.3331882655074874, "drawdown": -0.056095715871286256, "net": -0.0008300327815041753 }, "60/40 monthly": { "equity": 3.1087293987185416, "drawdown": -0.07311495053309058, "net": -0.003592267522220638 }, "SPY buy & hold": { "equity": 4.27158502314955, "drawdown": -0.06018198118632023, "net": -0.0026740148264741137 }, "BIL reserve": { "equity": 1.051935486188115, "drawdown": -0.001735544098759867, "net": -0.00010941007585862916 } }, { "date": "2022-04-11", "Ensemble trend": { "equity": 1.7720144609417237, "drawdown": -0.0463670103945788, "net": -0.0014437455530511567 }, "Core + trend": { "equity": 2.3174323138169854, "drawdown": -0.06246987372260526, "net": -0.006752970569683159 }, "60/40 monthly": { "equity": 3.0702589490734566, "drawdown": -0.08458513016242641, "net": -0.01237497533910259 }, "SPY buy & hold": { "equity": 4.198573128180134, "drawdown": -0.07624578282157257, "net": -0.017092459724840636 }, "BIL reserve": { "equity": 1.0520505911230968, "drawdown": -0.00162631195781604, "net": 0.00010942204773312092 } }, { "date": "2022-04-12", "Ensemble trend": { "equity": 1.7762041205842496, "drawdown": -0.04411228971458625, "net": 0.0023643484491087108 }, "Core + trend": { "equity": 2.3198154789063694, "drawdown": -0.06150575103653222, "net": 0.0010283644856312613 }, "60/40 monthly": { "equity": 3.06900994609415, "drawdown": -0.0849575273832125, "net": -0.00040680704788220723 }, "SPY buy & hold": { "equity": 4.1830163299638325, "drawdown": -0.07966853086462766, "net": -0.0037052583678695017 }, "BIL reserve": { "equity": 1.0520505911230968, "drawdown": -0.00162631195781604, "net": 0.0 } }, { "date": "2022-04-13", "Ensemble trend": { "equity": 1.783718990250232, "drawdown": -0.04006806333606272, "net": 0.004230859268308906 }, "Core + trend": { "equity": 2.3335577534309997, "drawdown": -0.055946237477668026, "net": 0.00592386534600986 }, "60/40 monthly": { "equity": 3.0931313109654304, "drawdown": -0.07776560759722462, "net": 0.007859656793220537 }, "SPY buy & hold": { "equity": 4.2309275438468585, "drawdown": -0.06912728636955634, "net": 0.01145374775131236 }, "BIL reserve": { "equity": 1.0520505911230968, "drawdown": -0.00162631195781604, "net": 0.0 } }, { "date": "2022-04-14", "Ensemble trend": { "equity": 1.7767858734309556, "drawdown": -0.04379921173545909, "net": -0.0038868884937439674 }, "Core + trend": { "equity": 2.3163368778370494, "drawdown": -0.06291303843834484, "net": -0.007379665478015718 }, "60/40 monthly": { "equity": 3.058737016028387, "drawdown": -0.08802045891276278, "net": -0.01111957155362675 }, "SPY buy & hold": { "equity": 4.178245161914, "drawdown": -0.08071826525589454, "net": -0.01245173342887329 }, "BIL reserve": { "equity": 1.051935486188115, "drawdown": -0.001735544098760089, "net": -0.00010941007585862916 } }, { "date": "2022-04-18", "Ensemble trend": { "equity": 1.7792493277486081, "drawdown": -0.04247347125338041, "net": 0.0013864666274590043 }, "Core + trend": { "equity": 2.316931910058462, "drawdown": -0.0626723148451015, "net": 0.0002568850097350861 }, "60/40 monthly": { "equity": 3.056070542151843, "drawdown": -0.08881548300587994, "net": -0.0008717565003369954 }, "SPY buy & hold": { "equity": 4.17996300514688, "drawdown": -0.08034031186973734, "net": 0.00041113988440377724 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578161511, "net": 0.00010942204773312092 } }, { "date": "2022-04-19", "Ensemble trend": { "equity": 1.7739098406065121, "drawdown": -0.045346986790928856, "net": -0.003000977467757404 }, "Core + trend": { "equity": 2.3214778523957715, "drawdown": -0.06083322859945939, "net": 0.0019620526255321735 }, "60/40 monthly": { "equity": 3.078541046565644, "drawdown": -0.08211577649436497, "net": 0.007352744023369162 }, "SPY buy & hold": { "equity": 4.247438390060675, "drawdown": -0.06549463228599917, "net": 0.01614257945123221 }, "BIL reserve": { "equity": 1.0519354861881147, "drawdown": -0.0017355440987602, "net": -0.00010941007585862916 } }, { "date": "2022-04-20", "Ensemble trend": { "equity": 1.7772961317735185, "drawdown": -0.04352460946814418, "net": 0.001908942094739574 }, "Core + trend": { "equity": 2.3266602593168493, "drawdown": -0.05873665706804043, "net": 0.0022323740524725633 }, "60/40 monthly": { "equity": 3.0862929516917967, "drawdown": -0.07980450264425809, "net": 0.0025180450768393925 }, "SPY buy & hold": { "equity": 4.244288856123351, "drawdown": -0.06618758085874699, "net": -0.0007415137426582952 }, "BIL reserve": { "equity": 1.0521654858207543, "drawdown": -0.001517279327631904, "net": 0.0002186442378449005 } }, { "date": "2022-04-21", "Ensemble trend": { "equity": 1.7693694472369894, "drawdown": -0.047790459459126744, "net": -0.004459968372642065 }, "Core + trend": { "equity": 2.3086353864469573, "drawdown": -0.06602871959650769, "net": -0.007747101364590558 }, "60/40 monthly": { "equity": 3.051300392526722, "drawdown": -0.09023772978395816, "net": -0.011338054978187628 }, "SPY buy & hold": { "equity": 4.180821462732194, "drawdown": -0.08015143727103624, "net": -0.014953598952057834 }, "BIL reserve": { "equity": 1.0521654858207543, "drawdown": -0.001517279327631904, "net": 0.0 } }, { "date": "2022-04-22", "Ensemble trend": { "equity": 1.7526252575371757, "drawdown": -0.056801566328687936, "net": -0.009463365452569095 }, "Core + trend": { "equity": 2.2791584664930546, "drawdown": -0.0779537714402585, "net": -0.012768114067275182 }, "60/40 monthly": { "equity": 3.0004275455753358, "drawdown": -0.10540575350532011, "net": -0.016672513488342422 }, "SPY buy & hold": { "equity": 4.066103996820791, "drawdown": -0.10539114125723636, "net": -0.027438977467465042 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578161511, "net": -0.00010919831452949058 } }, { "date": "2022-04-25", "Ensemble trend": { "equity": 1.7419537504700824, "drawdown": -0.06254457882226505, "net": -0.0060888698375196615 }, "Core + trend": { "equity": 2.2788643328876605, "drawdown": -0.07807276482555114, "net": -0.00012905360014159317 }, "60/40 monthly": { "equity": 3.018559576213628, "drawdown": -0.09999958720405355, "net": 0.00604314897222924 }, "SPY buy & hold": { "equity": 4.089676778082366, "drawdown": -0.10020474687128367, "net": 0.005797387691020006 }, "BIL reserve": { "equity": 1.0521654858207543, "drawdown": -0.001517279327631904, "net": 0.00010921024010368541 } }, { "date": "2022-04-26", "Ensemble trend": { "equity": 1.7329175699625499, "drawdown": -0.06740751872594564, "net": -0.005187382561158138 }, "Core + trend": { "equity": 2.256616510965644, "drawdown": -0.08707324487046364, "net": -0.009762679419281217 }, "60/40 monthly": { "equity": 2.9733478427190883, "drawdown": -0.11347971830000736, "net": -0.014977916570145022 }, "SPY buy & hold": { "equity": 3.97123654511451, "drawdown": -0.1262635200181209, "net": -0.028960780862342994 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578161511, "net": -0.00010919831452949058 } }, { "date": "2022-04-27", "Ensemble trend": { "equity": 1.7285923537981214, "drawdown": -0.06973519093883584, "net": -0.002495915696972273 }, "Core + trend": { "equity": 2.2530813624972854, "drawdown": -0.08850340883693164, "net": -0.0015665703282681243 }, "60/40 monthly": { "equity": 2.971711763195616, "drawdown": -0.11396752455637371, "net": -0.0005502482756863936 }, "SPY buy & hold": { "equity": 3.982402680805279, "drawdown": -0.12380678897663844, "net": 0.0028117528542854764 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578161511, "net": 0.0 } }, { "date": "2022-04-28", "Ensemble trend": { "equity": 1.7409928529626286, "drawdown": -0.06306169850889032, "net": 0.007173755649942715 }, "Core + trend": { "equity": 2.2769714011511883, "drawdown": -0.07883856088326047, "net": 0.010603273832696214 }, "60/40 monthly": { "equity": 3.015105416041237, "drawdown": -0.10102946436980909, "net": 0.014602241503717694 }, "SPY buy & hold": { "equity": 4.082996276621163, "drawdown": -0.10167456559522914, "net": 0.025259523930298178 }, "BIL reserve": { "equity": 1.0522805907557362, "drawdown": -0.0014080471866880773, "net": 0.00021862031596220355 } }, { "date": "2022-04-29", "Ensemble trend": { "equity": 1.7279940839371288, "drawdown": -0.07005715776738297, "net": -0.007466296603906075 }, "Core + trend": { "equity": 2.2414490440157353, "drawdown": -0.09320932794830539, "net": -0.015600704127198717 }, "60/40 monthly": { "equity": 2.9411365732628543, "drawdown": -0.12308368836431727, "net": -0.02453275510197661 }, "SPY buy & hold": { "equity": 3.9321063469284643, "drawdown": -0.1348727985729653, "net": -0.036955686331795023 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578163732, "net": -0.00021857253156642997 } }, { "date": "2022-05-02", "Ensemble trend": { "equity": 1.7171733968954321, "drawdown": -0.0758804534348878, "net": -0.006261993106505659 }, "Core + trend": { "equity": 2.234883095941984, "drawdown": -0.09586561874481003, "net": -0.0029293318495376974 }, "60/40 monthly": { "equity": 2.9429768614010454, "drawdown": -0.12253499616785146, "net": 0.000625706454749686 }, "SPY buy & hold": { "equity": 3.9557756466644967, "drawdown": -0.12966516855645605, "net": 0.006019496332931418 }, "BIL reserve": { "equity": 1.0521654858207543, "drawdown": -0.0015172793276321261, "net": 0.00010921024010368541 } }, { "date": "2022-05-03", "Ensemble trend": { "equity": 1.720266916855204, "drawdown": -0.07421563480464166, "net": 0.001801518684930059 }, "Core + trend": { "equity": 2.240407956921748, "drawdown": -0.09363050552008267, "net": 0.0024721028987133575 }, "60/40 monthly": { "equity": 2.9524860444833467, "drawdown": -0.11969978007112014, "net": 0.003231144358292415 }, "SPY buy & hold": { "equity": 3.973909673761246, "drawdown": -0.12567538833978742, "net": 0.0045841899835850075 }, "BIL reserve": { "equity": 1.0520505911230966, "drawdown": -0.0016263119578163732, "net": -0.00010919831452949058 } }, { "date": "2022-05-04", "Ensemble trend": { "equity": 1.7321413391826102, "drawdown": -0.06782525757380142, "net": 0.006902662726964159 }, "Core + trend": { "equity": 2.271511537928179, "drawdown": -0.08104737890413882, "net": 0.013882998812933645 }, "60/40 monthly": { "equity": 3.014326992556224, "drawdown": -0.10126155568361406, "net": 0.020945382007283575 }, "SPY buy & hold": { "equity": 4.094926516901381, "drawdown": -0.09904971914517324, "net": 0.03045284193024833 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.00021862031596220355 } }, { "date": "2022-05-05", "Ensemble trend": { "equity": 1.7235420011190985, "drawdown": -0.07245310494575574, "net": -0.0049645706554001245 }, "Core + trend": { "equity": 2.2368044420289874, "drawdown": -0.09508832750362439, "net": -0.015279295446963825 }, "60/40 monthly": { "equity": 2.937241877656334, "drawdown": -0.12424491363255585, "net": -0.025572910666377235 }, "SPY buy & hold": { "equity": 3.949380988377646, "drawdown": -0.131072097143753, "net": -0.03554289141038591 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.0 } }, { "date": "2022-05-06", "Ensemble trend": { "equity": 1.7237164884289475, "drawdown": -0.07235920229506798, "net": 0.00010123763142178 }, "Core + trend": { "equity": 2.230416079909429, "drawdown": -0.09767277491507464, "net": -0.0028560217422333167 }, "60/40 monthly": { "equity": 2.9200181557739473, "drawdown": -0.12938026260038205, "net": -0.00586390995355468 }, "SPY buy & hold": { "equity": 3.9258078977619855, "drawdown": -0.13625855959262412, "net": -0.005968806424356599 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.0 } }, { "date": "2022-05-09", "Ensemble trend": { "equity": 1.7084811393537902, "drawdown": -0.08055830665141916, "net": -0.008838662957296073 }, "Core + trend": { "equity": 2.202444242853065, "drawdown": -0.10898893710514512, "net": -0.012541084736754304 }, "60/40 monthly": { "equity": 2.87225192097189, "drawdown": -0.143622032542019, "net": -0.016358197878874714 }, "SPY buy & hold": { "equity": 3.8001136208597104, "drawdown": -0.16391334011421466, "net": -0.032017429323001445 }, "BIL reserve": { "equity": 1.052165485820754, "drawdown": -0.0015172793276322372, "net": -0.00010938616182143424 } }, { "date": "2022-05-10", "Ensemble trend": { "equity": 1.7030989916094568, "drawdown": -0.08345478055558753, "net": -0.003150252947111354 }, "Core + trend": { "equity": 2.201873210723727, "drawdown": -0.10921995132771156, "net": -0.0002592720025449413 }, "60/40 monthly": { "equity": 2.880089419106019, "drawdown": -0.1412852386580793, "net": 0.0027286945399542795 }, "SPY buy & hold": { "equity": 3.8088940178485204, "drawdown": -0.161981510299825, "net": 0.0023105617002112666 }, "BIL reserve": { "equity": 1.052165485820754, "drawdown": -0.0015172793276322372, "net": 0.0 } }, { "date": "2022-05-11", "Ensemble trend": { "equity": 1.7061253903638858, "drawdown": -0.08182608408863523, "net": 0.0017769952124562227 }, "Core + trend": { "equity": 2.1963751783188474, "drawdown": -0.11144421090331658, "net": -0.0024969795618123847 }, "60/40 monthly": { "equity": 2.860178829074067, "drawdown": -0.1472216923855374, "net": -0.006913184674013473 }, "SPY buy & hold": { "equity": 3.7483852869243677, "drawdown": -0.17529441296005055, "net": -0.015886168173912973 }, "BIL reserve": { "equity": 1.052165485820754, "drawdown": -0.0015172793276322372, "net": 0.0 } }, { "date": "2022-05-12", "Ensemble trend": { "equity": 1.69563813115074, "drawdown": -0.08746994116578577, "net": -0.006146827936784227 }, "Core + trend": { "equity": 2.1903091122183316, "drawdown": -0.11389827166846422, "net": -0.002761853330157771 }, "60/40 monthly": { "equity": 2.8623238839879104, "drawdown": -0.14658213227112338, "net": 0.0007499723066397568 }, "SPY buy & hold": { "equity": 3.7444725764598474, "drawdown": -0.17615527275261655, "net": -0.0010438389239678658 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.00010939812846277874 } }, { "date": "2022-05-13", "Ensemble trend": { "equity": 1.6939742153687898, "drawdown": -0.08836539942336097, "net": -0.0009812917929730158 }, "Core + trend": { "equity": 2.201993004418995, "drawdown": -0.10917148812230015, "net": 0.005334357664626532 }, "60/40 monthly": { "equity": 2.8962774943108713, "drawdown": -0.13645867353690533, "net": 0.011862253084949703 }, "SPY buy & hold": { "equity": 3.8339946989349114, "drawdown": -0.15645895315964375, "net": 0.02390780561135819 }, "BIL reserve": { "equity": 1.0523953803347317, "drawdown": -0.0012991143118837867, "net": 0.00010908647370677649 } }, { "date": "2022-05-16", "Ensemble trend": { "equity": 1.6995736971102084, "drawdown": -0.0853519643577847, "net": 0.0033055295001640506 }, "Core + trend": { "equity": 2.2049088427506924, "drawdown": -0.10799186951466166, "net": 0.0013241814691717924 }, "60/40 monthly": { "equity": 2.894232612195738, "drawdown": -0.13706836657137156, "net": -0.0007060380502731389 }, "SPY buy & hold": { "equity": 3.8184375913645257, "drawdown": -0.15988176926561715, "net": -0.00405767581648131 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": -0.00010907457514608421 } }, { "date": "2022-05-17", "Ensemble trend": { "equity": 1.6985844273676942, "drawdown": -0.08588435293749119, "net": -0.000582069341386271 }, "Core + trend": { "equity": 2.214139028635647, "drawdown": -0.10425774649985309, "net": 0.004186198406932462 }, "60/40 monthly": { "equity": 2.9205120725564226, "drawdown": -0.1292329985504631, "net": 0.00907994065506279 }, "SPY buy & hold": { "equity": 3.896985377681395, "drawdown": -0.14259998170468724, "net": 0.020570661281595015 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.0 } }, { "date": "2022-05-18", "Ensemble trend": { "equity": 1.6925007589076995, "drawdown": -0.08915835948154027, "net": -0.0035816108766654198 }, "Core + trend": { "equity": 2.1867809459442897, "drawdown": -0.11532561094940397, "net": -0.012356081681201059 }, "60/40 monthly": { "equity": 2.8584343163186796, "drawdown": -0.14774182861619156, "net": -0.021255777992180813 }, "SPY buy & hold": { "equity": 3.739891042463996, "drawdown": -0.17716328457487318, "net": -0.04031175896042649 }, "BIL reserve": { "equity": 1.052280590755736, "drawdown": -0.0014080471866881883, "net": 0.0 } }, { "date": "2022-05-19", "Ensemble trend": { "equity": 1.7015450546127977, "drawdown": -0.084291052277092, "net": 0.0053437469126662585 }, "Core + trend": { "equity": 2.190453934919772, "drawdown": -0.11383968283945745, "net": 0.0016796327873143113 }, "60/40 monthly": { "equity": 2.8524060150369386, "drawdown": -0.14953920034434232, "net": -0.002108952179634027 }, "SPY buy & hold": { "equity": 3.7169858473174133, "drawdown": -0.1822027991828089, "net": -0.006124562156092028 }, "BIL reserve": { "equity": 1.0525106955070378, "drawdown": -0.001189682660180158, "net": 0.0002186724276045382 } }, { "date": "2022-05-20", "Ensemble trend": { "equity": 1.7020834540253464, "drawdown": -0.0840013055212343, "net": 0.0003164179585426474 }, "Core + trend": { "equity": 2.193167225857521, "drawdown": -0.11274200590609951, "net": 0.001238688882926997 }, "60/40 monthly": { "equity": 2.8586384393867226, "drawdown": -0.1476809681823118, "net": 0.0021849709743033685 }, "SPY buy & hold": { "equity": 3.7186081001380913, "drawdown": -0.1818458772384529, "net": 0.0004364430986059098 }, "BIL reserve": { "equity": 1.0525106955070378, "drawdown": -0.001189682660180158, "net": 0.0 } }, { "date": "2022-05-23", "Ensemble trend": { "equity": 1.7080808879495413, "drawdown": -0.08077370723174226, "net": 0.0035235839406175806 }, "Core + trend": { "equity": 2.2061185799361027, "drawdown": -0.10750246361079219, "net": 0.00590531990715748 }, "60/40 monthly": { "equity": 2.882614436958291, "drawdown": -0.14053239046940358, "net": 0.008387208833836368 }, "SPY buy & hold": { "equity": 3.7881836899335766, "drawdown": -0.16653811850135225, "net": 0.01871011623755181 }, "BIL reserve": { "equity": 1.0525106955070378, "drawdown": -0.001189682660180158, "net": 0.0 } }, { "date": "2022-05-24", "Ensemble trend": { "equity": 1.7119132429011772, "drawdown": -0.0787112747909734, "net": 0.0022436612801379763 }, "Core + trend": { "equity": 2.2076169912791603, "drawdown": -0.10689627297156767, "net": 0.000679207072858734 }, "60/40 monthly": { "equity": 2.879854144238641, "drawdown": -0.14135538717508378, "net": -0.0009575657029466944 }, "SPY buy & hold": { "equity": 3.7592655794407834, "drawdown": -0.17290057205521658, "net": -0.007633766696593325 }, "BIL reserve": { "equity": 1.0523953803347317, "drawdown": -0.0012991143118838977, "net": -0.00010956199571021674 } }, { "date": "2022-05-25", "Ensemble trend": { "equity": 1.7092401049388188, "drawdown": -0.0801498592962695, "net": -0.0015614914911389333 }, "Core + trend": { "equity": 2.2123856413313354, "drawdown": -0.10496708908173713, "net": 0.00216008939549428 }, "60/40 monthly": { "equity": 2.89715741011043, "drawdown": -0.13619632172212937, "net": 0.00600838271841142 }, "SPY buy & hold": { "equity": 3.7924787620469065, "drawdown": -0.16559313294158085, "net": 0.008835018942998873 }, "BIL reserve": { "equity": 1.0525106955070376, "drawdown": -0.00118968266018038, "net": 0.00010957400085631619 } }, { "date": "2022-05-26", "Ensemble trend": { "equity": 1.7112771727086964, "drawdown": -0.07905358436723486, "net": 0.0011917973162409723 }, "Core + trend": { "equity": 2.226305639545281, "drawdown": -0.09933567641630892, "net": 0.0062918498266735234 }, "60/40 monthly": { "equity": 2.930567629285095, "drawdown": -0.1262348780965843, "net": 0.011532069006009449 }, "SPY buy & hold": { "equity": 3.8682575199507525, "drawdown": -0.1489205765637044, "net": 0.0199813268994935 }, "BIL reserve": { "equity": 1.0527409053770014, "drawdown": -0.0009712183782922823, "net": 0.0002187244946265654 } }, { "date": "2022-05-27", "Ensemble trend": { "equity": 1.715332404169858, "drawdown": -0.07687120798877445, "net": 0.002369710486316512 }, "Core + trend": { "equity": 2.24566183782857, "drawdown": -0.09150501879037265, "net": 0.008694313098556616 }, "60/40 monthly": { "equity": 2.974874574230975, "drawdown": -0.11302451476460107, "net": 0.01511889522805121 }, "SPY buy & hold": { "equity": 3.9632196340069816, "drawdown": -0.12802737054977376, "net": 0.024549067265159152 }, "BIL reserve": { "equity": 1.0525106955070378, "drawdown": -0.001189682660180158, "net": -0.00021867666468344815 } }, { "date": "2022-05-31", "Ensemble trend": { "equity": 1.7076006821701426, "drawdown": -0.08103213631521056, "net": -0.004507419075696517 }, "Core + trend": { "equity": 2.2320946729389215, "drawdown": -0.096993690772886, "net": -0.0060414995085668055 }, "60/40 monthly": { "equity": 2.9524004195635585, "drawdown": -0.11972530961963801, "net": -0.007554656207052424 }, "SPY buy & hold": { "equity": 3.940982643683562, "drawdown": -0.1329198692538558, "net": -0.005610839765884168 }, "BIL reserve": { "equity": 1.0523953803347317, "drawdown": -0.0012991143118838977, "net": -0.00010956199571021674 } }, { "date": "2022-06-01", "Ensemble trend": { "equity": 1.7105909977874671, "drawdown": -0.07942285846513153, "net": 0.0017511796806759516 }, "Core + trend": { "equity": 2.2261438850428514, "drawdown": -0.09940111509953808, "net": -0.0026660105273379475 }, "60/40 monthly": { "equity": 2.9314330059925875, "drawdown": -0.12597686119338825, "net": -0.007101819059513126 }, "SPY buy & hold": { "equity": 3.9091061800778495, "drawdown": -0.1399332084968654, "net": -0.008088455719743592 }, "BIL reserve": { "equity": 1.052407258743547, "drawdown": -0.001287841953960145, "net": 1.1287021054462443e-05 } }, { "date": "2022-06-02", "Ensemble trend": { "equity": 1.7220051002141266, "drawdown": -0.07328020846948036, "net": 0.006672607561610366 }, "Core + trend": { "equity": 2.246862280996066, "drawdown": -0.09101937283312012, "net": 0.009306853924590852 }, "60/40 monthly": { "equity": 2.9665398639242246, "drawdown": -0.11550955523745443, "net": 0.01197600554400191 }, "SPY buy & hold": { "equity": 3.983548218981285, "drawdown": -0.12355475198961496, "net": 0.019043237884613484 }, "BIL reserve": { "equity": 1.052637363494849, "drawdown": -0.0010694774274518926, "net": 0.00021864610813926433 } }, { "date": "2022-06-03", "Ensemble trend": { "equity": 1.7148180918622224, "drawdown": -0.07714799195094424, "net": -0.004173627796462687 }, "Core + trend": { "equity": 2.2302135440221433, "drawdown": -0.09775471193427054, "net": -0.007409771891556338 }, "60/40 monthly": { "equity": 2.9349246412201357, "drawdown": -0.12493581063043457, "net": -0.010657272160255804 }, "SPY buy & hold": { "equity": 3.918173038949182, "drawdown": -0.1379383524199903, "net": -0.01641129376082251 }, "BIL reserve": { "equity": 1.0524072587435471, "drawdown": -0.0012878419539600339, "net": -0.0002185983124689539 } }, { "date": "2022-06-06", "Ensemble trend": { "equity": 1.7119419449669053, "drawdown": -0.07869582839516143, "net": -0.001677231485348818 }, "Core + trend": { "equity": 2.226993890180732, "drawdown": -0.09905724079542044, "net": -0.0014436527165935242 }, "60/40 monthly": { "equity": 2.9314324563730976, "drawdown": -0.1259770250655119, "net": -0.0011898720662165685 }, "SPY buy & hold": { "equity": 3.9301026605212304, "drawdown": -0.13531364209577135, "net": 0.0030446898218787766 }, "BIL reserve": { "equity": 1.0525221534412048, "drawdown": -0.0011788093237757868, "net": 0.00010917322804759877 } }, { "date": "2022-06-07", "Ensemble trend": { "equity": 1.716233913969066, "drawdown": -0.07638604858182452, "net": 0.0025070762561658633 }, "Core + trend": { "equity": 2.2379741790017396, "drawdown": -0.09461510390816608, "net": 0.004930542858434528 }, "60/40 monthly": { "equity": 2.953046681947972, "drawdown": -0.11953262287681876, "net": 0.007373264059993501 }, "SPY buy & hold": { "equity": 3.9678005492946635, "drawdown": -0.12701949485335418, "net": 0.009592087543187189 }, "BIL reserve": { "equity": 1.0524072587435471, "drawdown": -0.0012878419539600339, "net": -0.00010916131055493938 } }, { "date": "2022-06-08", "Ensemble trend": { "equity": 1.715717430578314, "drawdown": -0.0766640009410523, "net": -0.000300939974759995 }, "Core + trend": { "equity": 2.2286813991279377, "drawdown": -0.09837454966915293, "net": -0.004152317734937738 }, "60/40 monthly": { "equity": 2.929336942868955, "drawdown": -0.12660181413166416, "net": -0.008028907644418437 }, "SPY buy & hold": { "equity": 3.924662668940065, "drawdown": -0.13651052851672896, "net": -0.01087198809987222 }, "BIL reserve": { "equity": 1.0525221534412048, "drawdown": -0.0011788093237757868, "net": 0.00010917322804759877 } }, { "date": "2022-06-09", "Ensemble trend": { "equity": 1.7136674544692636, "drawdown": -0.07776722266332559, "net": -0.0011948215204408141 }, "Core + trend": { "equity": 2.2111492989230497, "drawdown": -0.10546725827643222, "net": -0.007866579858273326 }, "60/40 monthly": { "equity": 2.8864445890119153, "drawdown": -0.1393904092222894, "net": -0.01464234217284388 }, "SPY buy & hold": { "equity": 3.83132187964226, "drawdown": -0.15704701677505883, "net": -0.023783136837850494 }, "BIL reserve": { "equity": 1.052637363494849, "drawdown": -0.0010694774274517815, "net": 0.00010946092988861622 } }, { "date": "2022-06-10", "Ensemble trend": { "equity": 1.7225264099915014, "drawdown": -0.07299965872653724, "net": 0.005169588474784659 }, "Core + trend": { "equity": 2.193813696600002, "drawdown": -0.11248047257318639, "net": -0.007840086751035202 }, "60/40 monthly": { "equity": 2.8251407786547325, "drawdown": -0.15766848299701242, "net": -0.021238519731351713 }, "SPY buy & hold": { "equity": 3.72023097166694, "drawdown": -0.18148881916825976, "net": -0.028995451560883456 }, "BIL reserve": { "equity": 1.0524072587435473, "drawdown": -0.0012878419539598118, "net": -0.0002185983124689539 } }, { "date": "2022-06-13", "Ensemble trend": { "equity": 1.704508833898279, "drawdown": -0.0826960553045265, "net": -0.010459970882717107 }, "Core + trend": { "equity": 2.1502978016140744, "drawdown": -0.1300850698155689, "net": -0.019835729466622043 }, "60/40 monthly": { "equity": 2.7412394279410957, "drawdown": -0.18268413975974196, "net": -0.02969811322237481 }, "SPY buy & hold": { "equity": 3.578980515256532, "drawdown": -0.2125662116070688, "net": -0.03796819538522289 }, "BIL reserve": { "equity": 1.052522153441205, "drawdown": -0.0011788093237755648, "net": 0.00010917322804759877 } }, { "date": "2022-06-14", "Ensemble trend": { "equity": 1.6990474550692571, "drawdown": -0.08563516846352415, "net": -0.003204077749794698 }, "Core + trend": { "equity": 2.141451552896363, "drawdown": -0.1336638689148778, "net": -0.004113964452305829 }, "60/40 monthly": { "equity": 2.7273306159192083, "drawdown": -0.18683112982077688, "net": -0.005073913602772762 }, "SPY buy & hold": { "equity": 3.56819581315232, "drawdown": -0.2149390210701012, "net": -0.003013344738324042 }, "BIL reserve": { "equity": 1.0524072587435473, "drawdown": -0.0012878419539598118, "net": -0.00010916131055493938 } }, { "date": "2022-06-15", "Ensemble trend": { "equity": 1.707812458821089, "drawdown": -0.08091816591303713, "net": 0.0051587751276049865 }, "Core + trend": { "equity": 2.1617727743134583, "drawdown": -0.12544280581513156, "net": 0.009489461197293991 }, "60/40 monthly": { "equity": 2.7658765221176336, "drawdown": -0.17533845239822554, "net": 0.014133198950444736 }, "SPY buy & hold": { "equity": 3.619065380148265, "drawdown": -0.2037468908858847, "net": 0.014256383242321036 }, "BIL reserve": { "equity": 1.052522153441205, "drawdown": -0.0011788093237755648, "net": 0.00010917322804759877 } }, { "date": "2022-06-16", "Ensemble trend": { "equity": 1.7155895744220757, "drawdown": -0.0767328084204495, "net": 0.004553846390344063 }, "Core + trend": { "equity": 2.1494357854515758, "drawdown": -0.1304338032464708, "net": -0.00570688511228945 }, "60/40 monthly": { "equity": 2.719626466938368, "drawdown": -0.18912816490918005, "net": -0.016721663027768008 }, "SPY buy & hold": { "equity": 3.499289356242252, "drawdown": -0.23009955971459273, "net": -0.03309584418204292 }, "BIL reserve": { "equity": 1.0527524684298308, "drawdown": -0.0009602452865078437, "net": 0.0002188219866658958 } }, { "date": "2022-06-17", "Ensemble trend": { "equity": 1.7098919688578547, "drawdown": -0.07979905011743493, "net": -0.003321077283965468 }, "Core + trend": { "equity": 2.1471040455477444, "drawdown": -0.13137712158783144, "net": -0.0010848148707739425 }, "60/40 monthly": { "equity": 2.7233535171604664, "drawdown": -0.1880169240495223, "net": 0.0013704272507297777 }, "SPY buy & hold": { "equity": 3.506831718183701, "drawdown": -0.2284401176998434, "net": 0.0021553981890622964 }, "BIL reserve": { "equity": 1.052637363494849, "drawdown": -0.0010694774274517815, "net": -0.00010933713140903745 } }, { "date": "2022-06-21", "Ensemble trend": { "equity": 1.7076009396269822, "drawdown": -0.08103199776141146, "net": -0.0013398678235811978 }, "Core + trend": { "equity": 2.1582753348744537, "drawdown": -0.12685771438413163, "net": 0.005202956675469217 }, "60/40 monthly": { "equity": 2.756971336875349, "drawdown": -0.17799358316232794, "net": 0.012344273155522778 }, "SPY buy & hold": { "equity": 3.5951114746542183, "drawdown": -0.20901713878736894, "net": 0.02517365062394261 }, "BIL reserve": { "equity": 1.052867573364813, "drawdown": -0.0008510131455637948, "net": 0.00021869817464925667 } }, { "date": "2022-06-22", "Ensemble trend": { "equity": 1.7103883307120387, "drawdown": -0.07953192642890694, "net": 0.0016323433774083629 }, "Core + trend": { "equity": 2.1644841258237406, "drawdown": -0.12434591348793744, "net": 0.002876737202599733 }, "60/40 monthly": { "equity": 2.7685183017740975, "drawdown": -0.17455079102487747, "net": 0.004188278907475196 }, "SPY buy & hold": { "equity": 3.5885940027957024, "drawdown": -0.21045108835329085, "net": -0.0018128705895392727 }, "BIL reserve": { "equity": 1.0529827834184569, "drawdown": -0.0007416812492400116, "net": 0.00010942501845301322 } }, { "date": "2022-06-23", "Ensemble trend": { "equity": 1.7062588445662228, "drawdown": -0.08175426394678242, "net": -0.002414355893142095 }, "Core + trend": { "equity": 2.1702071992470273, "drawdown": -0.12203061231722445, "net": 0.0026440819569921725 }, "60/40 monthly": { "equity": 2.790839880786831, "drawdown": -0.16789548745425298, "net": 0.008062644555547838 }, "SPY buy & hold": { "equity": 3.623771893194375, "drawdown": -0.20271138164457403, "net": 0.00980269441772097 }, "BIL reserve": { "equity": 1.0529827834184569, "drawdown": -0.0007416812492400116, "net": 0.0 } }, { "date": "2022-06-24", "Ensemble trend": { "equity": 1.7053641858715083, "drawdown": -0.0822357363413494, "net": -0.0005243393741597435 }, "Core + trend": { "equity": 2.1875507167934134, "drawdown": -0.11501419587286399, "net": 0.007991641329179844 }, "60/40 monthly": { "equity": 2.838374264752818, "drawdown": -0.15372284513554413, "net": 0.0170322863354615 }, "SPY buy & hold": { "equity": 3.738984944349623, "drawdown": -0.17736264086301579, "net": 0.03179368198412935 }, "BIL reserve": { "equity": 1.0527524684298308, "drawdown": -0.0009602452865078437, "net": -0.00021872626243535365 } }, { "date": "2022-06-27", "Ensemble trend": { "equity": 1.7046169380914713, "drawdown": -0.08263787760495622, "net": -0.0004381748990789358 }, "Core + trend": { "equity": 2.182163211041295, "drawdown": -0.11719374127662352, "net": -0.0024628026727606667 }, "60/40 monthly": { "equity": 2.825423536214174, "drawdown": -0.1575841772499189, "net": -0.0045627275794692945 }, "SPY buy & hold": { "equity": 3.724703613024942, "drawdown": -0.1805047654932982, "net": -0.0038195744399193154 }, "BIL reserve": { "equity": 1.0527524684298308, "drawdown": -0.0009602452865078437, "net": 0.0 } }, { "date": "2022-06-28", "Ensemble trend": { "equity": 1.7037418341551958, "drawdown": -0.08310882634796057, "net": -0.0005133727799604415 }, "Core + trend": { "equity": 2.1692751212465575, "drawdown": -0.12240768965418514, "net": -0.005906107173618724 }, "60/40 monthly": { "equity": 2.792785856936666, "drawdown": -0.16731528378627047, "net": -0.011551428966023236 }, "SPY buy & hold": { "equity": 3.6485969397912106, "drawdown": -0.19724946856473258, "net": -0.020432947461267337 }, "BIL reserve": { "equity": 1.0529827834184566, "drawdown": -0.0007416812492401226, "net": 0.00021877411407955627 } }, { "date": "2022-06-29", "Ensemble trend": { "equity": 1.7033438037004347, "drawdown": -0.08332303169497901, "net": -0.00023362134261273315 }, "Core + trend": { "equity": 2.172035493246794, "drawdown": -0.12129096581525167, "net": 0.0012724858978008236 }, "60/40 monthly": { "equity": 2.800755654035159, "drawdown": -0.1649390442264932, "net": 0.0028537086288580316 }, "SPY buy & hold": { "equity": 3.645625903160814, "drawdown": -0.19790314483353433, "net": -0.0008142956537605661 }, "BIL reserve": { "equity": 1.0530980985907628, "drawdown": -0.0006322495975363829, "net": 0.00010951287534988197 } }, { "date": "2022-06-30", "Ensemble trend": { "equity": 1.6994058784101727, "drawdown": -0.08544227820801242, "net": -0.0023118793056969844 }, "Core + trend": { "equity": 2.1678328476054025, "drawdown": -0.12299116947400845, "net": -0.0019348881058611767 }, "60/40 monthly": { "equity": 2.796430204702391, "drawdown": -0.1662287011263256, "net": -0.0015443865395883272 }, "SPY buy & hold": { "equity": 3.6160071056659544, "drawdown": -0.20441976089768998, "net": -0.008124475270262943 }, "BIL reserve": { "equity": 1.0532130984070827, "drawdown": -0.0005231172119721794, "net": 0.00010920142812320677 } }, { "date": "2022-07-01", "Ensemble trend": { "equity": 1.69877582968789, "drawdown": -0.08578134725054609, "net": -0.0003707464651540038 }, "Core + trend": { "equity": 2.178663522599389, "drawdown": -0.11860955969225095, "net": 0.004996083995105982 }, "60/40 monthly": { "equity": 2.8261754289490693, "drawdown": -0.1573599962275808, "net": 0.010636855587047966 }, "SPY buy & hold": { "equity": 3.6542525511694803, "drawdown": -0.19600514228961452, "net": 0.010576706401820735 }, "BIL reserve": { "equity": 1.053132157037278, "drawdown": -0.0005999288544624726, "net": -7.685184501315945e-05 } }, { "date": "2022-07-05", "Ensemble trend": { "equity": 1.684735588794168, "drawdown": -0.09333728835225985, "net": -0.008264916799706201 }, "Core + trend": { "equity": 2.172273685486044, "drawdown": -0.12119460382063763, "net": -0.00293291600426715 }, "60/40 monthly": { "equity": 2.8335829804011294, "drawdown": -0.15515139335050132, "net": 0.0026210515370641563 }, "SPY buy & hold": { "equity": 3.6611536220931447, "drawdown": -0.19448679470481356, "net": 0.0018885040995471059 }, "BIL reserve": { "equity": 1.053132157037278, "drawdown": -0.0005999288544624726, "net": 0.0 } }, { "date": "2022-07-06", "Ensemble trend": { "equity": 1.674470893522116, "drawdown": -0.09886136970454928, "net": -0.006092763363180764 }, "Core + trend": { "equity": 2.163794518192196, "drawdown": -0.1246248980891399, "net": -0.0039033604975750036 }, "60/40 monthly": { "equity": 2.8296983537950617, "drawdown": -0.15630961648996466, "net": -0.0013709238913899302 }, "SPY buy & hold": { "equity": 3.673518814216589, "drawdown": -0.1917662517914157, "net": 0.0033774032449298552 }, "BIL reserve": { "equity": 1.053132157037278, "drawdown": -0.0005999288544624726, "net": 0.0 } }, { "date": "2022-07-07", "Ensemble trend": { "equity": 1.6748248340462617, "drawdown": -0.09867089193609802, "net": 0.00021137454554454038 }, "Core + trend": { "equity": 2.170591339539532, "drawdown": -0.12187520622627068, "net": 0.0031411584095399903 }, "60/40 monthly": { "equity": 2.848355817490957, "drawdown": -0.15074678938515917, "net": 0.006593446142721504 }, "SPY buy & hold": { "equity": 3.7285368194896704, "drawdown": -0.17966139787077362, "net": 0.014976922143466576 }, "BIL reserve": { "equity": 1.053132157037278, "drawdown": -0.0005999288544624726, "net": 0.0 } }, { "date": "2022-07-08", "Ensemble trend": { "equity": 1.6749873769128683, "drawdown": -0.09858341734532139, "net": 9.705066661447326e-05 }, "Core + trend": { "equity": 2.167477525420435, "drawdown": -0.12313491703934432, "net": -0.0014345464585505674 }, "60/40 monthly": { "equity": 2.8401498423814644, "drawdown": -0.15319344673926072, "net": -0.0028809515507514094 }, "SPY buy & hold": { "equity": 3.725469883092986, "drawdown": -0.18033617364429533, "net": -0.0008225576265340484 }, "BIL reserve": { "equity": 1.0530172623396203, "drawdown": -0.0007089614846467196, "net": -0.00010909808127113063 } }, { "date": "2022-07-11", "Ensemble trend": { "equity": 1.6716785560299132, "drawdown": -0.10036410301139909, "net": -0.0019754303396921635 }, "Core + trend": { "equity": 2.1615905820814163, "drawdown": -0.12551651269549857, "net": -0.002716034316377347 }, "60/40 monthly": { "equity": 2.829138318488085, "drawdown": -0.15647659414759685, "net": -0.0038770925847160242 }, "SPY buy & hold": { "equity": 3.6829123510014683, "drawdown": -0.18969952127265632, "net": -0.011423399846729021 }, "BIL reserve": { "equity": 1.0531321570372782, "drawdown": -0.0005999288544623615, "net": 0.00010910998496127533 } }, { "date": "2022-07-12", "Ensemble trend": { "equity": 1.6692061083107783, "drawdown": -0.10169468341128407, "net": -0.0014790210176571783 }, "Core + trend": { "equity": 2.155499504676172, "drawdown": -0.12798069192302408, "net": -0.002817868219697428 }, "60/40 monthly": { "equity": 2.8166296312902706, "drawdown": -0.16020612916498744, "net": -0.0044213770376908546 }, "SPY buy & hold": { "equity": 3.650322207522128, "drawdown": -0.19686988166853203, "net": -0.008849014142429557 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846466086, "net": -0.00010909808127113063 } }, { "date": "2022-07-13", "Ensemble trend": { "equity": 1.6722344061524115, "drawdown": -0.10006496492546668, "net": 0.0018142144499446733 }, "Core + trend": { "equity": 2.1561605225278018, "drawdown": -0.1277132734762304, "net": 0.00030666574044491135 }, "60/40 monthly": { "equity": 2.812540826599425, "drawdown": -0.1614252291418773, "net": -0.0014516657232539476 }, "SPY buy & hold": { "equity": 3.6311521535953912, "drawdown": -0.20108760459909258, "net": -0.005251605978023877 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846466086, "net": 0.0 } }, { "date": "2022-07-14", "Ensemble trend": { "equity": 1.6634196437485431, "drawdown": -0.10480874575183485, "net": -0.005271248080674251 }, "Core + trend": { "equity": 2.146398860181747, "drawdown": -0.1316624082481107, "net": -0.004527335624627038 }, "60/40 monthly": { "equity": 2.8022103560061504, "drawdown": -0.16450531670138346, "net": -0.0036730028931758474 }, "SPY buy & hold": { "equity": 3.6223333967000664, "drawdown": -0.20302787421537027, "net": -0.002428638768715019 }, "BIL reserve": { "equity": 1.0531321570372785, "drawdown": -0.0005999288544622505, "net": 0.00010910998496127533 } }, { "date": "2022-07-15", "Ensemble trend": { "equity": 1.6620483243233288, "drawdown": -0.10554673941497694, "net": -0.0008243977581772199 }, "Core + trend": { "equity": 2.1587354942168857, "drawdown": -0.12667155436390332, "net": 0.005747596247835274 }, "60/40 monthly": { "equity": 2.838175588933599, "drawdown": -0.1537820814417341, "net": 0.012834594251770692 }, "SPY buy & hold": { "equity": 3.6915383803019637, "drawdown": -0.18780165485457367, "net": 0.01910508393980037 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846464976, "net": -0.00010909808127113063 } }, { "date": "2022-07-18", "Ensemble trend": { "equity": 1.6626382852071666, "drawdown": -0.10522924417224311, "net": 0.0003549601267327507 }, "Core + trend": { "equity": 2.15265733703621, "drawdown": -0.12913050664274983, "net": -0.0028156099702620896 }, "60/40 monthly": { "equity": 2.8207397352416597, "drawdown": -0.15898067869449362, "net": -0.006143331568322918 }, "SPY buy & hold": { "equity": 3.6610580316809425, "drawdown": -0.19450782614661488, "net": -0.008256814769599607 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846464976, "net": 0.0 } }, { "date": "2022-07-19", "Ensemble trend": { "equity": 1.6641327207569792, "drawdown": -0.10442499394034432, "net": 0.0008988338372266647 }, "Core + trend": { "equity": 2.1683286092543455, "drawdown": -0.12279060634275074, "net": 0.007279965997612825 }, "60/40 monthly": { "equity": 2.8615331878763373, "drawdown": -0.1468178827371468, "net": 0.014461969718444267 }, "SPY buy & hold": { "equity": 3.759975856419479, "drawdown": -0.17274429959445348, "net": 0.027018917450243096 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846464976, "net": 0.0 } }, { "date": "2022-07-20", "Ensemble trend": { "equity": 1.6582334719801741, "drawdown": -0.10759975259579069, "net": -0.0035449388761021883 }, "Core + trend": { "equity": 2.168076474839856, "drawdown": -0.12289260872186902, "net": -0.00011628053672918526 }, "60/40 monthly": { "equity": 2.8715672328528323, "drawdown": -0.1438261761324401, "net": 0.0035065275562788933 }, "SPY buy & hold": { "equity": 3.783939661244239, "drawdown": -0.16747187367957894, "net": 0.006373393271620564 }, "BIL reserve": { "equity": 1.0530172623396206, "drawdown": -0.0007089614846464976, "net": 0.0 } }, { "date": "2022-07-21", "Ensemble trend": { "equity": 1.6673428066603972, "drawdown": -0.10269744380774559, "net": 0.005493396939663331 }, "Core + trend": { "equity": 2.1856287546475714, "drawdown": -0.11579173634407791, "net": 0.00809578444829162 }, "60/40 monthly": { "equity": 2.9021487889154978, "drawdown": -0.13470811422727624, "net": 0.010649778877816152 }, "SPY buy & hold": { "equity": 3.822471259276202, "drawdown": -0.15899429687193667, "net": 0.010182931410511298 }, "BIL reserve": { "equity": 1.0533626822632283, "drawdown": -0.0003811653064348386, "net": 0.0003280287379527902 } }, { "date": "2022-07-22", "Ensemble trend": { "equity": 1.6690291126290246, "drawdown": -0.10178993597544672, "net": 0.0010113732832210953 }, "Core + trend": { "equity": 2.1858763157104852, "drawdown": -0.11569158413976499, "net": 0.0001132676637729535 }, "60/40 monthly": { "equity": 2.898587978280739, "drawdown": -0.1357697898246123, "net": -0.0012269566082755423 }, "SPY buy & hold": { "equity": 3.787006597640922, "drawdown": -0.16679709790605757, "net": -0.009277940690650355 }, "BIL reserve": { "equity": 1.0534779974355344, "drawdown": -0.0002717336547312099, "net": 0.00010947337915778732 } }, { "date": "2022-07-25", "Ensemble trend": { "equity": 1.667185459753936, "drawdown": -0.102782122123934, "net": -0.0011046259535788527 }, "Core + trend": { "equity": 2.183832994737994, "drawdown": -0.1165182209989919, "net": -0.0009347834357347207 }, "60/40 monthly": { "equity": 2.8966773901944327, "drawdown": -0.13633944234361794, "net": -0.000659144418117541 }, "SPY buy & hold": { "equity": 3.7916079302982006, "drawdown": -0.1657847300570201, "net": 0.001215031592536775 }, "BIL reserve": { "equity": 1.0533626822632283, "drawdown": -0.0003811653064348386, "net": -0.00010946139604883776 } }, { "date": "2022-07-26", "Ensemble trend": { "equity": 1.666438211973899, "drawdown": -0.10318426338754083, "net": -0.0004482091513365871 }, "Core + trend": { "equity": 2.1759260353056336, "drawdown": -0.1197170253959503, "net": -0.003620679535208393 }, "60/40 monthly": { "equity": 2.8762840316331837, "drawdown": -0.14241983620698595, "net": -0.007040258825605883 }, "SPY buy & hold": { "equity": 3.7467494225239566, "drawdown": -0.1756543296728188, "net": -0.011830998510100721 }, "BIL reserve": { "equity": 1.0533626822632283, "drawdown": -0.0003811653064348386, "net": 0.0 } }, { "date": "2022-07-27", "Ensemble trend": { "equity": 1.672848748181311, "drawdown": -0.0997343486474549, "net": 0.0038468490228742436 }, "Core + trend": { "equity": 2.197511402138969, "drawdown": -0.11098454524007084, "net": 0.009920082982188161 }, "60/40 monthly": { "equity": 2.9237594831745275, "drawdown": -0.12826476492014394, "net": 0.016505828707878756 }, "SPY buy & hold": { "equity": 3.844039116714203, "drawdown": -0.1542490182604641, "net": 0.025966426685857247 }, "BIL reserve": { "equity": 1.0533626822632283, "drawdown": -0.0003811653064348386, "net": 0.0 } }, { "date": "2022-07-28", "Ensemble trend": { "equity": 1.6807096300079203, "drawdown": -0.09550391125403745, "net": 0.004699098968245385 }, "Core + trend": { "equity": 2.215316756861218, "drawdown": -0.10378128999863967, "net": 0.008102508457939361 }, "60/40 monthly": { "equity": 2.9574141820543915, "drawdown": -0.11823042830373864, "net": 0.011510761768722233 }, "SPY buy & hold": { "equity": 3.8922519508299067, "drawdown": -0.14364141241990336, "net": 0.012542232961696431 }, "BIL reserve": { "equity": 1.0534779974355344, "drawdown": -0.0002717336547312099, "net": 0.00010947337915778732 } }, { "date": "2022-07-29", "Ensemble trend": { "equity": 1.682631646772979, "drawdown": -0.09446955254301392, "net": 0.001143574553713833 }, "Core + trend": { "equity": 2.226354368585956, "drawdown": -0.09931596281199562, "net": 0.004982407906477748 }, "60/40 monthly": { "equity": 2.984202552813182, "drawdown": -0.11024332580259, "net": 0.009058038242104383 }, "SPY buy & hold": { "equity": 3.948996770604327, "drawdown": -0.131156631288469, "net": 0.014578917421397053 }, "BIL reserve": { "equity": 1.053592997251854, "drawdown": -0.00016260126916711748, "net": 0.00010916204856648015 } }, { "date": "2022-08-01", "Ensemble trend": { "equity": 1.6863685035921103, "drawdown": -0.09245851368373637, "net": 0.0022208406850650064 }, "Core + trend": { "equity": 2.2295078785287044, "drawdown": -0.09804019283277565, "net": 0.0014164456419178961 }, "60/40 monthly": { "equity": 2.98549974058655, "drawdown": -0.10985656201607907, "net": 0.00043468489501341523 }, "SPY buy & hold": { "equity": 3.93730133007447, "drawdown": -0.13372981798342076, "net": -0.0029616232195772696 }, "BIL reserve": { "equity": 1.0536738335029967, "drawdown": -8.588938205666974e-05, "net": 7.67243625892089e-05 } }, { "date": "2022-08-02", "Ensemble trend": { "equity": 1.6819700654726475, "drawdown": -0.09482559125895473, "net": -0.002608230710010151 }, "Core + trend": { "equity": 2.2158532000887847, "drawdown": -0.10356426890858139, "net": -0.006124525762578159 }, "60/40 monthly": { "equity": 2.9574394880246206, "drawdown": -0.11822288318724283, "net": -0.00939884608947128 }, "SPY buy & hold": { "equity": 3.9113267236985254, "drawdown": -0.13944465286822572, "net": -0.0065970582890219065 }, "BIL reserve": { "equity": 1.0537890435566406, "drawdown": 0.0, "net": 0.00010934128757944528 } }, { "date": "2022-08-03", "Ensemble trend": { "equity": 1.6845308180908332, "drawdown": -0.09344748841118078, "net": 0.0015224721716233791 }, "Core + trend": { "equity": 2.2297742575220285, "drawdown": -0.09793242773009736, "net": 0.0062824818145381656 }, "60/40 monthly": { "equity": 2.990593976998742, "drawdown": -0.10833768695064017, "net": 0.011210538409448967 }, "SPY buy & hold": { "equity": 3.9725763576557687, "drawdown": -0.12596873951831034, "net": 0.01565955448981926 }, "BIL reserve": { "equity": 1.0536738335029967, "drawdown": -0.000109329333369379, "net": -0.000109329333369379 } }, { "date": "2022-08-04", "Ensemble trend": { "equity": 1.6880528820373637, "drawdown": -0.09155204317360288, "net": 0.0020908278487432597 }, "Core + trend": { "equity": 2.233942038978167, "drawdown": -0.09624632857131143, "net": 0.0018691495078835274 }, "60/40 monthly": { "equity": 2.9951548978251696, "drawdown": -0.10697782290857827, "net": 0.0015250886150064424 }, "SPY buy & hold": { "equity": 3.9698914735538104, "drawdown": -0.12655945758754505, "net": -0.000675854624363259 }, "BIL reserve": { "equity": 1.053904568966271, "drawdown": 0.0, "net": 0.00021898186700441968 } }, { "date": "2022-08-05", "Ensemble trend": { "equity": 1.6788279391601642, "drawdown": -0.09651656803997888, "net": -0.005464842349053423 }, "Core + trend": { "equity": 2.220122492582366, "drawdown": -0.10183710289524917, "net": -0.006186170524872803 }, "60/40 monthly": { "equity": 2.9753836389484043, "drawdown": -0.11287273427319178, "net": -0.00660108059557174 }, "SPY buy & hold": { "equity": 3.9631822021627205, "drawdown": -0.12803560616290643, "net": -0.0016900389937067883 }, "BIL reserve": { "equity": 1.054135094192221, "drawdown": 0.0, "net": 0.00021873444023134958 } }, { "date": "2022-08-08", "Ensemble trend": { "equity": 1.682733883863128, "drawdown": -0.0944145323024479, "net": 0.0023265902430227303 }, "Core + trend": { "equity": 2.2245672769125444, "drawdown": -0.10003894068377783, "net": 0.0020020446371897815 }, "60/40 monthly": { "equity": 2.9799312976547068, "drawdown": -0.11151682440638644, "net": 0.0015284276779548023 }, "SPY buy & hold": { "equity": 3.958581178859526, "drawdown": -0.1290479059490256, "net": -0.0011609416545834694 }, "BIL reserve": { "equity": 1.0542501991272029, "drawdown": 0.0, "net": 0.00010919372252771176 } }, { "date": "2022-08-09", "Ensemble trend": { "equity": 1.6806933739550445, "drawdown": -0.09551265966362721, "net": -0.0012126159267674685 }, "Core + trend": { "equity": 2.2192166095215544, "drawdown": -0.10220358292374088, "net": -0.0024052621139049046 }, "60/40 monthly": { "equity": 2.969234962760753, "drawdown": -0.11470599645249113, "net": -0.0035894568785435066 }, "SPY buy & hold": { "equity": 3.9428619697487064, "drawdown": -0.1325063870242672, "net": -0.003970919983848464 }, "BIL reserve": { "equity": 1.054135094192221, "drawdown": -0.00010918180056052051, "net": -0.00010918180056052051 } }, { "date": "2022-08-10", "Ensemble trend": { "equity": 1.6811790904839625, "drawdown": -0.09525126489751068, "net": 0.00028899770561663374 }, "Core + trend": { "equity": 2.233810321522081, "drawdown": -0.09629961560045164, "net": 0.00657606469684513 }, "60/40 monthly": { "equity": 3.008348826107368, "drawdown": -0.10304397943106314, "net": 0.013173044180460503 }, "SPY buy & hold": { "equity": 4.025677605019443, "drawdown": -0.11428560344038974, "net": 0.021003939753948542 }, "BIL reserve": { "equity": 1.0542501991272029, "drawdown": 0.0, "net": 0.00010919372252771176 } }, { "date": "2022-08-11", "Ensemble trend": { "equity": 1.6768888037858176, "drawdown": -0.09756013935671903, "net": -0.002551951022011556 }, "Core + trend": { "equity": 2.2279854461803583, "drawdown": -0.0986561013032341, "net": -0.0026075962160270194 }, "60/40 monthly": { "equity": 3.0007881573927695, "drawdown": -0.10529823507596503, "net": -0.002513228734974171 }, "SPY buy & hold": { "equity": 4.025677605019443, "drawdown": -0.11428560344038974, "net": 0.0 }, "BIL reserve": { "equity": 1.0542501991272029, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-08-12", "Ensemble trend": { "equity": 1.6796647109666871, "drawdown": -0.0960662482389496, "net": 0.0016553913262480346 }, "Core + trend": { "equity": 2.243127063116399, "drawdown": -0.09253047599221531, "net": 0.006796102264491566 }, "60/40 monthly": { "equity": 3.0369284680832376, "drawdown": -0.09452279940250563, "net": 0.012043606144416685 }, "SPY buy & hold": { "equity": 4.093828928608521, "drawdown": -0.09929120637983657, "net": 0.01692915585294319 }, "BIL reserve": { "equity": 1.0544808294718149, "drawdown": 0.0, "net": 0.00021876243874840995 } }, { "date": "2022-08-15", "Ensemble trend": { "equity": 1.6816031538776302, "drawdown": -0.09502304958053709, "net": 0.0011540653907216036 }, "Core + trend": { "equity": 2.2486933427045352, "drawdown": -0.09027860663920473, "net": 0.0024814820701253293 }, "60/40 monthly": { "equity": 3.0483776831181375, "drawdown": -0.09110915193342861, "net": 0.003769998258182916 }, "SPY buy & hold": { "equity": 4.110698006852532, "drawdown": -0.09557973543671328, "net": 0.004120611422262277 }, "BIL reserve": { "equity": 1.0543654091808468, "drawdown": -0.000109456983704459, "net": -0.000109456983704459 } }, { "date": "2022-08-16", "Ensemble trend": { "equity": 1.680970181652979, "drawdown": -0.09536369194448857, "net": -0.0003764099889986827 }, "Core + trend": { "equity": 2.2491166814492587, "drawdown": -0.09010734259648279, "net": 0.00018825988260995352 }, "60/40 monthly": { "equity": 3.050801870929241, "drawdown": -0.09038636678521417, "net": 0.0007952386689249469 }, "SPY buy & hold": { "equity": 4.118750493679814, "drawdown": -0.09380805766943834, "net": 0.001958909852744828 }, "BIL reserve": { "equity": 1.0544808294718149, "drawdown": -1.1102230246251565e-16, "net": 0.00010946896584718147 } }, { "date": "2022-08-17", "Ensemble trend": { "equity": 1.676617810431707, "drawdown": -0.09770597800992409, "net": -0.00258920191968659 }, "Core + trend": { "equity": 2.238260372107768, "drawdown": -0.0944993228960368, "net": -0.004826921355852054 }, "60/40 monthly": { "equity": 3.029555870997575, "drawdown": -0.09672098043983246, "net": -0.00696407070354732 }, "SPY buy & hold": { "equity": 4.089515295250103, "drawdown": -0.10024027571471494, "net": -0.0070980746404940565 }, "BIL reserve": { "equity": 1.0544808294718149, "drawdown": -1.1102230246251565e-16, "net": 0.0 } }, { "date": "2022-08-18", "Ensemble trend": { "equity": 1.678314464332817, "drawdown": -0.09679290130106855, "net": 0.0010119503028975796 }, "Core + trend": { "equity": 2.242255622609117, "drawdown": -0.09288302209419386, "net": 0.0017849802244349622 }, "60/40 monthly": { "equity": 3.0372667467926697, "drawdown": -0.09442193971415347, "net": 0.002545216567521491 }, "SPY buy & hold": { "equity": 4.101400679188026, "drawdown": -0.09762529838783429, "net": 0.002906306268551706 }, "BIL reserve": { "equity": 1.0549423003983633, "drawdown": 0.0, "net": 0.0004376285596199292 } }, { "date": "2022-08-19", "Ensemble trend": { "equity": 1.6727804085713642, "drawdown": -0.09977112651128073, "net": -0.003297389064481848 }, "Core + trend": { "equity": 2.2254156347314247, "drawdown": -0.09969573281172017, "net": -0.007510289062447328 }, "60/40 monthly": { "equity": 3.001920591488083, "drawdown": -0.10496059351961562, "net": -0.011637487995386664 }, "SPY buy & hold": { "equity": 4.046285846086404, "drawdown": -0.10975145600195124, "net": -0.013438051390905148 }, "BIL reserve": { "equity": 1.0549423003983633, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-08-22", "Ensemble trend": { "equity": 1.6700952258313977, "drawdown": -0.10121619307275243, "net": -0.0016052212987476278 }, "Core + trend": { "equity": 2.2074330463830796, "drawdown": -0.10697068890191541, "net": -0.008080552714601175 }, "60/40 monthly": { "equity": 2.957864752992233, "drawdown": -0.11809608805972094, "net": -0.014675884039294762 }, "SPY buy & hold": { "equity": 3.962032023675444, "drawdown": -0.12828866409370643, "net": -0.02082250874402536 }, "BIL reserve": { "equity": 1.0550573002146832, "drawdown": 0.0, "net": 0.00010901052718836901 } }, { "date": "2022-08-23", "Ensemble trend": { "equity": 1.6683142026211257, "drawdown": -0.10217467423981119, "net": -0.0010664201554048125 }, "Core + trend": { "equity": 2.2035526856138894, "drawdown": -0.10854051042388624, "net": -0.0017578611390040022 }, "60/40 monthly": { "equity": 2.950674077517745, "drawdown": -0.12024002815165002, "net": -0.0024310359245511837 }, "SPY buy & hold": { "equity": 3.9524469967120757, "drawdown": -0.13039752555898665, "net": -0.0024192199624062383 }, "BIL reserve": { "equity": 1.054826669870071, "drawdown": -0.00021859508916266535, "net": -0.00021859508916266535 } }, { "date": "2022-08-24", "Ensemble trend": { "equity": 1.6665396924303681, "drawdown": -0.10312965033938437, "net": -0.0010636546688684856 }, "Core + trend": { "equity": 2.2030449848453793, "drawdown": -0.10874590359234027, "net": -0.00023040101188620543 }, "60/40 monthly": { "equity": 2.952823915634196, "drawdown": -0.11959904189863801, "net": 0.0007285921996034173 }, "SPY buy & hold": { "equity": 3.9650995787802965, "drawdown": -0.12761375219434812, "net": 0.003201202211881915 }, "BIL reserve": { "equity": 1.0551726153869891, "drawdown": 0.0, "net": 0.0003279643251348219 } }, { "date": "2022-08-25", "Ensemble trend": { "equity": 1.6706947833015702, "drawdown": -0.10089353330031636, "net": 0.002493244469408795 }, "Core + trend": { "equity": 2.2180788743559288, "drawdown": -0.10266386001021255, "net": 0.006824140956706248 }, "60/40 monthly": { "equity": 2.9859409787458286, "drawdown": -0.10972500439216426, "net": 0.011215387052471826 }, "SPY buy & hold": { "equity": 4.021076891070334, "drawdown": -0.11529783516359027, "net": 0.014117504788431212 }, "BIL reserve": { "equity": 1.0552879305592953, "drawdown": 0.0, "net": 0.0001092855999336173 } }, { "date": "2022-08-26", "Ensemble trend": { "equity": 1.6699484562235611, "drawdown": -0.10129517907596486, "net": -0.00044671659088701965 }, "Core + trend": { "equity": 2.1940333017823686, "drawdown": -0.11239163007576913, "net": -0.010840720251908298 }, "60/40 monthly": { "equity": 2.921420654899042, "drawdown": -0.12896209964561456, "net": -0.021608037233839417 }, "SPY buy & hold": { "equity": 3.8849672808410936, "drawdown": -0.14524415802358326, "net": -0.03384904440188674 }, "BIL reserve": { "equity": 1.0552879305592953, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-08-29", "Ensemble trend": { "equity": 1.666342247980237, "drawdown": -0.10323590767836766, "net": -0.0021594727848541773 }, "Core + trend": { "equity": 2.1847902252954206, "drawdown": -0.11613096805527934, "net": -0.004212824153325023 }, "60/40 monthly": { "equity": 2.9031365983696262, "drawdown": -0.13441359331621483, "net": -0.006258618216707146 }, "SPY buy & hold": { "equity": 3.8592788269935876, "drawdown": -0.15089603470882107, "net": -0.006612270320573876 }, "BIL reserve": { "equity": 1.0552879305592953, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-08-30", "Ensemble trend": { "equity": 1.6662689663640724, "drawdown": -0.10327534514812109, "net": -4.3977529978311836e-05 }, "Core + trend": { "equity": 2.1774416915410604, "drawdown": -0.11910385823964509, "net": -0.003363496261233112 }, "60/40 monthly": { "equity": 2.8831343114179937, "drawdown": -0.14037738699290403, "net": -0.0068898883238445174 }, "SPY buy & hold": { "equity": 3.8169127850805595, "drawdown": -0.160217251390661, "net": -0.010977709518343204 }, "BIL reserve": { "equity": 1.0554033508502636, "drawdown": 0.0, "net": 0.00010937326925275492 } }, { "date": "2022-08-31", "Ensemble trend": { "equity": 1.663883604634638, "drawdown": -0.10455905907228524, "net": -0.0014315586364423982 }, "Core + trend": { "equity": 2.1691287651272897, "drawdown": -0.12246689883589901, "net": -0.003817749263305137 }, "60/40 monthly": { "equity": 2.8650448602407232, "drawdown": -0.14577085798982803, "net": -0.006274231174604461 }, "SPY buy & hold": { "equity": 3.7878690768293373, "drawdown": -0.16660733848941678, "net": -0.0076092145371378095 }, "BIL reserve": { "equity": 1.0556338760762134, "drawdown": 0.0, "net": 0.0002184238147096007 } }, { "date": "2022-09-01", "Ensemble trend": { "equity": 1.6591099265054672, "drawdown": -0.107128077015466, "net": -0.0028689976365378067 }, "Core + trend": { "equity": 2.1645069100934924, "drawdown": -0.12433669598494057, "net": -0.00213074258573398 }, "60/40 monthly": { "equity": 2.861771977548514, "drawdown": -0.14674668626144216, "net": -0.0011423495448982246 }, "SPY buy & hold": { "equity": 3.7997547701213463, "drawdown": -0.1639922930996175, "net": 0.003137831073601438 }, "BIL reserve": { "equity": 1.0558533638426448, "drawdown": 0.0, "net": 0.00020792035136940612 } }, { "date": "2022-09-02", "Ensemble trend": { "equity": 1.6620721724996812, "drawdown": -0.10553390520385009, "net": 0.0017854428732479999 }, "Core + trend": { "equity": 2.162118238594311, "drawdown": -0.12530304631971012, "net": -0.001103563813098729 }, "60/40 monthly": { "equity": 2.8493136782408524, "drawdown": -0.15046119784769219, "net": -0.004353351491803381 }, "SPY buy & hold": { "equity": 3.7596893945369554, "drawdown": -0.17280732585693914, "net": -0.010544200351937816 }, "BIL reserve": { "equity": 1.0559685738962887, "drawdown": 0.0, "net": 0.00010911558137638444 } }, { "date": "2022-09-06", "Ensemble trend": { "equity": 1.6620721724996812, "drawdown": -0.10553390520385009, "net": 0.0 }, "Core + trend": { "equity": 2.1548985954227526, "drawdown": -0.12822379310223886, "net": -0.003339152800566736 }, "60/40 monthly": { "equity": 2.830431415413458, "drawdown": -0.15609105007028534, "net": -0.006626951244993129 }, "SPY buy & hold": { "equity": 3.7455027255622237, "drawdown": -0.17592862323417524, "net": -0.003773361968503419 }, "BIL reserve": { "equity": 1.0559685738962887, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-07", "Ensemble trend": { "equity": 1.6622543379569916, "drawdown": -0.10543587045668146, "net": 0.00010960141221572073 }, "Core + trend": { "equity": 2.169200367402074, "drawdown": -0.12243793173756357, "net": 0.006636865423598204 }, "60/40 monthly": { "equity": 2.868813398983835, "drawdown": -0.14464724709569, "net": 0.013560471156928156 }, "SPY buy & hold": { "equity": 3.8127912606088, "drawdown": -0.1611240536531815, "net": 0.0179651544737498 }, "BIL reserve": { "equity": 1.056084309543243, "drawdown": 0.0, "net": 0.00010960141221572073 } }, { "date": "2022-09-08", "Ensemble trend": { "equity": 1.6626181725079683, "drawdown": -0.10524006808699571, "net": 0.00021888019340288167 }, "Core + trend": { "equity": 2.1720620925723617, "drawdown": -0.12128020491021474, "net": 0.0013192534969532765 }, "60/40 monthly": { "equity": 2.8763241982775076, "drawdown": -0.14240786029743058, "net": 0.0026180856852986434 }, "SPY buy & hold": { "equity": 3.837712516326009, "drawdown": -0.15564097300570168, "net": 0.006536223468270652 }, "BIL reserve": { "equity": 1.0563154654811657, "drawdown": 0.0, "net": 0.00021888019340288167 } }, { "date": "2022-09-09", "Ensemble trend": { "equity": 1.6626181725079683, "drawdown": -0.10524006808699571, "net": 0.0 }, "Core + trend": { "equity": 2.1821940541616724, "drawdown": -0.11718126352080327, "net": 0.0046646740090710015 }, "60/40 monthly": { "equity": 2.904119945406651, "drawdown": -0.13412040289976013, "net": 0.009663634977513436 }, "SPY buy & hold": { "equity": 3.897332472964539, "drawdown": -0.14252361511018508, "net": 0.015535284726227117 }, "BIL reserve": { "equity": 1.0563154654811657, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-12", "Ensemble trend": { "equity": 1.662436172505206, "drawdown": -0.10533801379261387, "net": -0.00010946590490334973 }, "Core + trend": { "equity": 2.1881311410410915, "drawdown": -0.11477938201660787, "net": 0.0027206961122896445 }, "60/40 monthly": { "equity": 2.920936626047367, "drawdown": -0.1291064155536873, "net": 0.005790628815905086 }, "SPY buy & hold": { "equity": 3.9392196347543003, "drawdown": -0.1333077598261071, "net": 0.010747649085709021 }, "BIL reserve": { "equity": 1.0561998349528734, "drawdown": -0.00010946590490334973, "net": -0.00010946590490334973 } }, { "date": "2022-09-13", "Ensemble trend": { "equity": 1.6627995106925388, "drawdown": -0.10514247854757985, "net": 0.00021855767658451875 }, "Core + trend": { "equity": 2.156972777025276, "drawdown": -0.12738467140356324, "net": -0.014239715084439886 }, "60/40 monthly": { "equity": 2.835248324610032, "drawdown": -0.15465486166457065, "net": -0.029335898859705445 }, "SPY buy & hold": { "equity": 3.7679321341263874, "drawdown": -0.1709937893948169, "net": -0.04348259719176495 }, "BIL reserve": { "equity": 1.0564306755348096, "drawdown": 0.0, "net": 0.00021855767658451875 } }, { "date": "2022-09-14", "Ensemble trend": { "equity": 1.6627995106925388, "drawdown": -0.10514247854757985, "net": 0.0 }, "Core + trend": { "equity": 2.1596208834939805, "drawdown": -0.12631336520954906, "net": 0.001227695823011965 }, "60/40 monthly": { "equity": 2.8424737384048875, "drawdown": -0.15250056414822077, "net": 0.0025484236185375764 }, "SPY buy & hold": { "equity": 3.7823099839255248, "drawdown": -0.16783042913397794, "net": 0.003815846275180057 }, "BIL reserve": { "equity": 1.0564306755348096, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-15", "Ensemble trend": { "equity": 1.6633451797917302, "drawdown": -0.10484881951382641, "net": 0.00032816289377191055 }, "Core + trend": { "equity": 2.1512462911453656, "drawdown": -0.1297013531025748, "net": -0.00387780670793747 }, "60/40 monthly": { "equity": 2.818800351053489, "drawdown": -0.15955891693225366, "net": -0.0083284454070921 }, "SPY buy & hold": { "equity": 3.7393676153525175, "drawdown": -0.1772784470328922, "net": -0.011353476778875549 }, "BIL reserve": { "equity": 1.0567773568823626, "drawdown": 0.0, "net": 0.00032816289377191055 } }, { "date": "2022-09-16", "Ensemble trend": { "equity": 1.6633451797917302, "drawdown": -0.10484881951382641, "net": 0.0 }, "Core + trend": { "equity": 2.1467634817673398, "drawdown": -0.13151489855855214, "net": -0.0020838196893016026 }, "60/40 monthly": { "equity": 2.8064321965963392, "drawdown": -0.16324655132737187, "net": -0.004387736950766108 }, "SPY buy & hold": { "equity": 3.7108411471310783, "drawdown": -0.18355473293199775, "net": -0.007628687830615988 }, "BIL reserve": { "equity": 1.0567773568823626, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-19", "Ensemble trend": { "equity": 1.6633451797917302, "drawdown": -0.10484881951382641, "net": 0.0 }, "Core + trend": { "equity": 2.1504284903010826, "drawdown": -0.1300321989806783, "net": 0.001707225115794131 }, "60/40 monthly": { "equity": 2.816722145977796, "drawdown": -0.16017854539370158, "net": 0.003666559054566365 }, "SPY buy & hold": { "equity": 3.739618810869374, "drawdown": -0.17722317994310988, "net": 0.0077550244263471235 }, "BIL reserve": { "equity": 1.0567773568823626, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-20", "Ensemble trend": { "equity": 1.6631633452435157, "drawdown": -0.104946676177894, "net": -0.00010931858908391767 }, "Core + trend": { "equity": 2.140421746517596, "drawdown": -0.1340804828105976, "net": -0.0046533720273048695 }, "60/40 monthly": { "equity": 2.790092755640408, "drawdown": -0.16811824699343492, "net": -0.009454035207347 }, "SPY buy & hold": { "equity": 3.69669345677103, "drawdown": -0.18666745438150933, "net": -0.011478537324066007 }, "BIL reserve": { "equity": 1.0566618314727325, "drawdown": -0.00010931858908391767, "net": -0.00010931858908391767 } }, { "date": "2022-09-21", "Ensemble trend": { "equity": 1.6635265179763006, "drawdown": -0.10475122997441055, "net": 0.00021836263637209363 }, "Core + trend": { "equity": 2.1314239460962687, "drawdown": -0.13772059299415318, "net": -0.004203751170051673 }, "60/40 monthly": { "equity": 2.764428905750364, "drawdown": -0.17577006731097378, "net": -0.009198206704118528 }, "SPY buy & hold": { "equity": 3.6322082884408893, "drawdown": -0.20085523779550174, "net": -0.017444012895369232 }, "BIL reserve": { "equity": 1.0568925669360065, "drawdown": 0.0, "net": 0.00021836263637209363 } }, { "date": "2022-09-22", "Ensemble trend": { "equity": 1.6642541870782546, "drawdown": -0.10435962523503906, "net": 0.000437425610046116 }, "Core + trend": { "equity": 2.1203664385135594, "drawdown": -0.14219396916075022, "net": -0.005187849936171274 }, "60/40 monthly": { "equity": 2.7340146486518573, "drawdown": -0.18483824809469507, "net": -0.011002003717744846 }, "SPY buy & hold": { "equity": 3.601699169889982, "drawdown": -0.20756773893895886, "net": -0.008399606004974913 }, "BIL reserve": { "equity": 1.0573548788118519, "drawdown": 0.0, "net": 0.000437425610046116 } }, { "date": "2022-09-23", "Ensemble trend": { "equity": 1.6642541870782546, "drawdown": -0.10435962523503906, "net": 0.0 }, "Core + trend": { "equity": 2.1106711608093693, "drawdown": -0.14611624765670017, "net": -0.0045724538589598795 }, "60/40 monthly": { "equity": 2.7073092806551022, "drawdown": -0.1928006028583189, "net": -0.009767821840282909 }, "SPY buy & hold": { "equity": 3.541353159214432, "drawdown": -0.2208448405040795, "net": -0.01675487258348496 }, "BIL reserve": { "equity": 1.0573548788118519, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-09-26", "Ensemble trend": { "equity": 1.6638908488909216, "drawdown": -0.10455516048007307, "net": -0.00021831892637191874 }, "Core + trend": { "equity": 2.097579166730724, "drawdown": -0.15141268664591867, "net": -0.006202763519839394 }, "60/40 monthly": { "equity": 2.673367601277879, "drawdown": -0.20292050431436592, "net": -0.012537052792509384 }, "SPY buy & hold": { "equity": 3.506319737173361, "drawdown": -0.2285527618298796, "net": -0.009892665449057425 }, "BIL reserve": { "equity": 1.0571240382299154, "drawdown": -0.00021831892637191874, "net": -0.00021831892637191874 } }, { "date": "2022-09-27", "Ensemble trend": { "equity": 1.664435525262825, "drawdown": -0.1042620356956232, "net": 0.00032735102321557186 }, "Core + trend": { "equity": 2.093622057823805, "drawdown": -0.15301355705368747, "net": -0.0018865123041271747 }, "60/40 monthly": { "equity": 2.6620757850062766, "drawdown": -0.20628722246223352, "net": -0.004223817280573305 }, "SPY buy & hold": { "equity": 3.4973685767297424, "drawdown": -0.23052216237525425, "net": -0.0025528648596190306 }, "BIL reserve": { "equity": 1.0574700888654958, "drawdown": 0.0, "net": 0.00032735102321557186 } }, { "date": "2022-09-28", "Ensemble trend": { "equity": 1.6646176907201355, "drawdown": -0.10416400094845435, "net": 0.00010944578780347491 }, "Core + trend": { "equity": 2.1145502444295246, "drawdown": -0.1445469428124715, "net": 0.009996162644308804 }, "60/40 monthly": { "equity": 2.7174132263971185, "drawdown": -0.1897880549495945, "net": 0.02078732758192725 }, "SPY buy & hold": { "equity": 3.5661847022470496, "drawdown": -0.21538149810295026, "net": 0.019676543666339752 }, "BIL reserve": { "equity": 1.0575858245124503, "drawdown": 0.0, "net": 0.00010944578780347491 } }, { "date": "2022-09-29", "Ensemble trend": { "equity": 1.6649806979983728, "drawdown": -0.10396864378652126, "net": 0.00021807246207994346 }, "Core + trend": { "equity": 2.100244364323858, "drawdown": -0.1503344661424988, "net": -0.0067654481814056755 }, "60/40 monthly": { "equity": 2.6778806286263004, "drawdown": -0.20157491998051813, "net": -0.01454787861735407 }, "SPY buy & hold": { "equity": 3.491689763795113, "drawdown": -0.231771593369256, "net": -0.020889254110982303 }, "BIL reserve": { "equity": 1.0578164548570625, "drawdown": 0.0, "net": 0.00021807246207994346 } }, { "date": "2022-09-30", "Ensemble trend": { "equity": 1.6649806979983728, "drawdown": -0.10396864378652126, "net": 0.0 }, "Core + trend": { "equity": 2.090031951361002, "drawdown": -0.1544659545823459, "net": -0.004862487973461893 }, "60/40 monthly": { "equity": 2.6500633445702255, "drawdown": -0.20986879873335484, "net": -0.010387798380073754 }, "SPY buy & hold": { "equity": 3.4376963392508824, "drawdown": -0.24365102290398877, "net": -0.01546340831997206 }, "BIL reserve": { "equity": 1.0578164548570625, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-03", "Ensemble trend": { "equity": 1.6645258634460147, "drawdown": -0.10421341900901615, "net": -0.0002731770722056437 }, "Core + trend": { "equity": 2.109995896071965, "drawdown": -0.14638942976033897, "net": 0.00955198062783813 }, "60/40 monthly": { "equity": 2.704714497000725, "drawdown": -0.1935742521109154, "net": 0.02062258343464718 }, "SPY buy & hold": { "equity": 3.5284558780651363, "drawdown": -0.22368245163721256, "net": 0.026401266969970916 }, "BIL reserve": { "equity": 1.057527483654994, "drawdown": -0.0002731770722056437, "net": -0.0002731770722056437 } }, { "date": "2022-10-04", "Ensemble trend": { "equity": 1.6650716979997537, "drawdown": -0.10391967093371224, "net": 0.000327921942053333 }, "Core + trend": { "equity": 2.1297148691721817, "drawdown": -0.13841200956537458, "net": 0.00934550305852544 }, "60/40 monthly": { "equity": 2.757686350979334, "drawdown": -0.17778039770996434, "net": 0.01958500759963755 }, "SPY buy & hold": { "equity": 3.6377908922551456, "drawdown": -0.19962697436913834, "net": 0.03098664627484693 }, "BIL reserve": { "equity": 1.057874270121209, "drawdown": 0.0, "net": 0.000327921942053333 } }, { "date": "2022-10-05", "Ensemble trend": { "equity": 1.6650716979997537, "drawdown": -0.10391967093371224, "net": 0.0 }, "Core + trend": { "equity": 2.124315505164234, "drawdown": -0.1405963522924556, "net": -0.0025352520593736605 }, "60/40 monthly": { "equity": 2.743634732227058, "drawdown": -0.1819699663960206, "net": -0.005095437611056242 }, "SPY buy & hold": { "equity": 3.6293213961215574, "drawdown": -0.20149040095048498, "net": -0.0023281976299461826 }, "BIL reserve": { "equity": 1.057874270121209, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-06", "Ensemble trend": { "equity": 1.6654358634598265, "drawdown": -0.10372369048092545, "net": 0.00021870857603922822 }, "Core + trend": { "equity": 2.1159319629093836, "drawdown": -0.14398796091980592, "net": -0.003946467572481627 }, "60/40 monthly": { "equity": 2.7204194203487075, "drawdown": -0.18889174141691, "net": -0.008461516981710604 }, "SPY buy & hold": { "equity": 3.591881508654845, "drawdown": -0.20972778371891432, "net": -0.010315947082207177 }, "BIL reserve": { "equity": 1.0581056362964556, "drawdown": 0.0, "net": 0.00021870857603922822 } }, { "date": "2022-10-07", "Ensemble trend": { "equity": 1.6654358634598265, "drawdown": -0.10372369048092545, "net": 0.0 }, "Core + trend": { "equity": 2.0969514689860835, "drawdown": -0.1516666252581872, "net": -0.008970276103397179 }, "60/40 monthly": { "equity": 2.6687242118222305, "drawdown": -0.20430495683926775, "net": -0.019002661185182346 }, "SPY buy & hold": { "equity": 3.491689763795113, "drawdown": -0.231771593369256, "net": -0.02789394489164365 }, "BIL reserve": { "equity": 1.0581056362964556, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-10", "Ensemble trend": { "equity": 1.6656183598262329, "drawdown": -0.10362547765065566, "net": 0.00010957874176376059 }, "Core + trend": { "equity": 2.0901447742925976, "drawdown": -0.15442031143813206, "net": -0.0032459953385459706 }, "60/40 monthly": { "equity": 2.650185341732054, "drawdown": -0.20983242459753493, "net": -0.006946716340358927 }, "SPY buy & hold": { "equity": 3.4650305568295123, "drawdown": -0.2376370514925924, "net": -0.007635044568399696 }, "BIL reserve": { "equity": 1.0582215821807341, "drawdown": 0.0, "net": 0.00010957874176376059 } }, { "date": "2022-10-11", "Ensemble trend": { "equity": 1.6656183598262329, "drawdown": -0.10362547765065566, "net": 0.0 }, "Core + trend": { "equity": 2.087465874049303, "drawdown": -0.1555040754248539, "net": -0.0012816816692522437 }, "60/40 monthly": { "equity": 2.6426343093853437, "drawdown": -0.21208380710547914, "net": -0.0028492468914551594 }, "SPY buy & hold": { "equity": 3.443086215470311, "drawdown": -0.24246516267581997, "net": -0.006333087399748694 }, "BIL reserve": { "equity": 1.0582215821807341, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-12", "Ensemble trend": { "equity": 1.6656183598262329, "drawdown": -0.10362547765065566, "net": 0.0 }, "Core + trend": { "equity": 2.08688051993283, "drawdown": -0.1557408836869386, "net": -0.00028041374172871336 }, "60/40 monthly": { "equity": 2.6407701083387343, "drawdown": -0.21263962906927414, "net": -0.0007054328478174332 }, "SPY buy & hold": { "equity": 3.431729208309222, "drawdown": -0.24496388853798656, "net": -0.0032984963054542016 }, "BIL reserve": { "equity": 1.0582215821807341, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-13", "Ensemble trend": { "equity": 1.6661648561981637, "drawdown": -0.10333137340914955, "net": 0.0003281041954821262 }, "Core + trend": { "equity": 2.100837189271575, "drawdown": -0.1500946355141003, "net": 0.006687814278507176 }, "60/40 monthly": { "equity": 2.6784270417435474, "drawdown": -0.20141200385490832, "net": 0.014259830223730674 }, "SPY buy & hold": { "equity": 3.522296328882731, "drawdown": -0.225037652406487, "net": 0.02639110345717821 }, "BIL reserve": { "equity": 1.0585687891215974, "drawdown": 0.0, "net": 0.0003281041954821262 } }, { "date": "2022-10-14", "Ensemble trend": { "equity": 1.6661648561981637, "drawdown": -0.10333137340914955, "net": 0.0 }, "Core + trend": { "equity": 2.0849694252649016, "drawdown": -0.15651402765954503, "net": -0.007553066980966472 }, "60/40 monthly": { "equity": 2.6353236808375593, "drawdown": -0.2142635118768048, "net": -0.01609278887728416 }, "SPY buy & hold": { "equity": 3.4420279151462183, "drawdown": -0.24269800591984025, "net": -0.022788660079026912 }, "BIL reserve": { "equity": 1.0585687891215974, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-17", "Ensemble trend": { "equity": 1.6661648561981637, "drawdown": -0.10333137340914955, "net": 0.0 }, "Core + trend": { "equity": 2.1003678160293804, "drawdown": -0.15028452306870232, "net": 0.007385427612456308 }, "60/40 monthly": { "equity": 2.677496674002136, "drawdown": -0.2016893981981973, "net": 0.01600296520356581 }, "SPY buy & hold": { "equity": 3.530477197655203, "drawdown": -0.223237728528055, "net": 0.02569685217245765 }, "BIL reserve": { "equity": 1.0585687891215974, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-18", "Ensemble trend": { "equity": 1.6661648561981637, "drawdown": -0.10333137340914955, "net": 0.0 }, "Core + trend": { "equity": 2.1084219749150677, "drawdown": -0.14702616831454784, "net": 0.0038346421156429944 }, "60/40 monthly": { "equity": 2.6993992140233734, "drawdown": -0.19515903344550967, "net": 0.008180230524245102 }, "SPY buy & hold": { "equity": 3.5719591055938813, "drawdown": -0.21411103566714718, "net": 0.011749660347963431 }, "BIL reserve": { "equity": 1.0585687891215974, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-19", "Ensemble trend": { "equity": 1.6661648561981637, "drawdown": -0.10333137340914955, "net": 0.0 }, "Core + trend": { "equity": 2.099870572227698, "drawdown": -0.15048568581309085, "net": -0.004055830753573075 }, "60/40 monthly": { "equity": 2.676756025397039, "drawdown": -0.20191022672037617, "net": -0.008388232651437066 }, "SPY buy & hold": { "equity": 3.5466462076053187, "drawdown": -0.21968028396938577, "net": -0.007086558731571491 }, "BIL reserve": { "equity": 1.0585687891215974, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-10-20", "Ensemble trend": { "equity": 1.6668928562092131, "drawdown": -0.10293959058667701, "net": 0.0004369315607284374 }, "Core + trend": { "equity": 2.0922938979143293, "drawdown": -0.15355087152894675, "net": -0.003608162528479286 }, "60/40 monthly": { "equity": 2.6552468042014437, "drawdown": -0.2083233212663641, "net": -0.008035555348158807 }, "SPY buy & hold": { "equity": 3.516907071371472, "drawdown": -0.22622337650881885, "net": -0.008385143172745857 }, "BIL reserve": { "equity": 1.0590313112347667, "drawdown": 0.0, "net": 0.0004369315607284374 } }, { "date": "2022-10-21", "Ensemble trend": { "equity": 1.6670745253028796, "drawdown": -0.10284182296416, "net": 0.00010898666521352851 }, "Core + trend": { "equity": 2.1077799533110273, "drawdown": -0.14728590172376965, "net": 0.007401472332417169 }, "60/40 monthly": { "equity": 2.6972445084744, "drawdown": -0.1958014709507393, "net": 0.01581687404971266 }, "SPY buy & hold": { "equity": 3.6023726337325854, "drawdown": -0.2074195659654916, "net": 0.024301342238134405 }, "BIL reserve": { "equity": 1.0591467315257348, "drawdown": 0.0, "net": 0.00010898666521352851 } }, { "date": "2022-10-24", "Ensemble trend": { "equity": 1.6668928562092131, "drawdown": -0.10293959058667701, "net": -0.0001089747884146508 }, "Core + trend": { "equity": 2.114603616733433, "drawdown": -0.14452535075020312, "net": 0.0032373699216972085 }, "60/40 monthly": { "equity": 2.716394115010954, "drawdown": -0.1900919087066847, "net": 0.007099692473703678 }, "SPY buy & hold": { "equity": 3.646452806629478, "drawdown": -0.1977212126525153, "net": 0.012236427870933264 }, "BIL reserve": { "equity": 1.0590313112347667, "drawdown": -0.00010897478841476183, "net": -0.00010897478841476183 } }, { "date": "2022-10-25", "Ensemble trend": { "equity": 1.6668928562092131, "drawdown": -0.10293959058667701, "net": 0.0 }, "Core + trend": { "equity": 2.129457828406891, "drawdown": -0.13851599683598637, "net": 0.007024584445005644 }, "60/40 monthly": { "equity": 2.7561920361911723, "drawdown": -0.17822593601796743, "net": 0.014651011412627035 }, "SPY buy & hold": { "equity": 3.704681597948674, "drawdown": -0.18490993370127207, "net": 0.015968612349331 }, "BIL reserve": { "equity": 1.0590313112347667, "drawdown": -0.00010897478841476183, "net": 0.0 } }, { "date": "2022-10-26", "Ensemble trend": { "equity": 1.667257021669286, "drawdown": -0.10274361013389022, "net": 0.00021846962671667747 }, "Core + trend": { "equity": 2.1270411615768725, "drawdown": -0.13949367283748548, "net": -0.0011348742378366472 }, "60/40 monthly": { "equity": 2.748510786638735, "drawdown": -0.18051614351377365, "net": -0.002786906518695287 }, "SPY buy & hold": { "equity": 3.6767704350018957, "drawdown": -0.19105084245557935, "net": -0.007534024776173265 }, "BIL reserve": { "equity": 1.0592626774100133, "drawdown": 0.0, "net": 0.00021846962671667747 } }, { "date": "2022-10-27", "Ensemble trend": { "equity": 1.667802856223025, "drawdown": -0.10244986205858642, "net": 0.00032738476830207475 }, "Core + trend": { "equity": 2.126962024245023, "drawdown": -0.13952568828504786, "net": -3.7205359858072384e-05 }, "60/40 monthly": { "equity": 2.7467618757613796, "drawdown": -0.18103759106908002, "net": -0.0006363121752540613 }, "SPY buy & hold": { "equity": 3.6571363499479634, "drawdown": -0.19537065976381596, "net": -0.005340035610333582 }, "BIL reserve": { "equity": 1.0596094638762283, "drawdown": 0.0, "net": 0.00032738476830207475 } }, { "date": "2022-10-28", "Ensemble trend": { "equity": 1.6676203598566188, "drawdown": -0.1025480748888562, "net": -0.00010942322452878184 }, "Core + trend": { "equity": 2.139454067104915, "drawdown": -0.13447196289679375, "net": 0.005873185659873714 }, "60/40 monthly": { "equity": 2.7817758378652466, "drawdown": -0.17059798252352654, "net": 0.012747359868667818 }, "SPY buy & hold": { "equity": 3.744142186297283, "drawdown": -0.17622796394952223, "net": 0.023790700707825074 }, "BIL reserve": { "equity": 1.05949351799195, "drawdown": -0.00010942322452867081, "net": -0.00010942322452867081 } }, { "date": "2022-10-31", "Ensemble trend": { "equity": 1.6676203598566188, "drawdown": -0.1025480748888562, "net": 0.0 }, "Core + trend": { "equity": 2.133023747095445, "drawdown": -0.13707338460587182, "net": -0.0030055891866710427 }, "60/40 monthly": { "equity": 2.764487487537868, "drawdown": -0.17575260082352995, "net": -0.0062148610581955754 }, "SPY buy & hold": { "equity": 3.71709721478794, "drawdown": -0.18217829653216677, "net": -0.0072232757634903555 }, "BIL reserve": { "equity": 1.05949351799195, "drawdown": -0.00010942322452867081, "net": 0.0 } }, { "date": "2022-11-01", "Ensemble trend": { "equity": 1.6677671180406644, "drawdown": -0.10246909503350776, "net": 8.800455282176323e-05 }, "Core + trend": { "equity": 2.130293133637597, "drawdown": -0.13817806946104005, "net": -0.0012801608334489512 }, "60/40 monthly": { "equity": 2.7567463555583944, "drawdown": -0.17806066259972775, "net": -0.002800205106505471 }, "SPY buy & hold": { "equity": 3.7008313770092824, "drawdown": -0.1857570447843111, "net": -0.004375951673780909 }, "BIL reserve": { "equity": 1.0595867582452183, "drawdown": -2.142830144891139e-05, "net": 8.800455282176323e-05 } }, { "date": "2022-11-02", "Ensemble trend": { "equity": 1.6683144416853353, "drawdown": -0.10217454558424888, "net": 0.0003281775007735188 }, "Core + trend": { "equity": 2.1142414741186273, "drawdown": -0.1446718575583481, "net": -0.007534953413458667 }, "60/40 monthly": { "equity": 2.7118537388092263, "drawdown": -0.19144564725403834, "net": -0.016284638105588445 }, "SPY buy & hold": { "equity": 3.6079543094845894, "drawdown": -0.206191506727883, "net": -0.025096271097806322 }, "BIL reserve": { "equity": 1.0599344907793922, "drawdown": 0.0, "net": 0.0003281775007735188 } }, { "date": "2022-11-03", "Ensemble trend": { "equity": 1.6688612689663624, "drawdown": -0.1018802632596415, "net": 0.00032777231160019404 }, "Core + trend": { "equity": 2.106539542020289, "drawdown": -0.14778771700748206, "net": -0.0036428819473183216 }, "60/40 monthly": { "equity": 2.690083685584456, "drawdown": -0.19793651032769677, "net": -0.008027738706265719 }, "SPY buy & hold": { "equity": 3.5708045961494173, "drawdown": -0.2143650464788055, "net": -0.010296614133253557 }, "BIL reserve": { "equity": 1.0602819079575796, "drawdown": 0.0, "net": 0.00032777231160019404 } }, { "date": "2022-11-04", "Ensemble trend": { "equity": 1.669226923517367, "drawdown": -0.10168348143289963, "net": 0.00021910422262405582 }, "Core + trend": { "equity": 2.114610205321945, "drawdown": -0.14452268530009127, "net": 0.0038312422533099966 }, "60/40 monthly": { "equity": 2.7117451289961387, "drawdown": -0.19147802987698959, "net": 0.008052330686870945 }, "SPY buy & hold": { "equity": 3.6221997557354335, "drawdown": -0.2030572773961411, "net": 0.014393159357260377 }, "BIL reserve": { "equity": 1.0605142202007851, "drawdown": 0.0, "net": 0.00021910422262405582 } }, { "date": "2022-11-07", "Ensemble trend": { "equity": 1.6690447580600565, "drawdown": -0.10178151618006837, "net": -0.0001091316313820423 }, "Core + trend": { "equity": 2.1189290708146076, "drawdown": -0.1427754642543807, "net": 0.002042393194638281 }, "60/40 monthly": { "equity": 2.724197242145192, "drawdown": -0.1877653627285123, "net": 0.004591918693207964 }, "SPY buy & hold": { "equity": 3.6568477225868485, "drawdown": -0.1954341624667303, "net": 0.009565448950338284 }, "BIL reserve": { "equity": 1.0603984845538306, "drawdown": -0.0001091316313820423, "net": -0.0001091316313820423 } }, { "date": "2022-11-08", "Ensemble trend": { "equity": 1.669226923517367, "drawdown": -0.10168348143289963, "net": 0.00010914354239499602 }, "Core + trend": { "equity": 2.1250648196696953, "drawdown": -0.14029321294347097, "net": 0.0028956839280744884 }, "60/40 monthly": { "equity": 2.7401928824602866, "drawdown": -0.18299617314551975, "net": 0.005871689489891141 }, "SPY buy & hold": { "equity": 3.676577707407068, "drawdown": -0.19109324565377384, "net": 0.0053953531338906124 }, "BIL reserve": { "equity": 1.0605142202007851, "drawdown": 0.0, "net": 0.00010914354239499602 } }, { "date": "2022-11-09", "Ensemble trend": { "equity": 1.6701397362584944, "drawdown": -0.10119223919844933, "net": 0.0005468476024841351 }, "Core + trend": { "equity": 2.1142238126190636, "drawdown": -0.14467900261618527, "net": -0.005101494763965264 }, "60/40 monthly": { "equity": 2.708546669467942, "drawdown": -0.19243166846619353, "net": -0.011548899785452704 }, "SPY buy & hold": { "equity": 3.6008326690984656, "drawdown": -0.20775838317353912, "net": -0.020602050150062556 }, "BIL reserve": { "equity": 1.0610941598595025, "drawdown": 0.0, "net": 0.0005468476024841351 } }, { "date": "2022-11-10", "Ensemble trend": { "equity": 1.6703219017158046, "drawdown": -0.10109420445128059, "net": 0.00010907198562826181 }, "Core + trend": { "equity": 2.156943342172637, "drawdown": -0.1273965794368409, "net": 0.020205774477893623 }, "60/40 monthly": { "equity": 2.823693213159965, "drawdown": -0.15810008274183984, "net": 0.04251229819667146 }, "SPY buy & hold": { "equity": 3.7987134842719175, "drawdown": -0.16422139288312299, "net": 0.05495418236776728 }, "BIL reserve": { "equity": 1.0612098955064568, "drawdown": 0.0, "net": 0.00010907198562826181 } }, { "date": "2022-11-11", "Ensemble trend": { "equity": 1.6701397362584944, "drawdown": -0.10119223919844933, "net": -0.00010906009022759733 }, "Core + trend": { "equity": 2.1621822849968426, "drawdown": -0.12527713599150125, "net": 0.00242887363880806 }, "60/40 monthly": { "equity": 2.838561815501199, "drawdown": -0.1536669258314186, "net": 0.005265657852608907 }, "SPY buy & hold": { "equity": 3.8354792891878566, "drawdown": -0.15613231921399784, "net": 0.009678488537807173 }, "BIL reserve": { "equity": 1.0610941598595025, "drawdown": -0.00010906009022770835, "net": -0.00010906009022770835 } }, { "date": "2022-11-14", "Ensemble trend": { "equity": 1.6701397362584944, "drawdown": -0.10119223919844933, "net": 0.0 }, "Core + trend": { "equity": 2.155667554020818, "drawdown": -0.1279127066263802, "net": -0.003013035034663658 }, "60/40 monthly": { "equity": 2.8208758328761543, "drawdown": -0.15894010042392015, "net": -0.0062306138723005056 }, "SPY buy & hold": { "equity": 3.802851713864255, "drawdown": -0.16331091522300623, "net": -0.00850677916983622 }, "BIL reserve": { "equity": 1.0610941598595025, "drawdown": -0.00010906009022770835, "net": 0.0 } }, { "date": "2022-11-15", "Ensemble trend": { "equity": 1.6705050599004032, "drawdown": -0.10099563545480839, "net": 0.00021873836899843901 }, "Core + trend": { "equity": 2.1644611800749325, "drawdown": -0.12435519631818426, "net": 0.004079305288847701 }, "60/40 monthly": { "equity": 2.8437631876303593, "drawdown": -0.15211610765302708, "net": 0.008113563343505659 }, "SPY buy & hold": { "equity": 3.8352862522389426, "drawdown": -0.15617479047511118, "net": 0.00852900423554237 }, "BIL reserve": { "equity": 1.0613262618653838, "drawdown": 0.0, "net": 0.00021873836899843901 } }, { "date": "2022-11-16", "Ensemble trend": { "equity": 1.6706867289940697, "drawdown": -0.10089786783229138, "net": 0.00010875099874119165 }, "Core + trend": { "equity": 2.1626957672974827, "drawdown": -0.12506940387208165, "net": -0.000815636147093568 }, "60/40 monthly": { "equity": 2.838002347942916, "drawdown": -0.15383373421160373, "net": -0.0020257803858286794 }, "SPY buy & hold": { "equity": 3.806027852252872, "drawdown": -0.1626121132392716, "net": -0.0076287395677415715 }, "BIL reserve": { "equity": 1.061441682156352, "drawdown": 0.0, "net": 0.00010875099874119165 } }, { "date": "2022-11-17", "Ensemble trend": { "equity": 1.6712345490023846, "drawdown": -0.10060305125838065, "net": 0.0003279010952847994 }, "Core + trend": { "equity": 2.158230088939752, "drawdown": -0.12687601887855915, "net": -0.002064866647106367 }, "60/40 monthly": { "equity": 2.8253198628030276, "drawdown": -0.15761508805703472, "net": -0.004468807134385022 }, "SPY buy & hold": { "equity": 3.794382527084751, "drawdown": -0.16517427374143445, "net": -0.003059705714246852 }, "BIL reserve": { "equity": 1.061789730046512, "drawdown": 0.0, "net": 0.0003279010952847994 } }, { "date": "2022-11-18", "Ensemble trend": { "equity": 1.6712345490023846, "drawdown": -0.10060305125838065, "net": 0.0 }, "Core + trend": { "equity": 2.1596763892071036, "drawdown": -0.12629091006472215, "net": 0.000670132565922188 }, "60/40 monthly": { "equity": 2.8295722283318394, "drawdown": -0.15634722150192415, "net": 0.0015050917189225466 }, "SPY buy & hold": { "equity": 3.811610146713044, "drawdown": -0.16138391787582662, "net": 0.0045402959520606245 }, "BIL reserve": { "equity": 1.061789730046512, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-11-21", "Ensemble trend": { "equity": 1.671416218096051, "drawdown": -0.10050528363586364, "net": 0.00010870352924130522 }, "Core + trend": { "equity": 2.1571902004411223, "drawdown": -0.12729671155192102, "net": -0.001151185788021758 }, "60/40 monthly": { "equity": 2.822475324718509, "drawdown": -0.15846320298922112, "net": -0.0025081189100851775 }, "SPY buy & hold": { "equity": 3.797751083714112, "drawdown": -0.16443313662242343, "net": -0.003636012725719895 }, "BIL reserve": { "equity": 1.0619051503374801, "drawdown": 0.0, "net": 0.00010870352924130522 } }, { "date": "2022-11-22", "Ensemble trend": { "equity": 1.6717815417379596, "drawdown": -0.10030867989222281, "net": 0.00021857131572211586 }, "Core + trend": { "equity": 2.168452035477517, "drawdown": -0.1227406735779808, "net": 0.005220603651032718 }, "60/40 monthly": { "equity": 2.8522693208725953, "drawdown": -0.149579956473625, "net": 0.010555981089775512 }, "SPY buy & hold": { "equity": 3.8488569972308424, "drawdown": -0.15318900636851063, "net": 0.013456888666528943 }, "BIL reserve": { "equity": 1.0621372523433614, "drawdown": 0.0, "net": 0.00021857131572211586 } }, { "date": "2022-11-23", "Ensemble trend": { "equity": 1.672146865379868, "drawdown": -0.10011207614858209, "net": 0.00021852355274165625 }, "Core + trend": { "equity": 2.175040610035351, "drawdown": -0.12007522911154878, "net": 0.003038376892843475 }, "60/40 monthly": { "equity": 2.86926395173108, "drawdown": -0.14451291227530028, "net": 0.005958284070203046 }, "SPY buy & hold": { "equity": 3.8731109761871423, "drawdown": -0.14785273743612937, "net": 0.00630160563869997 }, "BIL reserve": { "equity": 1.0623693543492427, "drawdown": 0.0, "net": 0.00021852355274165625 } }, { "date": "2022-11-25", "Ensemble trend": { "equity": 1.672146865379868, "drawdown": -0.10011207614858209, "net": 0.0 }, "Core + trend": { "equity": 2.174764358958722, "drawdown": -0.12018698802041194, "net": -0.00012700961782263764 }, "60/40 monthly": { "equity": 2.868530886364105, "drawdown": -0.14473147981263923, "net": -0.0002554889962398388 }, "SPY buy & hold": { "equity": 3.872244784749709, "drawdown": -0.14804331360779155, "net": -0.00022364229756355325 }, "BIL reserve": { "equity": 1.0623693543492427, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-11-28", "Ensemble trend": { "equity": 1.6723296926553701, "drawdown": -0.10001368523521115, "net": 0.00010933685269365334 }, "Core + trend": { "equity": 2.164600385583896, "drawdown": -0.12429887995562261, "net": -0.004673597547686703 }, "60/40 monthly": { "equity": 2.84027922040347, "drawdown": -0.15315487195871658, "net": -0.009848827528729842 }, "SPY buy & hold": { "equity": 3.8104562559767485, "drawdown": -0.16163779256164823, "net": -0.01595677241694682 }, "BIL reserve": { "equity": 1.0624855104708455, "drawdown": 0.0, "net": 0.00010933685269365334 } }, { "date": "2022-11-29", "Ensemble trend": { "equity": 1.672877016300041, "drawdown": -0.09971913578595226, "net": 0.00032728214243560316 }, "Core + trend": { "equity": 2.16207710170649, "drawdown": -0.12531968847637798, "net": -0.0011657042538709694 }, "60/40 monthly": { "equity": 2.8327195571921884, "drawdown": -0.15540882780718335, "net": -0.002661591563595689 }, "SPY buy & hold": { "equity": 3.8039097048342625, "drawdown": -0.16307814004190446, "net": -0.0017180491528325792 }, "BIL reserve": { "equity": 1.0628332430050191, "drawdown": 0.0, "net": 0.00032728214243560316 } }, { "date": "2022-11-30", "Ensemble trend": { "equity": 1.672877016300041, "drawdown": -0.09971913578595226, "net": 0.0 }, "Core + trend": { "equity": 2.1861128846480655, "drawdown": -0.11559587886086609, "net": 0.01111698695786778 }, "60/40 monthly": { "equity": 2.897953115365999, "drawdown": -0.13595907775182003, "net": 0.023028597380275517 }, "SPY buy & hold": { "equity": 3.923735844102013, "drawdown": -0.13671444502040742, "net": 0.031500784341822685 }, "BIL reserve": { "equity": 1.0628332430050191, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-01", "Ensemble trend": { "equity": 1.6732425053964974, "drawdown": -0.09952244300076096, "net": 0.00021847935795360485 }, "Core + trend": { "equity": 2.190467977260329, "drawdown": -0.11383400193251692, "net": 0.0019921627299519518 }, "60/40 monthly": { "equity": 2.9083631247888393, "drawdown": -0.13285527524562002, "net": 0.00359219387216525 }, "SPY buy & hold": { "equity": 3.9208486424285978, "drawdown": -0.13734967623830874, "net": -0.0007358297775715839 }, "BIL reserve": { "equity": 1.0630654501295627, "drawdown": 0.0, "net": 0.00021847935795360485 } }, { "date": "2022-12-02", "Ensemble trend": { "equity": 1.6724096207187105, "drawdown": -0.09997067089211376, "net": -0.0004977668658912027 }, "Core + trend": { "equity": 2.190030557947062, "drawdown": -0.11401096234752384, "net": -0.000199692174370103 }, "60/40 monthly": { "equity": 2.908397970827895, "drawdown": -0.13284488570427022, "net": 1.1981323362997287e-05 }, "SPY buy & hold": { "equity": 3.916325576354773, "drawdown": -0.1383448241689781, "net": -0.001153593644212525 }, "BIL reserve": { "equity": 1.0631818164884896, "drawdown": 0.0, "net": 0.00010946302404302166 } }, { "date": "2022-12-05", "Ensemble trend": { "equity": 1.6573975954315479, "drawdown": -0.10804959060195674, "net": -0.008976284937126211 }, "Core + trend": { "equity": 2.1640425631384055, "drawdown": -0.12452455012714947, "net": -0.011866498718181129 }, "60/40 monthly": { "equity": 2.8652160495211114, "drawdown": -0.14571981694885294, "net": -0.01484732204461392 }, "SPY buy & hold": { "equity": 3.845872967728885, "drawdown": -0.15384554127988725, "net": -0.017989466721370806 }, "BIL reserve": { "equity": 1.063297657254106, "drawdown": 0.0, "net": 0.00010895668437882478 } }, { "date": "2022-12-06", "Ensemble trend": { "equity": 1.654304074468112, "drawdown": -0.10971440977233804, "net": -0.0018664929718512635 }, "Core + trend": { "equity": 2.155309837057359, "drawdown": -0.12805742301266854, "net": -0.004035376304420857 }, "60/40 monthly": { "equity": 2.847586885582881, "drawdown": -0.15097605073223808, "net": -0.006152821858294799 }, "SPY buy & hold": { "equity": 3.790436097024989, "drawdown": -0.16604255239211152, "net": -0.014414639060903123 }, "BIL reserve": { "equity": 1.063647281924197, "drawdown": 0.0, "net": 0.0003288116621962267 } }, { "date": "2022-12-07", "Ensemble trend": { "equity": 1.655626428703685, "drawdown": -0.10900276737280767, "net": 0.0007993417026421756 }, "Core + trend": { "equity": 2.1588171975439194, "drawdown": -0.12663850082872374, "net": 0.0016273115012312989 }, "60/40 monthly": { "equity": 2.854852183746419, "drawdown": -0.14880986146839326, "net": 0.0025513877031537735 }, "SPY buy & hold": { "equity": 3.783987611127384, "drawdown": -0.1674613239272188, "net": -0.0017012517115553294 }, "BIL reserve": { "equity": 1.063647281924197, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-08", "Ensemble trend": { "equity": 1.6617877778820074, "drawdown": -0.10568695592406596, "net": 0.003721460995972814 }, "Core + trend": { "equity": 2.1654043419266666, "drawdown": -0.12397363494757407, "net": 0.0030512747398165896 }, "60/40 monthly": { "equity": 2.861459684866133, "drawdown": -0.14683979807055514, "net": 0.0023144809939137367 }, "SPY buy & hold": { "equity": 3.813631775657196, "drawdown": -0.16093912670375055, "net": 0.007834107184346628 }, "BIL reserve": { "equity": 1.0643450596031103, "drawdown": 0.0, "net": 0.0006560235622949939 } }, { "date": "2022-12-09", "Ensemble trend": { "equity": 1.6599964659982964, "drawdown": -0.10665097407664426, "net": -0.0010779426275442372 }, "Core + trend": { "equity": 2.156289773471612, "drawdown": -0.1276609842883436, "net": -0.0042091762164587765 }, "60/40 monthly": { "equity": 2.840159531196528, "drawdown": -0.15319055796488457, "net": -0.007443807012993631 }, "SPY buy & hold": { "equity": 3.7851427392800177, "drawdown": -0.16720717698972354, "net": -0.007470316499622931 }, "BIL reserve": { "equity": 1.0642283778881974, "drawdown": -0.00010962771317479802, "net": -0.00010962771317479802 } }, { "date": "2022-12-12", "Ensemble trend": { "equity": 1.6601400434858948, "drawdown": -0.10657370595510429, "net": 8.649264654447819e-05 }, "Core + trend": { "equity": 2.1649353816741885, "drawdown": -0.1241633554248901, "net": 0.004009483469680664 }, "60/40 monthly": { "equity": 2.8628254304733094, "drawdown": -0.14643259338262427, "net": 0.007980502161169856 }, "SPY buy & hold": { "equity": 3.8397140372546494, "drawdown": -0.15520060592332474, "net": 0.014417236477853868 }, "BIL reserve": { "equity": 1.0643450596031105, "drawdown": 0.0, "net": 0.00010963973272803962 } }, { "date": "2022-12-13", "Ensemble trend": { "equity": 1.672133686231815, "drawdown": -0.10011916868119686, "net": 0.007224476509063882 }, "Core + trend": { "equity": 2.1814810015203476, "drawdown": -0.11746973293105434, "net": 0.0076425467412166714 }, "60/40 monthly": { "equity": 2.8861512138458254, "drawdown": -0.13947788066816236, "net": 0.008147818977792154 }, "SPY buy & hold": { "equity": 3.868780018999976, "drawdown": -0.14880561829444083, "net": 0.007569829800686989 }, "BIL reserve": { "equity": 1.0643450596031105, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-14", "Ensemble trend": { "equity": 1.6701295347660399, "drawdown": -0.10119772926637038, "net": -0.0011985593510119852 }, "Core + trend": { "equity": 2.1771857567908204, "drawdown": -0.11920739806571945, "net": -0.001968958119063946 }, "60/40 monthly": { "equity": 2.8783126251168496, "drawdown": -0.14181499971905254, "net": -0.002715931407672456 }, "SPY buy & hold": { "equity": 3.844044994441816, "drawdown": -0.15424772506501327, "net": -0.006393494702899627 }, "BIL reserve": { "equity": 1.0646933177305946, "drawdown": 0.0, "net": 0.00032720415652987 } }, { "date": "2022-12-15", "Ensemble trend": { "equity": 1.6487680487394054, "drawdown": -0.11269369514645011, "net": -0.012790316907740351 }, "Core + trend": { "equity": 2.1482422578220923, "drawdown": -0.13091665148437348, "net": -0.013293996104122296 }, "60/40 monthly": { "equity": 2.83868039545615, "drawdown": -0.15363157055493293, "net": -0.013769258180942212 }, "SPY buy & hold": { "equity": 3.750013417472658, "drawdown": -0.17493619782024372, "net": -0.024461622354868373 }, "BIL reserve": { "equity": 1.0649255248551381, "drawdown": 0.0, "net": 0.00021809766312652634 } }, { "date": "2022-12-16", "Ensemble trend": { "equity": 1.648076212833436, "drawdown": -0.11306601577806352, "net": -0.0004196077832161471 }, "Core + trend": { "equity": 2.139275021891488, "drawdown": -0.13454439663328432, "net": -0.004174220061984757 }, "60/40 monthly": { "equity": 2.815999679524929, "drawdown": -0.16039395280554658, "net": -0.007989880075096267 }, "SPY buy & hold": { "equity": 3.7057395889186826, "drawdown": -0.18467715852017008, "net": -0.011806312038161737 }, "BIL reserve": { "equity": 1.0649255248551381, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-19", "Ensemble trend": { "equity": 1.6451878983320158, "drawdown": -0.11462040038023336, "net": -0.0017525369754924913 }, "Core + trend": { "equity": 2.1286394639468105, "drawdown": -0.1388470707279943, "net": -0.004971571133137287 }, "60/40 monthly": { "equity": 2.792548636801779, "drawdown": -0.16738601229565764, "net": -0.00832778600568096 }, "SPY buy & hold": { "equity": 3.674317257109453, "drawdown": -0.19159058139889384, "net": -0.0084793685727923 }, "BIL reserve": { "equity": 1.0650545054535152, "drawdown": 0.0, "net": 0.00012111701275507869 } }, { "date": "2022-12-20", "Ensemble trend": { "equity": 1.651898250804167, "drawdown": -0.11100913555685088, "net": 0.004078775730695927 }, "Core + trend": { "equity": 2.1308002396006045, "drawdown": -0.137972916924459, "net": 0.0010150970563083117 }, "60/40 monthly": { "equity": 2.7864024686659246, "drawdown": -0.1692185266852928, "net": -0.0022009171317043386 }, "SPY buy & hold": { "equity": 3.679344570341498, "drawdown": -0.19048449091114972, "net": 0.0013682305800668537 }, "BIL reserve": { "equity": 1.0651711871684284, "drawdown": 0.0, "net": 0.0001095546888123522 } }, { "date": "2022-12-21", "Ensemble trend": { "equity": 1.658580098202477, "drawdown": -0.1074132111154944, "net": 0.00404495094964652 }, "Core + trend": { "equity": 2.1449310351624478, "drawdown": -0.13225622502001477, "net": 0.0066316848004916995 }, "60/40 monthly": { "equity": 2.8123344170589, "drawdown": -0.16148677130030997, "net": 0.009306605447199301 }, "SPY buy & hold": { "equity": 3.7343601007819003, "drawdown": -0.17838018149385537, "net": 0.01495253553686493 }, "BIL reserve": { "equity": 1.0652875535273554, "drawdown": 0.0, "net": 0.0001092466265786296 } }, { "date": "2022-12-22", "Ensemble trend": { "equity": 1.648276614074801, "drawdown": -0.11295816720282004, "net": -0.006212231859554218 }, "Core + trend": { "equity": 2.129109360690156, "drawdown": -0.1386569713880914, "net": -0.007376309174011997 }, "60/40 monthly": { "equity": 2.78824102460965, "drawdown": -0.16867035095229066, "net": -0.008567043913094263 }, "SPY buy & hold": { "equity": 3.681085305776654, "drawdown": -0.19010150086902677, "net": -0.014266110810816302 }, "BIL reserve": { "equity": 1.065987328460848, "drawdown": 0.0, "net": 0.0006568883032338491 } }, { "date": "2022-12-23", "Ensemble trend": { "equity": 1.6508706561497561, "drawdown": -0.11156214919414809, "net": 0.0015737904990000828 }, "Core + trend": { "equity": 2.1324539170325543, "drawdown": -0.13730391252577423, "net": 0.001570871090113446 }, "60/40 monthly": { "equity": 2.792479127020748, "drawdown": -0.16740673702546394, "net": 0.0015199914116790225 }, "SPY buy & hold": { "equity": 3.7022593554647103, "drawdown": -0.18544286635274165, "net": 0.005752121434085877 }, "BIL reserve": { "equity": 1.065987328460848, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-27", "Ensemble trend": { "equity": 1.6565941390850594, "drawdown": -0.10848198124808739, "net": 0.003466948130661951 }, "Core + trend": { "equity": 2.1302404839176443, "drawdown": -0.13819936919795206, "net": -0.001037974653159246 }, "60/40 monthly": { "equity": 2.7764054604507944, "drawdown": -0.17219919057254574, "net": -0.005756056120320041 }, "SPY buy & hold": { "equity": 3.6876593894326883, "drawdown": -0.18865509578902817, "net": -0.003943528702404886 }, "BIL reserve": { "equity": 1.065987328460848, "drawdown": 0.0, "net": 0.0 } }, { "date": "2022-12-28", "Ensemble trend": { "equity": 1.6472238365904106, "drawdown": -0.1135247333127235, "net": -0.0056563658373341985 }, "Core + trend": { "equity": 2.115412631350936, "drawdown": -0.14419805938899022, "net": -0.006960647250229268 }, "60/40 monthly": { "equity": 2.7532681405543804, "drawdown": -0.17909771184800938, "net": -0.008333552222828833 }, "SPY buy & hold": { "equity": 3.6418295098321805, "drawdown": -0.19873841296876238, "net": -0.012427904738663731 }, "BIL reserve": { "equity": 1.0663371633682635, "drawdown": 0.0, "net": 0.00032817923635208857 } }, { "date": "2022-12-29", "Ensemble trend": { "equity": 1.6600209284505507, "drawdown": -0.10663780928482647, "net": 0.007768884577720181 }, "Core + trend": { "equity": 2.136836441221085, "drawdown": -0.13553093800074056, "net": 0.010127485083828658 }, "60/40 monthly": { "equity": 2.7880294104535754, "drawdown": -0.16873344489594555, "net": 0.012625457501642456 }, "SPY buy & hold": { "equity": 3.707383496525297, "drawdown": -0.18431547217152233, "net": 0.018000289831287875 }, "BIL reserve": { "equity": 1.0668038902279162, "drawdown": 0.0, "net": 0.00043769163796048005 } }, { "date": "2022-12-30", "Ensemble trend": { "equity": 1.6556541511713592, "drawdown": -0.10898784816062856, "net": -0.002630555557674552 }, "Core + trend": { "equity": 2.1306018338531065, "drawdown": -0.13805318307264258, "net": -0.002917681132588723 }, "60/40 monthly": { "equity": 2.7789540218383704, "drawdown": -0.17143932274719997, "net": -0.0032551265711823207 }, "SPY buy & hold": { "equity": 3.697618734838661, "drawdown": -0.1864638781924226, "net": -0.0026338687906950486 }, "BIL reserve": { "equity": 1.0666867880383548, "drawdown": -0.00010976918122818091, "net": -0.00010976918122818091 } }, { "date": "2023-01-03", "Ensemble trend": { "equity": 1.6615631900741163, "drawdown": -0.10580782081957829, "net": 0.0035690055792005904 }, "Core + trend": { "equity": 2.1351142284026405, "drawdown": -0.13622766877105308, "net": 0.0021178966796315812 }, "60/40 monthly": { "equity": 2.7808762782477037, "drawdown": -0.1708661912524525, "net": 0.0006917194002589167 }, "SPY buy & hold": { "equity": 3.682051727937562, "drawdown": -0.1898888723117863, "net": -0.004210008661636122 }, "BIL reserve": { "equity": 1.0668038902279164, "drawdown": 0.0, "net": 0.00010978123182425747 } }, { "date": "2023-01-04", "Ensemble trend": { "equity": 1.675771727695187, "drawdown": -0.09816130861092409, "net": 0.00855130741096688 }, "Core + trend": { "equity": 2.152422026504748, "drawdown": -0.1292257028264574, "net": 0.008106263295831084 }, "60/40 monthly": { "equity": 2.802282932114665, "drawdown": -0.1644836777288956, "net": 0.007697808793007743 }, "SPY buy & hold": { "equity": 3.7104779654355267, "drawdown": -0.18363463879825892, "net": 0.0077202167699819135 }, "BIL reserve": { "equity": 1.066686788038355, "drawdown": -0.00010976918122818091, "net": -0.00010976918122818091 } }, { "date": "2023-01-05", "Ensemble trend": { "equity": 1.665121690674437, "drawdown": -0.10389276671545256, "net": -0.006355302959668463 }, "Core + trend": { "equity": 2.1375063946655857, "drawdown": -0.135259904610174, "net": -0.006929696711654332 }, "60/40 monthly": { "equity": 2.7817587250155107, "drawdown": -0.17060308481534414, "net": -0.007324102382362474 }, "SPY buy & hold": { "equity": 3.6681280099349074, "drawdown": -0.19295231620833964, "net": -0.011413611910682353 }, "BIL reserve": { "equity": 1.0670366229457704, "drawdown": 0.0, "net": 0.0003279640390585481 } }, { "date": "2023-01-06", "Ensemble trend": { "equity": 1.687868793029935, "drawdown": -0.09165111310467688, "net": 0.013660924893894366 }, "Core + trend": { "equity": 2.172373882716658, "drawdown": -0.12115406847394805, "net": 0.016312226311036238 }, "60/40 monthly": { "equity": 2.834005991678769, "drawdown": -0.15502527017324386, "net": 0.01878209860309421 }, "SPY buy & hold": { "equity": 3.7522463352567272, "drawdown": -0.17444491967486564, "net": 0.022932221856486468 }, "BIL reserve": { "equity": 1.0669201514681816, "drawdown": -0.00010915415186718569, "net": -0.00010915415186718569 } }, { "date": "2023-01-09", "Ensemble trend": { "equity": 1.6914912245788019, "drawdown": -0.0897016537160944, "net": 0.002146157073242616 }, "Core + trend": { "equity": 2.1753975340492504, "drawdown": -0.1199308335174133, "net": 0.0013918650728810267 }, "60/40 monthly": { "equity": 2.8360113345254345, "drawdown": -0.15442736599271412, "net": 0.0007076000730250609 }, "SPY buy & hold": { "equity": 3.7501192165696584, "drawdown": -0.17491292030213357, "net": -0.0005668920686474621 }, "BIL reserve": { "equity": 1.0671533046606836, "drawdown": 0.0, "net": 0.00021852918625753226 } }, { "date": "2023-01-10", "Ensemble trend": { "equity": 1.6962405296208425, "drawdown": -0.0871457524717093, "net": 0.0028077621527260455 }, "Core + trend": { "equity": 2.180407888017179, "drawdown": -0.117903866964716, "net": 0.0023031900558436735 }, "60/40 monthly": { "equity": 2.840406541597471, "drawdown": -0.15311691043294062, "net": 0.0015497847341192639 }, "SPY buy & hold": { "equity": 3.776418644734641, "drawdown": -0.16912661935295514, "net": 0.007012957894453109 }, "BIL reserve": { "equity": 1.0670366229457704, "drawdown": -0.00010933922464895218, "net": -0.00010933922464895218 } }, { "date": "2023-01-11", "Ensemble trend": { "equity": 1.700914391970452, "drawdown": -0.08463045170881722, "net": 0.0027554242856431266 }, "Core + trend": { "equity": 2.1945950694641483, "drawdown": -0.11216436383696793, "net": 0.006506663970964999 }, "60/40 monthly": { "equity": 2.869130577737047, "drawdown": -0.14455267847724362, "net": 0.01011264962212799 }, "SPY buy & hold": { "equity": 3.8241816780110485, "drawdown": -0.15861797699582203, "net": 0.012647706138990245 }, "BIL reserve": { "equity": 1.0670366229457704, "drawdown": -0.00010933922464895218, "net": 0.0 } }, { "date": "2023-01-12", "Ensemble trend": { "equity": 1.7126976146969188, "drawdown": -0.07828915474792486, "net": 0.006927581295150587 }, "Core + trend": { "equity": 2.2084045713202687, "drawdown": -0.1065776530874003, "net": 0.006292505641823265 }, "60/40 monthly": { "equity": 2.885729325838511, "drawdown": -0.13960366893609277, "net": 0.00578528848783022 }, "SPY buy & hold": { "equity": 3.838105086659618, "drawdown": -0.15555460116218733, "net": 0.003640885768745994 }, "BIL reserve": { "equity": 1.0678528693568525, "drawdown": 0.0, "net": 0.0007649656942687599 } }, { "date": "2023-01-13", "Ensemble trend": { "equity": 1.7216769341500657, "drawdown": -0.07345681537176885, "net": 0.005242793226366338 }, "Core + trend": { "equity": 2.2144823012379757, "drawdown": -0.10411887366016326, "net": 0.0027520908064746497 }, "60/40 monthly": { "equity": 2.8861038532369117, "drawdown": -0.13949200149847774, "net": 0.00012978604578317565 }, "SPY buy & hold": { "equity": 3.85299522682318, "drawdown": -0.15227852870839387, "net": 0.003879555100071874 }, "BIL reserve": { "equity": 1.0679696561904277, "drawdown": 0.0, "net": 0.00010936603433542302 } }, { "date": "2023-01-17", "Ensemble trend": { "equity": 1.718424089986391, "drawdown": -0.07520737642694064, "net": -0.0018893464268199267 }, "Core + trend": { "equity": 2.2098042473991217, "drawdown": -0.1060114063482267, "net": -0.0021124819269220385 }, "60/40 monthly": { "equity": 2.8792971340482985, "drawdown": -0.14152146287727962, "net": -0.002358445688286359 }, "SPY buy & hold": { "equity": 3.8459366946703533, "drawdown": -0.1538315203186864, "net": -0.0018319597448986924 }, "BIL reserve": { "equity": 1.0679696561904277, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-01-18", "Ensemble trend": { "equity": 1.712454218736528, "drawdown": -0.07842014149915155, "net": -0.003474038384733258 }, "Core + trend": { "equity": 2.2010335409450756, "drawdown": -0.10955964440479382, "net": -0.003968997011553954 }, "60/40 monthly": { "equity": 2.8680687422572984, "drawdown": -0.14486927066168342, "net": -0.0038996988738057015 }, "SPY buy & hold": { "equity": 3.7852169842603685, "drawdown": -0.16719084188929545, "net": -0.01578801608828595 }, "BIL reserve": { "equity": 1.068086127668017, "drawdown": 0.0, "net": 0.00010905878918365808 } }, { "date": "2023-01-19", "Ensemble trend": { "equity": 1.719696116518187, "drawdown": -0.0745228185460024, "net": 0.0042289584751658005 }, "Core + trend": { "equity": 2.199953100848354, "drawdown": -0.1099967424526096, "net": -0.0004908785243943337 }, "60/40 monthly": { "equity": 2.8535460479475985, "drawdown": -0.1491992931587165, "net": -0.005063579577339605 }, "SPY buy & hold": { "equity": 3.757661578511109, "drawdown": -0.1732534782873839, "net": -0.007279742710613379 }, "BIL reserve": { "equity": 1.0685530647649937, "drawdown": 0.0, "net": 0.0004371717644122697 } }, { "date": "2023-01-20", "Ensemble trend": { "equity": 1.7264114185365074, "drawdown": -0.07090889005896794, "net": 0.0039049352695619266 }, "Core + trend": { "equity": 2.2137986648900347, "drawdown": -0.10439544254538657, "net": 0.006293572365857036 }, "60/40 monthly": { "equity": 2.8769415017622832, "drawdown": -0.14222380781243193, "net": 0.008198730078847749 }, "SPY buy & hold": { "equity": 3.8276625301731912, "drawdown": -0.1578521330374132, "net": 0.01862886005019604 }, "BIL reserve": { "equity": 1.0686690106492722, "drawdown": 0.0, "net": 0.00010850737141820943 } }, { "date": "2023-01-23", "Ensemble trend": { "equity": 1.7316824968423794, "drawdown": -0.06807218964028094, "net": 0.0030531993992140016 }, "Core + trend": { "equity": 2.223924581371084, "drawdown": -0.10029894673812989, "net": 0.004574000626905272 }, "60/40 monthly": { "equity": 2.8936272451386094, "drawdown": -0.13724886014373705, "net": 0.005799820179209547 }, "SPY buy & hold": { "equity": 3.87358985631041, "drawdown": -0.14774737603836718, "net": 0.01199879189327091 }, "BIL reserve": { "equity": 1.0686690106492722, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-01-24", "Ensemble trend": { "equity": 1.732983633931237, "drawdown": -0.06737196552852376, "net": 0.000751371623395336 }, "Core + trend": { "equity": 2.2264914532661164, "drawdown": -0.099260504442517, "net": 0.0011542081581965569 }, "60/40 monthly": { "equity": 2.8985069393027496, "drawdown": -0.1357939520489453, "net": 0.001686358936638488 }, "SPY buy & hold": { "equity": 3.869431828056646, "drawdown": -0.14866220972526456, "net": -0.0010734301792406642 }, "BIL reserve": { "equity": 1.0687857974828474, "drawdown": 0.0, "net": 0.00010928251162090064 } }, { "date": "2023-01-25", "Ensemble trend": { "equity": 1.7375920578286048, "drawdown": -0.06489188133311574, "net": 0.0026592425959117705 }, "Core + trend": { "equity": 2.2301667488075227, "drawdown": -0.09777364319850257, "net": 0.0016507117222546164 }, "60/40 monthly": { "equity": 2.900452509288196, "drawdown": -0.1352138694811461, "net": 0.0006712317845662952 }, "SPY buy & hold": { "equity": 3.8708820800061767, "drawdown": -0.1483431307635672, "net": 0.00037479713145871507 }, "BIL reserve": { "equity": 1.0689024791977606, "drawdown": 0.0, "net": 0.00010917221690998069 } }, { "date": "2023-01-26", "Ensemble trend": { "equity": 1.73726123906952, "drawdown": -0.06506991581827237, "net": -0.0001903891984281758 }, "Core + trend": { "equity": 2.2359454202308267, "drawdown": -0.09543584954778628, "net": 0.002591138723772035 }, "60/40 monthly": { "equity": 2.9151565983539602, "drawdown": -0.13082976312351158, "net": 0.00506958449368744 }, "SPY buy & hold": { "equity": 3.91342507245571, "drawdown": -0.13898298209237314, "net": 0.01099051626224301 }, "BIL reserve": { "equity": 1.0694856775350023, "drawdown": 0.0, "net": 0.0005456048129661717 } }, { "date": "2023-01-27", "Ensemble trend": { "equity": 1.7355743328976037, "drawdown": -0.06597774665789946, "net": -0.0009710146833297184 }, "Core + trend": { "equity": 2.2358102230348234, "drawdown": -0.09549054432505577, "net": -6.046533818759858e-05 }, "60/40 monthly": { "equity": 2.917391276005052, "drawdown": -0.1301634814889543, "net": 0.0007665720779299612 }, "SPY buy & hold": { "equity": 3.922415830222182, "drawdown": -0.13700486949343693, "net": 0.0022974140554656852 }, "BIL reserve": { "equity": 1.0696021490125913, "drawdown": 0.0, "net": 0.00010890419576026211 } }, { "date": "2023-01-30", "Ensemble trend": { "equity": 1.7268315534518581, "drawdown": -0.07068278890449409, "net": -0.005037398445014607 }, "Core + trend": { "equity": 2.2201453323506626, "drawdown": -0.10182786294000734, "net": -0.007006359718177535 }, "60/40 monthly": { "equity": 2.8918010827418468, "drawdown": -0.13779334067142635, "net": -0.008771601352783653 }, "SPY buy & hold": { "equity": 3.873202854350328, "drawdown": -0.14783252274934922, "net": -0.012546598321541591 }, "BIL reserve": { "equity": 1.0696021490125913, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-01-31", "Ensemble trend": { "equity": 1.7323730301914189, "drawdown": -0.06770056999688534, "net": 0.003209043017822877 }, "Core + trend": { "equity": 2.235948705996779, "drawdown": -0.09543452027290322, "net": 0.007118170786316824 }, "60/40 monthly": { "equity": 2.923082713825236, "drawdown": -0.12846654748508957, "net": 0.010817352296489835 }, "SPY buy & hold": { "equity": 3.930151847820714, "drawdown": -0.13530282009173755, "net": 0.01470333354898301 }, "BIL reserve": { "equity": 1.0697189358461667, "drawdown": 0.0, "net": 0.00010918717177510473 } }, { "date": "2023-02-01", "Ensemble trend": { "equity": 1.7449813646246304, "drawdown": -0.06091522827168383, "net": 0.0072780713007396525 }, "Core + trend": { "equity": 2.2545061356670106, "drawdown": -0.08792700893011873, "net": 0.008299577544181203 }, "60/40 monthly": { "equity": 2.950122194961263, "drawdown": -0.12040457502114443, "net": 0.009250330484367852 }, "SPY buy & hold": { "equity": 3.97191990828783, "drawdown": -0.12611316903126257, "net": 0.010627594577618416 }, "BIL reserve": { "equity": 1.0697889448751148, "drawdown": 0.0, "net": 6.544619021120468e-05 } }, { "date": "2023-02-02", "Ensemble trend": { "equity": 1.7359958000416686, "drawdown": -0.06575092854694486, "net": -0.00514937566963336 }, "Core + trend": { "equity": 2.2588544907142096, "drawdown": -0.08616785772117375, "net": 0.0019287395045888278 }, "60/40 monthly": { "equity": 2.9754124819923398, "drawdown": -0.11286413455839639, "net": 0.008572623559211179 }, "SPY buy & hold": { "equity": 4.0297394241528375, "drawdown": -0.11339193732112995, "net": 0.014557069930932087 }, "BIL reserve": { "equity": 1.070257563870685, "drawdown": 0.0, "net": 0.00043804808211489465 } }, { "date": "2023-02-03", "Ensemble trend": { "equity": 1.7148157616793192, "drawdown": -0.07714924596965411, "net": -0.012200512444696665 }, "Core + trend": { "equity": 2.2333161483461903, "drawdown": -0.09649953610610518, "net": -0.011305882018077584 }, "60/40 monthly": { "equity": 2.9436611093008134, "drawdown": -0.12233098383127261, "net": -0.010671250753867101 }, "SPY buy & hold": { "equity": 3.9869071856340184, "drawdown": -0.12281572482107561, "net": -0.010629034289934003 }, "BIL reserve": { "equity": 1.0704914528938216, "drawdown": 0.0, "net": 0.00021853526761428377 } }, { "date": "2023-02-06", "Ensemble trend": { "equity": 1.7079018122991276, "drawdown": -0.08087007915851452, "net": -0.004031890500831858 }, "Core + trend": { "equity": 2.2210206894782765, "drawdown": -0.10147373234749923, "net": -0.005505471707182519 }, "60/40 monthly": { "equity": 2.922743204276396, "drawdown": -0.12856777415509224, "net": -0.007106084650276179 }, "SPY buy & hold": { "equity": 3.962541839207192, "drawdown": -0.12817649640409912, "net": -0.006111340267619392 }, "BIL reserve": { "equity": 1.070608344846059, "drawdown": 0.0, "net": 0.00010919466187364613 } }, { "date": "2023-02-07", "Ensemble trend": { "equity": 1.7129149190285116, "drawdown": -0.0781722095513937, "net": 0.0029352429356785947 }, "Core + trend": { "equity": 2.2319571619303558, "drawdown": -0.0970493216158912, "net": 0.004924075000241501 }, "60/40 monthly": { "equity": 2.9429946495445387, "drawdown": -0.12252969253342494, "net": 0.006928917066169937 }, "SPY buy & hold": { "equity": 4.014366072908821, "drawdown": -0.11677432405354371, "net": 0.013078532872222937 }, "BIL reserve": { "equity": 1.0707255521542827, "drawdown": 0.0, "net": 0.00010947729745236501 } }, { "date": "2023-02-08", "Ensemble trend": { "equity": 1.7111091194879342, "drawdown": -0.07914402442788948, "net": -0.0010542260567159012 }, "Core + trend": { "equity": 2.224943221030833, "drawdown": -0.09988685040066991, "net": -0.003142506952712565 }, "60/40 monthly": { "equity": 2.9276961636888066, "drawdown": -0.12709102161694197, "net": -0.0051982717189443806 }, "SPY buy & hold": { "equity": 3.9704699656923848, "drawdown": -0.1264321799300413, "net": -0.010934754434248517 }, "BIL reserve": { "equity": 1.0707255521542827, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-02-09", "Ensemble trend": { "equity": 1.7064913736925025, "drawdown": -0.0816291253258783, "net": -0.0026986857488163762 }, "Core + trend": { "equity": 2.2139091654791687, "drawdown": -0.1043507389177265, "net": -0.004959252644007761 }, "60/40 monthly": { "equity": 2.9071503214164767, "drawdown": -0.1332168793512234, "net": -0.007017750860609517 }, "SPY buy & hold": { "equity": 3.9360493740932956, "drawdown": -0.13400526861439088, "net": -0.008669147958933587 }, "BIL reserve": { "equity": 1.071076438248319, "drawdown": 0.0, "net": 0.0003277087142734558 } }, { "date": "2023-02-10", "Ensemble trend": { "equity": 1.7040990693602396, "drawdown": -0.08291657550346276, "net": -0.0014018848082930635 }, "Core + trend": { "equity": 2.2119608442489658, "drawdown": -0.10513894310306138, "net": -0.0008800366612065069 }, "60/40 monthly": { "equity": 2.90567994556254, "drawdown": -0.13365528013215744, "net": -0.0005057790933975514 }, "SPY buy & hold": { "equity": 3.9452347155791054, "drawdown": -0.13198434443974905, "net": 0.002333644884199515 }, "BIL reserve": { "equity": 1.0711936455565425, "drawdown": 0.0, "net": 0.00010942945250036473 } }, { "date": "2023-02-13", "Ensemble trend": { "equity": 1.7082668008326063, "drawdown": -0.08067365575790186, "net": 0.0024457096111973886 }, "Core + trend": { "equity": 2.2235236932331315, "drawdown": -0.10046112826306886, "net": 0.0052274202837852 }, "60/40 monthly": { "equity": 2.929038924912295, "drawdown": -0.1266906698515009, "net": 0.008039075117487693 }, "SPY buy & hold": { "equity": 3.9915474969059823, "drawdown": -0.1217947810443133, "net": 0.011738916608432737 }, "BIL reserve": { "equity": 1.0714276396983413, "drawdown": 0.0, "net": 0.0002184424289384257 } }, { "date": "2023-02-14", "Ensemble trend": { "equity": 1.7076939915762204, "drawdown": -0.08098192062575782, "net": -0.0003353160385173304 }, "Core + trend": { "equity": 2.2208220936300034, "drawdown": -0.10155407540200811, "net": -0.001215008237308135 }, "60/40 monthly": { "equity": 2.9230124713428722, "drawdown": -0.12848749067389453, "net": -0.002057484971663026 }, "SPY buy & hold": { "equity": 3.9897111710586235, "drawdown": -0.12219880252823734, "net": -0.0004600536129865107 }, "BIL reserve": { "equity": 1.0714276396983413, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-02-15", "Ensemble trend": { "equity": 1.7007677854141932, "drawdown": -0.0847093499636693, "net": -0.004055882491941332 }, "Core + trend": { "equity": 2.217444738316487, "drawdown": -0.1029204032704365, "net": -0.00152076806296364 }, "60/40 monthly": { "equity": 2.9253526883830068, "drawdown": -0.12778974188047998, "net": 0.0008006182194151279 }, "SPY buy & hold": { "equity": 4.002666920129945, "drawdown": -0.1193483275035171, "net": 0.0032472899705879854 }, "BIL reserve": { "equity": 1.0716618440774643, "drawdown": 0.0, "net": 0.00021859094393805734 } }, { "date": "2023-02-16", "Ensemble trend": { "equity": 1.6964394233262985, "drawdown": -0.08703871519682893, "net": -0.002544945950302413 }, "Core + trend": { "equity": 2.20367590484558, "drawdown": -0.1084906613986708, "net": -0.006209324287991369 }, "60/40 monthly": { "equity": 2.897007219892774, "drawdown": -0.13624110177515658, "net": -0.009689590114312252 }, "SPY buy & hold": { "equity": 3.9475554899232566, "drawdown": -0.13147373642553106, "net": -0.013768677560834774 }, "BIL reserve": { "equity": 1.0722470396692856, "drawdown": 0.0, "net": 0.0005460636627638848 } }, { "date": "2023-02-17", "Ensemble trend": { "equity": 1.6962131873761135, "drawdown": -0.08716046706188785, "net": -0.00013335928596924784 }, "Core + trend": { "equity": 2.2033421886069178, "drawdown": -0.10862566815831098, "net": -0.00015143616986890152 }, "60/40 monthly": { "equity": 2.89580897359478, "drawdown": -0.13659836560765592, "net": -0.000413615226695363 }, "SPY buy & hold": { "equity": 3.937692972345825, "drawdown": -0.13364365032866177, "net": -0.0024983860524842028 }, "BIL reserve": { "equity": 1.072363931621523, "drawdown": 0.0, "net": 0.00010901587779010846 } }, { "date": "2023-02-21", "Ensemble trend": { "equity": 1.683995345841826, "drawdown": -0.09373565987531207, "net": -0.00720301057981243 }, "Core + trend": { "equity": 2.177258888407837, "drawdown": -0.11917781226348123, "net": -0.011838061438641856 }, "60/40 monthly": { "equity": 2.8481816817126697, "drawdown": -0.15079870894095537, "net": -0.01644697295864339 }, "SPY buy & hold": { "equity": 3.8587003348550164, "drawdown": -0.15102331236632394, "net": -0.020060639071042052 }, "BIL reserve": { "equity": 1.072363931621523, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-02-22", "Ensemble trend": { "equity": 1.6796560628124586, "drawdown": -0.09607090235738569, "net": -0.0025767785166878054 }, "Core + trend": { "equity": 2.1744591244243168, "drawdown": -0.12031047234825132, "net": -0.0012859122993719163 }, "60/40 monthly": { "equity": 2.847823490548751, "drawdown": -0.15090550563893246, "net": -0.00012576134669306516 }, "SPY buy & hold": { "equity": 3.853381610075091, "drawdown": -0.1521935181232491, "net": -0.0013783720730740079 }, "BIL reserve": { "equity": 1.072714922834221, "drawdown": 0.0, "net": 0.00032730605939668145 } }, { "date": "2023-02-23", "Ensemble trend": { "equity": 1.6832600507792452, "drawdown": -0.09413136862613036, "net": 0.0021456702039059916 }, "Core + trend": { "equity": 2.181936606353401, "drawdown": -0.11728541546291571, "net": 0.0034387778758839804 }, "60/40 monthly": { "equity": 2.861337632240223, "drawdown": -0.146876188743301, "net": 0.004745428126540219 }, "SPY buy & hold": { "equity": 3.8738800304419487, "drawdown": -0.14768353302086057, "net": 0.005319592617887281 }, "BIL reserve": { "equity": 1.073066649877554, "drawdown": 0.0, "net": 0.00032788491690194377 } }, { "date": "2023-02-24", "Ensemble trend": { "equity": 1.6692827072386376, "drawdown": -0.10165346068642189, "net": -0.008303733896694587 }, "Core + trend": { "equity": 2.1636006977178783, "drawdown": -0.12470330923956652, "net": -0.008403502000072782 }, "60/40 monthly": { "equity": 2.8360323220628647, "drawdown": -0.15442110844109935, "net": -0.008843874239876426 }, "SPY buy & hold": { "equity": 3.832497115810406, "drawdown": -0.1567884457478641, "net": -0.010682549357838855 }, "BIL reserve": { "equity": 1.0731834367111293, "drawdown": 0.0, "net": 0.00010883465028821426 } }, { "date": "2023-02-27", "Ensemble trend": { "equity": 1.6756064928919696, "drawdown": -0.0982502319029469, "net": 0.003788325144632232 }, "Core + trend": { "equity": 2.171166923270587, "drawdown": -0.12164235062792506, "net": 0.0034970526496360677 }, "60/40 monthly": { "equity": 2.845281172152535, "drawdown": -0.15166351208150308, "net": 0.0032611934700881307 }, "SPY buy & hold": { "equity": 3.845550311418441, "drawdown": -0.1539165309038315, "net": 0.0034059244439312852 }, "BIL reserve": { "equity": 1.0733006440193529, "drawdown": 0.0, "net": 0.00010921460787982618 } }, { "date": "2023-02-28", "Ensemble trend": { "equity": 1.6744566404120511, "drawdown": -0.09886904020400733, "net": -0.0006862306184634015 }, "Core + trend": { "equity": 2.168816391273147, "drawdown": -0.12259327141522924, "net": -0.001082612291227747 }, "60/40 monthly": { "equity": 2.8407239809307585, "drawdown": -0.153022264121088, "net": -0.0016016663893813066 }, "SPY buy & hold": { "equity": 3.831337656700584, "drawdown": -0.1570435455662179, "net": -0.0036958701790107407 }, "BIL reserve": { "equity": 1.073417220615604, "drawdown": 0.0, "net": 0.00010861504360470953 } }, { "date": "2023-03-01", "Ensemble trend": { "equity": 1.679977512402034, "drawdown": -0.09589791001456294, "net": 0.0032971125419074543 }, "Core + trend": { "equity": 2.165794935890259, "drawdown": -0.1238156179881027, "net": -0.0013931356269002437 }, "60/40 monthly": { "equity": 2.825113100013854, "drawdown": -0.15767673553852668, "net": -0.005495388155166592 }, "SPY buy & hold": { "equity": 3.8166408628400217, "drawdown": -0.1602770786959794, "net": -0.0038359432598845666 }, "BIL reserve": { "equity": 1.0734759819477089, "drawdown": 0.0, "net": 5.4742304274935094e-05 } }, { "date": "2023-03-02", "Ensemble trend": { "equity": 1.6812638545899266, "drawdown": -0.09520564797419351, "net": 0.0007656901228716428 }, "Core + trend": { "equity": 2.169813898882563, "drawdown": -0.12218972416621454, "net": 0.0018556525946682445 }, "60/40 monthly": { "equity": 2.83371364149181, "drawdown": -0.1551124360158589, "net": 0.003044317580741751 }, "SPY buy & hold": { "equity": 3.8463230779222655, "drawdown": -0.15374650973354131, "net": 0.007777052164178899 }, "BIL reserve": { "equity": 1.0738281294656904, "drawdown": 0.0, "net": 0.00032804415180520685 } }, { "date": "2023-03-03", "Ensemble trend": { "equity": 1.6941084944142422, "drawdown": -0.08829313538128991, "net": 0.0076398715105003845 }, "Core + trend": { "equity": 2.1918930992513723, "drawdown": -0.11325746090810063, "net": 0.01017561938384648 }, "60/40 monthly": { "equity": 2.8702150921913963, "drawdown": -0.14422932442974068, "net": 0.012881135964172508 }, "SPY buy & hold": { "equity": 3.9080104479094966, "drawdown": -0.14017428735401816, "net": 0.016038010520050827 }, "BIL reserve": { "equity": 1.07406317479411, "drawdown": 0.0, "net": 0.0002188854267923812 } }, { "date": "2023-03-06", "Ensemble trend": { "equity": 1.6899071310603864, "drawdown": -0.09055415456813498, "net": -0.002479984822523762 }, "Core + trend": { "equity": 2.188925632096279, "drawdown": -0.11445796624327309, "net": -0.001353837537107383 }, "60/40 monthly": { "equity": 2.869405062748066, "drawdown": -0.1444708392367099, "net": -0.00028221907324454953 }, "SPY buy & hold": { "equity": 3.9107176055055612, "drawdown": -0.13957866875465486, "net": 0.0006927201531696792 }, "BIL reserve": { "equity": 1.0741802769836715, "drawdown": 0.0, "net": 0.00010902728285411278 } }, { "date": "2023-03-07", "Ensemble trend": { "equity": 1.6712963134647796, "drawdown": -0.10056981189706427, "net": -0.011012923286458198 }, "Core + trend": { "equity": 2.167123080089477, "drawdown": -0.12327830986851562, "net": -0.009960389556918137 }, "60/40 monthly": { "equity": 2.8428121012548986, "drawdown": -0.15239967937288468, "net": -0.0092677614040656 }, "SPY buy & hold": { "equity": 3.850771280307571, "drawdown": -0.15276783302913677, "net": -0.015328727677395348 }, "BIL reserve": { "equity": 1.0741802769836715, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-03-08", "Ensemble trend": { "equity": 1.6740326740052565, "drawdown": -0.09909720332621397, "net": 0.0016372683398100385 }, "Core + trend": { "equity": 2.169739347543201, "drawdown": -0.12221988432502018, "net": 0.0012072537447278542 }, "60/40 monthly": { "equity": 2.845256524869432, "drawdown": -0.15167086080674996, "net": 0.0008598611260497435 }, "SPY buy & hold": { "equity": 3.8570558085402333, "drawdown": -0.1513851348408083, "net": 0.001632018049163575 }, "BIL reserve": { "equity": 1.074415006956105, "drawdown": 0.0, "net": 0.00021852009151812624 } }, { "date": "2023-03-09", "Ensemble trend": { "equity": 1.6721144775048433, "drawdown": -0.10012950611135463, "net": -0.001145853680277198 }, "Core + trend": { "equity": 2.159650462129057, "drawdown": -0.12630139900828696, "net": -0.004649814469912195 }, "60/40 monthly": { "equity": 2.820545790785046, "drawdown": -0.15903850431847255, "net": -0.008684887941877162 }, "SPY buy & hold": { "equity": 3.7858938509979065, "drawdown": -0.16704192022372488, "net": -0.018449812778119856 }, "BIL reserve": { "equity": 1.0746499471658626, "drawdown": 0.0, "net": 0.00021866802700687415 } }, { "date": "2023-03-10", "Ensemble trend": { "equity": 1.678232183701209, "drawdown": -0.09683718170985545, "net": 0.0036586646899288144 }, "Core + trend": { "equity": 2.1625497456818943, "drawdown": -0.12512847772847258, "net": 0.0013424781480513293 }, "60/40 monthly": { "equity": 2.8170794727454647, "drawdown": -0.16007200642029884, "net": -0.001228952939145933 }, "SPY buy & hold": { "equity": 3.731265322517586, "drawdown": -0.1790610829300372, "net": -0.014429492909823871 }, "BIL reserve": { "equity": 1.074884677138296, "drawdown": 0.0, "net": 0.00021842458844623103 } }, { "date": "2023-03-13", "Ensemble trend": { "equity": 1.6880523408936488, "drawdown": -0.0915523343972412, "net": 0.005851489017915323 }, "Core + trend": { "equity": 2.173383050249708, "drawdown": -0.12074580413800429, "net": 0.005009505371816214 }, "60/40 monthly": { "equity": 2.828706036845733, "drawdown": -0.1566054813359189, "net": 0.004127169365561789 }, "SPY buy & hold": { "equity": 3.7259478351540003, "drawdown": -0.18023101643528838, "net": -0.0014251163892033958 }, "BIL reserve": { "equity": 1.0751194071107295, "drawdown": 0.0, "net": 0.00021837688956405366 } }, { "date": "2023-03-14", "Ensemble trend": { "equity": 1.6900516163668362, "drawdown": -0.09047639789188822, "net": 0.0011843681767171876 }, "Core + trend": { "equity": 2.180843684816095, "drawdown": -0.11772756294691045, "net": 0.003432728789124484 }, "60/40 monthly": { "equity": 2.8451193952880467, "drawdown": -0.15171174675805787, "net": 0.00580242634919248 }, "SPY buy & hold": { "equity": 3.7875374492504355, "drawdown": -0.16668030193799577, "net": 0.016529918512369512 }, "BIL reserve": { "equity": 1.0752368246562771, "drawdown": 0.0, "net": 0.00010921349272563496 } }, { "date": "2023-03-15", "Ensemble trend": { "equity": 1.6797297295838993, "drawdown": -0.09603125761123255, "net": -0.006107438780554086 }, "Core + trend": { "equity": 2.176945572201931, "drawdown": -0.11930456607645634, "net": -0.0017874332953360383 }, "60/40 monthly": { "equity": 2.851288374128117, "drawdown": -0.14987243122943839, "net": 0.002168267120981726 }, "SPY buy & hold": { "equity": 3.76384927891523, "drawdown": -0.17189208379253063, "net": -0.006254240559362301 }, "BIL reserve": { "equity": 1.0758235970280297, "drawdown": 0.0, "net": 0.0005457145424125898 } }, { "date": "2023-03-16", "Ensemble trend": { "equity": 1.689507381082756, "drawdown": -0.09076928529909956, "net": 0.005820967103605801 }, "Core + trend": { "equity": 2.1900627288894663, "drawdown": -0.11399794741392033, "net": 0.006025486743918673 }, "60/40 monthly": { "equity": 2.870157230437006, "drawdown": -0.14424657623528614, "net": 0.006617659749922344 }, "SPY buy & hold": { "equity": 3.8298861673347164, "drawdown": -0.1573628967795887, "net": 0.017545040602295003 }, "BIL reserve": { "equity": 1.0762930569728966, "drawdown": 0.0, "net": 0.00043637260435991365 } }, { "date": "2023-03-17", "Ensemble trend": { "equity": 1.6996733149960404, "drawdown": -0.08529835367662031, "net": 0.006017099438044182 }, "Core + trend": { "equity": 2.1945067961885556, "drawdown": -0.11220007528136255, "net": 0.002029196351532203 }, "60/40 monthly": { "equity": 2.8639617871821725, "drawdown": -0.14609378227711567, "net": -0.0021585727740394134 }, "SPY buy & hold": { "equity": 3.785104688727588, "drawdown": -0.16721554872869282, "net": -0.011692639585236697 }, "BIL reserve": { "equity": 1.076527892063992, "drawdown": 0.0, "net": 0.00021818880050750167 } }, { "date": "2023-03-20", "Ensemble trend": { "equity": 1.706311914973911, "drawdown": -0.08172570340585072, "net": 0.003905809380719605 }, "Core + trend": { "equity": 2.203077831178065, "drawdown": -0.10873261542584367, "net": 0.003905677122711948 }, "60/40 monthly": { "equity": 2.8754352185299705, "drawdown": -0.1426729145789677, "net": 0.004006139816232324 }, "SPY buy & hold": { "equity": 3.8215005061581078, "drawdown": -0.15920787831003524, "net": 0.009615537857885492 }, "BIL reserve": { "equity": 1.0766452044908779, "drawdown": 0.0, "net": 0.00010897295625178494 } }, { "date": "2023-03-21", "Ensemble trend": { "equity": 1.7031827257696115, "drawdown": -0.08340971791121277, "net": -0.001833890496127366 }, "Core + trend": { "equity": 2.2054254766350385, "drawdown": -0.10778286240453283, "net": 0.0010656207528165762 }, "60/40 monthly": { "equity": 2.8875940845014934, "drawdown": -0.13904768071585893, "net": 0.004228530656217977 }, "SPY buy & hold": { "equity": 3.8716795948367855, "drawdown": -0.1481676645598008, "net": 0.013130729303271638 }, "BIL reserve": { "equity": 1.0766452044908779, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-03-22", "Ensemble trend": { "equity": 1.7119397439674977, "drawdown": -0.07869701289206676, "net": 0.00514156118741127 }, "Core + trend": { "equity": 2.2057601631234367, "drawdown": -0.10764746312496798, "net": 0.00015175597268823893 }, "60/40 monthly": { "equity": 2.8734865372291143, "drawdown": -0.14325392480285015, "net": -0.004885571468683292 }, "SPY buy & hold": { "equity": 3.80568075696973, "drawdown": -0.16268847983377321, "net": -0.017046564998578595 }, "BIL reserve": { "equity": 1.076879829344649, "drawdown": 0.0, "net": 0.00021792216488103477 } }, { "date": "2023-03-23", "Ensemble trend": { "equity": 1.7217575563013432, "drawdown": -0.07341342749607949, "net": 0.005734905313368177 }, "Core + trend": { "equity": 2.2161704233563384, "drawdown": -0.10343593447209531, "net": 0.0047195794025769455 }, "60/40 monthly": { "equity": 2.8848316100915974, "drawdown": -0.13987132790468237, "net": 0.003948190713788158 }, "SPY buy & hold": { "equity": 3.815968636413758, "drawdown": -0.16042497941777278, "net": 0.002703295442001208 }, "BIL reserve": { "equity": 1.07734949952684, "drawdown": 0.0, "net": 0.0004361398267407335 } }, { "date": "2023-03-24", "Ensemble trend": { "equity": 1.7140098485921065, "drawdown": -0.07758295874325782, "net": -0.0044998830880000895 }, "Core + trend": { "equity": 2.2155821506149884, "drawdown": -0.10367392348010018, "net": -0.00026544562419494877 }, "60/40 monthly": { "equity": 2.896345372412192, "drawdown": -0.13643843530152644, "net": 0.003991138436058916 }, "SPY buy & hold": { "equity": 3.8410096121617827, "drawdown": -0.15491555842085258, "net": 0.006562154497044892 }, "BIL reserve": { "equity": 1.0775837039059633, "drawdown": 0.0, "net": 0.00021738941655047306 } }, { "date": "2023-03-27", "Ensemble trend": { "equity": 1.7113323261890776, "drawdown": -0.07902390279321714, "net": -0.0015621394504985453 }, "Core + trend": { "equity": 2.2095523152290073, "drawdown": -0.1061133269082587, "net": -0.0027215580267728745 }, "60/40 monthly": { "equity": 2.88495655635822, "drawdown": -0.13983407447678142, "net": -0.003932133288540474 }, "SPY buy & hold": { "equity": 3.848191885948527, "drawdown": -0.15333534164318008, "net": 0.0018698921668935942 }, "BIL reserve": { "equity": 1.0774673375470363, "drawdown": -0.00010798823191660034, "net": -0.00010798823191660034 } }, { "date": "2023-03-28", "Ensemble trend": { "equity": 1.7188038903026626, "drawdown": -0.0750029818697614, "net": 0.0043659340732629115 }, "Core + trend": { "equity": 2.2123326171669397, "drawdown": -0.10498854030223026, "net": 0.001258310074294 }, "60/40 monthly": { "equity": 2.8803955655744264, "drawdown": -0.14119395937702295, "net": -0.0015809564874526005 }, "SPY buy & hold": { "equity": 3.839553791838725, "drawdown": -0.15523586251508215, "net": -0.0022447150157307583 }, "BIL reserve": { "equity": 1.0777017521634835, "drawdown": 0.0, "net": 0.00021756076335543995 } }, { "date": "2023-03-29", "Ensemble trend": { "equity": 1.7211640459098951, "drawdown": -0.07373283295322097, "net": 0.0013731383903354821 }, "Core + trend": { "equity": 2.222487215924276, "drawdown": -0.10088044092064319, "net": 0.004589996404039676 }, "60/40 monthly": { "equity": 2.9032467126963386, "drawdown": -0.13438076211411543, "net": 0.007933336446917849 }, "SPY buy & hold": { "equity": 3.895361268736208, "drawdown": -0.14295731202655404, "net": 0.014534886063090502 }, "BIL reserve": { "equity": 1.0777017521634835, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-03-30", "Ensemble trend": { "equity": 1.7325883170670093, "drawdown": -0.06758471052095139, "net": 0.006637526030282892 }, "Core + trend": { "equity": 2.2342325670591143, "drawdown": -0.09612879382097861, "net": 0.005284777815900199 }, "60/40 monthly": { "equity": 2.915188944843647, "drawdown": -0.1308201188367797, "net": 0.004113405896606581 }, "SPY buy & hold": { "equity": 3.918169326700164, "drawdown": -0.1379391691750117, "net": 0.005855184253900081 }, "BIL reserve": { "equity": 1.077936377017255, "drawdown": 0.0, "net": 0.00021770852028435428 } }, { "date": "2023-03-31", "Ensemble trend": { "equity": 1.731283354434206, "drawdown": -0.06828699339971656, "net": -0.0007531867899308597 }, "Core + trend": { "equity": 2.245257534559177, "drawdown": -0.09166858192572225, "net": 0.004934565748710096 }, "60/40 monthly": { "equity": 2.9462019837417386, "drawdown": -0.1215734079120444, "net": 0.010638431842624474 }, "SPY buy & hold": { "equity": 3.9733949085641442, "drawdown": -0.12578864503608922, "net": 0.01409474100255137 }, "BIL reserve": { "equity": 1.0777017521634835, "drawdown": -0.00021766113360099926, "net": -0.00021766113360099926 } }, { "date": "2023-04-03", "Ensemble trend": { "equity": 1.7388492924512902, "drawdown": -0.06421528391345943, "net": 0.004370132709764718 }, "Core + trend": { "equity": 2.254836935401876, "drawdown": -0.08779318205830389, "net": 0.004266504262986359 }, "60/40 monthly": { "equity": 2.9584872981018053, "drawdown": -0.1179104727549859, "net": 0.004169881911648243 }, "SPY buy & hold": { "equity": 3.988535934890477, "drawdown": -0.12245737355543207, "net": 0.003810601934808533 }, "BIL reserve": { "equity": 1.0779606594281963, "drawdown": 0.0, "net": 0.0002402401816579136 } }, { "date": "2023-04-04", "Ensemble trend": { "equity": 1.7484970622277263, "drawdown": -0.05902320916592152, "net": 0.005548364552534268 }, "Core + trend": { "equity": 2.2602748430386583, "drawdown": -0.08559324629189502, "net": 0.002411663367494654 }, "60/40 monthly": { "equity": 2.9562321463134733, "drawdown": -0.11858285886802145, "net": -0.0007622651582039897 }, "SPY buy & hold": { "equity": 3.9664062904344837, "drawdown": -0.12732625442681134, "net": -0.005548312668418043 }, "BIL reserve": { "equity": 1.0780788128043788, "drawdown": 0.0, "net": 0.00010960824511441203 } }, { "date": "2023-04-05", "Ensemble trend": { "equity": 1.7461324451670281, "drawdown": -0.060295759072578115, "net": -0.0013523711945421235 }, "Core + trend": { "equity": 2.258869905574251, "drawdown": -0.08616162155384544, "net": -0.0006215781539730125 }, "60/40 monthly": { "equity": 2.9565966873655083, "drawdown": -0.11847416891540363, "net": 0.00012331272849785968 }, "SPY buy & hold": { "equity": 3.9560212738078273, "drawdown": -0.12961112659920582, "net": -0.002618243282767385 }, "BIL reserve": { "equity": 1.078667792668035, "drawdown": 0.0, "net": 0.0005463235680553957 } }, { "date": "2023-04-06", "Ensemble trend": { "equity": 1.7472296064905866, "drawdown": -0.05970530721333733, "net": 0.0006283379743587947 }, "Core + trend": { "equity": 2.262353221399893, "drawdown": -0.08475242677115091, "net": 0.0015420612834085023 }, "60/40 monthly": { "equity": 2.963829681067183, "drawdown": -0.11631761140746033, "net": 0.0024463917356680742 }, "SPY buy & hold": { "equity": 3.9714527836197857, "drawdown": -0.1262159440381233, "net": 0.003900765123314276 }, "BIL reserve": { "equity": 1.078785840925555, "drawdown": 0.0, "net": 0.00010943893784776115 } }, { "date": "2023-04-10", "Ensemble trend": { "equity": 1.7406977747166563, "drawdown": -0.0632204987648004, "net": -0.00373839348284033 }, "Core + trend": { "equity": 2.2543538613507983, "drawdown": -0.08798861235130873, "net": -0.0035358581380784404 }, "60/40 monthly": { "equity": 2.9538793883369694, "drawdown": -0.11928434681172428, "net": -0.0033572417449544423 }, "SPY buy & hold": { "equity": 3.9755291423951635, "drawdown": -0.1253190789616968, "net": 0.0010264150167391684 }, "BIL reserve": { "equity": 1.078903468708427, "drawdown": 0.0, "net": 0.00010903719571531134 } }, { "date": "2023-04-11", "Ensemble trend": { "equity": 1.744763398742022, "drawdown": -0.06103252949063298, "net": 0.0023356288980302953 }, "Core + trend": { "equity": 2.256983116280928, "drawdown": -0.08692493265202994, "net": 0.001166300896769501 }, "60/40 monthly": { "equity": 2.953880752952521, "drawdown": -0.1192839399439688, "net": 4.619740252564952e-07 }, "SPY buy & hold": { "equity": 3.976597651404055, "drawdown": -0.12508398964136758, "net": 0.00026877151961901546 }, "BIL reserve": { "equity": 1.0790216220846092, "drawdown": 0.0, "net": 0.00010951246298596118 } }, { "date": "2023-04-12", "Ensemble trend": { "equity": 1.7465810317070316, "drawdown": -0.06005434630046502, "net": 0.0010417647265643648 }, "Core + trend": { "equity": 2.2566969316026353, "drawdown": -0.08704071025467164, "net": -0.0001267996540285088 }, "60/40 monthly": { "equity": 2.950104257066489, "drawdown": -0.12040992330475242, "net": -0.00127848623620197 }, "SPY buy & hold": { "equity": 3.9603881160688306, "drawdown": -0.12865035044235384, "net": -0.0040762321854465045 }, "BIL reserve": { "equity": 1.0792571930063395, "drawdown": 0.0, "net": 0.000218319000202305 } }, { "date": "2023-04-13", "Ensemble trend": { "equity": 1.7588564342669453, "drawdown": -0.05344817626074694, "net": 0.00702824680737324 }, "Core + trend": { "equity": 2.2721327778978897, "drawdown": -0.08079605282062019, "net": 0.006840017407340859 }, "60/40 monthly": { "equity": 2.969623304423459, "drawdown": -0.11459021021474547, "net": 0.006616392390274006 }, "SPY buy & hold": { "equity": 4.012993778188661, "drawdown": -0.11707625115979126, "net": 0.013282956260369572 }, "BIL reserve": { "equity": 1.079846488225982, "drawdown": 0.0, "net": 0.0005460192653439222 } }, { "date": "2023-04-14", "Ensemble trend": { "equity": 1.7482711522895404, "drawdown": -0.059144785583316706, "net": -0.0060182751537743995 }, "Core + trend": { "equity": 2.2614011333724524, "drawdown": -0.08513759927576814, "net": -0.004723159064395022 }, "60/40 monthly": { "equity": 2.9594310535425246, "drawdown": -0.11762908679430495, "net": -0.00343216961752435 }, "SPY buy & hold": { "equity": 4.003190347241424, "drawdown": -0.11923316504549808, "net": -0.0024429220400290497 }, "BIL reserve": { "equity": 1.079846488225982, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-04-17", "Ensemble trend": { "equity": 1.745463538687078, "drawdown": -0.06065573993069262, "net": -0.0016059371561358837 }, "Core + trend": { "equity": 2.2591953229297594, "drawdown": -0.0860299721535226, "net": -0.0009754175896267148 }, "60/40 monthly": { "equity": 2.958344812935278, "drawdown": -0.11795295550394425, "net": -0.00036704372820106634 }, "SPY buy & hold": { "equity": 4.017555204169001, "drawdown": -0.11607266342723399, "net": 0.0035883522095008225 }, "BIL reserve": { "equity": 1.080082059147712, "drawdown": 0.0, "net": 0.00021815223209831203 } }, { "date": "2023-04-18", "Ensemble trend": { "equity": 1.7486429584437337, "drawdown": -0.058944693190058906, "net": 0.0018215331836992643 }, "Core + trend": { "equity": 2.2624210380444554, "drawdown": -0.08472499117056786, "net": 0.0014278159493146259 }, "60/40 monthly": { "equity": 2.9614134412545825, "drawdown": -0.11703802681548825, "net": 0.0010372787870727151 }, "SPY buy & hold": { "equity": 4.020175433267236, "drawdown": -0.11549617050795546, "net": 0.0006521949208107003 }, "BIL reserve": { "equity": 1.0801996869305839, "drawdown": 0.0, "net": 0.00010890633899118818 } }, { "date": "2023-04-19", "Ensemble trend": { "equity": 1.7429919114378254, "drawdown": -0.061985878783872406, "net": -0.0032316757280957953 }, "Core + trend": { "equity": 2.257704134103267, "drawdown": -0.0866332408835172, "net": -0.00208489218490715 }, "60/40 monthly": { "equity": 2.958615133393526, "drawdown": -0.1178723579481008, "net": -0.0009449230634513972 }, "SPY buy & hold": { "equity": 4.019496091697021, "drawdown": -0.11564563667687355, "net": -0.0001689830659115099 }, "BIL reserve": { "equity": 1.080317630069442, "drawdown": 0.0, "net": 0.00010918642199686523 } }, { "date": "2023-04-20", "Ensemble trend": { "equity": 1.745365810510902, "drawdown": -0.06070833363964345, "net": 0.0013619679227991899 }, "Core + trend": { "equity": 2.2580641577701397, "drawdown": -0.08648759130753869, "net": 0.00015946450264880951 }, "60/40 monthly": { "equity": 2.955615644100763, "drawdown": -0.1187666724492743, "net": -0.0010138153012564377 }, "SPY buy & hold": { "equity": 3.997561340314448, "drawdown": -0.12047163790962911, "net": -0.005457089864543629 }, "BIL reserve": { "equity": 1.0811427064481387, "drawdown": 0.0, "net": 0.0007637349939793037 } }, { "date": "2023-04-21", "Ensemble trend": { "equity": 1.7404962357659204, "drawdown": -0.0633289596133706, "net": -0.002790002368360911 }, "Core + trend": { "equity": 2.254363647398586, "drawdown": -0.08798465335127081, "net": -0.0016387977103397011 }, "60/40 monthly": { "equity": 2.9541468698480946, "drawdown": -0.11920459570383657, "net": -0.0004969435912953735 }, "SPY buy & hold": { "equity": 4.000667255325816, "drawdown": -0.11978828620838289, "net": 0.0007769524334861888 }, "BIL reserve": { "equity": 1.0810250786652669, "drawdown": -0.0001087994972082118, "net": -0.0001087994972082118 } }, { "date": "2023-04-24", "Ensemble trend": { "equity": 1.7440449252604835, "drawdown": -0.061419185485408256, "net": 0.002038895242425731 }, "Core + trend": { "equity": 2.259540464371964, "drawdown": -0.08589034326427125, "net": 0.002296353997435885 }, "60/40 monthly": { "equity": 2.961711659157328, "drawdown": -0.11694911148060838, "net": 0.0025607356852985763 }, "SPY buy & hold": { "equity": 4.0048410606379035, "drawdown": -0.11886998131264448, "net": 0.0010432772949391378 }, "BIL reserve": { "equity": 1.081142706448139, "drawdown": 0.0, "net": 0.00010881133582696378 } }, { "date": "2023-04-25", "Ensemble trend": { "equity": 1.7383395404446593, "drawdown": -0.06448961368940398, "net": -0.0032713519779153932 }, "Core + trend": { "equity": 2.2494132415121806, "drawdown": -0.08998736757430759, "net": -0.004481983403027079 }, "60/40 monthly": { "equity": 2.945030806098852, "drawdown": -0.12192260107369701, "net": -0.005632166455806109 }, "SPY buy & hold": { "equity": 3.9412681775038316, "drawdown": -0.13285704718012536, "net": -0.015874009023455704 }, "BIL reserve": { "equity": 1.081025078665267, "drawdown": -0.0001087994972082118, "net": -0.0001087994972082118 } }, { "date": "2023-04-26", "Ensemble trend": { "equity": 1.73510695094826, "drawdown": -0.06622927442782722, "net": -0.0018595846330300425 }, "Core + trend": { "equity": 2.242706999280048, "drawdown": -0.09270041515254823, "net": -0.0029813295789190564 }, "60/40 monthly": { "equity": 2.9329578465125645, "drawdown": -0.12552222146779146, "net": -0.004099434057289186 }, "SPY buy & hold": { "equity": 3.924575121734069, "drawdown": -0.13652979032265022, "net": -0.004235452909559512 }, "BIL reserve": { "equity": 1.081260544468335, "drawdown": 0.0, "net": 0.00021781715125301915 } }, { "date": "2023-04-27", "Ensemble trend": { "equity": 1.743116742336499, "drawdown": -0.06191869938679573, "net": 0.004616309895975945 }, "Core + trend": { "equity": 2.2583042957917416, "drawdown": -0.08639044213585678, "net": 0.006954674202515276 }, "60/40 monthly": { "equity": 2.9600470527963503, "drawdown": -0.11744542317305529, "net": 0.00923613897690223 }, "SPY buy & hold": { "equity": 4.002705589390548, "drawdown": -0.11933981963871032, "net": 0.019908006658809096 }, "BIL reserve": { "equity": 1.0816140585289233, "drawdown": 0.0, "net": 0.0003269462317818661 } }, { "date": "2023-04-28", "Ensemble trend": { "equity": 1.74982166740671, "drawdown": -0.0583103553914609, "net": 0.003846515214594115 }, "Core + trend": { "equity": 2.271823723348256, "drawdown": -0.0809210825568577, "net": 0.005986539361284127 }, "60/40 monthly": { "equity": 2.984064658747978, "drawdown": -0.11028443968902246, "net": 0.00811392708400982 }, "SPY buy & hold": { "equity": 4.036869417099253, "drawdown": -0.11182322317667526, "net": 0.008535183751525288 }, "BIL reserve": { "equity": 1.0816140585289233, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-05-01", "Ensemble trend": { "equity": 1.741561531702421, "drawdown": -0.06275565653310133, "net": -0.004720558590711077 }, "Core + trend": { "equity": 2.2604830137905756, "drawdown": -0.08550902965688556, "net": -0.004991896792488126 }, "60/40 monthly": { "equity": 2.968297957708799, "drawdown": -0.114985369747024, "net": -0.005283632508752079 }, "SPY buy & hold": { "equity": 4.032793058323875, "drawdown": -0.11272008825310176, "net": -0.0010097821738080937 }, "BIL reserve": { "equity": 1.0816495886367077, "drawdown": 0.0, "net": 3.284915493129148e-05 } }, { "date": "2023-05-02", "Ensemble trend": { "equity": 1.7453168379814754, "drawdown": -0.06073468885325772, "net": 0.002156286878582714 }, "Core + trend": { "equity": 2.260960091666889, "drawdown": -0.08531602514971715, "net": 0.00021105129894927188 }, "60/40 monthly": { "equity": 2.9633506408618997, "drawdown": -0.11646043992272248, "net": -0.0016667184081203823 }, "SPY buy & hold": { "equity": 3.9874680445897566, "drawdown": -0.12269232674992414, "net": -0.011239112217911962 }, "BIL reserve": { "equity": 1.081412966528357, "drawdown": -0.00021876041079915698, "net": -0.00021876041079915698 } }, { "date": "2023-05-03", "Ensemble trend": { "equity": 1.7500115579896711, "drawdown": -0.05820816326587808, "net": 0.0026898955570870964 }, "Core + trend": { "equity": 2.262274101023817, "drawdown": -0.08478443535916069, "net": 0.0005811731758429417 }, "60/40 monthly": { "equity": 2.9588980887870395, "drawdown": -0.1177879932156729, "net": -0.0015025397310272082 }, "SPY buy & hold": { "equity": 3.960097323229121, "drawdown": -0.12871432958569773, "net": -0.00686418575761949 }, "BIL reserve": { "equity": 1.0815312250232014, "drawdown": -0.00010942879722775078, "net": 0.00010935553623347971 } }, { "date": "2023-05-04", "Ensemble trend": { "equity": 1.7518083061014924, "drawdown": -0.05724121953533223, "net": 0.0010267064258051573 }, "Core + trend": { "equity": 2.2585529651424774, "drawdown": -0.08628984156754382, "net": -0.0016448651733473874 }, "60/40 monthly": { "equity": 2.946161111669222, "drawdown": -0.12158559414895898, "net": -0.004304635285035774 }, "SPY buy & hold": { "equity": 3.9320481883605245, "drawdown": -0.13488559440163372, "net": -0.007082940791395709 }, "BIL reserve": { "equity": 1.0818861056263969, "drawdown": 0.0, "net": 0.0003281279310154428 } }, { "date": "2023-05-05", "Ensemble trend": { "equity": 1.7556449912304937, "drawdown": -0.05517645675241467, "net": 0.002190128403683378 }, "Core + trend": { "equity": 2.2710267866237963, "drawdown": -0.08124348773929313, "net": 0.005522926260235872 }, "60/40 monthly": { "equity": 2.9721640753561553, "drawdown": -0.11383266515707413, "net": 0.008826049459393248 }, "SPY buy & hold": { "equity": 4.0048410606379035, "drawdown": -0.11886998131264448, "net": 0.01851271113432884 }, "BIL reserve": { "equity": 1.082123043090734, "drawdown": 0.0, "net": 0.00021900407363117935 } }, { "date": "2023-05-08", "Ensemble trend": { "equity": 1.755040237067552, "drawdown": -0.05550191319371034, "net": -0.0003444626709628862 }, "Core + trend": { "equity": 2.268047793717699, "drawdown": -0.08244865588111161, "net": -0.0013117383395226945 }, "60/40 monthly": { "equity": 2.965372594048331, "drawdown": -0.11585758327653206, "net": -0.0022850290682592256 }, "SPY buy & hold": { "equity": 4.005908022876372, "drawdown": -0.11863523230690753, "net": 0.00026641812304473156 }, "BIL reserve": { "equity": 1.0822416169415647, "drawdown": 0.0, "net": 0.00010957520181076319 } }, { "date": "2023-05-09", "Ensemble trend": { "equity": 1.7544158539954735, "drawdown": -0.055837933191746236, "net": -0.00035576567356743194 }, "Core + trend": { "equity": 2.264096060128106, "drawdown": -0.08404735167437238, "net": -0.0017423502276004976 }, "60/40 monthly": { "equity": 2.956114966773916, "drawdown": -0.11861779660282845, "net": -0.003121910310021625 }, "SPY buy & hold": { "equity": 3.988341041817056, "drawdown": -0.12250025319405577, "net": -0.0043852681986196185 }, "BIL reserve": { "equity": 1.082359349843099, "drawdown": 0.0, "net": 0.0001087861524553535 } }, { "date": "2023-05-10", "Ensemble trend": { "equity": 1.7557056439910783, "drawdown": -0.05514381566811266, "net": 0.00073516777260485 }, "Core + trend": { "equity": 2.2714761842304423, "drawdown": -0.08106168143910664, "net": 0.0032596338257480095 }, "60/40 monthly": { "equity": 2.973234397139368, "drawdown": -0.1135135427338142, "net": 0.0057911923446385405 }, "SPY buy & hold": { "equity": 4.006975913177093, "drawdown": -0.11840027911241513, "net": 0.00467233648392984 }, "BIL reserve": { "equity": 1.0824778185752677, "drawdown": 0.0, "net": 0.00010945415881136178 } }, { "date": "2023-05-11", "Ensemble trend": { "equity": 1.7508641373677984, "drawdown": -0.05774933641137969, "net": -0.0027575844731432264 }, "Core + trend": { "equity": 2.2688261026514462, "drawdown": -0.08213378667496962, "net": -0.0011666781264948467 }, "60/40 monthly": { "equity": 2.9745288342405805, "drawdown": -0.11312759907558412, "net": 0.00043536328735394036 }, "SPY buy & hold": { "equity": 3.9999882231096855, "drawdown": -0.11993768431438234, "net": -0.0017438812258462333 }, "BIL reserve": { "equity": 1.0831876849003206, "drawdown": 0.0, "net": 0.0006557790957668619 } }, { "date": "2023-05-12", "Ensemble trend": { "equity": 1.7460824099604515, "drawdown": -0.06032268617993808, "net": -0.0027310670801309334 }, "Core + trend": { "equity": 2.2621090571202465, "drawdown": -0.08485120478790886, "net": -0.0029605819165029468 }, "60/40 monthly": { "equity": 2.9650454874365013, "drawdown": -0.11595511194152663, "net": -0.0031881845268781905 }, "SPY buy & hold": { "equity": 3.994747146205044, "drawdown": -0.12109080627877633, "net": -0.0013102730838958632 }, "BIL reserve": { "equity": 1.083423886534023, "drawdown": 0.0, "net": 0.00021806159449111462 } }, { "date": "2023-05-15", "Ensemble trend": { "equity": 1.7530593963917915, "drawdown": -0.05656792876931327, "net": 0.0039957944662520894 }, "Core + trend": { "equity": 2.267984361498657, "drawdown": -0.0824743177379752, "net": 0.002597268403093711 }, "60/40 monthly": { "equity": 2.9685659671898077, "drawdown": -0.11490546122196399, "net": 0.0011873274012905721 }, "SPY buy & hold": { "equity": 4.008529489390947, "drawdown": -0.11805846713595514, "net": 0.003450116535910208 }, "BIL reserve": { "equity": 1.0835424603848536, "drawdown": 0.0, "net": 0.00010944363725440276 } }, { "date": "2023-05-16", "Ensemble trend": { "equity": 1.7399778935998311, "drawdown": -0.0636079122970995, "net": -0.007462099013236578 }, "Core + trend": { "equity": 2.253480788971009, "drawdown": -0.08834181863638246, "net": -0.006394917343285456 }, "60/40 monthly": { "equity": 2.95281712369251, "drawdown": -0.11960106695402173, "net": -0.005305202468586567 }, "SPY buy & hold": { "equity": 3.981741281771985, "drawdown": -0.12395230749628561, "net": -0.00668280168322577 }, "BIL reserve": { "equity": 1.0834238865340229, "drawdown": -0.00010943166065557897, "net": -0.00010943166065557897 } }, { "date": "2023-05-17", "Ensemble trend": { "equity": 1.7431817265006393, "drawdown": -0.06188372730045444, "net": 0.0018413066698104164 }, "Core + trend": { "equity": 2.262363366012691, "drawdown": -0.08474832271164467, "net": 0.003941714118511852 }, "60/40 monthly": { "equity": 2.970542106571212, "drawdown": -0.11431626421786278, "net": 0.006002736416177656 }, "SPY buy & hold": { "equity": 4.030075692043013, "drawdown": -0.11331795292877378, "net": 0.012139013273488874 }, "BIL reserve": { "equity": 1.0836604035237118, "drawdown": 0.0, "net": 0.00021830512750242725 } }, { "date": "2023-05-18", "Ensemble trend": { "equity": 1.7370178772384217, "drawdown": -0.06520088420236936, "net": -0.0035359762946755025 }, "Core + trend": { "equity": 2.2622363244952886, "drawdown": -0.08479971806379494, "net": -5.6154338118785674e-05 }, "60/40 monthly": { "equity": 2.9805737279346314, "drawdown": -0.11132528022694388, "net": 0.003377033889278236 }, "SPY buy & hold": { "equity": 4.068898082914687, "drawdown": -0.10477639697778762, "net": 0.009633166679306804 }, "BIL reserve": { "equity": 1.0842520113539205, "drawdown": 0.0, "net": 0.0005459347119123326 } }, { "date": "2023-05-19", "Ensemble trend": { "equity": 1.742762882080372, "drawdown": -0.06210913395795248, "net": 0.0033073953453397475 }, "Core + trend": { "equity": 2.2632653970683134, "drawdown": -0.08438340103326747, "net": 0.0004548917201454561 }, "60/40 monthly": { "equity": 2.973527953434615, "drawdown": -0.11342601728327051, "net": -0.002363898746735038 }, "SPY buy & hold": { "equity": 4.062977664439829, "drawdown": -0.1060789851110997, "net": -0.0014550422139392172 }, "BIL reserve": { "equity": 1.0842520113539205, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-05-22", "Ensemble trend": { "equity": 1.742630644089636, "drawdown": -0.06218029957946658, "net": -7.587836078892796e-05 }, "Core + trend": { "equity": 2.2626444636089564, "drawdown": -0.08463460311631865, "net": -0.00027435291511168636 }, "60/40 monthly": { "equity": 2.97211890476275, "drawdown": -0.11384613302202262, "net": -0.00047386427635143225 }, "SPY buy & hold": { "equity": 4.06462775912814, "drawdown": -0.10571593750408304, "net": 0.00040612940178141876 }, "BIL reserve": { "equity": 1.084370585204751, "drawdown": 0.0, "net": 0.00010936004691619594 } }, { "date": "2023-05-23", "Ensemble trend": { "equity": 1.7324874156659265, "drawdown": -0.06763901194280264, "net": -0.005820641601886001 }, "Core + trend": { "equity": 2.249005342098259, "drawdown": -0.09015238554991878, "net": -0.006027956106255727 }, "60/40 monthly": { "equity": 2.9536985402261906, "drawdown": -0.11933826768697775, "net": -0.006197721264462497 }, "SPY buy & hold": { "equity": 4.019011643200228, "drawdown": -0.11575222320716738, "net": -0.011222704422433116 }, "BIL reserve": { "equity": 1.084370585204751, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-05-24", "Ensemble trend": { "equity": 1.7194354411726727, "drawdown": -0.07466310442658552, "net": -0.007533661933259661 }, "Core + trend": { "equity": 2.234440568870191, "drawdown": -0.09604464553192504, "net": -0.006476095434472917 }, "60/40 monthly": { "equity": 2.937745642214597, "drawdown": -0.1240947134132322, "net": -0.005400990586660104 }, "SPY buy & hold": { "equity": 3.989893689968656, "drawdown": -0.12215864540635102, "net": -0.007245053216214714 }, "BIL reserve": { "equity": 1.084370585204751, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-05-25", "Ensemble trend": { "equity": 1.7151058824019845, "drawdown": -0.07699311367039807, "net": -0.0025180118235410553 }, "Core + trend": { "equity": 2.234771786739223, "drawdown": -0.09591064950160866, "net": 0.00014823301798494448 }, "60/40 monthly": { "equity": 2.9458747854018137, "drawdown": -0.1216709639262834, "net": 0.002767136497592748 }, "SPY buy & hold": { "equity": 4.024446066407868, "drawdown": -0.11455656191874175, "net": 0.008659974205849963 }, "BIL reserve": { "equity": 1.08508076688579, "drawdown": 0.0, "net": 0.0006549252540863915 } }, { "date": "2023-05-26", "Ensemble trend": { "equity": 1.7268218376713864, "drawdown": -0.07068801758009569, "net": 0.006831039056897081 }, "Core + trend": { "equity": 2.2520846088854305, "drawdown": -0.08890665105204099, "net": 0.007747020187447884 }, "60/40 monthly": { "equity": 2.9712433766402553, "drawdown": -0.1141071766263525, "net": 0.00861156467483104 }, "SPY buy & hold": { "equity": 4.076565423906393, "drawdown": -0.10308945754398435, "net": 0.012950691011507587 }, "BIL reserve": { "equity": 1.0853165480448443, "drawdown": 0.0, "net": 0.00021729364877698387 } }, { "date": "2023-05-30", "Ensemble trend": { "equity": 1.7256937653105848, "drawdown": -0.07129510462234845, "net": -0.000653265053864871 }, "Core + trend": { "equity": 2.255069974658354, "drawdown": -0.08769890473151831, "net": 0.0013256010725106737 }, "60/40 monthly": { "equity": 2.980988997885233, "drawdown": -0.11120146516962026, "net": 0.0032799808058798785 }, "SPY buy & hold": { "equity": 4.078118072057992, "drawdown": -0.1027478497562796, "net": 0.0003808716382900368 }, "BIL reserve": { "equity": 1.085435437251661, "drawdown": 0.0, "net": 0.00010954334662183207 } }, { "date": "2023-05-31", "Ensemble trend": { "equity": 1.7204411027113564, "drawdown": -0.07412189438524286, "net": -0.0030437976336334938 }, "Core + trend": { "equity": 2.2494832974333576, "drawdown": -0.08995902606192063, "net": -0.0024773853085611197 }, "60/40 monthly": { "equity": 2.9753209524237034, "drawdown": -0.11289142461097801, "net": -0.0019013976453958747 }, "SPY buy & hold": { "equity": 4.0555049071674585, "drawdown": -0.1077231129691979, "net": -0.005545000044376525 }, "BIL reserve": { "equity": 1.0856723747159982, "drawdown": 0.0, "net": 0.0002182879388359371 } }, { "date": "2023-06-01", "Ensemble trend": { "equity": 1.7354295333375311, "drawdown": -0.06605567245388444, "net": 0.00871196962369325 }, "Core + trend": { "equity": 2.2670136232560907, "drawdown": -0.08286703529080697, "net": 0.0077930455597226 }, "60/40 monthly": { "equity": 2.995738042730857, "drawdown": -0.10680395499489725, "net": 0.006862147188027468 }, "SPY buy & hold": { "equity": 4.094036195845337, "drawdown": -0.09924560422447393, "net": 0.00950098435580271 }, "BIL reserve": { "equity": 1.0862780684469258, "drawdown": 0.0, "net": 0.000557897340886182 } }, { "date": "2023-06-02", "Ensemble trend": { "equity": 1.7379223182428067, "drawdown": -0.06471414732863345, "net": 0.001436408023137492 }, "Core + trend": { "equity": 2.2752228144647444, "drawdown": -0.07954596134849723, "net": 0.0036211477180549956 }, "60/40 monthly": { "equity": 3.012804338724216, "drawdown": -0.10171554343596834, "net": 0.005696858587075138 }, "SPY buy & hold": { "equity": 4.153240380593898, "drawdown": -0.08621972289135571, "net": 0.014461079950548905 }, "BIL reserve": { "equity": 1.0863964320604322, "drawdown": 0.0, "net": 0.00010896253633818631 } }, { "date": "2023-06-05", "Ensemble trend": { "equity": 1.7370361158888499, "drawdown": -0.06519106883171766, "net": -0.000509920578528944 }, "Core + trend": { "equity": 2.27335538903471, "drawdown": -0.08030143868813533, "net": -0.0008207659567065484 }, "60/40 monthly": { "equity": 3.008900048459154, "drawdown": -0.10287962940528961, "net": -0.001295899044912674 }, "SPY buy & hold": { "equity": 4.145281937408396, "drawdown": -0.08797070953142139, "net": -0.0019162009554486437 }, "BIL reserve": { "equity": 1.0863964320604322, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-06-06", "Ensemble trend": { "equity": 1.7432219797585984, "drawdown": -0.061862064477957834, "net": 0.0035611601930241044 }, "Core + trend": { "equity": 2.2791404648305194, "drawdown": -0.0779610541129171, "net": 0.002544730060118683 }, "60/40 monthly": { "equity": 3.013638184339552, "drawdown": -0.1014669277041722, "net": 0.0015747069706832928 }, "SPY buy & hold": { "equity": 4.15430765218645, "drawdown": -0.08598490582270035, "net": 0.0021773464180090407 }, "BIL reserve": { "equity": 1.0866343155927283, "drawdown": 0.0, "net": 0.00021896567889578833 } }, { "date": "2023-06-07", "Ensemble trend": { "equity": 1.7298215385922329, "drawdown": -0.06907368890495102, "net": -0.007687168543056733 }, "Core + trend": { "equity": 2.264565843516754, "drawdown": -0.08385729819274257, "net": -0.006394788534830109 }, "60/40 monthly": { "equity": 2.9987591720354865, "drawdown": -0.105903188403208, "net": -0.004937225835995984 }, "SPY buy & hold": { "equity": 4.139943104612959, "drawdown": -0.08914533937804581, "net": -0.003457747662460875 }, "BIL reserve": { "equity": 1.086752889443559, "drawdown": 0.0, "net": 0.00010912028925380568 } }, { "date": "2023-06-08", "Ensemble trend": { "equity": 1.745462917008824, "drawdown": -0.060656074495057166, "net": 0.009042191964681034 }, "Core + trend": { "equity": 2.282090052680254, "drawdown": -0.0767677819501269, "net": 0.007738440996834184 }, "60/40 monthly": { "equity": 3.01767902648338, "drawdown": -0.1002621280288083, "net": 0.006309227704687892 }, "SPY buy & hold": { "equity": 4.1649837710069, "drawdown": -0.08363598644404369, "net": 0.006048553267806955 }, "BIL reserve": { "equity": 1.087346704765671, "drawdown": 0.0, "net": 0.0005464124621892275 } }, { "date": "2023-06-09", "Ensemble trend": { "equity": 1.7435260346988857, "drawdown": -0.06169843329542424, "net": -0.001109666834548162 }, "Core + trend": { "equity": 2.28039053323022, "drawdown": -0.07745533199208554, "net": -0.0007447205898110099 }, "60/40 monthly": { "equity": 3.016829535380635, "drawdown": -0.10051540855014096, "net": -0.0002815047906983281 }, "SPY buy & hold": { "equity": 4.17245714698744, "drawdown": -0.08199172246010877, "net": 0.0017943349581728274 }, "BIL reserve": { "equity": 1.0874656990911502, "drawdown": 0.0, "net": 0.00010943549555775256 } }, { "date": "2023-06-12", "Ensemble trend": { "equity": 1.7493782201519077, "drawdown": -0.05854900238935545, "net": 0.0033565231241485805 }, "Core + trend": { "equity": 2.2910870539586004, "drawdown": -0.07312799506430734, "net": 0.004690653014257196 }, "60/40 monthly": { "equity": 3.0356067699794624, "drawdown": -0.09491687108105151, "net": 0.006224161616893653 }, "SPY buy & hold": { "equity": 4.210308784741017, "drawdown": -0.07366374794722153, "net": 0.009071785861457515 }, "BIL reserve": { "equity": 1.087584483179305, "drawdown": 0.0, "net": 0.00010923019296527059 } }, { "date": "2023-06-13", "Ensemble trend": { "equity": 1.751469774206723, "drawdown": -0.05742340494634435, "net": 0.0011955985450839979 }, "Core + trend": { "equity": 2.293646018251364, "drawdown": -0.07209275183315433, "net": 0.0011169214580224462 }, "60/40 monthly": { "equity": 3.0397364706777914, "drawdown": -0.09368557773090258, "net": 0.0013604201766743707 }, "SPY buy & hold": { "equity": 4.238067745478074, "drawdown": -0.06755632614879237, "net": 0.006593093798169969 }, "BIL reserve": { "equity": 1.0878219462369525, "drawdown": 0.0, "net": 0.0002183398727364505 } }, { "date": "2023-06-14", "Ensemble trend": { "equity": 1.7553148083048276, "drawdown": -0.05535414905541791, "net": 0.0021953185574363765 }, "Core + trend": { "equity": 2.2975706073579962, "drawdown": -0.07050503749138459, "net": 0.0017110700933811174 }, "60/40 monthly": { "equity": 3.043536861535957, "drawdown": -0.0925524699505933, "net": 0.0012502369514018064 }, "SPY buy & hold": { "equity": 4.243113929309292, "drawdown": -0.06644608382302264, "net": 0.0011906803133578947 }, "BIL reserve": { "equity": 1.0880591990572759, "drawdown": 0.0, "net": 0.0002180989463800298 } }, { "date": "2023-06-15", "Ensemble trend": { "equity": 1.771870499019417, "drawdown": -0.046444485404735114, "net": 0.009431750154593521 }, "Core + trend": { "equity": 2.320507251400635, "drawdown": -0.06122589062808026, "net": 0.009982998550374989 }, "60/40 monthly": { "equity": 3.0759334392663016, "drawdown": -0.08289324918839802, "net": 0.010644384873326418 }, "SPY buy & hold": { "equity": 4.295718663366868, "drawdown": -0.05487218872921529, "net": 0.012397671835820523 }, "BIL reserve": { "equity": 1.0885346507658815, "drawdown": 0.0, "net": 0.0004369722796495612 } }, { "date": "2023-06-16", "Ensemble trend": { "equity": 1.7667585839477993, "drawdown": -0.049195530026439394, "net": -0.00288503876239643 }, "Core + trend": { "equity": 2.312841103243372, "drawdown": -0.06432727348491207, "net": -0.00330365188586923 }, "60/40 monthly": { "equity": 3.064397995757712, "drawdown": -0.08633260615896265, "net": -0.0037502253336603175 }, "SPY buy & hold": { "equity": 4.281086524510026, "drawdown": -0.05809149670902092, "net": -0.003406214420330178 }, "BIL reserve": { "equity": 1.0886534348540364, "drawdown": 0.0, "net": 0.00010912292784737154 } }, { "date": "2023-06-20", "Ensemble trend": { "equity": 1.7532659193154698, "drawdown": -0.05645678572986834, "net": -0.007636959998337911 }, "Core + trend": { "equity": 2.301542513806639, "drawdown": -0.06889818065584463, "net": -0.004885155932627061 }, "60/40 monthly": { "equity": 3.0579641682859564, "drawdown": -0.08825088778774581, "net": -0.002099540425448243 }, "SPY buy & hold": { "equity": 4.258875519929729, "drawdown": -0.06297827812795309, "net": -0.005188169978143309 }, "BIL reserve": { "equity": 1.0888908979116843, "drawdown": 0.0, "net": 0.00021812548424060552 } }, { "date": "2023-06-21", "Ensemble trend": { "equity": 1.7510627071474898, "drawdown": -0.05764247346142859, "net": -0.0012566332030455873 }, "Core + trend": { "equity": 2.2969212998938175, "drawdown": -0.07076771843583118, "net": -0.002007876841335632 }, "60/40 monthly": { "equity": 3.0493156784628512, "drawdown": -0.09082948337757335, "net": -0.0028281854682269403 }, "SPY buy & hold": { "equity": 4.237054610850363, "drawdown": -0.06777923220671866, "net": -0.005123631572994891 }, "BIL reserve": { "equity": 1.0888908979116843, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-06-22", "Ensemble trend": { "equity": 1.7430923391270887, "drawdown": -0.0619318322962944, "net": -0.004551731921345503 }, "Core + trend": { "equity": 2.291505225187799, "drawdown": -0.07295882156871969, "net": -0.002357971388165958 }, "60/40 monthly": { "equity": 3.0495626812128847, "drawdown": -0.090755838126791, "net": 8.100268259458865e-05 }, "SPY buy & hold": { "equity": 4.25234876744867, "drawdown": -0.06441426958142837, "net": 0.0036096198899919774 }, "BIL reserve": { "equity": 1.0893662445016277, "drawdown": 0.0, "net": 0.00043654198125375743 } }, { "date": "2023-06-23", "Ensemble trend": { "equity": 1.734300131302269, "drawdown": -0.06666347507801251, "net": -0.00504402872266807 }, "Core + trend": { "equity": 2.2824465604440425, "drawdown": -0.07662355475228799, "net": -0.00395315037652344 }, "60/40 monthly": { "equity": 3.040014937081645, "drawdown": -0.0936025514158374, "net": -0.003130856824179906 }, "SPY buy & hold": { "equity": 4.220201619018761, "drawdown": -0.0714871638780824, "net": -0.007559856960932532 }, "BIL reserve": { "equity": 1.0894850285897826, "drawdown": 0.0, "net": 0.0001090396262546367 } }, { "date": "2023-06-26", "Ensemble trend": { "equity": 1.735388438679741, "drawdown": -0.06607778808681464, "net": 0.0006275196304428299 }, "Core + trend": { "equity": 2.2814696228114775, "drawdown": -0.07701878030280906, "net": -0.00042802212743797696 }, "60/40 monthly": { "equity": 3.0351973690371343, "drawdown": -0.09503893626074766, "net": -0.0015847185438948586 }, "SPY buy & hold": { "equity": 4.202958531686228, "drawdown": -0.07528092288961286, "net": -0.0040858444427926965 }, "BIL reserve": { "equity": 1.0896034973219513, "drawdown": 0.0, "net": 0.00010873828373947347 } }, { "date": "2023-06-27", "Ensemble trend": { "equity": 1.7413933782042759, "drawdown": -0.06284615055935416, "net": 0.0034602855422405376 }, "Core + trend": { "equity": 2.2912336015410557, "drawdown": -0.07306870842509627, "net": 0.004279688246537461 }, "60/40 monthly": { "equity": 3.051669273835475, "drawdown": -0.09012774575953586, "net": 0.005426963322509248 }, "SPY buy & hold": { "equity": 4.249036822616828, "drawdown": -0.06514295118636282, "net": 0.010963298967433088 }, "BIL reserve": { "equity": 1.0898409603795989, "drawdown": 0.0, "net": 0.00021793529318814286 } }, { "date": "2023-06-28", "Ensemble trend": { "equity": 1.7417474209818518, "drawdown": -0.06265561776186868, "net": 0.00020331005159857085 }, "Core + trend": { "equity": 2.293544276784562, "drawdown": -0.07213391190917884, "net": 0.0010084852290714874 }, "60/40 monthly": { "equity": 3.0572817120003055, "drawdown": -0.08845436594455969, "net": 0.0018391370955399555 }, "SPY buy & hold": { "equity": 4.251180337070391, "drawdown": -0.06467134322441703, "net": 0.0005044706701888835 }, "BIL reserve": { "equity": 1.089959954705078, "drawdown": 0.0, "net": 0.00010918503690438008 } }, { "date": "2023-06-29", "Ensemble trend": { "equity": 1.7374159664674285, "drawdown": -0.06498664722521419, "net": -0.002486844224509732 }, "Core + trend": { "equity": 2.2888773649209995, "drawdown": -0.07402193704919469, "net": -0.0020348034746054955 }, "60/40 monthly": { "equity": 3.052806069306322, "drawdown": -0.08978880383468901, "net": -0.0014639287823611236 }, "SPY buy & hold": { "equity": 4.267935263657111, "drawdown": -0.06098498749820236, "net": 0.0039412410808867815 }, "BIL reserve": { "equity": 1.0903162018508805, "drawdown": 0.0, "net": 0.0003268442517219139 } }, { "date": "2023-06-30", "Ensemble trend": { "equity": 1.7517492142959532, "drawdown": -0.05727302057105721, "net": 0.008249750264277766 }, "Core + trend": { "equity": 2.307523618006501, "drawdown": -0.06647849169995068, "net": 0.00814646226629323 }, "60/40 monthly": { "equity": 3.0777561546110515, "drawdown": -0.08234979641853679, "net": 0.008172836642190928 }, "SPY buy & hold": { "equity": 4.318300274140753, "drawdown": -0.04990386793397905, "net": 0.011800790633474723 }, "BIL reserve": { "equity": 1.0906730797086555, "drawdown": 0.0, "net": 0.00032731592648915786 } }, { "date": "2023-07-03", "Ensemble trend": { "equity": 1.7519701497863556, "drawdown": -0.05715412121844676, "net": 0.0001261227854987279 }, "Core + trend": { "equity": 2.306588202050718, "drawdown": -0.0668569194252906, "net": -0.00040537654673755696 }, "60/40 monthly": { "equity": 3.0749659999060013, "drawdown": -0.08318169664210617, "net": -0.0009065548291958825 }, "SPY buy & hold": { "equity": 4.323268500742602, "drawdown": -0.048810777463658805, "net": 0.0011505051261953003 }, "BIL reserve": { "equity": 1.090946913823384, "drawdown": 0.0, "net": 0.0002510689223225171 } }, { "date": "2023-07-05", "Ensemble trend": { "equity": 1.742025211241654, "drawdown": -0.06250612126408162, "net": -0.005676431499654355 }, "Core + trend": { "equity": 2.2969155832250316, "drawdown": -0.07077003114597014, "net": -0.004193474507970918 }, "60/40 monthly": { "equity": 3.0665110590621247, "drawdown": -0.08570258452174817, "net": -0.002749604660388205 }, "SPY buy & hold": { "equity": 4.316839194798252, "drawdown": -0.050225329097822624, "net": -0.001487140098572426 }, "BIL reserve": { "equity": 1.0910663286235114, "drawdown": 0.0, "net": 0.00010945977170306875 } }, { "date": "2023-07-06", "Ensemble trend": { "equity": 1.7214199393941456, "drawdown": -0.07359512049444306, "net": -0.011828343077091241 }, "Core + trend": { "equity": 2.2741700324881284, "drawdown": -0.07997187015005935, "net": -0.009902649841822653 }, "60/40 monthly": { "equity": 3.042084247414361, "drawdown": -0.09298557497173376, "net": -0.00796566885861305 }, "SPY buy & hold": { "equity": 4.283035764598336, "drawdown": -0.057662632259862345, "net": -0.007830597498431069 }, "BIL reserve": { "equity": 1.0914243627865692, "drawdown": 0.0, "net": 0.00032815068494462807 } }, { "date": "2023-07-07", "Ensemble trend": { "equity": 1.7300590790723798, "drawdown": -0.06894585335776582, "net": 0.005018612530580224 }, "Core + trend": { "equity": 2.277559264364823, "drawdown": -0.07860073755196961, "net": 0.0014903159518757647 }, "60/40 monthly": { "equity": 3.035933173530938, "drawdown": -0.09481955203743175, "net": -0.0020219932727539858 }, "SPY buy & hold": { "equity": 4.2722213645019815, "drawdown": -0.060041975763066247, "net": -0.0025249380791403375 }, "BIL reserve": { "equity": 1.0915436724680345, "drawdown": 0.0, "net": 0.00010931557470517106 } }, { "date": "2023-07-10", "Ensemble trend": { "equity": 1.73334563349731, "drawdown": -0.06717715068020325, "net": 0.0018996775686368483 }, "Core + trend": { "equity": 2.283803919628395, "drawdown": -0.07607442754804439, "net": 0.002741818999521639 }, "60/40 monthly": { "equity": 3.0468365788121776, "drawdown": -0.0915686407977383, "net": 0.0035914510162153856 }, "SPY buy & hold": { "equity": 4.283035764598336, "drawdown": -0.057662632259862345, "net": 0.0025313295294600024 }, "BIL reserve": { "equity": 1.0917817662376545, "drawdown": 0.0, "net": 0.0002181257384614721 } }, { "date": "2023-07-11", "Ensemble trend": { "equity": 1.7457795302315102, "drawdown": -0.06048568490696171, "net": 0.007173351058157307 }, "Core + trend": { "equity": 2.297316030602279, "drawdown": -0.07060802793322485, "net": 0.005916493468529627 }, "60/40 monthly": { "equity": 3.061031601997166, "drawdown": -0.0873363152783716, "net": 0.004658938153657921 }, "SPY buy & hold": { "equity": 4.3103124423171915, "drawdown": -0.05166132055129824, "net": 0.006368538396133161 }, "BIL reserve": { "equity": 1.0919011810377819, "drawdown": 0.0, "net": 0.00010937607113459258 } }, { "date": "2023-07-12", "Ensemble trend": { "equity": 1.7717237029425716, "drawdown": -0.04652348565259434, "net": 0.014861081976153434 }, "Core + trend": { "equity": 2.32442731548139, "drawdown": -0.05964000691068605, "net": 0.011801286596169192 }, "60/40 monthly": { "equity": 3.087759324194645, "drawdown": -0.07936729548483146, "net": 0.008731606096467726 }, "SPY buy & hold": { "equity": 4.344992581993425, "drawdown": -0.04403112707836865, "net": 0.008045852856455538 }, "BIL reserve": { "equity": 1.0921394850447264, "drawdown": 0.0, "net": 0.00021824686252092107 } }, { "date": "2023-07-13", "Ensemble trend": { "equity": 1.7889570689914542, "drawdown": -0.037249122068999996, "net": 0.009726892528592712 }, "Core + trend": { "equity": 2.345132349381578, "drawdown": -0.051263670337106326, "net": 0.008907585004825025 }, "60/40 monthly": { "equity": 3.1127337829161643, "drawdown": -0.07192102099820463, "net": 0.008088214170653751 }, "SPY buy & hold": { "equity": 4.379477828596236, "drawdown": -0.036443813244063206, "net": 0.00793677916637292 }, "BIL reserve": { "equity": 1.0926168288892495, "drawdown": 0.0, "net": 0.0004370722339588351 } }, { "date": "2023-07-14", "Ensemble trend": { "equity": 1.7826073099508821, "drawdown": -0.040666328773914184, "net": -0.003549419463795056 }, "Core + trend": { "equity": 2.338197483586885, "drawdown": -0.05406920884860944, "net": -0.0029571319488734815 }, "60/40 monthly": { "equity": 3.1054055485633847, "drawdown": -0.0741059750387143, "net": -0.002354275972137332 }, "SPY buy & hold": { "equity": 4.376750872338745, "drawdown": -0.037043787870207234, "net": -0.0006226669854759725 }, "BIL reserve": { "equity": 1.092736348808039, "drawdown": 0.0, "net": 0.00010938868561183313 } }, { "date": "2023-07-17", "Ensemble trend": { "equity": 1.7844024660511362, "drawdown": -0.039700241805422976, "net": 0.001007039570764201 }, "Core + trend": { "equity": 2.3425740936644854, "drawdown": -0.052298626910032064, "net": 0.0018717880368628315 }, "60/40 monthly": { "equity": 3.1139385393511376, "drawdown": -0.07156181613197021, "net": 0.0027477862888793947 }, "SPY buy & hold": { "equity": 4.391947273046257, "drawdown": -0.033700333127147375, "net": 0.003472073497158279 }, "BIL reserve": { "equity": 1.0928554482521802, "drawdown": 0.0, "net": 0.0001089919304606557 } }, { "date": "2023-07-18", "Ensemble trend": { "equity": 1.7934530418574133, "drawdown": -0.03482955488156814, "net": 0.0050720484747512895 }, "Core + trend": { "equity": 2.354279371465362, "drawdown": -0.04756319170040868, "net": 0.004996758835732695 }, "60/40 monthly": { "equity": 3.129261199378412, "drawdown": -0.06699327938406319, "net": 0.004920668739488709 }, "SPY buy & hold": { "equity": 4.424582272867894, "drawdown": -0.0265201036080962, "net": 0.007430644721515778 }, "BIL reserve": { "equity": 1.0928554482521802, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-07-19", "Ensemble trend": { "equity": 1.7937683598386005, "drawdown": -0.03465986234479501, "net": 0.00017581613447803512 }, "Core + trend": { "equity": 2.357639122427766, "drawdown": -0.04620398577009399, "net": 0.0014270825302744594 }, "60/40 monthly": { "equity": 3.1376931132876633, "drawdown": -0.06447925711371083, "net": 0.0026945382222891556 }, "SPY buy & hold": { "equity": 4.43442127953488, "drawdown": -0.02435536248676784, "net": 0.002223714253732245 }, "BIL reserve": { "equity": 1.0930937522591246, "drawdown": 0.0, "net": 0.00021805629218896172 } }, { "date": "2023-07-20", "Ensemble trend": { "equity": 1.7833268779206306, "drawdown": -0.040279083765850876, "net": -0.005820975635287384 }, "Core + trend": { "equity": 2.342337325239233, "drawdown": -0.052394412892777686, "net": -0.006490305086546022 }, "60/40 monthly": { "equity": 3.1152630786272635, "drawdown": -0.07116689734200454, "net": -0.007148575036039162 }, "SPY buy & hold": { "equity": 4.405001087362462, "drawdown": -0.030828282157277842, "net": -0.006634505455806572 }, "BIL reserve": { "equity": 1.0936900904291267, "drawdown": 0.0, "net": 0.0005455507990688169 } }, { "date": "2023-07-21", "Ensemble trend": { "equity": 1.782899687809145, "drawdown": -0.04050898176732054, "net": -0.00023954672403281307 }, "Core + trend": { "equity": 2.342440705625521, "drawdown": -0.05235258978276347, "net": 4.41355671423338e-05 }, "60/40 monthly": { "equity": 3.1162908991974576, "drawdown": -0.07086044689300752, "net": 0.00032993058507502226 }, "SPY buy & hold": { "equity": 4.405001087362462, "drawdown": -0.030828282157277842, "net": 0.0 }, "BIL reserve": { "equity": 1.0936900904291267, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-07-24", "Ensemble trend": { "equity": 1.7867719033772815, "drawdown": -0.038425097809242525, "net": 0.002171863955450437 }, "Core + trend": { "equity": 2.347026793302321, "drawdown": -0.05049726251684328, "net": 0.0019578244460087824 }, "60/40 monthly": { "equity": 3.121724199469579, "drawdown": -0.06924047804220634, "net": 0.0017435151107108027 }, "SPY buy & hold": { "equity": 4.424679719404606, "drawdown": -0.02649866378878385, "net": 0.004467338747906613 }, "BIL reserve": { "equity": 1.0938096103479162, "drawdown": 0.0, "net": 0.0001092813401486481 } }, { "date": "2023-07-25", "Ensemble trend": { "equity": 1.7934148217558052, "drawdown": -0.03485012353411754, "net": 0.0037178323466848795 }, "Core + trend": { "equity": 2.352466125071453, "drawdown": -0.04829675060977512, "net": 0.0023175414037257536 }, "60/40 monthly": { "equity": 3.124560648511673, "drawdown": -0.06839477490324042, "net": 0.0009086161559614947 }, "SPY buy & hold": { "equity": 4.436759377707782, "drawdown": -0.023840942949116206, "net": 0.0027300638846694536 }, "BIL reserve": { "equity": 1.0939288149107191, "drawdown": 0.0, "net": 0.00010898108928225625 } }, { "date": "2023-07-26", "Ensemble trend": { "equity": 1.7985685341799766, "drawdown": -0.03207658511501377, "net": 0.0028736867576044656 }, "Core + trend": { "equity": 2.3575576056526897, "drawdown": -0.04623696383464215, "net": 0.002164316215640394 }, "60/40 monthly": { "equity": 3.129089822920391, "drawdown": -0.067044376233096, "net": 0.0014495396051521503 }, "SPY buy & hold": { "equity": 4.43744088475659, "drawdown": -0.02369100033976923, "net": 0.00015360468999792154 }, "BIL reserve": { "equity": 1.0940479143548605, "drawdown": 0.0, "net": 0.00010887312091778512 } }, { "date": "2023-07-27", "Ensemble trend": { "equity": 1.7843164262810673, "drawdown": -0.03974654524422905, "net": -0.007924139463168833 }, "Core + trend": { "equity": 2.338396269911183, "drawdown": -0.05398878873596569, "net": -0.008127621439901866 }, "60/40 monthly": { "equity": 3.103063044971342, "drawdown": -0.07480440558036339, "net": -0.008317683231208184 }, "SPY buy & hold": { "equity": 4.4080210019382555, "drawdown": -0.03016385194736082, "net": -0.00662992106991156 }, "BIL reserve": { "equity": 1.094644672999511, "drawdown": 0.0, "net": 0.0005454593321010393 } }, { "date": "2023-07-28", "Ensemble trend": { "equity": 1.8039481649681397, "drawdown": -0.029181465744056223, "net": 0.011002386346904647 }, "Core + trend": { "equity": 2.359719349099356, "drawdown": -0.045362418505119795, "net": 0.009118676531665537 }, "60/40 monthly": { "equity": 3.12543949019854, "drawdown": -0.06813274334116848, "net": 0.007211083017942599 }, "SPY buy & hold": { "equity": 4.451177134183857, "drawdown": -0.020668802571797373, "net": 0.009790364480256608 }, "BIL reserve": { "equity": 1.0947635622063279, "drawdown": 0.0, "net": 0.00010860986194827227 } }, { "date": "2023-07-31", "Ensemble trend": { "equity": 1.806204073652013, "drawdown": -0.027967418686372647, "net": 0.001250539637270176 }, "Core + trend": { "equity": 2.3631338132249935, "drawdown": -0.04398107806044227, "net": 0.0014469789074451622 }, "60/40 monthly": { "equity": 3.130593142926882, "drawdown": -0.06659615296890464, "net": 0.0016489369717456182 }, "SPY buy & hold": { "equity": 4.459652198690972, "drawdown": -0.018804150857918533, "net": 0.0019040052219061465 }, "BIL reserve": { "equity": 1.0948829770064552, "drawdown": 0.0, "net": 0.00010907816468308518 } }, { "date": "2023-08-01", "Ensemble trend": { "equity": 1.7900252699849706, "drawdown": -0.036674255593923344, "net": -0.008957350890218208 }, "Core + trend": { "equity": 2.3477299354379646, "drawdown": -0.05021280245676274, "net": -0.006518411145751912 }, "60/40 monthly": { "equity": 3.1179681570675193, "drawdown": -0.07036036308239924, "net": -0.004032777586537195 }, "SPY buy & hold": { "equity": 4.446890723984903, "drawdown": -0.021611882369851787, "net": -0.0028615403483293056 }, "BIL reserve": { "equity": 1.095170581665917, "drawdown": 0.0, "net": 0.0002626807298147238 } }, { "date": "2023-08-02", "Ensemble trend": { "equity": 1.7629062952859786, "drawdown": -0.05126869005665868, "net": -0.015150051316995983 }, "Core + trend": { "equity": 2.319059415266738, "drawdown": -0.06181162078526692, "net": -0.012212017974664424 }, "60/40 monthly": { "equity": 3.0891549896061763, "drawdown": -0.07895117003996655, "net": -0.009241007608121965 }, "SPY buy & hold": { "equity": 4.385030734418353, "drawdown": -0.03522208385787062, "net": -0.013910840946214198 }, "BIL reserve": { "equity": 1.0952902067033685, "drawdown": 0.0, "net": 0.00010922959350279093 } }, { "date": "2023-08-03", "Ensemble trend": { "equity": 1.7609867467843252, "drawdown": -0.052301720439126176, "net": -0.0010888545277684125 }, "Core + trend": { "equity": 2.312531017988308, "drawdown": -0.06445272019876169, "net": -0.0028151056568248567 }, "60/40 monthly": { "equity": 3.0747846368620118, "drawdown": -0.08323577104757518, "net": -0.00465187172301651 }, "SPY buy & hold": { "equity": 4.372463843431622, "drawdown": -0.03798700379409836, "net": -0.0028658615521423014 }, "BIL reserve": { "equity": 1.0957694426838092, "drawdown": 0.0, "net": 0.00043754246820393305 } }, { "date": "2023-08-04", "Ensemble trend": { "equity": 1.7601078250983009, "drawdown": -0.05277472375458836, "net": -0.0004991074961974151 }, "Core + trend": { "equity": 2.3138050561125154, "drawdown": -0.06393730099262174, "net": 0.0005509280153637164 }, "60/40 monthly": { "equity": 3.0792334090448112, "drawdown": -0.08190934475057399, "net": 0.0014468565145882017 }, "SPY buy & hold": { "equity": 4.3526883835609365, "drawdown": -0.042337925856067216, "net": -0.0045227269061109965 }, "BIL reserve": { "equity": 1.0960087978773743, "drawdown": 0.0, "net": 0.00021843572583923887 } }, { "date": "2023-08-07", "Ensemble trend": { "equity": 1.7688268090855677, "drawdown": -0.04808248734830067, "net": 0.004953664691979887 }, "Core + trend": { "equity": 2.3241486315515094, "drawdown": -0.059752750043857494, "net": 0.004470374637512764 }, "60/40 monthly": { "equity": 3.092465036207261, "drawdown": -0.07796426114115773, "net": 0.004297052351921016 }, "SPY buy & hold": { "equity": 4.390680777423096, "drawdown": -0.03397898271528477, "net": 0.008728489272434192 }, "BIL reserve": { "equity": 1.0960087978773743, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-08-08", "Ensemble trend": { "equity": 1.7580147204250174, "drawdown": -0.05390115568341114, "net": -0.006112576203059605 }, "Core + trend": { "equity": 2.316469697986608, "drawdown": -0.06285930530842954, "net": -0.0033039769749041437 }, "60/40 monthly": { "equity": 3.090507850168916, "drawdown": -0.07854780710006781, "net": -0.0006328886553057522 }, "SPY buy & hold": { "equity": 4.3715871339553045, "drawdown": -0.03817989410498812, "net": -0.0043486749403353064 }, "BIL reserve": { "equity": 1.096248783782912, "drawdown": 0.0, "net": 0.0002189634846019306 } }, { "date": "2023-08-09", "Ensemble trend": { "equity": 1.7538904489261622, "drawdown": -0.05612068687014171, "net": -0.002345982346415143 }, "Core + trend": { "equity": 2.3096536709042064, "drawdown": -0.06561676695819363, "net": -0.002942420135400914 }, "60/40 monthly": { "equity": 3.0788235214292956, "drawdown": -0.0820315550346018, "net": -0.0037807147906069316 }, "SPY buy & hold": { "equity": 4.3423615255022225, "drawdown": -0.04461000219979272, "net": -0.006685354210620442 }, "BIL reserve": { "equity": 1.0963680934643774, "drawdown": 0.0, "net": 0.00010883449380316712 } }, { "date": "2023-08-10", "Ensemble trend": { "equity": 1.7567327089318598, "drawdown": -0.054591087103202485, "net": 0.0016205459169003067 }, "Core + trend": { "equity": 2.3082407837320456, "drawdown": -0.0661883583186118, "net": -0.00061173118288671 }, "60/40 monthly": { "equity": 3.0700875274763693, "drawdown": -0.08463624046992424, "net": -0.0028374455021932254 }, "SPY buy & hold": { "equity": 4.343920670089601, "drawdown": -0.044266965090800636, "net": 0.00035905453247564445 }, "BIL reserve": { "equity": 1.0969671647195938, "drawdown": 0.0, "net": 0.0005464143464111171 } }, { "date": "2023-08-11", "Ensemble trend": { "equity": 1.748123932055871, "drawdown": -0.05922401409677347, "net": -0.004900447764317528 }, "Core + trend": { "equity": 2.2997716761133042, "drawdown": -0.06961458288962308, "net": -0.0036690745950030967 }, "60/40 monthly": { "equity": 3.0625690506464145, "drawdown": -0.08687791636854736, "net": -0.002448945433205618 }, "SPY buy & hold": { "equity": 4.341387988197365, "drawdown": -0.04482419620415745, "net": -0.0005830405489851698 }, "BIL reserve": { "equity": 1.097086789757045, "drawdown": 0.0, "net": 0.00010905070023858876 } }, { "date": "2023-08-14", "Ensemble trend": { "equity": 1.746928266113677, "drawdown": -0.05986747751773114, "net": -0.0006839709246403425 }, "Core + trend": { "equity": 2.301858297617574, "drawdown": -0.06877042855953663, "net": 0.0009073168114652752 }, "60/40 monthly": { "equity": 3.070852036969488, "drawdown": -0.08440829769058833, "net": 0.0027045876145470604 }, "SPY buy & hold": { "equity": 4.365352411730293, "drawdown": -0.039551634163446314, "net": 0.005519991209741892 }, "BIL reserve": { "equity": 1.0972066250318209, "drawdown": 0.0, "net": 0.00010923044183419606 } }, { "date": "2023-08-15", "Ensemble trend": { "equity": 1.7295122509778986, "drawdown": -0.06924013612014412, "net": -0.009969507892000018 }, "Core + trend": { "equity": 2.281872993011012, "drawdown": -0.07685559464605818, "net": -0.008682248002514603 }, "60/40 monthly": { "equity": 3.0468600549475915, "drawdown": -0.09156164125672228, "net": -0.007812809517704133 }, "SPY buy & hold": { "equity": 4.314501405979436, "drawdown": -0.05073968057255562, "net": -0.011648774475621626 }, "BIL reserve": { "equity": 1.0973263551879344, "drawdown": 0.0, "net": 0.00010912270613583352 } }, { "date": "2023-08-16", "Ensemble trend": { "equity": 1.717204975383655, "drawdown": -0.07586345905431424, "net": -0.00711603840174313 }, "Core + trend": { "equity": 2.2672699084740415, "drawdown": -0.08276335368107202, "net": -0.006399604439728757 }, "60/40 monthly": { "equity": 3.028729738783029, "drawdown": -0.09696729637806156, "net": -0.005950491928607526 }, "SPY buy & hold": { "equity": 4.282841180878997, "drawdown": -0.057705443835568304, "net": -0.007338095905256026 }, "BIL reserve": { "equity": 1.09756623597481, "drawdown": 0.0, "net": 0.00021860478037494246 } }, { "date": "2023-08-17", "Ensemble trend": { "equity": 1.709610425154906, "drawdown": -0.07995056658023214, "net": -0.004422623005184256 }, "Core + trend": { "equity": 2.2567845777745337, "drawdown": -0.08700525250856284, "net": -0.004624650404576047 }, "60/40 monthly": { "equity": 3.0132737691984004, "drawdown": -0.10157558011575607, "net": -0.005103119432121717 }, "SPY buy & hold": { "equity": 4.2502055623491914, "drawdown": -0.06488580948045608, "net": -0.007620086095069034 }, "BIL reserve": { "equity": 1.0980452617179264, "drawdown": 0.0, "net": 0.0004364435852848292 } }, { "date": "2023-08-18", "Ensemble trend": { "equity": 1.7078768672289941, "drawdown": -0.08088350367751918, "net": -0.0010140075776357005 }, "Core + trend": { "equity": 2.2572989947651196, "drawdown": -0.08679714225512947, "net": 0.00022794244326718172 }, "60/40 monthly": { "equity": 3.0177518995745305, "drawdown": -0.1002404005092874, "net": 0.0014861345895302858 }, "SPY buy & hold": { "equity": 4.252251630266042, "drawdown": -0.06443564133782242, "net": 0.0004814044607575063 }, "BIL reserve": { "equity": 1.0981653072300261, "drawdown": 0.0, "net": 0.00010932656083051384 } }, { "date": "2023-08-21", "Ensemble trend": { "equity": 1.7147153598158742, "drawdown": -0.07720327855872677, "net": 0.004004089942371225 }, "Core + trend": { "equity": 2.2631632021042964, "drawdown": -0.08442474457411153, "net": 0.0025978868341218764 }, "60/40 monthly": { "equity": 3.0220756622212264, "drawdown": -0.09895124650433684, "net": 0.0014327760500474351 }, "SPY buy & hold": { "equity": 4.279918094131744, "drawdown": -0.05834857035201013, "net": 0.006506309191295578 }, "BIL reserve": { "equity": 1.0982846169114915, "drawdown": 0.0, "net": 0.00010864455531400807 } }, { "date": "2023-08-22", "Ensemble trend": { "equity": 1.7118743697621104, "drawdown": -0.07873219488425742, "net": -0.00165682895268926 }, "Core + trend": { "equity": 2.2597418594304113, "drawdown": -0.0858088677737241, "net": -0.0015117525199702664 }, "60/40 monthly": { "equity": 3.017649343344243, "drawdown": -0.10027097822268471, "net": -0.0014646618323680416 }, "SPY buy & hold": { "equity": 4.268325049803955, "drawdown": -0.060899228220954726, "net": -0.002708707052988979 }, "BIL reserve": { "equity": 1.098404347067605, "drawdown": 0.0, "net": 0.00010901559966325358 } }, { "date": "2023-08-23", "Ensemble trend": { "equity": 1.7305167532790615, "drawdown": -0.06869954993778615, "net": 0.010890041843165 }, "Core + trend": { "equity": 2.2840401879175185, "drawdown": -0.07597884389815035, "net": 0.010752700971442763 }, "60/40 monthly": { "equity": 3.0509180206344735, "drawdown": -0.09035173610126823, "net": 0.011024699527666604 }, "SPY buy & hold": { "equity": 4.3158650387852235, "drawdown": -0.050439659228024514, "net": 0.011137855816171438 }, "BIL reserve": { "equity": 1.0986443329731426, "drawdown": 0.0, "net": 0.00021848593933393445 } }, { "date": "2023-08-24", "Ensemble trend": { "equity": 1.7141304159989534, "drawdown": -0.07751807380062625, "net": -0.009469042844606146 }, "Core + trend": { "equity": 2.262567952886683, "drawdown": -0.0846655559543743, "net": -0.009400988277011413 }, "60/40 monthly": { "equity": 3.0209166443846964, "drawdown": -0.0992968141517454, "net": -0.009833556997227433 }, "SPY buy & hold": { "equity": 4.256050807781442, "drawdown": -0.06359976063632777, "net": -0.013859152328965618 }, "BIL reserve": { "equity": 1.099003102966835, "drawdown": 0.0, "net": 0.00032655699658645787 } }, { "date": "2023-08-25", "Ensemble trend": { "equity": 1.7217355761532536, "drawdown": -0.07342525640312103, "net": 0.004436745351063642 }, "Core + trend": { "equity": 2.2719425872393995, "drawdown": -0.08087299550887395, "net": 0.004143360353334735 }, "60/40 monthly": { "equity": 3.033319336068018, "drawdown": -0.09559888228956492, "net": 0.00410560539840632 }, "SPY buy & hold": { "equity": 4.2860556791741296, "drawdown": -0.056998202049945434, "net": 0.007049932613076182 }, "BIL reserve": { "equity": 1.0992431939910348, "drawdown": 0.0, "net": 0.00021846255351931632 } }, { "date": "2023-08-28", "Ensemble trend": { "equity": 1.7343926629617838, "drawdown": -0.06661367794314632, "net": 0.007351353473690425 }, "Core + trend": { "equity": 2.285621887725523, "drawdown": -0.07533895844739069, "net": 0.006020971024072175 }, "60/40 monthly": { "equity": 3.0482516460416367, "drawdown": -0.09114673059239309, "net": 0.004922762267745684 }, "SPY buy & hold": { "equity": 4.31323460100219, "drawdown": -0.05101839822361165, "net": 0.006341243292783627 }, "BIL reserve": { "equity": 1.0994823389472757, "drawdown": 0.0, "net": 0.00021755418414071137 } }, { "date": "2023-08-29", "Ensemble trend": { "equity": 1.7549554989051588, "drawdown": -0.05554751615515208, "net": 0.01185592881156472 }, "Core + trend": { "equity": 2.3117694985403316, "drawdown": -0.06476079712509386, "net": 0.011440042185117738 }, "60/40 monthly": { "equity": 3.083453609245909, "drawdown": -0.0806510684677405, "net": 0.01154824709107749 }, "SPY buy & hold": { "equity": 4.375581204544125, "drawdown": -0.037301133764869765, "net": 0.014454721180120478 }, "BIL reserve": { "equity": 1.0993629241471485, "drawdown": -0.00010861002118656149, "net": -0.00010861002118656149 } }, { "date": "2023-08-30", "Ensemble trend": { "equity": 1.7565265724805748, "drawdown": -0.05470202215742381, "net": 0.0008952213183730517 }, "Core + trend": { "equity": 2.3154616819647442, "drawdown": -0.06326710379412148, "net": 0.0015971243788550638 }, "60/40 monthly": { "equity": 3.0910060549628096, "drawdown": -0.07839926455557267, "net": 0.0024493463090393686 }, "SPY buy & hold": { "equity": 4.393603554816262, "drawdown": -0.033335924261761796, "net": 0.004118847172444262 }, "BIL reserve": { "equity": 1.0996021742220514, "drawdown": 0.0, "net": 0.00021762610840148078 } }, { "date": "2023-08-31", "Ensemble trend": { "equity": 1.7494922958248278, "drawdown": -0.058487611059089284, "net": -0.004004651433091144 }, "Core + trend": { "equity": 2.3107746471636412, "drawdown": -0.06516326978039211, "net": -0.0020242333689260983 }, "60/40 monthly": { "equity": 3.0907125349258053, "drawdown": -0.0784867791955185, "net": -9.495938596837394e-05 }, "SPY buy & hold": { "equity": 4.387174248871914, "drawdown": -0.03475047589592539, "net": -0.0014633331988500586 }, "BIL reserve": { "equity": 1.1003209756333814, "drawdown": 0.0, "net": 0.000653692242686299 } }, { "date": "2023-09-01", "Ensemble trend": { "equity": 1.7540251660781179, "drawdown": -0.056048187055268595, "net": 0.002590963254944345 }, "Core + trend": { "equity": 2.3121972434345603, "drawdown": -0.0645877505500938, "net": 0.0006156360909814751 }, "60/40 monthly": { "equity": 3.0867380578963206, "drawdown": -0.07967179174102912, "net": -0.0012859419905837388 }, "SPY buy & hold": { "equity": 4.39535666441481, "drawdown": -0.03295021170290113, "net": 0.0018650764885848048 }, "BIL reserve": { "equity": 1.1005014643761795, "drawdown": 0.0, "net": 0.00016403281114785173 } }, { "date": "2023-09-05", "Ensemble trend": { "equity": 1.7424597258582495, "drawdown": -0.062272281483434, "net": -0.006593656946056181 }, "Core + trend": { "equity": 2.298948932458347, "drawdown": -0.06994742840926427, "net": -0.005729749489941316 }, "60/40 monthly": { "equity": 3.0712826665796356, "drawdown": -0.08427990306490352, "net": -0.005007030407762625 }, "SPY buy & hold": { "equity": 4.376360776837814, "drawdown": -0.037129615210373945, "net": -0.004321807995876226 }, "BIL reserve": { "equity": 1.1007421861123516, "drawdown": 0.0, "net": 0.00021873822431373036 } }, { "date": "2023-09-06", "Ensemble trend": { "equity": 1.7348980236332459, "drawdown": -0.06634171142223022, "net": -0.004339671163004488 }, "Core + trend": { "equity": 2.288162132932851, "drawdown": -0.07431128812631926, "net": -0.004692057041024267 }, "60/40 monthly": { "equity": 3.0556440212899547, "drawdown": -0.08894265258530132, "net": -0.005091893839617612 }, "SPY buy & hold": { "equity": 4.346940275311311, "drawdown": -0.04360260294380225, "net": -0.006722595102810813 }, "BIL reserve": { "equity": 1.1007421861123516, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-09-07", "Ensemble trend": { "equity": 1.7319813016434884, "drawdown": -0.06791138388949791, "net": -0.0016812065896814055 }, "Core + trend": { "equity": 2.2856823957647396, "drawdown": -0.07531447958373239, "net": -0.001083724414638887 }, "60/40 monthly": { "equity": 3.054087402276782, "drawdown": -0.08940676724630092, "net": -0.0005094242007009919 }, "SPY buy & hold": { "equity": 4.333595049447227, "drawdown": -0.0465387691828526, "net": -0.0030700274259297666 }, "BIL reserve": { "equity": 1.101343780215458, "drawdown": 0.0, "net": 0.0005465349749436132 } }, { "date": "2023-09-08", "Ensemble trend": { "equity": 1.7325972910589627, "drawdown": -0.06757988104863977, "net": 0.00035565592705277815 }, "Core + trend": { "equity": 2.2872143169991053, "drawdown": -0.07469473233168156, "net": 0.0006702248909140618 }, "60/40 monthly": { "equity": 3.0571275382699508, "drawdown": -0.08850033370416754, "net": 0.0009954318893763414 }, "SPY buy & hold": { "equity": 4.340121801928286, "drawdown": -0.045102777729376986, "net": 0.0015060826880657352 }, "BIL reserve": { "equity": 1.1014641410835442, "drawdown": 0.0, "net": 0.00010928546585398102 } }, { "date": "2023-09-11", "Ensemble trend": { "equity": 1.7422709146734017, "drawdown": -0.06237389271666394, "net": 0.0055833075951114974 }, "Core + trend": { "equity": 2.2973209247901085, "drawdown": -0.07060604796232939, "net": 0.004418741049270425 }, "60/40 monthly": { "equity": 3.0672277658254923, "drawdown": -0.08548889439352703, "net": 0.0033038293067932933 }, "SPY buy & hold": { "equity": 4.36866528462439, "drawdown": -0.03882274836975652, "net": 0.006576654757343814 }, "BIL reserve": { "equity": 1.1014641410835442, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-09-12", "Ensemble trend": { "equity": 1.7345416195168442, "drawdown": -0.06653351500539695, "net": -0.0044363336903929795 }, "Core + trend": { "equity": 2.28907289548129, "drawdown": -0.07394283407398061, "net": -0.0035902817145898602 }, "60/40 monthly": { "equity": 3.058691652033446, "drawdown": -0.08803398444146027, "net": -0.002783006168356361 }, "SPY buy & hold": { "equity": 4.344699933029206, "drawdown": -0.04409551459922323, "net": -0.005485737641547028 }, "BIL reserve": { "equity": 1.1018250134504783, "drawdown": 0.0, "net": 0.00032762970075372877 } }, { "date": "2023-09-13", "Ensemble trend": { "equity": 1.733061389249614, "drawdown": -0.06733012047682907, "net": -0.0008533841163421707 }, "Core + trend": { "equity": 2.289426524352966, "drawdown": -0.0737997715479507, "net": 0.00015448563144238037 }, "60/40 monthly": { "equity": 3.062270696097196, "drawdown": -0.08696687244533707, "net": 0.0011701225461451248 }, "SPY buy & hold": { "equity": 4.349765915521851, "drawdown": -0.04298091624667255, "net": 0.0011660143555904945 }, "BIL reserve": { "equity": 1.1019451640812403, "drawdown": 0.0, "net": 0.00010904692605007149 } }, { "date": "2023-09-14", "Ensemble trend": { "equity": 1.744817532692608, "drawdown": -0.061003396590041836, "net": 0.00678345470963615 }, "Core + trend": { "equity": 2.3020776016704176, "drawdown": -0.0686817078857418, "net": 0.005525871733764065 }, "60/40 monthly": { "equity": 3.0755456378955564, "drawdown": -0.0830088743350752, "net": 0.00433499945490734 }, "SPY buy & hold": { "equity": 4.387271386054541, "drawdown": -0.034729104139531564, "net": 0.008622411242603656 }, "BIL reserve": { "equity": 1.1023062466854985, "drawdown": 0.0, "net": 0.00032767747073814135 } }, { "date": "2023-09-15", "Ensemble trend": { "equity": 1.738365527662847, "drawdown": -0.06447562832465781, "net": -0.0036978107503334856 }, "Core + trend": { "equity": 2.288088110051153, "drawdown": -0.07434123449463903, "net": -0.0060768983674197585 }, "60/40 monthly": { "equity": 3.0492711346797674, "drawdown": -0.09084276435552019, "net": -0.00854303798716094 }, "SPY buy & hold": { "equity": 4.3344120535851784, "drawdown": -0.04635901501522366, "net": -0.012048338891772814 }, "BIL reserve": { "equity": 1.1025468633030087, "drawdown": 0.0, "net": 0.00021828472643936614 } }, { "date": "2023-09-18", "Ensemble trend": { "equity": 1.7398902892004515, "drawdown": -0.06365505776183722, "net": 0.000877123662049728 }, "Core + trend": { "equity": 2.2899308033653027, "drawdown": -0.07359576266998002, "net": 0.0008053419385620764 }, "60/40 monthly": { "equity": 3.0515166707774863, "drawdown": -0.09017324521439718, "net": 0.0007364173268096241 }, "SPY buy & hold": { "equity": 4.33695401609996, "drawdown": -0.04579974201431325, "net": 0.0005864607433156976 }, "BIL reserve": { "equity": 1.1026672241710946, "drawdown": 0.0, "net": 0.00010916621514445168 } }, { "date": "2023-09-19", "Ensemble trend": { "equity": 1.7384156977280745, "drawdown": -0.0644486286413335, "net": -0.0008475198014092911 }, "Core + trend": { "equity": 2.2858960299037463, "drawdown": -0.07522805270510224, "net": -0.0017619630495502303 }, "60/40 monthly": { "equity": 3.0432935685572535, "drawdown": -0.0926250091123143, "net": -0.0026947590681645206 }, "SPY buy & hold": { "equity": 4.327959546084472, "drawdown": -0.04777867136827063, "net": -0.0020739140839627357 }, "BIL reserve": { "equity": 1.1027873748018566, "drawdown": 0.0, "net": 0.00010896363665136022 } }, { "date": "2023-09-20", "Ensemble trend": { "equity": 1.731412765764391, "drawdown": -0.06821734898291676, "net": -0.004028341421925541 }, "Core + trend": { "equity": 2.274666685828067, "drawdown": -0.07977094628025194, "net": -0.004912447429269884 }, "60/40 monthly": { "equity": 3.0254311468229145, "drawdown": -0.09795079001162843, "net": -0.005869437611569994 }, "SPY buy & hold": { "equity": 4.288171661114144, "drawdown": -0.05653265168774191, "net": -0.009193220164528393 }, "BIL reserve": { "equity": 1.1029078407886048, "drawdown": 0.0, "net": 0.00010923772750826011 } }, { "date": "2023-09-21", "Ensemble trend": { "equity": 1.7100564540477414, "drawdown": -0.07971053023972796, "net": -0.012334616065523218 }, "Core + trend": { "equity": 2.246069783266042, "drawdown": -0.09133998219567807, "net": -0.012571908992290326 }, "60/40 monthly": { "equity": 2.986313732751797, "drawdown": -0.10961386570141707, "net": -0.012929533733463283 }, "SPY buy & hold": { "equity": 4.217294928038002, "drawdown": -0.0721266830598466, "net": -0.016528427189346218 }, "BIL reserve": { "equity": 1.1035094348917112, "drawdown": 0.0, "net": 0.000545461806379155 } }, { "date": "2023-09-22", "Ensemble trend": { "equity": 1.7103208420992635, "drawdown": -0.07956824631736381, "net": 0.00015460779139542247 }, "Core + trend": { "equity": 2.246490869738399, "drawdown": -0.09116962932226336, "net": 0.00018747702119248366 }, "60/40 monthly": { "equity": 2.9869196544133914, "drawdown": -0.10943320677062962, "net": 0.000202899532942169 }, "SPY buy & hold": { "equity": 4.207812606630785, "drawdown": -0.07421294763620145, "net": -0.0022484368698463264 }, "BIL reserve": { "equity": 1.1036296906411351, "drawdown": 0.0, "net": 0.00010897573289514462 } }, { "date": "2023-09-25", "Ensemble trend": { "equity": 1.709067767117995, "drawdown": -0.08024260517104476, "net": -0.0007326549208921396 }, "Core + trend": { "equity": 2.2451642125157503, "drawdown": -0.09170633587721266, "net": -0.0005905464564845975 }, "60/40 monthly": { "equity": 2.985682387492805, "drawdown": -0.10980210481989827, "net": -0.0004142283903613153 }, "SPY buy & hold": { "equity": 4.225507350927121, "drawdown": -0.07031981676373311, "net": 0.004205212054465557 }, "BIL reserve": { "equity": 1.1037498412718971, "drawdown": 0.0, "net": 0.00010886861035075412 } }, { "date": "2023-09-26", "Ensemble trend": { "equity": 1.6903920016718585, "drawdown": -0.09029321504366605, "net": -0.010927457532962204 }, "Core + trend": { "equity": 2.2229138651457663, "drawdown": -0.10070783760614055, "net": -0.00991034296999227 }, "60/40 monthly": { "equity": 2.958835877985788, "drawdown": -0.11780654171385319, "net": -0.008991749966265061 }, "SPY buy & hold": { "equity": 4.16342926673079, "drawdown": -0.08397800260925958, "net": -0.014691273506531766 }, "BIL reserve": { "equity": 1.1038699919026589, "drawdown": 0.0, "net": 0.00010885675926664007 } }, { "date": "2023-09-27", "Ensemble trend": { "equity": 1.6845974087567641, "drawdown": -0.09341165176467969, "net": -0.0034279580768030726 }, "Core + trend": { "equity": 2.217368861648739, "drawdown": -0.10295109959820892, "net": -0.002494475194909973 }, "60/40 monthly": { "equity": 2.954250703755156, "drawdown": -0.11917363704396655, "net": -0.0015496548033456792 }, "SPY buy & hold": { "equity": 4.165090498166154, "drawdown": -0.08361250473717852, "net": 0.0003990055622269395 }, "BIL reserve": { "equity": 1.104231600100228, "drawdown": 0.0, "net": 0.0003275822336157308 } }, { "date": "2023-09-28", "Ensemble trend": { "equity": 1.6896807655375328, "drawdown": -0.09067597616443701, "net": 0.0030175499228151104 }, "Core + trend": { "equity": 2.2257362758664745, "drawdown": -0.09956601565793721, "net": 0.0037735779384553414 }, "60/40 monthly": { "equity": 2.9677701518450217, "drawdown": -0.11514273801598873, "net": 0.0045762697365803184 }, "SPY buy & hold": { "equity": 4.189237749963199, "drawdown": -0.07829971751166265, "net": 0.00579753352482415 }, "BIL reserve": { "equity": 1.1045919468738514, "drawdown": 0.0, "net": 0.0003263326041302861 } }, { "date": "2023-09-29", "Ensemble trend": { "equity": 1.6825291409340197, "drawdown": -0.09452471741430213, "net": -0.004232530043175253 }, "Core + trend": { "equity": 2.2195115812882524, "drawdown": -0.10208425045563296, "net": -0.0027966900866539524 }, "60/40 monthly": { "equity": 2.963695178650071, "drawdown": -0.11635771405505324, "net": -0.0013730757391765547 }, "SPY buy & hold": { "equity": 4.179070518612241, "drawdown": -0.08053667338946746, "net": -0.0024269883825637217 }, "BIL reserve": { "equity": 1.1047128333352478, "drawdown": 0.0, "net": 0.00010943992642586942 } }, { "date": "2023-10-02", "Ensemble trend": { "equity": 1.6719012045610118, "drawdown": -0.10024428176330957, "net": -0.006316643269018374 }, "Core + trend": { "equity": 2.2086449079622086, "drawdown": -0.10648042356275633, "net": -0.004895975050392187 }, "60/40 monthly": { "equity": 2.953395206270837, "drawdown": -0.11942870840154407, "net": -0.0034753818319216423 }, "SPY buy & hold": { "equity": 4.177408977822794, "drawdown": -0.08090223932446672, "net": -0.00039758620536478606 }, "BIL reserve": { "equity": 1.1048817590252167, "drawdown": 0.0, "net": 0.00015291366667558037 } }, { "date": "2023-10-03", "Ensemble trend": { "equity": 1.6565503737736822, "drawdown": -0.10850553412852337, "net": -0.009181661419617293 }, "Core + trend": { "equity": 2.186068220675578, "drawdown": -0.11561394791924462, "net": -0.010221963342881168 }, "60/40 monthly": { "equity": 2.9198529766423573, "drawdown": -0.12942951168189354, "net": -0.011357176160257887 }, "SPY buy & hold": { "equity": 4.121489824100698, "drawdown": -0.09320536052655592, "net": -0.013386085494372812 }, "BIL reserve": { "equity": 1.1051232165920235, "drawdown": 0.0, "net": 0.00021853701976204398 } }, { "date": "2023-10-04", "Ensemble trend": { "equity": 1.6610935823426816, "drawdown": -0.10606054642353979, "net": 0.002742571938002536 }, "Core + trend": { "equity": 2.1965594884978947, "drawdown": -0.11136964719571396, "net": 0.004799149323471141 }, "60/40 monthly": { "equity": 2.9400233215823364, "drawdown": -0.12341561057645689, "net": 0.00690800019772686 }, "SPY buy & hold": { "equity": 4.151502429345505, "drawdown": -0.08660210036721239, "net": 0.007281979702899344 }, "BIL reserve": { "equity": 1.105243787697434, "drawdown": 0.0, "net": 0.00010910195677737988 } }, { "date": "2023-10-05", "Ensemble trend": { "equity": 1.6638411585938675, "drawdown": -0.10458190196981743, "net": 0.001654076736189003 }, "Core + trend": { "equity": 2.198949963190543, "drawdown": -0.11040256736900245, "net": 0.001088281335045238 }, "60/40 monthly": { "equity": 2.9415570088080893, "drawdown": -0.12295833315607574, "net": 0.0005216581836253731 }, "SPY buy & hold": { "equity": 4.149937716384599, "drawdown": -0.08694636260873678, "net": -0.00037690281712132734 }, "BIL reserve": { "equity": 1.105969001347151, "drawdown": 0.0, "net": 0.0006561571825054457 } }, { "date": "2023-10-06", "Ensemble trend": { "equity": 1.6804054425195758, "drawdown": -0.09566761376905886, "net": 0.009955447874427481 }, "Core + trend": { "equity": 2.2150740836320053, "drawdown": -0.10387946480265509, "net": 0.00733264544958856 }, "60/40 monthly": { "equity": 2.9556969880544206, "drawdown": -0.11874241929474083, "net": 0.0048069710034486235 }, "SPY buy & hold": { "equity": 4.199208850824395, "drawdown": -0.07610591352415563, "net": 0.011872740702894458 }, "BIL reserve": { "equity": 1.105969001347151, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-10-09", "Ensemble trend": { "equity": 1.6893613227163753, "drawdown": -0.09084788853832737, "net": 0.0053295948526392856 }, "Core + trend": { "equity": 2.230795913595471, "drawdown": -0.09751911108570777, "net": 0.007097654240840079 }, "60/40 monthly": { "equity": 2.9820417050555545, "drawdown": -0.11088759464166764, "net": 0.008913199528776783 }, "SPY buy & hold": { "equity": 4.226093886271898, "drawdown": -0.07019076947035019, "net": 0.006402404929734429 }, "BIL reserve": { "equity": 1.1060899929272094, "drawdown": 0.0, "net": 0.00010939870820170228 } }, { "date": "2023-10-10", "Ensemble trend": { "equity": 1.7000749062695106, "drawdown": -0.08508223202797682, "net": 0.006341795215193402 }, "Core + trend": { "equity": 2.2404584587451994, "drawdown": -0.0936100747266414, "net": 0.004331433947337038 }, "60/40 monthly": { "equity": 2.9890873098816977, "drawdown": -0.10878690817455472, "net": 0.0023626781658347973 }, "SPY buy & hold": { "equity": 4.248089580409175, "drawdown": -0.06535135984265983, "net": 0.005204733905398662 }, "BIL reserve": { "equity": 1.1060899929272094, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-10-11", "Ensemble trend": { "equity": 1.7083191929448212, "drawdown": -0.08064546025063912, "net": 0.004849366721964676 }, "Core + trend": { "equity": 2.2510646711965174, "drawdown": -0.08931927251441585, "net": 0.004733947380242132 }, "60/40 monthly": { "equity": 3.0029764256445923, "drawdown": -0.10464579066324975, "net": 0.004646607583852713 }, "SPY buy & hold": { "equity": 4.2654913663872085, "drawdown": -0.06152268455396426, "net": 0.004096379242632953 }, "BIL reserve": { "equity": 1.1063315556126783, "drawdown": 0.0, "net": 0.00021839333780571124 } }, { "date": "2023-10-12", "Ensemble trend": { "equity": 1.697687532723408, "drawdown": -0.08636702863785595, "net": -0.0062234623747838835 }, "Core + trend": { "equity": 2.235684964100004, "drawdown": -0.09554121852351183, "net": -0.006832192470214049 }, "60/40 monthly": { "equity": 2.9805015815401306, "drawdown": -0.1113467910777961, "net": -0.007484189323809898 }, "SPY buy & hold": { "equity": 4.239486443310954, "drawdown": -0.0672441896047773, "net": -0.006096583216924967 }, "BIL reserve": { "equity": 1.1068146809836161, "drawdown": 0.0, "net": 0.00043669130513968035 } }, { "date": "2023-10-13", "Ensemble trend": { "equity": 1.7018450619913186, "drawdown": -0.08412959934338926, "net": 0.0024489366787310285 }, "Core + trend": { "equity": 2.2379122485581173, "drawdown": -0.09464015821343463, "net": 0.0009962425359022475 }, "60/40 monthly": { "equity": 2.979009051347904, "drawdown": -0.11179179729854427, "net": -0.0005007647710943974 }, "SPY buy & hold": { "equity": 4.21837055219084, "drawdown": -0.07189002829239366, "net": -0.004980766279705895 }, "BIL reserve": { "equity": 1.1070568743810574, "drawdown": 0.0, "net": 0.00021882018878360832 } }, { "date": "2023-10-16", "Ensemble trend": { "equity": 1.7112633491874987, "drawdown": -0.07906102367776946, "net": 0.005534162543069376 }, "Core + trend": { "equity": 2.2485029979475275, "drawdown": -0.09035561166887052, "net": 0.004732423890272619 }, "60/40 monthly": { "equity": 2.990936798823635, "drawdown": -0.10823547270701539, "net": 0.0040039312637649704 }, "SPY buy & hold": { "equity": 4.262754510799002, "drawdown": -0.06212483719349904, "net": 0.010521588385617564 }, "BIL reserve": { "equity": 1.1071772352491434, "drawdown": 0.0, "net": 0.00010872148565388429 } }, { "date": "2023-10-17", "Ensemble trend": { "equity": 1.7114162695579642, "drawdown": -0.0789787275603997, "net": 8.936109719059893e-05 }, "Core + trend": { "equity": 2.2442578517191483, "drawdown": -0.09207300917637429, "net": -0.0018879877999957717 }, "60/40 monthly": { "equity": 2.979333198809742, "drawdown": -0.11169515092066273, "net": -0.003879587164281384 }, "SPY buy & hold": { "equity": 4.262558380309242, "drawdown": -0.062167989083796615, "net": -4.6010270885576965e-05 }, "BIL reserve": { "equity": 1.1072982268292022, "drawdown": 0.0, "net": 0.00010927932421900266 } }, { "date": "2023-10-18", "Ensemble trend": { "equity": 1.6983850720857576, "drawdown": -0.08599163861585168, "net": -0.007614276961134814 }, "Core + trend": { "equity": 2.2246719350023514, "drawdown": -0.09999660067170169, "net": -0.008727124069898506 }, "60/40 monthly": { "equity": 2.949686977475326, "drawdown": -0.1205343375476442, "net": -0.00995062296028526 }, "SPY buy & hold": { "equity": 4.205758804861811, "drawdown": -0.07466481735179709, "net": -0.013325231088872513 }, "BIL reserve": { "equity": 1.1074191132905986, "drawdown": 0.0, "net": 0.00010917245098696071 } }, { "date": "2023-10-19", "Ensemble trend": { "equity": 1.6929003505965314, "drawdown": -0.08894331393578347, "net": -0.00322937452723282 }, "Core + trend": { "equity": 2.2130958139405683, "drawdown": -0.10467978480448015, "net": -0.005203518271457375 }, "60/40 monthly": { "equity": 2.928240776903855, "drawdown": -0.12692864214223476, "net": -0.007270669984727252 }, "SPY buy & hold": { "equity": 4.168805531370486, "drawdown": -0.08279513714950304, "net": -0.008786351097596845 }, "BIL reserve": { "equity": 1.1079024488988607, "drawdown": 0.0, "net": 0.00043645229024980026 } }, { "date": "2023-10-20", "Ensemble trend": { "equity": 1.6800907939369039, "drawdown": -0.09583694606017856, "net": -0.007566633591347349 }, "Core + trend": { "equity": 2.1990921064555065, "drawdown": -0.1103450625209188, "net": -0.006327655312911018 }, "60/40 monthly": { "equity": 2.9131373858625547, "drawdown": -0.1314318026161585, "net": -0.00515783782550483 }, "SPY buy & hold": { "equity": 4.117578969760685, "drawdown": -0.09406581194161168, "net": -0.012288066983292545 }, "BIL reserve": { "equity": 1.1081440115843297, "drawdown": 0.0, "net": 0.00021803606058368175 } }, { "date": "2023-10-23", "Ensemble trend": { "equity": 1.6777303282639036, "drawdown": -0.09710726184270779, "net": -0.0014049631612285118 }, "Core + trend": { "equity": 2.1984466577339976, "drawdown": -0.11060618238956554, "net": -0.00029350690660656653 }, "60/40 monthly": { "equity": 2.9155328508342744, "drawdown": -0.1307175813430802, "net": 0.0008222972879154966 }, "SPY buy & hold": { "equity": 4.110442789732575, "drawdown": -0.09563588734443507, "net": -0.0017331009509514717 }, "BIL reserve": { "equity": 1.1082650031643884, "drawdown": 0.0, "net": 0.00010918398583026345 } }, { "date": "2023-10-24", "Ensemble trend": { "equity": 1.687481931536849, "drawdown": -0.09185930772743334, "net": 0.005812378252133321 }, "Core + trend": { "equity": 2.2105404222605594, "drawdown": -0.1057135827152813, "net": 0.005501049790777035 }, "60/40 monthly": { "equity": 2.9308127094412466, "drawdown": -0.12616180607791594, "net": 0.005240845975239106 }, "SPY buy & hold": { "equity": 4.141432953885342, "drawdown": -0.0888175483627871, "net": 0.007539373672874605 }, "BIL reserve": { "equity": 1.108385679388461, "drawdown": 0.0, "net": 0.00010888751672921693 } }, { "date": "2023-10-25", "Ensemble trend": { "equity": 1.674162439261135, "drawdown": -0.099027368439627, "net": -0.007893116973159864 }, "Core + trend": { "equity": 2.1885545270980153, "drawdown": -0.11460809883347223, "net": -0.009945936722596027 }, "60/40 monthly": { "equity": 2.895252663813309, "drawdown": -0.13676423247903113, "net": -0.012133168903418978 }, "SPY buy & hold": { "equity": 4.081994588094589, "drawdown": -0.10189495332517284, "net": -0.014352125569240481 }, "BIL reserve": { "equity": 1.1085064607311954, "drawdown": 0.0, "net": 0.00010897050095515226 } }, { "date": "2023-10-26", "Ensemble trend": { "equity": 1.6636716199448236, "drawdown": -0.10467314143332351, "net": -0.006266309093006184 }, "Core + trend": { "equity": 2.177225897852663, "drawdown": -0.11919115877598752, "net": -0.005176306601039515 }, "60/40 monthly": { "equity": 2.883219525046842, "drawdown": -0.14035198007307914, "net": -0.004156161884199094 }, "SPY buy & hold": { "equity": 4.033113239801638, "drawdown": -0.1126496431325058, "net": -0.011974868471290145 }, "BIL reserve": { "equity": 1.1089901116954437, "drawdown": 0.0, "net": 0.00043630865617982906 } }, { "date": "2023-10-27", "Ensemble trend": { "equity": 1.6640380437143498, "drawdown": -0.104475945641473, "net": 0.00022025005724302105 }, "Core + trend": { "equity": 2.1752654909699185, "drawdown": -0.11998425227924814, "net": -0.0009004150119094056 }, "60/40 monthly": { "equity": 2.877240335175152, "drawdown": -0.14213470895976765, "net": -0.002073789324658737 }, "SPY buy & hold": { "equity": 4.014832888222779, "drawdown": -0.11667161710960183, "net": -0.0045325659092472215 }, "BIL reserve": { "equity": 1.109352245486323, "drawdown": 0.0, "net": 0.00032654375098584154 } }, { "date": "2023-10-30", "Ensemble trend": { "equity": 1.675847338770268, "drawdown": -0.09812061751208367, "net": 0.0070967698728559014 }, "Core + trend": { "equity": 2.18916738742436, "drawdown": -0.11436016278126371, "net": 0.0063908964271957025 }, "60/40 monthly": { "equity": 2.893816098007284, "drawdown": -0.1371925526051666, "net": 0.0057609934872271396 }, "SPY buy & hold": { "equity": 4.062832886728142, "drawdown": -0.10611083855693526, "net": 0.011955665364346002 }, "BIL reserve": { "equity": 1.10947365754103, "drawdown": 0.0, "net": 0.00010944409695023971 } }, { "date": "2023-10-31", "Ensemble trend": { "equity": 1.6775182662628072, "drawdown": -0.09722138580983375, "net": 0.000997064263482006 }, "Core + trend": { "equity": 2.1933701079998253, "drawdown": -0.11265992880751075, "net": 0.0019197803692891924 }, "60/40 monthly": { "equity": 2.9022326147144666, "drawdown": -0.13468312109668856, "net": 0.0029084490590050027 }, "SPY buy & hold": { "equity": 4.088349339704501, "drawdown": -0.10049680485435608, "net": 0.006280458411103362 }, "BIL reserve": { "equity": 1.10947365754103, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-11-01", "Ensemble trend": { "equity": 1.6883991042484232, "drawdown": -0.09136571911729396, "net": 0.00648627094228682 }, "Core + trend": { "equity": 2.21242370049296, "drawdown": -0.10495169203631283, "net": 0.00868690259963012 }, "60/40 monthly": { "equity": 2.934173023682434, "drawdown": -0.12515990960119106, "net": 0.01100546138377334 }, "SPY buy & hold": { "equity": 4.131950013769957, "drawdown": -0.09090394906497856, "net": 0.010664615580186165 }, "BIL reserve": { "equity": 1.109813190819561, "drawdown": 0.0, "net": 0.00030603095100389943 } }, { "date": "2023-11-02", "Ensemble trend": { "equity": 1.7125450178972603, "drawdown": -0.07837127673139066, "net": 0.014301069923621679 }, "Core + trend": { "equity": 2.243629094181385, "drawdown": -0.0923273765338426, "net": 0.014104619147531361 }, "60/40 monthly": { "equity": 2.9751931448866236, "drawdown": -0.1129295311426618, "net": 0.01398013030353229 }, "SPY buy & hold": { "equity": 4.211136306917848, "drawdown": -0.07348167964036634, "net": 0.019164387972748553 }, "BIL reserve": { "equity": 1.1101769013903713, "drawdown": 0.0, "net": 0.0003277223354516412 } }, { "date": "2023-11-03", "Ensemble trend": { "equity": 1.7281514231957802, "drawdown": -0.06997248356696473, "net": 0.009112989810733385 }, "Core + trend": { "equity": 2.263864130769053, "drawdown": -0.08414117998598436, "net": 0.009018886695731032 }, "60/40 monthly": { "equity": 3.000654877180128, "drawdown": -0.10533797331646222, "net": 0.008558009868120608 }, "SPY buy & hold": { "equity": 4.249556228125199, "drawdown": -0.06502867354628483, "net": 0.009123409552010076 }, "BIL reserve": { "equity": 1.1102986288010646, "drawdown": 0.0, "net": 0.00010964685946968089 } }, { "date": "2023-11-06", "Ensemble trend": { "equity": 1.7255975550363758, "drawdown": -0.07134688145230506, "net": -0.0014778034639358895 }, "Core + trend": { "equity": 2.2616537561610772, "drawdown": -0.08503539932217818, "net": -0.000976372467734965 }, "60/40 monthly": { "equity": 2.997942538126596, "drawdown": -0.10614667236850606, "net": -0.0009039156999225417 }, "SPY buy & hold": { "equity": 4.259331817204802, "drawdown": -0.06287788532323901, "net": 0.0023003788054161145 }, "BIL reserve": { "equity": 1.1104199357371094, "drawdown": 0.0, "net": 0.00010925613424905833 } }, { "date": "2023-11-07", "Ensemble trend": { "equity": 1.722754530836679, "drawdown": -0.07287689248033946, "net": -0.0016475592419559204 }, "Core + trend": { "equity": 2.2644799043161994, "drawdown": -0.08389206537410421, "net": 0.001249593642450142 }, "60/40 monthly": { "equity": 3.009858875096219, "drawdown": -0.10259374988316317, "net": 0.003974838349326548 }, "SPY buy & hold": { "equity": 4.27145416637168, "drawdown": -0.060210771800825014, "net": 0.0028460682771678236 }, "BIL reserve": { "equity": 1.1106627598465233, "drawdown": 0.0, "net": 0.00021867772866723811 } }, { "date": "2023-11-08", "Ensemble trend": { "equity": 1.7151995696480762, "drawdown": -0.07694269464135084, "net": -0.004385396209019787 }, "Core + trend": { "equity": 2.2624562624975577, "drawdown": -0.08471074092223552, "net": -0.0008936452978824949 }, "60/40 monthly": { "equity": 3.0159947861497853, "drawdown": -0.1007642936999541, "net": 0.0020386042363431667 }, "SPY buy & hold": { "equity": 4.274582664231238, "drawdown": -0.059522451506531904, "net": 0.0007324198593039455 }, "BIL reserve": { "equity": 1.1107843821385541, "drawdown": 0.0, "net": 0.00010950424955979976 } }, { "date": "2023-11-09", "Ensemble trend": { "equity": 1.710358667893279, "drawdown": -0.07954788986665384, "net": -0.0028223548095865914 }, "Core + trend": { "equity": 2.2489250953512148, "drawdown": -0.09018484981756592, "net": -0.0059807419796951145 }, "60/40 monthly": { "equity": 2.989974103830201, "drawdown": -0.10852250560121912, "net": -0.00862756210291804 }, "SPY buy & hold": { "equity": 4.2412463586993665, "drawdown": -0.06685697966171078, "net": -0.007798727536800665 }, "BIL reserve": { "equity": 1.1113908117001166, "drawdown": 0.0, "net": 0.0005459471444806407 } }, { "date": "2023-11-10", "Ensemble trend": { "equity": 1.7163147440366138, "drawdown": -0.07634254881324776, "net": 0.0034823550493483513 }, "Core + trend": { "equity": 2.265390057416796, "drawdown": -0.08352385787727834, "net": 0.0073212585424105026 }, "60/40 monthly": { "equity": 3.019481470485396, "drawdown": -0.09972471927310944, "net": 0.009868769972755098 }, "SPY buy & hold": { "equity": 4.307429880955046, "drawdown": -0.052295530825423375, "net": 0.015604734235710627 }, "BIL reserve": { "equity": 1.1115123288734856, "drawdown": 0.0, "net": 0.00010933793233647293 } }, { "date": "2023-11-13", "Ensemble trend": { "equity": 1.719604732866964, "drawdown": -0.07457199786504176, "net": 0.0019168913171556667 }, "Core + trend": { "equity": 2.266323797011659, "drawdown": -0.08314610833306824, "net": 0.00041217608058530253 }, "60/40 monthly": { "equity": 3.0170824204263273, "drawdown": -0.10044000946002318, "net": -0.0007945238553436207 }, "SPY buy & hold": { "equity": 4.3033247522497815, "drawdown": -0.053198725753265896, "net": -0.0009530343659022167 }, "BIL reserve": { "equity": 1.1116334255722062, "drawdown": 0.0, "net": 0.00010894768827562906 } }, { "date": "2023-11-14", "Ensemble trend": { "equity": 1.7503343422560962, "drawdown": -0.05803445264907814, "net": 0.017870158648551238 }, "Core + trend": { "equity": 2.307472376241503, "drawdown": -0.06649922184085821, "net": 0.01815653142066531 }, "60/40 monthly": { "equity": 3.0704499701534784, "drawdown": -0.08452817615952157, "net": 0.017688462657115656 }, "SPY buy & hold": { "equity": 4.386811685884529, "drawdown": -0.034830245636350066, "net": 0.019400565479307907 }, "BIL reserve": { "equity": 1.111754627389589, "drawdown": 0.0, "net": 0.00010903038231369067 } }, { "date": "2023-11-15", "Ensemble trend": { "equity": 1.7518860253237287, "drawdown": -0.05719939390925266, "net": 0.000886506669138809 }, "Core + trend": { "equity": 2.306702667413099, "drawdown": -0.06681061182657133, "net": -0.00033357228295738395 }, "60/40 monthly": { "equity": 3.0650626394623606, "drawdown": -0.08613443892275519, "net": -0.0017545736760037345 }, "SPY buy & hold": { "equity": 4.396099114218323, "drawdown": -0.03278686069861947, "net": 0.0021171249186915375 }, "BIL reserve": { "equity": 1.1119978719736514, "drawdown": 0.0, "net": 0.00021879340824826343 } }, { "date": "2023-11-16", "Ensemble trend": { "equity": 1.7565451154174019, "drawdown": -0.05469204303102715, "net": 0.0026594710080025674 }, "Core + trend": { "equity": 2.3132731435369642, "drawdown": -0.06415248918221927, "net": 0.0028484278518798867 }, "60/40 monthly": { "equity": 3.0763105338223236, "drawdown": -0.08278081633838652, "net": 0.0036697110901251495 }, "SPY buy & hold": { "equity": 4.4014756882121056, "drawdown": -0.03160392717594396, "net": 0.0012230329330822354 }, "BIL reserve": { "equity": 1.112483099717831, "drawdown": 0.0, "net": 0.0004363567201062235 } }, { "date": "2023-11-17", "Ensemble trend": { "equity": 1.7613003783229602, "drawdown": -0.05213293548368958, "net": 0.0027071681016450633 }, "Core + trend": { "equity": 2.3179965297074223, "drawdown": -0.06224161704738107, "net": 0.0020418627102702924 }, "60/40 monthly": { "equity": 3.079423194178759, "drawdown": -0.0818527592519005, "net": 0.0010118160446461744 }, "SPY buy & hold": { "equity": 4.406950946158938, "drawdown": -0.03039928158228289, "net": 0.0012439596023434696 }, "BIL reserve": { "equity": 1.1127259238272447, "drawdown": 0.0, "net": 0.00021827217822489864 } }, { "date": "2023-11-20", "Ensemble trend": { "equity": 1.7694650925185265, "drawdown": -0.04773898668744003, "net": 0.0046356171247408096 }, "Core + trend": { "equity": 2.3299714007558903, "drawdown": -0.05739711639064604, "net": 0.005166043561755984 }, "60/40 monthly": { "equity": 3.0955695820993365, "drawdown": -0.07703862342758416, "net": 0.005243315680384608 }, "SPY buy & hold": { "equity": 4.440873787035586, "drawdown": -0.02293570613372109, "net": 0.007697576236062931 }, "BIL reserve": { "equity": 1.1127259238272447, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-11-21", "Ensemble trend": { "equity": 1.7717528924029242, "drawdown": -0.04650777695892705, "net": 0.0012929330417823515 }, "Core + trend": { "equity": 2.3295957927235857, "drawdown": -0.05754907070830084, "net": -0.00016120714279266313 }, "60/40 monthly": { "equity": 3.093001910056443, "drawdown": -0.07780418920165022, "net": -0.0008294667507204867 }, "SPY buy & hold": { "equity": 4.431195025784524, "drawdown": -0.02506519066329216, "net": -0.002179472264966842 }, "BIL reserve": { "equity": 1.1130899497540414, "drawdown": 0.0, "net": 0.0003271478798163585 } }, { "date": "2023-11-22", "Ensemble trend": { "equity": 1.7717303777156008, "drawdown": -0.04651989353531816, "net": -1.270757757465546e-05 }, "Core + trend": { "equity": 2.332684982311348, "drawdown": -0.0562993218862784, "net": 0.001326062485780266 }, "60/40 monthly": { "equity": 3.099904020332152, "drawdown": -0.07574628643695047, "net": 0.0022315247375914726 }, "SPY buy & hold": { "equity": 4.4483029253819995, "drawdown": -0.021301175147124707, "net": 0.0038607868753073316 }, "BIL reserve": { "equity": 1.113575282616883, "drawdown": 0.0, "net": 0.00043602303924217267 } }, { "date": "2023-11-24", "Ensemble trend": { "equity": 1.777490117584622, "drawdown": -0.04342021344144065, "net": 0.0032509121825001763 }, "Core + trend": { "equity": 2.334469889982371, "drawdown": -0.05557722756480421, "net": 0.0007651730450353167 }, "60/40 monthly": { "equity": 3.094840839665476, "drawdown": -0.07725590205824795, "net": -0.001633334655998131 }, "SPY buy & hold": { "equity": 4.451040399678373, "drawdown": -0.020698886381753434, "net": 0.0006153974543310348 }, "BIL reserve": { "equity": 1.113696799790252, "drawdown": 0.0, "net": 0.00010912344703228882 } }, { "date": "2023-11-27", "Ensemble trend": { "equity": 1.778367244057905, "drawdown": -0.04294817624342906, "net": 0.0004934634879854016 }, "Core + trend": { "equity": 2.3365434283769413, "drawdown": -0.054738366079481904, "net": 0.0008882266605656497 }, "60/40 monthly": { "equity": 3.100510187066841, "drawdown": -0.0755655544362498, "net": 0.0018318704240629646 }, "SPY buy & hold": { "equity": 4.443024416633098, "drawdown": -0.022462532724651152, "net": -0.0018009234528300055 }, "BIL reserve": { "equity": 1.1138184220822833, "drawdown": 0.0, "net": 0.00010920592755048197 } }, { "date": "2023-11-28", "Ensemble trend": { "equity": 1.7893599355249892, "drawdown": -0.03703231412230701, "net": 0.006181339373976025 }, "Core + trend": { "equity": 2.3456311145069852, "drawdown": -0.05106189213274703, "net": 0.0038893718043824244 }, "60/40 monthly": { "equity": 3.1077073776906654, "drawdown": -0.07341967181612341, "net": 0.002321292364671379 }, "SPY buy & hold": { "equity": 4.447424050427088, "drawdown": -0.021494541898443686, "net": 0.0009902339896039614 }, "BIL reserve": { "equity": 1.1140608257170488, "drawdown": 0.0, "net": 0.00021763299112298462 } }, { "date": "2023-11-29", "Ensemble trend": { "equity": 1.7888580503301617, "drawdown": -0.037302410269562936, "net": -0.0002804830849643114 }, "Core + trend": { "equity": 2.347106128614245, "drawdown": -0.05046516697534098, "net": 0.0006288346441762904 }, "60/40 monthly": { "equity": 3.1127337157040533, "drawdown": -0.07192104103787134, "net": 0.0016173781513248997 }, "SPY buy & hold": { "equity": 4.444295243213445, "drawdown": -0.02218293025565532, "net": -0.0007035099819956425 }, "BIL reserve": { "equity": 1.11418244800908, "drawdown": 0.0, "net": 0.00010917024387135932 } }, { "date": "2023-11-30", "Ensemble trend": { "equity": 1.789078081436093, "drawdown": -0.037183997623402076, "net": 0.00012300087527394865 }, "Core + trend": { "equity": 2.348244881114355, "drawdown": -0.050004478320547885, "net": 0.0004851729907850988 }, "60/40 monthly": { "equity": 3.114221500020717, "drawdown": -0.07147744982645376, "net": 0.0004779671030508137 }, "SPY buy & hold": { "equity": 4.461793857020021, "drawdown": -0.018332951273484555, "net": 0.0039373202834118715 }, "BIL reserve": { "equity": 1.1146680962279079, "drawdown": 0.0, "net": 0.00043587854008619864 } }, { "date": "2023-12-01", "Ensemble trend": { "equity": 1.807462617418221, "drawdown": -0.027290116733836522, "net": 0.010275983017672852 }, "Core + trend": { "equity": 2.3682218618203383, "drawdown": -0.041922679714281985, "net": 0.008507196530756822 }, "60/40 monthly": { "equity": 3.1369122527731244, "drawdown": -0.06471207504149301, "net": 0.007286171761468063 }, "SPY buy & hold": { "equity": 4.488189803659459, "drawdown": -0.012525414693749681, "net": 0.005915994213383069 }, "BIL reserve": { "equity": 1.1148997777591407, "drawdown": 0.0, "net": 0.00020784799710060753 } }, { "date": "2023-12-04", "Ensemble trend": { "equity": 1.7851786429679668, "drawdown": -0.039282531944710875, "net": -0.012328871554801335 }, "Core + trend": { "equity": 2.3489331343617366, "drawdown": -0.04972604164298822, "net": -0.008144814372997744 }, "60/40 monthly": { "equity": 3.1217942042168247, "drawdown": -0.06921960573545605, "net": -0.004819404349909684 }, "SPY buy & hold": { "equity": 4.464629396561276, "drawdown": -0.017709086562964216, "net": -0.005249423070070147 }, "BIL reserve": { "equity": 1.1148997777591407, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-12-05", "Ensemble trend": { "equity": 1.780955188306849, "drawdown": -0.041555439860374244, "net": -0.0023658442687258807 }, "Core + trend": { "equity": 2.349251415693995, "drawdown": -0.049597279160543906, "net": 0.0001355003799818899 }, "60/40 monthly": { "equity": 3.1300086481927014, "drawdown": -0.06677042334149719, "net": 0.0026313214256021844 }, "SPY buy & hold": { "equity": 4.463749284190027, "drawdown": -0.017902725565956845, "net": -0.00019712999514065466 }, "BIL reserve": { "equity": 1.115143232580527, "drawdown": 0.0, "net": 0.00021836475909586817 } }, { "date": "2023-12-06", "Ensemble trend": { "equity": 1.7820008627739865, "drawdown": -0.04099269633303282, "net": 0.0005871424918511003 }, "Core + trend": { "equity": 2.3489035551571553, "drawdown": -0.04973800807464668, "net": -0.00014807292847229814 }, "60/40 monthly": { "equity": 3.1274177363050617, "drawdown": -0.06754291820519598, "net": -0.0008277650891270749 }, "SPY buy & hold": { "equity": 4.445761581575386, "drawdown": -0.021860312022198403, "net": -0.004029729599363985 }, "BIL reserve": { "equity": 1.1152651702285445, "drawdown": 0.0, "net": 0.00010934707260457088 } }, { "date": "2023-12-07", "Ensemble trend": { "equity": 1.7902644543207733, "drawdown": -0.03654553538410221, "net": 0.004637254515086564 }, "Core + trend": { "equity": 2.3591428544084065, "drawdown": -0.04559564263735538, "net": 0.004359182491239455 }, "60/40 monthly": { "equity": 3.1400547378702393, "drawdown": -0.06377512554183928, "net": 0.004040714298725989 }, "SPY buy & hold": { "equity": 4.479685041160204, "drawdown": -0.014396600447799779, "net": 0.007630517058181185 }, "BIL reserve": { "equity": 1.1157531310579383, "drawdown": 0.0, "net": 0.0004375289773406177 } }, { "date": "2023-12-08", "Ensemble trend": { "equity": 1.7849819348515206, "drawdown": -0.03938839301599484, "net": -0.0029506922602989816 }, "Core + trend": { "equity": 2.3558695260019995, "drawdown": -0.04691988584217699, "net": -0.00138750750099359 }, "60/40 monthly": { "equity": 3.140324209589152, "drawdown": -0.06369478104237358, "net": 8.581752275294008e-05 }, "SPY buy & hold": { "equity": 4.4989432610011075, "drawdown": -0.01015947958548069, "net": 0.004299012020701376 }, "BIL reserve": { "equity": 1.1159966909979868, "drawdown": 0.0, "net": 0.00021829196196621048 } }, { "date": "2023-12-11", "Ensemble trend": { "equity": 1.780939793800088, "drawdown": -0.041563724617541764, "net": -0.0022645277089422544 }, "Core + trend": { "equity": 2.3561397539214943, "drawdown": -0.04681056363501812, "net": 0.00011470411095015898 }, "60/40 monthly": { "equity": 3.147913044554475, "drawdown": -0.06143212747235571, "net": 0.002416576906979939 }, "SPY buy & hold": { "equity": 4.516442493515853, "drawdown": -0.0063093644774729896, "net": 0.003889631742288513 }, "BIL reserve": { "equity": 1.1162405662940218, "drawdown": 0.0, "net": 0.00021852689887169596 } }, { "date": "2023-12-12", "Ensemble trend": { "equity": 1.784427987622463, "drawdown": -0.0396865070346859, "net": 0.0019586253474250803 }, "Core + trend": { "equity": 2.3627535002227935, "drawdown": -0.0441349357998253, "net": 0.0028070263193393785 }, "60/40 monthly": { "equity": 3.1593080866683616, "drawdown": -0.05803463196253078, "net": 0.0036198719445565963 }, "SPY buy & hold": { "equity": 4.537069914536071, "drawdown": -0.001770997138090591, "net": 0.0045671833638605275 }, "BIL reserve": { "equity": 1.1162405662940218, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-12-13", "Ensemble trend": { "equity": 1.8153945670147964, "drawdown": -0.023021433281241066, "net": 0.0173537848583023 }, "Core + trend": { "equity": 2.3999761330035354, "drawdown": -0.02907631276982736, "net": 0.015753921336792764 }, "60/40 monthly": { "equity": 3.2041965701697777, "drawdown": -0.04465087965914427, "net": 0.014208327352066785 }, "SPY buy & hold": { "equity": 4.599636468832297, "drawdown": 0.0, "net": 0.013790079384885079 }, "BIL reserve": { "equity": 1.116362503942039, "drawdown": 0.0, "net": 0.00010923957764963355 } }, { "date": "2023-12-14", "Ensemble trend": { "equity": 1.82479074345363, "drawdown": -0.017964756811759686, "net": 0.005175831529717678 }, "Core + trend": { "equity": 2.412386203088912, "drawdown": -0.024055749923229675, "net": 0.005170913958150614 }, "60/40 monthly": { "equity": 3.220826733268173, "drawdown": -0.03969250356103404, "net": 0.005190119499289603 }, "SPY buy & hold": { "equity": 4.614398536404754, "drawdown": 0.0, "net": 0.003209398758464266 }, "BIL reserve": { "equity": 1.1168498340594604, "drawdown": 0.0, "net": 0.00043653393561715603 } }, { "date": "2023-12-15", "Ensemble trend": { "equity": 1.8131387035050455, "drawdown": -0.024235456027873914, "net": -0.006385411582333744 }, "Core + trend": { "equity": 2.403153403877073, "drawdown": -0.027790930173958173, "net": -0.0038272475609488765 }, "60/40 monthly": { "equity": 3.2165442051680904, "drawdown": -0.04096936325539169, "net": -0.001329636287431324 }, "SPY buy & hold": { "equity": 4.606800800082125, "drawdown": -0.0016465279846740177, "net": -0.0016465279846740177 }, "BIL reserve": { "equity": 1.1172160674781606, "drawdown": 0.0, "net": 0.00032791643740437415 } }, { "date": "2023-12-18", "Ensemble trend": { "equity": 1.8212770039966695, "drawdown": -0.019855722115313168, "net": 0.00448851512346593 }, "Core + trend": { "equity": 2.4116585980380374, "drawdown": -0.02435010659166803, "net": 0.00353918070616821 }, "60/40 monthly": { "equity": 3.2248482539794234, "drawdown": -0.038493464678808986, "net": 0.002581667865154902 }, "SPY buy & hold": { "equity": 4.632714463703364, "drawdown": 0.0, "net": 0.0056250888080024986 }, "BIL reserve": { "equity": 1.1173509347216144, "drawdown": 0.0, "net": 0.00012071724295736885 } }, { "date": "2023-12-19", "Ensemble trend": { "equity": 1.8338363311690558, "drawdown": -0.013096754294886659, "net": 0.006895890710103769 }, "Core + trend": { "equity": 2.4253254370724813, "drawdown": -0.018821110879741032, "net": 0.005666987460647421 }, "60/40 monthly": { "equity": 3.2392050832582835, "drawdown": -0.034212895767983365, "net": 0.004451939486189493 }, "SPY buy & hold": { "equity": 4.660885484081372, "drawdown": 0.0, "net": 0.006080888558689379 }, "BIL reserve": { "equity": 1.1173509347216144, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-12-20", "Ensemble trend": { "equity": 1.8159478630883132, "drawdown": -0.022723669690505766, "net": -0.009754669910666869 }, "Core + trend": { "equity": 2.405423507074017, "drawdown": -0.026872547305037298, "net": -0.008205880206529126 }, "60/40 monthly": { "equity": 3.217811212448523, "drawdown": -0.04059159795157241, "net": -0.006604666966081862 }, "SPY buy & hold": { "equity": 4.5962982289032475, "drawdown": -0.013857292868214244, "net": -0.013857292868214244 }, "BIL reserve": { "equity": 1.1175957560856078, "drawdown": 0.0, "net": 0.00021910874765107557 } }, { "date": "2023-12-21", "Ensemble trend": { "equity": 1.8341943267425043, "drawdown": -0.012904094248087916, "net": 0.01004790061712435 }, "Core + trend": { "equity": 2.423703153593064, "drawdown": -0.019477414680394767, "net": 0.007599346420823494 }, "60/40 monthly": { "equity": 3.234428642585172, "drawdown": -0.0356370182571899, "net": 0.005164202944026863 }, "SPY buy & hold": { "equity": 4.639880341723616, "drawdown": -0.004506684927037097, "net": 0.009482002831388892 }, "BIL reserve": { "equity": 1.1183308508895609, "drawdown": 0.0, "net": 0.0006577465957169348 } }, { "date": "2023-12-22", "Ensemble trend": { "equity": 1.8391628780559433, "drawdown": -0.010230202726613125, "net": 0.0027088467350475653 }, "Core + trend": { "equity": 2.4280228128134826, "drawdown": -0.017729872527707746, "net": 0.0017822558897175877 }, "60/40 monthly": { "equity": 3.2372286000173287, "drawdown": -0.03480219529573181, "net": 0.0008656729647060768 }, "SPY buy & hold": { "equity": 4.649205201901669, "drawdown": -0.0025060221324028076, "net": 0.002009719969327639 }, "BIL reserve": { "equity": 1.1184528936562403, "drawdown": 0.0, "net": 0.00010912939277529787 } }, { "date": "2023-12-26", "Ensemble trend": { "equity": 1.8494930650639168, "drawdown": -0.004670876131523394, "net": 0.005616787469575613 }, "Core + trend": { "equity": 2.438254171700263, "drawdown": -0.013590719409007357, "net": 0.004213864397313749 }, "60/40 monthly": { "equity": 3.246379376220735, "drawdown": -0.03207384021360371, "net": 0.002826731545420458 }, "SPY buy & hold": { "equity": 4.66883650276884, "drawdown": 0.0, "net": 0.004222506861848441 }, "BIL reserve": { "equity": 1.1186984508508684, "drawdown": 0.0, "net": 0.00021955077055180183 } }, { "date": "2023-12-27", "Ensemble trend": { "equity": 1.8562663299400763, "drawdown": -0.001025754166881665, "net": 0.003662227776953353 }, "Core + trend": { "equity": 2.44771704904094, "drawdown": -0.009762459772142296, "net": 0.003881005290797157 }, "60/40 monthly": { "equity": 3.259767410248088, "drawdown": -0.028082123023029815, "net": 0.004123989366559666 }, "SPY buy & hold": { "equity": 4.677278157034796, "drawdown": 0.0, "net": 0.0018080852180086815 }, "BIL reserve": { "equity": 1.1186984508508684, "drawdown": 0.0, "net": 0.0 } }, { "date": "2023-12-28", "Ensemble trend": { "equity": 1.8512215709818, "drawdown": -0.00374065783909161, "net": -0.0027176913554420867 }, "Core + trend": { "equity": 2.4429059156917234, "drawdown": -0.011708830515976154, "net": -0.0019655594387847364 }, "60/40 monthly": { "equity": 3.2556909483874015, "drawdown": -0.029297542916105646, "net": -0.0012505376450696604 }, "SPY buy & hold": { "equity": 4.6790451875671595, "drawdown": 0.0, "net": 0.00037779034580309734 }, "BIL reserve": { "equity": 1.1194328098241868, "drawdown": 0.0, "net": 0.0006564405025857312 } }, { "date": "2023-12-29", "Ensemble trend": { "equity": 1.848466978160073, "drawdown": -0.005223078352936117, "net": -0.001487986562443755 }, "Core + trend": { "equity": 2.437728913901056, "drawdown": -0.013803215371837818, "net": -0.002119198188277993 }, "60/40 monthly": { "equity": 3.2467837681288487, "drawdown": -0.03195326850546132, "net": -0.002735880155628534 }, "SPY buy & hold": { "equity": 4.6654988815479586, "drawdown": -0.002895100490842628, "net": -0.002895100490842628 }, "BIL reserve": { "equity": 1.1194328098241868, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-01-02", "Ensemble trend": { "equity": 1.8381349057114245, "drawdown": -0.010783419622830914, "net": -0.005589535853614769 }, "Core + trend": { "equity": 2.4249671603273453, "drawdown": -0.018966053728818877, "net": -0.0052350995637525655 }, "60/40 monthly": { "equity": 3.230956286987749, "drawdown": -0.03667232049063962, "net": -0.004874818365320666 }, "SPY buy & hold": { "equity": 4.639389396791042, "drawdown": -0.008475188673425782, "net": -0.005596290004522109 }, "BIL reserve": { "equity": 1.1195557986588252, "drawdown": 0.0, "net": 0.00010986709837235153 } }, { "date": "2024-01-03", "Ensemble trend": { "equity": 1.8228071152803142, "drawdown": -0.019032272515993487, "net": -0.008338773385720422 }, "Core + trend": { "equity": 2.4099001949197114, "drawdown": -0.02506147834899708, "net": -0.006213265752267105 }, "60/40 monthly": { "equity": 3.2178097940202703, "drawdown": -0.04059202086388558, "net": -0.004068917001577632 }, "SPY buy & hold": { "equity": 4.601500636547289, "drawdown": -0.016572729672693964, "net": -0.008166755795484648 }, "BIL reserve": { "equity": 1.1199230832641465, "drawdown": 0.0, "net": 0.000328062795763584 } }, { "date": "2024-01-04", "Ensemble trend": { "equity": 1.820600877987409, "drawdown": -0.02021958825849257, "net": -0.0012103514817397576 }, "Core + trend": { "equity": 2.403201702605139, "drawdown": -0.027771390655003114, "net": -0.0027795725020866024 }, "60/40 monthly": { "equity": 3.203921094811089, "drawdown": -0.0447330141773723, "net": -0.004316196449830945 }, "SPY buy & hold": { "equity": 4.586678863636467, "drawdown": -0.019740421438143363, "net": -0.003221073749963388 }, "BIL reserve": { "equity": 1.120290683225454, "drawdown": 0.0, "net": 0.0003282367930448338 } }, { "date": "2024-01-05", "Ensemble trend": { "equity": 1.8211527226845652, "drawdown": -0.019922605745117727, "net": 0.0003031112990379281 }, "Core + trend": { "equity": 2.402799114161963, "drawdown": -0.02793426004787325, "net": -0.00016752170354239482 }, "60/40 monthly": { "equity": 3.202030448214956, "drawdown": -0.045296721029600695, "net": -0.0005901039820221943 }, "SPY buy & hold": { "equity": 4.592961535744622, "drawdown": -0.018397696190512014, "net": 0.0013697649857207228 }, "BIL reserve": { "equity": 1.1204129362294575, "drawdown": 0.0, "net": 0.0001091261454140291 } }, { "date": "2024-01-08", "Ensemble trend": { "equity": 1.8301276981434536, "drawdown": -0.015092604146853983, "net": 0.004928183862393576 }, "Core + trend": { "equity": 2.420606038298279, "drawdown": -0.020730369891256095, "net": 0.007410908399026361 }, "60/40 monthly": { "equity": 3.2341544238587634, "drawdown": -0.035718778103478566, "net": 0.01003237669451762 }, "SPY buy & hold": { "equity": 4.65852975272564, "drawdown": -0.004384534455027622, "net": 0.014275803633610806 }, "BIL reserve": { "equity": 1.1205357148267718, "drawdown": 0.0, "net": 0.00010958334498289979 } }, { "date": "2024-01-09", "Ensemble trend": { "equity": 1.822303212145192, "drawdown": -0.019303454644474805, "net": -0.004275377071337072 }, "Core + trend": { "equity": 2.414149610922957, "drawdown": -0.02334235348033309, "net": -0.0026672772327136496 }, "60/40 monthly": { "equity": 3.2306199427485844, "drawdown": -0.036772603405866855, "net": -0.0010928609605356243 }, "SPY buy & hold": { "equity": 4.651462558658438, "drawdown": -0.005894926807292089, "net": -0.0015170438834412048 }, "BIL reserve": { "equity": 1.1206580729494375, "drawdown": 0.0, "net": 0.00010919609348158943 } }, { "date": "2024-01-10", "Ensemble trend": { "equity": 1.82577951326401, "drawdown": -0.017432637277135066, "net": 0.0019076414373027095 }, "Core + trend": { "equity": 2.419811110216296, "drawdown": -0.021051962466210772, "net": 0.0023451319121743364 }, "60/40 monthly": { "equity": 3.2398743542539816, "drawdown": -0.034013348879080696, "net": 0.0028645930717321466 }, "SPY buy & hold": { "equity": 4.6777687926132865, "drawdown": -0.00027278961897281295, "net": 0.0056554758042457465 }, "BIL reserve": { "equity": 1.1209029994320932, "drawdown": 0.0, "net": 0.00021855594366182451 } }, { "date": "2024-01-11", "Ensemble trend": { "equity": 1.8285115800782803, "drawdown": -0.015962339431761063, "net": 0.0014963837607018249 }, "Core + trend": { "equity": 2.4238474248495603, "drawdown": -0.019419048941505923, "net": 0.0016680288044894631 }, "60/40 monthly": { "equity": 3.2456532839408587, "drawdown": -0.032290328686041425, "net": 0.0017836894444036577 }, "SPY buy & hold": { "equity": 4.675707566346279, "drawdown": -0.0007133124573680538, "net": -0.00044064304124258324 }, "BIL reserve": { "equity": 1.1215154207573943, "drawdown": 0.0, "net": 0.0005463642488345855 } }, { "date": "2024-01-12", "Ensemble trend": { "equity": 1.836516258427482, "drawdown": -0.01165451604022838, "net": 0.004377701752842578 }, "Core + trend": { "equity": 2.4309370648489157, "drawdown": -0.016550895665042087, "net": 0.002924953083544679 }, "60/40 monthly": { "equity": 3.2504276589842287, "drawdown": -0.0308668220758902, "net": 0.0014710058732991804 }, "SPY buy & hold": { "equity": 4.678946812968195, "drawdown": -2.1024502867783568e-05, "net": 0.0006927821246200949 }, "BIL reserve": { "equity": 1.121760452358712, "drawdown": 0.0, "net": 0.00021848259665668834 } }, { "date": "2024-01-16", "Ensemble trend": { "equity": 1.8157877025907614, "drawdown": -0.022809862177905593, "net": -0.011286889370894615 }, "Core + trend": { "equity": 2.4106800721004173, "drawdown": -0.02474597469982931, "net": -0.008332997608787363 }, "60/40 monthly": { "equity": 3.232924180372816, "drawdown": -0.0360855820764453, "net": -0.005384977131557611 }, "SPY buy & hold": { "equity": 4.661768999347555, "drawdown": -0.003692246500527352, "net": -0.0036712991848997234 }, "BIL reserve": { "equity": 1.1218828104813776, "drawdown": 0.0, "net": 0.00010907687323835624 } }, { "date": "2024-01-17", "Ensemble trend": { "equity": 1.799937156838645, "drawdown": -0.03134004275241131, "net": -0.00872929458080407 }, "Core + trend": { "equity": 2.3946064692331968, "drawdown": -0.03124864010066586, "net": -0.006667663226342602 }, "60/40 monthly": { "equity": 3.217832717004442, "drawdown": -0.04058518624800467, "net": -0.0046680536029871655 }, "SPY buy & hold": { "equity": 4.635855645080401, "drawdown": -0.009230417906952226, "net": -0.005558695480359699 }, "BIL reserve": { "equity": 1.1221278420826954, "drawdown": 0.0, "net": 0.00021841104884434692 } }, { "date": "2024-01-18", "Ensemble trend": { "equity": 1.813058184225202, "drawdown": -0.024278788541942098, "net": 0.007289714164022465 }, "Core + trend": { "equity": 2.4086800966757895, "drawdown": -0.02555507587668948, "net": 0.005877219335793216 }, "60/40 monthly": { "equity": 3.2326631195617184, "drawdown": -0.036163418816725135, "net": 0.004608817133005649 }, "SPY buy & hold": { "equity": 4.67708171719095, "drawdown": -0.00041963056510474495, "net": 0.008892872269286034 }, "BIL reserve": { "equity": 1.1226179052853307, "drawdown": 0.0, "net": 0.0004367267117495466 } }, { "date": "2024-01-19", "Ensemble trend": { "equity": 1.8239573959086823, "drawdown": -0.0184132338011892, "net": 0.006011506844242787 }, "Core + trend": { "equity": 2.4250894261218003, "drawdown": -0.018916590421937607, "net": 0.006812581491687952 }, "60/40 monthly": { "equity": 3.257645035707195, "drawdown": -0.028714920857454862, "net": 0.007727967691500082 }, "SPY buy & hold": { "equity": 4.73538691896909, "drawdown": 0.0, "net": 0.012466149899377665 }, "BIL reserve": { "equity": 1.1227403685266588, "drawdown": 0.0, "net": 0.00010908719765767572 } }, { "date": "2024-01-22", "Ensemble trend": { "equity": 1.8230809971035231, "drawdown": -0.01888487939498784, "net": -0.0004804930241929517 }, "Core + trend": { "equity": 2.4275268013584594, "drawdown": -0.017930536719404033, "net": 0.0010050661268012906 }, "60/40 monthly": { "equity": 3.265698211893145, "drawdown": -0.026313821356624523, "net": 0.0024720852326385323 }, "SPY buy & hold": { "equity": 4.7453991639235635, "drawdown": 0.0, "net": 0.002114345696729858 }, "BIL reserve": { "equity": 1.1228629368866485, "drawdown": 0.0, "net": 0.00010916892580481452 } }, { "date": "2024-01-23", "Ensemble trend": { "equity": 1.826662884288372, "drawdown": -0.016957239491472875, "net": 0.0019647438542444995 }, "Core + trend": { "equity": 2.430875194976533, "drawdown": -0.01657592546587905, "net": 0.0013793436250424396 }, "60/40 monthly": { "equity": 3.2684638549639815, "drawdown": -0.025489229413827252, "net": 0.0008468764997220379 }, "SPY buy & hold": { "equity": 4.759238428261069, "drawdown": 0.0, "net": 0.0029163541062502407 }, "BIL reserve": { "equity": 1.1229854001279764, "drawdown": 0.0, "net": 0.000109063392605524 } }, { "date": "2024-01-24", "Ensemble trend": { "equity": 1.8285467727208866, "drawdown": -0.01594340004626471, "net": 0.0010313279197373681 }, "Core + trend": { "equity": 2.431563998921713, "drawdown": -0.01629726600046355, "net": 0.0002833563593076516 }, "60/40 monthly": { "equity": 3.2671569953970243, "drawdown": -0.025878876899666503, "net": -0.00039983907577012534 }, "SPY buy & hold": { "equity": 4.7644417639673655, "drawdown": 0.0, "net": 0.0010933126769605561 }, "BIL reserve": { "equity": 1.1231076531319801, "drawdown": 0.0, "net": 0.00010886428620504596 } }, { "date": "2024-01-25", "Ensemble trend": { "equity": 1.8354431098104602, "drawdown": -0.012232045144250026, "net": 0.003771485199316027 }, "Core + trend": { "equity": 2.442238971681397, "drawdown": -0.011978646423216888, "net": 0.00439016730154651 }, "60/40 monthly": { "equity": 3.2835534582581376, "drawdown": -0.020990179833794476, "net": 0.0050185720748079365 }, "SPY buy & hold": { "equity": 4.790354190172264, "drawdown": 0.0, "net": 0.005438711918124506 }, "BIL reserve": { "equity": 1.1237206000505915, "drawdown": 0.0, "net": 0.0005457597202744857 } }, { "date": "2024-01-26", "Ensemble trend": { "equity": 1.8361267316448104, "drawdown": -0.011864145023782413, "net": 0.00037245601931013006 }, "Core + trend": { "equity": 2.4408706099860225, "drawdown": -0.012532224754462473, "net": -0.0005602898451956273 }, "60/40 monthly": { "equity": 3.2787411666689112, "drawdown": -0.02242499147406396, "net": -0.0014655743085659756 }, "SPY buy & hold": { "equity": 4.784269504678381, "drawdown": -0.0012701953242553188, "net": -0.0012701953242553188 }, "BIL reserve": { "equity": 1.123842747935933, "drawdown": 0.0, "net": 0.0001086995159971238 } }, { "date": "2024-01-29", "Ensemble trend": { "equity": 1.847141364826363, "drawdown": -0.005936474679179904, "net": 0.005998841469774696 }, "Core + trend": { "equity": 2.4569416615334294, "drawdown": -0.006030591504240679, "net": 0.006584147263545059 }, "60/40 monthly": { "equity": 3.3023304245400014, "drawdown": -0.015391722364907712, "net": 0.007194608135248526 }, "SPY buy & hold": { "equity": 4.822157336859881, "drawdown": 0.0, "net": 0.007919251234582703 }, "BIL reserve": { "equity": 1.1239651060585987, "drawdown": 0.0, "net": 0.00010887477175125504 } }, { "date": "2024-01-30", "Ensemble trend": { "equity": 1.8452182149440823, "drawdown": -0.00697144319220433, "net": -0.001041149269298769 }, "Core + trend": { "equity": 2.455739451394812, "drawdown": -0.006516952299483569, "net": -0.0004893116338248182 }, "60/40 monthly": { "equity": 3.302437890401918, "drawdown": -0.015359680817393362, "net": 3.254243158634651e-05 }, "SPY buy & hold": { "equity": 4.818427454659477, "drawdown": -0.0007734882833236867, "net": -0.0007734882833236867 }, "BIL reserve": { "equity": 1.124088094893237, "drawdown": 0.0, "net": 0.00010942406839431484 } }, { "date": "2024-01-31", "Ensemble trend": { "equity": 1.8349928438583436, "drawdown": -0.012474361714176041, "net": -0.005541551130877398 }, "Core + trend": { "equity": 2.44064702399299, "drawdown": -0.012622677710965924, "net": -0.006145777147999132 }, "60/40 monthly": { "equity": 3.2793685680029303, "drawdown": -0.02223792825886184, "net": -0.0069855431546602675 }, "SPY buy & hold": { "equity": 4.739803257883662, "drawdown": -0.017078264607153226, "net": -0.01631739763971818 }, "BIL reserve": { "equity": 1.1242104530159027, "drawdown": 0.0, "net": 0.00010885100840551942 } }, { "date": "2024-02-01", "Ensemble trend": { "equity": 1.8539774604444936, "drawdown": -0.002257539520782892, "net": 0.010345880448357603 }, "Core + trend": { "equity": 2.4659063242838273, "drawdown": -0.002403887349687883, "net": 0.010349427853566517 }, "60/40 monthly": { "equity": 3.3136089367255273, "drawdown": -0.012028970904679803, "net": 0.010441146828289671 }, "SPY buy & hold": { "equity": 4.801838960570376, "drawdown": -0.00421354486594494, "net": 0.013088244239574776 }, "BIL reserve": { "equity": 1.1247763067739007, "drawdown": 0.0, "net": 0.000503334368115782 } }, { "date": "2024-02-02", "Ensemble trend": { "equity": 1.8479095965724206, "drawdown": -0.0055230406170710955, "net": -0.0032728897743008467 }, "Core + trend": { "equity": 2.4635165414524596, "drawdown": -0.003370687280071838, "net": -0.0009691296087906975 }, "60/40 monthly": { "equity": 3.3185905470983212, "drawdown": -0.010543675922519147, "net": 0.0015033790854381834 }, "SPY buy & hold": { "equity": 4.852390511567149, "drawdown": 0.0, "net": 0.010527539847102307 }, "BIL reserve": { "equity": 1.125022074205853, "drawdown": 0.0, "net": 0.00021850338638196298 } }, { "date": "2024-02-05", "Ensemble trend": { "equity": 1.837783350056302, "drawdown": -0.010972613942514364, "net": -0.005479838697142636 }, "Core + trend": { "equity": 2.4492613208512597, "drawdown": -0.009137716025926612, "net": -0.0057865333401802 }, "60/40 monthly": { "equity": 3.2984215668797345, "drawdown": -0.016557170128643217, "net": -0.006077574178658951 }, "SPY buy & hold": { "equity": 4.834721753013935, "drawdown": -0.003641248269506625, "net": -0.003641248269506625 }, "BIL reserve": { "equity": 1.125022074205853, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-02-06", "Ensemble trend": { "equity": 1.8489678854162048, "drawdown": -0.0049535084963074905, "net": 0.0060858834963111175 }, "Core + trend": { "equity": 2.4614719274019, "drawdown": -0.004197847261220189, "net": 0.004985424154902551 }, "60/40 monthly": { "equity": 3.3112656975135715, "drawdown": -0.012727620775518256, "net": 0.0038940233603876884 }, "SPY buy & hold": { "equity": 4.848758075903455, "drawdown": -0.0007485868367426152, "net": 0.0029032328242613037 }, "BIL reserve": { "equity": 1.1252683672311157, "drawdown": 0.0, "net": 0.00021892283796876022 } }, { "date": "2024-02-07", "Ensemble trend": { "equity": 1.8517770007459275, "drawdown": -0.0034417459745692547, "net": 0.0015192883293861925 }, "Core + trend": { "equity": 2.468619920169247, "drawdown": -0.0013060870480544606, "net": 0.0029039505540457977 }, "60/40 monthly": { "equity": 3.3254995938371965, "drawdown": -0.008483705012548137, "net": 0.004298627058020088 }, "SPY buy & hold": { "equity": 4.889199007346789, "drawdown": 0.0, "net": 0.008340472098269824 }, "BIL reserve": { "equity": 1.125391356065754, "drawdown": 0.0, "net": 0.00010929733583542323 } }, { "date": "2024-02-08", "Ensemble trend": { "equity": 1.8488373053567289, "drawdown": -0.005023781880213463, "net": -0.0015874996762647031 }, "Core + trend": { "equity": 2.4653819380633704, "drawdown": -0.0026160307104894365, "net": -0.001311656800393468 }, "60/40 monthly": { "equity": 3.3220795333189885, "drawdown": -0.009503415175776242, "net": -0.0010284351032687766 }, "SPY buy & hold": { "equity": 4.891358298858677, "drawdown": 0.0, "net": 0.0004416452487705502 }, "BIL reserve": { "equity": 1.1258839421162794, "drawdown": 0.0, "net": 0.0004377020028369927 } }, { "date": "2024-02-09", "Ensemble trend": { "equity": 1.8509030312612798, "drawdown": -0.0039120841974443765, "net": 0.0011173108085638095 }, "Core + trend": { "equity": 2.470168826977964, "drawdown": -0.0006794681874688902, "net": 0.001941641917906578 }, "60/40 monthly": { "equity": 3.3313186569738713, "drawdown": -0.006748718807087162, "net": 0.0027811265691319864 }, "SPY buy & hold": { "equity": 4.919627384481565, "drawdown": 0.0, "net": 0.0057793937584749155 }, "BIL reserve": { "equity": 1.1260065104762693, "drawdown": 0.0, "net": 0.00010886411592259115 } }, { "date": "2024-02-12", "Ensemble trend": { "equity": 1.8515857198327084, "drawdown": -0.003544686324745916, "net": 0.0003688408089987938 }, "Core + trend": { "equity": 2.4707624952004985, "drawdown": -0.00043929640755480115, "net": 0.00024033507995535608 }, "60/40 monthly": { "equity": 3.3316824628940034, "drawdown": -0.006640248038155994, "net": 0.0001092077815403325 }, "SPY buy & hold": { "equity": 4.917468092969678, "drawdown": -0.0004389136296578666, "net": -0.0004389136296578666 }, "BIL reserve": { "equity": 1.1262525932642078, "drawdown": 0.0, "net": 0.00021854472922577806 } }, { "date": "2024-02-13", "Ensemble trend": { "equity": 1.8258664841697319, "drawdown": -0.017385832735377527, "net": -0.013890383462938138 }, "Core + trend": { "equity": 2.4379888858681693, "drawdown": -0.013698042267232702, "net": -0.013264572938917696 }, "60/40 monthly": { "equity": 3.2894434888960484, "drawdown": -0.01923403427109871, "net": -0.012677971105705121 }, "SPY buy & hold": { "equity": 4.84973965641452, "drawdown": -0.01420589865962174, "net": -0.01377303020064069 }, "BIL reserve": { "equity": 1.1262525932642078, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-02-14", "Ensemble trend": { "equity": 1.8374823041208048, "drawdown": -0.011134625789372632, "net": 0.006361812351440843 }, "Core + trend": { "equity": 2.4542157053071407, "drawdown": -0.00713339225048959, "net": 0.006655821744319779 }, "60/40 monthly": { "equity": 3.312391092570494, "drawdown": -0.012392077947816604, "net": 0.006976135553599994 }, "SPY buy & hold": { "equity": 4.8938120954592925, "drawdown": -0.005247407375547297, "net": 0.00908758864746062 }, "BIL reserve": { "equity": 1.1264985709334845, "drawdown": 0.0, "net": 0.0002184036429728753 } }, { "date": "2024-02-15", "Ensemble trend": { "equity": 1.8500259895188462, "drawdown": -0.004384075796430076, "net": 0.0068265611973028495 }, "Core + trend": { "equity": 2.4690010877331443, "drawdown": -0.001151883590985725, "net": 0.006024483664590186 }, "60/40 monthly": { "equity": 3.3298588362785724, "drawdown": -0.007183972508465142, "net": 0.005273454498551766 }, "SPY buy & hold": { "equity": 4.927578712523118, "drawdown": 0.0, "net": 0.006899859742297121 }, "BIL reserve": { "equity": 1.127114145818648, "drawdown": 0.0, "net": 0.0005464497701523907 } }, { "date": "2024-02-16", "Ensemble trend": { "equity": 1.849001528369795, "drawdown": -0.004935403096425928, "net": -0.0005537550039056427 }, "Core + trend": { "equity": 2.4624213922880682, "drawdown": -0.003813735962988174, "net": -0.002664922051985319 }, "60/40 monthly": { "equity": 3.3140929453170447, "drawdown": -0.01188466103728647, "net": -0.004734702501427379 }, "SPY buy & hold": { "equity": 4.903038271684295, "drawdown": -0.004980223000082273, "net": -0.004980223000082273 }, "BIL reserve": { "equity": 1.1273598081319383, "drawdown": 0.0, "net": 0.00021795690720538552 } }, { "date": "2024-02-20", "Ensemble trend": { "equity": 1.8518837320282855, "drawdown": -0.0033843071250999612, "net": 0.0015587892244912638 }, "Core + trend": { "equity": 2.4610295602645222, "drawdown": -0.004376809345978505, "net": -0.0005652290172206698 }, "60/40 monthly": { "equity": 3.305239176300488, "drawdown": -0.014524461766247554, "net": -0.0026715512095301097 }, "SPY buy & hold": { "equity": 4.8760455810152825, "drawdown": -0.010458104175356642, "net": -0.005505298790935309 }, "BIL reserve": { "equity": 1.1274830072039006, "drawdown": 0.0, "net": 0.00010928105745278138 } }, { "date": "2024-02-21", "Ensemble trend": { "equity": 1.8516119489740273, "drawdown": -0.003530570765871044, "net": -0.0001467603227771619 }, "Core + trend": { "equity": 2.459950249288559, "drawdown": -0.004813450601714009, "net": -0.0004385607525358992 }, "60/40 monthly": { "equity": 3.302884584791437, "drawdown": -0.015226496387929278, "net": -0.00071238158071385 }, "SPY buy & hold": { "equity": 4.880463157346193, "drawdown": -0.009561603766406579, "net": 0.0009059751918871761 }, "BIL reserve": { "equity": 1.1276062062758632, "drawdown": 0.0, "net": 0.00010926911640818382 } }, { "date": "2024-02-22", "Ensemble trend": { "equity": 1.867175597058061, "drawdown": 0.0, "net": 0.008405458872015714 }, "Core + trend": { "equity": 2.4856994979797284, "drawdown": 0.0, "net": 0.0104673859557185 }, "60/40 monthly": { "equity": 3.3444705814252367, "drawdown": -0.0028273990065558197, "net": 0.012590811324527662 }, "SPY buy & hold": { "equity": 4.981466028616264, "drawdown": 0.0, "net": 0.020695345505895135 }, "BIL reserve": { "equity": 1.128221045330392, "drawdown": 0.0, "net": 0.0005452604385352 } }, { "date": "2024-02-23", "Ensemble trend": { "equity": 1.872386998920972, "drawdown": 0.0, "net": 0.002791061467985134 }, "Core + trend": { "equity": 2.4919203758534043, "drawdown": 0.0, "net": 0.002502666906732731 }, "60/40 monthly": { "equity": 3.351853348362743, "drawdown": -0.0006261857710475605, "net": 0.0022074545904242626 }, "SPY buy & hold": { "equity": 4.984901715082025, "drawdown": 0.0, "net": 0.0006896938463547553 }, "BIL reserve": { "equity": 1.1283443495210168, "drawdown": 0.0, "net": 0.00010929080886667997 } }, { "date": "2024-02-26", "Ensemble trend": { "equity": 1.867912100851269, "drawdown": -0.0023899429296838637, "net": -0.0023899429296838637 }, "Core + trend": { "equity": 2.48543921564632, "drawdown": -0.002600869702694575, "net": -0.002600869702694575 }, "60/40 monthly": { "equity": 3.3424168842665143, "drawdown": -0.0034397202955485096, "net": -0.0028152974236889117 }, "SPY buy & hold": { "equity": 4.966644565059528, "drawdown": -0.0036624894663941365, "net": -0.0036624894663941365 }, "BIL reserve": { "equity": 1.1283443495210168, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-02-27", "Ensemble trend": { "equity": 1.8688042277373513, "drawdown": -0.0019134779218641373, "net": 0.00047760646000205575 }, "Core + trend": { "equity": 2.4863305892079484, "drawdown": -0.00224316422772608, "net": 0.0003586382463176552 }, "60/40 monthly": { "equity": 3.3432858833846617, "drawdown": -0.0031806233503646197, "net": 0.0002599912423366657 }, "SPY buy & hold": { "equity": 4.975871050638615, "drawdown": -0.0018116033092665518, "net": 0.0018576899269167058 }, "BIL reserve": { "equity": 1.128590327190293, "drawdown": 0.0, "net": 0.00021799876020200948 } }, { "date": "2024-02-28", "Ensemble trend": { "equity": 1.8662797574931658, "drawdown": -0.0032617409922873764, "net": -0.0013508478880327468 }, "Core + trend": { "equity": 2.485448412056853, "drawdown": -0.0025971792113681502, "net": -0.00035481088272182326 }, "60/40 monthly": { "equity": 3.3453097298555488, "drawdown": -0.0025772022108293546, "net": 0.0006053465188080587 }, "SPY buy & hold": { "equity": 4.969294492149904, "drawdown": -0.0031308988269320714, "net": -0.0013216898954540035 }, "BIL reserve": { "equity": 1.1287132109062692, "drawdown": 0.0, "net": 0.0001088824819914791 } }, { "date": "2024-02-29", "Ensemble trend": { "equity": 1.872268377249885, "drawdown": -6.335318027494985e-05, "net": 0.0032088542635018147 }, "Core + trend": { "equity": 2.4931262020743734, "drawdown": 0.0, "net": 0.003089096510825007 }, "60/40 monthly": { "equity": 3.355280159655512, "drawdown": 0.0, "net": 0.002980420530565908 }, "SPY buy & hold": { "equity": 4.987159999901049, "drawdown": 0.0, "net": 0.0035951799152511565 }, "BIL reserve": { "equity": 1.1292052713634841, "drawdown": 0.0, "net": 0.00043594816864045427 } }, { "date": "2024-03-01", "Ensemble trend": { "equity": 1.8928763536426565, "drawdown": 0.0, "net": 0.011006956397480838 }, "Core + trend": { "equity": 2.5161384358929015, "drawdown": 0.0, "net": 0.009230272338151435 }, "60/40 monthly": { "equity": 3.380467920883699, "drawdown": 0.0, "net": 0.007506902562429474 }, "SPY buy & hold": { "equity": 5.0339801219269935, "drawdown": 0.0, "net": 0.00938813313125575 }, "BIL reserve": { "equity": 1.1295141099926869, "drawdown": 0.0, "net": 0.0002735008744954026 } }, { "date": "2024-03-04", "Ensemble trend": { "equity": 1.8975392696542308, "drawdown": 0.0, "net": 0.0024634023255671877 }, "Core + trend": { "equity": 2.5173354023033387, "drawdown": 0.0, "net": 0.0004757156416206332 }, "60/40 monthly": { "equity": 3.375327621772821, "drawdown": -0.0015205880461465204, "net": -0.0015205880461465204 }, "SPY buy & hold": { "equity": 5.0285815837931915, "drawdown": -0.0010724194381077634, "net": -0.0010724194381077634 }, "BIL reserve": { "equity": 1.1296377295392976, "drawdown": 0.0, "net": 0.00010944488919362172 } }, { "date": "2024-03-05", "Ensemble trend": { "equity": 1.8928297223080497, "drawdown": -0.0024819235214242896, "net": -0.0024819235214242896 }, "Core + trend": { "equity": 2.510155591504873, "drawdown": -0.002852147072613387, "net": -0.002852147072613387 }, "60/40 monthly": { "equity": 3.3627829686217745, "drawdown": -0.00523151015652934, "net": -0.003716573487600683 }, "SPY buy & hold": { "equity": 4.978325775301484, "drawdown": -0.01105573428530049, "net": -0.009994032642063111 }, "BIL reserve": { "equity": 1.1296377295392976, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-03-06", "Ensemble trend": { "equity": 1.9095532928122816, "drawdown": 0.0, "net": 0.008835221841212215 }, "Core + trend": { "equity": 2.5259856263349043, "drawdown": 0.0, "net": 0.0063063958599238745 }, "60/40 monthly": { "equity": 3.376337888928703, "drawdown": -0.0012217338107194387, "net": 0.004030863850985833 }, "SPY buy & hold": { "equity": 5.003551126084048, "drawdown": -0.006044719110113839, "net": 0.005067034967400463 }, "BIL reserve": { "equity": 1.1298848635138568, "drawdown": 0.0, "net": 0.00021877276944359814 } }, { "date": "2024-03-07", "Ensemble trend": { "equity": 1.9243653355122758, "drawdown": 0.0, "net": 0.0077568103261365096 }, "Core + trend": { "equity": 2.544134301349193, "drawdown": 0.0, "net": 0.007184789503581479 }, "60/40 monthly": { "equity": 3.398947230132614, "drawdown": 0.0, "net": 0.0066964095264425705 }, "SPY buy & hold": { "equity": 5.053218852460556, "drawdown": 0.0, "net": 0.009926495228075982 }, "BIL reserve": { "equity": 1.130378500751003, "drawdown": 0.0, "net": 0.00043689162771065604 } }, { "date": "2024-03-08", "Ensemble trend": { "equity": 1.9237039498732469, "drawdown": -0.00034369026859082386, "net": -0.00034369026859082386 }, "Core + trend": { "equity": 2.5397416667855954, "drawdown": -0.001726573381471086, "net": -0.001726573381471086 }, "60/40 monthly": { "equity": 3.3874765601485906, "drawdown": -0.0033747714240258686, "net": -0.0033747714240258686 }, "SPY buy & hold": { "equity": 5.022888849924746, "drawdown": -0.006002115368710204, "net": -0.006002115368710204 }, "BIL reserve": { "equity": 1.130502330534938, "drawdown": 0.0, "net": 0.00010954718605549196 } }, { "date": "2024-03-11", "Ensemble trend": { "equity": 1.922184379753045, "drawdown": -0.00113333768748769, "net": -0.0007899189063379497 }, "Core + trend": { "equity": 2.537428327470425, "drawdown": -0.0026358568709252683, "net": -0.0009108561494362011 }, "60/40 monthly": { "equity": 3.3840326861275423, "drawdown": -0.004387989278812565, "net": -0.001016648812146137 }, "SPY buy & hold": { "equity": 5.018569648192802, "drawdown": -0.006856858030378388, "net": -0.0008599039041066181 }, "BIL reserve": { "equity": 1.1306258449628865, "drawdown": 0.0, "net": 0.00010925623469537626 } }, { "date": "2024-03-12", "Ensemble trend": { "equity": 1.928880937724423, "drawdown": 0.0, "net": 0.00348382706774375 }, "Core + trend": { "equity": 2.5472502533716908, "drawdown": 0.0, "net": 0.0038708190473533133 }, "60/40 monthly": { "equity": 3.400754202222686, "drawdown": 0.0, "net": 0.004941298635705138 }, "SPY buy & hold": { "equity": 5.072555957593082, "drawdown": 0.0, "net": 0.010757309987661667 }, "BIL reserve": { "equity": 1.1309964933653947, "drawdown": 0.0, "net": 0.00032782587109547734 } }, { "date": "2024-03-13", "Ensemble trend": { "equity": 1.929696360873391, "drawdown": 0.0, "net": 0.0004227441585535896 }, "Core + trend": { "equity": 2.545781585833409, "drawdown": -0.0005765697878870046, "net": -0.0005765697878870046 }, "60/40 monthly": { "equity": 3.394566832645459, "drawdown": -0.0018194109921801926, "net": -0.0018194109921801926 }, "SPY buy & hold": { "equity": 5.064604938905614, "drawdown": -0.0015674580534821292, "net": -0.0015674580534821292 }, "BIL reserve": { "equity": 1.1309964933653947, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-03-14", "Ensemble trend": { "equity": 1.9202739512044176, "drawdown": -0.004882845747145814, "net": -0.004882845747145814 }, "Core + trend": { "equity": 2.5343612034290373, "drawdown": -0.005059985733868455, "net": -0.004486002439456405 }, "60/40 monthly": { "equity": 3.380709466990449, "drawdown": -0.00589420288568232, "net": -0.0040822191278557796 }, "SPY buy & hold": { "equity": 5.0545933126593106, "drawdown": -0.003541142785597806, "net": -0.0019767832569517196 }, "BIL reserve": { "equity": 1.1314903408398649, "drawdown": 0.0, "net": 0.0004366481040103398 } }, { "date": "2024-03-15", "Ensemble trend": { "equity": 1.9132389016288742, "drawdown": -0.00852852271383675, "net": -0.0036635655923629162 }, "Core + trend": { "equity": 2.5236766463850384, "drawdown": -0.009254531216730255, "net": -0.004215877764204401 }, "60/40 monthly": { "equity": 3.3642386911697493, "drawdown": -0.010737474360561161, "net": -0.004871987960373914 }, "SPY buy & hold": { "equity": 5.019885331115445, "drawdown": -0.010383449077342344, "net": -0.006866621980632703 }, "BIL reserve": { "equity": 1.1317372645771002, "drawdown": 0.0, "net": 0.00021822876282961978 } }, { "date": "2024-03-18", "Ensemble trend": { "equity": 1.9169611287682722, "drawdown": -0.006599604146714011, "net": 0.0019455109010322325 }, "Core + trend": { "equity": 2.530094516281446, "drawdown": -0.006735002604293272, "net": 0.002543063472731477 }, "60/40 monthly": { "equity": 3.3749489170126497, "drawdown": -0.007588106542122497, "net": 0.0031835511169322483 }, "SPY buy & hold": { "equity": 5.0497197484074094, "drawdown": -0.004501913705158733, "net": 0.005943246772398991 }, "BIL reserve": { "equity": 1.1318607790050488, "drawdown": 0.0, "net": 0.00010913701599712944 } }, { "date": "2024-03-19", "Ensemble trend": { "equity": 1.9185942134040508, "drawdown": -0.0057533131607894195, "net": 0.000851913276315619 }, "Core + trend": { "equity": 2.5370465162997324, "drawdown": -0.0040057850847016185, "net": 0.002747723444143757 }, "60/40 monthly": { "equity": 3.390224873256167, "drawdown": -0.0030961746543273216, "net": 0.0045262777657206765 }, "SPY buy & hold": { "equity": 5.077781566793482, "drawdown": 0.0, "net": 0.005557104113534939 }, "BIL reserve": { "equity": 1.1321079129796083, "drawdown": 0.0, "net": 0.00021834308524826262 } }, { "date": "2024-03-20", "Ensemble trend": { "equity": 1.9374601795353, "drawdown": 0.0, "net": 0.009833223721537498 }, "Core + trend": { "equity": 2.5577889380943506, "drawdown": 0.0, "net": 0.008175814539211235 }, "60/40 monthly": { "equity": 3.412561261776565, "drawdown": 0.0, "net": 0.006588468126878189 }, "SPY buy & hold": { "equity": 5.124747085239282, "drawdown": 0.0, "net": 0.009249219925672625 }, "BIL reserve": { "equity": 1.132231742763543, "drawdown": 0.0, "net": 0.00010937984136960566 } }, { "date": "2024-03-21", "Ensemble trend": { "equity": 1.9387940554854557, "drawdown": 0.0, "net": 0.000688466253007336 }, "Core + trend": { "equity": 2.561236874509189, "drawdown": 0.0, "net": 0.0013480144367998825 }, "60/40 monthly": { "equity": 3.419650567563473, "drawdown": 0.0, "net": 0.0020774149511435525 }, "SPY buy & hold": { "equity": 5.141682674611525, "drawdown": 0.0, "net": 0.003304668326174154 }, "BIL reserve": { "equity": 1.1326018655727408, "drawdown": 0.0, "net": 0.00032689669015484313 } }, { "date": "2024-03-22", "Ensemble trend": { "equity": 1.931760859876704, "drawdown": -0.0036276135615602723, "net": -0.0036276135615602723 }, "Core + trend": { "equity": 2.5575788903068912, "drawdown": -0.0014282100334818137, "net": -0.0014282100334818137 }, "60/40 monthly": { "equity": 3.4220567614206048, "drawdown": 0.0, "net": 0.0007036373482003366 }, "SPY buy & hold": { "equity": 5.131934927399555, "drawdown": -0.0018958282392850245, "net": -0.0018958282392850245 }, "BIL reserve": { "equity": 1.1327256953566756, "drawdown": 0.0, "net": 0.00010933213841402001 } }, { "date": "2024-03-25", "Ensemble trend": { "equity": 1.93066505876918, "drawdown": -0.004192810831700311, "net": -0.000567255052260407 }, "Core + trend": { "equity": 2.553427986944526, "drawdown": -0.003048873629136417, "net": -0.0016229815541944914 }, "60/40 monthly": { "equity": 3.4127571671283428, "drawdown": -0.0027175453069930855, "net": -0.0027175453069930855 }, "SPY buy & hold": { "equity": 5.1177572296932805, "drawdown": -0.00465323249845484, "net": -0.0027626417534210024 }, "BIL reserve": { "equity": 1.1329725139752487, "drawdown": 0.0, "net": 0.00021789796027826824 } }, { "date": "2024-03-26", "Ensemble trend": { "equity": 1.9317827526228677, "drawdown": -0.003616321621551677, "net": 0.0005789164975100736 }, "Core + trend": { "equity": 2.55359420700803, "drawdown": -0.002983975272737416, "net": 6.509682840238895e-05 }, "60/40 monthly": { "equity": 3.410827936378422, "drawdown": -0.003281308822452478, "net": -0.0005652997431233597 }, "SPY buy & hold": { "equity": 5.108303987570038, "drawdown": -0.006491782778875965, "net": -0.0018471454777877483 }, "BIL reserve": { "equity": 1.1330963437591834, "drawdown": 0.0, "net": 0.00010929637074807985 } }, { "date": "2024-03-27", "Ensemble trend": { "equity": 1.9430447814827045, "drawdown": 0.0, "net": 0.005829863034311655 }, "Core + trend": { "equity": 2.5696670428601784, "drawdown": 0.0, "net": 0.006294201250941933 }, "60/40 monthly": { "equity": 3.433458289313509, "drawdown": 0.0, "net": 0.006634856215911977 }, "SPY buy & hold": { "equity": 5.1512342913337354, "drawdown": 0.0, "net": 0.008404022914094478 }, "BIL reserve": { "equity": 1.133837220089551, "drawdown": 0.0, "net": 0.0006538511349438725 } }, { "date": "2024-03-28", "Ensemble trend": { "equity": 1.9489396416309892, "drawdown": 0.0, "net": 0.0030338261909672593 }, "Core + trend": { "equity": 2.5732046587705275, "drawdown": 0.0, "net": 0.0013766826018095646 }, "60/40 monthly": { "equity": 3.4318004457235087, "drawdown": -0.00048284949176768954, "net": -0.00048284949176768954 }, "SPY buy & hold": { "equity": 5.150248689219571, "drawdown": -0.00019133319480779676, "net": -0.00019133319480779676 }, "BIL reserve": { "equity": 1.133837220089551, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-04-01", "Ensemble trend": { "equity": 1.94965718833977, "drawdown": 0.0, "net": 0.00036817287383028585 }, "Core + trend": { "equity": 2.5679988790198696, "drawdown": -0.0020230725655320247, "net": -0.0020230725655320247 }, "60/40 monthly": { "equity": 3.4161947749378543, "drawdown": -0.005028025075879516, "net": -0.004547371280023249 }, "SPY buy & hold": { "equity": 5.141288557507494, "drawdown": -0.001930747712829528, "net": -0.001739747389447932 }, "BIL reserve": { "equity": 1.1341468996680504, "drawdown": 0.0, "net": 0.00027312525379508124 } }, { "date": "2024-04-02", "Ensemble trend": { "equity": 1.951101409864777, "drawdown": 0.0, "net": 0.0007407566487300787 }, "Core + trend": { "equity": 2.5632426267576274, "drawdown": -0.003871449547918848, "net": -0.0018521239635654885 }, "60/40 monthly": { "equity": 3.3999871974020768, "drawdown": -0.009748506925396416, "net": -0.004744336492368939 }, "SPY buy & hold": { "equity": 5.108600658137357, "drawdown": -0.00827639178984807, "net": -0.006357919615775032 }, "BIL reserve": { "equity": 1.1343951899478926, "drawdown": 0.0, "net": 0.00021892250458477314 } }, { "date": "2024-04-03", "Ensemble trend": { "equity": 1.9583194694951598, "drawdown": 0.0, "net": 0.0036994794806095577 }, "Core + trend": { "equity": 2.5694019057131983, "drawdown": -0.0014778276746731933, "net": 0.002402924674892004 }, "60/40 monthly": { "equity": 3.403826533624811, "drawdown": -0.008630294353924595, "net": 0.0011292207881452576 }, "SPY buy & hold": { "equity": 5.114212031881499, "drawdown": -0.007187065731900533, "net": 0.0010984169872829685 }, "BIL reserve": { "equity": 1.1343951899478926, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-04-04", "Ensemble trend": { "equity": 1.9457161782326384, "drawdown": -0.006435768759307958, "net": -0.006435768759307958 }, "Core + trend": { "equity": 2.5534202077082733, "drawdown": -0.007688642640538146, "net": -0.0062200070644413685 }, "60/40 monthly": { "equity": 3.3826801914981326, "drawdown": -0.014789198975686091, "net": -0.0062125205023767505 }, "SPY buy & hold": { "equity": 5.051787161756112, "drawdown": -0.019305495334376643, "net": -0.012206156048329198 }, "BIL reserve": { "equity": 1.1348918756262392, "drawdown": 0.0, "net": 0.00043784184096318235 } }, { "date": "2024-04-05", "Ensemble trend": { "equity": 1.9587271222943015, "drawdown": 0.0, "net": 0.00668696915162692 }, "Core + trend": { "equity": 2.5666376559396604, "drawdown": -0.002552071716675819, "net": 0.005176370184385215 }, "60/40 monthly": { "equity": 3.395676523155272, "drawdown": -0.011003997420277689, "net": 0.0038420219829837787 }, "SPY buy & hold": { "equity": 5.104562349914409, "drawdown": -0.009060341421054274, "net": 0.01044683524235257 }, "BIL reserve": { "equity": 1.135139745431433, "drawdown": 0.0, "net": 0.00021840829995989353 } }, { "date": "2024-04-08", "Ensemble trend": { "equity": 1.9658290283884425, "drawdown": 0.0, "net": 0.003625776154986937 }, "Core + trend": { "equity": 2.5703720379064006, "drawdown": -0.0011008144472582915, "net": 0.0014549704583730616 }, "60/40 monthly": { "equity": 3.3939150550772883, "drawdown": -0.01151702770332097, "net": -0.0005187384799382189 }, "SPY buy & hold": { "equity": 5.107418306825261, "drawdown": -0.00850591955838409, "net": 0.0005594910425377186 }, "BIL reserve": { "equity": 1.13526368033403, "drawdown": 0.0, "net": 0.00010918030409534651 } }, { "date": "2024-04-09", "Ensemble trend": { "equity": 1.9720596943962094, "drawdown": 0.0, "net": 0.0031694851982497774 }, "Core + trend": { "equity": 2.5771172117583894, "drawdown": 0.0, "net": 0.002624201381167701 }, "60/40 monthly": { "equity": 3.4015074849437235, "drawdown": -0.009305720843975629, "net": 0.002237071271149471 }, "SPY buy & hold": { "equity": 5.11332542307447, "drawdown": -0.007359181531121917, "net": 0.0011565757677054478 }, "BIL reserve": { "equity": 1.135387825473951, "drawdown": 0.0, "net": 0.00010935357315799976 } }, { "date": "2024-04-10", "Ensemble trend": { "equity": 1.9495223491285023, "drawdown": -0.011428328124016285, "net": -0.011428328124016285 }, "Core + trend": { "equity": 2.5483126748511813, "drawdown": -0.011177037961558, "net": -0.011177037961558 }, "60/40 monthly": { "equity": 3.3631762376434606, "drawdown": -0.02046975549078267, "net": -0.011268899883340122 }, "SPY buy & hold": { "equity": 5.062125775270046, "drawdown": -0.01729847858281308, "net": -0.01001298442171894 }, "BIL reserve": { "equity": 1.135636115753793, "drawdown": 0.0, "net": 0.0002186832325232757 } }, { "date": "2024-04-11", "Ensemble trend": { "equity": 1.9646500224643793, "drawdown": -0.0037573263897059395, "net": 0.007759681925492812 }, "Core + trend": { "equity": 2.563184788126544, "drawdown": -0.005406204874297882, "net": 0.005836062984787116 }, "60/40 monthly": { "equity": 3.3770380028922395, "drawdown": -0.016432495072642994, "net": 0.004121629159253182 }, "SPY buy & hold": { "equity": 5.100329148618039, "drawdown": -0.009882125299821354, "net": 0.007546903226827606 }, "BIL reserve": { "equity": 1.1360083409362323, "drawdown": 0.0, "net": 0.0003277680035669306 } }, { "date": "2024-04-12", "Ensemble trend": { "equity": 1.9375700958516835, "drawdown": -0.017489125021180274, "net": -0.013783588070677144 }, "Core + trend": { "equity": 2.537494369580913, "drawdown": -0.015374870027910381, "net": -0.010022850738127254 }, "60/40 monthly": { "equity": 3.353456798404826, "drawdown": -0.02330055709652401, "net": -0.00698280696492537 }, "SPY buy & hold": { "equity": 5.029928820832484, "drawdown": -0.023548816388594962, "net": -0.013803095003119714 }, "BIL reserve": { "equity": 1.1361321707201673, "drawdown": 0.0, "net": 0.00010900429114180099 } }, { "date": "2024-04-15", "Ensemble trend": { "equity": 1.9351301903835174, "drawdown": -0.01872636214696266, "net": -0.0012592604899249737 }, "Core + trend": { "equity": 2.5232939946600705, "drawdown": -0.020885048166511044, "net": -0.0055962192827201385 }, "60/40 monthly": { "equity": 3.3193560911729327, "drawdown": -0.03323244045099205, "net": -0.010168822585731374 }, "SPY buy & hold": { "equity": 4.966912775051046, "drawdown": -0.03578200987533908, "net": -0.01252821819673533 }, "BIL reserve": { "equity": 1.1363802507626852, "drawdown": 0.0, "net": 0.00021835491407729002 } }, { "date": "2024-04-16", "Ensemble trend": { "equity": 1.9250899820432144, "drawdown": -0.0238175915701051, "net": -0.0051883890759377715 }, "Core + trend": { "equity": 2.513845990475419, "drawdown": -0.02455116166012472, "net": -0.003744313664854726 }, "60/40 monthly": { "equity": 3.3106108960751035, "drawdown": -0.03577949195444219, "net": -0.002634605886691399 }, "SPY buy & hold": { "equity": 4.957854578094089, "drawdown": -0.03754046162586355, "net": -0.0018237076766189908 }, "BIL reserve": { "equity": 1.1365043959026064, "drawdown": 0.0, "net": 0.00010924612587892568 } }, { "date": "2024-04-17", "Ensemble trend": { "equity": 1.9203779151754636, "drawdown": -0.026207005481428514, "net": -0.002447712528610868 }, "Core + trend": { "equity": 2.509398233971279, "drawdown": -0.026277026701825967, "net": -0.0017693034979040512 }, "60/40 monthly": { "equity": 3.3066719088765204, "drawdown": -0.036926728025677646, "net": -0.0011898067523589129 }, "SPY buy & hold": { "equity": 4.928512652505122, "drawdown": -0.04323655773205892, "net": -0.005918270721091967 }, "BIL reserve": { "equity": 1.1366284359238654, "drawdown": 0.0, "net": 0.00010914169950093644 } }, { "date": "2024-04-18", "Ensemble trend": { "equity": 1.920539031511231, "drawdown": -0.026125305958728973, "net": 8.38982444517633e-05 }, "Core + trend": { "equity": 2.506095631248923, "drawdown": -0.02755853718465817, "net": -0.0013160935070593016 }, "60/40 monthly": { "equity": 3.2980404033840256, "drawdown": -0.03944066725696527, "net": -0.0026103301840513238 }, "SPY buy & hold": { "equity": 4.918371097543203, "drawdown": -0.04520531985553311, "net": -0.0020577313435047317 }, "BIL reserve": { "equity": 1.1372487411488228, "drawdown": 0.0, "net": 0.0005457414273233319 } }, { "date": "2024-04-19", "Ensemble trend": { "equity": 1.9170004891462717, "drawdown": -0.027919644322326298, "net": -0.001842473548780088 }, "Core + trend": { "equity": 2.4979770716541636, "drawdown": -0.030708785670725325, "net": -0.0032395250578340917 }, "60/40 monthly": { "equity": 3.2821005396750773, "drawdown": -0.04408317704325293, "net": -0.004833131726522444 }, "SPY buy & hold": { "equity": 4.875442031195844, "drawdown": -0.053539063560334554, "net": -0.008728309738320394 }, "BIL reserve": { "equity": 1.137372886288744, "drawdown": 0.0, "net": 0.0001091626971561066 } }, { "date": "2024-04-22", "Ensemble trend": { "equity": 1.918839030603356, "drawdown": -0.02698734928972224, "net": 0.0009590719811987114 }, "Core + trend": { "equity": 2.505731368238317, "drawdown": -0.02769988233145404, "net": 0.003104230487999793 }, "60/40 monthly": { "equity": 3.30066429410612, "drawdown": -0.038676455054282854, "net": 0.005656059041043493 }, "SPY buy & hold": { "equity": 4.920340755001111, "drawdown": -0.04482295373772305, "net": 0.009209159603986716 }, "BIL reserve": { "equity": 1.1376206509752758, "drawdown": 0.0, "net": 0.00021783945223119439 } }, { "date": "2024-04-23", "Ensemble trend": { "equity": 1.9309909155141982, "drawdown": -0.020825322376757605, "net": 0.006332936070734929 }, "Core + trend": { "equity": 2.5230052610728286, "drawdown": -0.020997085595745868, "net": 0.006893752879286508 }, "60/40 monthly": { "equity": 3.32630015295954, "drawdown": -0.031209971790685187, "net": 0.007766878594468674 }, "SPY buy & hold": { "equity": 4.978728554319891, "drawdown": -0.03348823354900843, "net": 0.011866617014163694 }, "BIL reserve": { "equity": 1.1377451114711834, "drawdown": 0.0, "net": 0.00010940421642380294 } }, { "date": "2024-04-24", "Ensemble trend": { "equity": 1.9297710013839433, "drawdown": -0.02144392136426354, "net": -0.0006317554994451635 }, "Core + trend": { "equity": 2.5202184938469743, "drawdown": -0.022078436189013062, "net": -0.0011045427724034607 }, "60/40 monthly": { "equity": 3.3214193759718293, "drawdown": -0.03263150558444117, "net": -0.0014673290933676642 }, "SPY buy & hold": { "equity": 4.976365089112037, "drawdown": -0.033947048868635754, "net": -0.00047471260625420175 }, "BIL reserve": { "equity": 1.1377451114711834, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-04-25", "Ensemble trend": { "equity": 1.9286802444997342, "drawdown": -0.021997026773450057, "net": -0.0005652260726412006 }, "Core + trend": { "equity": 2.5146527107903665, "drawdown": -0.024238129598072478, "net": -0.002208452588613574 }, "60/40 monthly": { "equity": 3.308773010278441, "drawdown": -0.0363147790154158, "net": -0.003807518491906081 }, "SPY buy & hold": { "equity": 4.957460460990057, "drawdown": -0.03761697088204219, "net": -0.003798882876045795 }, "BIL reserve": { "equity": 1.1383653115774788, "drawdown": 0.0, "net": 0.0005451134002179003 } }, { "date": "2024-04-26", "Ensemble trend": { "equity": 1.942607723167933, "drawdown": -0.014934624601865232, "net": 0.0072212481607139 }, "Core + trend": { "equity": 2.5319247273796344, "drawdown": -0.01753606090268589, "net": 0.006868549488028286 }, "60/40 monthly": { "equity": 3.3315379318825067, "drawdown": -0.02968446063498864, "net": 0.00688017024236709 }, "SPY buy & hold": { "equity": 5.004426907498111, "drawdown": -0.028499457709117992, "net": 0.009473892303857978 }, "BIL reserve": { "equity": 1.1383653115774788, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-04-29", "Ensemble trend": { "equity": 1.949405419400458, "drawdown": -0.011487621323089559, "net": 0.0034992634650086174 }, "Core + trend": { "equity": 2.5407440039482947, "drawdown": -0.014113912880693968, "net": 0.0034832301581839697 }, "60/40 monthly": { "equity": 3.3439791478226293, "drawdown": -0.026060937384729477, "net": 0.0037343761933674724 }, "SPY buy & hold": { "equity": 5.022150112370249, "drawdown": -0.025058883301164014, "net": 0.0035415053910734517 }, "BIL reserve": { "equity": 1.138613601857321, "drawdown": 0.0, "net": 0.00021811124892612277 } }, { "date": "2024-04-30", "Ensemble trend": { "equity": 1.921729426322443, "drawdown": -0.025521675746826844, "net": -0.014197145859236926 }, "Core + trend": { "equity": 2.5085813760996976, "drawdown": -0.026593992444732262, "net": -0.012658743973661513 }, "60/40 monthly": { "equity": 3.3053260545912235, "drawdown": -0.03731871015328536, "net": -0.011559011441974465 }, "SPY buy & hold": { "equity": 4.942593213028769, "drawdown": -0.040503123427326315, "net": -0.015841202983065017 }, "BIL reserve": { "equity": 1.138737431641256, "drawdown": 0.0, "net": 0.00010875487850570131 } }, { "date": "2024-05-01", "Ensemble trend": { "equity": 1.9243726209376535, "drawdown": -0.024181353938759198, "net": 0.0013754249578561417 }, "Core + trend": { "equity": 2.5097732279223686, "drawdown": -0.026131517623162903, "net": 0.00047510989040500107 }, "60/40 monthly": { "equity": 3.303797442208307, "drawdown": -0.037763920857511346, "net": -0.00046246946826700164 }, "SPY buy & hold": { "equity": 4.926543304401301, "drawdown": -0.04361886379550761, "net": -0.0032472647324405246 }, "BIL reserve": { "equity": 1.1389615446288188, "drawdown": 0.0, "net": 0.00019680830833834762 } }, { "date": "2024-05-02", "Ensemble trend": { "equity": 1.943478276210333, "drawdown": -0.014493181046746795, "net": 0.009928251454424775 }, "Core + trend": { "equity": 2.530769218832709, "drawdown": -0.01798443342592737, "net": 0.008365692436571814 }, "60/40 monthly": { "equity": 3.3287306604872318, "drawdown": -0.03050208274037791, "net": 0.007546836243767618 }, "SPY buy & hold": { "equity": 4.972623451456409, "drawdown": -0.03467340636744387, "net": 0.009353444029192026 }, "BIL reserve": { "equity": 1.1395844778203283, "drawdown": 0.0, "net": 0.0005469308375223303 } }, { "date": "2024-05-03", "Ensemble trend": { "equity": 1.9576385530416769, "drawdown": -0.007312730641730325, "net": 0.007286048423940095 }, "Core + trend": { "equity": 2.5519226626945417, "drawdown": -0.009776252686100162, "net": 0.008358503693034924 }, "60/40 monthly": { "equity": 3.3611691350526733, "drawdown": -0.021054327202934875, "net": 0.009744998281324913 }, "SPY buy & hold": { "equity": 5.034261324790074, "drawdown": -0.022707755059880208, "net": 0.012395443559196417 }, "BIL reserve": { "equity": 1.139709358790884, "drawdown": 0.0, "net": 0.00010958465386834426 } }, { "date": "2024-05-06", "Ensemble trend": { "equity": 1.9704763057051489, "drawdown": -0.000802911136797646, "net": 0.006557774745253875 }, "Core + trend": { "equity": 2.5687080133098976, "drawdown": -0.0032630252167513696, "net": 0.006577531075190546 }, "60/40 monthly": { "equity": 3.383623320945646, "drawdown": -0.014514511075603309, "net": 0.006680468905537751 }, "SPY buy & hold": { "equity": 5.086249206802562, "drawdown": -0.012615439495831549, "net": 0.01032681433450544 }, "BIL reserve": { "equity": 1.139709358790884, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-05-07", "Ensemble trend": { "equity": 1.9685200005630017, "drawdown": -0.0017949222547705146, "net": -0.000992808254777322 }, "Core + trend": { "equity": 2.5697805122068225, "drawdown": -0.0028468629669199386, "net": 0.00041752464327093897 }, "60/40 monthly": { "equity": 3.3892891118102217, "drawdown": -0.012864340784555894, "net": 0.0016744744692775981 }, "SPY buy & hold": { "equity": 5.0918618179630455, "drawdown": -0.011525873220438965, "net": 0.0011034872520554462 }, "BIL reserve": { "equity": 1.1398339244054536, "drawdown": 0.0, "net": 0.00010929594778597007 } }, { "date": "2024-05-08", "Ensemble trend": { "equity": 1.9663024877612307, "drawdown": -0.0029193876084675496, "net": -0.0011264873108409734 }, "Core + trend": { "equity": 2.566990110760122, "drawdown": -0.003929623748606059, "net": -0.0010858520536852767 }, "60/40 monthly": { "equity": 3.385847714161103, "drawdown": -0.013866653135292673, "net": -0.001015374473994135 }, "SPY buy & hold": { "equity": 5.092353072249703, "drawdown": -0.011430506894841153, "net": 9.647832251147292e-05 }, "BIL reserve": { "equity": 1.1400828453972682, "drawdown": 0.0, "net": 0.00021838356139869397 } }, { "date": "2024-05-09", "Ensemble trend": { "equity": 1.9809964664332484, "drawdown": 0.0, "net": 0.007472898378289683 }, "Core + trend": { "equity": 2.58252467885887, "drawdown": 0.0, "net": 0.006051666515437981 }, "60/40 monthly": { "equity": 3.4018106925793, "drawdown": -0.009217411154436084, "net": 0.004714617952671807 }, "SPY buy & hold": { "equity": 5.121694379130499, "drawdown": -0.005734530897368195, "net": 0.005761836711733359 }, "BIL reserve": { "equity": 1.1407058837074397, "drawdown": 0.0, "net": 0.000546485119644391 } }, { "date": "2024-05-10", "Ensemble trend": { "equity": 1.986149355320042, "drawdown": 0.0, "net": 0.002601160059649832 }, "Core + trend": { "equity": 2.585223048039459, "drawdown": 0.0, "net": 0.0010448570744274743 }, "60/40 monthly": { "equity": 3.4003159006745824, "drawdown": -0.009652771592444043, "net": -0.0004394106667894304 }, "SPY buy & hold": { "equity": 5.128292901759232, "drawdown": -0.004453571372806664, "net": 0.0012883475936438238 }, "BIL reserve": { "equity": 1.1407058837074397, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-05-13", "Ensemble trend": { "equity": 1.9843536757982283, "drawdown": -0.0009041009514232368, "net": -0.0009041009514232368 }, "Core + trend": { "equity": 2.5844659345138017, "drawdown": -0.00029286197422373483, "net": -0.00029286197422373483 }, "60/40 monthly": { "equity": 3.402139617071144, "drawdown": -0.00912161139101142, "net": 0.0005363373433038277 }, "SPY buy & hold": { "equity": 5.128981523951992, "drawdown": -0.0043198903647579945, "net": 0.00013427902928953017 }, "BIL reserve": { "equity": 1.1409549098179166, "drawdown": 0.0, "net": 0.0002183087805838202 } }, { "date": "2024-05-14", "Ensemble trend": { "equity": 1.9962088493914396, "drawdown": 0.0, "net": 0.005974324908810669 }, "Core + trend": { "equity": 2.597105684933411, "drawdown": 0.0, "net": 0.0048906624191922266 }, "60/40 monthly": { "equity": 3.415578510164754, "drawdown": -0.005207513137528097, "net": 0.003950129802485769 }, "SPY buy & hold": { "equity": 5.152513161120289, "drawdown": 0.0, "net": 0.0045879746414383415 }, "BIL reserve": { "equity": 1.141079475432486, "drawdown": 0.0, "net": 0.0001091766322205423 } }, { "date": "2024-05-15", "Ensemble trend": { "equity": 2.018178552117888, "drawdown": 0.0, "net": 0.01100571352198254 }, "Core + trend": { "equity": 2.6246747145808835, "drawdown": 0.0, "net": 0.010615289861867883 }, "60/40 monthly": { "equity": 3.4515676027873092, "drawdown": 0.0, "net": 0.010536748757334014 }, "SPY buy & hold": { "equity": 5.216317441109791, "drawdown": 0.0, "net": 0.012383137702772773 }, "BIL reserve": { "equity": 1.1412042512843796, "drawdown": 0.0, "net": 0.00010934895822778401 } }, { "date": "2024-05-16", "Ensemble trend": { "equity": 2.013422499228805, "drawdown": -0.0023566065966227345, "net": -0.0023566065966227345 }, "Core + trend": { "equity": 2.618865377163587, "drawdown": -0.002213355195988309, "net": -0.002213355195988309 }, "60/40 monthly": { "equity": 3.4446414636040634, "drawdown": -0.002006664791282864, "net": -0.002006664791282864 }, "SPY buy & hold": { "equity": 5.205584710491824, "drawdown": -0.002057530190433199, "net": -0.002057530190433199 }, "BIL reserve": { "equity": 1.1417026188613197, "drawdown": 0.0, "net": 0.00043670322501787595 } }, { "date": "2024-05-17", "Ensemble trend": { "equity": 2.0240923929437855, "drawdown": 0.0, "net": 0.0052993813862056705 }, "Core + trend": { "equity": 2.625288550315212, "drawdown": 0.0, "net": 0.002452654957996181 }, "60/40 monthly": { "equity": 3.4436493064678677, "drawdown": -0.0022941159585132542, "net": -0.0002880291451748951 }, "SPY buy & hold": { "equity": 5.213067367094908, "drawdown": -0.0006230590932347901, "net": 0.0014374286500424827 }, "BIL reserve": { "equity": 1.1418270793572272, "drawdown": 0.0, "net": 0.00010901305983823661 } }, { "date": "2024-05-20", "Ensemble trend": { "equity": 2.0250567167583813, "drawdown": 0.0, "net": 0.00047642282435211847 }, "Core + trend": { "equity": 2.6262245704394047, "drawdown": 0.0, "net": 0.00035653990266348856 }, "60/40 monthly": { "equity": 3.4441528852647716, "drawdown": -0.0021482173828929474, "net": 0.0001462340534961193 }, "SPY buy & hold": { "equity": 5.219074404713507, "drawdown": 0.0, "net": 0.001152303854064174 }, "BIL reserve": { "equity": 1.1420765259423522, "drawdown": 0.0, "net": 0.0002184626635983733 } }, { "date": "2024-05-21", "Ensemble trend": { "equity": 2.0229472301590157, "drawdown": -0.0010416926014509276, "net": -0.0010416926014509276 }, "Core + trend": { "equity": 2.6283287538717612, "drawdown": 0.0, "net": 0.000801219917001994 }, "60/40 monthly": { "equity": 3.452767361198951, "drawdown": 0.0, "net": 0.0025011886002606065 }, "SPY buy & hold": { "equity": 5.2318730019097535, "drawdown": 0.0, "net": 0.0024522733733567392 }, "BIL reserve": { "equity": 1.1422011966755836, "drawdown": 0.0, "net": 0.00010916145319472825 } }, { "date": "2024-05-22", "Ensemble trend": { "equity": 2.0074171693765686, "drawdown": -0.00871064362584828, "net": -0.007676948044376797 }, "Core + trend": { "equity": 2.6153061950648673, "drawdown": -0.004954691755249652, "net": -0.004954691755249652 }, "60/40 monthly": { "equity": 3.4449048467324044, "drawdown": -0.0022771631112198376, "net": -0.0022771631112198376 }, "SPY buy & hold": { "equity": 5.216809932812788, "drawdown": -0.002879096853357521, "net": -0.002879096853357521 }, "BIL reserve": { "equity": 1.1424499074300742, "drawdown": 0.0, "net": 0.00021774688663822594 } }, { "date": "2024-05-23", "Ensemble trend": { "equity": 1.9891407003554755, "drawdown": -0.017735807647105584, "net": -0.009104469813202454 }, "Core + trend": { "equity": 2.59596697456282, "drawdown": -0.012312683206493702, "net": -0.00739462956136494 }, "60/40 monthly": { "equity": 3.4246453434516115, "drawdown": -0.008144776292595024, "net": -0.005881005189449451 }, "SPY buy & hold": { "equity": 5.178704934063762, "drawdown": -0.010162339152074873, "net": -0.0073042720052638455 }, "BIL reserve": { "equity": 1.1431977215921394, "drawdown": 0.0, "net": 0.0006545706356153591 } }, { "date": "2024-05-24", "Ensemble trend": { "equity": 1.997683376375355, "drawdown": -0.013517320357745, "net": 0.004294656490791748 }, "Core + trend": { "equity": 2.6073605174819385, "drawdown": -0.007977782976705039, "net": 0.004388939855846097 }, "60/40 monthly": { "equity": 3.4403873451836215, "drawdown": -0.003585534361350784, "net": 0.004596680868607539 }, "SPY buy & hold": { "equity": 5.2129702299122815, "drawdown": -0.0036130028367606926, "net": 0.006616576206752711 }, "BIL reserve": { "equity": 1.1433220769693846, "drawdown": 0.0, "net": 0.00010877853838975327 } }, { "date": "2024-05-28", "Ensemble trend": { "equity": 2.0007713030735257, "drawdown": -0.011992460993255905, "net": 0.0015457538139869165 }, "Core + trend": { "equity": 2.6071956232868794, "drawdown": -0.008040520255980343, "net": -6.324180870020957e-05 }, "60/40 monthly": { "equity": 3.4345966078652017, "drawdown": -0.00526266366449879, "net": -0.0016831643467490887 }, "SPY buy & hold": { "equity": 5.216612564906689, "drawdown": -0.0029168209926911937, "net": 0.0006987062718115666 }, "BIL reserve": { "equity": 1.1431977215921392, "drawdown": -0.00010876670690640466, "net": -0.00010876670690640466 } }, { "date": "2024-05-29", "Ensemble trend": { "equity": 1.9794763688164645, "drawdown": -0.022508183383070812, "net": -0.010643362499426323 }, "Core + trend": { "equity": 2.585758380237275, "drawdown": -0.016196746153530506, "net": -0.00822233777094894 }, "60/40 monthly": { "equity": 3.413302309956964, "drawdown": -0.011429976918075013, "net": -0.006199941460220959 }, "SPY buy & hold": { "equity": 5.18008279715745, "drawdown": -0.009898979721678747, "net": -0.007002584013039881 }, "BIL reserve": { "equity": 1.1434467477026162, "drawdown": 0.0, "net": 0.00021783293106114598 } }, { "date": "2024-05-30", "Ensemble trend": { "equity": 1.9808092497610275, "drawdown": -0.02184998900583046, "net": 0.0006733502685662973 }, "Core + trend": { "equity": 2.5839419582330927, "drawdown": -0.016887840066918125, "net": -0.0007024716686853116 }, "60/40 monthly": { "equity": 3.405645709927666, "drawdown": -0.013647502522417865, "net": -0.0022431649276898336 }, "SPY buy & hold": { "equity": 5.145719745418136, "drawdown": -0.016467000720424396, "net": -0.006633687739155625 }, "BIL reserve": { "equity": 1.1436960891690793, "drawdown": 0.0, "net": 0.0002180612844140395 } }, { "date": "2024-05-31", "Ensemble trend": { "equity": 1.9840601321757472, "drawdown": -0.02024465993636937, "net": 0.0016411890317615807 }, "Core + trend": { "equity": 2.5959171291888126, "drawdown": -0.012331647871371976, "net": 0.004634458184156864 }, "60/40 monthly": { "equity": 3.4309025204073653, "drawdown": -0.006332555456036504, "net": 0.007416159116632182 }, "SPY buy & hold": { "equity": 5.192588745389478, "drawdown": -0.007508641074799649, "net": 0.009108346798924583 }, "BIL reserve": { "equity": 1.14394479992357, "drawdown": 0.0, "net": 0.00021746227590169198 } }, { "date": "2024-06-03", "Ensemble trend": { "equity": 1.9949126347569417, "drawdown": -0.014885549501888917, "net": 0.0054698455985271455 }, "Core + trend": { "equity": 2.6065877753673647, "drawdown": -0.008271788098185962, "net": 0.004110549623703275 }, "60/40 monthly": { "equity": 3.441154976224457, "drawdown": -0.003363210943485462, "net": 0.0029882678846480104 }, "SPY buy & hold": { "equity": 5.196821946685849, "drawdown": -0.006699523327708845, "net": 0.0008152390847684376 }, "BIL reserve": { "equity": 1.1441330674473622, "drawdown": 0.0, "net": 0.00016457745496545328 } }, { "date": "2024-06-04", "Ensemble trend": { "equity": 1.9865377636307857, "drawdown": -0.0190211724979511, "net": -0.004198114233296413 }, "Core + trend": { "equity": 2.6052590237932094, "drawdown": -0.008777338087774589, "net": -0.0005097666714746207 }, "60/40 monthly": { "equity": 3.450704544343936, "drawdown": -0.0005974387032835482, "net": 0.0027751055054070495 }, "SPY buy & hold": { "equity": 5.2026297602738385, "drawdown": -0.005589440268378154, "net": 0.001117570247272548 }, "BIL reserve": { "equity": 1.144383039625798, "drawdown": 0.0, "net": 0.0002184817356893909 } }, { "date": "2024-06-05", "Ensemble trend": { "equity": 2.009355353173638, "drawdown": -0.007753542631574795, "net": 0.011486109129458022 }, "Core + trend": { "equity": 2.631011675991269, "drawdown": 0.0, "net": 0.009884872084835683 }, "60/40 monthly": { "equity": 3.4808559380315423, "drawdown": 0.0, "net": 0.00873775001601551 }, "SPY buy & hold": { "equity": 5.264463454743179, "drawdown": 0.0, "net": 0.011885084528114875 }, "BIL reserve": { "equity": 1.1445083410710017, "drawdown": 0.0, "net": 0.00010949257448356065 } }, { "date": "2024-06-06", "Ensemble trend": { "equity": 2.01675817130725, "drawdown": -0.004097932360341616, "net": 0.0036841756844647744 }, "Core + trend": { "equity": 2.6356401600548667, "drawdown": 0.0, "net": 0.0017592031634954264 }, "60/40 monthly": { "equity": 3.4802540957178962, "drawdown": -0.0001729006670659894, "net": -0.0001729006670659894 }, "SPY buy & hold": { "equity": 5.264366936268723, "drawdown": -1.8333962290006944e-05, "net": -1.8333962290006944e-05 }, "BIL reserve": { "equity": 1.1446331169228954, "drawdown": 0.0, "net": 0.00010902135652135492 } }, { "date": "2024-06-07", "Ensemble trend": { "equity": 1.9890270512471753, "drawdown": -0.017791929091685255, "net": -0.013750344713912566 }, "Core + trend": { "equity": 2.6109913945110543, "drawdown": -0.009352098179934765, "net": -0.009352098179934765 }, "60/40 monthly": { "equity": 3.463716819161414, "drawdown": -0.004923823098470614, "net": -0.00475174401111389 }, "SPY buy & hold": { "equity": 5.2579664002542605, "drawdown": -0.0012341342180017811, "net": -0.0012158225465564998 }, "BIL reserve": { "equity": 1.1451339022290632, "drawdown": 0.0, "net": 0.0004375072665327995 } }, { "date": "2024-06-10", "Ensemble trend": { "equity": 1.9969885153091966, "drawdown": -0.013860452014457625, "net": 0.004002692701956745 }, "Core + trend": { "equity": 2.617438536241863, "drawdown": -0.006905959352442315, "net": 0.0024692313212375527 }, "60/40 monthly": { "equity": 3.467572473581741, "drawdown": -0.0038161488686352385, "net": 0.0011131552091665498 }, "SPY buy & hold": { "equity": 5.2742112019551515, "drawdown": 0.0, "net": 0.0030895598153888315 }, "BIL reserve": { "equity": 1.1453844000008089, "drawdown": 0.0, "net": 0.0002187497647727632 } }, { "date": "2024-06-11", "Ensemble trend": { "equity": 1.9918624260185405, "drawdown": -0.016391783235077284, "net": -0.0025669097500354843 }, "Core + trend": { "equity": 2.618614995510518, "drawdown": -0.006459593688993626, "net": 0.00044946968280834554 }, "60/40 monthly": { "equity": 3.479670193019168, "drawdown": -0.0003406475399970743, "net": 0.0034888151666894185 }, "SPY buy & hold": { "equity": 5.28691328067694, "drawdown": 0.0, "net": 0.002408337139984118 }, "BIL reserve": { "equity": 1.1455093860900267, "drawdown": 0.0, "net": 0.00010912152218733873 } }, { "date": "2024-06-12", "Ensemble trend": { "equity": 2.008562017563211, "drawdown": -0.00814530233087718, "net": 0.008383908108578808 }, "Core + trend": { "equity": 2.6387108028134145, "drawdown": 0.0, "net": 0.007674212260049718 }, "60/40 monthly": { "equity": 3.5047960246632672, "drawdown": 0.0, "net": 0.0072207508902730755 }, "SPY buy & hold": { "equity": 5.330336694851806, "drawdown": 0.0, "net": 0.00821337742262096 }, "BIL reserve": { "equity": 1.1457595685057864, "drawdown": 0.0, "net": 0.0002184027636942254 } }, { "date": "2024-06-13", "Ensemble trend": { "equity": 1.9972758876172307, "drawdown": -0.013718543738182709, "net": -0.0056190099420839745 }, "Core + trend": { "equity": 2.6362807374346002, "drawdown": -0.000920929029518347, "net": -0.000920929029518347 }, "60/40 monthly": { "equity": 3.5179110132144817, "drawdown": 0.0, "net": 0.003742011934196432 }, "SPY buy & hold": { "equity": 5.341066950637095, "drawdown": 0.0, "net": 0.002013054033838557 }, "BIL reserve": { "equity": 1.1458849750696525, "drawdown": 0.0, "net": 0.00010945277465990166 } }, { "date": "2024-06-14", "Ensemble trend": { "equity": 1.9978224104487494, "drawdown": -0.01344866347902951, "net": 0.0002736341208078308 }, "Core + trend": { "equity": 2.6383270262336254, "drawdown": -0.0001454409400908352, "net": 0.0007762029172266871 }, "60/40 monthly": { "equity": 3.52233687393202, "drawdown": 0.0, "net": 0.0012580934255908005 }, "SPY buy & hold": { "equity": 5.344318880776487, "drawdown": 0.0, "net": 0.0006088540303739176 }, "BIL reserve": { "equity": 1.1465102208717277, "drawdown": 0.0, "net": 0.0005456444718958675 } }, { "date": "2024-06-17", "Ensemble trend": { "equity": 2.005130693011146, "drawdown": -0.009839736132986832, "net": 0.003658124227746251 }, "Core + trend": { "equity": 2.646780937477648, "drawdown": 0.0, "net": 0.0032042696602669896 }, "60/40 monthly": { "equity": 3.533608296376351, "drawdown": 0.0, "net": 0.003199984228580588 }, "SPY buy & hold": { "equity": 5.386852592603476, "drawdown": 0.0, "net": 0.007958677761535249 }, "BIL reserve": { "equity": 1.146635627435594, "drawdown": 0.0, "net": 0.00010938111286162844 } }, { "date": "2024-06-18", "Ensemble trend": { "equity": 2.0146868011267838, "drawdown": -0.005120802566061955, "net": 0.004765828057465393 }, "Core + trend": { "equity": 2.657305542172513, "drawdown": 0.0, "net": 0.003976379210625103 }, "60/40 monthly": { "equity": 3.5449857567118404, "drawdown": 0.0, "net": 0.0032197853811801735 }, "SPY buy & hold": { "equity": 5.400540273439429, "drawdown": 0.0, "net": 0.002540942155118131 }, "BIL reserve": { "equity": 1.1468858098513537, "drawdown": 0.0, "net": 0.00021818824548414106 } }, { "date": "2024-06-20", "Ensemble trend": { "equity": 2.0181665607820793, "drawdown": -0.0034024508643546447, "net": 0.0017271963331220164 }, "Core + trend": { "equity": 2.6561518386660934, "drawdown": -0.00043416290980080596, "net": -0.00043416290980080596 }, "60/40 monthly": { "equity": 3.5355928918100967, "drawdown": -0.002649619926951674, "net": -0.002649619926951674 }, "SPY buy & hold": { "equity": 5.385868227905649, "drawdown": -0.0027167736542839105, "net": -0.0027167736542839105 }, "BIL reserve": { "equity": 1.1471362025044376, "drawdown": 0.0, "net": 0.0002183239612287835 } }, { "date": "2024-06-21", "Ensemble trend": { "equity": 2.005147762338897, "drawdown": -0.009831307071415663, "net": -0.0064508047532695345 }, "Core + trend": { "equity": 2.6466730591537604, "drawdown": -0.004001227126504969, "net": -0.0035686135763582927 }, "60/40 monthly": { "equity": 3.532911057809812, "drawdown": -0.0034061346732260356, "net": -0.0007585245480319358 }, "SPY buy & hold": { "equity": 5.378647903566475, "drawdown": -0.0040537369900978115, "net": -0.0013406054574014448 }, "BIL reserve": { "equity": 1.1475112658907531, "drawdown": 0.0, "net": 0.00032695628077705763 } }, { "date": "2024-06-24", "Ensemble trend": { "equity": 2.0092475523072015, "drawdown": -0.007806776136367266, "net": 0.0020446323434650804 }, "Core + trend": { "equity": 2.6473067458082458, "drawdown": -0.0037627575021323967, "net": 0.00023942762869544332 }, "60/40 monthly": { "equity": 3.526860507329137, "drawdown": -0.005112925869557028, "net": -0.001712624626453385 }, "SPY buy & hold": { "equity": 5.361163829401885, "drawdown": -0.007291204591363232, "net": -0.0032506448605784666 }, "BIL reserve": { "equity": 1.1477621841371475, "drawdown": 0.0, "net": 0.00021866299168715742 } }, { "date": "2024-06-25", "Ensemble trend": { "equity": 2.0094889027393315, "drawdown": -0.00768759407586872, "net": 0.00012011980895665353 }, "Core + trend": { "equity": 2.6508709453708983, "drawdown": -0.0024214741961341435, "net": 0.001346349291896809 }, "60/40 monthly": { "equity": 3.5364563020662634, "drawdown": -0.0024060617534015227, "net": 0.0027207752382565342 }, "SPY buy & hold": { "equity": 5.381808883604937, "drawdown": -0.003468428876758023, "net": 0.0038508530722058953 }, "BIL reserve": { "equity": 1.1477621841371475, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-06-26", "Ensemble trend": { "equity": 2.001244035470158, "drawdown": -0.011759019434449014, "net": -0.004102967305733229 }, "Core + trend": { "equity": 2.6432435712172166, "drawdown": -0.005291815612517015, "net": -0.002877308745263818 }, "60/40 monthly": { "equity": 3.531203417392266, "drawdown": -0.0038878405346142175, "net": -0.0014853526313693965 }, "SPY buy & hold": { "equity": 5.388526198202232, "drawdown": -0.002224606174364374, "net": 0.0012481518282372317 }, "BIL reserve": { "equity": 1.1478869599890411, "drawdown": 0.0, "net": 0.00010871228693365431 } }, { "date": "2024-06-27", "Ensemble trend": { "equity": 2.007777889832039, "drawdown": -0.008532515056665302, "net": 0.0032648963575030443 }, "Core + trend": { "equity": 2.6499226358939323, "drawdown": -0.002778343010019335, "net": 0.002526844196064637 }, "60/40 monthly": { "equity": 3.537640327314472, "drawdown": -0.0020720617518592555, "net": 0.0018228657942791493 }, "SPY buy & hold": { "equity": 5.397021061370773, "drawdown": -0.0006516407415687597, "net": 0.0015764724631710525 }, "BIL reserve": { "equity": 1.1481369321674768, "drawdown": 0.0, "net": 0.0002177672428982369 } }, { "date": "2024-06-28", "Ensemble trend": { "equity": 2.007038447736682, "drawdown": -0.00889766141984516, "net": -0.00036828879285000227 }, "Core + trend": { "equity": 2.6436101949928967, "drawdown": -0.00515384736992619, "net": -0.0023821227138980383 }, "60/40 monthly": { "equity": 3.521899903878163, "drawdown": -0.006512255455460858, "net": -0.004449413162433635 }, "SPY buy & hold": { "equity": 5.375783903449419, "drawdown": -0.00458405432355824, "net": -0.003934977773824122 }, "BIL reserve": { "equity": 1.1485126262657648, "drawdown": 0.0, "net": 0.0003272206369833164 } }, { "date": "2024-07-01", "Ensemble trend": { "equity": 2.0113965847132294, "drawdown": -0.006745555288455551, "net": 0.002171426751421901 }, "Core + trend": { "equity": 2.6441809986716933, "drawdown": -0.004939041932712662, "net": 0.0002159182469025911 }, "60/40 monthly": { "equity": 3.5166437749083226, "drawdown": -0.007994949415482733, "net": -0.0014924129342950287 }, "SPY buy & hold": { "equity": 5.38684702422995, "drawdown": -0.0025355332089317395, "net": 0.002057954891645286 }, "BIL reserve": { "equity": 1.1489144949109118, "drawdown": 0.0, "net": 0.0003499035499971992 } }, { "date": "2024-07-02", "Ensemble trend": { "equity": 2.0178283827647294, "drawdown": -0.003569447677111315, "net": 0.003197677723220771 }, "Core + trend": { "equity": 2.655565801495706, "drawdown": -0.0006547010304974732, "net": 0.004305606473131718 }, "60/40 monthly": { "equity": 3.536348894904583, "drawdown": -0.0024363600871752933, "net": 0.005603388132985998 }, "SPY buy & hold": { "equity": 5.42309837330287, "drawdown": 0.0, "net": 0.006729604332527339 }, "BIL reserve": { "equity": 1.1490404270680883, "drawdown": 0.0, "net": 0.00010960968612927502 } }, { "date": "2024-07-03", "Ensemble trend": { "equity": 2.037785769550149, "drawdown": 0.0, "net": 0.009890527339136312 }, "Core + trend": { "equity": 2.6752209208442213, "drawdown": 0.0, "net": 0.007401480820940165 }, "60/40 monthly": { "equity": 3.5552454994364706, "drawdown": 0.0, "net": 0.005343535124352483 }, "SPY buy & hold": { "equity": 5.4472991433565845, "drawdown": 0.0, "net": 0.004462535692299374 }, "BIL reserve": { "equity": 1.1494174877089836, "drawdown": 0.0, "net": 0.0003281526324163675 } }, { "date": "2024-07-05", "Ensemble trend": { "equity": 2.052316177342168, "drawdown": 0.0, "net": 0.007130488400272972 }, "Core + trend": { "equity": 2.6921534545340133, "drawdown": 0.0, "net": 0.006329396409044508 }, "60/40 monthly": { "equity": 3.575443954572667, "drawdown": 0.0, "net": 0.00568131093602342 }, "SPY buy & hold": { "equity": 5.47871219454327, "drawdown": 0.0, "net": 0.005766720416850335 }, "BIL reserve": { "equity": 1.1497945483498788, "drawdown": 0.0, "net": 0.00032804498359140233 } }, { "date": "2024-07-08", "Ensemble trend": { "equity": 2.0455608230112032, "drawdown": -0.0032915758329755684, "net": -0.0032915758329755684 }, "Core + trend": { "equity": 2.6888030462056363, "drawdown": -0.0012445086749175438, "net": -0.0012445086749175438 }, "60/40 monthly": { "equity": 3.578373386397101, "drawdown": 0.0, "net": 0.0008193197436887623 }, "SPY buy & hold": { "equity": 5.485033535912024, "drawdown": 0.0, "net": 0.0011538005911406746 }, "BIL reserve": { "equity": 1.1500457819522594, "drawdown": 0.0, "net": 0.00021850303842652075 } }, { "date": "2024-07-09", "Ensemble trend": { "equity": 2.0474575436873623, "drawdown": -0.002367390418905879, "net": 0.0009272374865720856 }, "Core + trend": { "equity": 2.6899689576402617, "drawdown": -0.0008114310460545227, "net": 0.0004336172693164553 }, "60/40 monthly": { "equity": 3.5784834064536937, "drawdown": 0.0, "net": 3.074582909956547e-05 }, "SPY buy & hold": { "equity": 5.490368037750272, "drawdown": 0.0, "net": 0.0009725559202733436 }, "BIL reserve": { "equity": 1.1500457819522594, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-07-10", "Ensemble trend": { "equity": 2.064195612031062, "drawdown": 0.0, "net": 0.00817505026920129 }, "Core + trend": { "equity": 2.7092711027033705, "drawdown": 0.0, "net": 0.007175601416620658 }, "60/40 monthly": { "equity": 3.601108844749188, "drawdown": 0.0, "net": 0.006322633285008372 }, "SPY buy & hold": { "equity": 5.544696183414255, "drawdown": 0.0, "net": 0.009895173746174546 }, "BIL reserve": { "equity": 1.150296805317316, "drawdown": 0.0, "net": 0.00021827249749173383 } }, { "date": "2024-07-11", "Ensemble trend": { "equity": 2.0708000699281173, "drawdown": 0.0, "net": 0.003199531022429092 }, "Core + trend": { "equity": 2.709732179493893, "drawdown": 0.0, "net": 0.0001701848109858517 }, "60/40 monthly": { "equity": 3.5915259884537996, "drawdown": -0.0026610848792757436, "net": -0.0026610848792757436 }, "SPY buy & hold": { "equity": 5.49688550960879, "drawdown": -0.008622776113230701, "net": -0.008622776113230701 }, "BIL reserve": { "equity": 1.1504227374744926, "drawdown": 0.0, "net": 0.0001094779682899727 } }, { "date": "2024-07-12", "Ensemble trend": { "equity": 2.0811526949138397, "drawdown": 0.0, "net": 0.004999335829692919 }, "Core + trend": { "equity": 2.722615348951603, "drawdown": 0.0, "net": 0.004754406931874788 }, "60/40 monthly": { "equity": 3.6081333789120342, "drawdown": 0.0, "net": 0.004624048527457347 }, "SPY buy & hold": { "equity": 5.531557915432902, "drawdown": -0.0023695199063662464, "net": 0.006307645622872116 }, "BIL reserve": { "equity": 1.1509258353912264, "drawdown": 0.0, "net": 0.0004373156930452815 } }, { "date": "2024-07-15", "Ensemble trend": { "equity": 2.0750521509496274, "drawdown": -0.0029313293441282084, "net": -0.0029313293441282084 }, "Core + trend": { "equity": 2.719523383740462, "drawdown": -0.0011356599500298437, "net": -0.0011356599500298437 }, "60/40 monthly": { "equity": 3.6095239048791274, "drawdown": 0.0, "net": 0.00038538652013819785 }, "SPY buy & hold": { "equity": 5.546770711906907, "drawdown": 0.0, "net": 0.002750182987610428 }, "BIL reserve": { "equity": 1.1511770689936067, "drawdown": 0.0, "net": 0.0002182882638090966 } }, { "date": "2024-07-16", "Ensemble trend": { "equity": 2.0929644498161393, "drawdown": 0.0, "net": 0.00863221623529542 }, "Core + trend": { "equity": 2.7382826693533198, "drawdown": 0.0, "net": 0.006898004894907661 }, "60/40 monthly": { "equity": 3.6287803351340284, "drawdown": 0.0, "net": 0.005334894784564614 }, "SPY buy & hold": { "equity": 5.579663713035265, "drawdown": 0.0, "net": 0.005930117330746665 }, "BIL reserve": { "equity": 1.1511770689936067, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-07-17", "Ensemble trend": { "equity": 2.0707923642856523, "drawdown": -0.010593627394117844, "net": -0.010593627394117844 }, "Core + trend": { "equity": 2.7132061890772126, "drawdown": -0.009157739833349443, "net": -0.009157739833349443 }, "60/40 monthly": { "equity": 3.5993870874983003, "drawdown": -0.008100034976254, "net": -0.008100034976254 }, "SPY buy & hold": { "equity": 5.501431158530804, "drawdown": -0.014021016055446589, "net": -0.014021016055446589 }, "BIL reserve": { "equity": 1.1515541296345018, "drawdown": 0.0, "net": 0.0003275435648006919 } }, { "date": "2024-07-18", "Ensemble trend": { "equity": 2.0538648357837666, "drawdown": -0.018681451582136188, "net": -0.00817442095780807 }, "Core + trend": { "equity": 2.694670067122005, "drawdown": -0.015926990562159182, "net": -0.0068318147105184135 }, "60/40 monthly": { "equity": 3.5787391112272178, "drawdown": -0.013790094545627074, "net": -0.005736525627598854 }, "SPY buy & hold": { "equity": 5.459152354469688, "drawdown": -0.02159831931878553, "net": -0.00768505555060095 }, "BIL reserve": { "equity": 1.1516797464356923, "drawdown": 0.0, "net": 0.00010908458226821516 } }, { "date": "2024-07-19", "Ensemble trend": { "equity": 2.0338354707088366, "drawdown": -0.028251305994469567, "net": -0.009752036612130088 }, "Core + trend": { "equity": 2.674824918544089, "drawdown": -0.023174287855467268, "net": -0.007364593098075245 }, "60/40 monthly": { "equity": 3.559993983510602, "drawdown": -0.01895577722284103, "net": -0.005237914006586575 }, "SPY buy & hold": { "equity": 5.422901624104938, "drawdown": -0.028095257526738915, "net": -0.006640358797656454 }, "BIL reserve": { "equity": 1.1520564917206009, "drawdown": 0.0, "net": 0.0003271267781470577 } }, { "date": "2024-07-22", "Ensemble trend": { "equity": 2.049161573915958, "drawdown": -0.020928628722780784, "net": 0.007535566877383548 }, "Core + trend": { "equity": 2.692341966592362, "drawdown": -0.016777195165102232, "net": 0.006548857806292663 }, "60/40 monthly": { "equity": 3.580500397798229, "drawdown": -0.013304728552552825, "net": 0.005760238467427126 }, "SPY buy & hold": { "equity": 5.478810569142236, "drawdown": -0.018075129448646643, "net": 0.01030978411793071 }, "BIL reserve": { "equity": 1.1523079355603059, "drawdown": 0.0, "net": 0.00021825651911333566 } }, { "date": "2024-07-23", "Ensemble trend": { "equity": 2.042862643110432, "drawdown": -0.023938202443003043, "net": -0.0030739063652694965 }, "Core + trend": { "equity": 2.687617270625679, "drawdown": -0.018502618190110454, "net": -0.0017548647331242506 }, "60/40 monthly": { "equity": 3.5782016228780402, "drawdown": -0.013938212728470512, "net": -0.0006420261596961074 }, "SPY buy & hold": { "equity": 5.470216712666559, "drawdown": -0.019615339919682673, "net": -0.0015685624401907683 }, "BIL reserve": { "equity": 1.1523079355603059, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-07-24", "Ensemble trend": { "equity": 2.014128614996254, "drawdown": -0.037667068270945014, "net": -0.014065570297192465 }, "Core + trend": { "equity": 2.6498074905880267, "drawdown": -0.03231046223076295, "net": -0.014068141491310637 }, "60/40 monthly": { "equity": 3.526503936013343, "drawdown": -0.028184786532940653, "net": -0.01444795243905661 }, "SPY buy & hold": { "equity": 5.346247394141114, "drawdown": -0.0418334026742222, "net": -0.022662597304122678 }, "BIL reserve": { "equity": 1.1526853115571873, "drawdown": 0.0, "net": 0.0003274957893073527 } }, { "date": "2024-07-25", "Ensemble trend": { "equity": 1.999212862416443, "drawdown": -0.04479368362321301, "net": -0.007405561128894678 }, "Core + trend": { "equity": 2.637212103026403, "drawdown": -0.036910201951789734, "net": -0.0047533217436972475 }, "60/40 monthly": { "equity": 3.5187978056039957, "drawdown": -0.03030840099776133, "net": -0.002185203972311145 }, "SPY buy & hold": { "equity": 5.318391914929601, "drawdown": -0.04682572490798642, "net": -0.005210286235919459 }, "BIL reserve": { "equity": 1.1526853115571873, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-07-26", "Ensemble trend": { "equity": 2.0211568767370647, "drawdown": -0.0343090266465742, "net": 0.010976327100105765 }, "Core + trend": { "equity": 2.6625758436176774, "drawdown": -0.027647556836607134, "net": 0.009617633925677715 }, "60/40 monthly": { "equity": 3.548946400774103, "drawdown": -0.022000211362194988, "net": 0.008567868015062707 }, "SPY buy & hold": { "equity": 5.377956187832867, "drawdown": -0.036150480669859486, "net": 0.011199677243803441 }, "BIL reserve": { "equity": 1.1533132904444765, "drawdown": 0.0, "net": 0.0005447964687266271 } }, { "date": "2024-07-29", "Ensemble trend": { "equity": 2.0174188278611886, "drawdown": -0.03609503351171928, "net": -0.0018494600389015181 }, "Core + trend": { "equity": 2.6615827268282226, "drawdown": -0.02801023553321136, "net": -0.00037299098609167025 }, "60/40 monthly": { "equity": 3.5526164788849135, "drawdown": -0.020988830740646613, "net": 0.0010341317383688597 }, "SPY buy & hold": { "equity": 5.381117167871329, "drawdown": -0.03558396264995134, "net": 0.0005877660449546962 }, "BIL reserve": { "equity": 1.1533132904444765, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-07-30", "Ensemble trend": { "equity": 2.0173335100919227, "drawdown": -0.03613579759123986, "net": -4.229055865234699e-05 }, "Core + trend": { "equity": 2.658779725684094, "drawdown": -0.02903387022786852, "net": -0.001053133203741785 }, "60/40 monthly": { "equity": 3.5449907613103204, "drawdown": -0.023090285463810978, "net": -0.0021465074037450016 }, "SPY buy & hold": { "equity": 5.353855029794457, "drawdown": -0.04046994493830702, "net": -0.005066259891095437 }, "BIL reserve": { "equity": 1.1534386970083428, "drawdown": 0.0, "net": 0.00010873590455018345 } }, { "date": "2024-07-31", "Ensemble trend": { "equity": 2.052509807841341, "drawdown": -0.019328872011348253, "net": 0.017437026437842507 }, "Core + trend": { "equity": 2.697896709391253, "drawdown": -0.01474864535135978, "net": 0.014712382274200797 }, "60/40 monthly": { "equity": 3.5896844203843465, "drawdown": -0.01077384441575402, "net": 0.012607553046910303 }, "SPY buy & hold": { "equity": 5.4408794273888645, "drawdown": -0.02487323480126069, "net": 0.016254530074145235 }, "BIL reserve": { "equity": 1.153690561322696, "drawdown": 0.0, "net": 0.00021835951490656313 } }, { "date": "2024-08-01", "Ensemble trend": { "equity": 2.021959357048354, "drawdown": -0.03392560861414684, "net": -0.01488443596043909 }, "Core + trend": { "equity": 2.669347126895871, "drawdown": -0.025174735694371897, "net": -0.010582162910834358 }, "60/40 monthly": { "equity": 3.5657763849663686, "drawdown": -0.017362293759600855, "net": -0.006660205360174309 }, "SPY buy & hold": { "equity": 5.363831080321009, "drawdown": -0.0386820145110226, "net": -0.014161009832344806 }, "BIL reserve": { "equity": 1.1539679694719356, "drawdown": 0.0, "net": 0.00024045282031393 } }, { "date": "2024-08-02", "Ensemble trend": { "equity": 1.9954911735040366, "drawdown": -0.04657187384174888, "net": -0.013090363786023462 }, "Core + trend": { "equity": 2.6461852708621074, "drawdown": -0.03363326931947552, "net": -0.008676974156110573 }, "60/40 monthly": { "equity": 3.5494281425674847, "drawdown": -0.021867455518938983, "net": -0.004584763774814871 }, "SPY buy & hold": { "equity": 5.263965394666652, "drawdown": -0.0565801694519823, "net": -0.018618350234918202 }, "BIL reserve": { "equity": 1.154599312156412, "drawdown": 0.0, "net": 0.0005471058999715339 } }, { "date": "2024-08-05", "Ensemble trend": { "equity": 1.9562613697932139, "drawdown": -0.06531552890682601, "net": -0.019659221865630183 }, "Core + trend": { "equity": 2.596407372339598, "drawdown": -0.05181177918612312, "net": -0.018811191744821487 }, "60/40 monthly": { "equity": 3.490969791406775, "drawdown": -0.03797709726129339, "net": -0.016469794235198676 }, "SPY buy & hold": { "equity": 5.1106591002176, "drawdown": -0.0840560716449581, "net": -0.029123727637795693 }, "BIL reserve": { "equity": 1.154599312156412, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-08-06", "Ensemble trend": { "equity": 1.9578317909418506, "drawdown": -0.0645651954987384, "net": 0.0008027665284842112 }, "Core + trend": { "equity": 2.6003019375013605, "drawdown": -0.050389513616045045, "net": 0.0014999823229793208 }, "60/40 monthly": { "equity": 3.496136204289378, "drawdown": -0.03655336465544168, "net": 0.0014799362902884194 }, "SPY buy & hold": { "equity": 5.15777682087312, "drawdown": -0.07561152676218252, "net": 0.009219499820192434 }, "BIL reserve": { "equity": 1.1548515969454134, "drawdown": 0.0, "net": 0.00021850419132007914 } }, { "date": "2024-08-07", "Ensemble trend": { "equity": 1.957224605203969, "drawdown": -0.06485530350221402, "net": -0.00031013171851168586 }, "Core + trend": { "equity": 2.5926320901997144, "drawdown": -0.05319048350402866, "net": -0.0029495987335285134 }, "60/40 monthly": { "equity": 3.477309418902283, "drawdown": -0.04174155011952552, "net": -0.005385026293883155 }, "SPY buy & hold": { "equity": 5.123302711017362, "drawdown": -0.08179005500846714, "net": -0.006683908795014792 }, "BIL reserve": { "equity": 1.155104197090401, "drawdown": 0.0, "net": 0.0002187295282405355 } }, { "date": "2024-08-08", "Ensemble trend": { "equity": 1.989008563791767, "drawdown": -0.04966920772758687, "net": 0.016239300539799606 }, "Core + trend": { "equity": 2.631290315453681, "drawdown": -0.03907279372472772, "net": 0.014910802577849935 }, "60/40 monthly": { "equity": 3.5192265462908865, "drawdown": -0.030190250917763506, "net": 0.012054471529265198 }, "SPY buy & hold": { "equity": 5.241739541090285, "drawdown": -0.06056353739662068, "net": 0.023117281322891925 }, "BIL reserve": { "equity": 1.1552304446035637, "drawdown": 0.0, "net": 0.00010929534623871362 } }, { "date": "2024-08-09", "Ensemble trend": { "equity": 1.9969961382418542, "drawdown": -0.04585281493085824, "net": 0.004015857244405341 }, "Core + trend": { "equity": 2.642134456178776, "drawdown": -0.03511259602619865, "net": 0.004121225492073943 }, "60/40 monthly": { "equity": 3.5342183936006757, "drawdown": -0.02605887730866474, "net": 0.004259983582355575 }, "SPY buy & hold": { "equity": 5.264853240890021, "drawdown": -0.0564210476358602, "net": 0.0044095475592684785 }, "BIL reserve": { "equity": 1.1554829396298893, "drawdown": 0.0, "net": 0.00021856680414300556 } }, { "date": "2024-08-12", "Ensemble trend": { "equity": 2.005245511367818, "drawdown": -0.04191133703012839, "net": 0.004130890875545967 }, "Core + trend": { "equity": 2.6501098495260695, "drawdown": -0.032200043046714866, "net": 0.003018541818961218 }, "60/40 monthly": { "equity": 3.539418973121526, "drawdown": -0.02462572924221984, "net": 0.0014714935359589898 }, "SPY buy & hold": { "equity": 5.2676201038244495, "drawdown": -0.05592516417823101, "net": 0.0005255346745356437 }, "BIL reserve": { "equity": 1.155861577050716, "drawdown": 0.0, "net": 0.0003276875909112853 } }, { "date": "2024-08-13", "Ensemble trend": { "equity": 2.0264975516889816, "drawdown": -0.031757299142370354, "net": 0.010598223609370905 }, "Core + trend": { "equity": 2.6794862170051457, "drawdown": -0.0214720171172319, "net": 0.011084962189144676 }, "60/40 monthly": { "equity": 3.579872198097808, "drawdown": -0.013477844487496227, "net": 0.011429340601800675 }, "SPY buy & hold": { "equity": 5.3542485281903165, "drawdown": -0.040399421262311996, "net": 0.016445457845939204 }, "BIL reserve": { "equity": 1.1559877194452166, "drawdown": 0.0, "net": 0.00010913278631741186 } }, { "date": "2024-08-14", "Ensemble trend": { "equity": 2.025576381416613, "drawdown": -0.032197426193954715, "net": -0.00045456273638266875 }, "Core + trend": { "equity": 2.6817236249358096, "drawdown": -0.02065493276151331, "net": 0.0008350137860251294 }, "60/40 monthly": { "equity": 3.5884650589238962, "drawdown": -0.011109869566861885, "net": 0.002400326143110476 }, "SPY buy & hold": { "equity": 5.371141736052943, "drawdown": -0.037371782190953606, "net": 0.003155103423698513 }, "BIL reserve": { "equity": 1.1561139669583795, "drawdown": 0.0, "net": 0.00010921181171674732 } }, { "date": "2024-08-15", "Ensemble trend": { "equity": 2.0437487777963663, "drawdown": -0.0235148150863701, "net": 0.008971469329161597 }, "Core + trend": { "equity": 2.7052093717667174, "drawdown": -0.0120781166812165, "net": 0.00875770590695013 }, "60/40 monthly": { "equity": 3.615181332515555, "drawdown": -0.003747540871186783, "net": 0.007445042142801395 }, "SPY buy & hold": { "equity": 5.463203655564195, "drawdown": -0.020872235937623773, "net": 0.017140102427999793 }, "BIL reserve": { "equity": 1.1562404247088667, "drawdown": 0.0, "net": 0.00010938173406871421 } }, { "date": "2024-08-16", "Ensemble trend": { "equity": 2.0607005632438264, "drawdown": -0.015415401143171303, "net": 0.008294456555339558 }, "Core + trend": { "equity": 2.720151171169526, "drawdown": -0.00662148520557071, "net": 0.005523343057565411 }, "60/40 monthly": { "equity": 3.6228717772613557, "drawdown": -0.001628248978166491, "net": 0.002127263901434695 }, "SPY buy & hold": { "equity": 5.47545222119767, "drawdown": -0.018677020192836125, "net": 0.002242011538596156 }, "BIL reserve": { "equity": 1.1568713469186944, "drawdown": 0.0, "net": 0.000545666970592773 } }, { "date": "2024-08-19", "Ensemble trend": { "equity": 2.074986052670385, "drawdown": -0.008589919980405702, "net": 0.006932346058114769 }, "Core + trend": { "equity": 2.73814840356055, "drawdown": -4.9032846123786555e-05, "net": 0.0066162618393323935 }, "60/40 monthly": { "equity": 3.6453381651286887, "drawdown": 0.0, "net": 0.006201264976679832 }, "SPY buy & hold": { "equity": 5.527805450384304, "drawdown": -0.00929415558321356, "net": 0.009561443890233168 }, "BIL reserve": { "equity": 1.1568713469186944, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-08-20", "Ensemble trend": { "equity": 2.0726403761961065, "drawdown": -0.009710663562306543, "net": -0.001130454092093447 }, "Core + trend": { "equity": 2.7372964009652816, "drawdown": -0.0003601777125044059, "net": -0.0003111601234471184 }, "60/40 monthly": { "equity": 3.6477697542873138, "drawdown": 0.0, "net": 0.0006670407650750665 }, "SPY buy & hold": { "equity": 5.518816239388256, "drawdown": -0.010905222389094194, "net": -0.0016261807830850739 }, "BIL reserve": { "equity": 1.15712384194502, "drawdown": 0.0, "net": 0.00021825678974418672 } }, { "date": "2024-08-21", "Ensemble trend": { "equity": 2.0806408098655833, "drawdown": -0.005888126743690658, "net": 0.003860020175887824 }, "Core + trend": { "equity": 2.746276859550425, "drawdown": 0.0, "net": 0.0032807768212372856 }, "60/40 monthly": { "equity": 3.6582407107668806, "drawdown": 0.0, "net": 0.002870509156248202 }, "SPY buy & hold": { "equity": 5.537781500910856, "drawdown": -0.007506225155928803, "net": 0.0034364727325479905 }, "BIL reserve": { "equity": 1.1573762318526835, "drawdown": 0.0, "net": 0.00021811831933149506 } }, { "date": "2024-08-22", "Ensemble trend": { "equity": 2.0632200301525176, "drawdown": -0.014211622020734671, "net": -0.00837279535730684 }, "Core + trend": { "equity": 2.7252989443625384, "drawdown": -0.00763867456222922, "net": -0.00763867456222922 }, "60/40 monthly": { "equity": 3.63437163717203, "drawdown": -0.006524741120670252, "net": -0.006524741120670252 }, "SPY buy & hold": { "equity": 5.494317870704965, "drawdown": -0.015295875651235802, "net": -0.00784856358069419 }, "BIL reserve": { "equity": 1.1573762318526835, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-08-23", "Ensemble trend": { "equity": 2.0897040945223417, "drawdown": -0.0015577690744263961, "net": 0.01283627726697989 }, "Core + trend": { "equity": 2.7543147473710716, "drawdown": 0.0, "net": 0.010646833100109943 }, "60/40 monthly": { "equity": 3.664076756354895, "drawdown": 0.0, "net": 0.008173385153857904 }, "SPY buy & hold": { "equity": 5.552697317463457, "drawdown": -0.004832978645076591, "net": 0.010625422141984808 }, "BIL reserve": { "equity": 1.157881327023997, "drawdown": 0.0, "net": 0.00043641398312188606 } }, { "date": "2024-08-26", "Ensemble trend": { "equity": 2.0842553649983646, "drawdown": -0.0041611241024851475, "net": -0.0026074167812848437 }, "Core + trend": { "equity": 2.7482869941521173, "drawdown": -0.002188476543832807, "net": -0.002188476543832807 }, "60/40 monthly": { "equity": 3.657067704923308, "drawdown": -0.001912910645070598, "net": -0.001912910645070598 }, "SPY buy & hold": { "equity": 5.539461293591308, "drawdown": -0.007205168897551295, "net": -0.0023837106752643278 }, "BIL reserve": { "equity": 1.1580072591811732, "drawdown": 0.0, "net": 0.00010876084987065937 } }, { "date": "2024-08-27", "Ensemble trend": { "equity": 2.0888582200590067, "drawdown": -0.0019619204509151444, "net": 0.0022083930491143544 }, "Core + trend": { "equity": 2.7523550768074063, "drawdown": -0.0007114911487643427, "net": 0.0014802248323937395 }, "60/40 monthly": { "equity": 3.6594337117673463, "drawdown": -0.0012671799463522815, "net": 0.00064696829124955 }, "SPY buy & hold": { "equity": 5.54706707312014, "drawdown": -0.005842043820485365, "net": 0.0013730179029560752 }, "BIL reserve": { "equity": 1.1582597542074988, "drawdown": 0.0, "net": 0.00021804269733527448 } }, { "date": "2024-08-28", "Ensemble trend": { "equity": 2.078867057341433, "drawdown": -0.0067356100940675345, "net": -0.004783073653170766 }, "Core + trend": { "equity": 2.7401756223337927, "drawdown": -0.005133445642250711, "net": -0.004425102915042833 }, "60/40 monthly": { "equity": 3.6460712209927415, "drawdown": -0.004914071554566912, "net": -0.0036515187395350646 }, "SPY buy & hold": { "equity": 5.514864550309052, "drawdown": -0.011613453078691438, "net": -0.005805324216672125 }, "BIL reserve": { "equity": 1.1583858966019995, "drawdown": 0.0, "net": 0.00010890682685160691 } }, { "date": "2024-08-29", "Ensemble trend": { "equity": 2.0826192456614208, "drawdown": -0.004942847526926419, "net": 0.0018049198031864222 }, "Core + trend": { "equity": 2.742060766300222, "drawdown": -0.004449012620124759, "net": 0.0006879646512669702 }, "60/40 monthly": { "equity": 3.643672145120179, "drawdown": -0.005568827454099146, "net": -0.0006579893060643105 }, "SPY buy & hold": { "equity": 5.515358898136559, "drawdown": -0.011524854938564921, "net": 8.96391603089075e-05 }, "BIL reserve": { "equity": 1.1583858966019995, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-08-30", "Ensemble trend": { "equity": 2.0854992906874528, "drawdown": -0.0035667873524284355, "net": 0.0013828956166768158 }, "Core + trend": { "equity": 2.7502786048606103, "drawdown": -0.0014653889916952378, "net": 0.00299695712851622 }, "60/40 monthly": { "equity": 3.6590856166399397, "drawdown": -0.0013621820848316313, "net": 0.004230202637853564 }, "SPY buy & hold": { "equity": 5.568007869828258, "drawdown": -0.002088986685662708, "net": 0.009545883171716785 }, "BIL reserve": { "equity": 1.1590170290491517, "drawdown": 0.0, "net": 0.0005448378204564452 } }, { "date": "2024-09-03", "Ensemble trend": { "equity": 2.0596067707376697, "drawdown": -0.015938005579311132, "net": -0.012415501681253382 }, "Core + trend": { "equity": 2.7183117779466777, "drawdown": -0.01307147974237799, "net": -0.011623123147392 }, "60/40 monthly": { "equity": 3.624012651939919, "drawdown": -0.010934297253868741, "net": -0.009585171918504498 }, "SPY buy & hold": { "equity": 5.453423735527403, "drawdown": -0.02262501541319384, "net": -0.020579018022183537 }, "BIL reserve": { "equity": 1.159473559398582, "drawdown": 0.0, "net": 0.0003938944277679379 } }, { "date": "2024-09-04", "Ensemble trend": { "equity": 2.057602557366702, "drawdown": -0.016895601094678914, "net": -0.0009731048661537622 }, "Core + trend": { "equity": 2.7180483369376005, "drawdown": -0.013167126403431872, "net": -9.69134634277724e-05 }, "60/40 monthly": { "equity": 3.6283650939789966, "drawdown": -0.00974642856865926, "net": 0.0012010007847924609 }, "SPY buy & hold": { "equity": 5.442262240147906, "drawdown": -0.024625403958729586, "net": -0.0020466950526479843 }, "BIL reserve": { "equity": 1.1596003325050555, "drawdown": 0.0, "net": 0.00010933678085689458 } }, { "date": "2024-09-05", "Ensemble trend": { "equity": 2.061380322875698, "drawdown": -0.015090617971660114, "net": 0.001836003505862216 }, "Core + trend": { "equity": 2.719837136029213, "drawdown": -0.012517672998253682, "net": 0.0006581189404555321 }, "60/40 monthly": { "equity": 3.626704790836295, "drawdown": -0.01019955858014776, "net": -0.0004575898785534882 }, "SPY buy & hold": { "equity": 5.429026216275756, "drawdown": -0.026997594211204512, "net": -0.0024320812353559873 }, "BIL reserve": { "equity": 1.1597271056115286, "drawdown": 0.0, "net": 0.00010932482763204021 } }, { "date": "2024-09-06", "Ensemble trend": { "equity": 2.041566643913621, "drawdown": -0.024557419456901597, "net": -0.009611850245293985 }, "Core + trend": { "equity": 2.6938221206492754, "drawdown": -0.02196285910298923, "net": -0.009564916603027718 }, "60/40 monthly": { "equity": 3.593095874998753, "drawdown": -0.019372105465048972, "net": -0.00926706687637291 }, "SPY buy & hold": { "equity": 5.337654156373603, "drawdown": -0.04337350225897596, "net": -0.016830285259670896 }, "BIL reserve": { "equity": 1.1603609711438947, "drawdown": 0.0, "net": 0.0005465643851032542 } }, { "date": "2024-09-09", "Ensemble trend": { "equity": 2.053923243150927, "drawdown": -0.018653545055981158, "net": 0.006052508388175282 }, "Core + trend": { "equity": 2.711721056841652, "drawdown": -0.015464351185743852, "net": 0.006644438790213147 }, "60/40 monthly": { "equity": 3.618619741703296, "drawdown": -0.012406130568296425, "net": 0.007103586320126087 }, "SPY buy & hold": { "equity": 5.39741579718297, "drawdown": -0.032662885296568134, "net": 0.011196236972005114 }, "BIL reserve": { "equity": 1.1603609711438947, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-09-10", "Ensemble trend": { "equity": 2.0568904049635637, "drawdown": -0.01723586124730625, "net": 0.0014446313037894676 }, "Core + trend": { "equity": 2.719530868860768, "drawdown": -0.01262886841219013, "net": 0.00288002042076263 }, "60/40 monthly": { "equity": 3.634242871218982, "drawdown": -0.008142265328958898, "net": 0.004317427812498664 }, "SPY buy & hold": { "equity": 5.420924851503076, "drawdown": -0.028449539200963048, "net": 0.004355612982860579 }, "BIL reserve": { "equity": 1.1607410802259903, "drawdown": 0.0, "net": 0.0003275783067064886 } }, { "date": "2024-09-11", "Ensemble trend": { "equity": 2.0640124260459287, "drawdown": -0.01383302223444538, "net": 0.0034625185013157367 }, "Core + trend": { "equity": 2.732185449476989, "drawdown": -0.00803441143217376, "net": 0.004653221907174876 }, "60/40 monthly": { "equity": 3.654931858587916, "drawdown": -0.0024958259269863836, "net": 0.005692791621819904 }, "SPY buy & hold": { "equity": 5.476538672743477, "drawdown": -0.01848230387986749, "net": 0.01025910204694691 }, "BIL reserve": { "equity": 1.1607410802259903, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-09-12", "Ensemble trend": { "equity": 2.07676308006225, "drawdown": -0.007740871927047199, "net": 0.006177605258291807 }, "Core + trend": { "equity": 2.7466376500557956, "drawdown": -0.0027872984823552605, "net": 0.005289611867881572 }, "60/40 monthly": { "equity": 3.670533458001195, "drawdown": 0.0, "net": 0.00426864303273411 }, "SPY buy & hold": { "equity": 5.522668935160323, "drawdown": -0.010214733504779194, "net": 0.008423251468383519 }, "BIL reserve": { "equity": 1.1608680635697877, "drawdown": 0.0, "net": 0.00010939850924618355 } }, { "date": "2024-09-13", "Ensemble trend": { "equity": 2.0854090996571024, "drawdown": -0.003609879833219587, "net": 0.004163219039214461 }, "Core + trend": { "equity": 2.7577275460551456, "drawdown": 0.0, "net": 0.004037626149603346 }, "60/40 monthly": { "equity": 3.6847248129137857, "drawdown": 0.0, "net": 0.003866292209285138 }, "SPY buy & hold": { "equity": 5.551511253902341, "drawdown": -0.005045547649610849, "net": 0.005222532634247212 }, "BIL reserve": { "equity": 1.161502034220816, "drawdown": 0.0, "net": 0.0005461177466443701 } }, { "date": "2024-09-16", "Ensemble trend": { "equity": 2.0917269339868887, "drawdown": -0.0005912741754210415, "net": 0.0030295419401522583 }, "Core + trend": { "equity": 2.7645742432106335, "drawdown": 0.0, "net": 0.0024827315393363136 }, "60/40 monthly": { "equity": 3.691911350864429, "drawdown": 0.0, "net": 0.0019503594747309894 }, "SPY buy & hold": { "equity": 5.559711611982156, "drawdown": -0.0035758608545702897, "net": 0.0014771397741561998 }, "BIL reserve": { "equity": 1.1617553701964383, "drawdown": 0.0, "net": 0.0002181106602987537 } }, { "date": "2024-09-17", "Ensemble trend": { "equity": 2.08718841354952, "drawdown": -0.0027597393100140533, "net": -0.002169748050582565 }, "Core + trend": { "equity": 2.760919416738523, "drawdown": -0.0013220214581270984, "net": -0.0013220214581270984 }, "60/40 monthly": { "equity": 3.6900465436135694, "drawdown": -0.0005051061831218284, "net": -0.0005051061831218284 }, "SPY buy & hold": { "equity": 5.561983508380909, "drawdown": -0.003168686423350442, "net": 0.00040863565546400693 }, "BIL reserve": { "equity": 1.1618822484215734, "drawdown": 0.0, "net": 0.00010921251443307689 } }, { "date": "2024-09-18", "Ensemble trend": { "equity": 2.078393384251681, "drawdown": -0.006961926928925277, "net": -0.004213816654377478 }, "Core + trend": { "equity": 2.7502503704178696, "drawdown": -0.00518122196498827, "net": -0.003864309206553118 }, "60/40 monthly": { "equity": 3.6770141234014537, "drawdown": -0.0040350989087228895, "net": -0.003531776647823226 }, "SPY buy & hold": { "equity": 5.545487511163162, "drawdown": -0.006125136501015316, "net": -0.0029658479197017806 }, "BIL reserve": { "equity": 1.162136109990506, "drawdown": 0.0, "net": 0.00021849164945719757 } }, { "date": "2024-09-19", "Ensemble trend": { "equity": 2.1026811250740693, "drawdown": 0.0, "net": 0.01168582473675106 }, "Core + trend": { "equity": 2.780043815216172, "drawdown": 0.0, "net": 0.010832993649874778 }, "60/40 monthly": { "equity": 3.7128159886289334, "drawdown": 0.0, "net": 0.009736667857658698 }, "SPY buy & hold": { "equity": 5.640117688286403, "drawdown": 0.0, "net": 0.017064356728375918 }, "BIL reserve": { "equity": 1.1623893408474664, "drawdown": 0.0, "net": 0.00021790120346776298 } }, { "date": "2024-09-20", "Ensemble trend": { "equity": 2.101491387205923, "drawdown": -0.0005658194454493115, "net": -0.0005658194454493115 }, "Core + trend": { "equity": 2.7776288929776185, "drawdown": -0.0008686633733381299, "net": -0.0008686633733381299 }, "60/40 monthly": { "equity": 3.7085420346299354, "drawdown": -0.0011511354217628167, "net": -0.0011511354217628167 }, "SPY buy & hold": { "equity": 5.630368084949923, "drawdown": -0.0017286170032814185, "net": -0.0017286170032814185 }, "BIL reserve": { "equity": 1.1628968537480076, "drawdown": 0.0, "net": 0.0004366117983938267 } }, { "date": "2024-09-23", "Ensemble trend": { "equity": 2.1064526576090317, "drawdown": 0.0, "net": 0.002360833088973502 }, "Core + trend": { "equity": 2.7826871612243442, "drawdown": 0.0, "net": 0.0018210741757165305 }, "60/40 monthly": { "equity": 3.7131293986648806, "drawdown": 0.0, "net": 0.0012369723713816505 }, "SPY buy & hold": { "equity": 5.644436890018349, "drawdown": 0.0, "net": 0.0024987362915100952 }, "BIL reserve": { "equity": 1.1630233114984947, "drawdown": 0.0, "net": 0.00010874373774383272 } }, { "date": "2024-09-24", "Ensemble trend": { "equity": 2.1257378746902895, "drawdown": 0.0, "net": 0.009155305252930512 }, "Core + trend": { "equity": 2.798481504945164, "drawdown": 0.0, "net": 0.00567593222152607 }, "60/40 monthly": { "equity": 3.721131432635376, "drawdown": 0.0, "net": 0.0021550646668475615 }, "SPY buy & hold": { "equity": 5.660588266785631, "drawdown": 0.0, "net": 0.002861468217643548 }, "BIL reserve": { "equity": 1.1631502948422923, "drawdown": 0.0, "net": 0.00010918383367042317 } }, { "date": "2024-09-25", "Ensemble trend": { "equity": 2.1161505721645333, "drawdown": -0.004510105709601087, "net": -0.004510105709601087 }, "Core + trend": { "equity": 2.788050737229405, "drawdown": -0.0037272955698749444, "net": -0.0037272955698749444 }, "60/40 monthly": { "equity": 3.710127313221925, "drawdown": -0.002957197189258687, "net": -0.002957197189258687 }, "SPY buy & hold": { "equity": 5.6481027359231994, "drawdown": -0.002205694933809621, "net": -0.002205694933809621 }, "BIL reserve": { "equity": 1.1634036308179145, "drawdown": 0.0, "net": 0.00021780158311934805 } }, { "date": "2024-09-26", "Ensemble trend": { "equity": 2.1387733938495823, "drawdown": 0.0, "net": 0.01069055386824802 }, "Core + trend": { "equity": 2.805988735954508, "drawdown": 0.0, "net": 0.006433885325533462 }, "60/40 monthly": { "equity": 3.717818099503966, "drawdown": -0.0008904101323461422, "net": 0.0020729170814794973 }, "SPY buy & hold": { "equity": 5.670495640705357, "drawdown": 0.0, "net": 0.003964677313628595 }, "BIL reserve": { "equity": 1.1634036308179145, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-09-27", "Ensemble trend": { "equity": 2.1355158938800254, "drawdown": -0.0015230692409604618, "net": -0.0015230692409604618 }, "Core + trend": { "equity": 2.8047673581975245, "drawdown": -0.00043527535992349264, "net": -0.00043527535992349264 }, "60/40 monthly": { "equity": 3.7205667065029364, "drawdown": -0.00015176194194244097, "net": 0.0007393064763812074 }, "SPY buy & hold": { "equity": 5.662272390423268, "drawdown": -0.0014501819246731662, "net": -0.0014501819246731662 }, "BIL reserve": { "equity": 1.1637840552559962, "drawdown": 0.0, "net": 0.0003269926515652166 } }, { "date": "2024-09-30", "Ensemble trend": { "equity": 2.1258641084994183, "drawdown": -0.006035835954985691, "net": -0.004519650454612556 }, "Core + trend": { "equity": 2.800281422710531, "drawdown": -0.002033975821373324, "net": -0.0015993966393976766 }, "60/40 monthly": { "equity": 3.725314210325029, "drawdown": 0.0, "net": 0.0012760163159539761 }, "SPY buy & hold": { "equity": 5.684962275126831, "drawdown": 0.0, "net": 0.004007204729666425 }, "BIL reserve": { "equity": 1.1639110385997937, "drawdown": 0.0, "net": 0.00010911246225098203 } }, { "date": "2024-10-01", "Ensemble trend": { "equity": 2.1279364549964517, "drawdown": -0.005066894363046748, "net": 0.0009748254786126065 }, "Core + trend": { "equity": 2.7960055338379037, "drawdown": -0.0035578197405731204, "net": -0.0015269496979659625 }, "60/40 monthly": { "equity": 3.7108497397638365, "drawdown": -0.003882751828316433, "net": -0.003882751828316433 }, "SPY buy & hold": { "equity": 5.634034549562945, "drawdown": -0.008958322518112127, "net": -0.008958322518112127 }, "BIL reserve": { "equity": 1.1641779348828247, "drawdown": 0.0, "net": 0.00022930986491220828 } }, { "date": "2024-10-02", "Ensemble trend": { "equity": 2.1319520218131136, "drawdown": -0.003189385119566568, "net": 0.0018870708320417595 }, "Core + trend": { "equity": 2.797480843760766, "drawdown": -0.0030320478784275906, "net": 0.0005276491426815522 }, "60/40 monthly": { "equity": 3.7074840167717236, "drawdown": -0.004786225415264966, "net": -0.0009069952243140333 }, "SPY buy & hold": { "equity": 5.6364116263505295, "drawdown": -0.008540188382379132, "net": 0.0004219137754077895 }, "BIL reserve": { "equity": 1.1643050233452843, "drawdown": 0.0, "net": 0.00010916584024789344 } }, { "date": "2024-10-03", "Ensemble trend": { "equity": 2.119878547646768, "drawdown": -0.008834431107638485, "net": -0.005663107819883106 }, "Core + trend": { "equity": 2.7852589301144373, "drawdown": -0.0073877010176305324, "net": -0.004368899852732588 }, "60/40 monthly": { "equity": 3.695781156918753, "drawdown": -0.007927667772136604, "net": -0.0031565503182292565 }, "SPY buy & hold": { "equity": 5.626107660494092, "drawdown": -0.010352683410098207, "net": -0.0018281074093783323 }, "BIL reserve": { "equity": 1.1645599361008379, "drawdown": 0.0, "net": 0.00021893984002674394 } }, { "date": "2024-10-04", "Ensemble trend": { "equity": 2.1209488224161084, "drawdown": -0.008334015882529466, "net": 0.0005048755130470095 }, "Core + trend": { "equity": 2.788570194993081, "drawdown": -0.006207630393606056, "net": 0.0011888535183719462 }, "60/40 monthly": { "equity": 3.701363274236894, "drawdown": -0.0064292391824972706, "net": 0.0015104025593319914 }, "SPY buy & hold": { "equity": 5.677233991380419, "drawdown": -0.0013594256869963184, "net": 0.009087336036124993 }, "BIL reserve": { "equity": 1.1648149539750534, "drawdown": 0.0, "net": 0.00021898218057336827 } }, { "date": "2024-10-07", "Ensemble trend": { "equity": 2.1145912374289746, "drawdown": -0.011306553789264262, "net": -0.0029975192800226758 }, "Core + trend": { "equity": 2.7748017770002305, "drawdown": -0.011114427707661134, "net": -0.004937447161119213 }, "60/40 monthly": { "equity": 3.6759119807003846, "drawdown": -0.013261224915665282, "net": -0.006876194431835736 }, "SPY buy & hold": { "equity": 5.625909055171652, "drawdown": -0.010387618615087857, "net": -0.009040482792622595 }, "BIL reserve": { "equity": 1.1650690257813103, "drawdown": 0.0, "net": 0.00021812203336657454 } }, { "date": "2024-10-08", "Ensemble trend": { "equity": 2.10739547388387, "drawdown": -0.014670988546961139, "net": -0.0034029099419959907 }, "Core + trend": { "equity": 2.778432265249692, "drawdown": -0.009820592061444033, "net": 0.00130837751350521 }, "60/40 monthly": { "equity": 3.6979572728665864, "drawdown": -0.007343524844862781, "net": 0.005997230695932387 }, "SPY buy & hold": { "equity": 5.679116101632328, "drawdown": -0.0010283574827016917, "net": 0.009457502056803513 }, "BIL reserve": { "equity": 1.1650690257813103, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-10-09", "Ensemble trend": { "equity": 2.1039356566589023, "drawdown": -0.016288652781478397, "net": -0.0016417503348772344 }, "Core + trend": { "equity": 2.7800976684614116, "drawdown": -0.009227074635525745, "net": 0.0005994039273689022 }, "60/40 monthly": { "equity": 3.707825060727964, "drawdown": -0.0046946777129811545, "net": 0.0026684429086787365 }, "SPY buy & hold": { "equity": 5.71845232963885, "drawdown": 0.0, "net": 0.006926470123619355 }, "BIL reserve": { "equity": 1.165196219362432, "drawdown": 0.0, "net": 0.00010917257115838908 } }, { "date": "2024-10-10", "Ensemble trend": { "equity": 2.105707081294578, "drawdown": -0.015460409527298435, "net": 0.0008419576093352532 }, "Core + trend": { "equity": 2.779715895410888, "drawdown": -0.009363131151231552, "net": -0.00013732361091278733 }, "60/40 monthly": { "equity": 3.703756539502191, "drawdown": -0.005786806053322713, "net": -0.0010972797149643165 }, "SPY buy & hold": { "equity": 5.708445343703818, "drawdown": -0.0017499465516509494, "net": -0.0017499465516509494 }, "BIL reserve": { "equity": 1.1653235180622157, "drawdown": 0.0, "net": 0.00010925086922553007 } }, { "date": "2024-10-11", "Ensemble trend": { "equity": 2.1159343407646722, "drawdown": -0.010678575463201279, "net": 0.004856924099721827 }, "Core + trend": { "equity": 2.7917601374262637, "drawdown": -0.005070796737679961, "net": 0.004332903961609791 }, "60/40 monthly": { "equity": 3.717591075827077, "drawdown": -0.0020731498235897483, "net": 0.0037352715215848153 }, "SPY buy & hold": { "equity": 5.742628351365781, "drawdown": 0.0, "net": 0.005988146615026446 }, "BIL reserve": { "equity": 1.165959906442472, "drawdown": 0.0, "net": 0.0005461044683234828 } }, { "date": "2024-10-14", "Ensemble trend": { "equity": 2.117006089036628, "drawdown": -0.010177471290577333, "net": 0.0005065130100245785 }, "Core + trend": { "equity": 2.7985862522801623, "drawdown": -0.002638101707071905, "net": 0.0024450936032749393 }, "60/40 monthly": { "equity": 3.73335864740114, "drawdown": 0.0, "net": 0.004241341033065282 }, "SPY buy & hold": { "equity": 5.789593251103411, "drawdown": 0.0, "net": 0.008178293433608763 }, "BIL reserve": { "equity": 1.1658325026240262, "drawdown": -0.00010926946779366009, "net": -0.00010926946779366009 } }, { "date": "2024-10-15", "Ensemble trend": { "equity": 2.1055681404837103, "drawdown": -0.015525372375287394, "net": -0.005402888830670416 }, "Core + trend": { "equity": 2.7869139701382855, "drawdown": -0.006797876831010852, "net": -0.004170778060660685 }, "60/40 monthly": { "equity": 3.7232764082420564, "drawdown": -0.0027005814633164205, "net": -0.0027005814633164205 }, "SPY buy & hold": { "equity": 5.744610692341164, "drawdown": -0.007769554234863474, "net": -0.007769554234863474 }, "BIL reserve": { "equity": 1.1662148191980253, "drawdown": 0.0, "net": 0.00032793439292411186 } }, { "date": "2024-10-16", "Ensemble trend": { "equity": 2.1134187102255724, "drawdown": -0.011854777928752003, "net": 0.003728480494608055 }, "Core + trend": { "equity": 2.7966548366715718, "drawdown": -0.003326420795399687, "net": 0.003495216084048236 }, "60/40 monthly": { "equity": 3.7353471639281155, "drawdown": 0.0, "net": 0.0032419714151059598 }, "SPY buy & hold": { "equity": 5.769579279233345, "drawdown": -0.00345688738431682, "net": 0.004346436726420988 }, "BIL reserve": { "equity": 1.1662148191980253, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-10-17", "Ensemble trend": { "equity": 2.11122680073603, "drawdown": -0.012879622120214873, "net": -0.0010371392469161744 }, "Core + trend": { "equity": 2.792586243939653, "drawdown": -0.004776388387851549, "net": -0.0014548068923518898 }, "60/40 monthly": { "equity": 3.727869807503538, "drawdown": -0.0020017835281245233, "net": -0.0020017835281245233 }, "SPY buy & hold": { "equity": 5.770074245769022, "drawdown": -0.0033713949301479307, "net": 8.57890171399589e-05 }, "BIL reserve": { "equity": 1.1664691012416064, "drawdown": 0.0, "net": 0.00021804048396156794 } }, { "date": "2024-10-18", "Ensemble trend": { "equity": 2.122670522667235, "drawdown": -0.0075290216479473315, "net": 0.005420413347924091 }, "Core + trend": { "equity": 2.804070656779918, "drawdown": -0.0006835662417361554, "net": 0.004112464875592581 }, "60/40 monthly": { "equity": 3.7382411498793733, "drawdown": 0.0, "net": 0.002782109599149596 }, "SPY buy & hold": { "equity": 5.7922691639369095, "drawdown": 0.0, "net": 0.0038465567724994543 }, "BIL reserve": { "equity": 1.1668511024596195, "drawdown": 0.0, "net": 0.0003274850723491429 } }, { "date": "2024-10-21", "Ensemble trend": { "equity": 2.109871016016127, "drawdown": -0.013513529725294515, "net": -0.0060299073805504255 }, "Core + trend": { "equity": 2.7901993659165867, "drawdown": -0.005627025452955126, "net": -0.004946840704527777 }, "60/40 monthly": { "equity": 3.7231665214893424, "drawdown": -0.004032545730902615, "net": -0.004032545730902615 }, "SPY buy & hold": { "equity": 5.782757763245723, "drawdown": -0.001642085411086458, "net": -0.001642085411086458 }, "BIL reserve": { "equity": 1.1671055947405247, "drawdown": 0.0, "net": 0.00021810176154324346 } }, { "date": "2024-10-22", "Ensemble trend": { "equity": 2.1097750777395317, "drawdown": -0.013558386406638645, "net": -4.5471157178345045e-05 }, "Core + trend": { "equity": 2.789188996959076, "drawdown": -0.005987101366505487, "net": -0.0003621135356322025 }, "60/40 monthly": { "equity": 3.720583891227599, "drawdown": -0.004723413483462502, "net": -0.0006936649883473311 }, "SPY buy & hold": { "equity": 5.779685258475513, "drawdown": -0.0021725346501065834, "net": -0.0005313217146563076 }, "BIL reserve": { "equity": 1.1672328934403084, "drawdown": 0.0, "net": 0.00010907213568112084 } }, { "date": "2024-10-23", "Ensemble trend": { "equity": 2.095052557405348, "drawdown": -0.020442014366721217, "net": -0.006978241656905748 }, "Core + trend": { "equity": 2.7703617133337572, "drawdown": -0.012696780341362235, "net": -0.0067500924626638925 }, "60/40 monthly": { "equity": 3.696545265567535, "drawdown": -0.011153877623219621, "net": -0.00646098202939116 }, "SPY buy & hold": { "equity": 5.726873566535209, "drawdown": -0.011290151674728466, "net": -0.009137468491533962 }, "BIL reserve": { "equity": 1.1672328934403084, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-10-24", "Ensemble trend": { "equity": 2.101458130102715, "drawdown": -0.017447039435862677, "net": 0.0030574758970725036 }, "Core + trend": { "equity": 2.7775783868626562, "drawdown": -0.01012489776876735, "net": 0.002604957141215669 }, "60/40 monthly": { "equity": 3.704613281931222, "drawdown": -0.008995639018428814, "net": 0.002182582866991689 }, "SPY buy & hold": { "equity": 5.739260104090505, "drawdown": -0.009151691391767969, "net": 0.002162879520804406 }, "BIL reserve": { "equity": 1.16736008702143, "drawdown": 0.0, "net": 0.00010897018224587107 } }, { "date": "2024-10-25", "Ensemble trend": { "equity": 2.0989618046225194, "drawdown": -0.018614215672192347, "net": -0.0011879016024333167 }, "Core + trend": { "equity": 2.77450050598933, "drawdown": -0.011221794856730583, "net": -0.0011081166558193356 }, "60/40 monthly": { "equity": 3.7006158274790346, "drawdown": -0.010064979997759793, "net": -0.0010790477029504197 }, "SPY buy & hold": { "equity": 5.737277144406953, "drawdown": -0.009494037306198022, "net": -0.0003455078960682423 }, "BIL reserve": { "equity": 1.167869492057889, "drawdown": 0.0, "net": 0.000436373525292133 } }, { "date": "2024-10-28", "Ensemble trend": { "equity": 2.1028251634517567, "drawdown": -0.016807872447451078, "net": 0.0018406046364105588 }, "Core + trend": { "equity": 2.778527913311065, "drawdown": -0.009786504946215357, "net": 0.001451579234907685 }, "60/40 monthly": { "equity": 3.7041796514529937, "drawdown": -0.009111637548444018, "net": 0.0009630353811642678 }, "SPY buy & hold": { "equity": 5.755013651504738, "drawdown": -0.006431937359563267, "net": 0.003091450291027975 }, "BIL reserve": { "equity": 1.167869492057889, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-10-29", "Ensemble trend": { "equity": 2.1050562505332278, "drawdown": -0.01576471047064376, "net": 0.001060995046211488 }, "Core + trend": { "equity": 2.7816101655810552, "drawdown": -0.008688049977207069, "net": 0.0011093112490336843 }, "60/40 monthly": { "equity": 3.7084378420099946, "drawdown": -0.007972548231764076, "net": 0.0011495637246781154 }, "SPY buy & hold": { "equity": 5.764327065581654, "drawdown": -0.004824033131820893, "net": 0.0016183131163347575 }, "BIL reserve": { "equity": 1.168123879220132, "drawdown": 0.0, "net": 0.00021782156651339868 } }, { "date": "2024-10-30", "Ensemble trend": { "equity": 2.099209324708002, "drawdown": -0.0184984857467152, "net": -0.0027775627486175125 }, "Core + trend": { "equity": 2.774373227792134, "drawdown": -0.011267154339313468, "net": -0.002601708132386693 }, "60/40 monthly": { "equity": 3.6994668173750647, "drawdown": -0.01037234649925134, "net": -0.0024190845356242274 }, "SPY buy & hold": { "equity": 5.746888775821613, "drawdown": -0.007834647671043693, "net": -0.003025208244022637 }, "BIL reserve": { "equity": 1.16825138815724, "drawdown": 0.0, "net": 0.00010915703323610693 } }, { "date": "2024-10-31", "Ensemble trend": { "equity": 2.0817887703455544, "drawdown": -0.026643600330870654, "net": -0.00829862661022196 }, "Core + trend": { "equity": 2.745711875098424, "drawdown": -0.021481504926847195, "net": -0.010330748727891526 }, "60/40 monthly": { "equity": 3.6546210043302456, "drawdown": -0.02236884732592115, "net": -0.012122236867808667 }, "SPY buy & hold": { "equity": 5.634232536177217, "drawdown": -0.027284061442386043, "net": -0.019602996340970624 }, "BIL reserve": { "equity": 1.1685057753194832, "drawdown": 0.0, "net": 0.00021775036162763328 } }, { "date": "2024-11-01", "Ensemble trend": { "equity": 2.078884299764892, "drawdown": -0.02800160795758544, "net": -0.0013951802517313538 }, "Core + trend": { "equity": 2.7443419244388885, "drawdown": -0.021969728789609455, "net": -0.000498941885330284 }, "60/40 monthly": { "equity": 3.65533742484681, "drawdown": -0.02217720091044373, "net": 0.00019603141220803089 }, "SPY buy & hold": { "equity": 5.658011347259268, "drawdown": -0.02317879450657112, "net": 0.004220417054029646 }, "BIL reserve": { "equity": 1.1690041428964233, "drawdown": 0.0, "net": 0.0004264998834120348 } }, { "date": "2024-11-04", "Ensemble trend": { "equity": 2.08416707256426, "drawdown": -0.025531606780948568, "net": 0.0025411576776857014 }, "Core + trend": { "equity": 2.7488097122035398, "drawdown": -0.020377495824664527, "net": 0.0016279996763028937 }, "60/40 monthly": { "equity": 3.6582638675935955, "drawdown": -0.021394361433413223, "net": 0.0008005944203381965 }, "SPY buy & hold": { "equity": 5.645824033734583, "drawdown": -0.025282859973791427, "net": -0.002153992414770989 }, "BIL reserve": { "equity": 1.1692597914826115, "drawdown": 0.0, "net": 0.00021868920460343944 } }, { "date": "2024-11-05", "Ensemble trend": { "equity": 2.0980701533295996, "drawdown": -0.019031114112898484, "net": 0.00667080914402618 }, "Core + trend": { "equity": 2.7683094880691757, "drawdown": -0.013428153649560182, "net": 0.007093898053061043 }, "60/40 monthly": { "equity": 3.6857447209140117, "drawdown": -0.014043082524800576, "net": 0.007511993206354761 }, "SPY buy & hold": { "equity": 5.714092293167714, "drawdown": -0.013496760691980803, "net": 0.012091814945917267 }, "BIL reserve": { "equity": 1.1692597914826115, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-11-06", "Ensemble trend": { "equity": 2.0834255635573737, "drawdown": -0.02587830503753752, "net": -0.006980028646318415 }, "Core + trend": { "equity": 2.773175784308441, "drawdown": -0.011693899988128531, "net": 0.0017578584548576526 }, "60/40 monthly": { "equity": 3.7264090666276903, "drawdown": -0.0031651471313092205, "net": 0.011032870910168358 }, "SPY buy & hold": { "equity": 5.856176768190735, "drawdown": 0.0, "net": 0.02486562479799459 }, "BIL reserve": { "equity": 1.1695154400687997, "drawdown": 0.0, "net": 0.0002186413900917561 } }, { "date": "2024-11-07", "Ensemble trend": { "equity": 2.1093142469168233, "drawdown": -0.013773851412905214, "net": 0.012426017906416398 }, "Core + trend": { "equity": 2.80136321036627, "drawdown": -0.0016484476680070914, "net": 0.010164312777185769 }, "60/40 monthly": { "equity": 3.7556683174258594, "drawdown": 0.0, "net": 0.007851862282164168 }, "SPY buy & hold": { "equity": 5.901457544290726, "drawdown": 0.0, "net": 0.007732139566883456 }, "BIL reserve": { "equity": 1.1696431592432317, "drawdown": 0.0, "net": 0.00010920691600668775 } }, { "date": "2024-11-08", "Ensemble trend": { "equity": 2.098006236972302, "drawdown": -0.019060998698839815, "net": -0.005360988748381201 }, "Core + trend": { "equity": 2.7982722160051963, "drawdown": -0.0027500181488387954, "net": -0.0011033893604498468 }, "60/40 monthly": { "equity": 3.7687483512573836, "drawdown": 0.0, "net": 0.0034827446744523094 }, "SPY buy & hold": { "equity": 5.927021947150228, "drawdown": 0.0, "net": 0.004331879483608914 }, "BIL reserve": { "equity": 1.170282070471378, "drawdown": 0.0, "net": 0.0005462445730539667 } }, { "date": "2024-11-11", "Ensemble trend": { "equity": 2.0855470751196292, "drawdown": -0.02488637594006682, "net": -0.005938572361278149 }, "Core + trend": { "equity": 2.7900997477406992, "drawdown": -0.00566252744004847, "net": -0.0029205408315006176 }, "60/40 monthly": { "equity": 3.766957142558727, "drawdown": -0.00047527946461556336, "net": -0.00047527946461556336 }, "SPY buy & hold": { "equity": 5.932669515322293, "drawdown": 0.0, "net": 0.0009528508958500659 }, "BIL reserve": { "equity": 1.1701541410596221, "drawdown": -0.00010931502326150255, "net": -0.00010931502326150255 } }, { "date": "2024-11-12", "Ensemble trend": { "equity": 2.065810408103439, "drawdown": -0.03411440686328027, "net": -0.009463544242969468 }, "Core + trend": { "equity": 2.770305247049871, "drawdown": -0.012716903830513493, "net": -0.007094549471522327 }, "60/40 monthly": { "equity": 3.7506661508994883, "drawdown": -0.004797932542209282, "net": -0.004324708522745024 }, "SPY buy & hold": { "equity": 5.914239436366393, "drawdown": -0.003106540640482547, "net": -0.003106540640482547 }, "BIL reserve": { "equity": 1.1702820704713783, "drawdown": 0.0, "net": 0.00010932697434240524 } }, { "date": "2024-11-13", "Ensemble trend": { "equity": 2.0583195689936997, "drawdown": -0.03761680647760157, "net": -0.0036261019309205 }, "Core + trend": { "equity": 2.765467181602145, "drawdown": -0.014441096585007918, "net": -0.001746401575377976 }, "60/40 monthly": { "equity": 3.750867148440332, "drawdown": -0.004744599838056529, "net": 5.3589824515754e-05 }, "SPY buy & hold": { "equity": 5.917112717105993, "drawdown": -0.0026222256567842717, "net": 0.00048582421637055617 }, "BIL reserve": { "equity": 1.1705377190575668, "drawdown": 0.0, "net": 0.00021845039981283065 } }, { "date": "2024-11-14", "Ensemble trend": { "equity": 2.0530772084835394, "drawdown": -0.040067912576655984, "net": -0.002546912825943215 }, "Core + trend": { "equity": 2.75676311730806, "drawdown": -0.017543056397802403, "net": -0.0031474118919183613 }, "60/40 monthly": { "equity": 3.7358261016639562, "drawdown": -0.008735592436794892, "net": -0.004010018532015991 }, "SPY buy & hold": { "equity": 5.879064639508568, "drawdown": -0.009035540522741026, "net": -0.006430176239068497 }, "BIL reserve": { "equity": 1.1705377190575668, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-11-15", "Ensemble trend": { "equity": 2.0456193493902792, "drawdown": -0.04355489212984587, "net": -0.0036325273411265124 }, "Core + trend": { "equity": 2.7413662557797167, "drawdown": -0.02303019942551865, "net": -0.005585123158270533 }, "60/40 monthly": { "equity": 3.7069784463010897, "drawdown": -0.01639003170261688, "net": -0.007721894589798328 }, "SPY buy & hold": { "equity": 5.80376228689531, "drawdown": -0.021728368333016834, "net": -0.012808560073861108 }, "BIL reserve": { "equity": 1.170921086818187, "drawdown": 0.0, "net": 0.00032751423074928177 } }, { "date": "2024-11-18", "Ensemble trend": { "equity": 2.060766134662526, "drawdown": -0.03647289582495272, "net": 0.007404498435528151 }, "Core + trend": { "equity": 2.7556078603381846, "drawdown": -0.017954767590749432, "net": 0.005195075458611642 }, "60/40 monthly": { "equity": 3.719514467386993, "drawdown": -0.013063722828287161, "net": 0.0033817356284906452 }, "SPY buy & hold": { "equity": 5.8275423353937, "drawdown": -0.017720046541793932, "net": 0.004097350532788813 }, "BIL reserve": { "equity": 1.171048805992619, "drawdown": 0.0, "net": 0.00010907581720909221 } }, { "date": "2024-11-19", "Ensemble trend": { "equity": 2.0664911749567088, "drawdown": -0.03379610906921415, "net": 0.002778112565946289 }, "Core + trend": { "equity": 2.7632344793932786, "drawdown": -0.015236788378156452, "net": 0.0027676721223164336 }, "60/40 monthly": { "equity": 3.730928186857729, "drawdown": -0.010035205557578974, "net": 0.003068604671607744 }, "SPY buy & hold": { "equity": 5.848845695089201, "drawdown": -0.014129190917613221, "net": 0.003655633622104082 }, "BIL reserve": { "equity": 1.171432173753239, "drawdown": 0.0, "net": 0.00032737129200621773 } }, { "date": "2024-11-20", "Ensemble trend": { "equity": 2.0667321247558044, "drawdown": -0.03368345113182414, "net": 0.00011659851346856875 }, "Core + trend": { "equity": 2.762503284139995, "drawdown": -0.015497372194447245, "net": -0.0002646157098634694 }, "60/40 monthly": { "equity": 3.7295486004785965, "drawdown": -0.010401265121803172, "net": -0.0003697702850438134 }, "SPY buy & hold": { "equity": 5.850826798648245, "drawdown": -0.013795259699309503, "net": 0.0003387170156852193 }, "BIL reserve": { "equity": 1.171559892927671, "drawdown": 0.0, "net": 0.00010902822826075464 } }, { "date": "2024-11-21", "Ensemble trend": { "equity": 2.071477023772043, "drawdown": -0.03146493699195152, "net": 0.0022958461618722836 }, "Core + trend": { "equity": 2.7694775060456367, "drawdown": -0.013011894681199232, "net": 0.002524602213391791 }, "60/40 monthly": { "equity": 3.741067939886019, "drawdown": -0.0073447226483375205, "net": 0.003088668533758776 }, "SPY buy & hold": { "equity": 5.882234281461406, "drawdown": -0.008501271431120339, "net": 0.0053680417988815066 }, "BIL reserve": { "equity": 1.1716877172207651, "drawdown": 0.0, "net": 0.00010910606778691267 } }, { "date": "2024-11-22", "Ensemble trend": { "equity": 2.079316252269543, "drawdown": -0.0277996452317103, "net": 0.003784366617412438 }, "Core + trend": { "equity": 2.777310824554938, "drawdown": -0.010220251789362589, "net": 0.0028284463376941904 }, "60/40 monthly": { "equity": 3.749124863975533, "drawdown": -0.005206897742403904, "net": 0.0021536428150941145 }, "SPY buy & hold": { "equity": 5.900466992511205, "drawdown": -0.005427998766477371, "net": 0.0030996234045390647 }, "BIL reserve": { "equity": 1.1720709798627233, "drawdown": 0.0, "net": 0.00032710306366201536 } }, { "date": "2024-11-25", "Ensemble trend": { "equity": 2.0778497916960283, "drawdown": -0.028485300185961848, "net": -0.0007052609586991609 }, "Core + trend": { "equity": 2.7865718114663496, "drawdown": -0.006919815549991326, "net": 0.0033345158307571676 }, "60/40 monthly": { "equity": 3.7724997179696564, "drawdown": 0.0, "net": 0.006234749399447015 }, "SPY buy & hold": { "equity": 5.920482820505778, "drawdown": -0.002054167147696462, "net": 0.003392244718930959 }, "BIL reserve": { "equity": 1.172199224630466, "drawdown": 0.0, "net": 0.000109417236622944 } }, { "date": "2024-11-26", "Ensemble trend": { "equity": 2.0768817204387036, "drawdown": -0.02893792937057238, "net": -0.0004659005002158878 }, "Core + trend": { "equity": 2.78873838054484, "drawdown": -0.006147692322720721, "net": 0.0007775034074395393 }, "60/40 monthly": { "equity": 3.781517274188379, "drawdown": 0.0, "net": 0.0023903397993030318 }, "SPY buy & hold": { "equity": 5.951395955491431, "drawdown": 0.0, "net": 0.005221387498766772 }, "BIL reserve": { "equity": 1.172199224630466, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-11-27", "Ensemble trend": { "equity": 2.080614483093307, "drawdown": -0.027192647394773783, "net": 0.0017972918813184968 }, "Core + trend": { "equity": 2.7911394686368065, "drawdown": -0.005291991064479529, "net": 0.0008609943868229664 }, "60/40 monthly": { "equity": 3.7803101159434713, "drawdown": -0.0003192258972734008, "net": -0.0003192258972734008 }, "SPY buy & hold": { "equity": 5.9333630871804095, "drawdown": -0.0030300232829210128, "net": -0.0030300232829210128 }, "BIL reserve": { "equity": 1.1725822770350998, "drawdown": 0.0, "net": 0.00032678097424487795 } }, { "date": "2024-11-29", "Ensemble trend": { "equity": 2.0935580899693047, "drawdown": -0.02114076414560906, "net": 0.006221050070147394 }, "Core + trend": { "equity": 2.8076218449923904, "drawdown": 0.0, "net": 0.005905250003015228 }, "60/40 monthly": { "equity": 3.800886879536128, "drawdown": 0.0, "net": 0.005443141689850828 }, "SPY buy & hold": { "equity": 5.970221388967702, "drawdown": 0.0, "net": 0.006212042183450395 }, "BIL reserve": { "equity": 1.17283803073995, "drawdown": 0.0, "net": 0.00021811152177475535 } }, { "date": "2024-12-02", "Ensemble trend": { "equity": 2.0931018098419765, "drawdown": -0.021354101439143847, "net": -0.00021794481343229144 }, "Core + trend": { "equity": 2.809219486353099, "drawdown": 0.0, "net": 0.0005690372311206726 }, "60/40 monthly": { "equity": 3.8049503498023074, "drawdown": 0.0, "net": 0.0010690847675727255 }, "SPY buy & hold": { "equity": 5.9809219467608505, "drawdown": 0.0, "net": 0.001792321774351846 }, "BIL reserve": { "equity": 1.1731583273033195, "drawdown": 0.0, "net": 0.0002730953081113707 } }, { "date": "2024-12-03", "Ensemble trend": { "equity": 2.0944541829152485, "drawdown": -0.02072178897576593, "net": 0.0006461095522984905 }, "Core + trend": { "equity": 2.809045356564215, "drawdown": -6.19851135625904e-05, "net": -6.19851135625904e-05 }, "60/40 monthly": { "equity": 3.8018676414834376, "drawdown": -0.0008101835859776196, "net": -0.0008101835859776196 }, "SPY buy & hold": { "equity": 5.983695615485146, "drawdown": 0.0, "net": 0.00046375270384491074 }, "BIL reserve": { "equity": 1.1734149219574666, "drawdown": 0.0, "net": 0.00021872124859467768 } }, { "date": "2024-12-04", "Ensemble trend": { "equity": 2.1021704135930444, "drawdown": -0.017114005795001996, "net": 0.0036841248382220027 }, "Core + trend": { "equity": 2.8214086647933647, "drawdown": 0.0, "net": 0.004401249057890411 }, "60/40 monthly": { "equity": 3.8219628478605214, "drawdown": 0.0, "net": 0.005285614406408623 }, "SPY buy & hold": { "equity": 6.020852134610184, "drawdown": 0.0, "net": 0.006209627212467206 }, "BIL reserve": { "equity": 1.173543166725209, "drawdown": 0.0, "net": 0.00010929191826569706 } }, { "date": "2024-12-05", "Ensemble trend": { "equity": 2.101840611636117, "drawdown": -0.01726820724424194, "net": -0.00015688640406830157 }, "Core + trend": { "equity": 2.8192612691318115, "drawdown": -0.0007611076297981967, "net": -0.0007611076297981967 }, "60/40 monthly": { "equity": 3.8179315527197004, "drawdown": -0.0010547708863988259, "net": -0.0010547708863988259 }, "SPY buy & hold": { "equity": 6.0109435232741175, "drawdown": -0.0016457157748664963, "net": -0.0016457157748664963 }, "BIL reserve": { "equity": 1.1736717268489376, "drawdown": 0.0, "net": 0.00010954869609736129 } }, { "date": "2024-12-06", "Ensemble trend": { "equity": 2.104355020838925, "drawdown": -0.016092575823896782, "net": 0.0011962891900021422 }, "Core + trend": { "equity": 2.82432838340802, "drawdown": 0.0, "net": 0.0017973198623655318 }, "60/40 monthly": { "equity": 3.8270210647325373, "drawdown": 0.0, "net": 0.0023807425270268023 }, "SPY buy & hold": { "equity": 6.022338271633552, "drawdown": 0.0, "net": 0.0018956671802545788 }, "BIL reserve": { "equity": 1.1741842854452589, "drawdown": 0.0, "net": 0.00043671376296794406 } }, { "date": "2024-12-09", "Ensemble trend": { "equity": 2.111015117782726, "drawdown": -0.012978596118074281, "net": 0.003164911280581162 }, "Core + trend": { "equity": 2.8218058444155396, "drawdown": -0.0008931464936228206, "net": -0.0008931464936228206 }, "60/40 monthly": { "equity": 3.809792515346489, "drawdown": -0.004501817234510819, "net": -0.004501817234510819 }, "SPY buy & hold": { "equity": 5.991325524632594, "drawdown": -0.005149618902517306, "net": -0.005149618902517306 }, "BIL reserve": { "equity": 1.1743127404503253, "drawdown": 0.0, "net": 0.0001093993563521245 } }, { "date": "2024-12-10", "Ensemble trend": { "equity": 2.105541332134106, "drawdown": -0.015537906825959569, "net": -0.0025929637369763725 }, "Core + trend": { "equity": 2.815646140734977, "drawdown": -0.0030740910738454863, "net": -0.0021828942245452065 }, "60/40 monthly": { "equity": 3.799880368762553, "drawdown": -0.007091859571951797, "net": -0.0026017549627723735 }, "SPY buy & hold": { "equity": 5.972698696478762, "drawdown": -0.008242575045742995, "net": -0.0031089661339965824 }, "BIL reserve": { "equity": 1.1745693351044724, "drawdown": 0.0, "net": 0.00021850623373853573 } }, { "date": "2024-12-11", "Ensemble trend": { "equity": 2.113475198945825, "drawdown": -0.011828366191811934, "net": 0.003768088847573292 }, "Core + trend": { "equity": 2.825860856749086, "drawdown": 0.0, "net": 0.0036278408235781434 }, "60/40 monthly": { "equity": 3.813623910012637, "drawdown": -0.0035006744131513834, "net": 0.003616835246463168 }, "SPY buy & hold": { "equity": 6.01887164975931, "drawdown": -0.0005756272261506767, "net": 0.007730668434315913 }, "BIL reserve": { "equity": 1.1746973696348906, "drawdown": 0.0, "net": 0.00010900551086390209 } }, { "date": "2024-12-12", "Ensemble trend": { "equity": 2.099573156714571, "drawdown": -0.018328373285238397, "net": -0.006577811860857596 }, "Core + trend": { "equity": 2.8100670625851922, "drawdown": -0.005589020466514882, "net": -0.005589020466514882 }, "60/40 monthly": { "equity": 3.795931686676868, "drawdown": -0.008123649577518655, "net": -0.00463921554753155 }, "SPY buy & hold": { "equity": 5.9878576653420135, "drawdown": -0.005725451599746467, "net": -0.005152790460075218 }, "BIL reserve": { "equity": 1.1749541745263614, "drawdown": 0.0, "net": 0.0002186136600874633 } }, { "date": "2024-12-13", "Ensemble trend": { "equity": 2.091782000340617, "drawdown": -0.02197118855326008, "net": -0.003710828722036763 }, "Core + trend": { "equity": 2.8018706814513874, "drawdown": -0.008489510458521754, "net": -0.0029167920022037386 }, "60/40 monthly": { "equity": 3.788674835282139, "drawdown": -0.010019863701241194, "net": -0.0019117444658448557 }, "SPY buy & hold": { "equity": 5.986669745656391, "drawdown": -0.00592270383501492, "net": -0.0001983880967142415 }, "BIL reserve": { "equity": 1.1753388037109267, "drawdown": 0.0, "net": 0.0003273567539092692 } }, { "date": "2024-12-16", "Ensemble trend": { "equity": 2.0923467307522357, "drawdown": -0.021707144492658537, "net": 0.0002699757486805954 }, "Core + trend": { "equity": 2.8063167522873385, "drawdown": -0.006916159518282616, "net": 0.0015868222846202595 }, "60/40 monthly": { "equity": 3.7991395168004947, "drawdown": -0.007285444072670955, "net": 0.0027620954484939286 }, "SPY buy & hold": { "equity": 6.012232292391384, "drawdown": -0.0016780822973310183, "net": 0.004269910955676304 }, "BIL reserve": { "equity": 1.1754672587159931, "drawdown": 0.0, "net": 0.00010929189495056946 } }, { "date": "2024-12-17", "Ensemble trend": { "equity": 2.0877549804766553, "drawdown": -0.023854052757360633, "net": -0.0021945455827627747 }, "Core + trend": { "equity": 2.7997993724216066, "drawdown": -0.00922249383413054, "net": -0.002322396379674463 }, "60/40 monthly": { "equity": 3.789447391480796, "drawdown": -0.0098179948885041, "net": -0.002551136981634561 }, "SPY buy & hold": { "equity": 5.987461073405303, "drawdown": -0.005791305080375175, "net": -0.0041201367115223375 }, "BIL reserve": { "equity": 1.1755953983650735, "drawdown": 0.0, "net": 0.00010901167015098245 } }, { "date": "2024-12-18", "Ensemble trend": { "equity": 2.04852667187841, "drawdown": -0.04219555107179296, "net": -0.01878970902480559 }, "Core + trend": { "equity": 2.7450972463889776, "drawdown": -0.028580179440618414, "net": -0.019537873524600458 }, "60/40 monthly": { "equity": 3.70844508049105, "drawdown": -0.030983885961384017, "net": -0.02137575815720527 }, "SPY buy & hold": { "equity": 5.809014500547003, "drawdown": -0.035422083826035955, "net": -0.029803379207075098 }, "BIL reserve": { "equity": 1.1755953983650735, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-12-19", "Ensemble trend": { "equity": 2.046741638344947, "drawdown": -0.04303015727112047, "net": -0.000871374318903384 }, "Core + trend": { "equity": 2.7411361925863864, "drawdown": -0.029981895237463307, "net": -0.0014429557305489782 }, "60/40 monthly": { "equity": 3.7012417927424868, "drawdown": -0.03286610391282008, "net": -0.0019424010851495366 }, "SPY buy & hold": { "equity": 5.807229527477722, "drawdown": -0.03571847585663468, "net": -0.00030727640103389575 }, "BIL reserve": { "equity": 1.175762747275111, "drawdown": 0.0, "net": 0.00014235247115657046 } }, { "date": "2024-12-20", "Ensemble trend": { "equity": 2.0596622726150597, "drawdown": -0.03698901504106056, "net": 0.006312782242785309 }, "Core + trend": { "equity": 2.7615361410779737, "drawdown": -0.02276287437064828, "net": 0.007442150647881229 }, "60/40 monthly": { "equity": 3.7337987574534006, "drawdown": -0.024358974173990244, "net": 0.008796227464726192 }, "SPY buy & hold": { "equity": 5.876980211685203, "drawdown": -0.02413648210911945, "net": 0.012011008670734569 }, "BIL reserve": { "equity": 1.1762780389566467, "drawdown": 0.0, "net": 0.000438261615899771 } }, { "date": "2024-12-23", "Ensemble trend": { "equity": 2.0610027054348596, "drawdown": -0.03636228533530761, "net": 0.0006508022395816937 }, "Core + trend": { "equity": 2.7646619913241994, "drawdown": -0.02165671578581918, "net": 0.0011319244386225336 }, "60/40 monthly": { "equity": 3.741218709410568, "drawdown": -0.02242014189905328, "net": 0.001987239387863493 }, "SPY buy & hold": { "equity": 5.912174188496285, "drawdown": -0.018292576432672902, "net": 0.005988445688672739 }, "BIL reserve": { "equity": 1.1762780389566467, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-12-24", "Ensemble trend": { "equity": 2.0690785880759828, "drawdown": -0.03258634410453176, "net": 0.003918424085435079 }, "Core + trend": { "equity": 2.779462612277281, "drawdown": -0.016419153958338262, "net": 0.005353501078803724 }, "60/40 monthly": { "equity": 3.767704454279588, "drawdown": -0.015499420946379128, "net": 0.007079443070889813 }, "SPY buy & hold": { "equity": 5.977887183188987, "drawdown": -0.0073810348139922155, "net": 0.011114861064236647 }, "BIL reserve": { "equity": 1.176535264322766, "drawdown": 0.0, "net": 0.00021867735144276423 } }, { "date": "2024-12-26", "Ensemble trend": { "equity": 2.0714524268734276, "drawdown": -0.031476437461653406, "net": 0.0011472927181817028 }, "Core + trend": { "equity": 2.781822470703522, "drawdown": -0.015584060319313253, "net": 0.0008490340599716095 }, "60/40 monthly": { "equity": 3.768944543645715, "drawdown": -0.015175385790796914, "net": 0.00032913658201572105 }, "SPY buy & hold": { "equity": 5.9782856312502055, "drawdown": -0.007314873126745947, "net": 6.66536602329515e-05 }, "BIL reserve": { "equity": 1.1767928050448717, "drawdown": 0.0, "net": 0.00021889757996662595 } }, { "date": "2024-12-27", "Ensemble trend": { "equity": 2.0602396345357663, "drawdown": -0.03671906502093847, "net": -0.0054130098245054326 }, "Core + trend": { "equity": 2.7641883064737303, "drawdown": -0.02182434075905082, "net": -0.0063390688713977905 }, "60/40 monthly": { "equity": 3.740604799992951, "drawdown": -0.022580556332951862, "net": -0.007519278494172554 }, "SPY buy & hold": { "equity": 5.915354348488003, "drawdown": -0.017764515761172883, "net": -0.010526643697524762 }, "BIL reserve": { "equity": 1.1773084120823936, "drawdown": 0.0, "net": 0.0004381459805935517 } }, { "date": "2024-12-30", "Ensemble trend": { "equity": 2.053378401024278, "drawdown": -0.03992708768066433, "net": -0.0033303084730890165 }, "Core + trend": { "equity": 2.7535150942419313, "drawdown": -0.025601318031766906, "net": -0.0038612464305715077 }, "60/40 monthly": { "equity": 3.722556950013295, "drawdown": -0.027296456683220005, "net": -0.004824848104694079 }, "SPY buy & hold": { "equity": 5.847851431060661, "drawdown": -0.0289732712947659, "net": -0.01141147485857641 }, "BIL reserve": { "equity": 1.1773084120823936, "drawdown": 0.0, "net": 0.0 } }, { "date": "2024-12-31", "Ensemble trend": { "equity": 2.0515087962735943, "drawdown": -0.040801235805033254, "net": -0.0009105018099689888 }, "Core + trend": { "equity": 2.7486064634324077, "drawdown": -0.027338357135373248, "net": -0.0017826780102961903 }, "60/40 monthly": { "equity": 3.7115993470422217, "drawdown": -0.030159676609562203, "net": -0.0029435689280815636 }, "SPY buy & hold": { "equity": 5.826576531940962, "drawdown": -0.03250593554577763, "net": -0.0036380710711456654 }, "BIL reserve": { "equity": 1.1775660579231613, "drawdown": 0.0, "net": 0.0002188431154688253 } }, { "date": "2025-01-02", "Ensemble trend": { "equity": 2.054668688173178, "drawdown": -0.03932380397019253, "net": 0.0015402770416210743 }, "Core + trend": { "equity": 2.7493669553594517, "drawdown": -0.027069238461243206, "net": 0.0002766827252871362 }, "60/40 monthly": { "equity": 3.7067722617617798, "drawdown": -0.031420993231235816, "net": -0.0013005405026512706 }, "SPY buy & hold": { "equity": 5.812260243604699, "drawdown": -0.03488313318738068, "net": -0.002457066899882232 }, "BIL reserve": { "equity": 1.177823493526605, "drawdown": 0.0, "net": 0.00021861669815592677 } }, { "date": "2025-01-03", "Ensemble trend": { "equity": 2.059692238924827, "drawdown": -0.036975004061752026, "net": 0.002444944423675155 }, "Core + trend": { "equity": 2.761554580651206, "drawdown": -0.022756349076528348, "net": 0.004432884183755981 }, "60/40 monthly": { "equity": 3.7328839819777295, "drawdown": -0.024598004861357325, "net": 0.007044328157225221 }, "SPY buy & hold": { "equity": 5.884933705205347, "drawdown": -0.022815816752673745, "net": 0.012503476884162534 }, "BIL reserve": { "equity": 1.1779522638876578, "drawdown": 0.0, "net": 0.00010932908178573619 } }, { "date": "2025-01-06", "Ensemble trend": { "equity": 2.064673078451425, "drawdown": -0.034646174116082507, "net": 0.0024182445476408354 }, "Core + trend": { "equity": 2.7692094816799493, "drawdown": -0.02004747506722937, "net": 0.002771953551951034 }, "60/40 monthly": { "equity": 3.744753853606509, "drawdown": -0.02149640927878671, "net": 0.0031798126290789597 }, "SPY buy & hold": { "equity": 5.918834581941974, "drawdown": -0.017186628353160094, "net": 0.005760621688336354 }, "BIL reserve": { "equity": 1.1780809291300485, "drawdown": 0.0, "net": 0.00010922789177048031 } }, { "date": "2025-01-07", "Ensemble trend": { "equity": 2.0566490117898524, "drawdown": -0.03839788838588176, "net": -0.003886361838742358 }, "Core + trend": { "equity": 2.7517016571392987, "drawdown": -0.02624304711701242, "net": -0.006322318573757535 }, "60/40 monthly": { "equity": 3.71207064508944, "drawdown": -0.030036526504233163, "net": -0.008727732127331245 }, "SPY buy & hold": { "equity": 5.851927480481953, "drawdown": -0.028296449562501214, "net": -0.011304100584961563 }, "BIL reserve": { "equity": 1.1783386800894782, "drawdown": 0.0, "net": 0.0002187888395919213 } }, { "date": "2025-01-08", "Ensemble trend": { "equity": 2.059577123569678, "drawdown": -0.037028827134116815, "net": 0.0014237294565284664 }, "Core + trend": { "equity": 2.755502225703309, "drawdown": -0.02489812294817606, "net": 0.001381170285721156 }, "60/40 monthly": { "equity": 3.717894618181543, "drawdown": -0.028514723254762342, "net": 0.0015689284092175182 }, "SPY buy & hold": { "equity": 5.860478027385757, "drawdown": -0.026876644410724904, "net": 0.0014611505238784073 }, "BIL reserve": { "equity": 1.1785962208115839, "drawdown": 0.0, "net": 0.00021856256308772082 } }, { "date": "2025-01-10", "Ensemble trend": { "equity": 2.048290041880309, "drawdown": -0.042306189252902526, "net": -0.00548029086175017 }, "Core + trend": { "equity": 2.73065655390031, "drawdown": -0.03369037177516965, "net": -0.00901674895096749 }, "60/40 monthly": { "equity": 3.6725086527608855, "drawdown": -0.040374068853590406, "net": -0.012207437294943224 }, "SPY buy & hold": { "equity": 5.771002308023414, "drawdown": -0.041733949883549726, "net": -0.015267648636208109 }, "BIL reserve": { "equity": 1.1789825318947424, "drawdown": 0.0, "net": 0.0003277722058980803 } }, { "date": "2025-01-13", "Ensemble trend": { "equity": 2.0430075430978176, "drawdown": -0.04477606231083486, "net": -0.0025789798683210075 }, "Core + trend": { "equity": 2.7270808437806187, "drawdown": -0.03495572428222993, "net": -0.0013094690046552282 }, "60/40 monthly": { "equity": 3.6735316588592704, "drawdown": -0.04010675752159576, "net": 0.00027855784563390884 }, "SPY buy & hold": { "equity": 5.779950684280268, "drawdown": -0.040248085780066334, "net": 0.0015505757543041732 }, "BIL reserve": { "equity": 1.179111197137133, "drawdown": 0.0, "net": 0.00010913244166887992 } }, { "date": "2025-01-14", "Ensemble trend": { "equity": 2.04934468316533, "drawdown": -0.041813083583992605, "net": 0.003101868169269384 }, "Core + trend": { "equity": 2.7331577478905986, "drawdown": -0.03280526308897391, "net": 0.0022283549546537884 }, "60/40 monthly": { "equity": 3.677108052223629, "drawdown": -0.03917224650013407, "net": 0.0009735572458546837 }, "SPY buy & hold": { "equity": 5.7879035590922445, "drawdown": -0.03892752315915937, "net": 0.0013759416379806044 }, "BIL reserve": { "equity": 1.1793689480965628, "drawdown": 0.0, "net": 0.00021859766920684365 } }, { "date": "2025-01-15", "Ensemble trend": { "equity": 2.0708349654675473, "drawdown": -0.03176513630541877, "net": 0.010486416696396939 }, "Core + trend": { "equity": 2.7684201148796013, "drawdown": -0.020326811821713475, "net": 0.01290169475809333 }, "60/40 monthly": { "equity": 3.7331694467815133, "drawdown": -0.024523412953198154, "net": 0.015246055803006087 }, "SPY buy & hold": { "equity": 5.893185416063235, "drawdown": -0.021445632866332498, "net": 0.018189981207548556 }, "BIL reserve": { "equity": 1.1794977184576156, "drawdown": 0.0, "net": 0.00010918581607621825 } }, { "date": "2025-01-16", "Ensemble trend": { "equity": 2.072533732711961, "drawdown": -0.03097086457504339, "net": 0.0008203296123261428 }, "Core + trend": { "equity": 2.769213637841465, "drawdown": -0.020046004307794796, "net": 0.00028663386658656087 }, "60/40 monthly": { "equity": 3.732142639734791, "drawdown": -0.02479171747239317, "net": -0.00027504967598179775 }, "SPY buy & hold": { "equity": 5.881851919812592, "drawdown": -0.023327542473440932, "net": -0.0019231528367921191 }, "BIL reserve": { "equity": 1.1794977184576156, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-01-17", "Ensemble trend": { "equity": 2.080089862136689, "drawdown": -0.027437937970262838, "net": 0.0036458414671207695 }, "Core + trend": { "equity": 2.78325091679593, "drawdown": -0.015078569721997837, "net": 0.0050690487590574484 }, "60/40 monthly": { "equity": 3.7563321958901836, "drawdown": -0.018470990268064758, "net": 0.006481412553168475 }, "SPY buy & hold": { "equity": 5.940905139767771, "drawdown": -0.013521846198734422, "net": 0.010039902527342326 }, "BIL reserve": { "equity": 1.1801417805002041, "drawdown": 0.0, "net": 0.0005460477222716253 } }, { "date": "2025-01-21", "Ensemble trend": { "equity": 2.0980694452208914, "drawdown": -0.01903144519458777, "net": 0.008643656897463936 }, "Core + trend": { "equity": 2.805119401682475, "drawdown": -0.007339871323484903, "net": 0.007857173334454348 }, "60/40 monthly": { "equity": 3.782410732493243, "drawdown": -0.01165667277099569, "net": 0.0069425533321019195 }, "SPY buy & hold": { "equity": 5.995285256917998, "drawdown": -0.004492111451623204, "net": 0.009153507061779642 }, "BIL reserve": { "equity": 1.1801417805002041, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-01-22", "Ensemble trend": { "equity": 2.105743342811226, "drawdown": -0.015443455175447762, "net": 0.0036575994220851005 }, "Core + trend": { "equity": 2.8134602357440044, "drawdown": -0.004388263128902725, "net": 0.0029734328087878126 }, "60/40 monthly": { "equity": 3.791879992937532, "drawdown": -0.009182356511921008, "net": 0.0025034987244887397 }, "SPY buy & hold": { "equity": 6.028987528332187, "drawdown": 0.0, "net": 0.005621462527625187 }, "BIL reserve": { "equity": 1.1803995314596338, "drawdown": 0.0, "net": 0.00021840677424411759 } }, { "date": "2025-01-23", "Ensemble trend": { "equity": 2.1101393913245095, "drawdown": -0.013388048779461537, "net": 0.00208764687695262 }, "Core + trend": { "equity": 2.819629540682729, "drawdown": -0.002205103641771511, "net": 0.002192781991494197 }, "60/40 monthly": { "equity": 3.8010381924199947, "drawdown": -0.006789320433060797, "net": 0.002415213429623364 }, "SPY buy & hold": { "equity": 6.061894141040275, "drawdown": 0.0, "net": 0.005458066143519069 }, "BIL reserve": { "equity": 1.1803995314596338, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-01-24", "Ensemble trend": { "equity": 2.112637191304679, "drawdown": -0.012220183129293849, "net": 0.001183713261047492 }, "Core + trend": { "equity": 2.820321128406408, "drawdown": -0.0019603684057716286, "net": 0.00024527609521074467 }, "60/40 monthly": { "equity": 3.7970571355779033, "drawdown": -0.00782956995736539, "net": -0.0010473603895984063 }, "SPY buy & hold": { "equity": 6.044197849973514, "drawdown": -0.002919267584524987, "net": -0.002919267584524987 }, "BIL reserve": { "equity": 1.1809144026665208, "drawdown": 0.0, "net": 0.0004361838455242406 } }, { "date": "2025-01-27", "Ensemble trend": { "equity": 2.091077908459339, "drawdown": -0.022300392144114056, "net": -0.010204914944257903 }, "Core + trend": { "equity": 2.796765186005163, "drawdown": -0.010296214930198277, "net": -0.008352219952539652 }, "60/40 monthly": { "equity": 3.7728975624640393, "drawdown": -0.014142462597676042, "net": -0.006362709922769438 }, "SPY buy & hold": { "equity": 5.958700424141667, "drawdown": -0.017023345261007683, "net": -0.014145371801854933 }, "BIL reserve": { "equity": 1.1810431730275734, "drawdown": 0.0, "net": 0.00010904292534830162 } }, { "date": "2025-01-28", "Ensemble trend": { "equity": 2.1044184529645467, "drawdown": -0.016062917644211083, "net": 0.006379745322371511 }, "Core + trend": { "equity": 2.813150496115483, "drawdown": -0.004497872074361475, "net": 0.005858664929151436 }, "60/40 monthly": { "equity": 3.7930848771769945, "drawdown": -0.008867520450377975, "net": 0.005350612991403603 }, "SPY buy & hold": { "equity": 6.009899762592006, "drawdown": -0.00857724949306804, "net": 0.008592366591027911 }, "BIL reserve": { "equity": 1.1810431730275734, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-01-29", "Ensemble trend": { "equity": 2.098731883849041, "drawdown": -0.01872171690357083, "net": -0.002702204548479803 }, "Core + trend": { "equity": 2.805011701485028, "drawdown": -0.007377983673280797, "net": -0.0028931245028281927 }, "60/40 monthly": { "equity": 3.7808399801103, "drawdown": -0.012067110120666524, "net": -0.003228215941164958 }, "SPY buy & hold": { "equity": 5.9829587340551535, "drawdown": -0.013021574634686117, "net": -0.004482775021397933 }, "BIL reserve": { "equity": 1.1811721536259503, "drawdown": 0.0, "net": 0.0001092090461403128 } }, { "date": "2025-01-30", "Ensemble trend": { "equity": 2.1150657584933907, "drawdown": -0.01108468780487315, "net": 0.007782735265065677 }, "Core + trend": { "equity": 2.8224047042742813, "drawdown": -0.0012230441093906697, "net": 0.006200688139748278 }, "60/40 monthly": { "equity": 3.7965016862102248, "drawdown": -0.007974708789444729, "net": 0.0041423879831772314 }, "SPY buy & hold": { "equity": 6.015069688057142, "drawdown": -0.007724393051690148, "net": 0.00536706927614472 }, "BIL reserve": { "equity": 1.181300818868341, "drawdown": 0.0, "net": 0.00010893013520152373 } }, { "date": "2025-01-31", "Ensemble trend": { "equity": 2.1091955310605277, "drawdown": -0.013829357927357289, "net": -0.002775434952454914 }, "Core + trend": { "equity": 2.8125215253010696, "drawdown": -0.004720448785069387, "net": -0.003501687393818731 }, "60/40 monthly": { "equity": 3.781653109159874, "drawdown": -0.011854639628390395, "net": -0.003911120889076414 }, "SPY buy & hold": { "equity": 5.983057108654119, "drawdown": -0.013005346274923113, "net": -0.005322062929143501 }, "BIL reserve": { "equity": 1.1816873401888237, "drawdown": 0.0, "net": 0.00032719973973516225 } }, { "date": "2025-02-03", "Ensemble trend": { "equity": 2.104903019351863, "drawdown": -0.015836354891602622, "net": -0.0020351416667881983 }, "Core + trend": { "equity": 2.8040688630663015, "drawdown": -0.007711630114673906, "net": -0.0030053680154014106 }, "60/40 monthly": { "equity": 3.766924953176118, "drawdown": -0.015703104461647244, "net": -0.003894634319600021 }, "SPY buy & hold": { "equity": 5.942794055809544, "drawdown": -0.01964733834997212, "net": -0.006729511705034108 }, "BIL reserve": { "equity": 1.182023404551506, "drawdown": 0.0, "net": 0.00028439363886945124 } }, { "date": "2025-02-04", "Ensemble trend": { "equity": 2.119524783441039, "drawdown": -0.008999836291163965, "net": 0.00694652625548442 }, "Core + trend": { "equity": 2.821633315125025, "drawdown": -0.00149601903220542, "net": 0.006263916086396204 }, "60/40 monthly": { "equity": 3.7860968414269034, "drawdown": -0.010693493088597461, "net": 0.005089532838879807 }, "SPY buy & hold": { "equity": 5.9826598980092385, "drawdown": -0.013070872104909426, "net": 0.006708265813236913 }, "BIL reserve": { "equity": 1.182023404551506, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-02-05", "Ensemble trend": { "equity": 2.1285242808409968, "drawdown": -0.00479205185460907, "net": 0.004245997720935923 }, "Core + trend": { "equity": 2.834206138039283, "drawdown": 0.0, "net": 0.004455867049365736 }, "60/40 monthly": { "equity": 3.8039778187575384, "drawdown": -0.006021196535172302, "net": 0.004722799780233933 }, "SPY buy & hold": { "equity": 6.006916970506388, "drawdown": -0.009069305608898959, "net": 0.004054563172681824 }, "BIL reserve": { "equity": 1.1821525953872072, "drawdown": 0.0, "net": 0.0001092963432058891 } }, { "date": "2025-02-06", "Ensemble trend": { "equity": 2.1323898715232814, "drawdown": -0.0029846651097577004, "net": 0.001816089540100041 }, "Core + trend": { "equity": 2.8390097959022587, "drawdown": 0.0, "net": 0.0016948865498889187 }, "60/40 monthly": { "equity": 3.810437302261554, "drawdown": -0.004333334515404075, "net": 0.0016980865325142425 }, "SPY buy & hold": { "equity": 6.027794658981207, "drawdown": -0.005625218993549952, "net": 0.003475607966170857 }, "BIL reserve": { "equity": 1.1824112924145957, "drawdown": 0.0, "net": 0.00021883556183688313 } }, { "date": "2025-02-07", "Ensemble trend": { "equity": 2.1227085693523913, "drawdown": -0.007511232626788877, "net": -0.004540118249564795 }, "Core + trend": { "equity": 2.823072493243278, "drawdown": -0.005613683574457462, "net": -0.005613683574457462 }, "60/40 monthly": { "equity": 3.7840325305839317, "drawdown": -0.011232897185949997, "net": -0.006929590905996541 }, "SPY buy & hold": { "equity": 5.97261888312488, "drawdown": -0.01472728751744179, "net": -0.009153559299522107 }, "BIL reserve": { "equity": 1.1826695689673359, "drawdown": 0.0, "net": 0.00021843207553673416 } }, { "date": "2025-02-10", "Ensemble trend": { "equity": 2.142372831651977, "drawdown": 0.0, "net": 0.009263759794207127 }, "Core + trend": { "equity": 2.8415704329037155, "drawdown": 0.0, "net": 0.006552413976159022 }, "60/40 monthly": { "equity": 3.7995919430057525, "drawdown": -0.007167225176666792, "net": 0.004111860111154941 }, "SPY buy & hold": { "equity": 6.013180153307199, "drawdown": -0.008036100037325467, "net": 0.006791203486450792 }, "BIL reserve": { "equity": 1.1827989700403612, "drawdown": 0.0, "net": 0.00010941439301448419 } }, { "date": "2025-02-11", "Ensemble trend": { "equity": 2.1414901432158846, "drawdown": -0.00041201439033000664, "net": -0.00041201439033000664 }, "Core + trend": { "equity": 2.8401988522430734, "drawdown": -0.00048268402738138594, "net": -0.00048268402738138594 }, "60/40 monthly": { "equity": 3.797652354318888, "drawdown": -0.007674039394319876, "net": -0.0005104728918153834 }, "SPY buy & hold": { "equity": 6.017753644096845, "drawdown": -0.00728163440608276, "net": 0.0007605777098049771 }, "BIL reserve": { "equity": 1.1829281608760622, "drawdown": 0.0, "net": 0.00010922467720497764 } }, { "date": "2025-02-12", "Ensemble trend": { "equity": 2.1417463652294195, "drawdown": -0.00029241708693361623, "net": 0.00011964659951702039 }, "Core + trend": { "equity": 2.833844806179023, "drawdown": -0.002718787694028002, "net": -0.002237183519397723 }, "60/40 monthly": { "equity": 3.78012294248104, "drawdown": -0.0122544719399853, "net": -0.004615854797217711 }, "SPY buy & hold": { "equity": 5.9983670423107505, "drawdown": -0.010479743996094193, "net": -0.0032215678694512695 }, "BIL reserve": { "equity": 1.1830574568304255, "drawdown": 0.0, "net": 0.00010930161157673979 } }, { "date": "2025-02-13", "Ensemble trend": { "equity": 2.1611652561123025, "drawdown": 0.0, "net": 0.009066848996754473 }, "Core + trend": { "equity": 2.859622659013595, "drawdown": 0.0, "net": 0.009096423621492988 }, "60/40 monthly": { "equity": 3.815622092073069, "drawdown": -0.002978549756235793, "net": 0.009391003978492352 }, "SPY buy & hold": { "equity": 6.061695535717834, "drawdown": -3.276291499343387e-05, "net": 0.010557622259588673 }, "BIL reserve": { "equity": 1.1833158385018279, "drawdown": 0.0, "net": 0.0002184016253061749 } }, { "date": "2025-02-14", "Ensemble trend": { "equity": 2.1551414123049146, "drawdown": -0.002787312904624306, "net": -0.002787312904624306 }, "Core + trend": { "equity": 2.857956056540112, "drawdown": -0.0005828050313666511, "net": -0.0005828050313666511 }, "60/40 monthly": { "equity": 3.821565191815539, "drawdown": -0.0014256187318320013, "net": 0.0015575703251160533 }, "SPY buy & hold": { "equity": 6.061397318380089, "drawdown": -8.195832006097081e-05, "net": -4.9197016905200286e-05 }, "BIL reserve": { "equity": 1.1837035161275933, "drawdown": 0.0, "net": 0.0003276197386627988 } }, { "date": "2025-02-18", "Ensemble trend": { "equity": 2.1704228389147167, "drawdown": 0.0, "net": 0.007090683944242171 }, "Core + trend": { "equity": 2.8675235579928673, "drawdown": 0.0, "net": 0.00334767269456826 }, "60/40 monthly": { "equity": 3.8207591076770338, "drawdown": -0.0016362483899579061, "net": -0.00021093036440456014 }, "SPY buy & hold": { "equity": 6.0791926027539835, "drawdown": 0.0, "net": 0.002935838625845344 }, "BIL reserve": { "equity": 1.1839621080363198, "drawdown": 0.0, "net": 0.00021846003260383995 } }, { "date": "2025-02-19", "Ensemble trend": { "equity": 2.169298798693751, "drawdown": -0.0005178899709367135, "net": -0.0005178899709367135 }, "Core + trend": { "equity": 2.869639364664089, "drawdown": 0.0, "net": 0.0007378515392921781 }, "60/40 monthly": { "equity": 3.828690838068823, "drawdown": 0.0, "net": 0.002075956679878699 }, "SPY buy & hold": { "equity": 6.093507653673907, "drawdown": 0.0, "net": 0.002354761866475208 }, "BIL reserve": { "equity": 1.1840914039906831, "drawdown": 0.0, "net": 0.00010920615912080045 } }, { "date": "2025-02-20", "Ensemble trend": { "equity": 2.169651060046803, "drawdown": -0.00035558917556344216, "net": 0.0001623848928806737 }, "Core + trend": { "equity": 2.867503988245446, "drawdown": -0.000744127100059, "net": -0.000744127100059 }, "60/40 monthly": { "equity": 3.8217244923210334, "drawdown": -0.0018195111703778188, "net": -0.0018195111703778188 }, "SPY buy & hold": { "equity": 6.068157942549255, "drawdown": -0.004160118041267813, "net": -0.004160118041267813 }, "BIL reserve": { "equity": 1.1843496805434233, "drawdown": 0.0, "net": 0.0002181221414747636 } }, { "date": "2025-02-21", "Ensemble trend": { "equity": 2.1521307604667816, "drawdown": -0.00842788700891206, "net": -0.008075169276134053 }, "Core + trend": { "equity": 2.8448151999709976, "drawdown": -0.008650621746679743, "net": -0.00791238246483883 }, "60/40 monthly": { "equity": 3.789660406691123, "drawdown": -0.01019419771103458, "net": -0.008389952152316749 }, "SPY buy & hold": { "equity": 5.964367790975158, "drawdown": -0.021193025435996327, "net": -0.017104062312935486 }, "BIL reserve": { "equity": 1.1847377786438373, "drawdown": 0.0, "net": 0.0003276887787362348 } }, { "date": "2025-02-24", "Ensemble trend": { "equity": 2.1475359037901818, "drawdown": -0.010544919964065369, "net": -0.002135026719102928 }, "Core + trend": { "equity": 2.839214317293204, "drawdown": -0.010602394065794662, "net": -0.0019688036951753807 }, "60/40 monthly": { "equity": 3.782148902737679, "drawdown": -0.012156096509118863, "net": -0.001982104765952397 }, "SPY buy & hold": { "equity": 5.937226919699526, "drawdown": -0.025647089140875323, "net": -0.004550502622708508 }, "BIL reserve": { "equity": 1.1848669694795384, "drawdown": 0.0, "net": 0.00010904593238270088 } }, { "date": "2025-02-25", "Ensemble trend": { "equity": 2.1388382422707894, "drawdown": -0.014552278052750722, "net": -0.004050065707419281 }, "Core + trend": { "equity": 2.833847577875593, "drawdown": -0.012472573114665764, "net": -0.0018902199051769042 }, "60/40 monthly": { "equity": 3.78209297122358, "drawdown": -0.012170705031056217, "net": -1.4788289815603761e-05 }, "SPY buy & hold": { "equity": 5.907699072305597, "drawdown": -0.030492877325965395, "net": -0.004973339876223504 }, "BIL reserve": { "equity": 1.1848669694795384, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-02-26", "Ensemble trend": { "equity": 2.1428931078237823, "drawdown": -0.01268404045393301, "net": 0.0018958261886548033 }, "Core + trend": { "equity": 2.838499330386155, "drawdown": -0.010851549731782817, "net": 0.0016414970751705837 }, "60/40 monthly": { "equity": 3.787300131787238, "drawdown": -0.010810668197608342, "net": 0.0013767933795592047 }, "SPY buy & hold": { "equity": 5.910682483099385, "drawdown": -0.030003272493519084, "net": 0.0005050038529845757 }, "BIL reserve": { "equity": 1.1851252460322788, "drawdown": 0.0, "net": 0.00021797936763623404 } }, { "date": "2025-02-27", "Ensemble trend": { "equity": 2.1132306469590105, "drawdown": -0.026350714215808813, "net": -0.013842249413408947 }, "Core + trend": { "equity": 2.805143015189233, "drawdown": -0.022475419827677756, "net": -0.011751390898649294 }, "60/40 monthly": { "equity": 3.7486764778268213, "drawdown": -0.020898621389435768, "net": -0.010198202576089499 }, "SPY buy & hold": { "equity": 5.816336293025988, "drawdown": -0.045486339954099675, "net": -0.015961979068096488 }, "BIL reserve": { "equity": 1.1852545419866418, "drawdown": 0.0, "net": 0.00010909897902866561 } }, { "date": "2025-02-28", "Ensemble trend": { "equity": 2.1199834429494624, "drawdown": -0.023239432916433822, "net": 0.0031954846008737103 }, "Core + trend": { "equity": 2.825334360317551, "drawdown": -0.015439223789615042, "net": 0.007197973514714295 }, "60/40 monthly": { "equity": 3.7922704175180457, "drawdown": -0.009512499726707535, "net": 0.01162915496951511 }, "SPY buy & hold": { "equity": 5.907103875046446, "drawdown": -0.03059055460693061, "net": 0.015605628259372173 }, "BIL reserve": { "equity": 1.1855131338953686, "drawdown": 0.0, "net": 0.00021817415547986663 } }, { "date": "2025-03-03", "Ensemble trend": { "equity": 2.1139541816206306, "drawdown": -0.026017353062098514, "net": -0.002844013404389334 }, "Core + trend": { "equity": 2.8090912511166164, "drawdown": -0.02109955497998972, "net": -0.00574909271945756 }, "60/40 monthly": { "equity": 3.7571531527391135, "drawdown": -0.018684633561531716, "net": -0.009260221691130277 }, "SPY buy & hold": { "equity": 5.803611322101923, "drawdown": -0.04757462336117679, "net": -0.017520015752848006 }, "BIL reserve": { "equity": 1.1857596371579553, "drawdown": 0.0, "net": 0.00020792959229121166 } }, { "date": "2025-03-04", "Ensemble trend": { "equity": 2.1101248407872126, "drawdown": -0.027781682465917723, "net": -0.0018114587660941206 }, "Core + trend": { "equity": 2.7952959711440863, "drawdown": -0.025906876813667212, "net": -0.004910940492604654 }, "60/40 monthly": { "equity": 3.725599964771887, "drawdown": -0.026925880844673955, "net": -0.008398163898169164 }, "SPY buy & hold": { "equity": 5.734915535323602, "drawdown": -0.0588482264618313, "net": -0.011836731125791644 }, "BIL reserve": { "equity": 1.1857596371579553, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-03-05", "Ensemble trend": { "equity": 2.1236597689839405, "drawdown": -0.021545603507452604, "net": 0.006414278404342388 }, "Core + trend": { "equity": 2.809302650295027, "drawdown": -0.021025887472841065, "net": 0.005010803612759407 }, "60/40 monthly": { "equity": 3.7414577424948585, "drawdown": -0.022784053156395534, "net": 0.004256435976196515 }, "SPY buy & hold": { "equity": 5.796552480595012, "drawdown": -0.048733043422018896, "net": 0.010747664005121393 }, "BIL reserve": { "equity": 1.1858891433496426, "drawdown": 0.0, "net": 0.00010921791198570396 } }, { "date": "2025-03-06", "Ensemble trend": { "equity": 2.109597860950904, "drawdown": -0.028024483005453238, "net": -0.006621544674156876 }, "Core + trend": { "equity": 2.7848389998732785, "drawdown": -0.02955087870448725, "net": -0.008708086478037225 }, "60/40 monthly": { "equity": 3.700419579655416, "drawdown": -0.03350264198352115, "net": -0.010968495614246399 }, "SPY buy & hold": { "equity": 5.693657599742318, "drawdown": -0.0656190287527596, "net": -0.017751047919802754 }, "BIL reserve": { "equity": 1.1860186495413299, "drawdown": 0.0, "net": 0.00010920598473607157 } }, { "date": "2025-03-07", "Ensemble trend": { "equity": 2.115464434864961, "drawdown": -0.025321519412888627, "net": 0.0027808967873208523 }, "Core + trend": { "equity": 2.7922774526589067, "drawdown": -0.026958757590864746, "net": 0.002671053079178476 }, "60/40 monthly": { "equity": 3.7110355954642356, "drawdown": -0.03072988851299696, "net": 0.0028688681324642307 }, "SPY buy & hold": { "equity": 5.725568711005527, "drawdown": -0.060382125301269074, "net": 0.0056046769065729585 }, "BIL reserve": { "equity": 1.1865376203760383, "drawdown": 0.0, "net": 0.0004375739242457044 } }, { "date": "2025-03-10", "Ensemble trend": { "equity": 2.094768658999259, "drawdown": -0.03485688528475284, "net": -0.009783088538202311 }, "Core + trend": { "equity": 2.7606636402152316, "drawdown": -0.03797540756889284, "net": -0.011321873624546619 }, "60/40 monthly": { "equity": 3.661650461382018, "drawdown": -0.043628588400483004, "net": -0.013307642250205642 }, "SPY buy & hold": { "equity": 5.573065809114694, "drawdown": -0.08540923785423116, "net": -0.026635415552291986 }, "BIL reserve": { "equity": 1.1866672316863878, "drawdown": 0.0, "net": 0.00010923489329273117 } }, { "date": "2025-03-11", "Ensemble trend": { "equity": 2.0945636827611698, "drawdown": -0.034951325978250125, "net": -9.785149171903651e-05 }, "Core + trend": { "equity": 2.752517932755302, "drawdown": -0.04081398985216966, "net": -0.002950633804592817 }, "60/40 monthly": { "equity": 3.6382261393051287, "drawdown": -0.049746690662483495, "net": -0.006397203207661906 }, "SPY buy & hold": { "equity": 5.526738178791748, "drawdown": -0.09301202313915902, "net": -0.008312772881163277 }, "BIL reserve": { "equity": 1.1867969481153995, "drawdown": 0.0, "net": 0.0001093115454340321 } }, { "date": "2025-03-12", "Ensemble trend": { "equity": 2.099619075584723, "drawdown": -0.0326221057300512, "net": 0.00241357799963815 }, "Core + trend": { "equity": 2.7584533527463115, "drawdown": -0.03874563936043318, "net": 0.0021563601531444654 }, "60/40 monthly": { "equity": 3.645338241239709, "drawdown": -0.04788911003365237, "net": 0.001954826792580411 }, "SPY buy & hold": { "equity": 5.556066183446897, "drawdown": -0.08819903096420578, "net": 0.00530656667755558 }, "BIL reserve": { "equity": 1.1869264543070868, "drawdown": 0.0, "net": 0.00010912245089023109 } }, { "date": "2025-03-13", "Ensemble trend": { "equity": 2.1035010475669877, "drawdown": -0.030833527065717847, "net": 0.0018488934623455133 }, "Core + trend": { "equity": 2.7535817945404415, "drawdown": -0.04044325971853702, "net": -0.00176604697738314 }, "60/40 monthly": { "equity": 3.622280130735603, "drawdown": -0.05391156300238986, "net": -0.006325369273898707 }, "SPY buy & hold": { "equity": 5.48200062846466, "drawdown": -0.10035386184188289, "net": -0.013330574643423021 }, "BIL reserve": { "equity": 1.1871857820464478, "drawdown": 0.0, "net": 0.0002184867802212942 } }, { "date": "2025-03-14", "Ensemble trend": { "equity": 2.1174519613442757, "drawdown": -0.02440578702946572, "net": 0.006632235241063711 }, "Core + trend": { "equity": 2.7767181195089807, "drawdown": -0.03238080934465615, "net": 0.008402265374652051 }, "60/40 monthly": { "equity": 3.6614424767341744, "drawdown": -0.043682911054528595, "net": 0.010811517769228507 }, "SPY buy & hold": { "equity": 5.595235360247628, "drawdown": -0.0817710129773711, "net": 0.020655731266247868 }, "BIL reserve": { "equity": 1.187445004667147, "drawdown": 0.0, "net": 0.00021835050976792836 } }, { "date": "2025-03-17", "Ensemble trend": { "equity": 2.130090594852289, "drawdown": -0.018582666630339917, "net": 0.005968793502162395 }, "Core + trend": { "equity": 2.7916618480456776, "drawdown": -0.02717328092812077, "net": 0.005381795304213011 }, "60/40 monthly": { "equity": 3.679571160845891, "drawdown": -0.03894795467427914, "net": 0.004951241000483053 }, "SPY buy & hold": { "equity": 5.638382211870686, "drawdown": -0.07469022239248624, "net": 0.0077113559743353655 }, "BIL reserve": { "equity": 1.1877044375251702, "drawdown": 0.0, "net": 0.00021847989338752427 } }, { "date": "2025-03-18", "Ensemble trend": { "equity": 2.13207950431796, "drawdown": -0.017666297050177526, "net": 0.0009337205987753894 }, "Core + trend": { "equity": 2.785319387778145, "drawdown": -0.029383475123820668, "net": -0.002271929987499366 }, "60/40 monthly": { "equity": 3.6574406432519324, "drawdown": -0.04472813346905513, "net": -0.006014428482712386 }, "SPY buy & hold": { "equity": 5.5774400758737315, "drawdown": -0.08469138091408279, "net": -0.010808443576005078 }, "BIL reserve": { "equity": 1.1877044375251702, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-03-19", "Ensemble trend": { "equity": 2.141733940051076, "drawdown": -0.013218115083043491, "net": 0.004528178106662395 }, "Core + trend": { "equity": 2.802364984773802, "drawdown": -0.023443496321762347, "net": 0.006119799786858282 }, "60/40 monthly": { "equity": 3.6857264731282084, "drawdown": -0.037340273996300466, "net": 0.007733776877135057 }, "SPY buy & hold": { "equity": 5.638183606548245, "drawdown": -0.07472281533135305, "net": 0.010890933806222636 }, "BIL reserve": { "equity": 1.1878341539541817, "drawdown": 0.0, "net": 0.00010921608517500125 } }, { "date": "2025-03-20", "Ensemble trend": { "equity": 2.1366808925805776, "drawdown": -0.015546254733944553, "net": -0.0023593254867025903 }, "Core + trend": { "equity": 2.7977399648658023, "drawdown": -0.025055204038401113, "net": -0.0016503988356723065 }, "60/40 monthly": { "equity": 3.681528364871262, "drawdown": -0.03843676061130852, "net": -0.0011390178537539208 }, "SPY buy & hold": { "equity": 5.621878790154904, "drawdown": -0.07739858392311161, "net": -0.0028918562308620777 }, "BIL reserve": { "equity": 1.1880932714562187, "drawdown": 0.0, "net": 0.00021814282841958743 } }, { "date": "2025-03-21", "Ensemble trend": { "equity": 2.1291246959349626, "drawdown": -0.019027694622124725, "net": -0.003536417942357817 }, "Core + trend": { "equity": 2.7923826578575315, "drawdown": -0.026922096120465255, "net": -0.0019148695288154771 }, "60/40 monthly": { "equity": 3.6810073120787816, "drawdown": -0.03857285224537288, "net": -0.00014153165230290643 }, "SPY buy & hold": { "equity": 5.62373367724735, "drawdown": -0.07709418008908542, "net": 0.00032994078344317224 }, "BIL reserve": { "equity": 1.1884825258619154, "drawdown": 0.0, "net": 0.00032762950102371846 } }, { "date": "2025-03-24", "Ensemble trend": { "equity": 2.1294160771903012, "drawdown": -0.018893443705614743, "net": 0.00013685495071991127 }, "Core + trend": { "equity": 2.80389137292195, "drawdown": -0.022911586923339833, "net": 0.004121467747994378 }, "60/40 monthly": { "equity": 3.7118431435900874, "drawdown": -0.030518968342106545, "net": 0.0083770090350328 }, "SPY buy & hold": { "equity": 5.724446374385882, "drawdown": -0.0605663109433382, "net": 0.01790851112775793 }, "BIL reserve": { "equity": 1.1884825258619154, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-03-25", "Ensemble trend": { "equity": 2.1353531469610396, "drawdown": -0.016157999872141726, "net": 0.0027881210414133495 }, "Core + trend": { "equity": 2.810756948848089, "drawdown": -0.020519099556920217, "net": 0.002448588412676145 }, "60/40 monthly": { "equity": 3.719719712584223, "drawdown": -0.028461719708756883, "net": 0.0021220101953223214 }, "SPY buy & hold": { "equity": 5.738206444077678, "drawdown": -0.05830815841874104, "net": 0.0024037380720982604 }, "BIL reserve": { "equity": 1.1886121371722649, "drawdown": 0.0, "net": 0.00010905613463307873 } }, { "date": "2025-03-26", "Ensemble trend": { "equity": 2.1231478889003186, "drawdown": -0.021781446991240294, "net": -0.005715803064280434 }, "Core + trend": { "equity": 2.791896628881685, "drawdown": -0.027091465478103594, "net": -0.006710050107368359 }, "60/40 monthly": { "equity": 3.6894886175144523, "drawdown": -0.03635765499012822, "net": -0.008127250816101994 }, "SPY buy & hold": { "equity": 5.669703075540101, "drawdown": -0.06955018393688006, "net": -0.011938115019943019 }, "BIL reserve": { "equity": 1.1887415382452902, "drawdown": 0.0, "net": 0.00010886736638338057 } }, { "date": "2025-03-27", "Ensemble trend": { "equity": 2.129673409420442, "drawdown": -0.018774880527266724, "net": 0.003073512002738088 }, "Core + trend": { "equity": 2.7941663433328188, "drawdown": -0.026300524818770987, "net": 0.0008129650745856143 }, "60/40 monthly": { "equity": 3.6823504559751203, "drawdown": -0.03822204201985557, "net": -0.0019347292482340128 }, "SPY buy & hold": { "equity": 5.654645574816663, "drawdown": -0.07202125668827941, "net": -0.002655782943625007 }, "BIL reserve": { "equity": 1.1890009711033134, "drawdown": 0.0, "net": 0.0002182416022966649 } }, { "date": "2025-03-28", "Ensemble trend": { "equity": 2.126372632916282, "drawdown": -0.020295679352720697, "net": -0.0015498979747595731 }, "Core + trend": { "equity": 2.7805005612753506, "drawdown": -0.031062719757182, "net": -0.00489082623519399 }, "60/40 monthly": { "equity": 3.649637687473547, "drawdown": -0.04676615536959616, "net": -0.008883665173284094 }, "SPY buy & hold": { "equity": 5.540770480078164, "drawdown": -0.09070919493511842, "net": -0.020138325776888566 }, "BIL reserve": { "equity": 1.1893902255090103, "drawdown": 0.0, "net": 0.00032737938416960155 } }, { "date": "2025-03-31", "Ensemble trend": { "equity": 2.134709569133703, "drawdown": -0.016454521736820493, "net": 0.003920731525775434 }, "Core + trend": { "equity": 2.7942279721126804, "drawdown": -0.026279048677684935, "net": 0.004937028615823458 }, "60/40 monthly": { "equity": 3.6685540902647134, "drawdown": -0.04182545798993853, "net": 0.00518309059994948 }, "SPY buy & hold": { "equity": 5.577964740401547, "drawdown": -0.08460527869551915, "net": 0.006712831808701525 }, "BIL reserve": { "equity": 1.1893902255090103, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-01", "Ensemble trend": { "equity": 2.1383807827685595, "drawdown": -0.014763047813383334, "net": 0.001719771948343496 }, "Core + trend": { "equity": 2.800733648594702, "drawdown": -0.02401197757386231, "net": 0.0023282554419148394 }, "60/40 monthly": { "equity": 3.6799393016501867, "drawdown": -0.038851801492978844, "net": 0.0031034601386106253 }, "SPY buy & hold": { "equity": 5.593719525232118, "drawdown": -0.08201977528336335, "net": 0.002824468343526565 }, "BIL reserve": { "equity": 1.1896635340304285, "drawdown": 0.0, "net": 0.00022978877374013607 } }, { "date": "2025-04-02", "Ensemble trend": { "equity": 2.1415197791347613, "drawdown": -0.013316787522567708, "net": 0.0014679314327441517 }, "Core + trend": { "equity": 2.8075087945089536, "drawdown": -0.02165100288217159, "net": 0.0024190611333752 }, "60/40 monthly": { "equity": 3.6923827175800286, "drawdown": -0.035601756906950444, "net": 0.0033814187979301913 }, "SPY buy & hold": { "equity": 5.629118913155505, "drawdown": -0.07621041392118566, "net": 0.006328416675828619 }, "BIL reserve": { "equity": 1.1897933555781022, "drawdown": 0.0, "net": 0.00010912459192047308 } }, { "date": "2025-04-03", "Ensemble trend": { "equity": 2.114779286463539, "drawdown": -0.02563719449201962, "net": -0.012486689561198694 }, "Core + trend": { "equity": 2.7543012787458854, "drawdown": -0.040192536852694305, "net": -0.018951860762514317 }, "60/40 monthly": { "equity": 3.599162172773309, "drawdown": -0.05994964728238217, "net": -0.02524671788839261 }, "SPY buy & hold": { "equity": 5.35171058727863, "drawdown": -0.12173564202352838, "net": -0.04928094967554508 }, "BIL reserve": { "equity": 1.1899237027190865, "drawdown": 0.0, "net": 0.0001095544368046042 } }, { "date": "2025-04-04", "Ensemble trend": { "equity": 2.0399187157740415, "drawdown": -0.06012843248826649, "net": -0.03539876296721434 }, "Core + trend": { "equity": 2.660163477856238, "drawdown": -0.07299728648389636, "net": -0.03417846900630672 }, "60/40 monthly": { "equity": 3.480797324124764, "drawdown": -0.0908648748770573, "net": -0.03288677835745879 }, "SPY buy & hold": { "equity": 5.038405741464097, "drawdown": -0.17315181537085067, "net": -0.05854293514288289 }, "BIL reserve": { "equity": 1.190314113430066, "drawdown": 0.0, "net": 0.0003280972637889068 } }, { "date": "2025-04-07", "Ensemble trend": { "equity": 1.9978738350190781, "drawdown": -0.07950017886004135, "net": -0.02061105691606424 }, "Core + trend": { "equity": 2.6246887958215446, "drawdown": -0.08535935625179769, "net": -0.013335527056886676 }, "60/40 monthly": { "equity": 3.4593089355148807, "drawdown": -0.09647733864567065, "net": -0.006173409885416592 }, "SPY buy & hold": { "equity": 5.029431688818205, "drawdown": -0.17462453899014097, "net": -0.001781129410051152 }, "BIL reserve": { "equity": 1.1904439349777396, "drawdown": 0.0, "net": 0.00010906494866258498 } }, { "date": "2025-04-08", "Ensemble trend": { "equity": 1.9895728711229572, "drawdown": -0.08332476259888177, "net": -0.0041548989483821686 }, "Core + trend": { "equity": 2.6045787945955263, "drawdown": -0.09236720590484027, "net": -0.007661861192089892 }, "60/40 monthly": { "equity": 3.4209838280184, "drawdown": -0.10648731571548586, "net": -0.011078833434914337 }, "SPY buy & hold": { "equity": 4.950656836603094, "drawdown": -0.18755220835437258, "net": -0.015662774064562623 }, "BIL reserve": { "equity": 1.1907044190223837, "drawdown": 0.0, "net": 0.00021881252614286417 } }, { "date": "2025-04-09", "Ensemble trend": { "equity": 2.0836469070844528, "drawdown": -0.03998111809109728, "net": 0.04728353373073402 }, "Core + trend": { "equity": 2.741930522141477, "drawdown": -0.04450344670315787, "net": 0.05273471773284588 }, "60/40 monthly": { "equity": 3.6197192328973387, "drawdown": -0.054580433367372394, "net": 0.05809305593650116 }, "SPY buy & hold": { "equity": 5.4705724698640665, "drawdown": -0.10222932655779304, "net": 0.10501952577624296 }, "BIL reserve": { "equity": 1.1907044190223837, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-10", "Ensemble trend": { "equity": 2.071779469749045, "drawdown": -0.045448917785530174, "net": -0.005695512658626889 }, "Core + trend": { "equity": 2.694560871419413, "drawdown": -0.06101062572549776, "net": -0.017276021525544638 }, "60/40 monthly": { "equity": 3.516703659234274, "drawdown": -0.08148664701063046, "net": -0.02845954811268825 }, "SPY buy & hold": { "equity": 5.230856464387098, "drawdown": -0.14156890223428176, "net": -0.043819181045036903 }, "BIL reserve": { "equity": 1.1908344508073816, "drawdown": 0.0, "net": 0.00010920576334516596 } }, { "date": "2025-04-11", "Ensemble trend": { "equity": 2.1061988004438827, "drawdown": -0.029590565174364092, "net": 0.01661341431238683 }, "Core + trend": { "equity": 2.727776684844286, "drawdown": -0.0494357171032217, "net": 0.01232698573529567 }, "60/40 monthly": { "equity": 3.544936726625029, "drawdown": -0.07411256835428337, "net": 0.008028275944326424 }, "SPY buy & hold": { "equity": 5.324189829186868, "drawdown": -0.12625204860835793, "net": 0.017842845705135613 }, "BIL reserve": { "equity": 1.1913546830660349, "drawdown": 0.0, "net": 0.0004368636281060212 } }, { "date": "2025-04-14", "Ensemble trend": { "equity": 2.1163220741596485, "drawdown": -0.024926370928772923, "net": 0.0048064188972247734 }, "Core + trend": { "equity": 2.746620418604871, "drawdown": -0.04286913107411261, "net": 0.006908092537516675 }, "60/40 monthly": { "equity": 3.576870377045747, "drawdown": -0.06577194964900679, "net": 0.009008242708783198 }, "SPY buy & hold": { "equity": 5.375841443309182, "drawdown": -0.11777554918340483, "net": 0.009701309641358513 }, "BIL reserve": { "equity": 1.1913546830660349, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-15", "Ensemble trend": { "equity": 2.1241803275454383, "drawdown": -0.021305761504242904, "net": 0.0037131651565418533 }, "Core + trend": { "equity": 2.7511142667608017, "drawdown": -0.04130313354450432, "net": 0.0016361373146032143 }, "60/40 monthly": { "equity": 3.5753558681377204, "drawdown": -0.06616751799653897, "net": -0.00042341733090078826 }, "SPY buy & hold": { "equity": 5.360783942585745, "drawdown": -0.12024662193480429, "net": -0.0028009570003554307 }, "BIL reserve": { "equity": 1.1916149568733547, "drawdown": 0.0, "net": 0.00021846878265496805 } }, { "date": "2025-04-16", "Ensemble trend": { "equity": 2.136499810619391, "drawdown": -0.015629686385114083, "net": 0.005799640884626811 }, "Core + trend": { "equity": 2.7434365843542112, "drawdown": -0.04397862040223677, "net": -0.0027907537318070386 }, "60/40 monthly": { "equity": 3.5351417669630174, "drawdown": -0.07667087354952662, "net": -0.011247580005413371 }, "SPY buy & hold": { "equity": 5.2416250800789035, "drawdown": -0.13980167450538694, "net": -0.022227880060647576 }, "BIL reserve": { "equity": 1.1917450937770147, "drawdown": 0.0, "net": 0.00010921053223555965 } }, { "date": "2025-04-17", "Ensemble trend": { "equity": 2.140176133196303, "drawdown": -0.01393585856917079, "net": 0.0017207221637181025 }, "Core + trend": { "equity": 2.745423067667373, "drawdown": -0.043286378952797855, "net": 0.0007240857413985946 }, "60/40 monthly": { "equity": 3.5338477311678207, "drawdown": -0.07700885743224961, "net": -0.0003660491942047983 }, "SPY buy & hold": { "equity": 5.2491034057248, "drawdown": -0.13857441328394782, "net": 0.001426718914772973 }, "BIL reserve": { "equity": 1.1922656413916541, "drawdown": 0.0, "net": 0.000436794426390108 } }, { "date": "2025-04-21", "Ensemble trend": { "equity": 2.1505514068019003, "drawdown": -0.009155557966185501, "net": 0.004847859689988132 }, "Core + trend": { "equity": 2.7301943954799994, "drawdown": -0.04859320334853734, "net": -0.0055469309509054154 }, "60/40 monthly": { "equity": 3.476989281743106, "drawdown": -0.09185948179172232, "net": -0.01608967158466812 }, "SPY buy & hold": { "equity": 5.124160859248583, "drawdown": -0.159078620971434, "net": -0.023802645293661273 }, "BIL reserve": { "equity": 1.192395778295314, "drawdown": 0.0, "net": 0.00010915093007968224 } }, { "date": "2025-04-22", "Ensemble trend": { "equity": 2.161122453285595, "drawdown": -0.004285057023161509, "net": 0.004915505135222542 }, "Core + trend": { "equity": 2.7576434451568774, "drawdown": -0.03902787259134266, "net": 0.010053881043167179 }, "60/40 monthly": { "equity": 3.530247069186423, "drawdown": -0.07794929951380836, "net": 0.015317213579852496 }, "SPY buy & hold": { "equity": 5.25748009563295, "drawdown": -0.13719972232034505, "net": 0.02601776955220636 }, "BIL reserve": { "equity": 1.192395778295314, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-23", "Ensemble trend": { "equity": 2.1548311877733703, "drawdown": -0.007183692901583605, "net": -0.0029111101514216475 }, "Core + trend": { "equity": 2.7665595662455726, "drawdown": -0.03592081976843886, "net": 0.0032332392733203097 }, "60/40 monthly": { "equity": 3.5636854250312022, "drawdown": -0.06921567299262243, "net": 0.009471959097889782 }, "SPY buy & hold": { "equity": 5.338947256448053, "drawdown": -0.12383022063998106, "net": 0.01549547679367791 }, "BIL reserve": { "equity": 1.192656052102634, "drawdown": 0.0, "net": 0.00021827803490870323 } }, { "date": "2025-04-24", "Ensemble trend": { "equity": 2.1814726985021093, "drawdown": 0.0, "net": 0.012363618495919715 }, "Core + trend": { "equity": 2.803691862272105, "drawdown": -0.0229811115654609, "net": 0.013421831389274441 }, "60/40 monthly": { "equity": 3.6156278346704536, "drawdown": -0.055649048828878, "net": 0.014575475510383074 }, "SPY buy & hold": { "equity": 5.451326314832472, "drawdown": -0.10538779555881095, "net": 0.021048917134121048 }, "BIL reserve": { "equity": 1.192656052102634, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-25", "Ensemble trend": { "equity": 2.1789839627324663, "drawdown": -0.001140851210905458, "net": -0.001140851210905458 }, "Core + trend": { "equity": 2.810190994167815, "drawdown": -0.02071632109187793, "net": 0.0023180621177261163 }, "60/40 monthly": { "equity": 3.6366661589492093, "drawdown": -0.05015413551031722, "net": 0.005818719525560345 }, "SPY buy & hold": { "equity": 5.490713895617069, "drawdown": -0.09892393549278644, "net": 0.007225320685248393 }, "BIL reserve": { "equity": 1.1931762843612872, "drawdown": 0.0, "net": 0.0004361963851491346 } }, { "date": "2025-04-28", "Ensemble trend": { "equity": 2.1940546066144964, "drawdown": 0.0, "net": 0.006916362919500818 }, "Core + trend": { "equity": 2.8224714697205573, "drawdown": -0.01643687200710431, "net": 0.004369978972329269 }, "60/40 monthly": { "equity": 3.6434253986994563, "drawdown": -0.04838871750292961, "net": 0.0018586363044661436 }, "SPY buy & hold": { "equity": 5.492806985354809, "drawdown": -0.0985804404392473, "net": 0.0003812053910532409 }, "BIL reserve": { "equity": 1.1933067366209331, "drawdown": 0.0, "net": 0.00010933192467521557 } }, { "date": "2025-04-29", "Ensemble trend": { "equity": 2.192583333492648, "drawdown": -0.0006705727001563577, "net": -0.0006705727001563577 }, "Core + trend": { "equity": 2.8287338650911855, "drawdown": -0.01425457849393974, "net": 0.0022187630372214606 }, "60/40 monthly": { "equity": 3.6621226131093034, "drawdown": -0.04350526903434593, "net": 0.005131768147776938 }, "SPY buy & hold": { "equity": 5.527408858447587, "drawdown": -0.09290195851071215, "net": 0.006299488255282926 }, "BIL reserve": { "equity": 1.1933067366209331, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-04-30", "Ensemble trend": { "equity": 2.188925244664411, "drawdown": -0.0023378460748522123, "net": -0.0016683921529266899 }, "Core + trend": { "equity": 2.82762789082954, "drawdown": -0.014639983808371948, "net": -0.000390978548846177 }, "60/40 monthly": { "equity": 3.665326058659561, "drawdown": -0.04266857427737958, "net": 0.0008747510361313271 }, "SPY buy & hold": { "equity": 5.529602797616971, "drawdown": -0.09254191314865179, "net": 0.0003969200081936908 }, "BIL reserve": { "equity": 1.193436663287269, "drawdown": 0.0, "net": 0.00010887952137417223 } }, { "date": "2025-05-01", "Ensemble trend": { "equity": 2.173235476782371, "drawdown": -0.009488884082174076, "net": -0.007167795209217065 }, "Core + trend": { "equity": 2.820961329494284, "drawdown": -0.016963119397235826, "net": -0.0023576515696696054 }, "60/40 monthly": { "equity": 3.67411883987801, "drawdown": -0.04037202394455519, "net": 0.002398908331136207 }, "SPY buy & hold": { "equity": 5.5687899169546204, "drawdown": -0.08611095062839924, "net": 0.007086787382727833 }, "BIL reserve": { "equity": 1.1937241628280686, "drawdown": 0.0, "net": 0.0002409005434840239 } }, { "date": "2025-05-02", "Ensemble trend": { "equity": 2.1931443083276094, "drawdown": -0.00041489317729037634, "net": 0.009160917791897427 }, "Core + trend": { "equity": 2.842591061782354, "drawdown": -0.009425680179467877, "net": 0.007667504003660897 }, "60/40 monthly": { "equity": 3.6964250098060987, "drawdown": -0.0345459672396633, "net": 0.006071161794219293 }, "SPY buy & hold": { "equity": 5.651454278077891, "drawdown": -0.07254497749411914, "net": 0.014844223315300997 }, "BIL reserve": { "equity": 1.1941155196070072, "drawdown": 0.0, "net": 0.00032784523521023345 } }, { "date": "2025-05-05", "Ensemble trend": { "equity": 2.2024244544802625, "drawdown": 0.0, "net": 0.004231434346301688 }, "Core + trend": { "equity": 2.842692055712439, "drawdown": -0.00939048623442773, "net": 3.552882841395544e-05 }, "60/40 monthly": { "equity": 3.6810786827419366, "drawdown": -0.03855421123564562, "net": -0.00415166736061201 }, "SPY buy & hold": { "equity": 5.619046344154496, "drawdown": -0.07786341406059416, "net": -0.005734441495723663 }, "BIL reserve": { "equity": 1.1941155196070072, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-06", "Ensemble trend": { "equity": 2.2120911198859177, "drawdown": 0.0, "net": 0.00438910192174391 }, "Core + trend": { "equity": 2.843308245094087, "drawdown": -0.00917575911950308, "net": 0.00021676262133651925 }, "60/40 monthly": { "equity": 3.666466630675472, "drawdown": -0.042370672967466994, "net": -0.003969502780522105 }, "SPY buy & hold": { "equity": 5.572080825708696, "drawdown": -0.08557088258530887, "net": -0.008358272128269228 }, "BIL reserve": { "equity": 1.1943767394822857, "drawdown": 0.0, "net": 0.00021875595031595196 } }, { "date": "2025-05-07", "Ensemble trend": { "equity": 2.2066347228383463, "drawdown": -0.0024666240004854734, "net": -0.0024666240004854734 }, "Core + trend": { "equity": 2.8448106529984205, "drawdown": -0.008652206256786865, "net": 0.0005284013461872572 }, "60/40 monthly": { "equity": 3.679556129395803, "drawdown": -0.038951880676853845, "net": 0.0035700580528450487 }, "SPY buy & hold": { "equity": 5.5955137789239435, "drawdown": -0.081725321941577, "net": 0.004205422345478382 }, "BIL reserve": { "equity": 1.1943767394822857, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-08", "Ensemble trend": { "equity": 2.1928250364396384, "drawdown": -0.00870944387104311, "net": -0.006258256636578641 }, "Core + trend": { "equity": 2.837304026138892, "drawdown": -0.0112680843883608, "net": -0.002638708784226673 }, "60/40 monthly": { "equity": 3.6832058206317417, "drawdown": -0.03799863284612026, "net": 0.0009918835608409005 }, "SPY buy & hold": { "equity": 5.634502911647321, "drawdown": -0.07532685082455626, "net": 0.006967927211659175 }, "BIL reserve": { "equity": 1.1946378542389022, "drawdown": 0.0, "net": 0.00021862009530559945 } }, { "date": "2025-05-09", "Ensemble trend": { "equity": 2.1984837846004353, "drawdown": -0.006151344835281458, "net": 0.0025805744036855316 }, "Core + trend": { "equity": 2.8403072943358176, "drawdown": -0.010221517968236005, "net": 0.0010584936155089153 }, "60/40 monthly": { "equity": 3.6814945805386383, "drawdown": -0.03844558460208036, "net": -0.0004646061546486058 }, "SPY buy & hold": { "equity": 5.627323422047339, "drawdown": -0.0765050703342427, "net": -0.0012742010630859557 }, "BIL reserve": { "equity": 1.1950293161365027, "drawdown": 0.0, "net": 0.000327682482361924 } }, { "date": "2025-05-12", "Ensemble trend": { "equity": 2.191766832152266, "drawdown": -0.009187816700199858, "net": -0.0030552658587792436 }, "Core + trend": { "equity": 2.8604196698590445, "drawdown": -0.0032128409299695404, "net": 0.007081056181257317 }, "60/40 monthly": { "equity": 3.7448476815175153, "drawdown": -0.021898648937034082, "net": 0.01720852756752067 }, "SPY buy & hold": { "equity": 5.8132922488315755, "drawdown": -0.04598589527878638, "net": 0.033047474409526156 }, "BIL reserve": { "equity": 1.1950293161365027, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-13", "Ensemble trend": { "equity": 2.1937797418579312, "drawdown": -0.008277858838351526, "net": 0.0009183959151752852 }, "Core + trend": { "equity": 2.867097665956518, "drawdown": -0.0008857206026892106, "net": 0.0023346210934853673 }, "60/40 monthly": { "equity": 3.7587707337960583, "drawdown": -0.018262144223698207, "net": 0.0037179221860637046 }, "SPY buy & hold": { "equity": 5.851682472046786, "drawdown": -0.03968571065654103, "net": 0.006603869472230128 }, "BIL reserve": { "equity": 1.1952909564864296, "drawdown": 0.0, "net": 0.00021894052839876998 } }, { "date": "2025-05-14", "Ensemble trend": { "equity": 2.1840188457513317, "drawdown": -0.012690378747161835, "net": -0.004449351008380065 }, "Core + trend": { "equity": 2.8598003744883975, "drawdown": -0.00342865040703233, "net": -0.0025451841263615105 }, "60/40 monthly": { "equity": 3.7562077520005537, "drawdown": -0.018931558888894084, "net": -0.0006818670190389398 }, "SPY buy & hold": { "equity": 5.859161416400853, "drawdown": -0.03845834789946678, "net": 0.0012780844466173669 }, "BIL reserve": { "equity": 1.1952909564864296, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-15", "Ensemble trend": { "equity": 2.198099064822891, "drawdown": -0.0063252616211162405, "net": 0.006446931123762933 }, "Core + trend": { "equity": 2.876905460849783, "drawdown": 0.0, "net": 0.005981216910794229 }, "60/40 monthly": { "equity": 3.7769720245742304, "drawdown": -0.013508224007107272, "net": 0.005527988318169363 }, "SPY buy & hold": { "equity": 5.887779762785477, "drawdown": -0.03376181709797188, "net": 0.004884375826294196 }, "BIL reserve": { "equity": 1.1954209882714277, "drawdown": 0.0, "net": 0.00010878672200465012 } }, { "date": "2025-05-16", "Ensemble trend": { "equity": 2.1958224799002237, "drawdown": -0.007354416750487647, "net": -0.0010357062423166363 }, "Core + trend": { "equity": 2.8812388568682272, "drawdown": 0.0, "net": 0.0015062698713650402 }, "60/40 monthly": { "equity": 3.792033746435162, "drawdown": -0.0095743148726396, "net": 0.003987776918371377 }, "SPY buy & hold": { "equity": 5.925072397707825, "drawdown": -0.027641756692391883, "net": 0.00633390453190219 }, "BIL reserve": { "equity": 1.195943638259309, "drawdown": 0.0, "net": 0.00043720998126106636 } }, { "date": "2025-05-19", "Ensemble trend": { "equity": 2.202621592975358, "drawdown": -0.004280803274979039, "net": 0.00309638558552483 }, "Core + trend": { "equity": 2.886322269390088, "drawdown": 0.0, "net": 0.001764314857042537 }, "60/40 monthly": { "equity": 3.7937856459605364, "drawdown": -0.009116743446930586, "net": 0.0004619947085178211 }, "SPY buy & hold": { "equity": 5.931553984492504, "drawdown": -0.026578069379096902, "net": 0.001093925331137946 }, "BIL reserve": { "equity": 1.195943638259309, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-20", "Ensemble trend": { "equity": 2.208392942014813, "drawdown": -0.001671801779709381, "net": 0.002620218133637442 }, "Core + trend": { "equity": 2.886331290772794, "drawdown": 0.0, "net": 3.1255632129134625e-06 }, "60/40 monthly": { "equity": 3.784100611010362, "drawdown": -0.011646337859170797, "net": -0.002552868257194807 }, "SPY buy & hold": { "equity": 5.911611164061942, "drawdown": -0.029850867505236467, "net": -0.0033621577891223 }, "BIL reserve": { "equity": 1.1962045427786012, "drawdown": 0.0, "net": 0.00021815787211520998 } }, { "date": "2025-05-21", "Ensemble trend": { "equity": 2.2012045930128115, "drawdown": -0.004921373615779268, "net": -0.0032550135735551766 }, "Core + trend": { "equity": 2.8627364961162374, "drawdown": -0.008174666134821873, "net": -0.008174666134821873 }, "60/40 monthly": { "equity": 3.734930794540327, "drawdown": -0.02448879982584029, "net": -0.012993792059061149 }, "SPY buy & hold": { "equity": 5.811996673924443, "drawdown": -0.04619851089868321, "net": -0.016850649911326898 }, "BIL reserve": { "equity": 1.1963349950382476, "drawdown": 0.0, "net": 0.00010905514481929224 } }, { "date": "2025-05-22", "Ensemble trend": { "equity": 2.2009319285746813, "drawdown": -0.005044634559091654, "net": -0.00012387055660145752 }, "Core + trend": { "equity": 2.8650074999915685, "drawdown": -0.00738785282527854, "net": 0.0007932982579472725 }, "60/40 monthly": { "equity": 3.7413171753742045, "drawdown": -0.02282076730402438, "net": 0.0017099060692671308 }, "SPY buy & hold": { "equity": 5.814289606400964, "drawdown": -0.045822219835007005, "net": 0.00039451716942773274 }, "BIL reserve": { "equity": 1.1965962149135263, "drawdown": 0.0, "net": 0.00021835010792292664 } }, { "date": "2025-05-23", "Ensemble trend": { "equity": 2.211282915204939, "drawdown": -0.0003653577710759359, "net": 0.0047030017129885415 }, "Core + trend": { "equity": 2.86734573089446, "drawdown": -0.006577748001079575, "net": 0.0008161343043249225 }, "60/40 monthly": { "equity": 3.730023456254048, "drawdown": -0.025770527312814484, "net": -0.003018647869390323 }, "SPY buy & hold": { "equity": 5.774603189570451, "drawdown": -0.05233512161278431, "net": -0.006825669087212605 }, "BIL reserve": { "equity": 1.1971185495454213, "drawdown": 0.0, "net": 0.0004365170350575376 } }, { "date": "2025-05-27", "Ensemble trend": { "equity": 2.2147936084668203, "drawdown": 0.0, "net": 0.001587627362261701 }, "Core + trend": { "equity": 2.8900818737719978, "drawdown": 0.0, "net": 0.00792933430822984 }, "60/40 monthly": { "equity": 3.7831144013491604, "drawdown": -0.011903921901056713, "net": 0.01423340783718019 }, "SPY buy & hold": { "equity": 5.894660416339544, "drawdown": -0.032632639300038235, "net": 0.020790558732404207 }, "BIL reserve": { "equity": 1.1971185495454213, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-05-28", "Ensemble trend": { "equity": 2.2069557225110406, "drawdown": -0.0035388787134913446, "net": -0.0035388787134913446 }, "Core + trend": { "equity": 2.8782951856466004, "drawdown": -0.004078323258715821, "net": -0.004078323258715821 }, "60/40 monthly": { "equity": 3.765693205412988, "drawdown": -0.016454092356961048, "net": -0.004604987871886568 }, "SPY buy & hold": { "equity": 5.860557222031458, "drawdown": -0.038229283506683975, "net": -0.005785438328822834 }, "BIL reserve": { "equity": 1.1972488966864054, "drawdown": 0.0, "net": 0.0001088840708662886 } }, { "date": "2025-05-29", "Ensemble trend": { "equity": 2.214829891309035, "drawdown": 0.0, "net": 0.003567887075249354 }, "Core + trend": { "equity": 2.889230398064428, "drawdown": -0.0002946199259256099, "net": 0.0037991976890900947 }, "60/40 monthly": { "equity": 3.7808612319088697, "drawdown": -0.012492417952471357, "net": 0.004027950676937397 }, "SPY buy & hold": { "equity": 5.883690720492621, "drawdown": -0.03443286611034002, "net": 0.003947320636030538 }, "BIL reserve": { "equity": 1.1973795591833756, "drawdown": 0.0, "net": 0.000109135616939815 } }, { "date": "2025-05-30", "Ensemble trend": { "equity": 2.213495117176901, "drawdown": -0.0006026531145220115, "net": -0.0006026531145220115 }, "Core + trend": { "equity": 2.8890536650380283, "drawdown": -0.0003557714898323461, "net": -6.116958568558317e-05 }, "60/40 monthly": { "equity": 3.7826778548376954, "drawdown": -0.012017941687434974, "net": 0.000480478604582002 }, "SPY buy & hold": { "equity": 5.877110759108976, "drawdown": -0.03551269758961584, "net": -0.0011183390997639986 }, "BIL reserve": { "equity": 1.1977713364369624, "drawdown": 0.0, "net": 0.0003271955417829542 } }, { "date": "2025-06-02", "Ensemble trend": { "equity": 2.2240931758247267, "drawdown": 0.0, "net": 0.004787929535323476 }, "Core + trend": { "equity": 2.898989022298032, "drawdown": 0.0, "net": 0.0034389659770730496 }, "60/40 monthly": { "equity": 3.7905952686232354, "drawdown": -0.009950024971147386, "net": 0.0020930711229913967 }, "SPY buy & hold": { "equity": 5.910215358431334, "drawdown": -0.030079931898019607, "net": 0.005632801674028354 }, "BIL reserve": { "equity": 1.19798104816782, "drawdown": 0.0, "net": 0.0001750849469159821 } }, { "date": "2025-06-03", "Ensemble trend": { "equity": 2.2185646964651697, "drawdown": -0.002485722909296162, "net": -0.002485722909296162 }, "Core + trend": { "equity": 2.90001025025398, "drawdown": 0.0, "net": 0.00035227037704976816 }, "60/40 monthly": { "equity": 3.8023662938734626, "drawdown": -0.006875599338973637, "net": 0.003105323680336669 }, "SPY buy & hold": { "equity": 5.9439188672618615, "drawdown": -0.024548879711647764, "net": 0.005702585572020968 }, "BIL reserve": { "equity": 1.198243003873733, "drawdown": 0.0, "net": 0.00021866431552797216 } }, { "date": "2025-06-04", "Ensemble trend": { "equity": 2.2308147881851017, "drawdown": 0.0, "net": 0.0055216292495097186 }, "Core + trend": { "equity": 2.9117672713346368, "drawdown": 0.0, "net": 0.00405413087061568 }, "60/40 monthly": { "equity": 3.812599302156853, "drawdown": -0.004202882027447008, "net": 0.0026912210693319505 }, "SPY buy & hold": { "equity": 5.942323218892475, "drawdown": -0.02481074011456763, "net": -0.0002684505635119905 }, "BIL reserve": { "equity": 1.198243003873733, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-06-05", "Ensemble trend": { "equity": 2.228249518785255, "drawdown": -0.0011499248675562734, "net": -0.0011499248675562734 }, "Core + trend": { "equity": 2.904154171165726, "drawdown": -0.0026145977543805543, "net": -0.0026145977543805543 }, "60/40 monthly": { "equity": 3.796957023474174, "drawdown": -0.00828842440844757, "net": -0.004102785906147988 }, "SPY buy & hold": { "equity": 5.913605260492546, "drawdown": -0.02952361815331339, "net": -0.004832782960816795 }, "BIL reserve": { "equity": 1.1983735612520414, "drawdown": 0.0, "net": 0.00010895734662019763 } }, { "date": "2025-06-06", "Ensemble trend": { "equity": 2.224383859335153, "drawdown": -0.00288277130132375, "net": -0.0017348413710012167 }, "Core + trend": { "equity": 2.905836464454159, "drawdown": -0.002036840972444609, "net": 0.0005792713434900065 }, "60/40 monthly": { "equity": 3.808916306061169, "drawdown": -0.005164828617404971, "net": 0.0031497018567916424 }, "SPY buy & hold": { "equity": 5.97433208604648, "drawdown": -0.0195577940327315, "net": 0.010269002220969492 }, "BIL reserve": { "equity": 1.1987671255228836, "drawdown": 0.0, "net": 0.0003284153485754171 } }, { "date": "2025-06-09", "Ensemble trend": { "equity": 2.230671020524239, "drawdown": -6.444625597090692e-05, "net": 0.0028264731209499683 }, "Core + trend": { "equity": 2.911615010248515, "drawdown": -5.2291640070367684e-05, "net": 0.0019885997939121935 }, "60/40 monthly": { "equity": 3.8136979381461225, "drawdown": -0.0039159338157120915, "net": 0.0012553786171001224 }, "SPY buy & hold": { "equity": 5.979716703246466, "drawdown": -0.018674129400466644, "net": 0.0009012919138797759 }, "BIL reserve": { "equity": 1.199028976110135, "drawdown": 0.0, "net": 0.0002184332400148037 } }, { "date": "2025-06-10", "Ensemble trend": { "equity": 2.235564618191051, "drawdown": 0.0, "net": 0.00219377829441747 }, "Core + trend": { "equity": 2.92062152431517, "drawdown": 0.0, "net": 0.003093305273861091 }, "60/40 monthly": { "equity": 3.8294806643553625, "drawdown": 0.0, "net": 0.0041384311146865915 }, "SPY buy & hold": { "equity": 6.013620054815773, "drawdown": -0.013110281203957852, "net": 0.005669725381956647 }, "BIL reserve": { "equity": 1.1991598488444293, "drawdown": 0.0, "net": 0.00010914893376390289 } }, { "date": "2025-06-11", "Ensemble trend": { "equity": 2.239907175911358, "drawdown": 0.0, "net": 0.0019424881235690084 }, "Core + trend": { "equity": 2.9232861056358113, "drawdown": 0.0, "net": 0.0009123336585918906 }, "60/40 monthly": { "equity": 3.8289067771263157, "drawdown": -0.00014986032816100003, "net": -0.00014986032816100003 }, "SPY buy & hold": { "equity": 5.996468845646424, "drawdown": -0.01592495054453169, "net": -0.0028520606578084085 }, "BIL reserve": { "equity": 1.1991598488444293, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-06-12", "Ensemble trend": { "equity": 2.2515174735494226, "drawdown": 0.0, "net": 0.0051833833843317745 }, "Core + trend": { "equity": 2.936689582167988, "drawdown": 0.0, "net": 0.004585071747283287 }, "60/40 monthly": { "equity": 3.8446828266867676, "drawdown": 0.0, "net": 0.004120249062917081 }, "SPY buy & hold": { "equity": 6.020300865631062, "drawdown": -0.012013899416160934, "net": 0.003974342333478376 }, "BIL reserve": { "equity": 1.1992909318160478, "drawdown": 0.0, "net": 0.00010931234209099472 } }, { "date": "2025-06-13", "Ensemble trend": { "equity": 2.241617833428933, "drawdown": -0.004396874657553895, "net": -0.004396874657553895 }, "Core + trend": { "equity": 2.9185790561686304, "drawdown": -0.0061669868376035275, "net": -0.0061669868376035275 }, "60/40 monthly": { "equity": 3.8128399537731736, "drawdown": -0.008282314653517253, "net": -0.008282314653517253 }, "SPY buy & hold": { "equity": 5.952992222568972, "drawdown": -0.023059859622924228, "net": -0.011180278953555889 }, "BIL reserve": { "equity": 1.1998152637025226, "drawdown": 0.0, "net": 0.0004372015768356885 } }, { "date": "2025-06-16", "Ensemble trend": { "equity": 2.2427749328044215, "drawdown": -0.003882954872750144, "net": 0.0005161894049168225 }, "Core + trend": { "equity": 2.925763110189605, "drawdown": -0.003720676521185684, "net": 0.0024614902946660244 }, "60/40 monthly": { "equity": 3.830752101381714, "drawdown": -0.0036233743934239726, "net": 0.004697849326409376 }, "SPY buy & hold": { "equity": 6.0096312432463925, "drawdown": -0.013764881443439902, "net": 0.009514378410018676 }, "BIL reserve": { "equity": 1.1998152637025226, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-06-17", "Ensemble trend": { "equity": 2.2330464303059885, "drawdown": -0.008203819628508247, "net": -0.004337707879706221 }, "Core + trend": { "equity": 2.9151184038186986, "drawdown": -0.0073454063651372525, "net": -0.003638266657281175 }, "60/40 monthly": { "equity": 3.8178978316521364, "drawdown": -0.006966763252539532, "net": -0.003355547263144687 }, "SPY buy & hold": { "equity": 5.958278465169994, "drawdown": -0.022192339156639984, "net": -0.008545079722505067 }, "BIL reserve": { "equity": 1.2000770091711115, "drawdown": 0.0, "net": 0.000218154808083737 } }, { "date": "2025-06-18", "Ensemble trend": { "equity": 2.2317084043185025, "drawdown": -0.008798097045052966, "net": -0.0005991930885659302 }, "Core + trend": { "equity": 2.914521196470296, "drawdown": -0.007548767098947584, "net": -0.00020486555455867528 }, "60/40 monthly": { "equity": 3.8184907838838926, "drawdown": -0.006812536686009674, "net": 0.00015530856453005448 }, "SPY buy & hold": { "equity": 5.957380719615911, "drawdown": -0.022339667363168392, "net": -0.0001506719699877479 }, "BIL reserve": { "equity": 1.200339385351673, "drawdown": 0.0, "net": 0.00021863278652656248 } }, { "date": "2025-06-20", "Ensemble trend": { "equity": 2.2255196796267973, "drawdown": -0.011546787545752779, "net": -0.002773088401571311 }, "Core + trend": { "equity": 2.9089971685010276, "drawdown": -0.009429806212788883, "net": -0.0018953466442304112 }, "60/40 monthly": { "equity": 3.8139601079965137, "drawdown": -0.007990963123667982, "net": -0.0011865095776846246 }, "SPY buy & hold": { "equity": 5.943389253068686, "drawdown": -0.024635794215292606, "net": -0.0023485936531059126 }, "BIL reserve": { "equity": 1.200601235938924, "drawdown": 0.0, "net": 0.00021814712609335984 } }, { "date": "2025-06-23", "Ensemble trend": { "equity": 2.236632836237944, "drawdown": -0.006610935729498779, "net": 0.004993510824855996 }, "Core + trend": { "equity": 2.9266134114203184, "drawdown": -0.0034311323909934632, "net": 0.006055778640846166 }, "60/40 monthly": { "equity": 3.8421220174822777, "drawdown": -0.0006660651398120443, "net": 0.007383902476252535 }, "SPY buy & hold": { "equity": 6.002094140324385, "drawdown": -0.01500178855021339, "net": 0.009877341825691 }, "BIL reserve": { "equity": 1.2008628762888511, "drawdown": 0.0, "net": 0.00021792443826895713 } }, { "date": "2025-06-24", "Ensemble trend": { "equity": 2.249034530181492, "drawdown": -0.0011027866303948697, "net": 0.005544805451576984 }, "Core + trend": { "equity": 2.9459735361920156, "drawdown": 0.0, "net": 0.006615197175052101 }, "60/40 monthly": { "equity": 3.8732583325725765, "drawdown": 0.0, "net": 0.008103937081806345 }, "SPY buy & hold": { "equity": 6.0684023322762375, "drawdown": -0.004120011465404971, "net": 0.011047509486125762 }, "BIL reserve": { "equity": 1.2008628762888511, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-06-25", "Ensemble trend": { "equity": 2.2487708079922983, "drawdown": -0.001219917495374423, "net": -0.00011726017793600718 }, "Core + trend": { "equity": 2.9465570763068234, "drawdown": 0.0, "net": 0.00019808056916970074 }, "60/40 monthly": { "equity": 3.875218409959536, "drawdown": 0.0, "net": 0.0005060538747121424 }, "SPY buy & hold": { "equity": 6.071802133668163, "drawdown": -0.0035620731505371372, "net": 0.0005602465370238008 }, "BIL reserve": { "equity": 1.200994274616456, "drawdown": 0.0, "net": 0.00010941992645396859 } }, { "date": "2025-06-26", "Ensemble trend": { "equity": 2.2587501590440406, "drawdown": 0.0, "net": 0.0044376914785067 }, "Core + trend": { "equity": 2.9618829396614816, "drawdown": 0.0, "net": 0.005201278291159905 }, "60/40 monthly": { "equity": 3.8991551380294447, "drawdown": 0.0, "net": 0.0061768719947215 }, "SPY buy & hold": { "equity": 6.11930654692968, "drawdown": 0.0, "net": 0.00782377492146935 }, "BIL reserve": { "equity": 1.2011253575880747, "drawdown": 0.0, "net": 0.00010914537595163587 } }, { "date": "2025-06-27", "Ensemble trend": { "equity": 2.2534815850162024, "drawdown": -0.002332517390975175, "net": -0.002332517390975175 }, "Core + trend": { "equity": 2.961444560398204, "drawdown": -0.00014800695105388062, "net": -0.00014800695105388062 }, "60/40 monthly": { "equity": 3.9071169060398945, "drawdown": 0.0, "net": 0.002041921321056739 }, "SPY buy & hold": { "equity": 6.149709247675417, "drawdown": 0.0, "net": 0.00496832451725937 }, "BIL reserve": { "equity": 1.2016493741185632, "drawdown": 0.0, "net": 0.00043627130771817235 } }, { "date": "2025-06-30", "Ensemble trend": { "equity": 2.2625957665993317, "drawdown": 0.0, "net": 0.004044489044743527 }, "Core + trend": { "equity": 2.9738809807450535, "drawdown": 0.0, "net": 0.004199443917726864 }, "60/40 monthly": { "equity": 3.9246000896438766, "drawdown": 0.0, "net": 0.004474701941207693 }, "SPY buy & hold": { "equity": 6.179112116019089, "drawdown": 0.0, "net": 0.004781180241128613 }, "BIL reserve": { "equity": 1.2017802468528576, "drawdown": 0.0, "net": 0.0001089109162066837 } }, { "date": "2025-07-01", "Ensemble trend": { "equity": 2.265546232137249, "drawdown": 0.0, "net": 0.0013040179697463294 }, "Core + trend": { "equity": 2.974347862925893, "drawdown": 0.0, "net": 0.0001569942387951162 }, "60/40 monthly": { "equity": 3.921024009032213, "drawdown": -0.0009111961804975088, "net": -0.0009111961804975088 }, "SPY buy & hold": { "equity": 6.177112451214958, "drawdown": -0.0003236168508654602, "net": -0.0003236168508654602 }, "BIL reserve": { "equity": 1.2019906944143495, "drawdown": 0.0, "net": 0.00017511318066931736 } }, { "date": "2025-07-02", "Ensemble trend": { "equity": 2.2704639742278623, "drawdown": 0.0, "net": 0.0021706650788466675 }, "Core + trend": { "equity": 2.980247920412952, "drawdown": 0.0, "net": 0.0019836474275929383 }, "60/40 monthly": { "equity": 3.928823539909345, "drawdown": 0.0, "net": 0.0019891566231591273 }, "SPY buy & hold": { "equity": 6.205115182970836, "drawdown": 0.0, "net": 0.004533304513562708 }, "BIL reserve": { "equity": 1.2021220927419543, "drawdown": 0.0, "net": 0.00010931725862395325 } }, { "date": "2025-07-03", "Ensemble trend": { "equity": 2.2684747214906706, "drawdown": -0.000876143713254951, "net": -0.000876143713254951 }, "Core + trend": { "equity": 2.983969318344351, "drawdown": 0.0, "net": 0.0012486873678896337 }, "60/40 monthly": { "equity": 3.9427493133336933, "drawdown": 0.0, "net": 0.0035445148612274213 }, "SPY buy & hold": { "equity": 6.254019732820147, "drawdown": 0.0, "net": 0.00788132829242616 }, "BIL reserve": { "equity": 1.202779399735965, "drawdown": 0.0, "net": 0.0005467888810790633 } }, { "date": "2025-07-07", "Ensemble trend": { "equity": 2.256925833292081, "drawdown": -0.005962719994438759, "net": -0.00509103676103595 }, "Core + trend": { "equity": 2.9677480816120365, "drawdown": -0.005436127185555306, "net": -0.005436127185555306 }, "60/40 monthly": { "equity": 3.9197793620797845, "drawdown": -0.005825871600872112, "net": -0.005825871600872112 }, "SPY buy & hold": { "equity": 6.207415539945391, "drawdown": -0.007451878130506184, "net": -0.007451878130506184 }, "BIL reserve": { "equity": 1.202910903182232, "drawdown": 0.0, "net": 0.00010933297186155322 } }, { "date": "2025-07-08", "Ensemble trend": { "equity": 2.2562319039777647, "drawdown": -0.006268353258032766, "net": -0.00030746660084246535 }, "Core + trend": { "equity": 2.965921633615128, "drawdown": -0.006048213906983624, "net": -0.0006154322896287923 }, "60/40 monthly": { "equity": 3.9162389116739265, "drawdown": -0.006723836478802592, "net": -0.0009032269622388789 }, "SPY buy & hold": { "equity": 6.2040151198452955, "drawdown": -0.007995595650655662, "net": -0.0005477996564291487 }, "BIL reserve": { "equity": 1.202910903182232, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-07-09", "Ensemble trend": { "equity": 2.26535599522765, "drawdown": -0.0022497511778177826, "net": 0.004043950993600998 }, "Core + trend": { "equity": 2.9803787290923944, "drawdown": -0.0012032929527401315, "net": 0.00487440238252157 }, "60/40 monthly": { "equity": 3.938529632718573, "drawdown": -0.0010702381206053602, "net": 0.005691869558366314 }, "SPY buy & hold": { "equity": 6.241218042083052, "drawdown": -0.0020469540046242907, "net": 0.005996587938471132 }, "BIL reserve": { "equity": 1.2030421963911748, "drawdown": 0.0, "net": 0.00010914624565749875 } }, { "date": "2025-07-10", "Ensemble trend": { "equity": 2.2667920154378507, "drawdown": -0.0016172724305217878, "net": 0.0006339048755363841 }, "Core + trend": { "equity": 2.983561576522397, "drawdown": -0.0001366441067096602, "net": 0.0010679338833463614 }, "60/40 monthly": { "equity": 3.9446276059219367, "drawdown": 0.0, "net": 0.0015482867394740474 }, "SPY buy & hold": { "equity": 6.2588202895080345, "drawdown": 0.0, "net": 0.002820322460502789 }, "BIL reserve": { "equity": 1.203305308402371, "drawdown": 0.0, "net": 0.00021870555495517863 } }, { "date": "2025-07-11", "Ensemble trend": { "equity": 2.2609509850746887, "drawdown": -0.004189887732708453, "net": -0.002576782661744881 }, "Core + trend": { "equity": 2.9737777938528387, "drawdown": -0.0034154253627403097, "net": -0.0032792293433948627 }, "60/40 monthly": { "equity": 3.929073467215045, "drawdown": -0.003943119670800077, "net": -0.003943119670800077 }, "SPY buy & hold": { "equity": 6.236817789580891, "drawdown": -0.0035154388382149238, "net": -0.0035154388382149238 }, "BIL reserve": { "equity": 1.2035679999389186, "drawdown": 0.0, "net": 0.00021830830024049952 } }, { "date": "2025-07-14", "Ensemble trend": { "equity": 2.2603210880773954, "drawdown": -0.004467318691509403, "net": -0.0002785982542086174 }, "Core + trend": { "equity": 2.974840412339016, "drawdown": -0.003059316310396798, "net": 0.0003573294845278241 }, "60/40 monthly": { "equity": 3.9330986069015443, "drawdown": -0.002922709105185106, "net": 0.0010244500949359026 }, "SPY buy & hold": { "equity": 6.248719259931223, "drawdown": -0.0016138871400005472, "net": 0.001908260069777068 }, "BIL reserve": { "equity": 1.2036993982665234, "drawdown": 0.0, "net": 0.00010917399566245933 } }, { "date": "2025-07-15", "Ensemble trend": { "equity": 2.2535728348972577, "drawdown": -0.007439509951418177, "net": -0.002985528567482354 }, "Core + trend": { "equity": 2.9642181732009742, "drawdown": -0.006619084526759078, "net": -0.0035706920929214903 }, "60/40 monthly": { "equity": 3.916810436375792, "drawdown": -0.007051912708916808, "net": -0.004141307440695963 }, "SPY buy & hold": { "equity": 6.222017052747835, "drawdown": -0.005880219443573975, "net": -0.004273228812600283 }, "BIL reserve": { "equity": 1.2038310068314526, "drawdown": 0.0, "net": 0.00010933673732704818 } }, { "date": "2025-07-16", "Ensemble trend": { "equity": 2.260900304033287, "drawdown": -0.004212209620206742, "net": 0.0032514898220998845 }, "Core + trend": { "equity": 2.9736748710206156, "drawdown": -0.0034499172831465863, "net": 0.003190284003093291 }, "60/40 monthly": { "equity": 3.9290537260794087, "drawdown": -0.003948124233361772, "net": 0.0031258315669075998 }, "SPY buy & hold": { "equity": 6.242818640117793, "drawdown": -0.002556655831301935, "net": 0.003343222494186504 }, "BIL reserve": { "equity": 1.2040939086053244, "drawdown": 0.0, "net": 0.00021838760787851186 } }, { "date": "2025-07-17", "Ensemble trend": { "equity": 2.2637273380985703, "drawdown": -0.002967074662165947, "net": 0.0012504019130079591 }, "Core + trend": { "equity": 2.9808847220551007, "drawdown": -0.0010337225219734236, "net": 0.002424559290172379 }, "60/40 monthly": { "equity": 3.943527337292778, "drawdown": -0.0002789283904790496, "net": 0.003683739704881006 }, "SPY buy & hold": { "equity": 6.281021394757616, "drawdown": 0.0, "net": 0.006119472123428782 }, "BIL reserve": { "equity": 1.2040939086053244, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-07-18", "Ensemble trend": { "equity": 2.2654620324611874, "drawdown": -0.002203048285923992, "net": 0.0007663000456910041 }, "Core + trend": { "equity": 2.9829857455474778, "drawdown": -0.0003296189377104408, "net": 0.0007048321851670369 }, "60/40 monthly": { "equity": 3.94583192776759, "drawdown": 0.0, "net": 0.0005843982500179923 }, "SPY buy & hold": { "equity": 6.276422536933015, "drawdown": -0.0007321831172935056, "net": -0.0007321831172935056 }, "BIL reserve": { "equity": 1.2046197121530684, "drawdown": 0.0, "net": 0.0004366798502892788 } }, { "date": "2025-07-21", "Ensemble trend": { "equity": 2.2771873409497436, "drawdown": 0.0, "net": 0.00517568086357123 }, "Core + trend": { "equity": 2.994475835821452, "drawdown": 0.0, "net": 0.0038518756890222328 }, "60/40 monthly": { "equity": 3.9556974678183234, "drawdown": 0.0, "net": 0.0025002433533238833 }, "SPY buy & hold": { "equity": 6.288323388575177, "drawdown": 0.0, "net": 0.0018961202137257605 }, "BIL reserve": { "equity": 1.2048828241642644, "drawdown": 0.0, "net": 0.00021841914800302398 } }, { "date": "2025-07-22", "Ensemble trend": { "equity": 2.2845441396337858, "drawdown": 0.0, "net": 0.003230651493510317 }, "Core + trend": { "equity": 3.0011267832639126, "drawdown": 0.0, "net": 0.00222107233690072 }, "60/40 monthly": { "equity": 3.9603113534533527, "drawdown": 0.0, "net": 0.0011663899154488178 }, "SPY buy & hold": { "equity": 6.289222990253769, "drawdown": 0.0, "net": 0.00014305906725886608 }, "BIL reserve": { "equity": 1.2050139071358832, "drawdown": 0.0, "net": 0.00010879312825262666 } }, { "date": "2025-07-23", "Ensemble trend": { "equity": 2.2896831658542207, "drawdown": 0.0, "net": 0.0022494755655098064 }, "Core + trend": { "equity": 3.0101308975093573, "drawdown": 0.0, "net": 0.0030002445400363342 }, "60/40 monthly": { "equity": 3.975879532737009, "drawdown": 0.0, "net": 0.003931049327745573 }, "SPY buy & hold": { "equity": 6.342728872760359, "drawdown": 0.0, "net": 0.008507550549488707 }, "BIL reserve": { "equity": 1.2051454105821502, "drawdown": 0.0, "net": 0.00010913023118508391 } }, { "date": "2025-07-24", "Ensemble trend": { "equity": 2.282702699968607, "drawdown": -0.003048660176967921, "net": -0.003048660176967921 }, "Core + trend": { "equity": 3.0049770847392963, "drawdown": -0.0017121556987191866, "net": -0.0017121556987191866 }, "60/40 monthly": { "equity": 3.9744912929565324, "drawdown": -0.000349165453592315, "net": -0.000349165453592315 }, "SPY buy & hold": { "equity": 6.344828768287965, "drawdown": 0.0, "net": 0.00033107130538478913 }, "BIL reserve": { "equity": 1.2051454105821502, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-07-25", "Ensemble trend": { "equity": 2.2817743530566776, "drawdown": -0.0034541079375025596, "net": -0.00040668761286444255 }, "Core + trend": { "equity": 3.0096357764746293, "drawdown": -0.0001644848850718139, "net": 0.0015503252117936572 }, "60/40 monthly": { "equity": 3.9884507600216366, "drawdown": 0.0, "net": 0.003512265101660361 }, "SPY buy & hold": { "equity": 6.371631206194827, "drawdown": 0.0, "net": 0.004224296491786017 }, "BIL reserve": { "equity": 1.205539710683627, "drawdown": 0.0, "net": 0.000327180519474668 } }, { "date": "2025-07-28", "Ensemble trend": { "equity": 2.271000950107323, "drawdown": -0.008159301699686372, "net": -0.004721502340896411 }, "Core + trend": { "equity": 3.00101731201933, "drawdown": -0.0030276376012644546, "net": -0.002863623739014276 }, "60/40 monthly": { "equity": 3.984510084708814, "drawdown": -0.000988021552709606, "net": -0.000988021552709606 }, "SPY buy & hold": { "equity": 6.370031226868253, "drawdown": -0.0002511098453121807, "net": -0.0002511098453121807 }, "BIL reserve": { "equity": 1.205671109011232, "drawdown": 0.0, "net": 0.00010899543701503589 } }, { "date": "2025-07-29", "Ensemble trend": { "equity": 2.276695610786605, "drawdown": -0.005672206207958275, "net": 0.0025075553927058625 }, "Core + trend": { "equity": 3.0062033633478737, "drawdown": -0.0013047718837521094, "net": 0.0017280977713034495 }, "60/40 monthly": { "equity": 3.987722725699349, "drawdown": -0.00018253561748460267, "net": 0.000806282559771665 }, "SPY buy & hold": { "equity": 6.3532295878147265, "drawdown": -0.002888054531814399, "net": -0.002637607015591903 }, "BIL reserve": { "equity": 1.2058027175761612, "drawdown": 0.0, "net": 0.00010915793199783863 } }, { "date": "2025-07-30", "Ensemble trend": { "equity": 2.263848973510894, "drawdown": -0.011282867747201442, "net": -0.005642667915221389 }, "Core + trend": { "equity": 2.9945433147657727, "drawdown": -0.00517837372337604, "net": -0.003878662609543393 }, "60/40 monthly": { "equity": 3.979383252986711, "drawdown": -0.0022734408873275047, "net": -0.002091287004207576 }, "SPY buy & hold": { "equity": 6.345229072473691, "drawdown": -0.004143700861949928, "net": -0.0012592832087133798 }, "BIL reserve": { "equity": 1.2059344312597524, "drawdown": 0.0, "net": 0.00010923319517464058 } }, { "date": "2025-07-31", "Ensemble trend": { "equity": 2.2609581069357167, "drawdown": -0.012545429580335443, "net": -0.0012769697135289748 }, "Core + trend": { "equity": 2.9896943029885126, "drawdown": -0.0067892710372675635, "net": -0.0016192825641726527 }, "60/40 monthly": { "equity": 3.971333089241983, "drawdown": -0.004291809479317843, "net": -0.0020229676894493176 }, "SPY buy & hold": { "equity": 6.321426750481195, "drawdown": -0.00787937250116122, "net": -0.003751215554337106 }, "BIL reserve": { "equity": 1.206065619350033, "drawdown": 0.0, "net": 0.00010878542554237924 } }, { "date": "2025-08-01", "Ensemble trend": { "equity": 2.2709618631531567, "drawdown": -0.008176372600476878, "net": 0.004424565049105711 }, "Core + trend": { "equity": 2.9880755870811084, "drawdown": -0.00732702702281085, "net": -0.0005414319135526036 }, "60/40 monthly": { "equity": 3.9480397899244615, "drawdown": -0.010131996739745519, "net": -0.0058653602692309015 }, "SPY buy & hold": { "equity": 6.21781602427628, "drawdown": -0.02414062850483245, "net": -0.016390402087159806 }, "BIL reserve": { "equity": 1.2065801752009342, "drawdown": 0.0, "net": 0.0004266400124881553 } }, { "date": "2025-08-04", "Ensemble trend": { "equity": 2.2838146817127765, "drawdown": -0.002563011437110574, "net": 0.005659636459845352 }, "Core + trend": { "equity": 3.0111260385027236, "drawdown": 0.0, "net": 0.0077141460280569785 }, "60/40 monthly": { "equity": 3.9870762417609287, "drawdown": -0.0003446246032382527, "net": 0.009887552789130893 }, "SPY buy & hold": { "equity": 6.312324934598281, "drawdown": -0.00930786319504584, "net": 0.015199695512541522 }, "BIL reserve": { "equity": 1.2067118888845254, "drawdown": 0.0, "net": 0.00010916281097461678 } }, { "date": "2025-08-05", "Ensemble trend": { "equity": 2.283011998248183, "drawdown": -0.0029135767365214837, "net": -0.0003514661110732842 }, "Core + trend": { "equity": 3.0057730837797614, "drawdown": -0.0017777252278765587, "net": -0.0017777252278765587 }, "60/40 monthly": { "equity": 3.973445983623327, "drawdown": -0.0037620563223971226, "net": -0.0034186098562242195 }, "SPY buy & hold": { "equity": 6.280321635817802, "drawdown": -0.014330642722737874, "net": -0.00506997011593413 }, "BIL reserve": { "equity": 1.2067118888845254, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-08-06", "Ensemble trend": { "equity": 2.288299406170176, "drawdown": -0.0006043454852968644, "net": 0.0023159790338598274 }, "Core + trend": { "equity": 3.0150876284886023, "drawdown": 0.0, "net": 0.0030988848623023646 }, "60/40 monthly": { "equity": 3.991159288872154, "drawdown": 0.0, "net": 0.00445792023393099 }, "SPY buy & hold": { "equity": 6.328426814711995, "drawdown": -0.006780742652027105, "net": 0.007659668036719802 }, "BIL reserve": { "equity": 1.2071077657659335, "drawdown": 0.0, "net": 0.0003280624688086764 } }, { "date": "2025-08-07", "Ensemble trend": { "equity": 2.297380230150968, "drawdown": 0.0, "net": 0.003968372301415668 }, "Core + trend": { "equity": 3.0189105133242173, "drawdown": 0.0, "net": 0.0012679183183579301 }, "60/40 monthly": { "equity": 3.9879769381696777, "drawdown": -0.0007973499607868417, "net": -0.0007973499607868417 }, "SPY buy & hold": { "equity": 6.323125723114903, "drawdown": -0.007612726083826793, "net": -0.0008376634118242299 }, "BIL reserve": { "equity": 1.2071077657659335, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-08-08", "Ensemble trend": { "equity": 2.300012164314425, "drawdown": 0.0, "net": 0.0011456241021470248 }, "Core + trend": { "equity": 3.0256069289889735, "drawdown": 0.0, "net": 0.0022181563962233586 }, "60/40 monthly": { "equity": 4.003784485364646, "drawdown": 0.0, "net": 0.003963801055034022 }, "SPY buy & hold": { "equity": 6.372431814566282, "drawdown": 0.0, "net": 0.007797740170045087 }, "BIL reserve": { "equity": 1.2075035375286793, "drawdown": 0.0, "net": 0.00032786779604121463 } }, { "date": "2025-08-11", "Ensemble trend": { "equity": 2.291268988200016, "drawdown": -0.0038013608145480715, "net": -0.0038013608145480715 }, "Core + trend": { "equity": 3.019389707734483, "drawdown": -0.002054867469703958, "net": -0.002054867469703958 }, "60/40 monthly": { "equity": 3.999328523670459, "drawdown": -0.0011129374496741118, "net": -0.0011129374496741118 }, "SPY buy & hold": { "equity": 6.3598293478597965, "drawdown": -0.0019776542257663454, "net": -0.0019776542257663454 }, "BIL reserve": { "equity": 1.2076354614495948, "drawdown": 0.0, "net": 0.00010925344466095055 } }, { "date": "2025-08-12", "Ensemble trend": { "equity": 2.3035224582263147, "drawdown": 0.0, "net": 0.005347896772226912 }, "Core + trend": { "equity": 3.0358605348246295, "drawdown": 0.0, "net": 0.005455018624444197 }, "60/40 monthly": { "equity": 4.02550383965677, "drawdown": 0.0, "net": 0.006544927687582858 }, "SPY buy & hold": { "equity": 6.427537057691275, "drawdown": 0.0, "net": 0.010646151984292196 }, "BIL reserve": { "equity": 1.207767280251848, "drawdown": 0.0, "net": 0.00010915446462211875 } }, { "date": "2025-08-13", "Ensemble trend": { "equity": 2.315609780681691, "drawdown": 0.0, "net": 0.005247321297958241 }, "Core + trend": { "equity": 3.0484196949295472, "drawdown": 0.0, "net": 0.004136935791631657 }, "60/40 monthly": { "equity": 4.039496572985684, "drawdown": 0.0, "net": 0.003476020365716037 }, "SPY buy & hold": { "equity": 6.449538938910248, "drawdown": 0.0, "net": 0.0034230656348601673 }, "BIL reserve": { "equity": 1.2078990990541012, "drawdown": 0.0, "net": 0.00010914255122540517 } }, { "date": "2025-08-14", "Ensemble trend": { "equity": 2.305873830562688, "drawdown": -0.004204486524554407, "net": -0.004204486524554407 }, "Core + trend": { "equity": 3.040484040819996, "drawdown": -0.0026032026110940354, "net": -0.0026032026110940354 }, "60/40 monthly": { "equity": 4.0348223114467885, "drawdown": -0.001157139622336989, "net": -0.001157139622336989 }, "SPY buy & hold": { "equity": 6.450139085834755, "drawdown": 0.0, "net": 9.305268643111653e-05 }, "BIL reserve": { "equity": 1.2080310229750166, "drawdown": 0.0, "net": 0.00010921766645788367 } }, { "date": "2025-08-15", "Ensemble trend": { "equity": 2.3066032974714115, "drawdown": -0.0038894650063311387, "net": 0.00031635161432275183 }, "Core + trend": { "equity": 3.037331645322531, "drawdown": -0.003637310710680297, "net": -0.0010368071185845595 }, "60/40 monthly": { "equity": 4.025904984070243, "drawdown": -0.0033646739562390726, "net": -0.002210091718598761 }, "SPY buy & hold": { "equity": 6.435038275539447, "drawdown": -0.0023411604144275566, "net": -0.0023411604144275566 }, "BIL reserve": { "equity": 1.208558718658678, "drawdown": 0.0, "net": 0.0004368229570477222 } }, { "date": "2025-08-18", "Ensemble trend": { "equity": 2.3070218334269326, "drawdown": -0.0037087195461016353, "net": 0.000181451208354666 }, "Core + trend": { "equity": 3.037005214084482, "drawdown": -0.003744392828865184, "net": -0.00010747303099156724 }, "60/40 monthly": { "equity": 4.023931803828868, "drawdown": -0.003853145775864153, "net": -0.0004901209167088583 }, "SPY buy & hold": { "equity": 6.433638138951652, "drawdown": -0.002558231173548031, "net": -0.0002175801491526297 }, "BIL reserve": { "equity": 1.208558718658678, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-08-19", "Ensemble trend": { "equity": 2.302004523327362, "drawdown": -0.005875453397991559, "net": -0.0021747995735772463 }, "Core + trend": { "equity": 3.0307659246577003, "drawdown": -0.005791121970905366, "net": -0.0020544217039358825 }, "60/40 monthly": { "equity": 4.014075756728411, "drawdown": -0.006293065434756495, "net": -0.0024493573899730947 }, "SPY buy & hold": { "equity": 6.398734336272112, "drawdown": -0.007969556761269647, "net": -0.005425204515034809 }, "BIL reserve": { "equity": 1.2088225665005086, "drawdown": 0.0, "net": 0.00021831611303380072 } }, { "date": "2025-08-20", "Ensemble trend": { "equity": 2.3070618418101105, "drawdown": -0.003691441858163169, "net": 0.002196919437603251 }, "Core + trend": { "equity": 3.031891675836398, "drawdown": -0.005421831882480133, "net": 0.0003714411494264436 }, "60/40 monthly": { "equity": 4.009640484367038, "drawdown": -0.007391041947729438, "net": -0.0011049299091923093 }, "SPY buy & hold": { "equity": 6.381732235771636, "drawdown": -0.010605484494644157, "net": -0.002657103671908412 }, "BIL reserve": { "equity": 1.2090865194610014, "drawdown": 0.0, "net": 0.00021835542105819172 } }, { "date": "2025-08-21", "Ensemble trend": { "equity": 2.298809281319194, "drawdown": -0.007255324063085822, "net": -0.003577086812914132 }, "Core + trend": { "equity": 3.021792586005778, "drawdown": -0.008734725394950682, "net": -0.0033309533817146297 }, "60/40 monthly": { "equity": 3.995189244475963, "drawdown": -0.010968527317495202, "net": -0.0036041235984667352 }, "SPY buy & hold": { "equity": 6.356130091713788, "drawdown": -0.014574723563313796, "net": -0.004011786002919404 }, "BIL reserve": { "equity": 1.2090865194610014, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-08-22", "Ensemble trend": { "equity": 2.32576520661262, "drawdown": 0.0, "net": 0.011726038133079486 }, "Core + trend": { "equity": 3.054638439623667, "drawdown": 0.0, "net": 0.010869658549697014 }, "60/40 monthly": { "equity": 4.041773567947271, "drawdown": 0.0, "net": 0.011660104345674993 }, "SPY buy & hold": { "equity": 6.453739348673631, "drawdown": 0.0, "net": 0.015356711639223919 }, "BIL reserve": { "equity": 1.2094820809864233, "drawdown": 0.0, "net": 0.00032715733659682833 } }, { "date": "2025-08-25", "Ensemble trend": { "equity": 2.3143174802913653, "drawdown": -0.004922133278418062, "net": -0.004922133278418062 }, "Core + trend": { "equity": 3.0429886131528794, "drawdown": -0.0038138151866584646, "net": -0.0038138151866584646 }, "60/40 monthly": { "equity": 4.02765129548246, "drawdown": -0.0034940780890857503, "net": -0.0034940780890857503 }, "SPY buy & hold": { "equity": 6.425335694023857, "drawdown": -0.004401115867130878, "net": -0.004401115867130878 }, "BIL reserve": { "equity": 1.2096140049073387, "drawdown": 0.0, "net": 0.0001090747213119414 } }, { "date": "2025-08-26", "Ensemble trend": { "equity": 2.3190810507676027, "drawdown": -0.0028739598588941595, "net": 0.002058304669434463 }, "Core + trend": { "equity": 3.051009420075476, "drawdown": -0.0011880357102551642, "net": 0.0026358320527155588 }, "60/40 monthly": { "equity": 4.042136562594643, "drawdown": 0.0, "net": 0.0035964551172613657 }, "SPY buy & hold": { "equity": 6.452238362654194, "drawdown": -0.0002325761761273748, "net": 0.004186967017981491 }, "BIL reserve": { "equity": 1.2097459288282542, "drawdown": 0.0, "net": 0.00010906282531464306 } }, { "date": "2025-08-27", "Ensemble trend": { "equity": 2.318796554488317, "drawdown": -0.002996283590660842, "net": -0.00012267629852436013 }, "Core + trend": { "equity": 3.0539797550987555, "drawdown": -0.00021563420284609336, "net": 0.0009735581292327211 }, "60/40 monthly": { "equity": 4.050739916463113, "drawdown": 0.0, "net": 0.002128417418670203 }, "SPY buy & hold": { "equity": 6.466941343596453, "drawdown": 0.0, "net": 0.002278741130730788 }, "BIL reserve": { "equity": 1.2098777476305074, "drawdown": 0.0, "net": 0.00010896403873905669 } }, { "date": "2025-08-28", "Ensemble trend": { "equity": 2.3275858737531157, "drawdown": 0.0, "net": 0.0037904658982634842 }, "Core + trend": { "equity": 3.063619928946615, "drawdown": 0.0, "net": 0.003156593894168669 }, "60/40 monthly": { "equity": 4.063184454695464, "drawdown": 0.0, "net": 0.0030721642191278153 }, "SPY buy & hold": { "equity": 6.4898428264940184, "drawdown": 0.0, "net": 0.003541316007178885 }, "BIL reserve": { "equity": 1.2100097766700848, "drawdown": 0.0, "net": 0.00010912593428225037 } }, { "date": "2025-08-29", "Ensemble trend": { "equity": 2.32464755083465, "drawdown": -0.0012623907678763757, "net": -0.0012623907678763757 }, "Core + trend": { "equity": 3.055728326163758, "drawdown": -0.0025759079017253494, "net": -0.0025759079017253494 }, "60/40 monthly": { "equity": 4.046774277768604, "drawdown": -0.0040387477137289185, "net": -0.0040387477137289185 }, "SPY buy & hold": { "equity": 6.451139536944992, "drawdown": -0.005963671322057995, "net": -0.005963671322057995 }, "BIL reserve": { "equity": 1.21053715699776, "drawdown": 0.0, "net": 0.0004358479888704192 } }, { "date": "2025-09-02", "Ensemble trend": { "equity": 2.3251825327707416, "drawdown": -0.001032546643917609, "net": 0.00023013464380849946 }, "Core + trend": { "equity": 3.0470127097492683, "drawdown": -0.005420783120136163, "net": -0.002852222280320227 }, "60/40 monthly": { "equity": 4.023525886668319, "drawdown": -0.00976046459847879, "net": -0.00574491916388864 }, "SPY buy & hold": { "equity": 6.403335050221222, "drawdown": -0.013329718235954635, "net": -0.007410239144572728 }, "BIL reserve": { "equity": 1.210828756166381, "drawdown": 0.0, "net": 0.00024088411242506602 } }, { "date": "2025-09-03", "Ensemble trend": { "equity": 2.33485537609802, "drawdown": 0.0, "net": 0.0041600361223048665 }, "Core + trend": { "equity": 3.05963846782697, "drawdown": -0.0012995936872018943, "net": 0.004143651267782378 }, "60/40 monthly": { "equity": 4.042252983734703, "drawdown": -0.005151494152959901, "net": 0.004654399547529886 }, "SPY buy & hold": { "equity": 6.438037772745645, "drawdown": -0.007982482031288263, "net": 0.005419476296687709 }, "BIL reserve": { "equity": 1.2109609954432827, "drawdown": 0.0, "net": 0.00010921385557471908 } }, { "date": "2025-09-04", "Ensemble trend": { "equity": 2.3410021139306507, "drawdown": 0.0, "net": 0.0026325989590425536 }, "Core + trend": { "equity": 3.0734225779271243, "drawdown": 0.0, "net": 0.004505143416484669 }, "60/40 monthly": { "equity": 4.069773978645259, "drawdown": 0.0, "net": 0.006808330656516315 }, "SPY buy & hold": { "equity": 6.491843110006319, "drawdown": 0.0, "net": 0.008357412484973237 }, "BIL reserve": { "equity": 1.2112257893530722, "drawdown": 0.0, "net": 0.00021866427637706742 } }, { "date": "2025-09-05", "Ensemble trend": { "equity": 2.3560061749469092, "drawdown": 0.0, "net": 0.006409247102757254 }, "Core + trend": { "equity": 3.0825384077203135, "drawdown": 0.0, "net": 0.0029660190104210393 }, "60/40 monthly": { "equity": 4.070616784185738, "drawdown": 0.0, "net": 0.00020708902875221646 }, "SPY buy & hold": { "equity": 6.473041187440491, "drawdown": -0.002896237978525229, "net": -0.002896237978525229 }, "BIL reserve": { "equity": 1.2116228225397634, "drawdown": 0.0, "net": 0.00032779452863462843 } }, { "date": "2025-09-08", "Ensemble trend": { "equity": 2.371638552106915, "drawdown": 0.0, "net": 0.006635117227720366 }, "Core + trend": { "equity": 3.09552355712762, "drawdown": 0.0, "net": 0.004212485844388825 }, "60/40 monthly": { "equity": 4.081666541393678, "drawdown": 0.0, "net": 0.002714516692130964 }, "SPY buy & hold": { "equity": 6.488942606107256, "drawdown": -0.0004467920511807, "net": 0.0024565607117745802 }, "BIL reserve": { "equity": 1.211755166935327, "drawdown": 0.0, "net": 0.00010922903819721164 } }, { "date": "2025-09-09", "Ensemble trend": { "equity": 2.3702977820480733, "drawdown": -0.0005653349063881041, "net": -0.0005653349063881041 }, "Core + trend": { "equity": 3.095629354471193, "drawdown": 0.0, "net": 3.4177528169587745e-05 }, "60/40 monthly": { "equity": 4.083439505686588, "drawdown": 0.0, "net": 0.00043437264532264486 }, "SPY buy & hold": { "equity": 6.50394442309543, "drawdown": 0.0, "net": 0.0023119047121875624 }, "BIL reserve": { "equity": 1.211887616449553, "drawdown": 0.0, "net": 0.00010930385761076522 } }, { "date": "2025-09-10", "Ensemble trend": { "equity": 2.3776079270575394, "drawdown": 0.0, "net": 0.003084061869707222 }, "Core + trend": { "equity": 3.1043675059838955, "drawdown": 0.0, "net": 0.0028227382907071163 }, "60/40 monthly": { "equity": 4.094907027703921, "drawdown": 0.0, "net": 0.002808299719234908 }, "SPY buy & hold": { "equity": 6.522746345661258, "drawdown": 0.0, "net": 0.002890849205147372 }, "BIL reserve": { "equity": 1.2120201710824408, "drawdown": 0.0, "net": 0.00010937865119564627 } }, { "date": "2025-09-11", "Ensemble trend": { "equity": 2.391013835702499, "drawdown": 0.0, "net": 0.005638401728223608 }, "Core + trend": { "equity": 3.1209163029887272, "drawdown": 0.0, "net": 0.005330811179067085 }, "60/40 monthly": { "equity": 4.117857705433562, "drawdown": 0.0, "net": 0.005604688354184928 }, "SPY buy & hold": { "equity": 6.576951987107661, "drawdown": 0.0, "net": 0.00831024825646609 }, "BIL reserve": { "equity": 1.2121525154780046, "drawdown": 0.0, "net": 0.00010919322856284275 } }, { "date": "2025-09-12", "Ensemble trend": { "equity": 2.3874998457841734, "drawdown": -0.001469665238174267, "net": -0.001469665238174267 }, "Core + trend": { "equity": 3.116732946938175, "drawdown": -0.0013404255815979704, "net": -0.0013404255815979704 }, "60/40 monthly": { "equity": 4.112307322969785, "drawdown": -0.0013478810733197344, "net": -0.0013478810733197344 }, "SPY buy & hold": { "equity": 6.574751860856581, "drawdown": -0.00033452064959460515, "net": -0.00033452064959460515 }, "BIL reserve": { "equity": 1.2125494435460338, "drawdown": 0.0, "net": 0.00032745719945359575 } }, { "date": "2025-09-15", "Ensemble trend": { "equity": 2.400613375351734, "drawdown": 0.0, "net": 0.005492578184127073 }, "Core + trend": { "equity": 3.13005344291841, "drawdown": 0.0, "net": 0.0042738650397753375 }, "60/40 monthly": { "equity": 4.128191725917348, "drawdown": 0.0, "net": 0.0038626497729969955 }, "SPY buy & hold": { "equity": 6.609754656843258, "drawdown": 0.0, "net": 0.005323820081343245 }, "BIL reserve": { "equity": 1.2126818930602594, "drawdown": 0.0, "net": 0.00010923225847059292 } }, { "date": "2025-09-16", "Ensemble trend": { "equity": 2.403444362490406, "drawdown": 0.0, "net": 0.0011792765831180052 }, "Core + trend": { "equity": 3.131094668336464, "drawdown": 0.0, "net": 0.0003326541980965825 }, "60/40 monthly": { "equity": 4.125774702230696, "drawdown": -0.0005854921106200894, "net": -0.0005854921106200894 }, "SPY buy & hold": { "equity": 6.600653459668513, "drawdown": -0.0013769341900340404, "net": -0.0013769341900340404 }, "BIL reserve": { "equity": 1.212814132337161, "drawdown": 0.0, "net": 0.00010904696248736911 } }, { "date": "2025-09-17", "Ensemble trend": { "equity": 2.3982296768327327, "drawdown": -0.0021696718838417617, "net": -0.0021696718838417617 }, "Core + trend": { "equity": 3.1259821892504056, "drawdown": -0.0016328088504505844, "net": -0.0016328088504505844 }, "60/40 monthly": { "equity": 4.11914432725225, "drawdown": -0.0021916130029274727, "net": -0.0016070618143209092 }, "SPY buy & hold": { "equity": 6.592453720296868, "drawdown": -0.002617485435481015, "net": -0.0012422617581346884 }, "BIL reserve": { "equity": 1.2129464767327247, "drawdown": 0.0, "net": 0.00010912174589239321 } }, { "date": "2025-09-18", "Ensemble trend": { "equity": 2.3958545289196644, "drawdown": -0.0031578985930329484, "net": -0.0009903754990659985 }, "Core + trend": { "equity": 3.1266728693001764, "drawdown": -0.0014122214447884751, "net": 0.00022094817179252324 }, "60/40 monthly": { "equity": 4.125352972283588, "drawdown": -0.0006876506282247341, "net": 0.0015072657178487603 }, "SPY buy & hold": { "equity": 6.623256725228333, "drawdown": 0.0, "net": 0.004672464341558991 }, "BIL reserve": { "equity": 1.2130789262469506, "drawdown": 0.0, "net": 0.00010919650352803068 } }, { "date": "2025-09-19", "Ensemble trend": { "equity": 2.3991219076893233, "drawdown": -0.0017984417981716794, "net": 0.0013637634214511696 }, "Core + trend": { "equity": 3.1326285922553274, "drawdown": 0.0, "net": 0.0019048116653419545 }, "60/40 monthly": { "equity": 4.137036543287057, "drawdown": 0.0, "net": 0.0028321385059568716 }, "SPY buy & hold": { "equity": 6.656060632380268, "drawdown": 0.0, "net": 0.00495283642365596 }, "BIL reserve": { "equity": 1.2136083038292051, "drawdown": 0.0, "net": 0.00043639170609655054 } }, { "date": "2025-09-22", "Ensemble trend": { "equity": 2.4099843437027544, "drawdown": 0.0, "net": 0.004527671552919665 }, "Core + trend": { "equity": 3.1418326325384247, "drawdown": 0.0, "net": 0.0029381204991398846 }, "60/40 monthly": { "equity": 4.146202146592327, "drawdown": 0.0, "net": 0.0022154997204806293 }, "SPY buy & hold": { "equity": 6.687551640796323, "drawdown": 0.0, "net": 0.004731178118008383 }, "BIL reserve": { "equity": 1.213740753343431, "drawdown": 0.0, "net": 0.00010913695449166205 } }, { "date": "2025-09-23", "Ensemble trend": { "equity": 2.4117232470482413, "drawdown": 0.0, "net": 0.0007215413452916764 }, "Core + trend": { "equity": 3.1395300050663204, "drawdown": -0.0007328931045712528, "net": -0.0007328931045712528 }, "60/40 monthly": { "equity": 4.1370396936184735, "drawdown": -0.0022098423207330686, "net": -0.0022098423207330686 }, "SPY buy & hold": { "equity": 6.651145614681004, "drawdown": -0.005443849718218208, "net": -0.005443849718218208 }, "BIL reserve": { "equity": 1.213740753343431, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-09-24", "Ensemble trend": { "equity": 2.400776429421789, "drawdown": -0.004539002408278203, "net": -0.004539002408278203 }, "Core + trend": { "equity": 3.1287965639964503, "drawdown": -0.004149192546721414, "net": -0.0034188050608050524 }, "60/40 monthly": { "equity": 4.124683645779932, "drawdown": -0.005189930459633008, "net": -0.002986688248991509 }, "SPY buy & hold": { "equity": 6.62998517657268, "drawdown": -0.00860800294572206, "net": -0.0031814726866927767 }, "BIL reserve": { "equity": 1.2140057574905447, "drawdown": 0.0, "net": 0.0002183366970118783 } }, { "date": "2025-09-25", "Ensemble trend": { "equity": 2.393993410123655, "drawdown": -0.007351522172490688, "net": -0.0028253440074664793 }, "Core + trend": { "equity": 3.119077900253193, "drawdown": -0.007242503005911893, "net": -0.0031061986755838156 }, "60/40 monthly": { "equity": 4.109618865464037, "drawdown": -0.008823323088180124, "net": -0.003652348060998012 }, "SPY buy & hold": { "equity": 6.599398100792404, "drawdown": -0.013181735968385344, "net": -0.0046134455757694814 }, "BIL reserve": { "equity": 1.2140057574905447, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-09-26", "Ensemble trend": { "equity": 2.4002142954814065, "drawdown": -0.004772086341548798, "net": 0.0025985390483720394 }, "Core + trend": { "equity": 3.12717975380978, "drawdown": -0.00466379990356347, "net": 0.0025975156170126024 }, "60/40 monthly": { "equity": 4.123019573325593, "drawdown": -0.0055912790662623335, "net": 0.0032608152483850628 }, "SPY buy & hold": { "equity": 6.637206738328194, "drawdown": -0.00752815158256237, "net": 0.005729103921045642 }, "BIL reserve": { "equity": 1.2144026855585737, "drawdown": 0.0, "net": 0.00032695731925480587 } }, { "date": "2025-09-29", "Ensemble trend": { "equity": 2.4160026416172458, "drawdown": 0.0, "net": 0.0065778902182034305 }, "Core + trend": { "equity": 3.1405350509108803, "drawdown": -0.00041300151195400314, "net": 0.004270716157211529 }, "60/40 monthly": { "equity": 4.134768595209444, "drawdown": -0.0027575962238793883, "net": 0.002849615839774833 }, "SPY buy & hold": { "equity": 6.65585955222515, "drawdown": -0.004738967304243391, "net": 0.002810340950996748 }, "BIL reserve": { "equity": 1.2145351350727993, "drawdown": 0.0, "net": 0.00010906556433121217 } }, { "date": "2025-09-30", "Ensemble trend": { "equity": 2.423947009823219, "drawdown": 0.0, "net": 0.003288228278035099 }, "Core + trend": { "equity": 3.148136460349461, "drawdown": 0.0, "net": 0.002420418595989293 }, "60/40 monthly": { "equity": 4.143539319284184, "drawdown": -0.0006422328709495551, "net": 0.0021212128013408105 }, "SPY buy & hold": { "equity": 6.680930844673485, "drawdown": -0.0009900179435547996, "net": 0.003766800103219392 }, "BIL reserve": { "equity": 1.2145351350727993, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-01", "Ensemble trend": { "equity": 2.435153667239671, "drawdown": 0.0, "net": 0.004623309573615453 }, "Core + trend": { "equity": 3.1599697231250095, "drawdown": 0.0, "net": 0.0037588150718965707 }, "60/40 monthly": { "equity": 4.157596189915338, "drawdown": 0.0, "net": 0.003392479121830272 }, "SPY buy & hold": { "equity": 6.703696830481909, "drawdown": 0.0, "net": 0.0034076068646293756 }, "BIL reserve": { "equity": 1.21481412000197, "drawdown": 0.0, "net": 0.00022970511195130605 } }, { "date": "2025-10-02", "Ensemble trend": { "equity": 2.437434593090521, "drawdown": 0.0, "net": 0.000936666084582205 }, "Core + trend": { "equity": 3.1632213663171744, "drawdown": 0.0, "net": 0.0010290108694299693 }, "60/40 monthly": { "equity": 4.162196197844504, "drawdown": 0.0, "net": 0.0011064104638935923 }, "SPY buy & hold": { "equity": 6.711417689730286, "drawdown": 0.0, "net": 0.0011517315659728133 }, "BIL reserve": { "equity": 1.214946884872182, "drawdown": 0.0, "net": 0.00010928821786482246 } }, { "date": "2025-10-03", "Ensemble trend": { "equity": 2.444008272255922, "drawdown": 0.0, "net": 0.002696966385902666 }, "Core + trend": { "equity": 3.1652206450547893, "drawdown": 0.0, "net": 0.0006320388319653869 }, "60/40 monthly": { "equity": 4.158945331500127, "drawdown": -0.0007810459165912276, "net": -0.0007810459165912276 }, "SPY buy & hold": { "equity": 6.711319315131321, "drawdown": -1.4657797132278105e-05, "net": -1.4657797132278105e-05 }, "BIL reserve": { "equity": 1.215212414612606, "drawdown": 0.0, "net": 0.00021855255051095313 } }, { "date": "2025-10-06", "Ensemble trend": { "equity": 2.454131818868444, "drawdown": 0.0, "net": 0.004142189994789769 }, "Core + trend": { "equity": 3.1719024831806713, "drawdown": 0.0, "net": 0.002111018116958574 }, "60/40 monthly": { "equity": 4.16327637566878, "drawdown": 0.0, "net": 0.0010413804037887608 }, "SPY buy & hold": { "equity": 6.735387062928573, "drawdown": 0.0, "net": 0.0035861425551588777 }, "BIL reserve": { "equity": 1.2154780494716921, "drawdown": 0.0, "net": 0.00021859129802481725 } }, { "date": "2025-10-07", "Ensemble trend": { "equity": 2.4504801008713835, "drawdown": -0.0014879877148344933, "net": -0.0014879877148344933 }, "Core + trend": { "equity": 3.167928884679924, "drawdown": -0.001252749263830788, "net": -0.001252749263830788 }, "60/40 monthly": { "equity": 4.15792860405738, "drawdown": -0.0012845103540695124, "net": -0.0012845103540695124 }, "SPY buy & hold": { "equity": 6.710416001203712, "drawdown": -0.0037074427188158454, "net": -0.0037074427188158454 }, "BIL reserve": { "equity": 1.2154780494716921, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-08", "Ensemble trend": { "equity": 2.46476324638151, "drawdown": 0.0, "net": 0.0058287131183181184 }, "Core + trend": { "equity": 3.1816293937027043, "drawdown": 0.0, "net": 0.004324752708003032 }, "60/40 monthly": { "equity": 4.1733415865410715, "drawdown": 0.0, "net": 0.0037068896441969645 }, "SPY buy & hold": { "equity": 6.7504303333641085, "drawdown": 0.0, "net": 0.005963018112918661 }, "BIL reserve": { "equity": 1.2157436843307783, "drawdown": 0.0, "net": 0.00021854352631178742 } }, { "date": "2025-10-09", "Ensemble trend": { "equity": 2.4468622205081254, "drawdown": -0.00726277702317446, "net": -0.00726277702317446 }, "Core + trend": { "equity": 3.168464796733935, "drawdown": -0.004137690264876759, "net": -0.004137690264876759 }, "60/40 monthly": { "equity": 4.164790012831415, "drawdown": -0.0020490950794047613, "net": -0.0020490950794047613 }, "SPY buy & hold": { "equity": 6.7308748242477145, "drawdown": -0.002896927773588187, "net": -0.002896927773588187 }, "BIL reserve": { "equity": 1.2157436843307783, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-10", "Ensemble trend": { "equity": 2.4247023451849445, "drawdown": -0.016253447975329238, "net": -0.009056445899344179 }, "Core + trend": { "equity": 3.1336726930399768, "drawdown": -0.015073000255041102, "net": -0.010980744911485707 }, "60/40 monthly": { "equity": 4.106403919917241, "drawdown": -0.016039345267040428, "net": -0.014018976403201822 }, "SPY buy & hold": { "equity": 6.54895358630897, "drawdown": -0.029846504164236287, "net": -0.02702787419005026 }, "BIL reserve": { "equity": 1.2162751642862746, "drawdown": 0.0, "net": 0.0004371644799363583 } }, { "date": "2025-10-13", "Ensemble trend": { "equity": 2.456301904021212, "drawdown": -0.003432922968451546, "net": 0.0130323455573913 }, "Core + trend": { "equity": 3.1663656800966535, "drawdown": -0.004797451782492801, "net": 0.010432802101281835 }, "60/40 monthly": { "equity": 4.1451059253399745, "drawdown": -0.006765720134713216, "net": 0.009424792635477797 }, "SPY buy & hold": { "equity": 6.649441073673769, "drawdown": -0.014960418033084344, "net": 0.01534405245669701 }, "BIL reserve": { "equity": 1.2164080342751489, "drawdown": 0.0, "net": 0.00010924336266637802 } }, { "date": "2025-10-14", "Ensemble trend": { "equity": 2.4595130595467958, "drawdown": -0.002130097826808286, "net": 0.0013073130466279004 }, "Core + trend": { "equity": 3.16829764359639, "drawdown": -0.004190227225302046, "net": 0.0006101517306986715 }, "60/40 monthly": { "equity": 4.146274572295236, "drawdown": -0.006485693462793818, "net": 0.0002819341595392544 }, "SPY buy & hold": { "equity": 6.641318054115154, "drawdown": -0.016163751621828593, "net": -0.0012216093756775015 }, "BIL reserve": { "equity": 1.2164080342751489, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-15", "Ensemble trend": { "equity": 2.4770079753457037, "drawdown": 0.0, "net": 0.007113162392449857 }, "Core + trend": { "equity": 3.181595202941372, "drawdown": -1.0746305462161487e-05, "net": 0.004197067586708236 }, "60/40 monthly": { "equity": 4.155521615568382, "drawdown": -0.004269952651409503, "net": 0.002230205238923144 }, "SPY buy & hold": { "equity": 6.670802591937211, "drawdown": -0.011795950405315114, "net": 0.004439561180749063 }, "BIL reserve": { "equity": 1.2165405889080367, "drawdown": 0.0, "net": 0.0001089721780462849 } }, { "date": "2025-10-16", "Ensemble trend": { "equity": 2.4948216233079212, "drawdown": 0.0, "net": 0.0071915989530599855 }, "Core + trend": { "equity": 3.18823505631203, "drawdown": 0.0, "net": 0.0020869573113888595 }, "60/40 monthly": { "equity": 4.146018557632636, "drawdown": -0.006547038707914954, "net": -0.0022868508011471 }, "SPY buy & hold": { "equity": 6.6253720884601774, "drawdown": -0.018525966305559693, "net": -0.006810350456471936 }, "BIL reserve": { "equity": 1.216673564015573, "drawdown": 0.0, "net": 0.00010930593582214598 } }, { "date": "2025-10-17", "Ensemble trend": { "equity": 2.4866103538565985, "drawdown": -0.0032913252693534956, "net": -0.0032913252693534956 }, "Core + trend": { "equity": 3.1880935227975984, "drawdown": -4.4392434036977235e-05, "net": -4.4392434036977235e-05 }, "60/40 monthly": { "equity": 4.15748023211521, "drawdown": -0.003800636515595368, "net": 0.0027645014905863796 }, "SPY buy & hold": { "equity": 6.66298026454902, "drawdown": -0.012954739845675523, "net": 0.0056763870144511674 }, "BIL reserve": { "equity": 1.216939198874659, "drawdown": 0.0, "net": 0.00021832878344896223 } }, { "date": "2025-10-20", "Ensemble trend": { "equity": 2.5180408437713284, "drawdown": 0.0, "net": 0.012639893446105388 }, "Core + trend": { "equity": 3.2160093890766985, "drawdown": 0.0, "net": 0.008756288383473754 }, "60/40 monthly": { "equity": 4.18578602881214, "drawdown": 0.0, "net": 0.006808401992696389 }, "SPY buy & hold": { "equity": 6.732278054376358, "drawdown": -0.002689055081130709, "net": 0.010400419493367341 }, "BIL reserve": { "equity": 1.217204833733745, "drawdown": 0.0, "net": 0.00021828112639621366 } }, { "date": "2025-10-21", "Ensemble trend": { "equity": 2.479344010815895, "drawdown": -0.015367833707365941, "net": -0.015367833707365941 }, "Core + trend": { "equity": 3.196873934832425, "drawdown": -0.00595006168491552, "net": -0.00595006168491552 }, "60/40 monthly": { "equity": 4.188792566471172, "drawdown": 0.0, "net": 0.0007182731363566397 }, "SPY buy & hold": { "equity": 6.732177823652884, "drawdown": -0.002703903130591878, "net": -1.4888084340025642e-05 }, "BIL reserve": { "equity": 1.217204833733745, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-22", "Ensemble trend": { "equity": 2.4768364472321194, "drawdown": -0.016363672829665443, "net": -0.001011381870703154 }, "Core + trend": { "equity": 3.190688890294202, "drawdown": -0.007873266436503101, "net": -0.0019347164337110145 }, "60/40 monthly": { "equity": 4.1759453409128735, "drawdown": -0.003067047449695437, "net": -0.003067047449695437 }, "SPY buy & hold": { "equity": 6.697177502498885, "drawdown": -0.007888805340604876, "net": -0.005198959693403782 }, "BIL reserve": { "equity": 1.2174706788301553, "drawdown": 0.0, "net": 0.00021840621154511908 } }, { "date": "2025-10-23", "Ensemble trend": { "equity": 2.4835702894163965, "drawdown": -0.013689434164739112, "net": 0.0027187270244679596 }, "Core + trend": { "equity": 3.197797004072114, "drawdown": -0.005663038505560158, "net": 0.002227767739918063 }, "60/40 monthly": { "equity": 4.185494220590081, "drawdown": -0.0007874216325470806, "net": 0.0022866390476077303 }, "SPY buy & hold": { "equity": 6.73689176119703, "drawdown": -0.0020055865327821554, "net": 0.005929999418908372 }, "BIL reserve": { "equity": 1.217603443700367, "drawdown": 0.0, "net": 0.00010904974757952601 } }, { "date": "2025-10-24", "Ensemble trend": { "equity": 2.488934902958139, "drawdown": -0.011558962947398665, "net": 0.002160040955798026 }, "Core + trend": { "equity": 3.209548048573043, "drawdown": -0.002009117425341378, "net": 0.0036747312246414587 }, "60/40 monthly": { "equity": 4.207758339937577, "drawdown": 0.0, "net": 0.005319352548134093 }, "SPY buy & hold": { "equity": 6.791949363792964, "drawdown": 0.0, "net": 0.008172552647061071 }, "BIL reserve": { "equity": 1.2180017383110031, "drawdown": 0.0, "net": 0.0003271135710865014 } }, { "date": "2025-10-27", "Ensemble trend": { "equity": 2.487322403962068, "drawdown": -0.0121993413590753, "net": -0.0006478670832871236 }, "Core + trend": { "equity": 3.220841108634773, "drawdown": 0.0, "net": 0.0035185826449148916 }, "60/40 monthly": { "equity": 4.23794560846606, "drawdown": 0.0, "net": 0.007174192548550895 }, "SPY buy & hold": { "equity": 6.872078877545403, "drawdown": 0.0, "net": 0.01179771954420028 }, "BIL reserve": { "equity": 1.2180017383110031, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-28", "Ensemble trend": { "equity": 2.485380001363694, "drawdown": -0.012970735756103524, "net": -0.0007809211203499977 }, "Core + trend": { "equity": 3.2231505222891, "drawdown": 0.0, "net": 0.0007170219133554312 }, "60/40 monthly": { "equity": 4.246344011013583, "drawdown": 0.0, "net": 0.0019817155111065965 }, "SPY buy & hold": { "equity": 6.89033076854846, "drawdown": 0.0, "net": 0.0026559489971360595 }, "BIL reserve": { "equity": 1.2181347134185394, "drawdown": 0.0, "net": 0.00010917480932381984 } }, { "date": "2025-10-29", "Ensemble trend": { "equity": 2.4785475013461618, "drawdown": -0.015684154815382656, "net": -0.0027490766055023874 }, "Core + trend": { "equity": 3.2154535988011834, "drawdown": -0.002388012422842145, "net": -0.002388012422842145 }, "60/40 monthly": { "equity": 4.236934841251286, "drawdown": -0.0022158284250858307, "net": -0.0022158284250858307 }, "SPY buy & hold": { "equity": 6.893640857255794, "drawdown": 0.0, "net": 0.0004803961984587435 }, "BIL reserve": { "equity": 1.2185330080291756, "drawdown": 0.0, "net": 0.0003269709058026926 } }, { "date": "2025-10-30", "Ensemble trend": { "equity": 2.476195059143047, "drawdown": -0.016618389940652234, "net": -0.0009491212905288204 }, "Core + trend": { "equity": 3.201644533374579, "drawdown": -0.006672350163543395, "net": -0.004294593282811676 }, "60/40 monthly": { "equity": 4.206004408101236, "drawdown": -0.009499843349412895, "net": -0.007300190894820369 }, "SPY buy & hold": { "equity": 6.817824358153603, "drawdown": -0.010998034372851295, "net": -0.010998034372851295 }, "BIL reserve": { "equity": 1.2185330080291756, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-10-31", "Ensemble trend": { "equity": 2.4732160956974645, "drawdown": -0.017801438044479312, "net": -0.0012030407033497559 }, "Core + trend": { "equity": 3.2034907259884258, "drawdown": -0.006099558852346698, "net": 0.0005766388475052509 }, "60/40 monthly": { "equity": 4.215105741553591, "drawdown": -0.007356509359338292, "net": 0.002163890611913022 }, "SPY buy & hold": { "equity": 6.840187564943619, "drawdown": -0.007754000160294594, "net": 0.0032801089636860237 }, "BIL reserve": { "equity": 1.2187986428882618, "drawdown": 0.0, "net": 0.0002179956204189093 } }, { "date": "2025-11-03", "Ensemble trend": { "equity": 2.4771780526163556, "drawdown": -0.01622800966713922, "net": 0.0016019453074818113 }, "Core + trend": { "equity": 3.207388025199456, "drawdown": -0.004890400550840224, "net": 0.0012165788960816215 }, "60/40 monthly": { "equity": 4.2191613864192155, "drawdown": -0.0064014183786959, "net": 0.0009621691872738758 }, "SPY buy & hold": { "equity": 6.853024522046381, "drawdown": -0.005891855414350999, "net": 0.001876696652084675 }, "BIL reserve": { "equity": 1.2189719835620383, "drawdown": 0.0, "net": 0.00014222256874663053 } }, { "date": "2025-11-04", "Ensemble trend": { "equity": 2.4537249179848186, "drawdown": -0.02554205025927314, "net": -0.009467682230902441 }, "Core + trend": { "equity": 3.1835570796508574, "drawdown": -0.01228408116978752, "net": -0.0074300163751208625 }, "60/40 monthly": { "equity": 4.190594533846496, "drawdown": -0.013128817877800736, "net": -0.006770741850423478 }, "SPY buy & hold": { "equity": 6.771791232919384, "drawdown": -0.017675655993619088, "net": -0.011853640515318009 }, "BIL reserve": { "equity": 1.219105168906899, "drawdown": 0.0, "net": 0.00010926038223724177 } }, { "date": "2025-11-05", "Ensemble trend": { "equity": 2.459362184410486, "drawdown": -0.023303299271729694, "net": 0.0022974321140680765 }, "Core + trend": { "equity": 3.188285221556014, "drawdown": -0.010817149398385517, "net": 0.0014851757913745267 }, "60/40 monthly": { "equity": 4.191630357463534, "drawdown": -0.012884884834610588, "net": 0.00024717820077135855 }, "SPY buy & hold": { "equity": 6.795258833792128, "drawdown": -0.014271417020530697, "net": 0.0034654938502332033 }, "BIL reserve": { "equity": 1.219238459370421, "drawdown": 0.0, "net": 0.00010933467179197187 } }, { "date": "2025-11-06", "Ensemble trend": { "equity": 2.4555330617415776, "drawdown": -0.02482397463264785, "net": -0.0015569576100586957 }, "Core + trend": { "equity": 3.178109524056753, "drawdown": -0.013974214955483455, "net": -0.0031915894570733183 }, "60/40 monthly": { "equity": 4.172477516254347, "drawdown": -0.017395315727517957, "net": -0.004569305872853202 }, "SPY buy & hold": { "equity": 6.722350263087034, "drawdown": -0.02484762373259841, "net": -0.010729329446955926 }, "BIL reserve": { "equity": 1.2193718549526058, "drawdown": 0.0, "net": 0.00010940893568389676 } }, { "date": "2025-11-07", "Ensemble trend": { "equity": 2.4582684863217397, "drawdown": -0.02373764412814927, "net": 0.0011139840154388292 }, "Core + trend": { "equity": 3.1810434484899104, "drawdown": -0.013063948924509017, "net": 0.0009231665589082283 }, "60/40 monthly": { "equity": 4.175649545478397, "drawdown": -0.01664831331418959, "net": 0.0007602267985129529 }, "SPY buy & hold": { "equity": 6.728968584377194, "drawdown": -0.023887561926768663, "net": 0.0009845249103577203 }, "BIL reserve": { "equity": 1.219771621224511, "drawdown": 0.0, "net": 0.00032784607114022535 } }, { "date": "2025-11-10", "Ensemble trend": { "equity": 2.4812344875796972, "drawdown": -0.014617060832303741, "net": 0.009342348643260445 }, "Core + trend": { "equity": 3.210957237089118, "drawdown": -0.003783033127265245, "net": 0.009403766117501045 }, "60/40 monthly": { "equity": 4.213000774664764, "drawdown": -0.00785222211444414, "net": 0.008945010537777076 }, "SPY buy & hold": { "equity": 6.833969547839189, "drawdown": -0.008655993349841906, "net": 0.015604317681877422 }, "BIL reserve": { "equity": 1.2200379919142317, "drawdown": 0.0, "net": 0.0002183775102533314 } }, { "date": "2025-11-11", "Ensemble trend": { "equity": 2.4896361375621443, "drawdown": -0.011280478741814925, "net": 0.003386076577809538 }, "Core + trend": { "equity": 3.2206689236249915, "drawdown": -0.000769929498156352, "net": 0.0030245455852528913 }, "60/40 monthly": { "equity": 4.223984704724872, "drawdown": -0.0052655428365478985, "net": 0.002607151208269487 }, "SPY buy & hold": { "equity": 6.849613583907402, "drawdown": -0.006386650285393314, "net": 0.002289158000881031 }, "BIL reserve": { "equity": 1.2199047014507092, "drawdown": -0.00010925107611881035, "net": -0.00010925107611881035 } }, { "date": "2025-11-12", "Ensemble trend": { "equity": 2.496668121246465, "drawdown": -0.008487837906891449, "net": 0.0028245025761903797 }, "Core + trend": { "equity": 3.2260620019993054, "drawdown": 0.0, "net": 0.0016745211948838712 }, "60/40 monthly": { "equity": 4.225760303451693, "drawdown": -0.004847395196550863, "net": 0.00042036106921372607 }, "SPY buy & hold": { "equity": 6.853425444940279, "drawdown": -0.005833697047502473, "net": 0.000556507456396016 }, "BIL reserve": { "equity": 1.220037991914232, "drawdown": 0.0, "net": 0.00010926301322067289 } }, { "date": "2025-11-13", "Ensemble trend": { "equity": 2.475611095859558, "drawdown": -0.0168503017005166, "net": -0.008434050648427505 }, "Core + trend": { "equity": 3.193900556776401, "drawdown": -0.009969258248282986, "net": -0.009969258248282986 }, "60/40 monthly": { "equity": 4.178165115255937, "drawdown": -0.01605590493394149, "net": -0.01126310646557005 }, "SPY buy & hold": { "equity": 6.739700077578822, "drawdown": -0.022330838357345617, "net": -0.016593945359895668 }, "BIL reserve": { "equity": 1.2201711772590922, "drawdown": 0.0, "net": 0.0001091649159641328 } }, { "date": "2025-11-14", "Ensemble trend": { "equity": 2.468400854350629, "drawdown": -0.01971373480437766, "net": -0.0029125097722288995 }, "Core + trend": { "equity": 3.188046948703056, "drawdown": -0.011783733007205033, "net": -0.0018327458758620185 }, "60/40 monthly": { "equity": 4.1750342450142535, "drawdown": -0.01679321454276339, "net": -0.0007493409559741204 }, "SPY buy & hold": { "equity": 6.738595683496094, "drawdown": -0.022491043117877196, "net": -0.0001638639805948694 }, "BIL reserve": { "equity": 1.22070423399452, "drawdown": 0.0, "net": 0.00043687045339413366 } }, { "date": "2025-11-17", "Ensemble trend": { "equity": 2.4528231837277636, "drawdown": -0.025900159723337368, "net": -0.006310835047479868 }, "Core + trend": { "equity": 3.168914130997985, "drawdown": -0.01771443666175787, "net": -0.006001422818711855 }, "60/40 monthly": { "equity": 4.153250120881705, "drawdown": -0.021923303879860856, "net": -0.0052177114854956574 }, "SPY buy & hold": { "equity": 6.675817221651782, "drawdown": -0.0315977638107946, "net": -0.009316252939476244 }, "BIL reserve": { "equity": 1.22070423399452, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-11-18", "Ensemble trend": { "equity": 2.445496934727851, "drawdown": -0.028809663363055793, "net": -0.0029868638915823142 }, "Core + trend": { "equity": 3.156666044826861, "drawdown": -0.02151104260533032, "net": -0.0038650735440618478 }, "60/40 monthly": { "equity": 4.134845096149618, "drawdown": -0.02625762646049723, "net": -0.004431475157142484 }, "SPY buy & hold": { "equity": 6.619756074404764, "drawdown": -0.039730062607302274, "net": -0.008397645619354743 }, "BIL reserve": { "equity": 1.220971130277551, "drawdown": 0.0, "net": 0.0002186412364260093 } }, { "date": "2025-11-19", "Ensemble trend": { "equity": 2.4443702091664394, "drawdown": -0.02925712455662577, "net": -0.00046073480829667 }, "Core + trend": { "equity": 3.1589000082085885, "drawdown": -0.020818568815197502, "net": 0.0007076970924400072 }, "60/40 monthly": { "equity": 4.143291865375671, "drawdown": -0.02426844018539931, "net": 0.002042826038130885 }, "SPY buy & hold": { "equity": 6.6453297578868105, "drawdown": -0.036020312707127355, "net": 0.0038632365293529425 }, "BIL reserve": { "equity": 1.220971130277551, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-11-20", "Ensemble trend": { "equity": 2.429499002314524, "drawdown": -0.03516298858925304, "net": -0.006083860290944432 }, "Core + trend": { "equity": 3.1354392339421255, "drawdown": -0.028090832724546932, "net": -0.007426880941308389 }, "60/40 monthly": { "equity": 4.1090352445815554, "drawdown": -0.03233576132218574, "net": -0.008267971918751171 }, "SPY buy & hold": { "equity": 6.5440398060260465, "drawdown": -0.05071355738844152, "net": -0.015242276237766972 }, "BIL reserve": { "equity": 1.2212375009672718, "drawdown": 0.0, "net": 0.00021816297135557328 } }, { "date": "2025-11-21", "Ensemble trend": { "equity": 2.442512649323652, "drawdown": -0.029994824998372804, "net": 0.0053565146545564435 }, "Core + trend": { "equity": 3.1554066408655244, "drawdown": -0.021901426906858257, "net": 0.006368296571416687 }, "60/40 monthly": { "equity": 4.139023398963967, "drawdown": -0.0252736499377495, "net": 0.007298101037696458 }, "SPY buy & hold": { "equity": 6.609226898774593, "drawdown": -0.041257437741602954, "net": 0.00996129221104658 }, "BIL reserve": { "equity": 1.2215040818943166, "drawdown": 0.0, "net": 0.00021828753770969378 } }, { "date": "2025-11-24", "Ensemble trend": { "equity": 2.4583823941109184, "drawdown": -0.023692407455574882, "net": 0.006497303009530331 }, "Core + trend": { "equity": 3.1807573949911307, "drawdown": -0.014043315652364274, "net": 0.008034068825643503 }, "60/40 monthly": { "equity": 4.178215793788199, "drawdown": -0.016043970306852562, "net": 0.009468995713830308 }, "SPY buy & hold": { "equity": 6.7065045281555316, "drawdown": -0.027146225481603836, "net": 0.014718458129947765 }, "BIL reserve": { "equity": 1.2215040818943166, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-11-25", "Ensemble trend": { "equity": 2.470934729997268, "drawdown": -0.01870744626346421, "net": 0.005105933038090038 }, "Core + trend": { "equity": 3.19976536250914, "drawdown": -0.008151312489923734, "net": 0.005975924963010915 }, "60/40 monthly": { "equity": 4.206222355740958, "drawdown": -0.009448517399570755, "net": 0.00670299556916043 }, "SPY buy & hold": { "equity": 6.769585538294776, "drawdown": -0.017995616761851685, "net": 0.009405944613086525 }, "BIL reserve": { "equity": 1.2217705577026994, "drawdown": 0.0, "net": 0.00021815384191725684 } }, { "date": "2025-11-26", "Ensemble trend": { "equity": 2.4838509915544327, "drawdown": -0.013577957760879222, "net": 0.00522727751581642 }, "Core + trend": { "equity": 3.2158023197508485, "drawdown": -0.0031802495556806365, "net": 0.0050119166328912446 }, "60/40 monthly": { "equity": 4.225185718480834, "drawdown": -0.004982708060833563, "net": 0.004508407101681877 }, "SPY buy & hold": { "equity": 6.816319041176977, "drawdown": -0.011216397500231401, "net": 0.006903451122352244 }, "BIL reserve": { "equity": 1.2219038481662217, "drawdown": 0.0, "net": 0.00010909614958554137 } }, { "date": "2025-11-28", "Ensemble trend": { "equity": 2.4896534477577346, "drawdown": -0.01127360427207258, "net": 0.002336072583674076 }, "Core + trend": { "equity": 3.2239415748019495, "drawdown": -0.0006572803610227496, "net": 0.002531018465006696 }, "60/40 monthly": { "equity": 4.236318523931954, "drawdown": -0.002360969119700851, "net": 0.002634867717749234 }, "SPY buy & hold": { "equity": 6.853526294371922, "drawdown": -0.0058190677052243345, "net": 0.005458555118998731 }, "BIL reserve": { "equity": 1.2223034042008027, "drawdown": 0.0, "net": 0.0003269946609798513 } }, { "date": "2025-12-01", "Ensemble trend": { "equity": 2.4813754308325655, "drawdown": -0.014561087453946131, "net": -0.0033249675502525777 }, "Core + trend": { "equity": 3.210838114247641, "drawdown": -0.004719031358426884, "net": -0.004064422462467632 }, "60/40 monthly": { "equity": 4.215647109419888, "drawdown": -0.007229019013550886, "net": -0.004879570408902856 }, "SPY buy & hold": { "equity": 6.822236366110986, "drawdown": -0.010358023085820012, "net": -0.004565522464928917 }, "BIL reserve": { "equity": 1.2224505703277202, "drawdown": 0.0, "net": 0.00012040065208984707 } }, { "date": "2025-12-02", "Ensemble trend": { "equity": 2.482814380916899, "drawdown": -0.013989631241115852, "net": 0.0005799001902146994 }, "Core + trend": { "equity": 3.2141512334231708, "drawdown": -0.0036920457724473055, "net": 0.001031854941807353 }, "60/40 monthly": { "equity": 4.22176873296095, "drawdown": -0.005787396873379258, "net": 0.0014521195399357367 }, "SPY buy & hold": { "equity": 6.834872243058629, "drawdown": -0.008525047273866715, "net": 0.0018521605335179991 }, "BIL reserve": { "equity": 1.2228517031422323, "drawdown": 0.0, "net": 0.00032813826934918744 } }, { "date": "2025-12-03", "Ensemble trend": { "equity": 2.4885705822345137, "drawdown": -0.011703647146833474, "net": 0.0023184179058479693 }, "Core + trend": { "equity": 3.2226368651665735, "drawdown": -0.001061708308956577, "net": 0.002640084777331797 }, "60/40 monthly": { "equity": 4.234088938268267, "drawdown": -0.0028860291849953645, "net": 0.0029182567986563157 }, "SPY buy & hold": { "equity": 6.858540305378323, "drawdown": -0.005091729117354116, "net": 0.0034628390228845785 }, "BIL reserve": { "equity": 1.2229852038430793, "drawdown": 0.0, "net": 0.00010917161950518839 } }, { "date": "2025-12-04", "Ensemble trend": { "equity": 2.48712771960207, "drawdown": -0.012276657166116034, "net": -0.0005797957440886181 }, "Core + trend": { "equity": 3.2206157029293063, "drawdown": -0.001688218969946531, "net": -0.0006271765395331474 }, "60/40 monthly": { "equity": 4.230872601380998, "drawdown": -0.0036434659067793307, "net": -0.0007596290333440336 }, "SPY buy & hold": { "equity": 6.863554935092891, "drawdown": -0.00436430077891814, "net": 0.000731151162097321 }, "BIL reserve": { "equity": 1.2231191250185742, "drawdown": 0.0, "net": 0.00010950351244987111 } }, { "date": "2025-12-05", "Ensemble trend": { "equity": 2.4883093858609593, "drawdown": -0.01180737714557456, "net": 0.00047511281771983604 }, "Core + trend": { "equity": 3.222275950245713, "drawdown": -0.0011735830716352869, "net": 0.0005155061856327858 }, "60/40 monthly": { "equity": 4.232380155105153, "drawdown": -0.0032884419802571285, "net": 0.00035632217421577295 }, "SPY buy & hold": { "equity": 6.876591116226262, "drawdown": -0.002473256350682518, "net": 0.0018993336917458858 }, "BIL reserve": { "equity": 1.2233863366575917, "drawdown": 0.0, "net": 0.00021846738682418376 } }, { "date": "2025-12-08", "Ensemble trend": { "equity": 2.4822015056907163, "drawdown": -0.01423302492065004, "net": -0.002454630523418544 }, "Core + trend": { "equity": 3.213983489869057, "drawdown": -0.003744042155036875, "net": -0.002573479275114088 }, "60/40 monthly": { "equity": 4.221193781515989, "drawdown": -0.00592279604110324, "net": -0.0026430455628306815 }, "SPY buy & hold": { "equity": 6.855933069151649, "drawdown": -0.005469938003001107, "net": -0.0030041115903877147 }, "BIL reserve": { "equity": 1.2235200475957626, "drawdown": 0.0, "net": 0.00010929575896367894 } }, { "date": "2025-12-09", "Ensemble trend": { "equity": 2.4805786712037854, "drawdown": -0.01487750790866238, "net": -0.0006537883742356865 }, "Core + trend": { "equity": 3.2111196212241113, "drawdown": -0.00463177110853219, "net": -0.0008910651389384405 }, "60/40 monthly": { "equity": 4.21658203651769, "drawdown": -0.007008846767643129, "net": -0.001092521508605837 }, "SPY buy & hold": { "equity": 6.850015744217641, "drawdown": -0.006328312417412385, "net": -0.0008630954932499213 }, "BIL reserve": { "equity": 1.2237872592347798, "drawdown": 0.0, "net": 0.0002183957995149921 } }, { "date": "2025-12-10", "Ensemble trend": { "equity": 2.496401320483852, "drawdown": -0.008593793599894872, "net": 0.0063786121616487 }, "Core + trend": { "equity": 3.230465373863804, "drawdown": 0.0, "net": 0.0060246128832528445 }, "60/40 monthly": { "equity": 4.238972428456649, "drawdown": -0.0017359833630564703, "net": 0.005310080948276896 }, "SPY buy & hold": { "equity": 6.895445628986505, "drawdown": 0.0, "net": 0.006632084722901999 }, "BIL reserve": { "equity": 1.2237872592347798, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-12-11", "Ensemble trend": { "equity": 2.501018273272567, "drawdown": -0.0067602439971807815, "net": 0.0018494433370273011 }, "Core + trend": { "equity": 3.235758530849957, "drawdown": 0.0, "net": 0.0016385122183872891 }, "60/40 monthly": { "equity": 4.2451877063648, "drawdown": -0.00027230592853144664, "net": 0.0014662227728652333 }, "SPY buy & hold": { "equity": 6.911491825364956, "drawdown": 0.0, "net": 0.002327071699470329 }, "BIL reserve": { "equity": 1.2239209701729505, "drawdown": 0.0, "net": 0.00010925995279142953 } }, { "date": "2025-12-12", "Ensemble trend": { "equity": 2.488562716176392, "drawdown": -0.011706771027107932, "net": -0.004980194358946921 }, "Core + trend": { "equity": 3.2149594234818184, "drawdown": -0.006427892307116934, "net": -0.006427892307116934 }, "60/40 monthly": { "equity": 4.212767264236551, "drawdown": -0.007907213049612838, "net": -0.0076369867178407436 }, "SPY buy & hold": { "equity": 6.837179405823051, "drawdown": -0.01075200859952996, "net": -0.01075200859952996 }, "BIL reserve": { "equity": 1.2244557088069716, "drawdown": 0.0, "net": 0.00043690617862801595 } }, { "date": "2025-12-15", "Ensemble trend": { "equity": 2.4903836584032755, "drawdown": -0.010983612690980027, "net": 0.0007317244669169387 }, "Core + trend": { "equity": 3.215233998852867, "drawdown": -0.006343035736878333, "net": 8.540554790292809e-05 }, "60/40 monthly": { "equity": 4.210236850297893, "drawdown": -0.008503117180812647, "net": -0.0006006536274008045 }, "SPY buy & hold": { "equity": 6.826848835515321, "drawdown": -0.012246703315049623, "net": -0.001510940359255697 }, "BIL reserve": { "equity": 1.2244557088069716, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-12-16", "Ensemble trend": { "equity": 2.4876770013295575, "drawdown": -0.012058518636375304, "net": -0.0010868434124938764 }, "Core + trend": { "equity": 3.2121357812169307, "drawdown": -0.007300529198271621, "net": -0.0009636056464449316 }, "60/40 monthly": { "equity": 4.207804858301429, "drawdown": -0.009075843269456318, "net": -0.0005776378106354674 }, "SPY buy & hold": { "equity": 6.8081960216183655, "drawdown": -0.014945514855056019, "net": -0.0027322728752857683 }, "BIL reserve": { "equity": 1.2245894197451421, "drawdown": 0.0, "net": 0.00010920030606986764 } }, { "date": "2025-12-17", "Ensemble trend": { "equity": 2.4789042282415816, "drawdown": -0.015542486384426901, "net": -0.0035264920177688897 }, "Core + trend": { "equity": 3.1952421521835954, "drawdown": -0.012521446912702405, "net": -0.005259313486098871 }, "60/40 monthly": { "equity": 4.179242017012341, "drawdown": -0.01580229812450462, "net": -0.006788062244078907 }, "SPY buy & hold": { "equity": 6.7332822177356135, "drawdown": -0.025784535688130217, "net": -0.011003473408355946 }, "BIL reserve": { "equity": 1.224723235801975, "drawdown": 0.0, "net": 0.00010927422258855124 } }, { "date": "2025-12-18", "Ensemble trend": { "equity": 2.491276688503738, "drawdown": -0.010628959944710248, "net": 0.004991100552090844 }, "Core + trend": { "equity": 3.212626375266022, "drawdown": -0.007148912801555274, "net": 0.005440659034416706 }, "60/40 monthly": { "equity": 4.202651209527129, "drawdown": -0.010289510546750091, "net": 0.005601301006138648 }, "SPY buy & hold": { "equity": 6.784126417696605, "drawdown": -0.0184280631282705, "net": 0.007551176130278225 }, "BIL reserve": { "equity": 1.224924432921204, "drawdown": 0.0, "net": 0.00016427966200627253 } }, { "date": "2025-12-19", "Ensemble trend": { "equity": 2.4997810749346447, "drawdown": -0.007251577702502843, "net": 0.003413665960971146 }, "Core + trend": { "equity": 3.2260333980539553, "drawdown": -0.0030055187070610057, "net": 0.004173228138557805 }, "60/40 monthly": { "equity": 4.222110564989649, "drawdown": -0.005706896558800079, "net": 0.004630257066873922 }, "SPY buy & hold": { "equity": 6.845614254299143, "drawdown": -0.009531599360943277, "net": 0.009063486264369258 }, "BIL reserve": { "equity": 1.2253271425156473, "drawdown": 0.0, "net": 0.00032876280660287804 } }, { "date": "2025-12-22", "Ensemble trend": { "equity": 2.5107076306571443, "drawdown": -0.0029122693272921607, "net": 0.004371005058027011 }, "Core + trend": { "equity": 3.238800972065667, "drawdown": 0.0, "net": 0.003957669508137807 }, "60/40 monthly": { "equity": 4.2364694251541435, "drawdown": -0.002325432379907899, "net": 0.0034008726070702266 }, "SPY buy & hold": { "equity": 6.8882611897211685, "drawdown": -0.0033611608362946743, "net": 0.006229818660208997 }, "BIL reserve": { "equity": 1.2253271425156473, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-12-23", "Ensemble trend": { "equity": 2.520588446683061, "drawdown": 0.0, "net": 0.003935470584175649 }, "Core + trend": { "equity": 3.249799790766087, "drawdown": 0.0, "net": 0.0033959538715975235 }, "60/40 monthly": { "equity": 4.247647303801117, "drawdown": 0.0, "net": 0.0026384891581192615 }, "SPY buy & hold": { "equity": 6.919744154931018, "drawdown": 0.0, "net": 0.004570524308344925 }, "BIL reserve": { "equity": 1.2253271425156473, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-12-24", "Ensemble trend": { "equity": 2.5248232021419663, "drawdown": 0.0, "net": 0.0016800662021909663 }, "Core + trend": { "equity": 3.2576414124248676, "drawdown": 0.0, "net": 0.0024129553091429834 }, "60/40 monthly": { "equity": 4.261085691541941, "drawdown": 0.0, "net": 0.003163724946936508 }, "SPY buy & hold": { "equity": 6.944085371739231, "drawdown": 0.0, "net": 0.0035176469336466454 }, "BIL reserve": { "equity": 1.2257297469914288, "drawdown": 0.0, "net": 0.0003285689688998783 } }, { "date": "2025-12-26", "Ensemble trend": { "equity": 2.5322006522676124, "drawdown": 0.0, "net": 0.0029219670190716585 }, "Core + trend": { "equity": 3.2632071292964975, "drawdown": 0.0, "net": 0.001708511210104957 }, "60/40 monthly": { "equity": 4.262357149761458, "drawdown": 0.0, "net": 0.0002983883243750096 }, "SPY buy & hold": { "equity": 6.943381281842232, "drawdown": -0.00010139418790333643, "net": -0.00010139418790333643 }, "BIL reserve": { "equity": 1.2261323514672102, "drawdown": 0.0, "net": 0.0003284610467924054 } }, { "date": "2025-12-29", "Ensemble trend": { "equity": 2.517712361476759, "drawdown": -0.0057216203533787535, "net": -0.0057216203533787535 }, "Core + trend": { "equity": 3.250998989804503, "drawdown": -0.00374114759139621, "net": -0.00374114759139621 }, "60/40 monthly": { "equity": 4.255425610208833, "drawdown": -0.0016262221369726104, "net": -0.0016262221369726104 }, "SPY buy & hold": { "equity": 6.9186372860156125, "drawdown": -0.0036647138336153295, "net": -0.0035636809822510163 }, "BIL reserve": { "equity": 1.2261323514672102, "drawdown": 0.0, "net": 0.0 } }, { "date": "2025-12-30", "Ensemble trend": { "equity": 2.5185765778005567, "drawdown": -0.005380329736055844, "net": 0.0003432545897701367 }, "Core + trend": { "equity": 3.2499541603178748, "drawdown": -0.004061332441830046, "net": -0.00032138720741070603 }, "60/40 monthly": { "equity": 4.250535288389232, "drawdown": -0.002773550164112515, "net": -0.0011491968765402483 }, "SPY buy & hold": { "equity": 6.910188207251622, "drawdown": -0.004881444088455922, "net": -0.0012212056239845337 }, "BIL reserve": { "equity": 1.2262664828800292, "drawdown": 0.0, "net": 0.00010939391058273351 } }, { "date": "2025-12-31", "Ensemble trend": { "equity": 2.5073881904901896, "drawdown": -0.009798773945975725, "net": -0.0044423454934763296 }, "Core + trend": { "equity": 3.2332368298713017, "drawdown": -0.0091843080251105, "net": -0.005143866535316843 }, "60/40 monthly": { "equity": 4.225784536435053, "drawdown": -0.008580372794065871, "net": -0.005822972937499782 }, "SPY buy & hold": { "equity": 6.858991343633961, "drawdown": -0.012254173667216484, "net": -0.0074088956888227475 }, "BIL reserve": { "equity": 1.226400404055524, "drawdown": 0.0, "net": 0.00010921049980949782 } }, { "date": "2026-01-02", "Ensemble trend": { "equity": 2.523674706000814, "drawdown": -0.003367010532582815, "net": 0.006495410472297181 }, "Core + trend": { "equity": 3.2464994568205934, "drawdown": -0.005120015927246979, "net": 0.004101965815420661 }, "60/40 monthly": { "equity": 4.229155092770461, "drawdown": -0.007789599938347491, "net": 0.000797616704388826 }, "SPY buy & hold": { "equity": 6.871564112348304, "drawdown": -0.01044360135404887, "net": 0.0018330346379591411 }, "BIL reserve": { "equity": 1.226937560418773, "drawdown": 0.0, "net": 0.00043799428104618343 } }, { "date": "2026-01-05", "Ensemble trend": { "equity": 2.545484580324306, "drawdown": 0.0, "net": 0.008642109964343891 }, "Core + trend": { "equity": 3.269784177495034, "drawdown": 0.0, "net": 0.007172254603499573 }, "60/40 monthly": { "equity": 4.251347932237019, "drawdown": -0.0025828941915519987, "net": 0.005247582313662624 }, "SPY buy & hold": { "equity": 6.917329955653258, "drawdown": -0.0038529791403286717, "net": 0.006660178462529753 }, "BIL reserve": { "equity": 1.226937560418773, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-01-06", "Ensemble trend": { "equity": 2.5545132753679667, "drawdown": 0.0, "net": 0.003546945486705866 }, "Core + trend": { "equity": 3.280985972781685, "drawdown": 0.0, "net": 0.0034258515787524146 }, "60/40 monthly": { "equity": 4.265650809091931, "drawdown": 0.0, "net": 0.0033643157612333052 }, "SPY buy & hold": { "equity": 6.958468480557809, "drawdown": 0.0, "net": 0.0059471682236194034 }, "BIL reserve": { "equity": 1.2270716918315923, "drawdown": 0.0, "net": 0.00010932211804925984 } }, { "date": "2026-01-07", "Ensemble trend": { "equity": 2.5470072989380217, "drawdown": -0.0029383196017501723, "net": -0.0029383196017501723 }, "Core + trend": { "equity": 3.2740654341757787, "drawdown": -0.0021092862521563394, "net": -0.0021092862521563394 }, "60/40 monthly": { "equity": 4.260273876357732, "drawdown": -0.0012605187285227304, "net": -0.0012605187285227304 }, "SPY buy & hold": { "equity": 6.936038453285477, "drawdown": -0.0032234143669693793, "net": -0.0032234143669693793 }, "BIL reserve": { "equity": 1.2273399546572303, "drawdown": 0.0, "net": 0.00021862033606012687 } }, { "date": "2026-01-08", "Ensemble trend": { "equity": 2.5460822313829135, "drawdown": -0.0033004502526370327, "net": -0.00036319784222593743 }, "Core + trend": { "equity": 3.2713639131213403, "drawdown": -0.0029326732086534246, "net": -0.0008251273863493225 }, "60/40 monthly": { "equity": 4.25505746287004, "drawdown": -0.0024834067991011954, "net": -0.0012244314894026553 }, "SPY buy & hold": { "equity": 6.935334363388478, "drawdown": -0.003324598973749704, "net": -0.00010151182144402249 }, "BIL reserve": { "equity": 1.2273399546572303, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-01-09", "Ensemble trend": { "equity": 2.5586394976755376, "drawdown": 0.0, "net": 0.004931995572587278 }, "Core + trend": { "equity": 3.28657515655668, "drawdown": 0.0, "net": 0.00464981696910205 }, "60/40 monthly": { "equity": 4.274214640990417, "drawdown": 0.0, "net": 0.004502213727439308 }, "SPY buy & hold": { "equity": 6.981200437416906, "drawdown": 0.0, "net": 0.006613390447410161 }, "BIL reserve": { "equity": 1.2276087430761788, "drawdown": 0.0, "net": 0.00021900078941339274 } }, { "date": "2026-01-12", "Ensemble trend": { "equity": 2.5720343526745237, "drawdown": 0.0, "net": 0.005235147433296117 }, "Core + trend": { "equity": 3.2964466553305742, "drawdown": 0.0, "net": 0.0030035822409844037 }, "60/40 monthly": { "equity": 4.276295574548158, "drawdown": 0.0, "net": 0.0004868575241365747 }, "SPY buy & hold": { "equity": 6.992163327473962, "drawdown": 0.0, "net": 0.0015703445496706436 }, "BIL reserve": { "equity": 1.227742874488998, "drawdown": 0.0, "net": 0.00010926234728736439 } }, { "date": "2026-01-13", "Ensemble trend": { "equity": 2.565864004254421, "drawdown": -0.0023990147774216597, "net": -0.0023990147774216597 }, "Core + trend": { "equity": 3.2911274526362586, "drawdown": -0.0016136171006176925, "net": -0.0016136171006176925 }, "60/40 monthly": { "equity": 4.273077878023461, "drawdown": -0.0007524495135107223, "net": -0.0007524495135107223 }, "SPY buy & hold": { "equity": 6.978182997673789, "drawdown": -0.00199942838080458, "net": -0.00199942838080458 }, "BIL reserve": { "equity": 1.2278771110204791, "drawdown": 0.0, "net": 0.00010933602977503121 } }, { "date": "2026-01-14", "Ensemble trend": { "equity": 2.571861048884453, "drawdown": -6.738004486228633e-05, "net": 0.002337241810200341 }, "Core + trend": { "equity": 3.291937818622237, "drawdown": -0.0013677869475139381, "net": 0.0002462274699599476 }, "60/40 monthly": { "equity": 4.263570611981386, "drawdown": -0.0029756976207419017, "net": -0.0022249222488950338 }, "SPY buy & hold": { "equity": 6.943883054167773, "drawdown": -0.00690491212018518, "net": -0.004915311552799784 }, "BIL reserve": { "equity": 1.2280112424332983, "drawdown": 0.0, "net": 0.0001092384666310231 } }, { "date": "2026-01-15", "Ensemble trend": { "equity": 2.5719147888390177, "drawdown": -4.648609587243335e-05, "net": 2.0895356919847785e-05 }, "Core + trend": { "equity": 3.293378044937037, "drawdown": -0.0009308842867440381, "net": 0.00043750106902162855 }, "60/40 monthly": { "equity": 4.267280083879507, "drawdown": -0.002108247783971895, "net": 0.0008700388091844591 }, "SPY buy & hold": { "equity": 6.962793250663279, "drawdown": -0.004200427741051227, "net": 0.0027232884465351326 }, "BIL reserve": { "equity": 1.2280112424332983, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-01-16", "Ensemble trend": { "equity": 2.5666824062457096, "drawdown": -0.002080822296657292, "net": -0.002034430773528828 }, "Core + trend": { "equity": 3.2864359162085806, "drawdown": -0.003036827277579479, "net": -0.0021079052066702575 }, "60/40 monthly": { "equity": 4.258765254040659, "drawdown": -0.004099417405063477, "net": -0.0019953763688994597 }, "SPY buy & hold": { "equity": 6.956960070040336, "drawdown": -0.005034673216986252, "net": -0.0008377644449500954 }, "BIL reserve": { "equity": 1.228548188559223, "drawdown": 0.0, "net": 0.0004372485424977146 } }, { "date": "2026-01-20", "Ensemble trend": { "equity": 2.5519765341121285, "drawdown": -0.007798425608716353, "net": -0.0057295254363362025 }, "Core + trend": { "equity": 3.2549057746143637, "drawdown": -0.01260171483407313, "net": -0.009594022947081116 }, "60/40 monthly": { "equity": 4.198923842152432, "drawdown": -0.018093167566860857, "net": -0.014051352520886184 }, "SPY buy & hold": { "equity": 6.815338388728172, "drawdown": -0.025289017213170673, "net": -0.020356834003122604 }, "BIL reserve": { "equity": 1.228548188559223, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-01-21", "Ensemble trend": { "equity": 2.5758466199610495, "drawdown": 0.0, "net": 0.009353567922686823 }, "Core + trend": { "equity": 3.2833344821365724, "drawdown": -0.003977668855280392, "net": 0.008734110751816404 }, "60/40 monthly": { "equity": 4.232824563682044, "drawdown": -0.010165576749382454, "net": 0.00807366906474627 }, "SPY buy & hold": { "equity": 6.893994758328806, "drawdown": -0.014039799207696824, "net": 0.01154108059120329 }, "BIL reserve": { "equity": 1.22868221485338, "drawdown": 0.0, "net": 0.00010909323330188236 } }, { "date": "2026-01-22", "Ensemble trend": { "equity": 2.58885506354327, "drawdown": 0.0, "net": 0.005050162335526576 }, "Core + trend": { "equity": 3.2968413593055175, "drawdown": 0.0, "net": 0.004113768256761796 }, "60/40 monthly": { "equity": 4.2462196176562825, "drawdown": -0.00703318008953413, "net": 0.0031645663014643333 }, "SPY buy & hold": { "equity": 6.930003573799244, "drawdown": -0.008889917292188687, "net": 0.005223214802554832 }, "BIL reserve": { "equity": 1.2288163462661992, "drawdown": 0.0, "net": 0.00010916688725326473 } }, { "date": "2026-01-23", "Ensemble trend": { "equity": 2.5998560546116294, "drawdown": 0.0, "net": 0.004249365375172065 }, "Core + trend": { "equity": 3.305660065201988, "drawdown": 0.0, "net": 0.0026748954333453145 }, "60/40 monthly": { "equity": 4.249898369522712, "drawdown": -0.006172914047980593, "net": 0.0008663593025506344 }, "SPY buy & hold": { "equity": 6.93251738509231, "drawdown": -0.008530398903482173, "net": 0.00036274314526618667 }, "BIL reserve": { "equity": 1.2292192660979668, "drawdown": 0.0, "net": 0.000327892636675875 } }, { "date": "2026-01-26", "Ensemble trend": { "equity": 2.6113468771299058, "drawdown": 0.0, "net": 0.004419791818048635 }, "Core + trend": { "equity": 3.3188584237526615, "drawdown": 0.0, "net": 0.003992654504802351 }, "60/40 monthly": { "equity": 4.2655510139084996, "drawdown": -0.0025125860578038006, "net": 0.003683063222884808 }, "SPY buy & hold": { "equity": 6.967721879942274, "drawdown": -0.003495548714608998, "net": 0.005078168996109245 }, "BIL reserve": { "equity": 1.2292192660979668, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-01-27", "Ensemble trend": { "equity": 2.6361120536844984, "drawdown": 0.0, "net": 0.009483679388397226 }, "Core + trend": { "equity": 3.3386265579160432, "drawdown": 0.0, "net": 0.005956305343398638 }, "60/40 monthly": { "equity": 4.274131866479793, "drawdown": -0.0005059772016794417, "net": 0.002011663333368885 }, "SPY buy & hold": { "equity": 6.995483315512009, "drawdown": 0.0, "net": 0.0039842915730679 }, "BIL reserve": { "equity": 1.2293532923921238, "drawdown": 0.0, "net": 0.00010903367515746609 } }, { "date": "2026-01-28", "Ensemble trend": { "equity": 2.6450769552890696, "drawdown": 0.0, "net": 0.0034008044506457225 }, "Core + trend": { "equity": 3.3441813307849895, "drawdown": 0.0, "net": 0.0016637898167364273 }, "60/40 monthly": { "equity": 4.272500484932753, "drawdown": -0.0008874713053028671, "net": -0.00038168722865938864 }, "SPY buy & hold": { "equity": 6.99477922561501, "drawdown": -0.00010064921396324422, "net": -0.00010064921396324422 }, "BIL reserve": { "equity": 1.2294875289236051, "drawdown": 0.0, "net": 0.00010919280268084641 } }, { "date": "2026-01-29", "Ensemble trend": { "equity": 2.647055208901641, "drawdown": 0.0, "net": 0.0007479002108485844 }, "Core + trend": { "equity": 3.3440092112765134, "drawdown": -5.146835397096261e-05, "net": -5.146835397096261e-05 }, "60/40 monthly": { "equity": 4.2689786153035945, "drawdown": -0.0017110508656400514, "net": -0.0008243111127964609 }, "SPY buy & hold": { "equity": 6.980898507830141, "drawdown": -0.002084889209802876, "net": -0.001984439728138554 }, "BIL reserve": { "equity": 1.2297557917492434, "drawdown": 0.0, "net": 0.00021819076593088127 } }, { "date": "2026-01-30", "Ensemble trend": { "equity": 2.5971867461793665, "drawdown": -0.018839222753864182, "net": -0.018839222753864182 }, "Core + trend": { "equity": 3.3075256928311294, "drawdown": -0.01096101985153286, "net": -0.010910113023120838 }, "60/40 monthly": { "equity": 4.260110224409769, "drawdown": -0.003784899770427841, "net": -0.0020774034477553105 }, "SPY buy & hold": { "equity": 6.960077740506924, "drawdown": -0.005061204981587797, "net": -0.0029825340247910948 }, "BIL reserve": { "equity": 1.230024369930868, "drawdown": 0.0, "net": 0.00021839960700043015 } }, { "date": "2026-02-02", "Ensemble trend": { "equity": 2.5907833471882435, "drawdown": -0.02125828789825146, "net": -0.002465513502462935 }, "Core + trend": { "equity": 3.30679183808429, "drawdown": -0.011180462122824864, "net": -0.0002218742392327 }, "60/40 monthly": { "equity": 4.269925375784245, "drawdown": -0.0014896535220406681, "net": 0.002303966530780688 }, "SPY buy & hold": { "equity": 6.994678376183364, "drawdown": -0.00011506557765050829, "net": 0.004971300173138626 }, "BIL reserve": { "equity": 1.2302127425733225, "drawdown": 0.0, "net": 0.00015314545553679615 } }, { "date": "2026-02-03", "Ensemble trend": { "equity": 2.6073965224262485, "drawdown": -0.014982190904831216, "net": 0.006412413934972605 }, "Core + trend": { "equity": 3.310469852462006, "drawdown": -0.010080637079290744, "net": 0.0011122606313940242 }, "60/40 monthly": { "equity": 4.249185944336966, "drawdown": -0.006339512725113017, "net": -0.004857094591136812 }, "SPY buy & hold": { "equity": 6.935535443543593, "drawdown": -0.008569511106614303, "net": -0.008455418456572827 }, "BIL reserve": { "equity": 1.2302127425733225, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-04", "Ensemble trend": { "equity": 2.5997611309990716, "drawdown": -0.017866676049493213, "net": -0.0029283583687808035 }, "Core + trend": { "equity": 3.3005599737880287, "drawdown": -0.013043956855868677, "net": -0.002993496124608308 }, "60/40 monthly": { "equity": 4.236187208201045, "drawdown": -0.009379231544664801, "net": -0.003059112099634942 }, "SPY buy & hold": { "equity": 6.901940208642745, "drawdown": -0.013371929093424884, "net": -0.004843928082311599 }, "BIL reserve": { "equity": 1.2304822668229058, "drawdown": 0.0, "net": 0.0002190875124732372 } }, { "date": "2026-02-05", "Ensemble trend": { "equity": 2.576766637607533, "drawdown": -0.02655349652615402, "net": -0.008844848519872106 }, "Core + trend": { "equity": 3.277541604396695, "drawdown": -0.01992706728395377, "net": -0.006974080027067453 }, "60/40 monthly": { "equity": 4.213305289301001, "drawdown": -0.014730105566618246, "net": -0.005401536281433916 }, "SPY buy & hold": { "equity": 6.8157405490384075, "drawdown": -0.025694116956155644, "net": -0.01248919245872282 }, "BIL reserve": { "equity": 1.2304822668229058, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-06", "Ensemble trend": { "equity": 2.6232870380229674, "drawdown": -0.008979099037581428, "net": 0.018053788704213813 }, "Core + trend": { "equity": 3.3259135985980928, "drawdown": -0.005462542362380973, "net": 0.014758620954348434 }, "60/40 monthly": { "equity": 4.2625660279106805, "drawdown": -0.003210616852397541, "net": 0.011691708819384417 }, "SPY buy & hold": { "equity": 6.946498952308819, "drawdown": -0.007002284330314801, "net": 0.0191847683064843 }, "BIL reserve": { "equity": 1.2308859224853081, "drawdown": 0.0, "net": 0.0003280467124850972 } }, { "date": "2026-02-09", "Ensemble trend": { "equity": 2.645867458373942, "drawdown": -0.00044870636762861515, "net": 0.008607681898200825 }, "Core + trend": { "equity": 3.345267909462851, "drawdown": 0.0, "net": 0.005819246438908188 }, "60/40 monthly": { "equity": 4.275526770943541, "drawdown": -0.00017978261586792943, "net": 0.0030405964266584373 }, "SPY buy & hold": { "equity": 6.979993337778023, "drawdown": -0.002214282707191595, "net": 0.00482176499257525 }, "BIL reserve": { "equity": 1.2308859224853081, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-10", "Ensemble trend": { "equity": 2.6460488634752646, "drawdown": -0.00038017545799273744, "net": 6.85616736955108e-05 }, "Core + trend": { "equity": 3.3456577902266407, "drawdown": 0.0, "net": 0.00011654694761120687 }, "60/40 monthly": { "equity": 4.275786704032188, "drawdown": -0.00011899797549030922, "net": 6.079557036420269e-05 }, "SPY buy & hold": { "equity": 6.961586151024398, "drawdown": -0.004845578633923098, "net": -0.002637135289800252 }, "BIL reserve": { "equity": 1.2310203692541135, "drawdown": 0.0, "net": 0.00010922764356080528 } }, { "date": "2026-02-11", "Ensemble trend": { "equity": 2.6594501017049974, "drawdown": 0.0, "net": 0.0050646223562673676 }, "Core + trend": { "equity": 3.352280724858798, "drawdown": 0.0, "net": 0.0019795612843320765 }, "60/40 monthly": { "equity": 4.270555649661435, "drawdown": -0.0013422657032609031, "net": -0.0012234133114779056 }, "SPY buy & hold": { "equity": 6.95997750978345, "drawdown": -0.0050755329013258965, "net": -0.0002310739544192364 }, "BIL reserve": { "equity": 1.2312898935036964, "drawdown": 0.0, "net": 0.000218943777304359 } }, { "date": "2026-02-12", "Ensemble trend": { "equity": 2.632589708417872, "drawdown": -0.010099980168796763, "net": -0.010099980168796763 }, "Core + trend": { "equity": 3.3238538219165115, "drawdown": -0.00847986946065904, "net": -0.00847986946065904 }, "60/40 monthly": { "equity": 4.240154465488793, "drawdown": -0.00845149930104705, "net": -0.007118788903980655 }, "SPY buy & hold": { "equity": 6.852453454405846, "drawdown": -0.02044602991032851, "net": -0.015448908452140975 }, "BIL reserve": { "equity": 1.2312898935036964, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-13", "Ensemble trend": { "equity": 2.645490722905446, "drawdown": -0.005248971879789011, "net": 0.0049005032749014354 }, "Core + trend": { "equity": 3.3355120436263426, "drawdown": -0.005002170942339901, "net": 0.0035074411615096945 }, "60/40 monthly": { "equity": 4.248482415467107, "drawdown": -0.006504031023157109, "net": 0.0019640675937862007 }, "SPY buy & hold": { "equity": 6.857281852961367, "drawdown": -0.0197558133323239, "net": 0.0007046233276368774 }, "BIL reserve": { "equity": 1.2318282061722283, "drawdown": 0.0, "net": 0.00043719409326103964 } }, { "date": "2026-02-17", "Ensemble trend": { "equity": 2.634737663232102, "drawdown": -0.00929231139063369, "net": -0.0040646748749638695 }, "Core + trend": { "equity": 3.3299990535903046, "drawdown": -0.00664671997880828, "net": -0.0016528167081790723 }, "60/40 monthly": { "equity": 4.25247921600158, "drawdown": -0.005569390172262323, "net": 0.0009407595803909707 }, "SPY buy & hold": { "equity": 6.868345592450067, "drawdown": -0.0181742586362863, "net": 0.0016134293041962788 }, "BIL reserve": { "equity": 1.231962758059696, "drawdown": 0.0, "net": 0.00010922942565638749 } }, { "date": "2026-02-18", "Ensemble trend": { "equity": 2.6464786205533235, "drawdown": -0.004877504993742066, "net": 0.004456214933679092 }, "Core + trend": { "equity": 3.3411110922217206, "drawdown": -0.00333195026127997, "net": 0.0033369494863475513 }, "60/40 monthly": { "equity": 4.262088622618456, "drawdown": -0.00332225677155229, "net": 0.00225971865558261 }, "SPY buy & hold": { "equity": 6.902946228126507, "drawdown": -0.013228119232349012, "net": 0.005037695790158558 }, "BIL reserve": { "equity": 1.2320973099471633, "drawdown": 0.0, "net": 0.0001092174958918779 } }, { "date": "2026-02-19", "Ensemble trend": { "equity": 2.6433543853125565, "drawdown": -0.006052272378459733, "net": -0.0011805254032672963 }, "Core + trend": { "equity": 3.337169393062361, "drawdown": -0.004507776357862481, "net": -0.001179756988187619 }, "60/40 monthly": { "equity": 4.256771360887935, "drawdown": -0.0045656838541348055, "net": -0.0012475718365645427 }, "SPY buy & hold": { "equity": 6.884740121528, "drawdown": -0.01583067087565526, "net": -0.002637440014283454 }, "BIL reserve": { "equity": 1.2320973099471633, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-20", "Ensemble trend": { "equity": 2.669166019588708, "drawdown": 0.0, "net": 0.009764727128367845 }, "Core + trend": { "equity": 3.360907465015322, "drawdown": 0.0, "net": 0.007113235546960972 }, "60/40 monthly": { "equity": 4.275528765645531, "drawdown": -0.00017931616027433428, "net": 0.00440648631729279 }, "SPY buy & hold": { "equity": 6.934530042768001, "drawdown": -0.008713232523741121, "net": 0.0072319245695726675 }, "BIL reserve": { "equity": 1.2325011758468898, "drawdown": 0.0, "net": 0.000327787339900798 } }, { "date": "2026-02-23", "Ensemble trend": { "equity": 2.665488524242422, "drawdown": -0.0013777694303378496, "net": -0.0013777694303378496 }, "Core + trend": { "equity": 3.350980548466777, "drawdown": -0.002953641732739598, "net": -0.002953641732739598 }, "60/40 monthly": { "equity": 4.254847198037699, "drawdown": -0.0050156440630801935, "net": -0.004837195290091856 }, "SPY buy & hold": { "equity": 6.863718892757834, "drawdown": -0.018835642486916604, "net": -0.01021138412746736 }, "BIL reserve": { "equity": 1.2325011758468898, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-02-24", "Ensemble trend": { "equity": 2.674148268897954, "drawdown": 0.0, "net": 0.0032488395942325 }, "Core + trend": { "equity": 3.3635185332705477, "drawdown": 0.0, "net": 0.0037415868646291095 }, "60/40 monthly": { "equity": 4.273299391341074, "drawdown": -0.0007006492312918722, "net": 0.0043367464081636165 }, "SPY buy & hold": { "equity": 6.913607807304971, "drawdown": -0.011704053103162138, "net": 0.007268496179203332 }, "BIL reserve": { "equity": 1.2327703847404867, "drawdown": 0.0, "net": 0.000218424857413968 } }, { "date": "2026-02-25", "Ensemble trend": { "equity": 2.6894972351216984, "drawdown": 0.0, "net": 0.005739758861639466 }, "Core + trend": { "equity": 3.3810478839435407, "drawdown": 0.0, "net": 0.0052116111445796864 }, "60/40 monthly": { "equity": 4.2939070629588345, "drawdown": 0.0, "net": 0.004822426357375731 }, "SPY buy & hold": { "equity": 6.9719464193242695, "drawdown": -0.003364584707899687, "net": 0.008438229885944226 }, "BIL reserve": { "equity": 1.2329050417466163, "drawdown": 0.0, "net": 0.00010923121434158745 } }, { "date": "2026-02-26", "Ensemble trend": { "equity": 2.6851413865777802, "drawdown": -0.0016195772529660202, "net": -0.0016195772529660202 }, "Core + trend": { "equity": 3.374530221290593, "drawdown": -0.0019277049236420263, "net": -0.0019277049236420263 }, "60/40 monthly": { "equity": 4.283771820112214, "drawdown": -0.0023603777860147224, "net": -0.0023603777860147224 }, "SPY buy & hold": { "equity": 6.933221474989308, "drawdown": -0.00890029147587823, "net": -0.005554395000458845 }, "BIL reserve": { "equity": 1.2330395936340837, "drawdown": 0.0, "net": 0.0001091340232308724 } }, { "date": "2026-02-27", "Ensemble trend": { "equity": 2.686664184601544, "drawdown": -0.0010533755094289665, "net": 0.0005671202385750806 }, "Core + trend": { "equity": 3.3735309031700855, "drawdown": -0.0022232695399414526, "net": -0.00029613547811857543 }, "60/40 monthly": { "equity": 4.277909530907486, "drawdown": -0.0037256353751460303, "net": -0.0013684877371865634 }, "SPY buy & hold": { "equity": 6.899928169675222, "drawdown": -0.013659548815576295, "net": -0.004801996508287942 }, "BIL reserve": { "equity": 1.2333090127650048, "drawdown": 0.0, "net": 0.0002184999835463941 } }, { "date": "2026-03-02", "Ensemble trend": { "equity": 2.6663577927260182, "drawdown": -0.008603631226500652, "net": -0.007558217358131669 }, "Core + trend": { "equity": 3.3570309655661776, "drawdown": -0.00710339492422396, "net": -0.004890999394255746 }, "60/40 monthly": { "equity": 4.269303856716791, "drawdown": -0.005729794772290853, "net": -0.0020116540867730626 }, "SPY buy & hold": { "equity": 6.903852016886795, "drawdown": -0.01309863729101135, "net": 0.0005686794289856412 }, "BIL reserve": { "equity": 1.2334843506933608, "drawdown": 0.0, "net": 0.00014216869133454324 } }, { "date": "2026-03-03", "Ensemble trend": { "equity": 2.6017218226869723, "drawdown": -0.0326363646292257, "net": -0.024241296578942473 }, "Core + trend": { "equity": 3.3060873368430017, "drawdown": -0.022170803157365415, "net": -0.015175203698064244 }, "60/40 monthly": { "equity": 4.244488947461203, "drawdown": -0.01150889266419719, "net": -0.005812401761131736 }, "SPY buy & hold": { "equity": 6.842998974866263, "drawdown": -0.02179754189501415, "net": -0.008814360718000014 }, "BIL reserve": { "equity": 1.2336193230554764, "drawdown": 0.0, "net": 0.00010942365181998426 } }, { "date": "2026-03-04", "Ensemble trend": { "equity": 2.6156542846239987, "drawdown": -0.02745604253962297, "net": 0.005355092852562304 }, "Core + trend": { "equity": 3.3224248585518326, "drawdown": -0.01733871492033756, "net": 0.004941648554400269 }, "60/40 monthly": { "equity": 4.259241831285209, "drawdown": -0.008073121091199953, "net": 0.0034757738815247574 }, "SPY buy & hold": { "equity": 6.891279248172451, "drawdown": -0.014895906778662704, "net": 0.007055426061514547 }, "BIL reserve": { "equity": 1.2337546107735784, "drawdown": 0.0, "net": 0.00010966731435990695 } }, { "date": "2026-03-05", "Ensemble trend": { "equity": 2.5865757849998743, "drawdown": -0.03826791445545663, "net": -0.01111710358477458 }, "Core + trend": { "equity": 3.2939642035051238, "drawdown": -0.02575641736751899, "net": -0.00856622986474831 }, "60/40 monthly": { "equity": 4.239612640079082, "drawdown": -0.012644526787298327, "net": -0.004608611575408927 }, "SPY buy & hold": { "equity": 6.852855614716082, "drawdown": -0.020388541343477784, "net": -0.0055756895160733455 }, "BIL reserve": { "equity": 1.23388937289837, "drawdown": 0.0, "net": 0.00010922927753598266 } }, { "date": "2026-03-06", "Ensemble trend": { "equity": 2.575684939404034, "drawdown": -0.04231731277928408, "net": -0.004210526387434244 }, "Core + trend": { "equity": 3.27251343785165, "drawdown": -0.03210083081263537, "net": -0.006512142916018315 }, "60/40 monthly": { "equity": 4.204743567326584, "drawdown": -0.02076512004682518, "net": -0.00822458929923553 }, "SPY buy & hold": { "equity": 6.763034656195104, "drawdown": -0.03322839163971203, "net": -0.013107084633170119 }, "BIL reserve": { "equity": 1.2341593176226013, "drawdown": 0.0, "net": 0.00021877546736415177 } }, { "date": "2026-03-09", "Ensemble trend": { "equity": 2.5939005756725906, "drawdown": -0.035544434922901935, "net": 0.007072152338931437 }, "Core + trend": { "equity": 3.2960775855691455, "drawdown": -0.025131350188181356, "net": 0.007200626724688242 }, "60/40 monthly": { "equity": 4.232216218868209, "drawdown": -0.014367065515413224, "net": 0.006533728181453036 }, "SPY buy & hold": { "equity": 6.822278438266518, "drawdown": -0.024759529747061193, "net": 0.008759940630667318 }, "BIL reserve": { "equity": 1.234294079747393, "drawdown": 0.0, "net": 0.00010919345895410437 } }, { "date": "2026-03-10", "Ensemble trend": { "equity": 2.594843970916052, "drawdown": -0.03519366481198982, "net": 0.0003636975342498072 }, "Core + trend": { "equity": 3.293745315128273, "drawdown": -0.025821157171379783, "net": -0.0007075896669069826 }, "60/40 monthly": { "equity": 4.222760218393382, "drawdown": -0.016569255813475126, "net": -0.0022342904959984367 }, "SPY buy & hold": { "equity": 6.811314310793122, "drawdown": -0.026326844967309637, "net": -0.0016071064194473905 }, "BIL reserve": { "equity": 1.2344291572281707, "drawdown": 0.0, "net": 0.0001094370320608995 } }, { "date": "2026-03-11", "Ensemble trend": { "equity": 2.58894429980766, "drawdown": -0.03738726108394319, "net": -0.0022736130474577676 }, "Core + trend": { "equity": 3.286415794523443, "drawdown": -0.027988982312111443, "net": -0.002225284563188823 }, "60/40 monthly": { "equity": 4.211980691230035, "drawdown": -0.019079679771258573, "net": -0.0025527206390725254 }, "SPY buy & hold": { "equity": 6.802765001305656, "drawdown": -0.02754896345460689, "net": -0.0012551629681688548 }, "BIL reserve": { "equity": 1.2344291572281707, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-03-12", "Ensemble trend": { "equity": 2.553692251692246, "drawdown": -0.050494561457806175, "net": -0.013616379509606702 }, "Core + trend": { "equity": 3.2441723025436215, "drawdown": -0.040483183349734664, "net": -0.012853970593196595 }, "60/40 monthly": { "equity": 4.167739359745177, "drawdown": -0.029382960870773522, "net": -0.01050368810497504 }, "SPY buy & hold": { "equity": 6.699465485310047, "drawdown": -0.04231556517982993, "net": -0.015184930829711618 }, "BIL reserve": { "equity": 1.2346993121897265, "drawdown": 0.0, "net": 0.00021885011381472808 } }, { "date": "2026-03-13", "Ensemble trend": { "equity": 2.54031633546749, "drawdown": -0.05546795055450504, "net": -0.005237873207271648 }, "Core + trend": { "equity": 3.2286996202555533, "drawdown": -0.04505948123701031, "net": -0.004769377469851732 }, "60/40 monthly": { "equity": 4.15173592387467, "drawdown": -0.03310997117534209, "net": -0.0038398360571870738 }, "SPY buy & hold": { "equity": 6.6615460990118995, "drawdown": -0.04773611792620902, "net": -0.005660061445393438 }, "BIL reserve": { "equity": 1.2351040190387497, "drawdown": 0.0, "net": 0.0003277776581129821 } }, { "date": "2026-03-16", "Ensemble trend": { "equity": 2.569293252723142, "drawdown": -0.04469384866020043, "net": 0.011406814517971986 }, "Core + trend": { "equity": 3.2621166001426762, "drawdown": -0.03517586496354108, "net": 0.010349981050413737 }, "60/40 monthly": { "equity": 4.184662762568672, "drawdown": -0.025441701179923837, "net": 0.007930860559953956 }, "SPY buy & hold": { "equity": 6.729339190570781, "drawdown": -0.03804513754626093, "net": 0.01017678036768932 }, "BIL reserve": { "equity": 1.2351040190387497, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-03-17", "Ensemble trend": { "equity": 2.575698705513496, "drawdown": -0.04231219430982347, "net": 0.0024930796761191143 }, "Core + trend": { "equity": 3.2702616647913993, "drawdown": -0.03276682938394937, "net": 0.0024968649644121488 }, "60/40 monthly": { "equity": 4.194252121267958, "drawdown": -0.02320845333392152, "net": 0.00229154874439641 }, "SPY buy & hold": { "equity": 6.747041668719238, "drawdown": -0.035514579277441616, "net": 0.002630641382033616 }, "BIL reserve": { "equity": 1.2352389914008655, "drawdown": 0.0, "net": 0.00010928015781286327 } }, { "date": "2026-03-18", "Ensemble trend": { "equity": 2.541515365769424, "drawdown": -0.055022131058475754, "net": -0.013271482285913239 }, "Core + trend": { "equity": 3.230010199782861, "drawdown": -0.044671855988183795, "net": -0.012308331605968226 }, "60/40 monthly": { "equity": 4.151225773069255, "drawdown": -0.03322877924406242, "net": -0.010258407686206561 }, "SPY buy & hold": { "equity": 6.652895940092789, "drawdown": -0.048972652777193315, "net": -0.01395363082800094 }, "BIL reserve": { "equity": 1.2355088310064348, "drawdown": 0.0, "net": 0.00021845133407216721 } }, { "date": "2026-03-19", "Ensemble trend": { "equity": 2.5319845051860255, "drawdown": -0.058565864236162835, "net": -0.0037500700219111893 }, "Core + trend": { "equity": 3.221422321204982, "drawdown": -0.047211861002209976, "net": -0.002658777541463042 }, "60/40 monthly": { "equity": 4.1448770565392525, "drawdown": -0.034707319984911056, "net": -0.0015293594897173302 }, "SPY buy & hold": { "equity": 6.636500173598518, "drawdown": -0.05131641742572246, "net": -0.002464455575723834 }, "BIL reserve": { "equity": 1.2355088310064348, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-03-20", "Ensemble trend": { "equity": 2.4824782823850238, "drawdown": -0.07697310487374687, "net": -0.01955234034789821 }, "Core + trend": { "equity": 3.1675690898203204, "drawdown": -0.06313983162942538, "net": -0.016717221778148494 }, "60/40 monthly": { "equity": 4.094261714271401, "drawdown": -0.04649503255663445, "net": -0.012211542484233062 }, "SPY buy & hold": { "equity": 6.541361418359869, "drawdown": -0.06491644346362102, "net": -0.014335681872974515 }, "BIL reserve": { "equity": 1.2359137480927824, "drawdown": 0.0, "net": 0.0003277330571709314 } }, { "date": "2026-03-23", "Ensemble trend": { "equity": 2.5093461717976857, "drawdown": -0.06698317476272142, "net": 0.010823010861085391 }, "Core + trend": { "equity": 3.1994198722010467, "drawdown": -0.053719443786950705, "net": 0.010055276294709925 }, "60/40 monthly": { "equity": 4.12529079996308, "drawdown": -0.039268726715189994, "net": 0.0075786766594625465 }, "SPY buy & hold": { "equity": 6.610045449682967, "drawdown": -0.05509810379711144, "net": 0.010499959707213291 }, "BIL reserve": { "equity": 1.2360487204548982, "drawdown": 0.0, "net": 0.00010920856113472155 } }, { "date": "2026-03-24", "Ensemble trend": { "equity": 2.496323919659882, "drawdown": -0.07182506564394198, "net": -0.0051895000714367034 }, "Core + trend": { "equity": 3.185009611582209, "drawdown": -0.057981513155229036, "net": -0.004504022977429356 }, "60/40 monthly": { "equity": 4.11143435431823, "drawdown": -0.04249572847412009, "net": -0.003358901545795212 }, "SPY buy & hold": { "equity": 6.587856718596775, "drawdown": -0.05826996914013771, "net": -0.0033568197458090365 }, "BIL reserve": { "equity": 1.236183797935676, "drawdown": 0.0, "net": 0.00010928168003609962 } }, { "date": "2026-03-25", "Ensemble trend": { "equity": 2.522360160143934, "drawdown": -0.06214435649724748, "net": 0.01042983255458263 }, "Core + trend": { "equity": 3.2113695413649945, "drawdown": -0.05018513443253547, "net": 0.008276248111443119 }, "60/40 monthly": { "equity": 4.133854349604231, "drawdown": -0.037274377625750255, "net": 0.005453083608754072 }, "SPY buy & hold": { "equity": 6.624569005256044, "drawdown": -0.05302197053825963, "net": 0.005572720875308912 }, "BIL reserve": { "equity": 1.2360487204548982, "drawdown": -0.00010926973885549973, "net": -0.00010926973885549973 } }, { "date": "2026-03-26", "Ensemble trend": { "equity": 2.475873756101206, "drawdown": -0.07942877807451099, "net": -0.018429724976339323 }, "Core + trend": { "equity": 3.1569814961197373, "drawdown": -0.06627128497288826, "net": -0.01693609051985323 }, "60/40 monthly": { "equity": 4.076056919524594, "drawdown": -0.05073471322039391, "net": -0.01398148681391509 }, "SPY buy & hold": { "equity": 6.5062627226069045, "drawdown": -0.0699337802465042, "net": -0.01785871391108962 }, "BIL reserve": { "equity": 1.2363186651791298, "drawdown": 0.0, "net": 0.00021839327185446678 } }, { "date": "2026-03-27", "Ensemble trend": { "equity": 2.4672621049070034, "drawdown": -0.08263073384592612, "net": -0.0034782270998194864 }, "Core + trend": { "equity": 3.134246965813782, "drawdown": -0.07299539273069933, "net": -0.007201350509624005 }, "60/40 monthly": { "equity": 4.034432566267477, "drawdown": -0.06042853114584168, "net": -0.010211916584808578 }, "SPY buy & hold": { "equity": 6.395318448467778, "drawdown": -0.08579319540558472, "net": -0.017051920414101196 }, "BIL reserve": { "equity": 1.236723687384139, "drawdown": 0.0, "net": 0.00032760340551085676 } }, { "date": "2026-03-30", "Ensemble trend": { "equity": 2.4708304183017615, "drawdown": -0.08130397531717204, "net": 0.0014462644190340601 }, "Core + trend": { "equity": 3.136572927820411, "drawdown": -0.07230745156971352, "net": 0.0007421119114092711 }, "60/40 monthly": { "equity": 4.037887225057724, "drawdown": -0.0596239821093596, "net": 0.0008562936010214628 }, "SPY buy & hold": { "equity": 6.37393651283474, "drawdown": -0.08884972983911366, "net": -0.003343373094761515 }, "BIL reserve": { "equity": 1.2368586597462548, "drawdown": 0.0, "net": 0.00010913703965775845 } }, { "date": "2026-03-31", "Ensemble trend": { "equity": 2.522358081459662, "drawdown": -0.06214512938678429, "net": 0.02085439080570972 }, "Core + trend": { "equity": 3.2016336959432334, "drawdown": -0.05306466934477261, "net": 0.020742628856403877 }, "60/40 monthly": { "equity": 4.1106071711826315, "drawdown": -0.04268836961037881, "net": 0.018009404936728535 }, "SPY buy & hold": { "equity": 6.5592130051772, "drawdown": -0.06236457020309216, "net": 0.029067828330166412 }, "BIL reserve": { "equity": 1.2368586597462548, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-04-01", "Ensemble trend": { "equity": 2.5389173437514314, "drawdown": -0.05598811904465617, "net": 0.006564992660434088 }, "Core + trend": { "equity": 3.2203394393966556, "drawdown": -0.047532140940707346, "net": 0.00584256202610689 }, "60/40 monthly": { "equity": 4.127794738931826, "drawdown": -0.0386855890431278, "net": 0.004181272263058089 }, "SPY buy & hold": { "equity": 6.608633557639952, "drawdown": -0.055299932888731695, "net": 0.007534524709556623 }, "BIL reserve": { "equity": 1.2371834764120944, "drawdown": 0.0, "net": 0.00026261421487405734 } }, { "date": "2026-04-02", "Ensemble trend": { "equity": 2.5295001474032097, "drawdown": -0.05948958996094633, "net": -0.003709138610360263 }, "Core + trend": { "equity": 3.215565723794717, "drawdown": -0.04894404510941475, "net": -0.0014823641084348305 }, "60/40 monthly": { "equity": 4.1338286839024185, "drawdown": -0.037280354863132525, "net": 0.0014617841613302485 }, "SPY buy & hold": { "equity": 6.614584292815118, "drawdown": -0.05444927898723917, "net": 0.0009004486514896382 }, "BIL reserve": { "equity": 1.2374542620856226, "drawdown": 0.0, "net": 0.00021887268840159457 } }, { "date": "2026-04-06", "Ensemble trend": { "equity": 2.537058800172385, "drawdown": -0.05667915659426814, "net": 0.0029882001694818694 }, "Core + trend": { "equity": 3.2231089413634066, "drawdown": -0.04671301560979946, "net": 0.0023458446247486275 }, "60/40 monthly": { "equity": 4.1412984792692855, "drawdown": -0.03554072816480336, "net": 0.0018069920013752405 }, "SPY buy & hold": { "equity": 6.64585071016561, "drawdown": -0.04997976402446869, "net": 0.004726890756302504 }, "BIL reserve": { "equity": 1.2377249426404888, "drawdown": 0.0, "net": 0.00021873984611753272 } }, { "date": "2026-04-07", "Ensemble trend": { "equity": 2.540831307946074, "drawdown": -0.055276475184365736, "net": 0.0014869611115961856 }, "Core + trend": { "equity": 3.227588594212064, "drawdown": -0.04538808529161875, "net": 0.0013898546186783545 }, "60/40 monthly": { "equity": 4.146536549220367, "drawdown": -0.03432084383235756, "net": 0.0012648375810879742 }, "SPY buy & hold": { "equity": 6.648774724975118, "drawdown": -0.049561777921489414, "net": 0.00043997599961653755 }, "BIL reserve": { "equity": 1.2378601252399286, "drawdown": 0.0, "net": 0.00010921861132695554 } }, { "date": "2026-04-08", "Ensemble trend": { "equity": 2.5991411411693663, "drawdown": -0.03359590512768962, "net": 0.022949116315174933 }, "Core + trend": { "equity": 3.2897330686486357, "drawdown": -0.027007844440345097, "net": 0.019254149846734903 }, "60/40 monthly": { "equity": 4.213952588888243, "drawdown": -0.01862044820678921, "net": 0.016258397548805315 }, "SPY buy & hold": { "equity": 6.818116388409654, "drawdown": -0.025354492191991373, "net": 0.0254696046172882 }, "BIL reserve": { "equity": 1.2378601252399286, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-04-09", "Ensemble trend": { "equity": 2.6001491879185754, "drawdown": -0.03322109650693883, "net": 0.0003878384029409876 }, "Core + trend": { "equity": 3.295973184815571, "drawdown": -0.025162228412080823, "net": 0.001896845743019071 }, "60/40 monthly": { "equity": 4.228253718216878, "drawdown": -0.015289884894881034, "net": 0.0033937565805426395 }, "SPY buy & hold": { "equity": 6.857450141583496, "drawdown": -0.019731756578195703, "net": 0.005769005826991691 }, "BIL reserve": { "equity": 1.2379955180766928, "drawdown": 0.0, "net": 0.00010937652324649605 } }, { "date": "2026-04-10", "Ensemble trend": { "equity": 2.6035121334016607, "drawdown": -0.03197069719841039, "net": 0.001293366357096426 }, "Core + trend": { "equity": 3.2963054225791395, "drawdown": -0.025063963680265866, "net": 0.00010080111242993794 }, "60/40 monthly": { "equity": 4.2237863692822755, "drawdown": -0.016330277448585617, "net": -0.0010565470362752238 }, "SPY buy & hold": { "equity": 6.852912535867685, "drawdown": -0.020380404500169758, "net": -0.0006617045143784139 }, "BIL reserve": { "equity": 1.2384016965869853, "drawdown": 0.0, "net": 0.0003280936839928916 } }, { "date": "2026-04-13", "Ensemble trend": { "equity": 2.6130054339279214, "drawdown": -0.02844092947740695, "net": 0.0036463438769755996 }, "Core + trend": { "equity": 3.3133558371661347, "drawdown": -0.020021025759165534, "net": 0.005172583362634597 }, "60/40 monthly": { "equity": 4.252635679961948, "drawdown": -0.009611615340469726, "net": 0.006830201188554597 }, "SPY buy & hold": { "equity": 6.919882126852835, "drawdown": -0.010807143016342113, "net": 0.009772427509418202 }, "BIL reserve": { "equity": 1.2384016965869853, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-04-14", "Ensemble trend": { "equity": 2.6377224036937306, "drawdown": -0.019250747222138376, "net": 0.009459211008472357 }, "Core + trend": { "equity": 3.3432294922784, "drawdown": -0.011185405520205305, "net": 0.00901613245917332 }, "60/40 monthly": { "equity": 4.289743766958919, "drawdown": -0.0009695822333534165, "net": 0.008725903131514556 }, "SPY buy & hold": { "equity": 7.004199676205264, "drawdown": 0.0, "net": 0.01218482451098879 }, "BIL reserve": { "equity": 1.2385369843050873, "drawdown": 0.0, "net": 0.00010924380875354522 } }, { "date": "2026-04-15", "Ensemble trend": { "equity": 2.634305894059102, "drawdown": -0.02052106257699826, "net": -0.001295249882945937 }, "Core + trend": { "equity": 3.347788448323363, "drawdown": -0.009837019989608953, "net": 0.0013636383788466766 }, "60/40 monthly": { "equity": 4.306946462288015, "drawdown": 0.0, "net": 0.004010191811827379 }, "SPY buy & hold": { "equity": 7.059470114411541, "drawdown": 0.0, "net": 0.00789104262604634 }, "BIL reserve": { "equity": 1.2386723771418515, "drawdown": 0.0, "net": 0.00010931674909975264 } }, { "date": "2026-04-16", "Ensemble trend": { "equity": 2.6349279982042244, "drawdown": -0.020289753863608206, "net": 0.00023615486209283 }, "Core + trend": { "equity": 3.349642112944076, "drawdown": -0.009288768475776199, "net": 0.000553698254631696 }, "60/40 monthly": { "equity": 4.310551523470343, "drawdown": 0.0, "net": 0.0008370341293753025 }, "SPY buy & hold": { "equity": 7.076817454070649, "drawdown": 0.0, "net": 0.0024573146961406334 }, "BIL reserve": { "equity": 1.2388076648599537, "drawdown": 0.0, "net": 0.00010921993627910354 } }, { "date": "2026-04-17", "Ensemble trend": { "equity": 2.6604859139541888, "drawdown": -0.010786893843449885, "net": 0.009699663811452375 }, "Core + trend": { "equity": 3.3815190935448873, "drawdown": 0.0, "net": 0.009516533267129645 }, "60/40 monthly": { "equity": 4.351735284839925, "drawdown": 0.0, "net": 0.009554174482161448 }, "SPY buy & hold": { "equity": 7.162345815310975, "drawdown": 0.0, "net": 0.012085709684531931 }, "BIL reserve": { "equity": 1.2392139484889082, "drawdown": 0.0, "net": 0.00032796344459207205 } }, { "date": "2026-04-20", "Ensemble trend": { "equity": 2.6510620307865698, "drawdown": -0.014290851030895224, "net": -0.0035421661577649255 }, "Core + trend": { "equity": 3.372944140942991, "drawdown": -0.002535828532882034, "net": -0.002535828532882034 }, "60/40 monthly": { "equity": 4.344788126439941, "drawdown": -0.0015964110740342985, "net": -0.0015964110740342985 }, "SPY buy & hold": { "equity": 7.148022721184847, "drawdown": -0.0019997769579219726, "net": -0.0019997769579219726 }, "BIL reserve": { "equity": 1.2393491310883482, "drawdown": 0.0, "net": 0.00010908737720782824 } }, { "date": "2026-04-21", "Ensemble trend": { "equity": 2.618763023672875, "drawdown": -0.02630016142984537, "net": -0.01218342186588206 }, "Core + trend": { "equity": 3.343357960412755, "drawdown": -0.011285204098057444, "net": -0.008771618886627697 }, "60/40 monthly": { "equity": 4.319919113089639, "drawdown": -0.007311145937834107, "net": -0.005723872517272688 }, "SPY buy & hold": { "equity": 7.101225491361178, "drawdown": -0.00853356226100399, "net": -0.006546877598048839 }, "BIL reserve": { "equity": 1.2394844188064502, "drawdown": 0.0, "net": 0.00010916029608476485 } }, { "date": "2026-04-22", "Ensemble trend": { "equity": 2.636728044635791, "drawdown": -0.01962046653062266, "net": 0.006860117086012307 }, "Core + trend": { "equity": 3.3658407845949814, "drawdown": -0.004636469147796585, "net": 0.0067246237012117405 }, "60/40 monthly": { "equity": 4.348734058188039, "drawdown": -0.000689662044091155, "net": 0.006670251072778077 }, "SPY buy & hold": { "equity": 7.173137323205054, "drawdown": 0.0, "net": 0.010126679110719516 }, "BIL reserve": { "equity": 1.2394844188064502, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-04-23", "Ensemble trend": { "equity": 2.6199271698986837, "drawdown": -0.02586731241605711, "net": -0.006371864846390629 }, "Core + trend": { "equity": 3.350290250973457, "drawdown": -0.009235151926553997, "net": -0.004620103747241089 }, "60/40 monthly": { "equity": 4.33566159755815, "drawdown": -0.003693627077403172, "net": -0.003006038183750448 }, "SPY buy & hold": { "equity": 7.145300405238629, "drawdown": -0.0038807172806203383, "net": -0.0038807172806203383 }, "BIL reserve": { "equity": 1.2397553095986404, "drawdown": 0.0, "net": 0.00021855118796176853 } }, { "date": "2026-04-24", "Ensemble trend": { "equity": 2.6384611565653646, "drawdown": -0.018976066563617167, "net": 0.007074237360345403 }, "Core + trend": { "equity": 3.371277310667265, "drawdown": -0.0030287520473188945, "net": 0.006264251190687187 }, "60/40 monthly": { "equity": 4.359796413001661, "drawdown": 0.0, "net": 0.005566581916149449 }, "SPY buy & hold": { "equity": 7.200671692876549, "drawdown": 0.0, "net": 0.007749329558953688 }, "BIL reserve": { "equity": 1.2400258850348445, "drawdown": 0.0, "net": 0.00021824906423795198 } }, { "date": "2026-04-27", "Ensemble trend": { "equity": 2.6334363268658127, "drawdown": -0.020844382185560728, "net": -0.0019044546807325258 }, "Core + trend": { "equity": 3.3685103284073747, "drawdown": -0.0038470180938339205, "net": -0.0008207519005140052 }, "60/40 monthly": { "equity": 4.3606779473817445, "drawdown": 0.0, "net": 0.0002021962258271781 }, "SPY buy & hold": { "equity": 7.213076791676931, "drawdown": 0.0, "net": 0.0017227696705925943 }, "BIL reserve": { "equity": 1.2401613829902705, "drawdown": 0.0, "net": 0.00010927026367868464 } }, { "date": "2026-04-28", "Ensemble trend": { "equity": 2.618813196585839, "drawdown": -0.026281506302668123, "net": -0.00555287026718343 }, "Core + trend": { "equity": 3.353604644850136, "drawdown": -0.008255002536593059, "net": -0.004425007526779989 }, "60/40 monthly": { "equity": 4.345903842454754, "drawdown": -0.00338802936269611, "net": -0.00338802936269611 }, "SPY buy & hold": { "equity": 7.177978095923967, "drawdown": -0.0048659811570929135, "net": -0.0048659811570929135 }, "BIL reserve": { "equity": 1.2402967758270347, "drawdown": 0.0, "net": 0.00010917356290973679 } }, { "date": "2026-04-29", "Ensemble trend": { "equity": 2.6066905911435008, "drawdown": -0.030788893513939763, "net": -0.00462904549974863 }, "Core + trend": { "equity": 3.3429712487011005, "drawdown": -0.011399564449413258, "net": -0.0031707363494275498 }, "60/40 monthly": { "equity": 4.3377297570122595, "drawdown": -0.005262528131265265, "net": -0.0018808712154746443 }, "SPY buy & hold": { "equity": 7.176868752175882, "drawdown": -0.005019777349775101, "net": -0.00015454822141547364 }, "BIL reserve": { "equity": 1.2402967758270347, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-04-30", "Ensemble trend": { "equity": 2.6395902219559693, "drawdown": -0.01855626119038223, "net": 0.012621225903929112 }, "Core + trend": { "equity": 3.3748756370099073, "drawdown": -0.001964636706520917, "net": 0.009543722017113732 }, "60/40 monthly": { "equity": 4.367733884102938, "drawdown": 0.0, "net": 0.006917011610088064 }, "SPY buy & hold": { "equity": 7.248276336861539, "drawdown": 0.0, "net": 0.009949685183250345 }, "BIL reserve": { "equity": 1.2404321686637987, "drawdown": 0.0, "net": 0.0001091616453439137 } }, { "date": "2026-05-01", "Ensemble trend": { "equity": 2.6400527953268162, "drawdown": -0.018384268683825145, "net": 0.00017524438717764212 }, "Core + trend": { "equity": 3.378641223635269, "drawdown": -0.0008510583054556209, "net": 0.0011157704847155614 }, "60/40 monthly": { "equity": 4.376540282049294, "drawdown": 0.0, "net": 0.0020162395832785673 }, "SPY buy & hold": { "equity": 7.268347229883206, "drawdown": 0.0, "net": 0.00276905737155686 }, "BIL reserve": { "equity": 1.240839398360712, "drawdown": 0.0, "net": 0.0003282966269344545 } }, { "date": "2026-05-04", "Ensemble trend": { "equity": 2.623929923052713, "drawdown": -0.024379021927501188, "net": -0.006107026458956777 }, "Core + trend": { "equity": 3.3626811820430644, "drawdown": -0.005570842861062908, "net": -0.004723804788906216 }, "60/40 monthly": { "equity": 4.36034401580457, "drawdown": -0.003700700827810044, "net": -0.003700700827810044 }, "SPY buy & hold": { "equity": 7.2417205050965086, "drawdown": -0.0036633809509298842, "net": -0.0036633809509298842 }, "BIL reserve": { "equity": 1.2411109198648749, "drawdown": 0.0, "net": 0.00021882082767654687 } }, { "date": "2026-05-05", "Ensemble trend": { "equity": 2.646425323570699, "drawdown": -0.01601485622983012, "net": 0.008573171227002518 }, "Core + trend": { "equity": 3.3862330566584133, "drawdown": 0.0, "net": 0.007003897586579821 }, "60/40 monthly": { "equity": 4.383919526010164, "drawdown": 0.0, "net": 0.005406800500176612 }, "SPY buy & hold": { "equity": 7.2998153460969855, "drawdown": 0.0, "net": 0.008022242913074518 }, "BIL reserve": { "equity": 1.2412467331762873, "drawdown": 0.0, "net": 0.00010942882641562512 } }, { "date": "2026-05-06", "Ensemble trend": { "equity": 2.6895328161628247, "drawdown": 0.0, "net": 0.01628895106473771 }, "Core + trend": { "equity": 3.4324044381065257, "drawdown": 0.0, "net": 0.013635027676941691 }, "60/40 monthly": { "equity": 4.4292601112940835, "drawdown": 0.0, "net": 0.010342476638749876 }, "SPY buy & hold": { "equity": 7.401278536245235, "drawdown": 0.0, "net": 0.013899418730159985 }, "BIL reserve": { "equity": 1.2411109198648749, "drawdown": -0.00010941685305787541, "net": -0.00010941685305787541 } }, { "date": "2026-05-07", "Ensemble trend": { "equity": 2.672055176239142, "drawdown": -0.00649839251584905, "net": -0.00649839251584905 }, "Core + trend": { "equity": 3.4157756043483194, "drawdown": -0.004844660370903031, "net": -0.004844660370903031 }, "60/40 monthly": { "equity": 4.4157034016417995, "drawdown": -0.0030607165331555386, "net": -0.0030607165331555386 }, "SPY buy & hold": { "equity": 7.378585558000824, "drawdown": -0.0030660889376450395, "net": -0.0030660889376450395 }, "BIL reserve": { "equity": 1.2413824413690375, "drawdown": 0.0, "net": 0.00021877295559713517 } }, { "date": "2026-05-08", "Ensemble trend": { "equity": 2.693128845609706, "drawdown": 0.0, "net": 0.007886689450861128 }, "Core + trend": { "equity": 3.4391980952592545, "drawdown": 0.0, "net": 0.006857151529836347 }, "60/40 monthly": { "equity": 4.442331017127922, "drawdown": 0.0, "net": 0.006030209247347207 }, "SPY buy & hold": { "equity": 7.439503564379163, "drawdown": 0.0, "net": 0.008256054754597786 }, "BIL reserve": { "equity": 1.2416538577545382, "drawdown": 0.0, "net": 0.00021864042575092668 } }, { "date": "2026-05-11", "Ensemble trend": { "equity": 2.693820617291057, "drawdown": 0.0, "net": 0.00025686542345670915 }, "Core + trend": { "equity": 3.4395985375887137, "drawdown": 0.0, "net": 0.00011643479624257047 }, "60/40 monthly": { "equity": 4.442539714468108, "drawdown": 0.0, "net": 4.69792411643688e-05 }, "SPY buy & hold": { "equity": 7.4564475063116955, "drawdown": 0.0, "net": 0.0022775635209937306 }, "BIL reserve": { "equity": 1.2419255894960253, "drawdown": 0.0, "net": 0.00021884661316029508 } }, { "date": "2026-05-12", "Ensemble trend": { "equity": 2.6757546240049717, "drawdown": -0.006706457427092083, "net": -0.006706457427092083 }, "Core + trend": { "equity": 3.423987083321751, "drawdown": -0.004538743140037216, "net": -0.004538743140037216 }, "60/40 monthly": { "equity": 4.4325458889328395, "drawdown": -0.002249574832774548, "net": -0.002249574832774548 }, "SPY buy & hold": { "equity": 7.445151751259397, "drawdown": -0.0015148976832113359, "net": -0.0015148976832113359 }, "BIL reserve": { "equity": 1.2420611925701137, "drawdown": 0.0, "net": 0.00010918776071244807 } }, { "date": "2026-05-13", "Ensemble trend": { "equity": 2.691033028660512, "drawdown": -0.001034808558763034, "net": 0.005709942353634867 }, "Core + trend": { "equity": 3.438838078086372, "drawdown": -0.0002210896109040572, "net": 0.004337339599486345 }, "60/40 monthly": { "equity": 4.4475947507081734, "drawdown": 0.0, "net": 0.0033950831310980423 }, "SPY buy & hold": { "equity": 7.486806278777391, "drawdown": 0.0, "net": 0.005594852718878274 }, "BIL reserve": { "equity": 1.2420611925701137, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-05-14", "Ensemble trend": { "equity": 2.6943954080224652, "drawdown": 0.0, "net": 0.0012494753227265676 }, "Core + trend": { "equity": 3.447246643040898, "drawdown": 0.0, "net": 0.002445176179741715 }, "60/40 monthly": { "equity": 4.467838756326452, "drawdown": 0.0, "net": 0.0045516749508383025 }, "SPY buy & hold": { "equity": 7.54590899538614, "drawdown": 0.0, "net": 0.007894249484761584 }, "BIL reserve": { "equity": 1.2423327140742766, "drawdown": 0.0, "net": 0.0002186055773958362 } }, { "date": "2026-05-15", "Ensemble trend": { "equity": 2.657681508244102, "drawdown": -0.013626025218514415, "net": -0.013626025218514415 }, "Core + trend": { "equity": 3.4054043204504194, "drawdown": -0.012137896391877678, "net": -0.012137896391877678 }, "60/40 monthly": { "equity": 4.4211870154368205, "drawdown": -0.010441679620503796, "net": -0.010441679620503796 }, "SPY buy & hold": { "equity": 7.455137082408494, "drawdown": -0.012029288059681953, "net": -0.012029288059681953 }, "BIL reserve": { "equity": 1.2426042355784395, "drawdown": 0.0, "net": 0.0002185577994420207 } }, { "date": "2026-05-18", "Ensemble trend": { "equity": 2.6620345763093245, "drawdown": -0.012010424162982036, "net": 0.0016379193863973462 }, "Core + trend": { "equity": 3.4078241764956445, "drawdown": -0.011435928619971891, "net": 0.0007105928745945178 }, "60/40 monthly": { "equity": 4.418553091949432, "drawdown": -0.011031209285973231, "net": -0.0005957502992277597 }, "SPY buy & hold": { "equity": 7.449892293254836, "drawdown": -0.012724338736395113, "net": -0.0007035134425675826 }, "BIL reserve": { "equity": 1.2426042355784395, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-05-19", "Ensemble trend": { "equity": 2.6459855344921372, "drawdown": -0.017966877981676066, "net": -0.006028863020794306 }, "Core + trend": { "equity": 3.387747444266313, "drawdown": -0.017259919273457935, "net": -0.005891363870179744 }, "60/40 monthly": { "equity": 4.393973652020495, "drawdown": -0.016532625355237585, "net": -0.005562780262552525 }, "SPY buy & hold": { "equity": 7.400270041928795, "drawdown": -0.019300385619067884, "net": -0.006660801173054454 }, "BIL reserve": { "equity": 1.2428758622012648, "drawdown": 0.0, "net": 0.00021859463781614963 } }, { "date": "2026-05-20", "Ensemble trend": { "equity": 2.672566997673323, "drawdown": -0.008101413134890767, "net": 0.010045959373049751 }, "Core + trend": { "equity": 3.419897687909276, "drawdown": -0.007933564947211535, "net": 0.009490153611473096 }, "60/40 monthly": { "equity": 4.433015610175756, "drawdown": -0.007794181493543273, "net": 0.008885341890320309 }, "SPY buy & hold": { "equity": 7.476115001606787, "drawdown": -0.009249249337889953, "net": 0.0102489448693448 }, "BIL reserve": { "equity": 1.2431471734681032, "drawdown": 0.0, "net": 0.00021829313376309223 } }, { "date": "2026-05-21", "Ensemble trend": { "equity": 2.6804023787735543, "drawdown": -0.0051933837206104005, "net": 0.0029317809832467567 }, "Core + trend": { "equity": 3.427323104319722, "drawdown": -0.005779551272142469, "net": 0.0021712393434158983 }, "60/40 monthly": { "equity": 4.439480599719027, "drawdown": -0.006347175481046463, "net": 0.0014583728350583414 }, "SPY buy & hold": { "equity": 7.4909411054747945, "drawdown": -0.007284462341774156, "net": 0.0019831294549137457 }, "BIL reserve": { "equity": 1.2431471734681032, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-05-22", "Ensemble trend": { "equity": 2.679846069125128, "drawdown": -0.005399852914690029, "net": -0.00020754706563153036 }, "Core + trend": { "equity": 3.4306095530865184, "drawdown": -0.004826196578642139, "net": 0.0009588966860620829 }, "60/40 monthly": { "equity": 4.451598692698262, "drawdown": -0.0036348813182198736, "net": 0.0027296195370245524 }, "SPY buy & hold": { "equity": 7.520392233055694, "drawdown": -0.003381535921788581, "net": 0.003931565762728351 }, "BIL reserve": { "equity": 1.243418800090928, "drawdown": 0.0, "net": 0.00021849916777516576 } }, { "date": "2026-05-26", "Ensemble trend": { "equity": 2.706870395158061, "drawdown": 0.0, "net": 0.01008428295351882 }, "Core + trend": { "equity": 3.4572770211246873, "drawdown": 0.0, "net": 0.00777339059590032 }, "60/40 monthly": { "equity": 4.477026533532166, "drawdown": 0.0, "net": 0.0057120694360013324 }, "SPY buy & hold": { "equity": 7.570317032676666, "drawdown": 0.0, "net": 0.006638589859918387 }, "BIL reserve": { "equity": 1.2436902164764285, "drawdown": 0.0, "net": 0.00021828235625909187 } }, { "date": "2026-05-27", "Ensemble trend": { "equity": 2.7023679028330747, "drawdown": -0.0016633571866018215, "net": -0.0016633571866018215 }, "Core + trend": { "equity": 3.4535913174572, "drawdown": -0.0010660712592501786, "net": -0.0010660712592501786 }, "60/40 monthly": { "equity": 4.477291692837922, "drawdown": 0.0, "net": 5.9226654961719305e-05 }, "SPY buy & hold": { "equity": 7.569005990065294, "drawdown": -0.0001731819956434233, "net": -0.0001731819956434233 }, "BIL reserve": { "equity": 1.243826134906503, "drawdown": 0.0, "net": 0.00010928640289487035 } }, { "date": "2026-05-28", "Ensemble trend": { "equity": 2.7093005328239057, "drawdown": 0.0, "net": 0.0025653908868452646 }, "Core + trend": { "equity": 3.4652224194009555, "drawdown": 0.0, "net": 0.003367828117056826 }, "60/40 monthly": { "equity": 4.496441798608229, "drawdown": 0.0, "net": 0.004277162866323847 }, "SPY buy & hold": { "equity": 7.610760748306763, "drawdown": 0.0, "net": 0.005516544483684438 }, "BIL reserve": { "equity": 1.2439618430992532, "drawdown": 0.0, "net": 0.0001091054359945165 } }, { "date": "2026-05-29", "Ensemble trend": { "equity": 2.7138447039690194, "drawdown": 0.0, "net": 0.0016772488286402876 }, "Core + trend": { "equity": 3.4718778041153313, "drawdown": 0.0, "net": 0.0019206226639634227 }, "60/40 monthly": { "equity": 4.505324919542107, "drawdown": 0.0, "net": 0.001975588994975519 }, "SPY buy & hold": { "equity": 7.629722297580345, "drawdown": 0.0, "net": 0.002491413132097442 }, "BIL reserve": { "equity": 1.2443692830334907, "drawdown": 0.0, "net": 0.0003275341092636719 } }, { "date": "2026-06-01", "Ensemble trend": { "equity": 2.7207110627373075, "drawdown": 0.0, "net": 0.002530122213052932 }, "Core + trend": { "equity": 3.4767609917463105, "drawdown": 0.0, "net": 0.001406497551610597 }, "60/40 monthly": { "equity": 4.5098090671879305, "drawdown": 0.0, "net": 0.0009952995013462473 }, "SPY buy & hold": { "equity": 7.650499136623521, "drawdown": 0.0, "net": 0.002723144858072235 }, "BIL reserve": { "equity": 1.2444917462748182, "drawdown": 0.0, "net": 9.841390574116815e-05 } }, { "date": "2026-06-02", "Ensemble trend": { "equity": 2.7289595432546023, "drawdown": 0.0, "net": 0.0030317370448724734 }, "Core + trend": { "equity": 3.4840531195904654, "drawdown": 0.0, "net": 0.002097391181466346 }, "60/40 monthly": { "equity": 4.514860079046401, "drawdown": 0.0, "net": 0.0011200056994031815 }, "SPY buy & hold": { "equity": 7.660887865499193, "drawdown": 0.0, "net": 0.0013579151752256546 }, "BIL reserve": { "equity": 1.244355407370095, "drawdown": -0.00010955388425126777, "net": -0.00010955388425126777 } }, { "date": "2026-06-03", "Ensemble trend": { "equity": 2.7113466438994913, "drawdown": -0.006454071259006544, "net": -0.006454071259006544 }, "Core + trend": { "equity": 3.463020813494008, "drawdown": -0.00603673519734671, "net": -0.00603673519734671 }, "60/40 monthly": { "equity": 4.490989114109909, "drawdown": -0.005287199274962795, "net": -0.005287199274962795 }, "SPY buy & hold": { "equity": 7.607130168767578, "drawdown": -0.007017162719965109, "net": -0.007017162719965109 }, "BIL reserve": { "equity": 1.2446278749422168, "drawdown": 0.0, "net": 0.00021896282244426857 } }, { "date": "2026-06-04", "Ensemble trend": { "equity": 2.716459527450329, "drawdown": -0.004580506088912473, "net": 0.001885735843604408 }, "Core + trend": { "equity": 3.470556336898027, "drawdown": -0.0038738739706771774, "net": 0.002175997145225317 }, "60/40 monthly": { "equity": 4.503598781461363, "drawdown": -0.0024942738839907053, "net": 0.002807770633831419 }, "SPY buy & hold": { "equity": 7.6358747316188005, "drawdown": -0.003265043728552519, "net": 0.003778634283035931 }, "BIL reserve": { "equity": 1.2446278749422168, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-06-05", "Ensemble trend": { "equity": 2.6506256277718987, "drawdown": -0.02870468185441888, "net": -0.024235185178783758 }, "Core + trend": { "equity": 3.394058568607873, "drawdown": -0.025830418737464722, "net": -0.022041932435111433 }, "60/40 monthly": { "equity": 4.423129482549574, "drawdown": -0.02031748379591025, "net": -0.017867777041559285 }, "SPY buy & hold": { "equity": 7.438797618357653, "drawdown": -0.02899014462040661, "net": -0.025809369612244448 }, "BIL reserve": { "equity": 1.2451722844931497, "drawdown": 0.0, "net": 0.0004374074869231137 } }, { "date": "2026-06-08", "Ensemble trend": { "equity": 2.6613843455868227, "drawdown": -0.024762257042179714, "net": 0.0040589352574724735 }, "Core + trend": { "equity": 3.403353616863079, "drawdown": -0.023162535115673677, "net": 0.002738623411268293 }, "60/40 monthly": { "equity": 4.427360468347707, "drawdown": -0.01938035933932547, "net": 0.0009565593353813018 }, "SPY buy & hold": { "equity": 7.455640710858543, "drawdown": -0.026791562315509165, "net": 0.002264222440912178 }, "BIL reserve": { "equity": 1.2453086233978727, "drawdown": 0.0, "net": 0.00010949400851667512 } }, { "date": "2026-06-09", "Ensemble trend": { "equity": 2.658435623795479, "drawdown": -0.025842786725601363, "net": -0.0011079654076394663 }, "Core + trend": { "equity": 3.3994458918813457, "drawdown": -0.02428413827371967, "net": -0.0011481983424733722 }, "60/40 monthly": { "equity": 4.424273664192084, "drawdown": -0.020064058081164404, "net": -0.0006972109403992066 }, "SPY buy & hold": { "equity": 7.4337545280672845, "drawdown": -0.029648435197022427, "net": -0.002935520049857532 }, "BIL reserve": { "equity": 1.2453086233978727, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-06-10", "Ensemble trend": { "equity": 2.626513382759033, "drawdown": -0.03754037349098638, "net": -0.012007904479879872 }, "Core + trend": { "equity": 3.3600335872273135, "drawdown": -0.035596337973667125, "net": -0.011593743776936671 }, "60/40 monthly": { "equity": 4.380264506882074, "drawdown": -0.029811681825753444, "net": -0.009947205044344098 }, "SPY buy & hold": { "equity": 7.31655758916623, "drawdown": -0.04494652348113004, "net": -0.015765511015807587 }, "BIL reserve": { "equity": 1.2454448571839332, "drawdown": 0.0, "net": 0.00010939760915551489 } }, { "date": "2026-06-11", "Ensemble trend": { "equity": 2.6789419397721583, "drawdown": -0.018328451810902258, "net": 0.01996127541450088 }, "Core + trend": { "equity": 3.4174267750628102, "drawdown": -0.019123228676687587, "net": 0.01708113515700216 }, "60/40 monthly": { "equity": 4.437243176303281, "drawdown": -0.017191430384153605, "net": 0.013008043083171161 }, "SPY buy & hold": { "equity": 7.44091607513035, "drawdown": -0.028713615736302045, "net": 0.016996857394830034 }, "BIL reserve": { "equity": 1.245580985851332, "drawdown": 0.0, "net": 0.00010930124012609177 } }, { "date": "2026-06-12", "Ensemble trend": { "equity": 2.6854513397820847, "drawdown": -0.01594314711629219, "net": 0.0024298398980904246 }, "Core + trend": { "equity": 3.4261082580798794, "drawdown": -0.0166314517952576, "net": 0.002540356703593094 }, "60/40 monthly": { "equity": 4.4488154468060666, "drawdown": -0.014628278857821031, "net": 0.0026079865454717854 }, "SPY buy & hold": { "equity": 7.481158091897159, "drawdown": -0.023460697605488634, "net": 0.005408207317551872 }, "BIL reserve": { "equity": 1.2459893718535282, "drawdown": 0.0, "net": 0.00032786788401151234 } }, { "date": "2026-06-15", "Ensemble trend": { "equity": 2.7183086545200594, "drawdown": -0.0039029119214573083, "net": 0.01223530445375376 }, "Core + trend": { "equity": 3.468266591414296, "drawdown": -0.004531081368249867, "net": 0.012305020787067411 }, "60/40 monthly": { "equity": 4.498330156720572, "drawdown": -0.0036612258268080566, "net": 0.011129863782066707 }, "SPY buy & hold": { "equity": 7.613080903942748, "drawdown": -0.006240394376707092, "net": 0.017634009390668393 }, "BIL reserve": { "equity": 1.2459893718535282, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-06-16", "Ensemble trend": { "equity": 2.7114898691966784, "drawdown": -0.0064015877776953944, "net": -0.002508466178791857 }, "Core + trend": { "equity": 3.4587215406314957, "drawdown": -0.00727072122308714, "net": -0.0027521098886771345 }, "60/40 monthly": { "equity": 4.486382563735887, "drawdown": -0.006307507832342019, "net": -0.002656006244191378 }, "SPY buy & hold": { "equity": 7.567694947453925, "drawdown": -0.012164767280430033, "net": -0.005961575485861181 }, "BIL reserve": { "equity": 1.2461255005209266, "drawdown": 0.0, "net": 0.00010925347396506524 } }, { "date": "2026-06-17", "Ensemble trend": { "equity": 2.6922255863774294, "drawdown": -0.013460792032616076, "net": -0.007104685522928644 }, "Core + trend": { "equity": 3.4292550255862553, "drawdown": -0.01572826019674789, "net": -0.008519481750433266 }, "60/40 monthly": { "equity": 4.442970314877498, "drawdown": -0.015922921842593918, "net": -0.009676448283589933 }, "SPY buy & hold": { "equity": 7.473190368089111, "drawdown": -0.0245007498746167, "net": -0.01248789492983049 }, "BIL reserve": { "equity": 1.2462616291883255, "drawdown": 0.0, "net": 0.00010924153894764643 } }, { "date": "2026-06-18", "Ensemble trend": { "equity": 2.7160674113792522, "drawdown": -0.004724193111333097, "net": 0.008855805071633638 }, "Core + trend": { "equity": 3.4584591781578213, "drawdown": -0.007346025032951342, "net": 0.008516179856461248 }, "60/40 monthly": { "equity": 4.477344655256207, "drawdown": -0.008309321470294173, "net": 0.0077367927180618246 }, "SPY buy & hold": { "equity": 7.550888977443211, "drawdown": -0.014358503868900252, "net": 0.010396979807429707 }, "BIL reserve": { "equity": 1.2468062489765825, "drawdown": 0.0, "net": 0.0004370027733355819 } }, { "date": "2026-06-22", "Ensemble trend": { "equity": 2.7135832178833685, "drawdown": -0.00563450103510732, "net": -0.0009146288068830888 }, "Core + trend": { "equity": 3.4511875713595863, "drawdown": -0.00943313637960319, "net": -0.0021025567814011437 }, "60/40 monthly": { "equity": 4.462085687899988, "drawdown": -0.011689042455898191, "net": -0.003408039481237135 }, "SPY buy & hold": { "equity": 7.527126871481739, "drawdown": -0.01746024695386106, "net": -0.0031469282666526377 }, "BIL reserve": { "equity": 1.2468062489765825, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-06-23", "Ensemble trend": { "equity": 2.6683656033686414, "drawdown": -0.02220404477440352, "net": -0.016663433874711697 }, "Core + trend": { "equity": 3.4050347270686476, "drawdown": -0.022680019451341127, "net": -0.01337303271312984 }, "60/40 monthly": { "equity": 4.424819638568878, "drawdown": -0.019943129776137103, "net": -0.00835171082262387 }, "SPY buy & hold": { "equity": 7.417817843034853, "drawdown": -0.03172870125915894, "net": -0.014522012225013592 }, "BIL reserve": { "equity": 1.2469425878813054, "drawdown": 0.0, "net": 0.00010935051443228261 } }, { "date": "2026-06-24", "Ensemble trend": { "equity": 2.665969222174612, "drawdown": -0.02308217475619556, "net": -0.0008980707857288994 }, "Core + trend": { "equity": 3.4056864413663845, "drawdown": -0.02249296309044002, "net": 0.00019139725435279864 }, "60/40 monthly": { "equity": 4.434886520762847, "drawdown": -0.01771340792037246, "net": 0.002275094357794938 }, "SPY buy & hold": { "equity": 7.4143796817364125, "drawdown": -0.03217749536224512, "net": -0.0004635003677893046 }, "BIL reserve": { "equity": 1.2470786114300423, "drawdown": 0.0, "net": 0.00010908565483180865 } }, { "date": "2026-06-25", "Ensemble trend": { "equity": 2.677458755183085, "drawdown": -0.018871950007033456, "net": 0.00430970204490988 }, "Core + trend": { "equity": 3.4156481947606743, "drawdown": -0.01963372040602862, "net": 0.0029250353976491006 }, "60/40 monthly": { "equity": 4.4398712522402315, "drawdown": -0.01660933572541823, "net": 0.0011239817420463094 }, "SPY buy & hold": { "equity": 7.42509818206648, "drawdown": -0.030778375505872035, "net": 0.0014456368287247834 }, "BIL reserve": { "equity": 1.2472147400974407, "drawdown": 0.0, "net": 0.00010915804837874354 } }, { "date": "2026-06-26", "Ensemble trend": { "equity": 2.668601065318098, "drawdown": -0.022117762092038973, "net": -0.0033082451215504793 }, "Core + trend": { "equity": 3.404622020723331, "drawdown": -0.022798475264484863, "net": -0.0032281351616529896 }, "60/40 monthly": { "equity": 4.42492223747113, "drawdown": -0.019920405062534452, "net": -0.0033669928517765513 }, "SPY buy & hold": { "equity": 7.371404830984503, "drawdown": -0.03778713898403052, "net": -0.007231332133985857 }, "BIL reserve": { "equity": 1.247623231218299, "drawdown": 0.0, "net": 0.0003275226853287627 } }, { "date": "2026-06-29", "Ensemble trend": { "equity": 2.6840652469190998, "drawdown": -0.016451067018003918, "net": 0.0057948645085916795 }, "Core + trend": { "equity": 3.4301155514673685, "drawdown": -0.015481270311239359, "net": 0.007487918068103561 }, "60/40 monthly": { "equity": 4.469352997139281, "drawdown": -0.010079400271631789, "net": 0.010041026098018824 }, "SPY buy & hold": { "equity": 7.49284734534532, "drawdown": -0.021934862264548216, "net": 0.01647481275894025 }, "BIL reserve": { "equity": 1.2477595701230217, "drawdown": 0.0, "net": 0.00010927890833634102 } }, { "date": "2026-06-30", "Ensemble trend": { "equity": 2.693871300447447, "drawdown": -0.012857736529618413, "net": 0.003653433365527592 }, "Core + trend": { "equity": 3.4414456729023692, "drawdown": -0.012229275853608113, "net": 0.003303131123426395 }, "60/40 monthly": { "equity": 4.4813476428902055, "drawdown": -0.007422696510956728, "net": 0.0026837543954576493 }, "SPY buy & hold": { "equity": 7.551192763154482, "drawdown": -0.014318849756138952, "net": 0.007786815227913024 }, "BIL reserve": { "equity": 1.2477595701230217, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-07-01", "Ensemble trend": { "equity": 2.677951495050627, "drawdown": -0.018691390398240526, "net": -0.005909638442703646 }, "Core + trend": { "equity": 3.4274435004565884, "drawdown": -0.01624820781737424, "net": -0.004068689084948507 }, "60/40 monthly": { "equity": 4.473398418885647, "drawdown": -0.009183376546524569, "net": -0.0017738467617371967 }, "SPY buy & hold": { "equity": 7.540979747398976, "drawdown": -0.015651987107163312, "net": -0.0013525036475483532 }, "BIL reserve": { "equity": 1.248141886697021, "drawdown": 0.0, "net": 0.00030640243774016085 } }, { "date": "2026-07-02", "Ensemble trend": { "equity": 2.6836526181286136, "drawdown": -0.016602270721813306, "net": 0.0021289120017760066 }, "Core + trend": { "equity": 3.430452844168412, "drawdown": -0.01538445987538617, "net": 0.0008780140975110928 }, "60/40 monthly": { "equity": 4.471492514378502, "drawdown": -0.009605516872863595, "net": -0.0004260529308316441 }, "SPY buy & hold": { "equity": 7.531070517354739, "drawdown": -0.016945470345426372, "net": -0.0013140507435593918 }, "BIL reserve": { "equity": 1.2486880832652094, "drawdown": 0.0, "net": 0.00043760775438261845 } }, { "date": "2026-07-06", "Ensemble trend": { "equity": 2.706334877968968, "drawdown": -0.008290582885905118, "net": 0.00845201040072463 }, "Core + trend": { "equity": 3.455262512745699, "drawdown": -0.008263538429675421, "net": 0.007232184701055466 }, "60/40 monthly": { "equity": 4.496354045962585, "drawdown": -0.004098916192265434, "net": 0.005560007425739366 }, "SPY buy & hold": { "equity": 7.596797123627171, "drawdown": -0.008365967887436931, "net": 0.008727392224116226 }, "BIL reserve": { "equity": 1.2485514290045003, "drawdown": -0.00010943826768317066, "net": -0.00010943826768317066 } }, { "date": "2026-07-07", "Ensemble trend": { "equity": 2.68535665139168, "drawdown": -0.01597784473232655, "net": -0.0077515265195238214 }, "Core + trend": { "equity": 3.432504965851164, "drawdown": -0.014795455743613961, "net": -0.006586343819199536 }, "60/40 monthly": { "equity": 4.474383976215733, "drawdown": -0.00896508465866297, "net": -0.004886196576664115 }, "SPY buy & hold": { "equity": 7.560697976763972, "drawdown": -0.013078104064990326, "net": -0.0047518903395386 }, "BIL reserve": { "equity": 1.2488246324072565, "drawdown": 0.0, "net": 0.000218816298960256 } }, { "date": "2026-07-08", "Ensemble trend": { "equity": 2.680746553026827, "drawdown": -0.017667169286898154, "net": -0.001716754592900549 }, "Core + trend": { "equity": 3.425673910785327, "drawdown": -0.016756119037588224, "net": -0.0019901078465428546 }, "60/40 monthly": { "equity": 4.462411200711492, "drawdown": -0.011616944360762327, "net": -0.0026758489141485153 }, "SPY buy & hold": { "equity": 7.537339887237247, "drawdown": -0.016127109602836587, "net": -0.0030894091522385425 }, "BIL reserve": { "equity": 1.2488246324072565, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-07-09", "Ensemble trend": { "equity": 2.6936750568909633, "drawdown": -0.012929648023128348, "net": 0.004822725165696484 }, "Core + trend": { "equity": 3.4441613801704194, "drawdown": -0.011449808039877052, "net": 0.005396739405606477 }, "60/40 monthly": { "equity": 4.489182732665752, "drawdown": -0.005687296157818711, "net": 0.005999342227805071 }, "SPY buy & hold": { "equity": 7.601145404643087, "drawdown": -0.0077983729699472315, "net": 0.008465256756416295 }, "BIL reserve": { "equity": 1.2489611815493034, "drawdown": 0.0, "net": 0.00010934212739188709 } }, { "date": "2026-07-10", "Ensemble trend": { "equity": 2.699703723240993, "drawdown": -0.010720503382295798, "net": 0.0022380822566578917 }, "Core + trend": { "equity": 3.451776100736053, "drawdown": -0.009264215483088312, "net": 0.0022109070177358525 }, "60/40 monthly": { "equity": 4.499530772291063, "drawdown": -0.0033953005158414706, "net": 0.002305105459399881 }, "SPY buy & hold": { "equity": 7.633907239639491, "drawdown": -0.0035218666991861936, "net": 0.004310118179872147 }, "BIL reserve": { "equity": 1.2495073781174917, "drawdown": 0.0, "net": 0.00043732069199364787 } }, { "date": "2026-07-13", "Ensemble trend": { "equity": 2.6733266295222595, "drawdown": -0.020386126232561974, "net": -0.009770366093012517 }, "Core + trend": { "equity": 3.423130786717064, "drawdown": -0.017486051670923652, "net": -0.008298717293071523 }, "60/40 monthly": { "equity": 4.4720915151907485, "drawdown": -0.009472843699883993, "net": -0.00609824857055985 }, "SPY buy & hold": { "equity": 7.575460972398684, "drawdown": -0.011151043403889171, "net": -0.007656140611366324 }, "BIL reserve": { "equity": 1.2495073781174917, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-07-14", "Ensemble trend": { "equity": 2.6872063153706245, "drawdown": -0.015300053819846005, "net": 0.005191915456603136 }, "Core + trend": { "equity": 3.438169401647285, "drawdown": -0.013169637881001561, "net": 0.00439323410854664 }, "60/40 monthly": { "equity": 4.4866450327119916, "drawdown": -0.0062493733671518115, "net": 0.003254297787021576 }, "SPY buy & hold": { "equity": 7.602358691363663, "drawdown": -0.007639998804722881, "net": 0.0035506379166867497 }, "BIL reserve": { "equity": 1.2496439272595388, "drawdown": 0.0, "net": 0.00010928238155161196 } }, { "date": "2026-07-15", "Ensemble trend": { "equity": 2.693375289293651, "drawdown": -0.013039494868624213, "net": 0.002295683025058448 }, "Core + trend": { "equity": 3.447535131457852, "drawdown": -0.010481467095687091, "net": 0.002724045477829007 }, "60/40 monthly": { "equity": 4.501809386227778, "drawdown": -0.0028906084773681062, "net": 0.0033798870659977887 }, "SPY buy & hold": { "equity": 7.6324916353474554, "drawdown": -0.003706650018938329, "net": 0.003963630921285599 }, "BIL reserve": { "equity": 1.2497803712829236, "drawdown": 0.0, "net": 0.00010918632132606021 } }, { "date": "2026-07-16", "Ensemble trend": { "equity": 2.6760041847665583, "drawdown": -0.019404962825095073, "net": -0.006449567052962846 }, "Core + trend": { "equity": 3.4296707575064804, "drawdown": -0.015608935976951233, "net": -0.005181781554120746 }, "60/40 monthly": { "equity": 4.4857520012953636, "drawdown": -0.006447171615822311, "net": -0.003566873573443319 }, "SPY buy & hold": { "equity": 7.591134087750867, "drawdown": -0.00910518192838472, "net": -0.005418616825605627 }, "BIL reserve": { "equity": 1.2499170255436332, "drawdown": 0.0, "net": 0.00010934262039108411 } }, { "date": "2026-07-17", "Ensemble trend": { "equity": 2.662783765325035, "drawdown": -0.024249453639992424, "net": -0.004940358283735846 }, "Core + trend": { "equity": 3.411532174102708, "drawdown": -0.02081510901196637, "net": -0.005288724395504318 }, "60/40 monthly": { "equity": 4.460840613577304, "drawdown": -0.011964814971742621, "net": -0.005553447384266108 }, "SPY buy & hold": { "equity": 7.5160031173005875, "drawdown": -0.018912265881229517, "net": -0.009897199757215702 }, "BIL reserve": { "equity": 1.2501902289463893, "drawdown": 0.0, "net": 0.0002185772312663925 } }, { "date": "2026-07-20", "Ensemble trend": { "equity": 2.658872736122289, "drawdown": -0.025682611274158607, "net": -0.0014687746161275994 }, "Core + trend": { "equity": 3.4056490941196644, "drawdown": -0.022503682573019046, "net": -0.0017244685621617961 }, "60/40 monthly": { "equity": 4.450877258550466, "drawdown": -0.014171606511767965, "net": -0.002233515135356412 }, "SPY buy & hold": { "equity": 7.503869631386657, "drawdown": -0.02049608829541394, "net": -0.0016143534967411055 }, "BIL reserve": { "equity": 1.2503266729697744, "drawdown": 0.0, "net": 0.00010913860964989475 } }, { "date": "2026-07-21", "Ensemble trend": { "equity": 2.683868895744374, "drawdown": -0.016523017947145058, "net": 0.009401036492833192 }, "Core + trend": { "equity": 3.4292242228480636, "drawdown": -0.01573710126120187, "net": 0.006922359901701203 }, "60/40 monthly": { "equity": 4.4692121780573375, "drawdown": -0.010110590403657693, "net": 0.004119394546692634 }, "SPY buy & hold": { "equity": 7.566461862071922, "drawdown": -0.012325725827748935, "net": 0.008341327043244195 }, "BIL reserve": { "equity": 1.2503266729697744, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-07-22", "Ensemble trend": { "equity": 2.683559865133022, "drawdown": -0.01663625913172606, "net": -0.00011514370610354874 }, "Core + trend": { "equity": 3.4260037164826644, "drawdown": -0.01666145753673931, "net": -0.0009391355467344153 }, "60/40 monthly": { "equity": 4.462127501074994, "drawdown": -0.01167978122204516, "net": -0.0015852183114347662 }, "SPY buy & hold": { "equity": 7.557663831900278, "drawdown": -0.013474160620961961, "net": -0.001162766737217713 }, "BIL reserve": { "equity": 1.2505998763725306, "drawdown": 0.0, "net": 0.00021850561830150106 } }, { "date": "2026-07-23", "Ensemble trend": { "equity": 2.6635658472180435, "drawdown": -0.023962867532498988, "net": -0.007450557811195746 }, "Core + trend": { "equity": 3.3990456058462453, "drawdown": -0.024399029184208332, "net": -0.007868675245949808 }, "60/40 monthly": { "equity": 4.423758627386109, "drawdown": -0.020178133998680736, "net": -0.008598784700715512 }, "SPY buy & hold": { "equity": 7.464332323225017, "drawdown": -0.025657018576053514, "net": -0.012349253784127878 }, "BIL reserve": { "equity": 1.2505998763725306, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-07-24", "Ensemble trend": { "equity": 2.6608168799167617, "drawdown": -0.02497019917582688, "net": -0.0010320628281644817 }, "Core + trend": { "equity": 3.398503101136506, "drawdown": -0.02455473998743596, "net": -0.00015960501053768894 }, "60/40 monthly": { "equity": 4.429846544167106, "drawdown": -0.018829716401144947, "net": 0.001376186472586971 }, "SPY buy & hold": { "equity": 7.471915829259745, "drawdown": -0.024667119471945664, "net": 0.0010159657563921787 }, "BIL reserve": { "equity": 1.2510095237986718, "drawdown": 0.0, "net": 0.00032756074415218883 } }, { "date": "2026-07-27", "Ensemble trend": { "equity": 2.665969513467846, "drawdown": -0.023082068014696033, "net": 0.0019364855920658286 }, "Core + trend": { "equity": 3.403914084305907, "drawdown": -0.023001668612325332, "net": 0.0015921666122920008 }, "60/40 monthly": { "equity": 4.435081402525559, "drawdown": -0.017670243401583408, "net": 0.0011817245374663443 }, "SPY buy & hold": { "equity": 7.473534369831406, "drawdown": -0.02445584623572583, "net": 0.00021661654234961247 }, "BIL reserve": { "equity": 1.2511461780593807, "drawdown": 0.0, "net": 0.00010923518814953681 } }, { "date": "2026-07-28", "Ensemble trend": { "equity": 2.6597358232570003, "drawdown": -0.025366341603967113, "net": -0.002338245122217142 }, "Core + trend": { "equity": 3.4034052513177384, "drawdown": -0.023147714889664606, "net": -0.00014948467427966516 }, "60/40 monthly": { "equity": 4.446755566069897, "drawdown": -0.015084523503303804, "net": 0.002632232079819552 }, "SPY buy & hold": { "equity": 7.491431741053286, "drawdown": -0.02211964558430002, "net": 0.0023947666975516757 }, "BIL reserve": { "equity": 1.2512826220827655, "drawdown": 0.0, "net": 0.00010905522134629919 } }, { "date": "2026-07-29", "Ensemble trend": { "equity": 2.6399437259665195, "drawdown": -0.03261895820629179, "net": -0.007441377116259695 }, "Core + trend": { "equity": 3.371711045960121, "drawdown": -0.0322446500596264, "net": -0.009312498223755794 }, "60/40 monthly": { "equity": 4.397855452588688, "drawdown": -0.025915449074653596, "net": -0.01099680716752971 }, "SPY buy & hold": { "equity": 7.376157747143334, "drawdown": -0.03716672575748581, "net": -0.015387445003102296 }, "BIL reserve": { "equity": 1.2514192763434746, "drawdown": 0.0, "net": 0.00010921134705887958 } }, { "date": "2026-07-30", "Ensemble trend": { "equity": 2.6817499048547977, "drawdown": -0.017299501019169328, "net": 0.015836011380497172 }, "Core + trend": { "equity": 3.4163131040959955, "drawdown": -0.01944287677865031, "net": 0.013228315691321102 }, "60/40 monthly": { "equity": 4.443277500802267, "drawdown": -0.01585488298438098, "net": 0.010328226723969047 }, "SPY buy & hold": { "equity": 7.499824517373846, "drawdown": -0.02102410986208203, "net": 0.01676574369337569 }, "BIL reserve": { "equity": 1.2515559306041837, "drawdown": 0.0, "net": 0.0001091994212429892 } }, { "date": "2026-07-31", "Ensemble trend": { "equity": 2.684763952606424, "drawdown": -0.016195033289306382, "net": 0.001123910826348773 }, "Core + trend": { "equity": 3.4241115879787167, "drawdown": -0.01720454010149952, "net": 0.002282719307364234 }, "60/40 monthly": { "equity": 4.457949590019748, "drawdown": -0.01260515011102481, "net": 0.0033020870775752886 }, "SPY buy & hold": { "equity": 7.553822272875265, "drawdown": -0.013975611509221775, "net": 0.007199869193782904 }, "BIL reserve": { "equity": 1.2519654729116627, "drawdown": 0.0, "net": 0.0003272265325620083 } }, { "date": "2026-08-03", "Ensemble trend": { "equity": 2.6986133384439506, "drawdown": -0.01112006401328336, "net": 0.005158511542171729 }, "Core + trend": { "equity": 3.4487326960187494, "drawdown": -0.010137739684022873, "net": 0.00719050983223557 }, "60/40 monthly": { "equity": 4.500327903381846, "drawdown": -0.003218743307682792, "net": 0.009506234313858775 }, "SPY buy & hold": { "equity": 7.661411292610677, "drawdown": 0.0, "net": 0.014242990614400597 }, "BIL reserve": { "equity": 1.2521434388065706, "drawdown": 0.0, "net": 0.00014214920359911787 } }, { "date": "2026-08-04", "Ensemble trend": { "equity": 2.7278885990616497, "drawdown": -0.00039243681556211385, "net": 0.010848260549464195 }, "Core + trend": { "equity": 3.4898879599093395, "drawdown": 0.0, "net": 0.011933445563380607 }, "60/40 monthly": { "equity": 4.5582560316306875, "drawdown": 0.0, "net": 0.012871979440722381 }, "SPY buy & hold": { "equity": 7.799538510180967, "drawdown": 0.0, "net": 0.01802895214665101 }, "BIL reserve": { "equity": 1.2521434388065706, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-08-05", "Ensemble trend": { "equity": 2.7301051012896926, "drawdown": 0.0, "net": 0.0008125339974680568 }, "Core + trend": { "equity": 3.4896359638394183, "drawdown": -7.220749571790197e-05, "net": -7.220749571790197e-05 }, "60/40 monthly": { "equity": 4.553749802841952, "drawdown": -0.0009885861516916172, "net": -0.0009885861516916172 }, "SPY buy & hold": { "equity": 7.783966244260426, "drawdown": -0.0019965624761277834, "net": -0.0019965624761277834 }, "BIL reserve": { "equity": 1.252280408423266, "drawdown": 0.0, "net": 0.00010938811996319409 } }, { "date": "2026-08-06", "Ensemble trend": { "equity": 2.7262918371156712, "drawdown": -0.0013967462909101336, "net": -0.0013967462909101336 }, "Core + trend": { "equity": 3.48292667357286, "drawdown": -0.0019947019550335954, "net": -0.0019226332878504726 }, "60/40 monthly": { "equity": 4.542537363266936, "drawdown": -0.003448395231570145, "net": -0.0024622432194273403 }, "SPY buy & hold": { "equity": 7.771528972635224, "drawdown": -0.0035911788254114896, "net": -0.0015978064697251826 }, "BIL reserve": { "equity": 1.2525543476566565, "drawdown": 0.0, "net": 0.00021875231102241877 } }, { "date": "2026-08-07", "Ensemble trend": { "equity": 2.741929260933976, "drawdown": 0.0, "net": 0.005735784997562332 }, "Core + trend": { "equity": 3.5005318235447405, "drawdown": 0.0, "net": 0.005054700147855806 }, "60/40 monthly": { "equity": 4.563813448952639, "drawdown": 0.0, "net": 0.004683744784963473 }, "SPY buy & hold": { "equity": 7.819054421974506, "drawdown": 0.0, "net": 0.0061153280785064545 }, "BIL reserve": { "equity": 1.2529653616254048, "drawdown": 0.0, "net": 0.0003281406268056397 } }, { "date": "2026-08-10", "Ensemble trend": { "equity": 2.738188203844943, "drawdown": -0.0013643886231253788, "net": -0.0013643886231253788 }, "Core + trend": { "equity": 3.4949834500557553, "drawdown": -0.0015850087268645119, "net": -0.0015850087268645119 }, "60/40 monthly": { "equity": 4.555320967874218, "drawdown": -0.0018608300215187112, "net": -0.0018608300215187112 }, "SPY buy & hold": { "equity": 7.816728697964998, "drawdown": -0.0002974431285415191, "net": -0.0002974431285415191 }, "BIL reserve": { "equity": 1.2529653616254048, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-08-11", "Ensemble trend": { "equity": 2.7368968024685496, "drawdown": -0.0018353713704898356, "net": -0.00047162622882546135 }, "Core + trend": { "equity": 3.4916114604039135, "drawdown": -0.0025482879717956264, "net": -0.0009648084747834185 }, "60/40 monthly": { "equity": 4.548350780693277, "drawdown": -0.00338810261030964, "net": -0.0015301198818035155 }, "SPY buy & hold": { "equity": 7.791752686574781, "drawdown": -0.003491692719646222, "net": -0.003195199981383512 }, "BIL reserve": { "equity": 1.2531022261234381, "drawdown": 0.0, "net": 0.00010923246741301185 } }, { "date": "2026-08-12", "Ensemble trend": { "equity": 2.74582722128592, "drawdown": 0.0, "net": 0.0032629724326163068 }, "Core + trend": { "equity": 3.5004659878542075, "drawdown": -1.88073395276378e-05, "net": 0.0025359429451723425 }, "60/40 monthly": { "equity": 4.557080899904992, "drawdown": -0.001475202508374407, "net": 0.0019194032370528635 }, "SPY buy & hold": { "equity": 7.81126797966015, "drawdown": -0.0009958291494267524, "net": 0.0025046088948632583 }, "BIL reserve": { "equity": 1.2533761653568294, "drawdown": 0.0, "net": 0.00021860884745095177 } }, { "date": "2026-08-13", "Ensemble trend": { "equity": 2.7512181812778076, "drawdown": 0.0, "net": 0.00196332819126277 }, "Core + trend": { "equity": 3.5136116657170704, "drawdown": 0.0, "net": 0.0037554079681034747 }, "60/40 monthly": { "equity": 4.58311771228184, "drawdown": 0.0, "net": 0.005713484783074874 }, "SPY buy & hold": { "equity": 7.8657712197361285, "drawdown": 0.0, "net": 0.006977515074108265 }, "BIL reserve": { "equity": 1.2533761653568294, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-08-14", "Ensemble trend": { "equity": 2.7500998337320897, "drawdown": -0.00040649176911100593, "net": -0.00040649176911100593 }, "Core + trend": { "equity": 3.508933796118945, "drawdown": -0.0013313564625734298, "net": -0.0013313564625734298 }, "60/40 monthly": { "equity": 4.572638909569896, "drawdown": -0.0022863917904317743, "net": -0.0022863917904317743 }, "SPY buy & hold": { "equity": 7.850198953815588, "drawdown": -0.0019797506799419384, "net": -0.0019797506799419384 }, "BIL reserve": { "equity": 1.2536501045902202, "drawdown": 0.0, "net": 0.0002185610680676131 } }, { "date": "2026-08-17", "Ensemble trend": { "equity": 2.7493659726755366, "drawdown": -0.0006732321757958459, "net": -0.00026684887855754624 }, "Core + trend": { "equity": 3.5021103317810223, "drawdown": -0.0032733651382902407, "net": -0.0019445976283364308 }, "60/40 monthly": { "equity": 4.555498707405385, "drawdown": -0.006026248202711804, "net": -0.003748426784507153 }, "SPY buy & hold": { "equity": 7.813088219095101, "drawdown": -0.006697753998850087, "net": -0.004727362317670902 }, "BIL reserve": { "equity": 1.2539240438236108, "drawdown": 0.0, "net": 0.00021851330956512705 } }, { "date": "2026-08-18", "Ensemble trend": { "equity": 2.7293546841748397, "drawdown": -0.007946842330335713, "net": -0.007278510281853556 }, "Core + trend": { "equity": 3.483273217697686, "drawdown": -0.008634547840161821, "net": -0.00537878944372272 }, "60/40 monthly": { "equity": 4.538109251648844, "drawdown": -0.00982048977541683, "net": -0.003817245239971734 }, "SPY buy & hold": { "equity": 7.760304987730598, "drawdown": -0.013408250641831931, "net": -0.00675574496080833 }, "BIL reserve": { "equity": 1.254060908321644, "drawdown": 0.0, "net": 0.00010914895420288673 } }, { "date": "2026-08-19", "Ensemble trend": { "equity": 2.739753755724738, "drawdown": -0.00416703612642777, "net": 0.003810084343450759 }, "Core + trend": { "equity": 3.4952730718055296, "drawdown": -0.005219300155015372, "net": 0.003444993647605754 }, "60/40 monthly": { "equity": 4.552389603054749, "drawdown": -0.0067046301570535816, "net": 0.0031467623660041966 }, "SPY buy & hold": { "equity": 7.776584437088986, "drawdown": -0.011338593528294139, "net": 0.0020977847370853286 }, "BIL reserve": { "equity": 1.2541979830570014, "drawdown": 0.0, "net": 0.00010930468723469033 } }, { "date": "2026-08-20", "Ensemble trend": { "equity": 2.7341338156935984, "drawdown": -0.006209745813861245, "net": -0.0020512573509193777 }, "Core + trend": { "equity": 3.4802815929046496, "drawdown": -0.009485986495783916, "net": -0.004289072296470464 }, "60/40 monthly": { "equity": 4.521697668025043, "drawdown": -0.013401367390630914, "net": -0.006741939444091183 }, "SPY buy & hold": { "equity": 7.711262465959468, "drawdown": -0.019643179220491414, "net": -0.008399827926766523 }, "BIL reserve": { "equity": 1.2541979830570014, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-08-21", "Ensemble trend": { "equity": 2.7460540032272136, "drawdown": -0.001877051440607902, "net": 0.004359767420743843 }, "Core + trend": { "equity": 3.4905395170226496, "drawdown": -0.006566505035129566, "net": 0.00294744084470433 }, "60/40 monthly": { "equity": 4.529735826896289, "drawdown": -0.011647504763514616, "net": 0.0017776860509908232 }, "SPY buy & hold": { "equity": 7.742811014235294, "drawdown": -0.015632313992595237, "net": 0.004091229991858514 }, "BIL reserve": { "equity": 1.2546087867884257, "drawdown": 0.0, "net": 0.0003275429692710663 } }, { "date": "2026-08-24", "Ensemble trend": { "equity": 2.740158704426589, "drawdown": -0.004019847254019604, "net": -0.002146825515338069 }, "Core + trend": { "equity": 3.4851864713041363, "drawdown": -0.008090021640776102, "net": -0.0015335869118248135 }, "60/40 monthly": { "equity": 4.525062465320416, "drawdown": -0.012667195260084085, "net": -0.0010317073124052056 }, "SPY buy & hold": { "equity": 7.720059258714771, "drawdown": -0.018524815552192653, "net": -0.0029384361156037375 }, "BIL reserve": { "equity": 1.2547458615237828, "drawdown": 0.0, "net": 0.0001092569546783384 } }, { "date": "2026-08-25", "Ensemble trend": { "equity": 2.7511791199015074, "drawdown": -1.4197847544639153e-05, "net": 0.004021816494466313 }, "Core + trend": { "equity": 3.4989586984295573, "drawdown": -0.00417034341913336, "net": 0.003951647132460989 }, "60/40 monthly": { "equity": 4.543308429138258, "drawdown": -0.008686070409429258, "net": 0.00403220153482442 }, "SPY buy & hold": { "equity": 7.744732103101887, "drawdown": -0.015388079980071079, "net": 0.003195939766817757 }, "BIL reserve": { "equity": 1.254882831140478, "drawdown": 0.0, "net": 0.000109161242045408 } }, { "date": "2026-08-26", "Ensemble trend": { "equity": 2.7465319816607283, "drawdown": -0.0017033180606935705, "net": -0.0016891441953607034 }, "Core + trend": { "equity": 3.4949813030003622, "drawdown": -0.005302339725954397, "net": -0.0011367368900296881 }, "60/40 monthly": { "equity": 4.540383404488922, "drawdown": -0.009324287630317452, "net": -0.0006438093946201651 }, "SPY buy & hold": { "equity": 7.746451493105191, "drawdown": -0.015169488572404743, "net": 0.00022200767959623668 }, "BIL reserve": { "equity": 1.2550196956385116, "drawdown": 0.0, "net": 0.00010906555945866536 } }, { "date": "2026-08-27", "Ensemble trend": { "equity": 2.751855656858783, "drawdown": 0.0, "net": 0.0019383263088148528 }, "Core + trend": { "equity": 3.5045643395653077, "drawdown": -0.0025749362799649678, "net": 0.0027419421548031675 }, "60/40 monthly": { "equity": 4.557042521950574, "drawdown": -0.005689400091424601, "net": 0.0036690992758854346 }, "SPY buy & hold": { "equity": 7.797212786171456, "drawdown": -0.008716047244375913, "net": 0.006552844629756693 }, "BIL reserve": { "equity": 1.2550196956385116, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-08-28", "Ensemble trend": { "equity": 2.7436018175607617, "drawdown": -0.002999372179078197, "net": -0.002999372179078197 }, "Core + trend": { "equity": 3.4942353863916256, "drawdown": -0.005514633137891356, "net": -0.002947285931398591 }, "60/40 monthly": { "equity": 4.543556917895689, "drawdown": -0.008631852129858286, "net": -0.00295928861535244 }, "SPY buy & hold": { "equity": 7.779517113812865, "drawdown": -0.010965753199996708, "net": -0.0022694869107554583 }, "BIL reserve": { "equity": 1.2552938451092266, "drawdown": 0.0, "net": 0.00021844236522161609 } }, { "date": "2026-08-31", "Ensemble trend": { "equity": 2.739527865241579, "drawdown": -0.004479810409560359, "net": -0.0014848919741584643 }, "Core + trend": { "equity": 3.487803105103128, "drawdown": -0.00734530820971524, "net": -0.0018408265549448855 }, "60/40 monthly": { "equity": 4.533101495477203, "drawdown": -0.010913142525360797, "net": -0.0023011536132199195 }, "SPY buy & hold": { "equity": 7.756259873717783, "drawdown": -0.013922518588332378, "net": -0.002989548034258882 }, "BIL reserve": { "equity": 1.2554308147259219, "drawdown": 0.0, "net": 0.0001091135890047834 } }, { "date": "2026-09-01", "Ensemble trend": { "equity": 2.7255904243658793, "drawdown": -0.009544553119070653, "net": -0.005087533896820151 }, "Core + trend": { "equity": 3.4698019623473932, "drawdown": -0.012468567257200469, "net": -0.005161169427653878 }, "60/40 monthly": { "equity": 4.508080229039267, "drawdown": -0.016372584767239795, "net": -0.005519679288650381 }, "SPY buy & hold": { "equity": 7.7029711577787205, "drawdown": -0.020697279060052476, "net": -0.006870413937474118 }, "BIL reserve": { "equity": 1.2555679945799414, "drawdown": 0.0, "net": 0.00010926914682229949 } }, { "date": "2026-09-02", "Ensemble trend": { "equity": 2.734748990772713, "drawdown": -0.006216411112782372, "net": 0.003360213744867613 }, "Core + trend": { "equity": 3.4806301689497934, "drawdown": -0.009386779162046666, "net": 0.0031206987372485173 }, "60/40 monthly": { "equity": 4.5219263407310955, "drawdown": -0.013351472816585885, "net": 0.0030713986859942644 }, "SPY buy & hold": { "equity": 7.737148597067158, "drawdown": -0.016352194727738967, "net": 0.004436916429827686 }, "BIL reserve": { "equity": 1.2557054897899473, "drawdown": 0.0, "net": 0.00010950837437673222 } }, { "date": "2026-09-03", "Ensemble trend": { "equity": 2.7515244664482617, "drawdown": -0.00012035166513757467, "net": 0.006134192107630554 }, "Core + trend": { "equity": 3.5029813868077357, "drawdown": -0.003025456402327098, "net": 0.006421600909322089 }, "60/40 monthly": { "equity": 4.553061426480222, "drawdown": -0.006558043604481978, "net": 0.006885358894212601 }, "SPY buy & hold": { "equity": 7.81814430225703, "drawdown": -0.0060549583948737995, "net": 0.010468417941536634 }, "BIL reserve": { "equity": 1.2559801648539728, "drawdown": 0.0, "net": 0.00021874162871693414 } }, { "date": "2026-09-04", "Ensemble trend": { "equity": 2.7539134497154456, "drawdown": 0.0, "net": 0.0008682398780439637 }, "Core + trend": { "equity": 3.500229104095726, "drawdown": -0.003808776522437163, "net": -0.0007856972127727735 }, "60/40 monthly": { "equity": 4.54161306393834, "drawdown": -0.009055985673742661, "net": -0.0025144318227950935 }, "SPY buy & hold": { "equity": 7.788011358273238, "drawdown": -0.009885853438984071, "net": -0.0038542322600892964 }, "BIL reserve": { "equity": 1.2563923351280042, "drawdown": 0.0, "net": 0.00032816622870734946 } }, { "date": "2026-09-08", "Ensemble trend": { "equity": 2.7456471105136093, "drawdown": -0.003001669933632267, "net": -0.003001669933632267 }, "Core + trend": { "equity": 3.488532772408358, "drawdown": -0.007137639470352397, "net": -0.0033415903186685414 }, "60/40 monthly": { "equity": 4.524474370567055, "drawdown": -0.01279551287928582, "net": -0.0037737017949350804 }, "SPY buy & hold": { "equity": 7.745238206384617, "drawdown": -0.015323737493035727, "net": -0.005492178930014413 }, "BIL reserve": { "equity": 1.2565297252193475, "drawdown": 0.0, "net": 0.00010935285698732145 } }, { "date": "2026-09-09", "Ensemble trend": { "equity": 2.7349609599335776, "drawdown": -0.006882020850664805, "net": -0.003892033517021276 }, "Core + trend": { "equity": 3.474963780395175, "drawdown": -0.01099947546821689, "net": -0.0038895985499988184 }, "60/40 monthly": { "equity": 4.506598965140133, "drawdown": -0.016695784822775228, "net": -0.003950824772752992 }, "SPY buy & hold": { "equity": 7.70924052766123, "drawdown": -0.01990023453544454, "net": -0.004647717444469679 }, "BIL reserve": { "equity": 1.2565297252193475, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-09-10", "Ensemble trend": { "equity": 2.718749956549232, "drawdown": -0.012768554207775562, "net": -0.005927325333645483 }, "Core + trend": { "equity": 3.4531034775635447, "drawdown": -0.017221080162020952, "net": -0.006290800196238067 }, "60/40 monthly": { "equity": 4.476417111690618, "drawdown": -0.023281226293901613, "net": -0.006697257440251514 }, "SPY buy & hold": { "equity": 7.663029214474166, "drawdown": -0.025775222746532322, "net": -0.005994275703456675 }, "BIL reserve": { "equity": 1.2566671153106912, "drawdown": 0.0, "net": 0.00010934090024794507 } }, { "date": "2026-09-11", "Ensemble trend": { "equity": 2.7342902722669344, "drawdown": -0.00712556070000625, "net": 0.005715978286369161 }, "Core + trend": { "equity": 3.4705745577431673, "drawdown": -0.012248680864144434, "net": 0.005059529867303514 }, "60/40 monthly": { "equity": 4.496832244452975, "drawdown": -0.01882680595299524, "net": 0.004560596622919855 }, "SPY buy & hold": { "equity": 7.728351185603685, "drawdown": -0.017470637054334825, "net": 0.008524301461116268 }, "BIL reserve": { "equity": 1.2570792855847224, "drawdown": 0.0, "net": 0.00032798683836743336 } }, { "date": "2026-09-14", "Ensemble trend": { "equity": 2.718144644993953, "drawdown": -0.012988354708528993, "net": -0.005904869514675171 }, "Core + trend": { "equity": 3.4550332669727197, "drawdown": -0.016671847750253876, "net": -0.0044780166833684465 }, "60/40 monthly": { "equity": 4.482876381686038, "drawdown": -0.02187186471933178, "net": -0.0031034875237232473 }, "SPY buy & hold": { "equity": 7.693869960603977, "drawdown": -0.021854342610528876, "net": -0.004461653484890804 }, "BIL reserve": { "equity": 1.2570792855847224, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-09-15", "Ensemble trend": { "equity": 2.712208164737884, "drawdown": -0.015144007151666639, "net": -0.0021840192599764663 }, "Core + trend": { "equity": 3.4456842137121986, "drawdown": -0.01933265780838911, "net": -0.002705922790929516 }, "60/40 monthly": { "equity": 4.468066519649143, "drawdown": -0.02510325936520974, "net": -0.003303651668245644 }, "SPY buy & hold": { "equity": 7.6585800840266085, "drawdown": -0.026340854561044624, "net": -0.004586752409134642 }, "BIL reserve": { "equity": 1.2572166756760659, "drawdown": 0.0, "net": 0.0001092930994242014 } }, { "date": "2026-09-16", "Ensemble trend": { "equity": 2.7064444830084, "drawdown": -0.01723691305983155, "net": -0.002125088259971819 }, "Core + trend": { "equity": 3.4367954379265377, "drawdown": -0.021862469475509294, "net": -0.002579683811501865 }, "60/40 monthly": { "equity": 4.454179086416075, "drawdown": -0.028133387349016825, "net": -0.0031081527483968197 }, "SPY buy & hold": { "equity": 7.624806661172917, "drawdown": -0.030634575025345723, "net": -0.0044098804847823025 }, "BIL reserve": { "equity": 1.2572166756760659, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-09-17", "Ensemble trend": { "equity": 2.7257000272765803, "drawdown": -0.01024484717984897, "net": 0.007114701368925447 }, "Core + trend": { "equity": 3.464554976939931, "drawdown": -0.013961898309877152, "net": 0.008077157781069655 }, "60/40 monthly": { "equity": 4.495153994452758, "drawdown": -0.019192986816235824, "net": 0.00919920533991192 }, "SPY buy & hold": { "equity": 7.711262465959466, "drawdown": -0.019643179220491636, "net": 0.011338753705953053 }, "BIL reserve": { "equity": 1.2574914558587535, "drawdown": 0.0, "net": 0.0002185623114965285 } }, { "date": "2026-09-18", "Ensemble trend": { "equity": 2.7210391173392448, "drawdown": -0.011937315016053884, "net": -0.001709986385402984 }, "Core + trend": { "equity": 3.459629567416303, "drawdown": -0.015363706475442496, "net": -0.001421657198806714 }, "60/40 monthly": { "equity": 4.490310285192071, "drawdown": -0.020249845828978708, "net": -0.001077540228135554 }, "SPY buy & hold": { "equity": 7.721186544999771, "drawdown": -0.01838150013485995, "net": 0.0012869590529585029 }, "BIL reserve": { "equity": 1.2577662360414412, "drawdown": 0.0, "net": 0.00021851455245069928 } }, { "date": "2026-09-21", "Ensemble trend": { "equity": 2.743487030682319, "drawdown": -0.003786037296925393, "net": 0.008249757675304892 }, "Core + trend": { "equity": 3.4926620891179145, "drawdown": -0.0059624052377685866, "net": 0.009547993812031308 }, "60/40 monthly": { "equity": 4.540117308940765, "drawdown": -0.009382347572230776, "net": 0.011092111810835137 }, "SPY buy & hold": { "equity": 7.840903482275587, "drawdown": -0.003161512935711208, "net": 0.015504992215651825 }, "BIL reserve": { "equity": 1.258041016224129, "drawdown": 0.0, "net": 0.00021846681427262205 } }, { "date": "2026-09-22", "Ensemble trend": { "equity": 2.747135861287718, "drawdown": -0.002461075321168016, "net": 0.0013299973955014366 }, "Core + trend": { "equity": 3.494897648001254, "drawdown": -0.005326148560585886, "net": 0.000640073052101009 }, "60/40 monthly": { "equity": 4.539865141354474, "drawdown": -0.009437368543133373, "net": -5.5542086058957274e-05 }, "SPY buy & hold": { "equity": 7.839687102014164, "drawdown": -0.003316155147827904, "net": -0.00015513266604716414 }, "BIL reserve": { "equity": 1.258041016224129, "drawdown": 0.0, "net": 0.0 } }, { "date": "2026-09-23", "Ensemble trend": { "equity": 2.725440322516114, "drawdown": -0.010339151073274877, "net": -0.00789751212429457 }, "Core + trend": { "equity": 3.466329989713482, "drawdown": -0.013456716479206987, "net": -0.008174104413074867 }, "60/40 monthly": { "equity": 4.501296880905644, "drawdown": -0.017852657625819224, "net": -0.008495463906516454 }, "SPY buy & hold": { "equity": 7.783224413165079, "drawdown": -0.010494432683718302, "net": -0.00720216101922988 }, "BIL reserve": { "equity": 1.2583156912881541, "drawdown": 0.0, "net": 0.00021833553952776974 } }, { "date": "2026-09-24", "Ensemble trend": { "equity": 2.720997001538749, "drawdown": -0.011952608089443872, "net": -0.0016303130692890688 }, "Core + trend": { "equity": 3.458962655420124, "drawdown": -0.015553514587330897, "net": -0.0021253989998702982 }, "60/40 monthly": { "equity": 4.489624027252591, "drawdown": -0.020399581878227657, "net": -0.0025932201234202257 }, "SPY buy & hold": { "equity": 7.776838107438517, "drawdown": -0.011306343626479753, "net": -0.000820521854125067 }, "BIL reserve": { "equity": 1.2581784063154724, "drawdown": -0.00010910217017268131, "net": -0.00010910217017268131 } }, { "date": "2026-09-25", "Ensemble trend": { "equity": 2.7344340617169345, "drawdown": -0.0070733479298428215, "net": 0.004938285551431054 }, "Core + trend": { "equity": 3.475507294776157, "drawdown": -0.010844787234942421, "net": 0.004783121705609572 }, "60/40 monthly": { "equity": 4.5107021776784935, "drawdown": -0.01580049633228653, "net": 0.004694858700406757 }, "SPY buy & hold": { "equity": 7.819108868293429, "drawdown": -0.005932330109680528, "net": 0.005435468794763754 }, "BIL reserve": { "equity": 1.2587279666808475, "drawdown": 0.0, "net": 0.00043679049220402 } }, { "date": "2026-09-28", "Ensemble trend": { "equity": 2.7200182019571546, "drawdown": -0.012308029419658584, "net": -0.005271971981920198 }, "Core + trend": { "equity": 3.4550110605556004, "drawdown": -0.016678167861646886, "net": -0.005897335980667773 }, "60/40 monthly": { "equity": 4.480877164099043, "drawdown": -0.02230807816888769, "net": -0.006612055596807331 }, "SPY buy & hold": { "equity": 7.760923077192022, "drawdown": -0.013329671003020072, "net": -0.007441486246259066 }, "BIL reserve": { "equity": 1.2588652516535288, "drawdown": 0.0, "net": 0.0001090664355725135 } }, { "date": "2026-09-29", "Ensemble trend": { "equity": 2.7179570459537015, "drawdown": -0.013056475600371376, "net": -0.0007577728715086884 }, "Core + trend": { "equity": 3.4511905354039643, "drawdown": -0.017765517721312296, "net": -0.001105792451796539 }, "60/40 monthly": { "equity": 4.47421494202619, "drawdown": -0.02376172227996942, "net": -0.0014868120300709498 }, "SPY buy & hold": { "equity": 7.7466302997662035, "drawdown": -0.015146756324540211, "net": -0.0018416336927525867 }, "BIL reserve": { "equity": 1.2591401369548785, "drawdown": 0.0, "net": 0.00021835959090021895 } }, { "date": "2026-09-30", "Ensemble trend": { "equity": 2.709807509277194, "drawdown": -0.01601573224561903, "net": -0.0029984052502375347 }, "Core + trend": { "equity": 3.442819334384823, "drawdown": -0.02014802376226743, "net": -0.0024255980460267113 }, "60/40 monthly": { "equity": 4.46584278980595, "drawdown": -0.02558845961159073, "net": -0.0018712002728346055 }, "SPY buy & hold": { "equity": 7.730715269519708, "drawdown": -0.01717008370108064, "net": -0.002054445562863161 }, "BIL reserve": { "equity": 1.2590026417448728, "drawdown": -0.0001091977024401114, "net": -0.0001091977024401114 } }, { "date": "2026-10-01", "Ensemble trend": { "equity": 2.7049990703321125, "drawdown": -0.017761770758767836, "net": -0.0017744577534084538 }, "Core + trend": { "equity": 3.443812331281417, "drawdown": -0.019865409463629247, "net": 0.00028842550251662047 }, "60/40 monthly": { "equity": 4.4764059063893145, "drawdown": -0.023283671201932976, "net": 0.0023653131291312413 }, "SPY buy & hold": { "equity": 7.744501324954628, "drawdown": -0.01541741952489284, "net": 0.0017832832997064507 }, "BIL reserve": { "equity": 1.2594573850770476, "drawdown": 0.0, "net": 0.0003611933105593934 } }, { "date": "2026-10-02", "Ensemble trend": { "equity": 2.718781363625699, "drawdown": -0.012757149682164681, "net": 0.005095119419724847 }, "Core + trend": { "equity": 3.4584853621621483, "drawdown": -0.0156893557967146, "net": 0.00426069409980645 }, "60/40 monthly": { "equity": 4.492275017573836, "drawdown": -0.019821156778182636, "net": 0.003545056350200637 }, "SPY buy & hold": { "equity": 7.801775140214051, "drawdown": -0.008136020961492352, "net": 0.0073954168068735004 }, "BIL reserve": { "equity": 1.2597329010903695, "drawdown": 0.0, "net": 0.0002187577099364013 } } ], "signals": [ { "date": "2008-06-02", "votes": { "SPY": 0.3333333333333333, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.07070813148533152, "weights": { "SPY": 0.09140384837956071, "IEF": 0.4, "GLD": 0.15477572686770572, "EFA": 0.082192806717132, "EEM": 0.10792102094362371, "BIL": 0.16370659709197788 } }, { "date": "2008-07-01", "votes": { "SPY": 0.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.06724840190057257, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.21970427539987206, "EFA": 0.0, "EEM": 0.0, "BIL": 0.38029572460012795 } }, { "date": "2008-08-01", "votes": { "SPY": 0.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05350070405356929, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.1476115498897162, "EFA": 0.0, "EEM": 0.0, "BIL": 0.45238845011028384 } }, { "date": "2008-09-02", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.036335755310479716, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.04318842502846052, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5568115749715394 } }, { "date": "2008-10-01", "votes": { "SPY": 0.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.045182425285257524, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.05479014531588382, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5452098546841162 } }, { "date": "2008-11-03", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.040412647857138134, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2008-12-01", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.04533063990395007, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2009-01-02", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05032443724853393, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.03669911615739859, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5633008838426014 } }, { "date": "2009-02-02", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.050255540902313184, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.03587169810563881, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5641283018943613 } }, { "date": "2009-03-02", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.06043436952261813, "weights": { "SPY": 0.0, "IEF": 0.4000000000000001, "GLD": 0.07669238285226271, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5233076171477372 } }, { "date": "2009-04-01", "votes": { "SPY": 0.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08964938082376468, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.20062559942160546, "EFA": 0.0, "EEM": 0.025171471293730527, "BIL": 0.37420292928466414 } }, { "date": "2009-05-01", "votes": { "SPY": 0.3333333333333333, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.04227752330562486, "IEF": 0.33361185020535505, "GLD": 0.12463120047199687, "EFA": 0.0751280576979495, "EEM": 0.052643017248140314, "BIL": 0.37170835107093336 } }, { "date": "2009-06-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.08429247776325573, "IEF": 0.14522414664271704, "GLD": 0.18276112654436813, "EFA": 0.07451324504344858, "EEM": 0.059040428057753135, "BIL": 0.4541685759484574 } }, { "date": "2009-07-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.09999999999999996, "weights": { "SPY": 0.10634006638439315, "IEF": 0.16398104781157, "GLD": 0.15191370137980734, "EFA": 0.0909887199898729, "EEM": 0.07398372848254327, "BIL": 0.4127927359518134 } }, { "date": "2009-08-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.1058015272816272, "IEF": 0.14885266908955572, "GLD": 0.24182983097886837, "EFA": 0.0915325307814333, "EEM": 0.074015455474909, "BIL": 0.3379679863936065 } }, { "date": "2009-09-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.12039783654692161, "IEF": 0.3159944755127329, "GLD": 0.18160166177142142, "EFA": 0.10487015768539826, "EEM": 0.08468124554718275, "BIL": 0.19245462293634322 } }, { "date": "2009-10-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.12467369165379162, "IEF": 0.2892355415103089, "GLD": 0.24805275237723728, "EFA": 0.10480468220353838, "EEM": 0.12368304689458044, "BIL": 0.10955028536054347 } }, { "date": "2009-11-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.16495998105928392, "IEF": 0.23308608931582056, "GLD": 0.21051002223532067, "EFA": 0.13162203592100025, "EEM": 0.10519624616141202, "BIL": 0.15462562530716262 } }, { "date": "2009-12-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09781966386758369, "weights": { "SPY": 0.17531362728976382, "IEF": 0.37687981418032873, "GLD": 0.20196954269455064, "EFA": 0.13825755704781761, "EEM": 0.10757945878753923, "BIL": 0.0 } }, { "date": "2010-01-04", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.1906229169042143, "IEF": 0.0, "GLD": 0.177427141964695, "EFA": 0.1478892218466021, "EEM": 0.11372339130252752, "BIL": 0.37033732798196106 } }, { "date": "2010-02-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.09877312469816929, "weights": { "SPY": 0.2176910718860853, "IEF": 0.34480345264843265, "GLD": 0.1931066528352532, "EFA": 0.11159688599719396, "EEM": 0.1328019366330349, "BIL": 0.0 } }, { "date": "2010-03-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.088294545941472, "weights": { "SPY": 0.23314615752727774, "IEF": 0.4, "GLD": 0.12998026002174265, "EFA": 0.11589647145586167, "EEM": 0.09400821357825798, "BIL": 0.026968897416859927 } }, { "date": "2010-04-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.20469934406224702, "IEF": 0.1692274141858041, "GLD": 0.15988627848881606, "EFA": 0.1473277910839384, "EEM": 0.11928193707321383, "BIL": 0.1995772351059807 } }, { "date": "2010-05-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.07283430751734576, "weights": { "SPY": 0.16372511957566036, "IEF": 0.4000000000000001, "GLD": 0.12532101956355796, "EFA": 0.11671663330378977, "EEM": 0.09836661367522158, "BIL": 0.09587061388177033 } }, { "date": "2010-06-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03938939771060806, "weights": { "SPY": 0.0487840302011982, "IEF": 0.4, "GLD": 0.13605615545716568, "EFA": 0.034522260240421564, "EEM": 0.03110998426445216, "BIL": 0.34952756983676236 } }, { "date": "2010-07-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03864100058019185, "weights": { "SPY": 0.04371405452389582, "IEF": 0.4, "GLD": 0.1453047384078534, "EFA": 0.032207004451401434, "EEM": 0.029502628406583006, "BIL": 0.34927157421026644 } }, { "date": "2010-08-02", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.05226779833448165, "weights": { "SPY": 0.0858769051550026, "IEF": 0.4000000000000001, "GLD": 0.10266921953569932, "EFA": 0.06380091551823713, "EEM": 0.09045025987547638, "BIL": 0.2572026999155846 } }, { "date": "2010-09-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.053111593472959684, "weights": { "SPY": 0.04528420947151058, "IEF": 0.4, "GLD": 0.18484946953556466, "EFA": 0.0687194899218016, "EEM": 0.10007454976378104, "BIL": 0.20107228130734212 } }, { "date": "2010-10-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.0586510135221854, "weights": { "SPY": 0.0910182355458887, "IEF": 0.4000000000000001, "GLD": 0.20031849063084142, "EFA": 0.0696861924127918, "EEM": 0.10315798532568923, "BIL": 0.13581909608478884 } }, { "date": "2010-11-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.07693982100455754, "weights": { "SPY": 0.14203619354965205, "IEF": 0.4, "GLD": 0.19008236676041648, "EFA": 0.1084977182057782, "EEM": 0.10757795732660058, "BIL": 0.05180576415755278 } }, { "date": "2010-12-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0993110599919728, "weights": { "SPY": 0.19345131615208344, "IEF": 0.2919421990943334, "GLD": 0.21657209242074169, "EFA": 0.1478549351237066, "EEM": 0.15017945720913478, "BIL": 1.1102230246251565e-16 } }, { "date": "2011-01-03", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.2159806821312166, "IEF": 0.1272987809117157, "GLD": 0.22487568272072908, "EFA": 0.16039846854050113, "EEM": 0.1625295495244119, "BIL": 0.10891683617142567 } }, { "date": "2011-02-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.2658777487555127, "IEF": 0.1345631850201015, "GLD": 0.1539723838497869, "EFA": 0.1875456816008367, "EEM": 0.17995389908389295, "BIL": 0.07808710168986932 } }, { "date": "2011-03-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09999999999999998, "weights": { "SPY": 0.2720097536527143, "IEF": 0.13175292874420322, "GLD": 0.21421431668177437, "EFA": 0.18945490044115723, "EEM": 0.1720071425881648, "BIL": 0.020560957891986198 } }, { "date": "2011-04-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.27304881598240904, "IEF": 0.13382413314032027, "GLD": 0.21067212544219568, "EFA": 0.17888707001622128, "EEM": 0.1681267840860202, "BIL": 0.035441071332833585 } }, { "date": "2011-05-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08582671535447552, "weights": { "SPY": 0.2479025386170327, "IEF": 0.24051288565063456, "GLD": 0.19795778762870042, "EFA": 0.16278686856865543, "EEM": 0.1508399195349769, "BIL": 0.0 } }, { "date": "2011-06-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.06632884527562101, "weights": { "SPY": 0.22610879857184976, "IEF": 0.34463834533157833, "GLD": 0.18984465549879492, "EFA": 0.09942344090994717, "EEM": 0.13998475968782975, "BIL": 0.0 } }, { "date": "2011-07-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.06051571736998093, "weights": { "SPY": 0.20182901227326172, "IEF": 0.38412810907551065, "GLD": 0.19040982179321206, "EFA": 0.13497931126848844, "EEM": 0.0886537455895271, "BIL": 1.1102230246251565e-16 } }, { "date": "2011-08-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.046638416634274045, "weights": { "SPY": 0.13434846229410896, "IEF": 0.39999999999999997, "GLD": 0.21652266152458574, "EFA": 0.04520653424283757, "EEM": 0.09322391659253026, "BIL": 0.11069842534593743 } }, { "date": "2011-09-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.04526839016828354, "weights": { "SPY": 0.0476893947157551, "IEF": 0.4000000000000001, "GLD": 0.18112803142772727, "EFA": 0.035829696444760264, "EEM": 0.0373237506660916, "BIL": 0.2980291267456657 } }, { "date": "2011-10-03", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.053701068492785144, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.1518101698613401, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4481898301386599 } }, { "date": "2011-11-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.053586606619193435, "weights": { "SPY": 0.04521593105896744, "IEF": 0.4, "GLD": 0.16224527459038965, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3925387943506429 } }, { "date": "2011-12-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.043940896493979656, "weights": { "SPY": 0.085964408650138, "IEF": 0.4, "GLD": 0.10561703989215164, "EFA": 0.0, "EEM": 0.0, "BIL": 0.40841855145771033 } }, { "date": "2012-01-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.06981160166756886, "weights": { "SPY": 0.12597083228082293, "IEF": 0.4, "GLD": 0.14700865404962446, "EFA": 0.0495030816334395, "EEM": 0.045422209654892805, "BIL": 0.23209522238122027 } }, { "date": "2012-02-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.060866872402925584, "weights": { "SPY": 0.12402277953479497, "IEF": 0.4000000000000001, "GLD": 0.14150527169113966, "EFA": 0.032251399451939534, "EEM": 0.02924810423572729, "BIL": 0.27297244508639856 } }, { "date": "2012-03-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.055023182987356374, "weights": { "SPY": 0.13687869591423607, "IEF": 0.4000000000000001, "GLD": 0.043284904787777356, "EFA": 0.0688839803271063, "EEM": 0.05861901690903441, "BIL": 0.2923334020618458 } }, { "date": "2012-04-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.20257251448435454, "IEF": 0.18027154336313328, "GLD": 0.19516172017208205, "EFA": 0.09848047881302423, "EEM": 0.08466291207264981, "BIL": 0.23885083109475613 } }, { "date": "2012-05-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.07100907862679028, "weights": { "SPY": 0.23604780301310455, "IEF": 0.4, "GLD": 0.07000473842137528, "EFA": 0.054313214201646205, "EEM": 0.09868287419108934, "BIL": 0.14095137017278458 } }, { "date": "2012-06-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.024022014827824054, "weights": { "SPY": 0.0607827543303676, "IEF": 0.4, "GLD": 0.042597131759934695, "EFA": 0.0, "EEM": 0.0, "BIL": 0.49662011390969774 } }, { "date": "2012-07-02", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03561426835700367, "weights": { "SPY": 0.12078292449284285, "IEF": 0.4, "GLD": 0.09063616735194648, "EFA": 0.041299811529848456, "EEM": 0.03691396357358313, "BIL": 0.3103671330517791 } }, { "date": "2012-08-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.021308546153234773, "weights": { "SPY": 0.11130688274079249, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4886931172592075 } }, { "date": "2012-09-04", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.04409593880188506, "weights": { "SPY": 0.1659583681638417, "IEF": 0.4, "GLD": 0.10338435228612299, "EFA": 0.07868527940468235, "EEM": 0.036132720241385155, "BIL": 0.21583927990396778 } }, { "date": "2012-10-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.051636982882885235, "weights": { "SPY": 0.1583444189261342, "IEF": 0.4000000000000001, "GLD": 0.15099176438108233, "EFA": 0.07482090709772364, "EEM": 0.06959639058553513, "BIL": 0.1462465190095247 } }, { "date": "2012-11-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.07382604472274307, "weights": { "SPY": 0.22464046413910074, "IEF": 0.37327728672079896, "GLD": 0.14202419184312945, "EFA": 0.16196301238561847, "EEM": 0.0980950449113523, "BIL": 1.1102230246251565e-16 } }, { "date": "2012-12-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.057403602765677283, "weights": { "SPY": 0.15807299195805394, "IEF": 0.4000000000000001, "GLD": 0.10934674980710948, "EFA": 0.11840179000382449, "EEM": 0.10920403869977612, "BIL": 0.10497442953123594 } }, { "date": "2013-01-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06957909357361666, "weights": { "SPY": 0.2035298963329791, "IEF": 0.3372553068731722, "GLD": 0.14404237645556228, "EFA": 0.16192933104365043, "EEM": 0.15324308929463604, "BIL": 0.0 } }, { "date": "2013-02-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0805313829179055, "weights": { "SPY": 0.2679947348465051, "IEF": 0.20509174059489998, "GLD": 0.089772725853987, "EFA": 0.22315869133664132, "EEM": 0.21398210736796644, "BIL": 1.1102230246251565e-16 } }, { "date": "2013-03-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.061825916599177945, "weights": { "SPY": 0.2466007026386692, "IEF": 0.4, "GLD": 0.0, "EFA": 0.20983042615612135, "EEM": 0.14049570817820597, "BIL": 0.003073163027003556 } }, { "date": "2013-04-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.033238238624677785, "weights": { "SPY": 0.16146378666192207, "IEF": 0.39999999999999997, "GLD": 0.0, "EFA": 0.1391930197458604, "EEM": 0.04845067495079817, "BIL": 0.25089251864141937 } }, { "date": "2013-05-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.03621022298168235, "weights": { "SPY": 0.1487539639822427, "IEF": 0.4, "GLD": 0.0, "EFA": 0.1366730066093664, "EEM": 0.08891253575702993, "BIL": 0.22566049365136087 } }, { "date": "2013-06-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.09999999999999998, "weights": { "SPY": 0.3904479910548856, "IEF": 0.0, "GLD": 0.0, "EFA": 0.3397201629820353, "EEM": 0.22192533114224097, "BIL": 0.047906514820838075 } }, { "date": "2013-07-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.3864405969378413, "IEF": 0.0, "GLD": 0.0, "EFA": 0.315892913659735, "EEM": 0.0940863455117281, "BIL": 0.2035801438906957 } }, { "date": "2013-08-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.09941703088667536, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.0, "EFA": 0.31334879934116905, "EEM": 0.08496819815053754, "BIL": 0.2016830025082933 } }, { "date": "2013-09-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.0 }, "estimated_volatility": 0.08921745203624187, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.0625610738991677, "EFA": 0.3116315437933534, "EEM": 0.0, "BIL": 0.225807382307479 } }, { "date": "2013-10-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.3162847485076777, "IEF": 0.0, "GLD": 0.046150706676019906, "EFA": 0.24424894657646753, "EEM": 0.17136016172357565, "BIL": 0.22195543651625937 } }, { "date": "2013-11-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.09904304725975957, "weights": { "SPY": 0.3540741743346205, "IEF": 0.18634075651539142, "GLD": 0.058113820027298764, "EFA": 0.2759389230172697, "EEM": 0.1255323261054196, "BIL": 0.0 } }, { "date": "2013-12-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.3348392208997755, "IEF": 0.175939206857828, "GLD": 0.0, "EFA": 0.26564109633430355, "EEM": 0.17230367668997568, "BIL": 0.05127679921811723 } }, { "date": "2014-01-02", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.07994511517311353, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.0, "EFA": 0.3245766875610193, "EEM": 0.06456119026984568, "BIL": 0.21086212216913502 } }, { "date": "2014-02-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 0.6666666666666666, "EEM": 0.0 }, "estimated_volatility": 0.04807903438547408, "weights": { "SPY": 0.2141409712634503, "IEF": 0.4, "GLD": 0.0, "EFA": 0.18404748695551928, "EEM": 0.0, "BIL": 0.20181154178103033 } }, { "date": "2014-03-03", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.06756949891924956, "weights": { "SPY": 0.285774766706154, "IEF": 0.37231032580181384, "GLD": 0.05544978441153174, "EFA": 0.23416301234921566, "EEM": 0.05230211073128473, "BIL": 1.1102230246251565e-16 } }, { "date": "2014-04-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.07076630974151894, "weights": { "SPY": 0.24812535173174038, "IEF": 0.3411090838138239, "GLD": 0.055017704563348, "EFA": 0.21008616911888728, "EEM": 0.14566169077220048, "BIL": 0.0 } }, { "date": "2014-05-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.06052948426609414, "weights": { "SPY": 0.27179890415788405, "IEF": 0.37400250026805293, "GLD": 0.06614360411523973, "EFA": 0.23318159166801666, "EEM": 0.05487339979080671, "BIL": 0.0 } }, { "date": "2014-06-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04871847160847779, "weights": { "SPY": 0.18218998104246503, "IEF": 0.4, "GLD": 0.044628683718856234, "EFA": 0.15932217167488025, "EEM": 0.11252557853001009, "BIL": 0.10133358503378831 } }, { "date": "2014-07-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04813549391281726, "weights": { "SPY": 0.1836575671715873, "IEF": 0.39479720765863346, "GLD": 0.1422941594392264, "EFA": 0.16127389806476372, "EEM": 0.11797716766578914, "BIL": 0.0 } }, { "date": "2014-08-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.04052441437978857, "weights": { "SPY": 0.18875865714706683, "IEF": 0.4, "GLD": 0.04833737540194647, "EFA": 0.11327219586848604, "EEM": 0.13080043631861077, "BIL": 0.11883133526389 } }, { "date": "2014-09-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.03962259981590548, "weights": { "SPY": 0.1987931206454051, "IEF": 0.4000000000000001, "GLD": 0.048346034755746205, "EFA": 0.128867517514691, "EEM": 0.1449088476506533, "BIL": 0.0790844794335044 } }, { "date": "2014-10-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.0 }, "estimated_volatility": 0.01927622778285227, "weights": { "SPY": 0.12344519874175454, "IEF": 0.39999999999999997, "GLD": 0.0, "EFA": 0.0641727813918531, "EEM": 0.0, "BIL": 0.41238201986639234 } }, { "date": "2014-11-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.030937891021398847, "weights": { "SPY": 0.16964155414868246, "IEF": 0.39999999999999997, "GLD": 0.0, "EFA": 0.05315120276443311, "EEM": 0.08690051298155087, "BIL": 0.2903067301053336 } }, { "date": "2014-12-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.021562629262860955, "weights": { "SPY": 0.16967162292332616, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4303283770766738 } }, { "date": "2015-01-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.023219700909018606, "weights": { "SPY": 0.1684911720666906, "IEF": 0.4000000000000001, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4315088279333094 } }, { "date": "2015-02-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03495346361115729, "weights": { "SPY": 0.1703065427016679, "IEF": 0.4, "GLD": 0.08712547723543526, "EFA": 0.05407716025663879, "EEM": 0.04322271911697731, "BIL": 0.24526810068928073 } }, { "date": "2015-03-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.042602490705894336, "weights": { "SPY": 0.19068526676108574, "IEF": 0.40000000000000013, "GLD": 0.04774333881303533, "EFA": 0.11737203139569408, "EEM": 0.04764412614653374, "BIL": 0.1965552368836511 } }, { "date": "2015-04-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.05010906314722417, "weights": { "SPY": 0.12836911825908948, "IEF": 0.4, "GLD": 0.049281147058396035, "EFA": 0.11557608681791648, "EEM": 0.0980571088517822, "BIL": 0.20871653901281573 } }, { "date": "2015-05-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08084233866030457, "weights": { "SPY": 0.2614594816607164, "IEF": 0.32710354538710257, "GLD": 0.0, "EFA": 0.22979673869413542, "EEM": 0.1816402342580456, "BIL": 0.0 } }, { "date": "2015-06-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.05194150288540419, "weights": { "SPY": 0.22062539844073356, "IEF": 0.40000000000000013, "GLD": 0.0, "EFA": 0.1284621800397327, "EEM": 0.053536878972182046, "BIL": 0.19737554254735162 } }, { "date": "2015-07-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.0, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08283526262356206, "weights": { "SPY": 0.4000000000000001, "IEF": 0.220572748547391, "GLD": 0.0, "EFA": 0.21464402145585215, "EEM": 0.09505377939069275, "BIL": 0.06972945060606407 } }, { "date": "2015-08-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 0.6666666666666666, "EEM": 0.0 }, "estimated_volatility": 0.05461057884179737, "weights": { "SPY": 0.2554514848807236, "IEF": 0.4, "GLD": 0.0, "EFA": 0.18165226026748513, "EEM": 0.0, "BIL": 0.16289625485179127 } }, { "date": "2015-09-01", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.027041202557364634, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2015-10-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.025038370600465657, "weights": { "SPY": 0.05278294467172885, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5472170553282711 } }, { "date": "2015-11-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.03336833581486299, "weights": { "SPY": 0.1563760530644336, "IEF": 0.39999999999999997, "GLD": 0.07176042591775926, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3718635210178072 } }, { "date": "2015-12-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03438051932285945, "weights": { "SPY": 0.13950899236956596, "IEF": 0.4, "GLD": 0.0, "EFA": 0.04355531419722504, "EEM": 0.0333066537657925, "BIL": 0.38362903966741657 } }, { "date": "2016-01-04", "votes": { "SPY": 0.3333333333333333, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.02193465147134991, "weights": { "SPY": 0.06252052465249282, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5374794753475072 } }, { "date": "2016-02-01", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.025769440535567654, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.05314966834922535, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5468503316507747 } }, { "date": "2016-03-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.03526270415751885, "weights": { "SPY": 0.04131819867224642, "IEF": 0.4, "GLD": 0.14053528915446983, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4181465121732837 } }, { "date": "2016-04-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.04108492933258634, "weights": { "SPY": 0.1335232758750754, "IEF": 0.4, "GLD": 0.1287752442035537, "EFA": 0.0, "EEM": 0.06205234584244803, "BIL": 0.2756491340789229 } }, { "date": "2016-05-02", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.041490186157227445, "weights": { "SPY": 0.1328752996786686, "IEF": 0.4, "GLD": 0.12225455159403271, "EFA": 0.03921692345056185, "EEM": 0.06161063108373748, "BIL": 0.24404259419299934 } }, { "date": "2016-06-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.03465451539150414, "weights": { "SPY": 0.13746238814185238, "IEF": 0.4000000000000001, "GLD": 0.08314839887983162, "EFA": 0.039488141225262174, "EEM": 0.03185741730287464, "BIL": 0.3080436544501793 } }, { "date": "2016-07-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.03913717822230589, "weights": { "SPY": 0.1400728567792469, "IEF": 0.4, "GLD": 0.1201792699230795, "EFA": 0.03220414370673644, "EEM": 0.0599083477372412, "BIL": 0.24763538185369594 } }, { "date": "2016-08-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.03971620099116733, "weights": { "SPY": 0.1682654140722114, "IEF": 0.4, "GLD": 0.12065582418352294, "EFA": 0.03483233692963356, "EEM": 0.06706745820061456, "BIL": 0.20917896661401747 } }, { "date": "2016-09-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.05258131949942732, "weights": { "SPY": 0.1940362606345289, "IEF": 0.4, "GLD": 0.1299434413683256, "EFA": 0.10732385086385465, "EEM": 0.10807005141545534, "BIL": 0.06062639571783557 } }, { "date": "2016-10-03", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06964410350064588, "weights": { "SPY": 0.23937740547716232, "IEF": 0.3609102449867779, "GLD": 0.12291530117845491, "EFA": 0.1405329986299834, "EEM": 0.1362640497276216, "BIL": 0.0 } }, { "date": "2016-11-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.06167793063851515, "weights": { "SPY": 0.1747965416468598, "IEF": 0.4, "GLD": 0.13289158134088297, "EFA": 0.10485371603310656, "EEM": 0.150706387780533, "BIL": 0.036751773198617776 } }, { "date": "2016-12-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.06755324465111921, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.1021709632834927, "EFA": 0.0, "EEM": 0.14274677585095225, "BIL": 0.35508226086555505 } }, { "date": "2017-01-03", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.0703117693049988, "weights": { "SPY": 0.3655733656350477, "IEF": 0.22308686886528653, "GLD": 0.08763532036790708, "EFA": 0.20234786603566488, "EEM": 0.12135657909609372, "BIL": 0.0 } }, { "date": "2017-02-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08926774969943306, "weights": { "SPY": 0.38461951795951216, "IEF": 0.0, "GLD": 0.09277737037958331, "EFA": 0.3308751193578317, "EEM": 0.19172799230307275, "BIL": 0.0 } }, { "date": "2017-03-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08573166464707083, "weights": { "SPY": 0.34643473057721424, "IEF": 0.0, "GLD": 0.17086605018117954, "EFA": 0.30588048579065763, "EEM": 0.17681873345094856, "BIL": 1.1102230246251568e-16 } }, { "date": "2017-04-03", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06361927279855717, "weights": { "SPY": 0.30565878364361615, "IEF": 0.1445667165591469, "GLD": 0.12770737289975478, "EFA": 0.2755679171034443, "EEM": 0.1464992097940378, "BIL": 0.0 } }, { "date": "2017-05-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06393567807889841, "weights": { "SPY": 0.3297290082674553, "IEF": 0.1522464164610766, "GLD": 0.07306872090544482, "EFA": 0.2813252267097175, "EEM": 0.1636306276563059, "BIL": 0.0 } }, { "date": "2017-06-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.051197815196682844, "weights": { "SPY": 0.24875967540064864, "IEF": 0.23964213688898506, "GLD": 0.16928233164656817, "EFA": 0.20658767205751805, "EEM": 0.13572818400628014, "BIL": 0.0 } }, { "date": "2017-07-03", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04939072648310233, "weights": { "SPY": 0.2760240288266716, "IEF": 0.27535334629669345, "GLD": 0.06307558854050416, "EFA": 0.22621175710343205, "EEM": 0.15933527923269877, "BIL": 0.0 } }, { "date": "2017-08-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.046824429270250344, "weights": { "SPY": 0.25395251308964456, "IEF": 0.26945392456523093, "GLD": 0.12221049695915723, "EFA": 0.21162425629407586, "EEM": 0.14275880909189143, "BIL": 1.1102230246251565e-16 } }, { "date": "2017-09-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04614690791708381, "weights": { "SPY": 0.22562268095501095, "IEF": 0.2742695027922733, "GLD": 0.17129376104987315, "EFA": 0.19449949278653267, "EEM": 0.13431456241630998, "BIL": 0.0 } }, { "date": "2017-10-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04379615224050853, "weights": { "SPY": 0.2428519680108268, "IEF": 0.29017321344305913, "GLD": 0.11425883547389319, "EFA": 0.20758653926456472, "EEM": 0.1451294438076561, "BIL": 1.1102230246251565e-16 } }, { "date": "2017-11-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.048392128524268156, "weights": { "SPY": 0.27890536329268667, "IEF": 0.1680352973176903, "GLD": 0.13213158999158986, "EFA": 0.2607783064216428, "EEM": 0.16014944297639047, "BIL": 0.0 } }, { "date": "2017-12-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0496242013162435, "weights": { "SPY": 0.3018039002929071, "IEF": 0.17894765216557967, "GLD": 0.06851279960731761, "EFA": 0.286464384968138, "EEM": 0.1642712629660577, "BIL": 1.1102230246251565e-16 } }, { "date": "2018-01-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04514200736916478, "weights": { "SPY": 0.2671329821042796, "IEF": 0.1559435906723409, "GLD": 0.17954200932385708, "EFA": 0.2582387499592098, "EEM": 0.13914266794031258, "BIL": 0.0 } }, { "date": "2018-02-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.05764136826937641, "weights": { "SPY": 0.30857766003875253, "IEF": 0.0, "GLD": 0.221828196388848, "EFA": 0.3004976790062347, "EEM": 0.16909646456616478, "BIL": 0.0 } }, { "date": "2018-03-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.09522963592929734, "weights": { "SPY": 0.31005442408408745, "IEF": 0.0, "GLD": 0.2557670692556385, "EFA": 0.21559485629399538, "EEM": 0.21858365036627864, "BIL": 0.0 } }, { "date": "2018-04-02", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.09469816420687067, "weights": { "SPY": 0.17756488250623076, "IEF": 0.0, "GLD": 0.4, "EFA": 0.207266340036291, "EEM": 0.20209721291449753, "BIL": 0.013071564542980751 } }, { "date": "2018-05-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.21619589737391207, "IEF": 0.0, "GLD": 0.34342712302387957, "EFA": 0.2660658892712907, "EEM": 0.1729346067958302, "BIL": 0.0013764835350874582 } }, { "date": "2018-06-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.08332342028034624, "weights": { "SPY": 0.2191262688397898, "IEF": 0.27517159259387824, "GLD": 0.1218501995671059, "EFA": 0.2660669698923245, "EEM": 0.11778496910690166, "BIL": 0.0 } }, { "date": "2018-07-02", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.09788008140416955, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.0, "EFA": 0.15756054356042234, "EEM": 0.10521755390416415, "BIL": 0.3372219025354135 } }, { "date": "2018-08-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.05735729581417652, "weights": { "SPY": 0.21113450071928952, "IEF": 0.4, "GLD": 0.0, "EFA": 0.12419849496047514, "EEM": 0.08212028304562986, "BIL": 0.18254672127460536 } }, { "date": "2018-09-04", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.0 }, "estimated_volatility": 0.027158941669964368, "weights": { "SPY": 0.18552669020579704, "IEF": 0.39999999999999997, "GLD": 0.0, "EFA": 0.06987213917861, "EEM": 0.0, "BIL": 0.34460117061559303 } }, { "date": "2018-10-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.6666666666666666, "EEM": 0.0 }, "estimated_volatility": 0.05496561128122787, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.0, "EFA": 0.24106650456535367, "EEM": 0.0, "BIL": 0.35893349543464637 } }, { "date": "2018-11-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05304184583312489, "weights": { "SPY": 0.4000000000000001, "IEF": 0.0, "GLD": 0.2501580326985066, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3498419673014933 } }, { "date": "2018-12-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.031937162513898665, "weights": { "SPY": 0.20623341581801194, "IEF": 0.39999999999999997, "GLD": 0.1465616843415681, "EFA": 0.0, "EEM": 0.0, "BIL": 0.24720489984041993 } }, { "date": "2019-01-02", "votes": { "SPY": 0.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.022571165965033398, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.15135039508565318, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4486496049143468 } }, { "date": "2019-02-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.022318012533726322, "weights": { "SPY": 0.029208610830403204, "IEF": 0.4000000000000001, "GLD": 0.11323404523945105, "EFA": 0.03630887658389286, "EEM": 0.024760847128466306, "BIL": 0.39648762021778655 } }, { "date": "2019-03-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.025374968782694324, "weights": { "SPY": 0.05990890282897897, "IEF": 0.4, "GLD": 0.11943391375786923, "EFA": 0.03806009856405059, "EEM": 0.026583365170137572, "BIL": 0.35601371967896367 } }, { "date": "2019-04-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.3333333333333333, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.027166597966177937, "weights": { "SPY": 0.06198951936002581, "IEF": 0.4, "GLD": 0.06111027519651748, "EFA": 0.040043331347050765, "EEM": 0.05605000354268574, "BIL": 0.3808068705537202 } }, { "date": "2019-05-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.03396292036726216, "weights": { "SPY": 0.10083157165682283, "IEF": 0.4000000000000001, "GLD": 0.0631282138891811, "EFA": 0.08738913787693298, "EEM": 0.06224780954866313, "BIL": 0.28640326702839997 } }, { "date": "2019-06-03", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.0 }, "estimated_volatility": 0.023817958804303953, "weights": { "SPY": 0.036791434977296894, "IEF": 0.4, "GLD": 0.1305750774038932, "EFA": 0.04618298152010487, "EEM": 0.0, "BIL": 0.386450506098705 } }, { "date": "2019-07-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.04498810936774376, "weights": { "SPY": 0.14635599902729265, "IEF": 0.4000000000000001, "GLD": 0.17898326196960102, "EFA": 0.15833672685518216, "EEM": 0.07473914152855858, "BIL": 0.04158487061936567 } }, { "date": "2019-08-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.0 }, "estimated_volatility": 0.03548387252371569, "weights": { "SPY": 0.17376393746073074, "IEF": 0.4, "GLD": 0.15371436353271148, "EFA": 0.05920307091109252, "EEM": 0.0, "BIL": 0.2133186280954652 } }, { "date": "2019-09-03", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.03231161237585517, "weights": { "SPY": 0.09552362051374642, "IEF": 0.4000000000000001, "GLD": 0.15805446064730172, "EFA": 0.0, "EEM": 0.0, "BIL": 0.34642191883895185 } }, { "date": "2019-10-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.035858096407000946, "weights": { "SPY": 0.10664780372111025, "IEF": 0.4, "GLD": 0.16024041960710128, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3331117766717885 } }, { "date": "2019-11-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.05412209723872292, "weights": { "SPY": 0.15900123248361772, "IEF": 0.39540611783477503, "GLD": 0.16547843798740597, "EFA": 0.18426670392581398, "EEM": 0.0958475077683873, "BIL": 0.0 } }, { "date": "2019-12-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06185020713711417, "weights": { "SPY": 0.19525844140375548, "IEF": 0.2867391985464363, "GLD": 0.11958702040619269, "EFA": 0.22630500058858416, "EEM": 0.17211033905503134, "BIL": 0.0 } }, { "date": "2020-01-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.05847445143002509, "weights": { "SPY": 0.18459249767491281, "IEF": 0.25505523937151786, "GLD": 0.18304527051815828, "EFA": 0.2125575357146143, "EEM": 0.16474945672079688, "BIL": 0.0 } }, { "date": "2020-02-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.049147676685354094, "weights": { "SPY": 0.15992714902031857, "IEF": 0.346991378292963, "GLD": 0.1813494463309154, "EFA": 0.1815656757721242, "EEM": 0.1301663505836788, "BIL": 0.0 } }, { "date": "2020-03-02", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.038419634321497725, "weights": { "SPY": 0.10821963614862491, "IEF": 0.4000000000000001, "GLD": 0.1940581692023236, "EFA": 0.06314461552030252, "EEM": 0.04891204421927517, "BIL": 0.18566553490947382 } }, { "date": "2020-04-01", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05978864679019478, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.20942466773397914, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3905753322660208 } }, { "date": "2020-05-01", "votes": { "SPY": 0.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05833723444057719, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.19289887294715363, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4071011270528464 } }, { "date": "2020-06-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05660973710238925, "weights": { "SPY": 0.02959267229444463, "IEF": 0.4000000000000001, "GLD": 0.18890739343639046, "EFA": 0.0, "EEM": 0.0, "BIL": 0.3814999342691649 } }, { "date": "2020-07-01", "votes": { "SPY": 0.6666666666666666, "IEF": 1.0, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.06541908204276208, "weights": { "SPY": 0.05651519357846185, "IEF": 0.4000000000000001, "GLD": 0.18105627056203388, "EFA": 0.030718394749046266, "EEM": 0.028173374943620835, "BIL": 0.30353676616683717 } }, { "date": "2020-08-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.09520996731737653, "weights": { "SPY": 0.0831400295927689, "IEF": 0.4, "GLD": 0.17601783291427306, "EFA": 0.059750601576572644, "EEM": 0.08277630851465682, "BIL": 0.19831522740172858 } }, { "date": "2020-09-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000005, "weights": { "SPY": 0.08195927478591417, "IEF": 0.39248794085292577, "GLD": 0.1542732220478977, "EFA": 0.08618485965315253, "EEM": 0.07888153690792579, "BIL": 0.2062131657521842 } }, { "date": "2020-10-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.04487823847201262, "weights": { "SPY": 0.06658312486569945, "IEF": 0.4, "GLD": 0.08807029795545063, "EFA": 0.06967242238096458, "EEM": 0.06472095554550703, "BIL": 0.3109531992523783 } }, { "date": "2020-11-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 1.0 }, "estimated_volatility": 0.08961969502512347, "weights": { "SPY": 0.20370608609436927, "IEF": 0.3687998459463843, "GLD": 0.16284889167844466, "EFA": 0.06916249151553744, "EEM": 0.19548268476526434, "BIL": 0.0 } }, { "date": "2020-12-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0988785081505537, "weights": { "SPY": 0.18331875741314596, "IEF": 0.3138393883402774, "GLD": 0.13351751105190685, "EFA": 0.18844316903374708, "EEM": 0.1808811741609226, "BIL": 0.0 } }, { "date": "2021-01-04", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08808612035189348, "weights": { "SPY": 0.18570314082924894, "IEF": 0.2833878445269416, "GLD": 0.16605354368548025, "EFA": 0.18465976507623186, "EEM": 0.1801957058820973, "BIL": 1.1102230246251565e-16 } }, { "date": "2021-02-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09300676576900843, "weights": { "SPY": 0.21071761790027754, "IEF": 0.31412539680091633, "GLD": 0.06335001374399754, "EFA": 0.21653348096213834, "EEM": 0.19527349059267035, "BIL": 0.0 } }, { "date": "2021-03-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.2152944699684052, "IEF": 0.0, "GLD": 0.07677321768123732, "EFA": 0.2310870289977505, "EEM": 0.19851002997940137, "BIL": 0.27833525337320575 } }, { "date": "2021-04-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.24106756348622704, "IEF": 0.0, "GLD": 0.07692402442405676, "EFA": 0.24649007428407288, "EEM": 0.1881706128548867, "BIL": 0.24734772495075666 } }, { "date": "2021-05-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.3064189131701982, "IEF": 0.0, "GLD": 0.08744639087124692, "EFA": 0.2914255769142693, "EEM": 0.14325748941977237, "BIL": 0.1714516296245132 } }, { "date": "2021-06-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.2517627797246413, "IEF": 0.0, "GLD": 0.23021595783735957, "EFA": 0.24533564774232428, "EEM": 0.16718404900313558, "BIL": 0.10550156569253934 } }, { "date": "2021-07-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09236146716016565, "weights": { "SPY": 0.25673091219161787, "IEF": 0.23105140941209293, "GLD": 0.07609135591296368, "EFA": 0.25874191445053263, "EEM": 0.177384408032793, "BIL": 0.0 } }, { "date": "2021-08-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08211141598995493, "weights": { "SPY": 0.30554986090925085, "IEF": 0.23710298037915528, "GLD": 0.09301161255007981, "EFA": 0.2962516777712402, "EEM": 0.0680838683902738, "BIL": 0.0 } }, { "date": "2021-09-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.06483879803289536, "weights": { "SPY": 0.24240884795789208, "IEF": 0.3721974798193272, "GLD": 0.06852911084858472, "EFA": 0.21722774045629453, "EEM": 0.09963682091790155, "BIL": 0.0 } }, { "date": "2021-10-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 0.3333333333333333, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.05478807517194146, "weights": { "SPY": 0.26138360156018264, "IEF": 0.4000000000000001, "GLD": 0.07287241559076386, "EFA": 0.15274198742483477, "EEM": 0.05979272970265809, "BIL": 0.0532092657215606 } }, { "date": "2021-11-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.07208658935953115, "weights": { "SPY": 0.31080795538424894, "IEF": 0.2407830537606429, "GLD": 0.08882219862001961, "EFA": 0.28792472931850965, "EEM": 0.07166206291657891, "BIL": 0.0 } }, { "date": "2021-12-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.0, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.06068755294895043, "weights": { "SPY": 0.4, "IEF": 0.2647844813756913, "GLD": 0.0, "EFA": 0.1255435537669189, "EEM": 0.09583991664103249, "BIL": 0.11383204821635741 } }, { "date": "2022-01-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.09097332314549006, "weights": { "SPY": 0.33727827512708025, "IEF": 0.0, "GLD": 0.22989677683012838, "EFA": 0.3445681770965516, "EEM": 0.08825677094623989, "BIL": 0.0 } }, { "date": "2022-02-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.3333333333333333, "EEM": 0.0 }, "estimated_volatility": 0.08256728138231563, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.21708005005322836, "EFA": 0.22874963541746945, "EEM": 0.0, "BIL": 0.15417031452930208 } }, { "date": "2022-03-01", "votes": { "SPY": 0.3333333333333333, "IEF": 0.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.0513632952981855, "weights": { "SPY": 0.10302238582784135, "IEF": 0.0, "GLD": 0.4, "EFA": 0.0, "EEM": 0.0, "BIL": 0.4969776141721587 } }, { "date": "2022-04-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.06100230614230466, "weights": { "SPY": 0.20748198393686318, "IEF": 0.0, "GLD": 0.4, "EFA": 0.0, "EEM": 0.0, "BIL": 0.39251801606313674 } }, { "date": "2022-05-02", "votes": { "SPY": 0.3333333333333333, "IEF": 0.0, "GLD": 1.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.057439480876020764, "weights": { "SPY": 0.09465473891423012, "IEF": 0.0, "GLD": 0.4, "EFA": 0.0, "EEM": 0.0, "BIL": 0.5053452610857698 } }, { "date": "2022-06-01", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.05714064694026295, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.4, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2022-07-01", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.06022159940360282, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.4, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2022-08-01", "votes": { "SPY": 0.0, "IEF": 0.3333333333333333, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.04109181728935373, "weights": { "SPY": 0.0, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.6 } }, { "date": "2022-09-01", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.002076856316744888, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 1.0 } }, { "date": "2022-10-03", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.002263643119194515, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 1.0 } }, { "date": "2022-11-01", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0 }, "estimated_volatility": 0.0023365009726110386, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 1.0 } }, { "date": "2022-12-01", "votes": { "SPY": 0.3333333333333333, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.12492554999419155, "IEF": 0.0, "GLD": 0.2022225797032664, "EFA": 0.13179505829407648, "EEM": 0.13834532664675356, "BIL": 0.40271148536171214 } }, { "date": "2023-01-03", "votes": { "SPY": 0.3333333333333333, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.08809155111598098, "IEF": 0.0, "GLD": 0.26811031188898193, "EFA": 0.1841541419692883, "EEM": 0.09596896454295967, "BIL": 0.36367503048278915 } }, { "date": "2023-02-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.11292370821964678, "IEF": 0.12281344623136303, "GLD": 0.2512278384445072, "EFA": 0.12039635319783333, "EEM": 0.12083576773392407, "BIL": 0.27180288617272563 } }, { "date": "2023-03-01", "votes": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.3044978858676423, "EFA": 0.22713921962848463, "EEM": 0.10976765069779564, "BIL": 0.35859524380607743 } }, { "date": "2023-04-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.13510613911289793, "IEF": 0.2695121526310794, "GLD": 0.1719640680996734, "EFA": 0.1436246028019543, "EEM": 0.1369847559432527, "BIL": 0.14280828141114235 } }, { "date": "2023-05-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.09999999999999999, "weights": { "SPY": 0.15016358211295688, "IEF": 0.13466436604605178, "GLD": 0.2613803506429617, "EFA": 0.24119520627300228, "EEM": 0.07587256746434795, "BIL": 0.1367239274606794 } }, { "date": "2023-06-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08971180148679425, "weights": { "SPY": 0.21866908812825184, "IEF": 0.23209523614169683, "GLD": 0.2318443048079706, "EFA": 0.24499953824798734, "EEM": 0.07239183267409341, "BIL": 0.0 } }, { "date": "2023-07-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.2960756679464224, "IEF": 0.0, "GLD": 0.19426164048528394, "EFA": 0.30457753045106445, "EEM": 0.17993965760083025, "BIL": 0.025145503516398996 } }, { "date": "2023-08-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.3330613434607833, "IEF": 0.0, "GLD": 0.1032712952652749, "EFA": 0.3178604439175526, "EEM": 0.18754943714730213, "BIL": 0.058257480209087165 } }, { "date": "2023-09-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 0.0 }, "estimated_volatility": 0.08049102671987945, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.2517792248633469, "EFA": 0.24046795248589029, "EEM": 0.0, "BIL": 0.1077528226507628 } }, { "date": "2023-10-02", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08394693130845546, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.206688123056062, "EFA": 0.17937666450211692, "EEM": 0.15123605781687344, "BIL": 0.06269915462494757 } }, { "date": "2023-11-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08479494509151074, "weights": { "SPY": 0.34782080655457104, "IEF": 0.0, "GLD": 0.363073692209615, "EFA": 0.15550348401570527, "EEM": 0.13360201722010864, "BIL": 1.1102230246251565e-16 } }, { "date": "2023-12-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.0 }, "estimated_volatility": 0.08504931213490335, "weights": { "SPY": 0.3822410688293371, "IEF": 0.0, "GLD": 0.395317256053844, "EFA": 0.2224416751168189, "EEM": 0.0, "BIL": 0.0 } }, { "date": "2024-01-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.08718047609057003, "weights": { "SPY": 0.2643007633941758, "IEF": 0.11514205756115437, "GLD": 0.25499961168458646, "EFA": 0.23260204283623878, "EEM": 0.13295552452384465, "BIL": 0.0 } }, { "date": "2024-02-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.07816556408294686, "weights": { "SPY": 0.24061437615379067, "IEF": 0.22168004687332427, "GLD": 0.24153679207781728, "EFA": 0.2294797821828319, "EEM": 0.06668900271223589, "BIL": 0.0 } }, { "date": "2024-03-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08606321438827537, "weights": { "SPY": 0.23821631829889503, "IEF": 0.10909572343923572, "GLD": 0.22995823622325848, "EFA": 0.22973866484005698, "EEM": 0.1929910571985538, "BIL": 0.0 } }, { "date": "2024-04-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08327117106682108, "weights": { "SPY": 0.24322605085987145, "IEF": 0.10744017742264118, "GLD": 0.21944060691580378, "EFA": 0.2328357066318559, "EEM": 0.19705745816982764, "BIL": 0.0 } }, { "date": "2024-05-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0847716146976782, "weights": { "SPY": 0.24204428950375284, "IEF": 0.11371197643143098, "GLD": 0.20827840735486594, "EFA": 0.2396560523038928, "EEM": 0.19630927440605747, "BIL": 0.0 } }, { "date": "2024-06-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09177246250754764, "weights": { "SPY": 0.2796933685428241, "IEF": 0.0, "GLD": 0.21815905502363897, "EFA": 0.2756631322747619, "EEM": 0.22648444415877506, "BIL": 1.1102230246251568e-16 } }, { "date": "2024-07-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.089078670202614, "weights": { "SPY": 0.3146760767545151, "IEF": 0.0, "GLD": 0.23025405333061985, "EFA": 0.20005694480566347, "EEM": 0.2550129251092017, "BIL": 0.0 } }, { "date": "2024-08-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.086224692075242, "weights": { "SPY": 0.2630110549483481, "IEF": 0.14423577326142548, "GLD": 0.19414759380921182, "EFA": 0.24842679206644389, "EEM": 0.15017878591457084, "BIL": 0.0 } }, { "date": "2024-09-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.07817752610325437, "weights": { "SPY": 0.17760206366130743, "IEF": 0.33859399025150927, "GLD": 0.14635927316356387, "EFA": 0.1757060994902858, "EEM": 0.16173857343333364, "BIL": 0.0 } }, { "date": "2024-10-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08012154366054815, "weights": { "SPY": 0.1788897485826308, "IEF": 0.358486176859894, "GLD": 0.14809944169014005, "EFA": 0.16928762313621282, "EEM": 0.1452370097311225, "BIL": 0.0 } }, { "date": "2024-11-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.08194247233909355, "weights": { "SPY": 0.21873670936962009, "IEF": 0.29040452518928994, "GLD": 0.1847737664102639, "EFA": 0.13534172153580115, "EEM": 0.17074327749502505, "BIL": 0.0 } }, { "date": "2024-12-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.3333333333333333, "EEM": 1.0 }, "estimated_volatility": 0.08182832458529223, "weights": { "SPY": 0.23654962135554386, "IEF": 0.3147276332874757, "GLD": 0.19297605347241317, "EFA": 0.07361218785681221, "EEM": 0.18213450402775516, "BIL": 0.0 } }, { "date": "2025-01-02", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.0, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.08626482515327459, "weights": { "SPY": 0.4000000000000001, "IEF": 0.0, "GLD": 0.24405731935824865, "EFA": 0.0, "EEM": 0.10888172299170634, "BIL": 0.24706095765004502 } }, { "date": "2025-02-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.3333333333333333, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.09571838859999662, "weights": { "SPY": 0.4, "IEF": 0.0, "GLD": 0.2511973056626444, "EFA": 0.1366892723193669, "EEM": 0.10733046143546428, "BIL": 0.10478296058252445 } }, { "date": "2025-03-03", "votes": { "SPY": 0.6666666666666666, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.3333333333333333 }, "estimated_volatility": 0.07016608394935864, "weights": { "SPY": 0.1704153832846261, "IEF": 0.36378368156506885, "GLD": 0.22554036824700835, "EFA": 0.17382718089582697, "EEM": 0.06643338600746969, "BIL": 0.0 } }, { "date": "2025-04-01", "votes": { "SPY": 0.3333333333333333, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 0.6666666666666666, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.08241722490110376, "weights": { "SPY": 0.09795138591959071, "IEF": 0.22442850556840235, "GLD": 0.2865111669134978, "EFA": 0.21545898075816572, "EEM": 0.17564996084034348, "BIL": 0.0 } }, { "date": "2025-05-01", "votes": { "SPY": 0.3333333333333333, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.06740488489217523, "weights": { "SPY": 0.035320086431588384, "IEF": 0.4000000000000001, "GLD": 0.14357229690964077, "EFA": 0.1303672628341051, "EEM": 0.084012182199731, "BIL": 0.20672817162493476 } }, { "date": "2025-06-02", "votes": { "SPY": 0.6666666666666666, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.09570999166758054, "IEF": 0.18574615384350968, "GLD": 0.18692588901759313, "EFA": 0.1803381175054172, "EEM": 0.17480738863959358, "BIL": 0.17647245932630595 } }, { "date": "2025-07-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.08040304040345941, "weights": { "SPY": 0.10452412511068378, "IEF": 0.4, "GLD": 0.13377775086668628, "EFA": 0.1307267952635948, "EEM": 0.12556276410390377, "BIL": 0.10540856465513138 } }, { "date": "2025-08-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.1373452448525107, "IEF": 0.34275108423933426, "GLD": 0.17070607703937554, "EFA": 0.16664089476900268, "EEM": 0.1658747566791852, "BIL": 0.016681942420591733 } }, { "date": "2025-09-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.0995406107134181, "weights": { "SPY": 0.13745483296895475, "IEF": 0.3593897688474454, "GLD": 0.17050842328439064, "EFA": 0.16557038699843296, "EEM": 0.16707658790077634, "BIL": 0.0 } }, { "date": "2025-10-01", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09793996203934704, "weights": { "SPY": 0.1396161495628313, "IEF": 0.35908787109190593, "GLD": 0.16395707149201993, "EFA": 0.16701637262965793, "EEM": 0.1703225352235848, "BIL": 1.1102230246251565e-16 } }, { "date": "2025-11-03", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.05875605482142915, "weights": { "SPY": 0.1786959013044483, "IEF": 0.39113131108292076, "GLD": 0.09809772028497114, "EFA": 0.18115711341213298, "EEM": 0.15091795391552681, "BIL": 0.0 } }, { "date": "2025-12-01", "votes": { "SPY": 1.0, "IEF": 1.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.05898880723435611, "weights": { "SPY": 0.17494494327723878, "IEF": 0.40000000000000013, "GLD": 0.10045382811249143, "EFA": 0.16281318930442398, "EEM": 0.13925182514270315, "BIL": 0.02253621416314267 } }, { "date": "2026-01-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06562822779443146, "weights": { "SPY": 0.2033008856522498, "IEF": 0.3343453588122655, "GLD": 0.11111633902158626, "EFA": 0.19135474635094019, "EEM": 0.1598826701629582, "BIL": 0.0 } }, { "date": "2026-02-02", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.07876778375610059, "weights": { "SPY": 0.24198588416595923, "IEF": 0.2332405414387383, "GLD": 0.09969400633092078, "EFA": 0.24132192576282926, "EEM": 0.18375764230155248, "BIL": 0.0 } }, { "date": "2026-03-02", "votes": { "SPY": 1.0, "IEF": 0.6666666666666666, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.06795118902713825, "weights": { "SPY": 0.19999835142053032, "IEF": 0.37951797426198786, "GLD": 0.07561959274020587, "EFA": 0.19729155154741665, "EEM": 0.14757253002985923, "BIL": 1.1102230246251568e-16 } }, { "date": "2026-04-01", "votes": { "SPY": 0.3333333333333333, "IEF": 0.0, "GLD": 1.0, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.09719562586337102, "IEF": 0.0, "GLD": 0.11500384385649476, "EFA": 0.2471467982121911, "EEM": 0.1834000763325177, "BIL": 0.35725365573542534 } }, { "date": "2026-05-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.2594284233970037, "IEF": 0.0, "GLD": 0.07183141335684878, "EFA": 0.2025776935484479, "EEM": 0.15509860591079327, "BIL": 0.3110638637869063 } }, { "date": "2026-06-01", "votes": { "SPY": 1.0, "IEF": 0.3333333333333333, "GLD": 0.6666666666666666, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.26188265212081907, "IEF": 0.23040070385656436, "GLD": 0.06784617698424568, "EFA": 0.18658389160324707, "EEM": 0.13440135638748227, "BIL": 0.11888521904764149 } }, { "date": "2026-07-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 1.0 }, "estimated_volatility": 0.09999999999999999, "weights": { "SPY": 0.25984579597637875, "IEF": 0.0, "GLD": 0.036209105385968325, "EFA": 0.19326592893961766, "EEM": 0.12364735448536587, "BIL": 0.3870318152126695 } }, { "date": "2026-08-03", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000003, "weights": { "SPY": 0.28030684222383173, "IEF": 0.0, "GLD": 0.045697948539066065, "EFA": 0.20942002476399105, "EEM": 0.08610652209578955, "BIL": 0.3784686623773217 } }, { "date": "2026-09-01", "votes": { "SPY": 0.6666666666666666, "IEF": 0.0, "GLD": 0.3333333333333333, "EFA": 1.0, "EEM": 0.6666666666666666 }, "estimated_volatility": 0.10000000000000002, "weights": { "SPY": 0.21708487563911164, "IEF": 0.0, "GLD": 0.05680574174137784, "EFA": 0.24829610357856288, "EEM": 0.09904880770032935, "BIL": 0.37876447134061836 } }, { "date": "2026-10-01", "votes": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.6666666666666666, "EFA": 0.6666666666666666, "EEM": 1.0 }, "estimated_volatility": 0.1, "weights": { "SPY": 0.30054784090423003, "IEF": 0.0, "GLD": 0.10321459725169513, "EFA": 0.1556020823120083, "EEM": 0.12938036790659946, "BIL": 0.31125511162546715 } } ], "latest_targets": { "Ensemble trend": { "SPY": 0.30054784090423003, "IEF": 0.0, "GLD": 0.10321459725169513, "EFA": 0.1556020823120083, "EEM": 0.12938036790659946, "BIL": 0.31125511162546715 }, "Core + trend": { "SPY": 0.450273920452115, "IEF": 0.2, "GLD": 0.051607298625847564, "EFA": 0.07780104115600416, "EEM": 0.06469018395329973, "BIL": 0.15562755581273358 }, "60/40 monthly": { "SPY": 0.6, "IEF": 0.4, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.0 }, "SPY buy & hold": { "SPY": 1.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.0 }, "BIL reserve": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 1.0 } }, "latest_simulated_weights": { "Ensemble trend": { "SPY": 0.30052717149729335, "IEF": 0.0, "GLD": 0.10317296127385446, "EFA": 0.15562761467146663, "EEM": 0.12936606785323376, "BIL": 0.31130618470415083 }, "Core + trend": { "SPY": 0.4503102768243748, "IEF": 0.18968930251705468, "GLD": 0.05161146554308298, "EFA": 0.07780732302907312, "EEM": 0.0646954072191882, "BIL": 0.155640121615673 }, "60/40 monthly": { "SPY": 0.6000165135492393, "IEF": 0.3999834864507603, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.0 }, "SPY buy & hold": { "SPY": 0.9999999999999997, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.0 }, "BIL reserve": { "SPY": 0.0, "IEF": 0.0, "GLD": 0.0, "EFA": 0.0, "EEM": 0.0, "BIL": 0.9999999999999994 } }, "orders": { "Ensemble trend": [ { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "SPY", "requested": 9140.384837956071, "filled": 9135.57789875532, "fee": 4.5733945438179635, "unfilled": 4.806939200751003, "adv_dollars": 24264130218.011093, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "IEF", "requested": 40000.0, "filled": 39978.96395267389, "fee": 21.31837961483791, "unfilled": 21.036047326109838, "adv_dollars": 36183581.063690186, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "GLD", "requested": 15477.57268677057, "filled": 15469.433012982267, "fee": 7.805425675801125, "unfilled": 8.139673788304208, "adv_dollars": 740409049.5067596, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "EFA", "requested": 8219.2806717132, "filled": 8214.958142283283, "fee": 4.1369700533940765, "unfilled": 4.322529429917267, "adv_dollars": 637437470.7105255, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "EEM", "requested": 10792.102094362372, "filled": 10786.426515102243, "fee": 5.419880802807794, "unfilled": 5.67557926012887, "adv_dollars": 1764682933.9392471, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "BIL", "requested": 16370.659709197787, "filled": 16362.050359887731, "fee": 9.336067624241002, "unfilled": 8.609349310056132, "adv_dollars": 3283350.814228058, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "SPY", "requested": -8389.4037600126, "filled": -8389.4037600126, "fee": 4.198773453555197, "unfilled": 0.0, "adv_dollars": 35617933642.88864, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "GLD", "requested": 5020.303496705477, "filled": 4893.294737651952, "fee": 2.457686054220941, "unfilled": 127.00875905352495, "adv_dollars": 961544557.6932144, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "EFA", "requested": -7386.975505534164, "filled": -7386.975505534164, "fee": 3.7133896699121722, "unfilled": 0.0, "adv_dollars": 1017677444.623146, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "EEM", "requested": -9624.308381960123, "filled": -9624.308381960123, "fee": 4.830614489853337, "unfilled": 0.0, "adv_dollars": 2615960214.600277, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "BIL", "requested": 21012.414952758994, "filled": 20480.8214445938, "fee": 11.371001593330611, "unfilled": 531.5935081651951, "adv_dollars": 6720957.7476501465, "status": "partial/canceled" }, { "fill_date": "2008-08-04", "signal_date": "2008-08-01", "symbol": "GLD", "requested": -5928.0566322314535, "filled": -5928.0566322314535, "fee": 2.975951845724254, "unfilled": 0.0, "adv_dollars": 1465302743.646698, "status": "simulated fill" }, { "fill_date": "2008-08-04", "signal_date": "2008-08-01", "symbol": "BIL", "requested": 7189.550665334355, "filled": 5921.958087283044, "fee": 3.1225931031639496, "unfilled": 1267.5925780513107, "adv_dollars": 7951292.125511169, "status": "partial/canceled" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "IEF", "requested": -2408.3934942602064, "filled": -2408.3934942602064, "fee": 1.2269500123409054, "unfilled": 0.0, "adv_dollars": 26983288.590507507, "status": "simulated fill" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "GLD", "requested": -8694.19996601969, "filled": -8694.19996601969, "fee": 4.371036485631316, "unfilled": 0.0, "adv_dollars": 1147010735.8417892, "status": "simulated fill" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "BIL", "requested": 11102.593460280055, "filled": 11091.055864872982, "fee": 5.939608908889682, "unfilled": 11.53759540707324, "adv_dollars": 8785120.791873932, "status": "partial/canceled" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "GLD", "requested": -4008.8445359510292, "filled": -4008.8445359510292, "fee": 2.0111794379748122, "unfilled": 0.0, "adv_dollars": 1411003052.1186829, "status": "simulated fill" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "BIL", "requested": 3935.3611521215207, "filled": 3935.361152121409, "fee": 2.0289942016643914, "unfilled": 1.1186784831807017e-10, "adv_dollars": 16212119.163093567, "status": "simulated fill" }, { "fill_date": "2009-01-05", "signal_date": "2009-01-02", "symbol": "IEF", "requested": -2248.757893818045, "filled": -2248.757893818045, "fee": 1.1400563387946918, "unfilled": 0.0, "adv_dollars": 46267973.0160141, "status": "simulated fill" }, { "fill_date": "2009-01-05", "signal_date": "2009-01-02", "symbol": "GLD", "requested": 3692.6291003917145, "filled": 2315.8993632116803, "fee": 1.1616844576956307, "unfilled": 1376.7297371800341, "adv_dollars": 890491770.7625198, "status": "partial/canceled" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "GLD", "requested": 5201.533729069693, "filled": 5201.533729069545, "fee": 2.6083346866476123, "unfilled": 1.482476363889873e-10, "adv_dollars": 2457267443.9027786, "status": "simulated fill" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "BIL", "requested": -5838.679251903181, "filled": -5838.679251903181, "fee": 2.9741126869519654, "unfilled": 0.0, "adv_dollars": 66345249.145412445, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "GLD", "requested": 12625.85705064988, "filled": 12625.857050649522, "fee": 6.346072470773981, "unfilled": 3.583409124985337e-10, "adv_dollars": 1832205543.822937, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "EEM", "requested": 2533.1468209148866, "filled": 2533.1468209148147, "fee": 1.2694203672114528, "unfilled": 7.185008144006133e-11, "adv_dollars": 2005484668.412857, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "BIL", "requested": -14628.875406111998, "filled": -14628.875406111998, "fee": 7.693475444665883, "unfilled": 0.0, "adv_dollars": 21790535.926303867, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "SPY", "requested": 4225.237317915989, "filled": 4067.0310495721897, "fee": 2.0352232501305365, "unfilled": 158.2062683437989, "adv_dollars": 23067281542.921673, "status": "partial/canceled" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "IEF", "requested": -5781.442774704752, "filled": -5781.442774704752, "fee": 2.96951312738791, "unfilled": 0.0, "adv_dollars": 31127719.971847534, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "GLD", "requested": -7697.997863010682, "filled": -7697.997863010682, "fee": 3.8699950318685397, "unfilled": 0.0, "adv_dollars": 1034799186.0961151, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "EFA", "requested": 7508.336538855114, "filled": 7227.200636678724, "fee": 3.6319530801178765, "unfilled": 281.1359021763901, "adv_dollars": 1120746727.809143, "status": "partial/canceled" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "EEM", "requested": 2345.5202380784995, "filled": 2257.69653108391, "fee": 1.131377616069709, "unfilled": 87.82370699458943, "adv_dollars": 1798782515.2946377, "status": "partial/canceled" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "SPY", "requested": 4307.453237626504, "filled": 4265.854309078326, "fee": 2.1347333406520246, "unfilled": 41.598928548178264, "adv_dollars": 23795402721.05076, "status": "partial/canceled" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "IEF", "requested": -17561.820039616323, "filled": -17561.820039616323, "fee": 9.130860326422718, "unfilled": 0.0, "adv_dollars": 44227848.25023651, "status": "simulated fill" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "GLD", "requested": 5002.065521414224, "filled": 4953.758423289283, "fee": 2.4865464658792593, "unfilled": 48.30709812494115, "adv_dollars": 1300763048.9409256, "status": "partial/canceled" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "BIL", "requested": 8405.286625763983, "filled": 8324.113157711483, "fee": 4.342009404256167, "unfilled": 81.17346805250054, "adv_dollars": 17811339.693393707, "status": "partial/canceled" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "SPY", "requested": 2471.9353452379573, "filled": 2471.9353452378873, "fee": 1.2368201090991902, "unfilled": 7.003109203651547e-11, "adv_dollars": 20786782300.554886, "status": "simulated fill" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "GLD", "requested": -2405.331113191214, "filled": -2405.331113191214, "fee": 1.2060699020051446, "unfilled": 0.0, "adv_dollars": 1200763205.0058746, "status": "simulated fill" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "EEM", "requested": 2004.9051434940766, "filled": 2004.9051434940195, "fee": 1.0043091842695921, "unfilled": 5.707079253625125e-11, "adv_dollars": 2337970027.525654, "status": "simulated fill" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "BIL", "requested": -4985.768325199679, "filled": -4985.768325199679, "fee": 2.5738226152432273, "unfilled": 0.0, "adv_dollars": 18918490.78086853, "status": "simulated fill" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "GLD", "requested": 9312.295595550724, "filled": 9015.313980031111, "fee": 4.536662626034519, "unfilled": 296.9816155196131, "adv_dollars": 870919038.1921005, "status": "partial/canceled" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "BIL", "requested": -6114.7666529912385, "filled": -6114.7666529912385, "fee": 3.153938182504512, "unfilled": 0.0, "adv_dollars": 24524006.602497105, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "IEF", "requested": 17540.874691942594, "filled": 17540.874691942096, "fee": 9.115090405619936, "unfilled": 4.984030965715647e-10, "adv_dollars": 45434887.97924042, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "GLD", "requested": -6266.219136049716, "filled": -6266.219136049716, "fee": 3.152439338645667, "unfilled": 0.0, "adv_dollars": 658511455.9881973, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "EFA", "requested": 2293.610696413889, "filled": 2293.610696413824, "fee": 1.1503327008255921, "unfilled": 6.502887117676437e-11, "adv_dollars": 969753514.152565, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "BIL", "requested": -14995.484177301776, "filled": -14995.484177301776, "fee": 7.9791938505180955, "unfilled": 0.0, "adv_dollars": 14547083.04347992, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "IEF", "requested": -2517.832373016914, "filled": -2517.832373016914, "fee": 1.2750238172883703, "unfilled": 0.0, "adv_dollars": 61520110.56289673, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "GLD", "requested": 6966.617941615674, "filled": 6966.6179416154755, "fee": 3.498390712007609, "unfilled": 1.9826984498649836e-10, "adv_dollars": 1486493496.7337036, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "EEM", "requested": 4342.678545607365, "filled": 4342.678545607241, "fee": 2.1769440551943133, "unfilled": 1.2369127944111824e-10, "adv_dollars": 2607087086.2616158, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "BIL", "requested": -8355.132726265008, "filled": -8355.132726265008, "fee": 4.364941461496393, "unfilled": 0.0, "adv_dollars": 16612550.427188877, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "SPY", "requested": 5431.685658107692, "filled": 4688.098100059003, "fee": 2.3462214544390587, "unfilled": 743.5875580486891, "adv_dollars": 21832764048.913956, "status": "partial/canceled" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "IEF", "requested": -4987.0074735890885, "filled": -4987.0074735890885, "fee": 2.54352931255456, "unfilled": 0.0, "adv_dollars": 49560521.27750397, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "GLD", "requested": -5635.257765771406, "filled": -5635.257765771406, "fee": 2.8277373620222246, "unfilled": 0.0, "adv_dollars": 1751336989.4569397, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "EFA", "requested": 2858.989111231431, "filled": 2467.5988752123235, "fee": 1.2376290236938954, "unfilled": 391.3902360191073, "adv_dollars": 1024519000.9282112, "status": "partial/canceled" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "BIL", "requested": 5113.534005533991, "filled": 4413.50081077459, "fee": 2.2865168749318916, "unfilled": 700.0331947594013, "adv_dollars": 13511665.676746368, "status": "partial/canceled" }, { "fill_date": "2009-12-02", "signal_date": "2009-12-01", "symbol": "IEF", "requested": 17480.666661101655, "filled": 17480.666661101157, "fee": 9.11541696161929, "unfilled": 4.984030965715647e-10, "adv_dollars": 37968002.60959625, "status": "simulated fill" }, { "fill_date": "2009-12-02", "signal_date": "2009-12-01", "symbol": "GLD", "requested": -2356.1958699977185, "filled": -2356.1958699977185, "fee": 1.18047321832377, "unfilled": 0.0, "adv_dollars": 2318479880.1999664, "status": "simulated fill" }, { "fill_date": "2009-12-02", "signal_date": "2009-12-01", "symbol": "BIL", "requested": -15987.216029778217, "filled": -15987.216029778217, "fee": 8.517436460976544, "unfilled": 0.0, "adv_dollars": 14891566.078166965, "status": "simulated fill" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "SPY", "requested": 2767.671435250719, "filled": 2658.0792811941883, "fee": 1.3301921075619618, "unfilled": 109.59215405653049, "adv_dollars": 14139915698.32901, "status": "partial/canceled" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "IEF", "requested": -41793.45930129282, "filled": -41793.45930129282, "fee": 22.168246759978985, "unfilled": 0.0, "adv_dollars": 45152369.139328, "status": "simulated fill" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "BIL", "requested": 41579.91357871873, "filled": 39933.463701562934, "fee": 22.349791701099715, "unfilled": 1646.4498771557992, "adv_dollars": 11213496.296482088, "status": "partial/canceled" }, { "fill_date": "2010-02-02", "signal_date": "2010-02-01", "symbol": "SPY", "requested": 3197.3411560689274, "filled": 3109.7648605715726, "fee": 1.5560594529578375, "unfilled": 87.57629549735475, "adv_dollars": 21707659401.144295, "status": "partial/canceled" }, { "fill_date": "2010-02-02", "signal_date": "2010-02-01", "symbol": "IEF", "requested": 37825.53088521993, "filled": 36789.47632974636, "fee": 19.41160321876035, "unfilled": 1036.0545554735727, "adv_dollars": 48155308.9233017, "status": "partial/canceled" }, { "fill_date": "2010-02-02", "signal_date": "2010-02-01", "symbol": "BIL", "requested": -39942.186552870226, "filled": -39942.186552870226, "fee": 21.97769988172502, "unfilled": 0.0, "adv_dollars": 15825995.29253006, "status": "simulated fill" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "IEF", "requested": 7197.207702170548, "filled": 7197.2077021703435, "fee": 3.695436735773056, "unfilled": 2.0463630789890885e-10, "adv_dollars": 39759999.335365295, "status": "simulated fill" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "GLD", "requested": -7137.802294858875, "filled": -7137.802294858875, "fee": 3.582241728570465, "unfilled": 0.0, "adv_dollars": 2043356041.9285207, "status": "simulated fill" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "EEM", "requested": -3552.79759016794, "filled": -3552.79759016794, "fee": 1.7800942322033486, "unfilled": 0.0, "adv_dollars": 3283823172.0061874, "status": "simulated fill" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "BIL", "requested": 2982.293182269268, "filled": 2982.2931822691835, "fee": 1.5256468395392446, "unfilled": 8.458300726488233e-11, "adv_dollars": 22284688.252887722, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "SPY", "requested": -2592.746960636545, "filled": -2592.746960636545, "fee": 1.2973036162361518, "unfilled": 0.0, "adv_dollars": 20145941610.701904, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "IEF", "requested": -24106.311672764863, "filled": -24106.311672764863, "fee": 12.700527174585234, "unfilled": 0.0, "adv_dollars": 33426073.73931884, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "GLD", "requested": 3695.9968206651647, "filled": 3695.9968206650597, "fee": 1.8538047469991144, "unfilled": 1.0504663805477321e-10, "adv_dollars": 1497581061.724205, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "BIL", "requested": 19552.590277695108, "filled": 19552.59027769455, "fee": 10.381280303727685, "unfilled": 5.566107574850321e-10, "adv_dollars": 20423183.941326145, "status": "simulated fill" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "SPY", "requested": -4548.666644528679, "filled": -4548.666644528679, "fee": 2.2763654586050204, "unfilled": 0.0, "adv_dollars": 22790121762.80739, "status": "simulated fill" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "IEF", "requested": 25043.252519992944, "filled": 24930.625776488523, "fee": 13.172723922337617, "unfilled": 112.62674350442103, "adv_dollars": 30963915.958824158, "status": "partial/canceled" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "GLD", "requested": -4675.9138596721405, "filled": -4675.9138596721405, "fee": 2.346160358941961, "unfilled": 0.0, "adv_dollars": 1519177946.5538406, "status": "simulated fill" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "BIL", "requested": -11805.288586962874, "filled": -11805.288586962874, "fee": 6.202265186103651, "unfilled": 0.0, "adv_dollars": 18326757.669582367, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "SPY", "requested": -11788.75790568721, "filled": -11788.75790568721, "fee": 5.900622999749301, "unfilled": 0.0, "adv_dollars": 42021527351.92113, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "EFA", "requested": -8949.38823382991, "filled": -8949.38823382991, "fee": 4.492996681105381, "unfilled": 0.0, "adv_dollars": 2139716169.3909073, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "EEM", "requested": -6591.036442007987, "filled": -6591.036442007987, "fee": 3.3029718279954663, "unfilled": 0.0, "adv_dollars": 5153807093.500328, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "BIL", "requested": 28045.82489430159, "filled": 27301.04568312413, "fee": 14.440306892128682, "unfilled": 744.7792111774579, "adv_dollars": 32622791.988124847, "status": "partial/canceled" }, { "fill_date": "2010-07-02", "signal_date": "2010-07-01", "symbol": "IEF", "requested": -2374.5757402592208, "filled": -2374.5757402592208, "fee": 1.2015400407994108, "unfilled": 0.0, "adv_dollars": 65916790.12283325, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "SPY", "requested": 4205.980049635179, "filled": 4205.98004963506, "fee": 2.104774656689689, "unfilled": 1.191438059322536e-10, "adv_dollars": 23361694225.806236, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "GLD", "requested": -2519.6665015296057, "filled": -2519.6665015296057, "fee": 1.2632507798927644, "unfilled": 0.0, "adv_dollars": 1369634657.3268511, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "EFA", "requested": 2983.1899295904022, "filled": 2983.1899295903177, "fee": 1.496342361973071, "unfilled": 8.458300726488233e-11, "adv_dollars": 1177962807.1791458, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "EEM", "requested": 6462.094472493136, "filled": 6462.094472492952, "fee": 3.241378196861512, "unfilled": 1.837179297581315e-10, "adv_dollars": 2528357589.642372, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "BIL", "requested": -8847.506590837558, "filled": -8847.506590837558, "fee": 4.55424318763772, "unfilled": 0.0, "adv_dollars": 40673255.95026016, "status": "simulated fill" }, { "fill_date": "2010-09-02", "signal_date": "2010-09-01", "symbol": "SPY", "requested": -4322.600105804849, "filled": -4322.600105804849, "fee": 2.163161716092982, "unfilled": 0.0, "adv_dollars": 23304133291.80664, "status": "simulated fill" }, { "fill_date": "2010-09-02", "signal_date": "2010-09-01", "symbol": "GLD", "requested": 8856.221067489792, "filled": 8856.221067489541, "fee": 4.452057604592956, "unfilled": 2.510205376893282e-10, "adv_dollars": 1211268848.707428, "status": "simulated fill" }, { "fill_date": "2010-09-02", "signal_date": "2010-09-01", "symbol": "BIL", "requested": -6192.524637192335, "filled": -6192.524637192335, "fee": 3.1866477258642463, "unfilled": 0.0, "adv_dollars": 29067427.02665329, "status": "simulated fill" }, { "fill_date": "2010-10-04", "signal_date": "2010-10-01", "symbol": "SPY", "requested": 5294.85939484501, "filled": 5294.85939484486, "fee": 2.6500592969010723, "unfilled": 1.5006662579253316e-10, "adv_dollars": 21467629220.88459, "status": "simulated fill" }, { "fill_date": "2010-10-04", "signal_date": "2010-10-01", "symbol": "BIL", "requested": -7014.301999199901, "filled": -7014.301999199901, "fee": 3.620619044131681, "unfilled": 0.0, "adv_dollars": 26804409.26067353, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "SPY", "requested": 5742.940475492891, "filled": 5742.940475492728, "fee": 2.87446189519788, "unfilled": 1.6279955161735415e-10, "adv_dollars": 21163096643.861275, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "EFA", "requested": 5177.186724246301, "filled": 5177.186724246154, "fee": 2.6007848603024795, "unfilled": 1.4733814168721437e-10, "adv_dollars": 933613945.657959, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "BIL", "requested": -9769.01288924352, "filled": -9769.01288924352, "fee": 5.080240752548706, "unfilled": 0.0, "adv_dollars": 24334259.69902039, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "SPY", "requested": 5596.744475504984, "filled": 5591.412023439091, "fee": 2.79844626666163, "unfilled": 5.332452065892539, "adv_dollars": 23279977092.99286, "status": "partial/canceled" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "IEF", "requested": -10825.60457445198, "filled": -10825.60457445198, "fee": 5.526357209690271, "unfilled": 0.0, "adv_dollars": 98388547.39109038, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "GLD", "requested": 2409.8394176909424, "filled": 2407.5433769769925, "fee": 1.2060444861820612, "unfilled": 2.2960407139498784, "adv_dollars": 2701474060.517578, "status": "partial/canceled" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "EFA", "requested": 4818.306386631262, "filled": 4813.715612841616, "fee": 2.4166235481919207, "unfilled": 4.590773789645937, "adv_dollars": 1169582374.7664452, "status": "partial/canceled" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "EEM", "requested": 6473.853189288549, "filled": 6467.685047797618, "fee": 3.2429166094654427, "unfilled": 6.168141490931703, "adv_dollars": 3285797911.013794, "status": "partial/canceled" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "BIL", "requested": -6195.912106507192, "filled": -6195.912106507192, "fee": 3.1970199397807204, "unfilled": 0.0, "adv_dollars": 24237343.627090454, "status": "simulated fill" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "IEF", "requested": -18713.3375895367, "filled": -18713.3375895367, "fee": 9.605089871919224, "unfilled": 0.0, "adv_dollars": 106188350.82504272, "status": "simulated fill" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "BIL", "requested": 13125.784635686156, "filled": 13125.784635685783, "fee": 6.938695020804751, "unfilled": 3.728928277269006e-10, "adv_dollars": 16012385.000495914, "status": "simulated fill" }, { "fill_date": "2011-02-02", "signal_date": "2011-02-01", "symbol": "SPY", "requested": 7346.702806072561, "filled": 7346.702806072351, "fee": 3.6779748351731003, "unfilled": 2.091837814077735e-10, "adv_dollars": 18550193349.33754, "status": "simulated fill" }, { "fill_date": "2011-02-02", "signal_date": "2011-02-01", "symbol": "GLD", "requested": -6343.946721576165, "filled": -6343.946721576165, "fee": 3.1823872305538354, "unfilled": 0.0, "adv_dollars": 2354259310.6586456, "status": "simulated fill" }, { "fill_date": "2011-02-02", "signal_date": "2011-02-01", "symbol": "EFA", "requested": 3572.25254045612, "filled": 3572.252540456019, "fee": 1.792858345724114, "unfilled": 1.014086592476815e-10, "adv_dollars": 1005839081.3982964, "status": "simulated fill" }, { "fill_date": "2011-02-02", "signal_date": "2011-02-01", "symbol": "EEM", "requested": 3783.732877141174, "filled": 3783.7328771410666, "fee": 1.895945552336633, "unfilled": 1.0732037480920553e-10, "adv_dollars": 3255590481.2802315, "status": "simulated fill" }, { "fill_date": "2011-02-02", "signal_date": "2011-02-01", "symbol": "BIL", "requested": -3730.840397034164, "filled": -3730.840397034164, "fee": 1.9195195625557349, "unfilled": 0.0, "adv_dollars": 17743352.972831726, "status": "simulated fill" }, { "fill_date": "2011-03-02", "signal_date": "2011-03-01", "symbol": "GLD", "requested": 6181.481574407757, "filled": 6181.481574407581, "fee": 3.102450062242611, "unfilled": 1.7553247744217515e-10, "adv_dollars": 1722732007.0166016, "status": "simulated fill" }, { "fill_date": "2011-03-02", "signal_date": "2011-03-01", "symbol": "BIL", "requested": -6894.22921140041, "filled": -6894.22921140041, "fee": 3.586261141422326, "unfilled": 0.0, "adv_dollars": 16924364.02702332, "status": "simulated fill" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "IEF", "requested": 15002.10577272175, "filled": 13136.26670135698, "fee": 6.7454433432150775, "unfilled": 1865.8390713647696, "adv_dollars": 72102354.78931427, "status": "partial/canceled" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "GLD", "requested": -2702.0962357180215, "filled": -2702.0962357180215, "fee": 1.3539912377244063, "unfilled": 0.0, "adv_dollars": 2277647635.018387, "status": "simulated fill" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "EFA", "requested": -2783.1373122808254, "filled": -2783.1373122808254, "fee": 1.39637526330229, "unfilled": 0.0, "adv_dollars": 933096677.0126534, "status": "simulated fill" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "EEM", "requested": -3527.5188483591155, "filled": -3527.5188483591155, "fee": 1.7678277719005258, "unfilled": 0.0, "adv_dollars": 2651990103.6234856, "status": "simulated fill" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "BIL", "requested": -2499.360291898184, "filled": -2499.360291898184, "fee": 1.280653445158566, "unfilled": 0.0, "adv_dollars": 16274650.148620605, "status": "simulated fill" }, { "fill_date": "2011-06-02", "signal_date": "2011-06-01", "symbol": "SPY", "requested": -3971.9703515798683, "filled": -3971.9703515798683, "fee": 1.9876690031165882, "unfilled": 0.0, "adv_dollars": 22101557905.609207, "status": "simulated fill" }, { "fill_date": "2011-06-02", "signal_date": "2011-06-01", "symbol": "IEF", "requested": 13901.118631741749, "filled": 11369.094220310322, "fee": 5.807054502700645, "unfilled": 2532.0244114314264, "adv_dollars": 97915851.31881714, "status": "partial/canceled" }, { "fill_date": "2011-06-02", "signal_date": "2011-06-01", "symbol": "EFA", "requested": -7408.6410306705875, "filled": -7408.6410306705875, "fee": 3.7224384342688923, "unfilled": 0.0, "adv_dollars": 1238793829.0291977, "status": "simulated fill" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "SPY", "requested": -3552.5237334300728, "filled": -3552.5237334300728, "fee": 1.7775428373944335, "unfilled": 0.0, "adv_dollars": 27323264467.201004, "status": "simulated fill" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "IEF", "requested": 7824.980047049459, "filled": 7324.387125280999, "fee": 3.7173084391268145, "unfilled": 500.59292176846066, "adv_dollars": 129352907.43999481, "status": "partial/canceled" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "EFA", "requested": 4390.816508100643, "filled": 4109.9197324509605, "fee": 2.062429122948388, "unfilled": 280.89677564968224, "adv_dollars": 1244357721.367569, "status": "partial/canceled" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "EEM", "requested": -7893.301334494252, "filled": -7893.301334494252, "fee": 3.9609297929805267, "unfilled": 0.0, "adv_dollars": 2411975059.230156, "status": "simulated fill" }, { "fill_date": "2011-08-02", "signal_date": "2011-08-01", "symbol": "SPY", "requested": -6801.615488805535, "filled": -6801.615488805535, "fee": 3.404276155162511, "unfilled": 0.0, "adv_dollars": 26156231962.254257, "status": "simulated fill" }, { "fill_date": "2011-08-02", "signal_date": "2011-08-01", "symbol": "EFA", "requested": -9901.956597976548, "filled": -9901.956597976548, "fee": 4.979571983477167, "unfilled": 0.0, "adv_dollars": 1187470457.3169327, "status": "simulated fill" }, { "fill_date": "2011-08-02", "signal_date": "2011-08-01", "symbol": "BIL", "requested": 14093.566136026906, "filled": 14093.566136026506, "fee": 7.290331546016011, "unfilled": 4.001776687800884e-10, "adv_dollars": 47194550.45503617, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "SPY", "requested": -9814.309124277239, "filled": -9814.309124277239, "fee": 4.911725626301667, "unfilled": 0.0, "adv_dollars": 45242288418.65074, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "GLD", "requested": -7071.640028379061, "filled": -7071.640028379061, "fee": 3.5435881381995658, "unfilled": 0.0, "adv_dollars": 5860411828.786545, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "EEM", "requested": -4775.913281708319, "filled": -4775.913281708319, "fee": 2.393491780888661, "unfilled": 0.0, "adv_dollars": 3555593243.590946, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "BIL", "requested": 24958.222351431872, "filled": 24232.90668395036, "fee": 12.438715939345663, "unfilled": 725.3156674815109, "adv_dollars": 137024025.9729576, "status": "partial/canceled" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "SPY", "requested": -5987.562758536758, "filled": -5987.562758536758, "fee": 2.996248930940161, "unfilled": 0.0, "adv_dollars": 35254756866.529655, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "EFA", "requested": -4823.418819563188, "filled": -4823.418819563188, "fee": 2.420303029007275, "unfilled": 0.0, "adv_dollars": 1519541996.1487007, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "EEM", "requested": -4105.755444864507, "filled": -4105.755444864507, "fee": 2.0575963645082376, "unfilled": 0.0, "adv_dollars": 3108459122.145691, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "BIL", "requested": 18454.703807785416, "filled": 14901.65970222351, "fee": 7.603172416773451, "unfilled": 3553.0441055619067, "adv_dollars": 142580913.76991275, "status": "partial/canceled" }, { "fill_date": "2011-11-02", "signal_date": "2011-11-01", "symbol": "SPY", "requested": 5775.276481642426, "filled": 3067.454802085278, "fee": 1.5346714195773434, "unfilled": 2707.821679557148, "adv_dollars": 32387205303.354565, "status": "partial/canceled" }, { "fill_date": "2011-11-02", "signal_date": "2011-11-01", "symbol": "BIL", "requested": -3070.538012887664, "filled": -3070.538012887664, "fee": 1.5485393831036607, "unfilled": 0.0, "adv_dollars": 164390582.79323578, "status": "simulated fill" }, { "fill_date": "2011-12-02", "signal_date": "2011-12-01", "symbol": "SPY", "requested": 7902.781589763525, "filled": 7902.7815897633, "fee": 3.9555961429413387, "unfilled": 2.2464519133791327e-10, "adv_dollars": 27908471110.677258, "status": "simulated fill" }, { "fill_date": "2011-12-02", "signal_date": "2011-12-01", "symbol": "GLD", "requested": -8491.00678449859, "filled": -8491.00678449859, "fee": 4.261957310785542, "unfilled": 0.0, "adv_dollars": 2261199486.3223267, "status": "simulated fill" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "SPY", "requested": 4739.778597207849, "filled": 4327.932912968195, "fee": 2.165857592023848, "unfilled": 411.8456842396545, "adv_dollars": 22667114994.81144, "status": "partial/canceled" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "GLD", "requested": 6271.689553066628, "filled": 5726.734082605832, "fee": 2.872514222087744, "unfilled": 544.9554704607963, "adv_dollars": 2244639116.9330597, "status": "partial/canceled" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "EFA", "requested": 6308.330284372722, "filled": 5760.191051897243, "fee": 2.8924413075564255, "unfilled": 548.1392324754797, "adv_dollars": 1253930552.198372, "status": "partial/canceled" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "EEM", "requested": 5788.292188976166, "filled": 5285.339760237774, "fee": 2.6509426753741407, "unfilled": 502.952428738392, "adv_dollars": 2157318061.469536, "status": "partial/canceled" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "BIL", "requested": -20541.32748624446, "filled": -20541.32748624446, "fee": 10.555564019583601, "unfilled": 0.0, "adv_dollars": 106782424.71733093, "status": "simulated fill" }, { "fill_date": "2012-02-02", "signal_date": "2012-02-01", "symbol": "BIL", "requested": 6294.126005480772, "filled": 3.577796408922479e-10, "fee": 1.7888982154074798e-13, "unfilled": 6294.126005480414, "adv_dollars": 38222309.78012085, "status": "partial/canceled" }, { "fill_date": "2012-03-02", "signal_date": "2012-03-01", "symbol": "GLD", "requested": -13619.683041347573, "filled": -13619.683041347573, "fee": 6.843082778156697, "unfilled": 0.0, "adv_dollars": 2286367897.1315765, "status": "simulated fill" }, { "fill_date": "2012-03-02", "signal_date": "2012-03-01", "symbol": "EFA", "requested": 2812.7400415744414, "filled": 2812.7400415743614, "fee": 1.4110216114100895, "unfilled": 8.003553375601768e-11, "adv_dollars": 1028456232.9098701, "status": "simulated fill" }, { "fill_date": "2012-03-02", "signal_date": "2012-03-01", "symbol": "BIL", "requested": 8830.676652449289, "filled": 8830.676652449038, "fee": 4.576815023534427, "unfilled": 2.510205376893282e-10, "adv_dollars": 26409624.83959198, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "SPY", "requested": 9025.488524693366, "filled": 9016.518298564248, "fee": 4.514383631719205, "unfilled": 8.9702261291186, "adv_dollars": 19542396388.911438, "status": "partial/canceled" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "IEF", "requested": -28727.928610335686, "filled": -28727.928610335686, "fee": 14.924815657045835, "unfilled": 0.0, "adv_dollars": 75373276.84474945, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "GLD", "requested": 19970.92428780045, "filled": 19951.075643998072, "fee": 10.039494579836497, "unfilled": 19.84864380237923, "adv_dollars": 1941449354.7212982, "status": "partial/canceled" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "EFA", "requested": 3820.4877879661835, "filled": 3816.6906927410514, "fee": 1.9156626530756133, "unfilled": 3.797095225132125, "adv_dollars": 1038384937.5816345, "status": "partial/canceled" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "EEM", "requested": 5150.07813430183, "filled": 5144.959589713254, "fee": 2.5803651074434417, "unfilled": 5.118544588575787, "adv_dollars": 2190322556.8401146, "status": "partial/canceled" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "BIL", "requested": -7275.61469651504, "filled": -7275.61469651504, "fee": 3.7597881152253425, "unfilled": 0.0, "adv_dollars": 25883699.859905243, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "SPY", "requested": 4584.893254768984, "filled": 4584.893254768854, "fee": 2.294592446265421, "unfilled": 1.3005774235352874e-10, "adv_dollars": 20931558321.41243, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "IEF", "requested": 27990.374430964006, "filled": 27990.37443096321, "fee": 14.556505242165132, "unfilled": 7.967173587530851e-10, "adv_dollars": 69599824.54723358, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "GLD", "requested": -16393.300819926655, "filled": -16393.300819926655, "fee": 8.249273415549238, "unfilled": 0.0, "adv_dollars": 1590918478.686142, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "EFA", "requested": -5506.852634206093, "filled": -5506.852634206093, "fee": 2.7662497472579095, "unfilled": 0.0, "adv_dollars": 1015551478.612709, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "BIL", "requested": -12744.7762622622, "filled": -12744.7762622622, "fee": 6.596802422908394, "unfilled": 0.0, "adv_dollars": 41105091.97822571, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "SPY", "requested": -20404.988151399833, "filled": -20404.988151399833, "fee": 10.220704383651958, "unfilled": 0.0, "adv_dollars": 25619724806.73065, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "IEF", "requested": -3064.578660373656, "filled": -3064.578660373656, "fee": 1.5500725592375817, "unfilled": 0.0, "adv_dollars": 91010410.82069395, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "GLD", "requested": -3541.9822301684453, "filled": -3541.9822301684453, "fee": 1.775733966215598, "unfilled": 0.0, "adv_dollars": 1975423189.5655823, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "EFA", "requested": -6212.816384881785, "filled": -6212.816384881785, "fee": 3.120711219133507, "unfilled": 0.0, "adv_dollars": 1172221431.9480324, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "EEM", "requested": -9388.954482694451, "filled": -9388.954482694451, "fee": 4.712587874797243, "unfilled": 0.0, "adv_dollars": 2523390242.2047424, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "BIL", "requested": 44648.51851690777, "filled": 44603.40495109478, "fee": 23.733755809817485, "unfilled": 45.11356581298605, "adv_dollars": 43269876.36947632, "status": "partial/canceled" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "SPY", "requested": 7048.315100906286, "filled": 7048.315100906086, "fee": 3.528138201289527, "unfilled": 2.000888343900442e-10, "adv_dollars": 22097735143.562927, "status": "simulated fill" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "GLD", "requested": 6119.949912597704, "filled": 6119.94991259753, "fee": 3.072036933481539, "unfilled": 1.737134880386293e-10, "adv_dollars": 1575457159.3951416, "status": "simulated fill" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "EFA", "requested": 5254.807175107415, "filled": 5254.807175107266, "fee": 2.639102560157833, "unfilled": 1.4915713109076023e-10, "adv_dollars": 1060168520.9019089, "status": "simulated fill" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "EEM", "requested": 4696.7710859389035, "filled": 4696.77108593877, "fee": 2.355896071749729, "unfilled": 1.3369572116062045e-10, "adv_dollars": 1836780042.9449463, "status": "simulated fill" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "BIL", "requested": -23479.858222061193, "filled": -23479.858222061193, "fee": 12.338656469464768, "unfilled": 0.0, "adv_dollars": 36110059.48104859, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "GLD", "requested": -11288.264412814531, "filled": -11288.264412814531, "fee": 5.678328986739338, "unfilled": 0.0, "adv_dollars": 1230016914.5385742, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "EFA", "requested": -5105.7069343672165, "filled": -5105.7069343672165, "fee": 2.5649381572677683, "unfilled": 0.0, "adv_dollars": 911373956.554184, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "EEM", "requested": -4557.903078956326, "filled": -4557.903078956326, "fee": 2.286434951840933, "unfilled": 0.0, "adv_dollars": 1690814266.8218803, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "BIL", "requested": 22632.401910345703, "filled": 21266.248443949327, "fee": 11.17739736801875, "unfilled": 1366.1534663963757, "adv_dollars": 32466751.38698578, "status": "partial/canceled" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "SPY", "requested": 5393.982199270966, "filled": 5393.982199270812, "fee": 2.7003659313302304, "unfilled": 1.5370460459962487e-10, "adv_dollars": 13779209029.95819, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "GLD", "requested": 13177.52741355008, "filled": 13177.527413549706, "fee": 6.63062310941736, "unfilled": 3.7471181713044643e-10, "adv_dollars": 1305917471.595993, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "EFA", "requested": 10029.345867819753, "filled": 10029.345867819467, "fee": 5.049704452830822, "unfilled": 2.8558133635669947e-10, "adv_dollars": 822053133.3921051, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "EEM", "requested": 4605.531697768346, "filled": 4605.531697768215, "fee": 2.3112743877942443, "unfilled": 1.3096723705530167e-10, "adv_dollars": 1349364712.3132896, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "BIL", "requested": -33253.41388988042, "filled": -33253.41388988042, "fee": 17.974607823778175, "unfilled": 0.0, "adv_dollars": 20239174.765186314, "status": "simulated fill" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "GLD", "requested": 5759.007497993585, "filled": 5024.235288037285, "fee": 2.5199992023489264, "unfilled": 734.7722099563007, "adv_dollars": 2041670813.1691742, "status": "partial/canceled" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "EEM", "requested": 4062.385991848887, "filled": 3544.0799583932503, "fee": 1.7768123381662255, "unfilled": 518.3060334556367, "adv_dollars": 1954538943.77985, "status": "partial/canceled" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "BIL", "requested": -8564.673081063229, "filled": -8564.673081063229, "fee": 4.42115885945171, "unfilled": 0.0, "adv_dollars": 32599713.371620186, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "SPY", "requested": 7323.962724390836, "filled": 7323.962724390628, "fee": 3.666593407316985, "unfilled": 2.0827428670600057e-10, "adv_dollars": 18469335938.787537, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "IEF", "requested": -2964.605429868374, "filled": -2964.605429868374, "fee": 1.5015945824287869, "unfilled": 0.0, "adv_dollars": 70008723.4103775, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "EFA", "requested": 10166.799770311738, "filled": 10166.799770311449, "fee": 5.118806096716597, "unfilled": 2.892193151637912e-10, "adv_dollars": 838289239.0347099, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "EEM", "requested": 4070.0910199102236, "filled": 4070.091019910108, "fee": 2.040954004941319, "unfilled": 1.1550582712516189e-10, "adv_dollars": 1931339495.6678581, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "BIL", "requested": -18946.531128872288, "filled": -18946.531128872288, "fee": 10.014734437027952, "unfilled": 0.0, "adv_dollars": 23197550.69036484, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "SPY", "requested": -8216.781141621042, "filled": -8216.781141621042, "fee": 4.113615104612046, "unfilled": 0.0, "adv_dollars": 20324041440.789642, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "IEF", "requested": 3385.489739491415, "filled": 3385.4897394913187, "fee": 1.7137091144663417, "unfilled": 9.640643838793039e-11, "adv_dollars": 88288891.54560089, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "GLD", "requested": -3868.70137825273, "filled": -3868.70137825273, "fee": 1.9409520440578307, "unfilled": 0.0, "adv_dollars": 1328707715.5535126, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "EFA", "requested": -6009.675126488137, "filled": -6009.675126488137, "fee": 3.0205584263268617, "unfilled": 0.0, "adv_dollars": 878213715.5495071, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "BIL", "requested": 13553.168528272103, "filled": 13553.168528271717, "fee": 6.9904695474260965, "unfilled": 3.8562575355172157e-10, "adv_dollars": 54420272.153549194, "status": "simulated fill" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "SPY", "requested": 5305.24756862978, "filled": 5300.025927197496, "fee": 2.6526666926520184, "unfilled": 5.221641432284741, "adv_dollars": 21140771105.5558, "status": "partial/canceled" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "IEF", "requested": -6665.809002371396, "filled": -6665.809002371396, "fee": 3.3918127413448915, "unfilled": 0.0, "adv_dollars": 85350584.41249847, "status": "simulated fill" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "GLD", "requested": 4920.888223969936, "filled": 4916.044884709792, "fee": 2.4664830612398525, "unfilled": 4.8433392601436935, "adv_dollars": 1659752202.4539948, "status": "partial/canceled" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "EFA", "requested": 5106.581391165308, "filled": 5101.555285102489, "fee": 2.5622645128622192, "unfilled": 5.0261060628190535, "adv_dollars": 1006246439.389286, "status": "partial/canceled" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "EEM", "requested": 6352.92078284036, "filled": 6346.667978622163, "fee": 3.1840871312701053, "unfilled": 6.252804218196616, "adv_dollars": 2210887166.930237, "status": "partial/canceled" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "BIL", "requested": -13553.168528271732, "filled": -13553.168528271732, "fee": 7.0865768336218595, "unfilled": 0.0, "adv_dollars": 25907168.398170475, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "SPY", "requested": 7904.851565425146, "filled": 7896.850514374739, "fee": 3.9537049090416376, "unfilled": 8.001051050407114, "adv_dollars": 17666526926.73813, "status": "partial/canceled" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "IEF", "requested": -17023.86589392993, "filled": -17023.86589392993, "fee": 8.757929116929807, "unfilled": 0.0, "adv_dollars": 81530081.7055893, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "GLD", "requested": -7091.490154083202, "filled": -7091.490154083202, "fee": 3.5602831172205, "unfilled": 0.0, "adv_dollars": 1687332933.4658813, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "EFA", "requested": 7700.8945773932755, "filled": 7693.09996542143, "fee": 3.869393880164615, "unfilled": 7.79461197184537, "adv_dollars": 872496560.1314926, "status": "partial/canceled" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "EEM", "requested": 8509.609905195113, "filled": 8500.996736091683, "fee": 4.267521102076413, "unfilled": 8.613169103429755, "adv_dollars": 2120073516.9655228, "status": "partial/canceled" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "SPY", "requested": -3675.418435309035, "filled": -3675.418435309035, "fee": 1.8392541859293112, "unfilled": 0.0, "adv_dollars": 20800857386.11435, "status": "simulated fill" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "IEF", "requested": 25142.81106832504, "filled": 23722.333985601625, "fee": 12.232210475794103, "unfilled": 1420.477082723417, "adv_dollars": 96966703.6087799, "status": "partial/canceled" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "GLD", "requested": -11054.759683781596, "filled": -11054.759683781596, "fee": 5.553522262149064, "unfilled": 0.0, "adv_dollars": 1976770876.7829132, "status": "simulated fill" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "EEM", "requested": -9016.307401048129, "filled": -9016.307401048129, "fee": 4.526547613011286, "unfilled": 0.0, "adv_dollars": 2166396265.848217, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "SPY", "requested": -11911.473565506301, "filled": -11911.473565506301, "fee": 5.965550198834107, "unfilled": 0.0, "adv_dollars": 17549148455.715485, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "EFA", "requested": -11101.581374686626, "filled": -11101.581374686626, "fee": 5.585733583790271, "unfilled": 0.0, "adv_dollars": 1120564184.977188, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "EEM", "requested": -11726.332165627435, "filled": -11726.332165627435, "fee": 5.8899269754083505, "unfilled": 0.0, "adv_dollars": 2251569651.166916, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "BIL", "requested": 33050.62168048358, "filled": 33050.62168048264, "fee": 17.76778235175573, "unfilled": 9.38598532229662e-10, "adv_dollars": 23386542.487449646, "status": "simulated fill" }, { "fill_date": "2013-05-02", "signal_date": "2013-05-01", "symbol": "EEM", "requested": 5411.071113218636, "filled": 4450.7020516594785, "fee": 2.231185500589295, "unfilled": 960.3690615591577, "adv_dollars": 2589894268.964329, "status": "partial/canceled" }, { "fill_date": "2013-05-02", "signal_date": "2013-05-01", "symbol": "BIL", "requested": -2800.8151587491993, "filled": -2800.8151587491993, "fee": 1.4383538174755317, "unfilled": 0.0, "adv_dollars": 15258642.219944, "status": "simulated fill" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "SPY", "requested": 29305.12848688784, "filled": 29274.994388106552, "fee": 14.671892610820013, "unfilled": 30.13409878128732, "adv_dollars": 21207491871.345978, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "IEF", "requested": -50082.87880469823, "filled": -50082.87880469823, "fee": 26.138334007150615, "unfilled": 0.0, "adv_dollars": 104409028.03321837, "status": "simulated fill" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "EFA", "requested": 25930.32126484163, "filled": 25903.65743831124, "fee": 13.071821134401112, "unfilled": 26.663826530391816, "adv_dollars": 1207190125.4404068, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "EEM", "requested": 18779.69381648149, "filled": 18760.38289113266, "fee": 9.432294127810467, "unfilled": 19.310925348829187, "adv_dollars": 2432231624.583683, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "BIL", "requested": -23932.264763512656, "filled": -23932.264763512656, "fee": 12.794508779120015, "unfilled": 0.0, "adv_dollars": 19975422.049140934, "status": "simulated fill" }, { "fill_date": "2013-07-02", "signal_date": "2013-07-01", "symbol": "EFA", "requested": -3018.3458930377674, "filled": -3018.3458930377674, "fee": 1.513740202978644, "unfilled": 0.0, "adv_dollars": 1318245276.4108658, "status": "simulated fill" }, { "fill_date": "2013-07-02", "signal_date": "2013-07-01", "symbol": "EEM", "requested": -15173.984484793134, "filled": -15173.984484793134, "fee": 7.618260231933129, "unfilled": 0.0, "adv_dollars": 3573542825.680332, "status": "simulated fill" }, { "fill_date": "2013-07-02", "signal_date": "2013-07-01", "symbol": "BIL", "requested": 19733.123275768718, "filled": 18173.817837989176, "fee": 9.380539407525204, "unfilled": 1559.3054377795415, "adv_dollars": 69620352.30382921, "status": "partial/canceled" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "GLD", "requested": 8258.79411558648, "filled": 7510.029501326965, "fee": 3.773797945709908, "unfilled": 748.764614259514, "adv_dollars": 1200565868.7870789, "status": "partial/canceled" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "EEM", "requested": -12359.480525089719, "filled": -12359.480525089719, "fee": 6.207140507851844, "unfilled": 0.0, "adv_dollars": 2514732245.766945, "status": "simulated fill" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "BIL", "requested": 5319.233773405718, "filled": 4836.977651173099, "fee": 2.492434136535743, "unfilled": 482.2561222326194, "adv_dollars": 20696693.263778683, "status": "partial/canceled" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "SPY", "requested": -11002.45670642316, "filled": -11002.45670642316, "fee": 5.509659802358085, "unfilled": 0.0, "adv_dollars": 18735468394.04709, "status": "simulated fill" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "EFA", "requested": -12008.04668429483, "filled": -12008.04668429483, "fee": 6.04524007221204, "unfilled": 0.0, "adv_dollars": 1019224923.3228302, "status": "simulated fill" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "EEM", "requested": 23170.93355822066, "filled": 22987.390424890127, "fee": 11.558065952818923, "unfilled": 183.54313333053142, "adv_dollars": 2931514236.7700386, "status": "partial/canceled" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "SPY", "requested": 4360.993330686746, "filled": 4360.993330686622, "fee": 2.1824473908197377, "unfilled": 1.2369127944111824e-10, "adv_dollars": 21795355431.495667, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "IEF", "requested": 25820.236490529398, "filled": 25820.236490528663, "fee": 13.366946933989597, "unfilled": 7.34871719032526e-10, "adv_dollars": 82484796.58927917, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "EFA", "requested": 4302.047535959537, "filled": 4302.047535959415, "fee": 2.159860650135702, "unfilled": 1.2187229003757238e-10, "adv_dollars": 1019594508.1791306, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "EEM", "requested": -6149.434753622292, "filled": -6149.434753622292, "fee": 3.0843283568583657, "unfilled": 0.0, "adv_dollars": 2517504424.8274803, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "BIL", "requested": -29314.129843676164, "filled": -29314.129843676164, "fee": 15.3105455145699, "unfilled": 0.0, "adv_dollars": 58988266.402835846, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "SPY", "requested": -3756.217190333191, "filled": -3756.217190333191, "fee": 1.8798816836829098, "unfilled": 0.0, "adv_dollars": 16857425679.034729, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "GLD", "requested": -6578.665149332391, "filled": -6578.665149332391, "fee": 3.3081760750661653, "unfilled": 0.0, "adv_dollars": 801844551.1560059, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "EEM", "requested": 6914.302817485546, "filled": 5574.468200365138, "fee": 2.795254477813235, "unfilled": 1339.8346171204084, "adv_dollars": 2692902893.7231827, "status": "partial/canceled" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "BIL", "requested": 7062.1560060461725, "filled": 5693.670803969579, "fee": 2.943134372027512, "unfilled": 1368.4852020765939, "adv_dollars": 19903698.127117157, "status": "partial/canceled" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "SPY", "requested": 8289.24045694289, "filled": 8280.711773520503, "fee": 4.145775967901414, "unfilled": 8.528683422387985, "adv_dollars": 19328200804.3647, "status": "partial/canceled" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "IEF", "requested": -25232.97880020886, "filled": -25232.97880020886, "fee": 13.009168831389717, "unfilled": 0.0, "adv_dollars": 104190773.4003067, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "EFA", "requested": 6381.923268927501, "filled": 6375.356997449508, "fee": 3.203433963146243, "unfilled": 6.566271477993723, "adv_dollars": 1043881275.5315781, "status": "partial/canceled" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "EEM", "requested": -12984.792060977086, "filled": -12984.792060977086, "fee": 6.521895421887322, "unfilled": 0.0, "adv_dollars": 2515816060.9433174, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "BIL", "requested": 23546.607135315808, "filled": 23522.380360984484, "fee": 12.441455046782396, "unfilled": 24.226774331324123, "adv_dollars": 28124688.559417725, "status": "partial/canceled" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "SPY", "requested": -24523.510077825853, "filled": -24523.510077825853, "fee": 12.286901680382533, "unfilled": 0.0, "adv_dollars": 23323188074.80873, "status": "simulated fill" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "IEF", "requested": 53533.758126462344, "filled": 51275.7377380109, "fee": 26.768548985473924, "unfilled": 2258.0203884514412, "adv_dollars": 105452345.23006439, "status": "partial/canceled" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "EFA", "requested": -18356.731451543383, "filled": -18356.731451543383, "fee": 9.24736340994003, "unfilled": 0.0, "adv_dollars": 1299322726.3425446, "status": "simulated fill" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "EEM", "requested": -8448.036688586151, "filled": -8448.036688586151, "fee": 4.2376658689843225, "unfilled": 0.0, "adv_dollars": 3237125943.64645, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "SPY", "requested": 8610.939109755021, "filled": 8589.726736658522, "fee": 4.3000878495802075, "unfilled": 21.212373096499505, "adv_dollars": 23219437460.39261, "status": "partial/canceled" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "GLD", "requested": 7618.183021585413, "filled": 7599.416225245138, "fee": 3.820063285744573, "unfilled": 18.766796340275505, "adv_dollars": 1059232004.5469284, "status": "partial/canceled" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "EFA", "requested": 5835.633526466911, "filled": 5821.257900993306, "fee": 2.9229587872359812, "unfilled": 14.375625473604487, "adv_dollars": 1297585156.900196, "status": "partial/canceled" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "EEM", "requested": 7185.727702906806, "filled": 7168.026226324394, "fee": 3.5947801580749563, "unfilled": 17.701476582412397, "adv_dollars": 3176915822.722225, "status": "partial/canceled" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "BIL", "requested": -29208.43124375841, "filled": -29208.43124375841, "fee": 15.366264456085652, "unfilled": 0.0, "adv_dollars": 42910056.873188026, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "SPY", "requested": -5535.653429202415, "filled": -5535.653429202415, "fee": 2.770634278161487, "unfilled": 0.0, "adv_dollars": 21520258473.730392, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "IEF", "requested": -3771.1007839897793, "filled": -3771.1007839897793, "fee": 1.9074562697878708, "unfilled": 0.0, "adv_dollars": 111759151.7016983, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "EFA", "requested": -3417.500819909208, "filled": -3417.500819909208, "fee": 1.7141660200565747, "unfilled": 0.0, "adv_dollars": 1360915319.7934723, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "EEM", "requested": 12493.597983715474, "filled": 12493.597983715119, "fee": 6.2731917642670005, "unfilled": 3.54702933691442e-10, "adv_dollars": 2799577897.2023964, "status": "simulated fill" }, { "fill_date": "2014-05-02", "signal_date": "2014-05-01", "symbol": "SPY", "requested": 3690.150009763376, "filled": 3690.150009763271, "fee": 1.8466185510310995, "unfilled": 1.0504663805477321e-10, "adv_dollars": 21090788967.510986, "status": "simulated fill" }, { "fill_date": "2014-05-02", "signal_date": "2014-05-01", "symbol": "IEF", "requested": 4049.677523045968, "filled": 4049.677523045853, "fee": 2.043549284623686, "unfilled": 1.1505107977427542e-10, "adv_dollars": 189709668.79528046, "status": "simulated fill" }, { "fill_date": "2014-05-02", "signal_date": "2014-05-01", "symbol": "EFA", "requested": 3148.9345118678466, "filled": 3148.934511867757, "fee": 1.5795870558884124, "unfilled": 8.958522812463343e-11, "adv_dollars": 1191200595.65773, "status": "simulated fill" }, { "fill_date": "2014-05-02", "signal_date": "2014-05-01", "symbol": "EEM", "requested": -12458.072263866805, "filled": -12458.072263866805, "fee": 6.254877315775889, "unfilled": 0.0, "adv_dollars": 2895527710.5146027, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "SPY", "requested": -13093.524289439156, "filled": -13093.524289439156, "fee": 6.5587386615436465, "unfilled": 0.0, "adv_dollars": 15649793694.98703, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "IEF", "requested": 4014.1520106590833, "filled": 3883.1462975644436, "fee": 1.9564666904930945, "unfilled": 131.00571309463976, "adv_dollars": 263970434.1058731, "status": "partial/canceled" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "EFA", "requested": -10458.236528580757, "filled": -10458.236528580757, "fee": 5.265328716467229, "unfilled": 0.0, "adv_dollars": 872383581.1828995, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "EEM", "requested": 7930.953134946994, "filled": 7672.118848600846, "fee": 3.850782446180814, "unfilled": 258.8342863461485, "adv_dollars": 2083301135.478611, "status": "partial/canceled" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "BIL", "requested": 14210.938275089426, "filled": 13747.15063139072, "fee": 7.290911986120303, "unfilled": 463.78764369870623, "adv_dollars": 14916432.954883575, "status": "partial/canceled" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "GLD", "requested": 12709.657916026543, "filled": 12709.65791602618, "fee": 6.403721822742108, "unfilled": 3.6197889130562544e-10, "adv_dollars": 858836743.075943, "status": "simulated fill" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "BIL", "requested": -13750.160044594108, "filled": -13750.160044594108, "fee": 7.297215030289233, "unfilled": 0.0, "adv_dollars": 14588831.874427795, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "GLD", "requested": -12834.61343421924, "filled": -12834.61343421924, "fee": 6.468304577025037, "unfilled": 0.0, "adv_dollars": 812913759.8664474, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "EFA", "requested": -5920.8102925287185, "filled": -5920.8102925287185, "fee": 2.976227099133171, "unfilled": 0.0, "adv_dollars": 829131214.6692657, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "BIL", "requested": 16786.361711009402, "filled": 16786.361711008925, "fee": 8.891832349787803, "unfilled": 4.765752237290144e-10, "adv_dollars": 19022845.53390503, "status": "simulated fill" }, { "fill_date": "2014-09-03", "signal_date": "2014-09-02", "symbol": "EEM", "requested": 4114.703389458427, "filled": 4114.70338945831, "fee": 2.0631857815018986, "unfilled": 1.1732481652870774e-10, "adv_dollars": 2046773731.0079002, "status": "simulated fill" }, { "fill_date": "2014-09-03", "signal_date": "2014-09-02", "symbol": "BIL", "requested": -5473.598262112073, "filled": -5473.598262112073, "fee": 2.817598505627779, "unfilled": 0.0, "adv_dollars": 25119023.86827469, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "SPY", "requested": -8868.659807183223, "filled": -8868.659807183223, "fee": 4.440035952390578, "unfilled": 0.0, "adv_dollars": 21424121635.693817, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "GLD", "requested": -6428.974363914105, "filled": -6428.974363914105, "fee": 3.232792862218424, "unfilled": 0.0, "adv_dollars": 792963755.2818298, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "EFA", "requested": -6187.765689306078, "filled": -6187.765689306078, "fee": 3.1093142484688587, "unfilled": 0.0, "adv_dollars": 994925833.5237885, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "EEM", "requested": -18614.005716580436, "filled": -18614.005716580436, "fee": 9.352456188641028, "unfilled": 0.0, "adv_dollars": 3121678046.5028, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "BIL", "requested": 45929.60356818823, "filled": 44386.42463198568, "fee": 24.387277540479705, "unfilled": 1543.1789362025447, "adv_dollars": 18165670.098190308, "status": "partial/canceled" }, { "fill_date": "2014-11-04", "signal_date": "2014-11-03", "symbol": "SPY", "requested": 6013.078724260082, "filled": 4979.302136000185, "fee": 2.4915736771227963, "unfilled": 1033.776588259897, "adv_dollars": 33398229193.185425, "status": "partial/canceled" }, { "fill_date": "2014-11-04", "signal_date": "2014-11-03", "symbol": "EEM", "requested": 12160.090558753898, "filled": 10069.511421640265, "fee": 5.053358866868193, "unfilled": 2090.579137113633, "adv_dollars": 2950203259.129505, "status": "partial/canceled" }, { "fill_date": "2014-11-04", "signal_date": "2014-11-03", "symbol": "BIL", "requested": -15064.051617604251, "filled": -15064.051617604251, "fee": 7.693127420687537, "unfilled": 0.0, "adv_dollars": 131712081.74848557, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "EFA", "requested": -9110.987296966365, "filled": -9110.987296966365, "fee": 4.584600868654722, "unfilled": 0.0, "adv_dollars": 892678061.0130882, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "EEM", "requested": -9814.400117737881, "filled": -9814.400117737881, "fee": 4.929574231109301, "unfilled": 0.0, "adv_dollars": 1888414491.3501549, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "BIL", "requested": 19998.127896285157, "filled": 18906.125484969678, "fee": 9.747754634420684, "unfilled": 1092.0024113154795, "adv_dollars": 77816417.75173187, "status": "partial/canceled" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "IEF", "requested": -3085.5700809852206, "filled": -3085.5700809852206, "fee": 1.5539389194008257, "unfilled": 0.0, "adv_dollars": 236131754.36721802, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "GLD", "requested": 12468.170608624934, "filled": 12468.17060862458, "fee": 6.274098729584876, "unfilled": 3.54702933691442e-10, "adv_dollars": 1210589071.8253326, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "EFA", "requested": 7738.761169568655, "filled": 7738.7611695684345, "fee": 3.8879941016107864, "unfilled": 2.2009771782904863e-10, "adv_dollars": 1337696094.4889069, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "EEM", "requested": 6185.426504613341, "filled": 6185.426504613166, "fee": 3.10248966402826, "unfilled": 1.7553247744217515e-10, "adv_dollars": 2475996273.826332, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "BIL", "requested": -24420.932269986144, "filled": -24420.932269986144, "fee": 12.687682036232069, "unfilled": 0.0, "adv_dollars": 63952408.469200134, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "SPY", "requested": 3108.7435302349113, "filled": 3108.743530234823, "fee": 1.5555769117693077, "unfilled": 8.822098607197404e-11, "adv_dollars": 20685922164.776993, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "GLD", "requested": -5113.3246652221815, "filled": -5113.3246652221815, "fee": 2.569693924756291, "unfilled": 0.0, "adv_dollars": 787254492.3873138, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "EFA", "requested": 8701.989393463185, "filled": 8701.989393462938, "fee": 4.374525339600536, "unfilled": 2.473825588822365e-10, "adv_dollars": 1190112629.2465973, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "BIL", "requested": -7178.505585424475, "filled": -7178.505585424475, "fee": 3.683154712303466, "unfilled": 0.0, "adv_dollars": 41952049.944496155, "status": "simulated fill" }, { "fill_date": "2015-04-02", "signal_date": "2015-04-01", "symbol": "SPY", "requested": -8258.108859701631, "filled": -8258.108859701631, "fee": 4.133645690984066, "unfilled": 0.0, "adv_dollars": 26716392893.69316, "status": "simulated fill" }, { "fill_date": "2015-04-02", "signal_date": "2015-04-01", "symbol": "EEM", "requested": 7705.701422965935, "filled": 7705.701422965716, "fee": 3.8671567233642286, "unfilled": 2.191882231272757e-10, "adv_dollars": 2235627116.6558075, "status": "simulated fill" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "SPY", "requested": 18764.915530114526, "filled": 18746.02828180381, "fee": 9.391129611379927, "unfilled": 18.887248310715222, "adv_dollars": 20073752652.458572, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "IEF", "requested": -9108.784181865281, "filled": -9108.784181865281, "fee": 4.635766196452543, "unfilled": 0.0, "adv_dollars": 114132355.7288742, "status": "simulated fill" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "GLD", "requested": -6699.661742086433, "filled": -6699.661742086433, "fee": 3.3723748462472547, "unfilled": 0.0, "adv_dollars": 591694636.4838027, "status": "simulated fill" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "EFA", "requested": 15711.545987792448, "filled": 15695.732014639176, "fee": 7.908246563774345, "unfilled": 15.813973153271945, "adv_dollars": 1060597265.392189, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "EEM", "requested": 11338.951316456789, "filled": 11327.538443920628, "fee": 5.690380320167954, "unfilled": 11.412872536160648, "adv_dollars": 2052489948.192501, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "BIL", "requested": -27907.008035315244, "filled": -27907.008035315244, "fee": 15.116196462000078, "unfilled": 0.0, "adv_dollars": 16077189.537391663, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "SPY", "requested": -6287.575364135973, "filled": -6287.575364135973, "fee": 3.147324165581565, "unfilled": 0.0, "adv_dollars": 19874963294.236526, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "IEF", "requested": 10049.672987936603, "filled": 10039.353159220194, "fee": 5.101822328383442, "unfilled": 10.319828716408665, "adv_dollars": 149950186.5488434, "status": "partial/canceled" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "EFA", "requested": -14585.859426390627, "filled": -14585.859426390627, "fee": 7.345516203096784, "unfilled": 0.0, "adv_dollars": 1122141708.7816238, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "EEM", "requested": -17122.6783332149, "filled": -17122.6783332149, "fee": 8.614851078516475, "unfilled": 0.0, "adv_dollars": 1753130148.14188, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "BIL", "requested": 27946.440135805035, "filled": 27917.742438299745, "fee": 14.808012445889696, "unfilled": 28.697697505289398, "adv_dollars": 30177345.492095947, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "SPY", "requested": 25234.05314295666, "filled": 25208.35129241527, "fee": 12.629427107200202, "unfilled": 25.70185054139074, "adv_dollars": 25122352559.18419, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "IEF", "requested": -25352.88047680448, "filled": -25352.88047680448, "fee": 12.998254750157534, "unfilled": 0.0, "adv_dollars": 157351424.46739197, "status": "simulated fill" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "EFA", "requested": 12339.214607922473, "filled": 12326.646644787328, "fee": 6.201389773961712, "unfilled": 12.567963135144964, "adv_dollars": 1292558029.027214, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "EEM", "requested": 5925.127652046293, "filled": 5919.092682376981, "fee": 2.970094218188416, "unfilled": 6.034969669311977, "adv_dollars": 1863954502.1331596, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "BIL", "requested": -18145.514926120733, "filled": -18145.514926120733, "fee": 9.505617496101518, "unfilled": 0.0, "adv_dollars": 31886945.120010376, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "SPY", "requested": -20718.721569301248, "filled": -20718.721569301248, "fee": 10.378984373607876, "unfilled": 0.0, "adv_dollars": 23095745518.13461, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "IEF", "requested": 24768.055436869443, "filled": 24742.905137011705, "fee": 12.66675982221415, "unfilled": 25.15029985773799, "adv_dollars": 173701608.7268448, "status": "partial/canceled" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "EFA", "requested": -4885.048190090725, "filled": -4885.048190090725, "fee": 2.452411369056026, "unfilled": 0.0, "adv_dollars": 1192486350.4307556, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "EEM", "requested": -12253.218836106356, "filled": -12253.218836106356, "fee": 6.1567583739856655, "unfilled": 0.0, "adv_dollars": 2023979062.7495956, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "BIL", "requested": 13088.933158629126, "filled": 13075.642224482257, "fee": 6.786320065473817, "unfilled": 13.290934146869404, "adv_dollars": 36202616.46900178, "status": "partial/canceled" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "SPY", "requested": -33446.487986590815, "filled": -33446.487986590815, "fee": 16.754725747121693, "unfilled": 0.0, "adv_dollars": 37751457930.12314, "status": "simulated fill" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "EFA", "requested": -23182.52457103397, "filled": -23182.52457103397, "fee": 11.67774235279992, "unfilled": 0.0, "adv_dollars": 1665904681.4071465, "status": "simulated fill" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "BIL", "requested": 58654.16427310165, "filled": 56570.893973563085, "fee": 29.686115961702768, "unfilled": 2083.2702995385625, "adv_dollars": 92280110.81407547, "status": "partial/canceled" }, { "fill_date": "2015-10-02", "signal_date": "2015-10-01", "symbol": "SPY", "requested": 7224.645838431954, "filled": 4505.838553285845, "fee": 2.254691721229861, "unfilled": 2718.8072851461093, "adv_dollars": 29119341324.57359, "status": "partial/canceled" }, { "fill_date": "2015-10-02", "signal_date": "2015-10-01", "symbol": "BIL", "requested": -4510.389529452164, "filled": -4510.389529452164, "fee": 2.296284445273528, "unfilled": 0.0, "adv_dollars": 54347130.85550308, "status": "simulated fill" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "SPY", "requested": 16427.104908339705, "filled": 15172.278434825093, "fee": 7.598750629168481, "unfilled": 1254.8264735146113, "adv_dollars": 21959629143.445354, "status": "partial/canceled" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "GLD", "requested": 9775.713007223141, "filled": 9028.970136376976, "fee": 4.547692523878641, "unfilled": 746.7428708461648, "adv_dollars": 667487974.9067688, "status": "partial/canceled" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "BIL", "requested": -24225.87108902548, "filled": -24225.87108902548, "fee": 12.476074669809043, "unfilled": 0.0, "adv_dollars": 107818210.5175209, "status": "simulated fill" }, { "fill_date": "2015-12-02", "signal_date": "2015-12-01", "symbol": "GLD", "requested": -8498.102416784599, "filled": -8498.102416784599, "fee": 4.282524770319587, "unfilled": 0.0, "adv_dollars": 547724321.4637375, "status": "simulated fill" }, { "fill_date": "2015-12-02", "signal_date": "2015-12-01", "symbol": "EFA", "requested": 5907.664625920495, "filled": 4810.772998072697, "fee": 2.4149966666580074, "unfilled": 1096.8916278477982, "adv_dollars": 1205542897.1035194, "status": "partial/canceled" }, { "fill_date": "2015-12-02", "signal_date": "2015-12-01", "symbol": "EEM", "requested": 4517.578253918097, "filled": 3678.7876185918863, "fee": 1.844278683580009, "unfilled": 838.790635326211, "adv_dollars": 2086447041.3418388, "status": "partial/canceled" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "SPY", "requested": -10837.193463809408, "filled": -10837.193463809408, "fee": 5.4252934384168165, "unfilled": 0.0, "adv_dollars": 28381016553.307575, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "IEF", "requested": -2707.437230739357, "filled": -2707.437230739357, "fee": 1.3629319962532487, "unfilled": 0.0, "adv_dollars": 233796033.82823944, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "EFA", "requested": -4620.13768074374, "filled": -4620.13768074374, "fee": 2.317545952914528, "unfilled": 0.0, "adv_dollars": 1763993247.3186493, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "EEM", "requested": -3464.519003239498, "filled": -3464.519003239498, "fee": 1.7366637805705831, "unfilled": 0.0, "adv_dollars": 2143775029.061613, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "BIL", "requested": 21629.287378532135, "filled": 21607.291309978013, "fee": 11.153633385586865, "unfilled": 21.996068554122758, "adv_dollars": 82356018.40890884, "status": "partial/canceled" }, { "fill_date": "2016-02-02", "signal_date": "2016-02-01", "symbol": "SPY", "requested": -7940.867094684795, "filled": -7940.867094684795, "fee": 3.9741210544092733, "unfilled": 0.0, "adv_dollars": 36824601812.3217, "status": "simulated fill" }, { "fill_date": "2016-02-02", "signal_date": "2016-02-01", "symbol": "GLD", "requested": 7218.175795468647, "filled": 7218.175795468442, "fee": 3.6308820700291697, "unfilled": 2.0554580260068178e-10, "adv_dollars": 791774671.7174147, "status": "simulated fill" }, { "fill_date": "2016-03-02", "signal_date": "2016-03-01", "symbol": "SPY", "requested": 5641.876598175486, "filled": 5290.086422796509, "fee": 2.647349461784821, "unfilled": 351.7901753789765, "adv_dollars": 27833984980.88219, "status": "partial/canceled" }, { "fill_date": "2016-03-02", "signal_date": "2016-03-01", "symbol": "GLD", "requested": 11264.304916054225, "filled": 10561.937231652468, "fee": 5.306239175519767, "unfilled": 702.3676844017573, "adv_dollars": 1845019773.6805725, "status": "partial/canceled" }, { "fill_date": "2016-03-02", "signal_date": "2016-03-01", "symbol": "BIL", "requested": -15152.678062073675, "filled": -15152.678062073675, "fee": 7.787115079457203, "unfilled": 0.0, "adv_dollars": 78311523.35624695, "status": "simulated fill" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "SPY", "requested": 12770.83369553578, "filled": 11618.33329870119, "fee": 5.817750426729591, "unfilled": 1152.50039683459, "adv_dollars": 21285046431.799316, "status": "partial/canceled" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "EEM", "requested": 8496.170394148781, "filled": 7729.435818765998, "fee": 3.878623817287726, "unfilled": 766.7345753827831, "adv_dollars": 2388056998.849125, "status": "partial/canceled" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "BIL", "requested": -19367.456159005895, "filled": -19367.456159005895, "fee": 9.990667294831862, "unfilled": 0.0, "adv_dollars": 77110405.61241148, "status": "simulated fill" }, { "fill_date": "2016-05-03", "signal_date": "2016-05-02", "symbol": "EFA", "requested": 5408.286119403088, "filled": 4098.903766307282, "fee": 2.0570953000786822, "unfilled": 1309.3823530958061, "adv_dollars": 1178767265.6453705, "status": "partial/canceled" }, { "fill_date": "2016-05-03", "signal_date": "2016-05-02", "symbol": "BIL", "requested": -4103.049299852275, "filled": -4103.049299852275, "fee": 2.0884382449136236, "unfilled": 0.0, "adv_dollars": 50692944.732055664, "status": "simulated fill" }, { "fill_date": "2016-06-02", "signal_date": "2016-06-01", "symbol": "GLD", "requested": -6617.411145001419, "filled": -6617.411145001419, "fee": 3.324735374100969, "unfilled": 0.0, "adv_dollars": 1127737602.0555878, "status": "simulated fill" }, { "fill_date": "2016-06-02", "signal_date": "2016-06-01", "symbol": "EEM", "requested": -3276.497210886024, "filled": -3276.497210886024, "fee": 1.6422483139159514, "unfilled": 0.0, "adv_dollars": 2198734200.455227, "status": "simulated fill" }, { "fill_date": "2016-06-02", "signal_date": "2016-06-01", "symbol": "BIL", "requested": 8590.036436864139, "filled": 8590.036436863895, "fee": 4.4072043050152585, "unfilled": 2.4374458007514477e-10, "adv_dollars": 50362469.88077164, "status": "simulated fill" }, { "fill_date": "2016-07-05", "signal_date": "2016-07-01", "symbol": "GLD", "requested": 4105.872838703754, "filled": 4105.872838703637, "fee": 2.0590974710092547, "unfilled": 1.1641532182693481e-10, "adv_dollars": 1823504268.8749313, "status": "simulated fill" }, { "fill_date": "2016-07-05", "signal_date": "2016-07-01", "symbol": "EEM", "requested": 3929.0806626167277, "filled": 3929.080662616616, "fee": 1.9693405620010414, "unfilled": 1.1186784831807017e-10, "adv_dollars": 2632380199.6749687, "status": "simulated fill" }, { "fill_date": "2016-07-05", "signal_date": "2016-07-01", "symbol": "BIL", "requested": -7500.863297172422, "filled": -7500.863297172422, "fee": 3.8271268048214675, "unfilled": 0.0, "adv_dollars": 71746030.63955307, "status": "simulated fill" }, { "fill_date": "2016-08-02", "signal_date": "2016-08-01", "symbol": "SPY", "requested": 5737.650882230937, "filled": 5737.650882230774, "fee": 2.872126470708593, "unfilled": 1.6279955161735415e-10, "adv_dollars": 17334188795.59761, "status": "simulated fill" }, { "fill_date": "2016-08-02", "signal_date": "2016-08-01", "symbol": "BIL", "requested": -5252.368760594429, "filled": -5252.368760594429, "fee": 2.685486164286409, "unfilled": 0.0, "adv_dollars": 41203120.82363129, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "SPY", "requested": 3334.328254369455, "filled": 3334.3282543693604, "fee": 1.6687501976247971, "unfilled": 9.458744898438454e-11, "adv_dollars": 14736017048.870163, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "EFA", "requested": 10857.193327573092, "filled": 10857.193327572782, "fee": 5.467291514625259, "unfilled": 3.092281986027956e-10, "adv_dollars": 854764269.3598557, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "EEM", "requested": 5983.041951706811, "filled": 5983.041951706641, "fee": 3.0005265992481176, "unfilled": 1.7007550923153758e-10, "adv_dollars": 2640818668.741436, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "BIL", "requested": -20955.524501004416, "filled": -20955.524501004416, "fee": 11.06799201537681, "unfilled": 0.0, "adv_dollars": 26415168.924865726, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "SPY", "requested": 6377.688585805379, "filled": 6377.688585805198, "fee": 3.1921562915893857, "unfilled": 1.8098944565281272e-10, "adv_dollars": 23648827657.92404, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "IEF", "requested": -6639.066053168877, "filled": -6639.066053168877, "fee": 3.3652422529269295, "unfilled": 0.0, "adv_dollars": 140059711.46274567, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "EFA", "requested": 4602.04528326039, "filled": 4602.045283260259, "fee": 2.309508386224956, "unfilled": 1.3096723705530167e-10, "adv_dollars": 1353545161.8681908, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "EEM", "requested": 3829.7642478045054, "filled": 3829.7642478043967, "fee": 1.9190934699029618, "unfilled": 1.0868461686186492e-10, "adv_dollars": 3167191135.9892654, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "BIL", "requested": -8554.026708098412, "filled": -8554.026708098412, "fee": 4.39225029995861, "unfilled": 0.0, "adv_dollars": 47133351.93872451, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "SPY", "requested": -8553.469538231933, "filled": -8553.469538231933, "fee": 4.28270274467813, "unfilled": 0.0, "adv_dollars": 17570044722.4514, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "IEF", "requested": 5019.600181105969, "filled": 5019.600181105826, "fee": 2.5365802211190656, "unfilled": 1.4279066817834973e-10, "adv_dollars": 176352653.519516, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "EFA", "requested": -4572.48700560856, "filled": -4572.48700560856, "fee": 2.297152176480183, "unfilled": 0.0, "adv_dollars": 803366169.1919518, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "BIL", "requested": 5068.335033936894, "filled": 5068.335033936751, "fee": 2.6009086385859472, "unfilled": 1.4370016288012266e-10, "adv_dollars": 29228662.639102936, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "SPY", "requested": 28475.592085128308, "filled": 28475.5920851275, "fee": 14.27103936392576, "unfilled": 8.076312951743603e-10, "adv_dollars": 20893417047.51419, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "IEF", "requested": -52705.48681724592, "filled": -52705.48681724592, "fee": 27.06083222750629, "unfilled": 0.0, "adv_dollars": 292006160.4426193, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "EFA", "requested": -14341.227222818232, "filled": -14341.227222818232, "fee": 7.222922690185494, "unfilled": 0.0, "adv_dollars": 1077965364.9176025, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "BIL", "requested": 42623.513050644055, "filled": 42623.51305064285, "fee": 22.40879980021917, "unfilled": 1.2078089639544487e-09, "adv_dollars": 64342837.00809479, "status": "simulated fill" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "SPY", "requested": -5796.873734537126, "filled": -5796.873734537126, "fee": 2.901571845177357, "unfilled": 0.0, "adv_dollars": 19820406296.167526, "status": "simulated fill" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "IEF", "requested": 30475.835566581416, "filled": 28182.245845205878, "fee": 14.43084123913311, "unfilled": 2293.589721375538, "adv_dollars": 193949592.19673157, "status": "partial/canceled" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "EFA", "requested": 27642.686115584012, "filled": 25562.317207981796, "fee": 12.899521192281393, "unfilled": 2080.3689076022165, "adv_dollars": 1192262137.5095558, "status": "partial/canceled" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "BIL", "requested": -47710.69667817752, "filled": -47710.69667817752, "fee": 25.60974897812128, "unfilled": 0.0, "adv_dollars": 35284967.43721008, "status": "simulated fill" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "SPY", "requested": 3222.1713252156405, "filled": 2985.4030458290067, "fee": 1.4939637502070187, "unfilled": 236.76827938663382, "adv_dollars": 16700665660.881653, "status": "partial/canceled" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "IEF", "requested": -28181.922620300407, "filled": -28181.922620300407, "fee": 14.427934243114205, "unfilled": 0.0, "adv_dollars": 197115973.13159943, "status": "simulated fill" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "EFA", "requested": 19897.304755581335, "filled": 18435.231471475254, "fee": 9.285639497971031, "unfilled": 1462.0732841060817, "adv_dollars": 1354018158.7615967, "status": "partial/canceled" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "EEM", "requested": 7266.6626131885205, "filled": 6732.7011846500545, "fee": 3.3793808551069517, "unfilled": 533.961428538466, "adv_dollars": 1797470083.0259323, "status": "partial/canceled" }, { "fill_date": "2017-03-02", "signal_date": "2017-03-01", "symbol": "SPY", "requested": -6337.154811723172, "filled": -6337.154811723172, "fee": 3.172369316597773, "unfilled": 0.0, "adv_dollars": 17699734003.320084, "status": "simulated fill" }, { "fill_date": "2017-03-02", "signal_date": "2017-03-01", "symbol": "GLD", "requested": 8998.967613988787, "filled": 6330.800576687753, "fee": 3.1818657189740343, "unfilled": 2668.167037301034, "adv_dollars": 935900571.8370056, "status": "partial/canceled" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "SPY", "requested": -4703.168825415407, "filled": -4703.168825415407, "fee": 2.3538962985668923, "unfilled": 0.0, "adv_dollars": 19464306213.58078, "status": "simulated fill" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "IEF", "requested": 20921.6533770556, "filled": 20900.502323410008, "fee": 10.656678090595113, "unfilled": 21.151053645593493, "adv_dollars": 214258208.5754776, "status": "partial/canceled" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "GLD", "requested": -3542.71182772678, "filled": -3542.71182772678, "fee": 1.7786261086373936, "unfilled": 0.0, "adv_dollars": 841231234.804306, "status": "simulated fill" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "EFA", "requested": -6311.544997753372, "filled": -6311.544997753372, "fee": 3.169714597569488, "unfilled": 0.0, "adv_dollars": 1293453270.1405334, "status": "simulated fill" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "EEM", "requested": -6364.227726160032, "filled": -6364.227726160032, "fee": 3.1921385496459975, "unfilled": 0.0, "adv_dollars": 2565048187.663536, "status": "simulated fill" }, { "fill_date": "2017-05-02", "signal_date": "2017-05-01", "symbol": "SPY", "requested": 3750.1444361575777, "filled": 3750.1444361574713, "fee": 1.8767363393463703, "unfilled": 1.064108801074326e-10, "adv_dollars": 19044695908.26706, "status": "simulated fill" }, { "fill_date": "2017-05-02", "signal_date": "2017-05-01", "symbol": "GLD", "requested": -7715.864918973592, "filled": -7715.864918973592, "fee": 3.8781598662038888, "unfilled": 0.0, "adv_dollars": 1122725104.240303, "status": "simulated fill" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "SPY", "requested": -12045.666699460482, "filled": -12045.666699460482, "fee": 6.03318015365569, "unfilled": 0.0, "adv_dollars": 16326011128.566818, "status": "simulated fill" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "IEF", "requested": 14961.699859344499, "filled": 14042.635057509431, "fee": 7.135391192983513, "unfilled": 919.0648018350676, "adv_dollars": 212801676.1553955, "status": "partial/canceled" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "GLD", "requested": 14678.520930160854, "filled": 13776.851196324793, "fee": 6.94381676932273, "unfilled": 901.6697338360609, "adv_dollars": 852253527.3971939, "status": "partial/canceled" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "EFA", "requested": -11839.92071167174, "filled": -11839.92071167174, "fee": 5.954355793084664, "unfilled": 0.0, "adv_dollars": 1402958138.3323288, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "SPY", "requested": 3606.2791354342335, "filled": 3606.279135434131, "fee": 1.8047941574603508, "unfilled": 1.0231815394945443e-10, "adv_dollars": 17131577765.303879, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "IEF", "requested": 6189.9399844967265, "filled": 6189.939984496551, "fee": 3.1290983780430324, "unfilled": 1.7553247744217515e-10, "adv_dollars": 203623463.31111908, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "GLD", "requested": -14267.45462694371, "filled": -14267.45462694371, "fee": 7.190078028362068, "unfilled": 0.0, "adv_dollars": 914619886.8230057, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "EFA", "requested": 3002.9140712060653, "filled": 3002.91407120598, "fee": 1.506013797203281, "unfilled": 8.549250196665525e-11, "adv_dollars": 1304115627.6826859, "status": "simulated fill" }, { "fill_date": "2017-08-02", "signal_date": "2017-08-01", "symbol": "SPY", "requested": -3104.652756980773, "filled": -3104.652756980773, "fee": 1.553835042475109, "unfilled": 0.0, "adv_dollars": 13147829200.584183, "status": "simulated fill" }, { "fill_date": "2017-08-02", "signal_date": "2017-08-01", "symbol": "GLD", "requested": 8993.354149712944, "filled": 4555.501242374021, "fee": 2.2891310101961446, "unfilled": 4437.852907338924, "adv_dollars": 729951983.731842, "status": "partial/canceled" }, { "fill_date": "2017-09-05", "signal_date": "2017-09-01", "symbol": "SPY", "requested": -3845.360862755202, "filled": -3845.360862755202, "fee": 1.9244907040715116, "unfilled": 0.0, "adv_dollars": 17350951839.94194, "status": "simulated fill" }, { "fill_date": "2017-09-05", "signal_date": "2017-09-01", "symbol": "GLD", "requested": 11333.729088887565, "filled": 11333.729088887243, "fee": 5.704755952940329, "unfilled": 3.219611244276166e-10, "adv_dollars": 1013997733.0741882, "status": "simulated fill" }, { "fill_date": "2017-09-05", "signal_date": "2017-09-01", "symbol": "EFA", "requested": -4478.43247357303, "filled": -4478.43247357303, "fee": 2.2485813053940404, "unfilled": 0.0, "adv_dollars": 1024132537.1826935, "status": "simulated fill" }, { "fill_date": "2017-09-05", "signal_date": "2017-09-01", "symbol": "EEM", "requested": -3204.8820440207965, "filled": -3204.8820440207965, "fee": 1.6064105853805972, "unfilled": 0.0, "adv_dollars": 2089058832.5684166, "status": "simulated fill" }, { "fill_date": "2017-10-03", "signal_date": "2017-10-02", "symbol": "IEF", "requested": 3527.372687976509, "filled": 3527.372687976409, "fee": 1.7773914395722754, "unfilled": 1.000444171950221e-10, "adv_dollars": 233662977.28111267, "status": "simulated fill" }, { "fill_date": "2017-10-03", "signal_date": "2017-10-02", "symbol": "GLD", "requested": -7389.988061668719, "filled": -7389.988061668719, "fee": 3.7142568088055414, "unfilled": 0.0, "adv_dollars": 1087660539.9165726, "status": "simulated fill" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "SPY", "requested": 7018.97389902953, "filled": 7018.973899029331, "fee": 3.5142471365712287, "unfilled": 1.9917933968827128e-10, "adv_dollars": 15260643396.232224, "status": "simulated fill" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "IEF", "requested": -18608.414158078263, "filled": -18608.414158078263, "fee": 9.499312890945165, "unfilled": 0.0, "adv_dollars": 169272994.4514084, "status": "simulated fill" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "EFA", "requested": 9280.150518923907, "filled": 9280.150518923643, "fee": 4.669478130814547, "unfilled": 2.637534635141492e-10, "adv_dollars": 924454569.3563461, "status": "simulated fill" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "EEM", "requested": 3400.9834237417344, "filled": 3400.9834237416376, "fee": 1.7048106113795507, "unfilled": 9.686118573881686e-11, "adv_dollars": 2108955166.9843864, "status": "simulated fill" }, { "fill_date": "2017-12-04", "signal_date": "2017-12-01", "symbol": "GLD", "requested": -6980.374344682592, "filled": -6980.374344682592, "fee": 3.5113245928664627, "unfilled": 0.0, "adv_dollars": 761258518.7825775, "status": "simulated fill" }, { "fill_date": "2017-12-04", "signal_date": "2017-12-01", "symbol": "EFA", "requested": 4361.823299410775, "filled": 4361.823299410651, "fee": 2.189076105750156, "unfilled": 1.2369127944111824e-10, "adv_dollars": 1244943647.6309586, "status": "simulated fill" }, { "fill_date": "2018-01-03", "signal_date": "2018-01-02", "symbol": "GLD", "requested": 17988.764620205013, "filled": 14205.367993864858, "fee": 7.160047308976497, "unfilled": 3783.3966263401544, "adv_dollars": 871142152.6163483, "status": "partial/canceled" }, { "fill_date": "2018-01-03", "signal_date": "2018-01-02", "symbol": "EFA", "requested": -4710.470174550093, "filled": -4710.470174550093, "fee": 2.3634438324149896, "unfilled": 0.0, "adv_dollars": 1551097973.9486313, "status": "simulated fill" }, { "fill_date": "2018-01-03", "signal_date": "2018-01-02", "symbol": "EEM", "requested": -3964.0535507242857, "filled": -3964.0535507242857, "fee": 1.9871308131371153, "unfilled": 0.0, "adv_dollars": 2391061674.9936104, "status": "simulated fill" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "SPY", "requested": 3485.4435413277024, "filled": 3481.9231221754962, "fee": 1.7422218569417343, "unfilled": 3.520419152206159, "adv_dollars": 26577401607.680664, "status": "partial/canceled" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "IEF", "requested": -25454.783887794423, "filled": -25454.783887794423, "fee": 12.943782044165768, "unfilled": 0.0, "adv_dollars": 352235777.5379944, "status": "simulated fill" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "GLD", "requested": 10647.74211937487, "filled": 10636.987529653265, "fee": 5.351334277454331, "unfilled": 10.754589721605953, "adv_dollars": 1115927795.0624466, "status": "partial/canceled" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "EFA", "requested": 6485.469282760321, "filled": 6478.918733309913, "fee": 3.2512261101107924, "unfilled": 6.550549450408653, "adv_dollars": 1964242157.4251556, "status": "partial/canceled" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "EEM", "requested": 4836.1289443319365, "filled": 4831.24428596456, "fee": 2.4216524025976915, "unfilled": 4.884658367376687, "adv_dollars": 3101022898.528042, "status": "partial/canceled" }, { "fill_date": "2018-03-02", "signal_date": "2018-03-01", "symbol": "GLD", "requested": 4792.651846906803, "filled": 4792.651846906667, "fee": 2.405927267079204, "unfilled": 1.3642420526593924e-10, "adv_dollars": 1194163021.6876984, "status": "simulated fill" }, { "fill_date": "2018-03-02", "signal_date": "2018-03-01", "symbol": "EFA", "requested": -12640.767009538627, "filled": -12640.767009538627, "fee": 6.347535165147863, "unfilled": 0.0, "adv_dollars": 2739854463.616562, "status": "simulated fill" }, { "fill_date": "2018-03-02", "signal_date": "2018-03-01", "symbol": "EEM", "requested": 7713.028855098008, "filled": 7713.028855097788, "fee": 3.866200543061712, "unfilled": 2.191882231272757e-10, "adv_dollars": 4890751314.888744, "status": "simulated fill" }, { "fill_date": "2018-04-03", "signal_date": "2018-04-02", "symbol": "SPY", "requested": -19887.724462378774, "filled": -19887.724462378774, "fee": 9.9602267991263, "unfilled": 0.0, "adv_dollars": 29372857355.660553, "status": "simulated fill" }, { "fill_date": "2018-04-03", "signal_date": "2018-04-02", "symbol": "GLD", "requested": 22145.103948929755, "filled": 19990.137816148752, "fee": 10.093063989782223, "unfilled": 2154.9661327810027, "adv_dollars": 831838095.972786, "status": "partial/canceled" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "SPY", "requested": 5512.3299272480945, "filled": 5512.329927247938, "fee": 2.758841226694467, "unfilled": 1.5643308870494366e-10, "adv_dollars": 23385572554.198914, "status": "simulated fill" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "GLD", "requested": -6026.153799160871, "filled": -6026.153799160871, "fee": 3.0288834058944514, "unfilled": 0.0, "adv_dollars": 875888564.4597626, "status": "simulated fill" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "EFA", "requested": 6761.1474208830405, "filled": 6761.147420882849, "fee": 3.395385790187878, "unfilled": 1.9190338207408786e-10, "adv_dollars": 1408734443.4594727, "status": "simulated fill" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "EEM", "requested": -6462.700456790073, "filled": -6462.700456790073, "fee": 3.2409125270167474, "unfilled": 0.0, "adv_dollars": 2952007637.340946, "status": "simulated fill" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "IEF", "requested": 43349.61798702468, "filled": 42926.81516637374, "fee": 21.901395000898365, "unfilled": 422.8028206509407, "adv_dollars": 412346902.27306366, "status": "partial/canceled" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "GLD", "requested": -33983.53916785134, "filled": -33983.53916785134, "fee": 17.217481714105343, "unfilled": 0.0, "adv_dollars": 770364069.466896, "status": "simulated fill" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "EEM", "requested": -8783.848682683678, "filled": -8783.848682683678, "fee": 4.406692316752137, "unfilled": 0.0, "adv_dollars": 3107510579.9902153, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "SPY", "requested": 26718.551281987828, "filled": 26384.527525161524, "fee": 13.221669805358882, "unfilled": 334.0237568263037, "adv_dollars": 21240991996.606293, "status": "partial/canceled" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "IEF", "requested": -43404.55924096967, "filled": -43404.55924096967, "fee": 22.154439287280063, "unfilled": 0.0, "adv_dollars": 399965388.8536072, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "GLD", "requested": -18612.3281314253, "filled": -18612.3281314253, "fee": 9.39575213564863, "unfilled": 0.0, "adv_dollars": 803344344.5278931, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "EFA", "requested": -15807.379089910239, "filled": -15807.379089910239, "fee": 7.9494595313976895, "unfilled": 0.0, "adv_dollars": 1885463103.7898636, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "BIL", "requested": 52010.14094784801, "filled": 51359.93269033004, "fee": 27.08492605291057, "unfilled": 650.2082575179738, "adv_dollars": 68634993.7947464, "status": "partial/canceled" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "SPY", "requested": -30652.382549556773, "filled": -30652.382549556773, "fee": 15.367355356124255, "unfilled": 0.0, "adv_dollars": 16996357427.009125, "status": "simulated fill" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "IEF", "requested": 63103.89815366471, "filled": 63039.402166522574, "fee": 32.44701250581808, "unfilled": 64.49598714213789, "adv_dollars": 291329885.9155655, "status": "partial/canceled" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "EFA", "requested": -5262.172045831478, "filled": -5262.172045831478, "fee": 2.641180286305766, "unfilled": 0.0, "adv_dollars": 1430032357.095337, "status": "simulated fill" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "EEM", "requested": -4552.110369970042, "filled": -4552.110369970042, "fee": 2.281960127096157, "unfilled": 0.0, "adv_dollars": 2705247854.9580193, "status": "simulated fill" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "BIL", "requested": -22637.233188305203, "filled": -22637.233188305203, "fee": 11.758478866584928, "unfilled": 0.0, "adv_dollars": 59956546.09954834, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "SPY", "requested": -4798.209842419306, "filled": -4798.209842419306, "fee": 2.401689364110733, "unfilled": 0.0, "adv_dollars": 16538793646.33728, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "EFA", "requested": -8008.56776245995, "filled": -8008.56776245995, "fee": 4.022967805176516, "unfilled": 0.0, "adv_dollars": 1471391972.0184708, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "EEM", "requested": -12320.35499082594, "filled": -12320.35499082594, "fee": 6.1850332834595765, "unfilled": 0.0, "adv_dollars": 3027015122.9268074, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "BIL", "requested": 25571.582810862765, "filled": 25101.42989163428, "fee": 13.09301361791985, "unfilled": 470.15291922848337, "adv_dollars": 53779691.01654053, "status": "partial/canceled" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "SPY", "requested": 33512.586715557736, "filled": 33512.58671555678, "fee": 16.801121543043585, "unfilled": 9.531504474580288e-10, "adv_dollars": 18729299566.01242, "status": "simulated fill" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "IEF", "requested": -62988.14914903807, "filled": -62988.14914903807, "fee": 32.35555115258861, "unfilled": 0.0, "adv_dollars": 336736034.29561615, "status": "simulated fill" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "EFA", "requested": 26793.763333706716, "filled": 26793.763333705956, "fee": 13.50989677315505, "unfilled": 7.60337570682168e-10, "adv_dollars": 1506011038.8825607, "status": "simulated fill" }, { "fill_date": "2018-11-02", "signal_date": "2018-11-01", "symbol": "GLD", "requested": 37849.25458789283, "filled": 37849.25458789175, "fee": 19.13403828419532, "unfilled": 1.076841726899147e-09, "adv_dollars": 1236440014.4830704, "status": "simulated fill" }, { "fill_date": "2018-11-02", "signal_date": "2018-11-01", "symbol": "EFA", "requested": -35628.5491837909, "filled": -35628.5491837909, "fee": 17.935682385171805, "unfilled": 0.0, "adv_dollars": 3068324466.820736, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "SPY", "requested": -27404.24132021105, "filled": -27404.24132021105, "fee": 13.730293212410324, "unfilled": 0.0, "adv_dollars": 25929907169.543457, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "IEF", "requested": 60461.69934972416, "filled": 60400.39088590228, "fee": 31.014728498235595, "unfilled": 61.30846382187883, "adv_dollars": 332125193.63853455, "status": "partial/canceled" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "GLD", "requested": -15848.333956224, "filled": -15848.333956224, "fee": 7.987393301277484, "unfilled": 0.0, "adv_dollars": 995760715.6791687, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "BIL", "requested": -16847.766667752338, "filled": -16847.766667752338, "fee": 8.576048809828912, "unfilled": 0.0, "adv_dollars": 206535523.565979, "status": "simulated fill" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "SPY", "requested": -28333.870735556826, "filled": -28333.870735556826, "fee": 14.190442501219517, "unfilled": 0.0, "adv_dollars": 41164076763.4729, "status": "simulated fill" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "BIL", "requested": 30408.166291315632, "filled": 28305.242540106443, "fee": 14.437752949250187, "unfilled": 2102.9237512091895, "adv_dollars": 278939294.6067047, "status": "partial/canceled" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "SPY", "requested": 4407.996895449805, "filled": 4002.0814192445296, "fee": 2.0026620519526714, "unfilled": 405.9154762052758, "adv_dollars": 24384189024.32724, "status": "partial/canceled" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "GLD", "requested": -6358.580585943935, "filled": -6358.580585943935, "fee": 3.194580651371338, "unfilled": 0.0, "adv_dollars": 1099626528.749466, "status": "simulated fill" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "EFA", "requested": 5479.52849207312, "filled": 4974.939793397716, "fee": 2.49543354584753, "unfilled": 504.588698675404, "adv_dollars": 1941508299.5313263, "status": "partial/canceled" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "EEM", "requested": 3736.7657744741855, "filled": 3392.661389922779, "fee": 1.6996174903725998, "unfilled": 344.1043845514064, "adv_dollars": 3614732843.1985283, "status": "partial/canceled" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "BIL", "requested": -6023.540543956646, "filled": -6023.540543956646, "fee": 3.0462335958839266, "unfilled": 0.0, "adv_dollars": 184009900.31726837, "status": "simulated fill" }, { "fill_date": "2019-03-04", "signal_date": "2019-03-01", "symbol": "SPY", "requested": 4934.928879285226, "filled": 4934.928879285086, "fee": 2.469917581346377, "unfilled": 1.4006218407303095e-10, "adv_dollars": 19970890164.54193, "status": "simulated fill" }, { "fill_date": "2019-03-04", "signal_date": "2019-03-01", "symbol": "BIL", "requested": -6174.24016418527, "filled": -6174.24016418527, "fee": 3.124496096587176, "unfilled": 0.0, "adv_dollars": 168486293.5874176, "status": "simulated fill" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "GLD", "requested": -7471.271952821482, "filled": -7471.271952821482, "fee": 3.756511441079408, "unfilled": 0.0, "adv_dollars": 956998665.7250214, "status": "simulated fill" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "EEM", "requested": 5125.697816327365, "filled": 4693.373173142459, "fee": 2.3525550455310653, "unfilled": 432.32464318490656, "adv_dollars": 3001975312.194042, "status": "partial/canceled" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "BIL", "requested": 4372.259714429383, "filled": 4003.4834641144935, "fee": 2.0231203002580855, "unfilled": 368.7762503148897, "adv_dollars": 140396695.49427032, "status": "partial/canceled" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "SPY", "requested": 5948.60204934234, "filled": 5948.602049342171, "fee": 2.977832037928745, "unfilled": 1.6916601452976465e-10, "adv_dollars": 16882861308.724976, "status": "simulated fill" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "EFA", "requested": 8119.4679417756815, "filled": 8119.4679417754505, "fee": 4.078787993241423, "unfilled": 2.3101165425032377e-10, "adv_dollars": 1474379804.6197891, "status": "simulated fill" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "BIL", "requested": -14183.505225576766, "filled": -14183.505225576766, "fee": 7.246714327647554, "unfilled": 0.0, "adv_dollars": 118823377.12894437, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "SPY", "requested": -9181.06604423057, "filled": -9181.06604423057, "fee": 4.596116815439238, "unfilled": 0.0, "adv_dollars": 24821079425.00595, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "IEF", "requested": -3379.1266901232884, "filled": -3379.1266901232884, "fee": 1.6979800739234994, "unfilled": 0.0, "adv_dollars": 544661590.5847168, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "GLD", "requested": 10546.771756532453, "filled": 10536.153149403586, "fee": 5.306882346810769, "unfilled": 10.618607128866643, "adv_dollars": 776700467.1881104, "status": "partial/canceled" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "EFA", "requested": -5882.528279922412, "filled": -5882.528279922412, "fee": 2.951382719785883, "unfilled": 0.0, "adv_dollars": 1988167392.721634, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "EEM", "requested": -7704.171897540093, "filled": -7704.171897540093, "fee": 3.863675848230099, "unfilled": 0.0, "adv_dollars": 3404227344.160576, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "BIL", "requested": 15701.253055384317, "filled": 15685.444859144289, "fee": 8.010765564140472, "unfilled": 15.808196240028337, "adv_dollars": 136662377.89295197, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "SPY", "requested": 16971.75290709998, "filled": 16971.752907099497, "fee": 8.501834310703906, "unfilled": 4.838511813431978e-10, "adv_dollars": 19196893444.320526, "status": "simulated fill" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "GLD", "requested": 6670.3465644298485, "filled": 6670.346564429659, "fee": 3.350106406719711, "unfilled": 1.8917489796876907e-10, "adv_dollars": 1330895093.5986328, "status": "simulated fill" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "EFA", "requested": 17407.989457065574, "filled": 17407.98945706508, "fee": 8.760694275688452, "unfilled": 4.94765117764473e-10, "adv_dollars": 1640917188.9142609, "status": "simulated fill" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "EEM", "requested": 11743.03959365133, "filled": 11743.039593650998, "fee": 5.895967161003239, "unfilled": 3.3287506084889174e-10, "adv_dollars": 2709427232.2464943, "status": "simulated fill" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "BIL", "requested": -53140.05551655768, "filled": -53140.05551655768, "fee": 27.363722802589496, "unfilled": 0.0, "adv_dollars": 238209278.69724274, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "SPY", "requested": 4464.118272054722, "filled": 4361.2732743747965, "fee": 2.182913892399589, "unfilled": 102.84499767992565, "adv_dollars": 15996187674.468842, "status": "partial/canceled" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "GLD", "requested": -4614.914308291831, "filled": -4614.914308291831, "fee": 2.315597428548674, "unfilled": 0.0, "adv_dollars": 1483244798.5785675, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "EFA", "requested": -14672.515422727938, "filled": -14672.515422727938, "fee": 7.387029272153067, "unfilled": 0.0, "adv_dollars": 1225385381.9984818, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "EEM", "requested": -10994.695959267325, "filled": -10994.695959267325, "fee": 5.522216763897418, "unfilled": 0.0, "adv_dollars": 2149020521.658249, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "BIL", "requested": 26800.491569375525, "filled": 26183.05799676441, "fee": 13.441331147049493, "unfilled": 617.433572611113, "adv_dollars": 146695285.7775879, "status": "partial/canceled" }, { "fill_date": "2019-09-04", "signal_date": "2019-09-03", "symbol": "SPY", "requested": -11880.657560388714, "filled": -11880.657560388714, "fee": 5.948679482103155, "unfilled": 0.0, "adv_dollars": 24047806709.526672, "status": "simulated fill" }, { "fill_date": "2019-09-04", "signal_date": "2019-09-03", "symbol": "EFA", "requested": -9295.743166952754, "filled": -9295.743166952754, "fee": 4.6690332533342005, "unfilled": 0.0, "adv_dollars": 1793711030.0085068, "status": "simulated fill" }, { "fill_date": "2019-09-04", "signal_date": "2019-09-03", "symbol": "BIL", "requested": 22749.8889488743, "filled": 21155.02031366156, "fee": 10.76270094427585, "unfilled": 1594.8686352127406, "adv_dollars": 276058792.0953369, "status": "partial/canceled" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "SPY", "requested": 9213.56436953509, "filled": 9213.564369534828, "fee": 4.613699108608279, "unfilled": 2.6193447411060333e-10, "adv_dollars": 16347714152.074432, "status": "simulated fill" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "EFA", "requested": 29312.6668621599, "filled": 29312.666862159065, "fee": 14.784826562344943, "unfilled": 8.330971468240023e-10, "adv_dollars": 1525478782.7842522, "status": "simulated fill" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "EEM", "requested": 15247.171653507987, "filled": 15247.171653507554, "fee": 7.663049885439913, "unfilled": 4.3291947804391384e-10, "adv_dollars": 2275958675.592041, "status": "simulated fill" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "BIL", "requested": -54109.231862679706, "filled": -54109.231862679706, "fee": 28.092204809744754, "unfilled": 0.0, "adv_dollars": 147151092.25212097, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "SPY", "requested": 5417.112521027062, "filled": 5411.688086595435, "fee": 2.708974298586737, "unfilled": 5.424434431626651, "adv_dollars": 16174793901.555176, "status": "partial/canceled" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "IEF", "requested": -18732.50544710552, "filled": -18732.50544710552, "fee": 9.490968810605755, "unfilled": 0.0, "adv_dollars": 422612802.9084015, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "GLD", "requested": -5680.421009819278, "filled": -5680.421009819278, "fee": 2.8539972441895647, "unfilled": 0.0, "adv_dollars": 964313950.5237579, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "EFA", "requested": 6827.628416711301, "filled": 6820.79155989391, "fee": 3.426168648791049, "unfilled": 6.836856817390981, "adv_dollars": 1275507303.2203674, "status": "partial/canceled" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "EEM", "requested": 12448.860716298928, "filled": 12436.395029377732, "fee": 6.246869167874893, "unfilled": 12.465686921195811, "adv_dollars": 2339796333.0443, "status": "partial/canceled" }, { "fill_date": "2020-01-03", "signal_date": "2020-01-02", "symbol": "IEF", "requested": -3383.6896847787066, "filled": -3383.6896847787066, "fee": 1.7032755100075403, "unfilled": 0.0, "adv_dollars": 296502520.3298187, "status": "simulated fill" }, { "fill_date": "2020-01-03", "signal_date": "2020-01-02", "symbol": "GLD", "requested": 10181.866860438327, "filled": 3380.2892570994404, "fee": 1.6971521692328002, "unfilled": 6801.577603338887, "adv_dollars": 786557252.738266, "status": "partial/canceled" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "SPY", "requested": -6710.068268452145, "filled": -6710.068268452145, "fee": 3.358769204305001, "unfilled": 0.0, "adv_dollars": 21656252522.195435, "status": "simulated fill" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "IEF", "requested": 14516.894747897459, "filled": 14502.294406648505, "fee": 7.33873543757984, "unfilled": 14.600341248953555, "adv_dollars": 397574580.7368851, "status": "partial/canceled" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "GLD", "requested": 6495.297860313378, "filled": 6488.7652259641545, "fee": 3.258586786680969, "unfilled": 6.532634349223372, "adv_dollars": 1354110899.54628, "status": "partial/canceled" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "EFA", "requested": -6996.811970401493, "filled": -6996.811970401493, "fee": 3.5135446034351983, "unfilled": 0.0, "adv_dollars": 1494610864.4622421, "status": "simulated fill" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "EEM", "requested": -7305.312369357034, "filled": -7305.312369357034, "fee": 3.663339566102444, "unfilled": 0.0, "adv_dollars": 3415850887.1562195, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "SPY", "requested": -6416.414411120109, "filled": -6416.414411120109, "fee": 3.210874248261209, "unfilled": 0.0, "adv_dollars": 37137894529.554596, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "IEF", "requested": 5183.332833472639, "filled": 5183.332833472492, "fee": 2.6052638446798393, "unfilled": 1.4733814168721437e-10, "adv_dollars": 753205977.9000854, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "EFA", "requested": -16882.660270536217, "filled": -16882.660270536217, "fee": 8.485023530643216, "unfilled": 0.0, "adv_dollars": 2520525261.6114044, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "EEM", "requested": -12199.383371704425, "filled": -12199.383371704425, "fee": 6.12213973016291, "unfilled": 0.0, "adv_dollars": 3602936570.254822, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "BIL", "requested": 30133.7572013993, "filled": 30133.757201398446, "fee": 15.399356151373343, "unfilled": 8.549250196665525e-10, "adv_dollars": 247534194.49359894, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "SPY", "requested": -14818.80914437859, "filled": -14818.80914437859, "fee": 7.4162720360925345, "unfilled": 0.0, "adv_dollars": 68999690592.7459, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "IEF", "requested": -3690.3459913520783, "filled": -3690.3459913520783, "fee": 1.8519426450697452, "unfilled": 0.0, "adv_dollars": 1096652173.1394958, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "EFA", "requested": -8537.372653647935, "filled": -8537.372653647935, "fee": 4.282241868712626, "unfilled": 0.0, "adv_dollars": 3386405409.4890594, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "EEM", "requested": -6519.522185830452, "filled": -6519.522185830452, "fee": 3.2686621590366163, "unfilled": 0.0, "adv_dollars": 3497544495.7858276, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "BIL", "requested": 31531.485079052687, "filled": 31531.485079051792, "fee": 15.95540478090714, "unfilled": 8.949427865445614e-10, "adv_dollars": 871508284.8136139, "status": "simulated fill" }, { "fill_date": "2020-05-04", "signal_date": "2020-05-01", "symbol": "BIL", "requested": 3313.066638447657, "filled": 2146.2576312372244, "fee": 1.0781024149639733, "unfilled": 1166.8090072104328, "adv_dollars": 399672219.8477173, "status": "partial/canceled" }, { "fill_date": "2020-06-02", "signal_date": "2020-06-01", "symbol": "SPY", "requested": 4738.183503856634, "filled": 0.0, "fee": 0.0, "unfilled": 4738.183503856634, "adv_dollars": 26919271212.915955, "status": "partial/canceled" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "SPY", "requested": 9106.846953708065, "filled": 9106.846953707807, "fee": 4.558125886030286, "unfilled": 2.582964953035116e-10, "adv_dollars": 34155707183.097534, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "GLD", "requested": -4802.7899630097745, "filled": -4802.7899630097745, "fee": 2.409626548657538, "unfilled": 0.0, "adv_dollars": 1634992376.8998718, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "EFA", "requested": 4949.955966350378, "filled": 4949.955966350237, "fee": 2.4829467790633273, "unfilled": 1.4097167877480388e-10, "adv_dollars": 1909935058.7722588, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "EEM", "requested": 4539.851985551166, "filled": 4539.851985551037, "fee": 2.27629115720448, "unfilled": 1.291482476517558e-10, "adv_dollars": 2309435443.0295753, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "BIL", "requested": -14929.131305645737, "filled": -14929.131305645737, "fee": 7.55967531578598, "unfilled": 0.0, "adv_dollars": 367836081.9435501, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "SPY", "requested": 4240.541857687274, "filled": 4240.541857687153, "fee": 2.122143718426371, "unfilled": 1.2096279533579946e-10, "adv_dollars": 21741329263.291626, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "GLD", "requested": -3766.7677099356515, "filled": -3766.7677099356515, "fee": 1.887955204932128, "unfilled": 0.0, "adv_dollars": 2557511384.972229, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "EFA", "requested": 4868.76906340638, "filled": 4868.769063406242, "fee": 2.4434822037109067, "unfilled": 1.382431946694851e-10, "adv_dollars": 1394430827.8782082, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "EEM", "requested": 8958.484962458027, "filled": 8958.484962457773, "fee": 4.499205737339327, "unfilled": 2.546585164964199e-10, "adv_dollars": 1804018347.9738998, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "BIL", "requested": -15833.625187417863, "filled": -15833.625187417863, "fee": 8.069714945410558, "unfilled": 0.0, "adv_dollars": 169790250.9487915, "status": "simulated fill" }, { "fill_date": "2020-09-02", "signal_date": "2020-09-01", "symbol": "EFA", "requested": 4066.991321187468, "filled": 2628.236235583975, "fee": 1.3179737681806263, "unfilled": 1438.7550856034932, "adv_dollars": 1221231228.4501076, "status": "partial/canceled" }, { "fill_date": "2020-10-02", "signal_date": "2020-10-01", "symbol": "GLD", "requested": -13155.730307193142, "filled": -13155.730307193142, "fee": 6.612729364654174, "unfilled": 0.0, "adv_dollars": 1873204539.4405365, "status": "simulated fill" }, { "fill_date": "2020-10-02", "signal_date": "2020-10-01", "symbol": "BIL", "requested": 18097.256923028493, "filled": 13142.435558180325, "fee": 6.682019648218698, "unfilled": 4954.821364848169, "adv_dollars": 184898503.169899, "status": "partial/canceled" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "SPY", "requested": 19281.228981450375, "filled": 18023.587527895183, "fee": 9.027001701616012, "unfilled": 1257.6414535551921, "adv_dollars": 25315299635.78232, "status": "partial/canceled" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "GLD", "requested": 12222.694137655297, "filled": 11425.454146551523, "fee": 5.745692297373495, "unfilled": 797.2399911037737, "adv_dollars": 1372487349.8899841, "status": "partial/canceled" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "EEM", "requested": 17889.170374812264, "filled": 16722.327625591253, "fee": 8.409760946745964, "unfilled": 1166.8427492210103, "adv_dollars": 1980016773.5660744, "status": "partial/canceled" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "BIL", "requested": -46218.49061750529, "filled": -46218.49061750529, "fee": 23.93886252138109, "unfilled": 0.0, "adv_dollars": 143447098.09940338, "status": "simulated fill" }, { "fill_date": "2020-12-02", "signal_date": "2020-12-01", "symbol": "SPY", "requested": -3918.607451082604, "filled": -3918.607451082604, "fee": 1.960795559410844, "unfilled": 0.0, "adv_dollars": 27036741835.734406, "status": "simulated fill" }, { "fill_date": "2020-12-02", "signal_date": "2020-12-01", "symbol": "IEF", "requested": -8906.600288970156, "filled": -8906.600288970156, "fee": 4.482024461112182, "unfilled": 0.0, "adv_dollars": 856320767.7234268, "status": "simulated fill" }, { "fill_date": "2020-12-02", "signal_date": "2020-12-01", "symbol": "EFA", "requested": 17986.117035046285, "filled": 12812.323375827857, "fee": 6.44154420449852, "unfilled": 5173.793659218429, "adv_dollars": 1679988220.5438995, "status": "partial/canceled" }, { "fill_date": "2021-01-05", "signal_date": "2021-01-04", "symbol": "IEF", "requested": -3572.662082542971, "filled": -3572.662082542971, "fee": 1.796752751432135, "unfilled": 0.0, "adv_dollars": 419853560.6416702, "status": "simulated fill" }, { "fill_date": "2021-01-05", "signal_date": "2021-01-04", "symbol": "EFA", "requested": 4541.318806945947, "filled": 4541.318806945817, "fee": 2.2786853595398937, "unfilled": 1.291482476517558e-10, "adv_dollars": 1453959859.755478, "status": "simulated fill" }, { "fill_date": "2021-01-05", "signal_date": "2021-01-04", "symbol": "EEM", "requested": -4790.718672859333, "filled": -4790.718672859333, "fee": 2.402935512567745, "unfilled": 0.0, "adv_dollars": 1915586991.3775063, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "SPY", "requested": 4588.66405510898, "filled": 4588.66405510885, "fee": 2.296194526817534, "unfilled": 1.3005774235352874e-10, "adv_dollars": 27852653142.523346, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "IEF", "requested": 5954.936257116489, "filled": 5954.93625711632, "fee": 2.994626974739028, "unfilled": 1.6916601452976465e-10, "adv_dollars": 717224620.014534, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "GLD", "requested": -13773.802679604662, "filled": -13773.802679604662, "fee": 6.923720532767468, "unfilled": 0.0, "adv_dollars": 1927582794.7115326, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "EFA", "requested": 5690.314619749079, "filled": 5690.314619748917, "fee": 2.8555450846199832, "unfilled": 1.6189005691558123e-10, "adv_dollars": 1707512104.1749954, "status": "simulated fill" }, { "fill_date": "2021-03-02", "signal_date": "2021-03-01", "symbol": "IEF", "requested": -54267.912039559815, "filled": -54267.912039559815, "fee": 27.543809592501276, "unfilled": 0.0, "adv_dollars": 951419146.0531998, "status": "simulated fill" }, { "fill_date": "2021-03-02", "signal_date": "2021-03-01", "symbol": "BIL", "requested": 48825.61613059573, "filled": 48825.61613059434, "fee": 25.45763579922859, "unfilled": 1.3897079043090343e-09, "adv_dollars": 106623715.70014955, "status": "simulated fill" }, { "fill_date": "2021-04-05", "signal_date": "2021-04-01", "symbol": "EFA", "requested": 3683.259627793588, "filled": 3683.2596277934836, "fee": 1.8470613044795583, "unfilled": 1.0459189070388675e-10, "adv_dollars": 1693787550.5430603, "status": "simulated fill" }, { "fill_date": "2021-04-05", "signal_date": "2021-04-01", "symbol": "BIL", "requested": -4689.322220293216, "filled": -4689.322220293216, "fee": 2.3776207353286813, "unfilled": 0.0, "adv_dollars": 94921741.75289154, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "SPY", "requested": 14218.898478924653, "filled": 14206.589092839815, "fee": 7.113462698219378, "unfilled": 12.30938608483848, "adv_dollars": 27732269720.243073, "status": "partial/canceled" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "GLD", "requested": 4835.641783270177, "filled": 4831.455539042716, "fee": 2.425636462637339, "unfilled": 4.1862442274614295, "adv_dollars": 1148685677.4259186, "status": "partial/canceled" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "EFA", "requested": 8317.971955753026, "filled": 8310.771037313529, "fee": 4.175767775453331, "unfilled": 7.2009184394974, "adv_dollars": 1381717998.7046432, "status": "partial/canceled" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "EEM", "requested": -6219.661518550711, "filled": -6219.661518550711, "fee": 3.1212123623474457, "unfilled": 0.0, "adv_dollars": 1857348417.3542595, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "BIL", "requested": -13421.317090018747, "filled": -13421.317090018747, "fee": 6.860469452944033, "unfilled": 0.0, "adv_dollars": 107720544.25678253, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "SPY", "requested": -9025.633204035417, "filled": -9025.633204035417, "fee": 4.517623139069541, "unfilled": 0.0, "adv_dollars": 31825002857.61505, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "GLD", "requested": 25687.200317850402, "filled": 25661.31921800506, "fee": 12.929478901565373, "unfilled": 25.88109984534094, "adv_dollars": 1730427692.1974945, "status": "partial/canceled" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "EFA", "requested": -9317.966933402684, "filled": -9317.966933402684, "fee": 4.680322946826394, "unfilled": 0.0, "adv_dollars": 1776625229.087944, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "EEM", "requested": 3890.2169374063633, "filled": 3886.297355212461, "fee": 1.9485969846502924, "unfilled": 3.9195821939024427, "adv_dollars": 1977356299.6185684, "status": "partial/canceled" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "BIL", "requested": -11233.817117818471, "filled": -11233.817117818471, "fee": 5.724660066566879, "unfilled": 0.0, "adv_dollars": 122105531.20910642, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "IEF", "requested": 42127.12602963813, "filled": 42127.12602963693, "fee": 21.381341368088876, "unfilled": 1.2005330063402653e-09, "adv_dollars": 740349650.2065277, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "GLD", "requested": -25865.677772703122, "filled": -25865.677772703122, "fee": 13.036678179560349, "unfilled": 0.0, "adv_dollars": 1604900609.753418, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "BIL", "requested": -19470.85083764753, "filled": -19470.85083764753, "fee": 10.047685606067004, "unfilled": 0.0, "adv_dollars": 75704475.9791565, "status": "simulated fill" }, { "fill_date": "2021-08-03", "signal_date": "2021-08-02", "symbol": "SPY", "requested": 7108.242208294047, "filled": 7108.242208293845, "fee": 3.5575954805546464, "unfilled": 2.0190782379359007e-10, "adv_dollars": 29753147707.41516, "status": "simulated fill" }, { "fill_date": "2021-08-03", "signal_date": "2021-08-02", "symbol": "EFA", "requested": 8955.78555873486, "filled": 8955.785558734606, "fee": 4.498064869390078, "unfilled": 2.546585164964199e-10, "adv_dollars": 1765262368.1079483, "status": "simulated fill" }, { "fill_date": "2021-08-03", "signal_date": "2021-08-02", "symbol": "EEM", "requested": -16347.732431828468, "filled": -16347.732431828468, "fee": 8.22138768860719, "unfilled": 0.0, "adv_dollars": 1934607114.8512459, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "SPY", "requested": -12579.394147120023, "filled": -12579.394147120023, "fee": 6.298555517145336, "unfilled": 0.0, "adv_dollars": 25366720720.278168, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "IEF", "requested": 26335.572886397553, "filled": 25233.278536832197, "fee": 12.757047694279517, "unfilled": 1102.2943495653562, "adv_dollars": 814957018.1623077, "status": "partial/canceled" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "EFA", "requested": -14855.379577521642, "filled": -14855.379577521642, "fee": 7.476880849211294, "unfilled": 0.0, "adv_dollars": 1354811546.5546417, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "EEM", "requested": 5849.343683988302, "filled": 5604.515195945181, "fee": 2.812000125592925, "unfilled": 244.82848804312016, "adv_dollars": 1854687998.5289001, "status": "partial/canceled" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "SPY", "requested": 4016.338546740677, "filled": 3858.125468583896, "fee": 1.9302722434754003, "unfilled": 158.2130781567812, "adv_dollars": 39256420844.562225, "status": "partial/canceled" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "IEF", "requested": 4501.003526070868, "filled": 4323.6983476435935, "fee": 2.17113320763539, "unfilled": 177.30517842727477, "adv_dollars": 937762222.6644135, "status": "partial/canceled" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "EFA", "requested": -10891.549892860694, "filled": -10891.549892860694, "fee": 5.469545406336739, "unfilled": 0.0, "adv_dollars": 2286619416.324768, "status": "simulated fill" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "EEM", "requested": -6440.6847756982825, "filled": -6440.6847756982825, "fee": 3.231688238979704, "unfilled": 0.0, "adv_dollars": 2075496334.4241333, "status": "simulated fill" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "BIL", "requested": 9507.490947708415, "filled": 9132.968384214515, "fee": 4.639829020227083, "unfilled": 374.5225634938997, "adv_dollars": 141610961.7834473, "status": "partial/canceled" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "SPY", "requested": 6924.609700371962, "filled": 6924.609700371766, "fee": 3.4656932204171373, "unfilled": 1.964508555829525e-10, "adv_dollars": 28920392597.30088, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "IEF", "requested": -26722.1978868605, "filled": -26722.1978868605, "fee": 13.499488066053425, "unfilled": 0.0, "adv_dollars": 996351583.6309814, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "EFA", "requested": 24275.559951390118, "filled": 24275.559951389427, "fee": 12.232494302389435, "unfilled": 6.912159733474255e-10, "adv_dollars": 1594690534.4443893, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "BIL", "requested": -9131.96912328541, "filled": -9131.96912328541, "fee": 4.665283858031375, "unfilled": 0.0, "adv_dollars": 77232654.30892944, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "SPY", "requested": 15698.40226883033, "filled": 15698.402268829885, "fee": 7.860237485470435, "unfilled": 4.4565240386873484e-10, "adv_dollars": 31762548983.301697, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "GLD", "requested": -13703.571496931541, "filled": -13703.571496931541, "fee": 6.895134875157431, "unfilled": 0.0, "adv_dollars": 1369432418.8591766, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "EFA", "requested": -27766.23911803842, "filled": -27766.23911803842, "fee": 13.996926885090167, "unfilled": 0.0, "adv_dollars": 1652763598.0786514, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "EEM", "requested": 6614.730323217143, "filled": 6614.730323216955, "fee": 3.3194979409861713, "unfilled": 1.8826540326699615e-10, "adv_dollars": 1966146290.7668686, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "BIL", "requested": 20553.713993443653, "filled": 20553.713993443067, "fee": 10.575197749026911, "unfilled": 5.857145879417658e-10, "adv_dollars": 97554153.75320435, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "SPY", "requested": -13450.008815942369, "filled": -13450.008815942369, "fee": 6.733061947288534, "unfilled": 0.0, "adv_dollars": 37476829272.517395, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "IEF", "requested": -43929.52956466799, "filled": -43929.52956466799, "fee": 22.248903988717487, "unfilled": 0.0, "adv_dollars": 1050043597.5248718, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "GLD", "requested": 42411.52279682549, "filled": 41816.90586436548, "fee": 21.164285638990712, "unfilled": 594.6169324600123, "adv_dollars": 1117232482.044754, "status": "partial/canceled" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "EFA", "requested": 39771.66896886061, "filled": 39214.063246605125, "fee": 19.77827003750745, "unfilled": 557.6057222554882, "adv_dollars": 2056473607.8905106, "status": "partial/canceled" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "BIL", "requested": -20551.465160152766, "filled": -20551.465160152766, "fee": 10.561341661751511, "unfilled": 0.0, "adv_dollars": 106410465.18714905, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "SPY", "requested": 12249.474634293787, "filled": 11425.189849963122, "fee": 5.717707031341671, "unfilled": 824.2847843306645, "adv_dollars": 57067719010.068665, "status": "partial/canceled" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "EFA", "requested": -19924.113063338045, "filled": -19924.113063338045, "fee": 10.012423344992511, "unfilled": 0.0, "adv_dollars": 3117798503.773041, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "EEM", "requested": -17364.02871015226, "filled": -17364.02871015226, "fee": 8.72830097715559, "unfilled": 0.0, "adv_dollars": 2443658481.077423, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "BIL", "requested": 27688.56605685533, "filled": 25825.362582258625, "fee": 13.130909915325802, "unfilled": 1863.203474596703, "adv_dollars": 361672804.2442703, "status": "partial/canceled" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "SPY", "requested": -49780.83331086272, "filled": -49780.83331086272, "fee": 24.938363261946595, "unfilled": 0.0, "adv_dollars": 53662479686.285255, "status": "simulated fill" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "GLD", "requested": 26389.06095634027, "filled": 26362.381714233183, "fee": 13.268221846049991, "unfilled": 26.679242107085884, "adv_dollars": 2418834171.9462585, "status": "partial/canceled" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "EFA", "requested": -38637.34423209607, "filled": -38637.34423209607, "fee": 19.459302735832864, "unfilled": 0.0, "adv_dollars": 2916500263.726959, "status": "simulated fill" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "BIL", "requested": 62029.11658661907, "filled": 61966.40538132681, "fee": 31.7245595553368, "unfilled": 62.711205292260274, "adv_dollars": 432926614.13223267, "status": "partial/canceled" }, { "fill_date": "2022-04-04", "signal_date": "2022-04-01", "symbol": "SPY", "requested": 17831.826231404702, "filled": 17831.826231404197, "fee": 8.927312616412634, "unfilled": 5.056790541857481e-10, "adv_dollars": 43633073948.539276, "status": "simulated fill" }, { "fill_date": "2022-04-04", "signal_date": "2022-04-01", "symbol": "BIL", "requested": -18013.771482347045, "filled": -18013.771482347045, "fee": 9.130868870964493, "unfilled": 0.0, "adv_dollars": 380267103.44291687, "status": "simulated fill" }, { "fill_date": "2022-05-03", "signal_date": "2022-05-02", "symbol": "SPY", "requested": -17340.537552323323, "filled": -17340.537552323323, "fee": 8.681453314840796, "unfilled": 0.0, "adv_dollars": 41682284890.28839, "status": "simulated fill" }, { "fill_date": "2022-05-03", "signal_date": "2022-05-02", "symbol": "BIL", "requested": 17153.477881599116, "filled": 17153.47788159863, "fee": 8.693370005662906, "unfilled": 4.874891601502895e-10, "adv_dollars": 371046277.5141526, "status": "simulated fill" }, { "fill_date": "2022-06-02", "signal_date": "2022-06-01", "symbol": "SPY", "requested": -16324.284238372129, "filled": -16324.284238372129, "fee": 8.1719476483348, "unfilled": 0.0, "adv_dollars": 45243935461.789406, "status": "simulated fill" }, { "fill_date": "2022-06-02", "signal_date": "2022-06-01", "symbol": "BIL", "requested": 16340.018229012465, "filled": 16340.018229012001, "fee": 8.256220182524833, "unfilled": 4.638422979041934e-10, "adv_dollars": 586991157.9872513, "status": "simulated fill" }, { "fill_date": "2022-08-02", "signal_date": "2022-08-01", "symbol": "IEF", "requested": 67305.09753221205, "filled": 64753.79113098902, "fee": 32.96886934314824, "unfilled": 2551.3064012230316, "adv_dollars": 774801872.0000838, "status": "partial/canceled" }, { "fill_date": "2022-08-02", "signal_date": "2022-08-01", "symbol": "GLD", "requested": -64518.11865586634, "filled": -64518.11865586634, "fee": 32.76841392221792, "unfilled": 0.0, "adv_dollars": 1035153200.3821564, "status": "simulated fill" }, { "fill_date": "2022-09-02", "signal_date": "2022-09-01", "symbol": "IEF", "requested": -62613.93727388678, "filled": -62613.93727388678, "fee": 31.948742973956342, "unfilled": 0.0, "adv_dollars": 596002865.8894348, "status": "simulated fill" }, { "fill_date": "2022-09-02", "signal_date": "2022-09-01", "symbol": "BIL", "requested": 62613.937273887816, "filled": 62550.05234559579, "fee": 31.936185316826258, "unfilled": 63.884928292027325, "adv_dollars": 559849139.3990707, "status": "partial/canceled" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "SPY", "requested": 20905.36213972633, "filled": 20884.11115125248, "fee": 10.459023867809288, "unfilled": 21.250988473850157, "adv_dollars": 31635282736.5773, "status": "partial/canceled" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "GLD", "requested": 33840.445463101954, "filled": 33806.04553682085, "fee": 17.10958860767271, "unfilled": 34.399926281104854, "adv_dollars": 905453418.3699036, "status": "partial/canceled" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "EFA", "requested": 22054.92328824741, "filled": 22032.503733041543, "fee": 11.101708474669335, "unfilled": 22.419555205866345, "adv_dollars": 1464536684.4613075, "status": "partial/canceled" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "EEM", "requested": 23151.0620047187, "filled": 23127.52818844078, "fee": 11.645921912846305, "unfilled": 23.53381627791896, "adv_dollars": 1832693574.9845505, "status": "partial/canceled" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "BIL", "requested": -99951.79289579313, "filled": -99951.79289579313, "fee": 51.28804337553931, "unfilled": 0.0, "adv_dollars": 579971737.3152924, "status": "simulated fill" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "SPY", "requested": -5022.599988032169, "filled": -5022.599988032169, "fee": 2.513288191005627, "unfilled": 0.0, "adv_dollars": 32052872063.64685, "status": "simulated fill" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "GLD", "requested": 10034.782323895713, "filled": 10024.701407909144, "fee": 5.046860885825075, "unfilled": 10.08091598656938, "adv_dollars": 845901589.720993, "status": "partial/canceled" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "EFA", "requested": 8945.22568652041, "filled": 8936.239336272238, "fee": 4.490355985394874, "unfilled": 8.98635024817304, "adv_dollars": 1443240315.5755615, "status": "partial/canceled" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "EEM", "requested": -7295.036365202814, "filled": -7295.036365202814, "fee": 3.6635617331189985, "unfilled": 0.0, "adv_dollars": 1508278051.5686607, "status": "simulated fill" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "BIL", "requested": -6662.37165718092, "filled": -6662.37165718092, "fee": 3.353199439080042, "unfilled": 0.0, "adv_dollars": 610244694.4303131, "status": "simulated fill" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "SPY", "requested": 3572.3524182954716, "filled": 3239.325139767255, "fee": 1.620697600663408, "unfilled": 333.02727852821636, "adv_dollars": 31729051850.66239, "status": "partial/canceled" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "IEF", "requested": 21323.60669392315, "filled": 19335.74495068796, "fee": 9.77971286521887, "unfilled": 1987.8617432351894, "adv_dollars": 577943497.5527191, "status": "partial/canceled" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "EFA", "requested": -12245.166476068585, "filled": -12245.166476068585, "fee": 6.15800833091729, "unfilled": 0.0, "adv_dollars": 1463093518.1300354, "status": "simulated fill" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "EEM", "requested": 3976.9867839986036, "filled": 3606.238064293707, "fee": 1.8084010188245703, "unfilled": 370.74871970489676, "adv_dollars": 1681003339.9172592, "status": "partial/canceled" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "BIL", "requested": -13962.555800209688, "filled": -13962.555800209688, "fee": 7.047301713747397, "unfilled": 0.0, "adv_dollars": 624444080.0589752, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "SPY", "requested": -18396.218932591866, "filled": -18396.218932591866, "fee": 9.211528169555638, "unfilled": 0.0, "adv_dollars": 34575192780.38315, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "IEF", "requested": -18352.890798051805, "filled": -18352.890798051805, "fee": 9.256727167364827, "unfilled": 0.0, "adv_dollars": 959134651.8622589, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "GLD", "requested": 6804.131291428705, "filled": 6626.475403118847, "fee": 3.329960979668411, "unfilled": 177.6558883098578, "adv_dollars": 1040411026.7740631, "status": "partial/canceled" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "EFA", "requested": 17939.184784210713, "filled": 17470.792615998384, "fee": 8.800157793887607, "unfilled": 468.3921682123291, "adv_dollars": 1271464433.6646652, "status": "partial/canceled" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "BIL", "requested": 12953.088192522526, "filled": 12614.883021188256, "fee": 6.360316226950112, "unfilled": 338.20517133426983, "adv_dollars": 718048173.1344604, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "SPY", "requested": 23633.50811038656, "filled": 23609.67745477086, "fee": 11.822115714904179, "unfilled": 23.83065561570038, "adv_dollars": 44089393323.64899, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "IEF", "requested": 47144.54640534013, "filled": 47097.008585550684, "fee": 23.837611928233535, "unfilled": 47.537819789446075, "adv_dollars": 1249858495.6840134, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "GLD", "requested": -26125.544124638916, "filled": -26125.544124638916, "fee": 13.159743855148399, "unfilled": 0.0, "adv_dollars": 1896291870.5408478, "status": "simulated fill" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "EFA", "requested": -13814.205441475639, "filled": -13814.205441475639, "fee": 6.946288004574277, "unfilled": 0.0, "adv_dollars": 1716847567.6064682, "status": "simulated fill" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "EEM", "requested": 4382.621430104304, "filled": 4378.202249443228, "fee": 2.1968834399348576, "unfilled": 4.419180661076098, "adv_dollars": 1385701938.5079384, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "BIL", "requested": -35220.926379715354, "filled": -35220.926379715354, "fee": 17.825013121777882, "unfilled": 0.0, "adv_dollars": 949173405.9938431, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "IEF", "requested": -23499.539992977898, "filled": -23499.539992977898, "fee": 11.87458703552253, "unfilled": 0.0, "adv_dollars": 832971862.3373795, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "GLD", "requested": 15620.561076411112, "filled": 15620.561076410668, "fee": 7.85811711073138, "unfilled": 4.43833414465189e-10, "adv_dollars": 1665596416.4128876, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "EFA", "requested": 16747.161125404084, "filled": 16747.161125403607, "fee": 8.439715792907126, "unfilled": 4.765752237290144e-10, "adv_dollars": 1073885199.6809006, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "EEM", "requested": -10155.578002824737, "filled": -10155.578002824737, "fee": 5.109510063427976, "unfilled": 0.0, "adv_dollars": 1040922750.7336426, "status": "simulated fill" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "SPY", "requested": 13287.71237868445, "filled": 13090.099832357624, "fee": 6.55323933901524, "unfilled": 197.6125463268254, "adv_dollars": 33444313503.83911, "status": "partial/canceled" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "IEF", "requested": 17319.243346373914, "filled": 17061.67457301447, "fee": 8.60638783540797, "unfilled": 257.5687733594459, "adv_dollars": 870141164.1318893, "status": "partial/canceled" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "GLD", "requested": -3753.908751377312, "filled": -3753.908751377312, "fee": 1.8830110464775554, "unfilled": 0.0, "adv_dollars": 1442059562.9351807, "status": "simulated fill" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "BIL", "requested": -25173.54168781259, "filled": -25173.54168781259, "fee": 12.747259584006022, "unfilled": 0.0, "adv_dollars": 619360961.2495041, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "SPY", "requested": 12289.304468773764, "filled": 12276.895266537967, "fee": 6.145731221852896, "unfilled": 12.409202235796329, "adv_dollars": 34879868559.5871, "status": "partial/canceled" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "IEF", "requested": -39426.62110994796, "filled": -39426.62110994796, "fee": 20.041375705473055, "unfilled": 0.0, "adv_dollars": 569440668.1053925, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "GLD", "requested": -5735.408882524258, "filled": -5735.408882524258, "fee": 2.8808139681159988, "unfilled": 0.0, "adv_dollars": 1097789616.6934204, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "EFA", "requested": 10879.497578322414, "filled": 10868.511937433112, "fee": 5.467670548463147, "unfilled": 10.985640889302886, "adv_dollars": 1149842226.0861206, "status": "partial/canceled" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "EEM", "requested": 17611.67113646494, "filled": 17593.887641117584, "fee": 8.86644034016639, "unfilled": 17.78349534735753, "adv_dollars": 1127611070.9464264, "status": "partial/canceled" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "BIL", "requested": 4381.556808911418, "filled": 4377.132504453215, "fee": 2.2006111455821866, "unfilled": 4.424304458202641, "adv_dollars": 578047015.1904678, "status": "partial/canceled" }, { "fill_date": "2023-08-02", "signal_date": "2023-08-01", "symbol": "SPY", "requested": 6327.333812763776, "filled": 6327.333812763596, "fee": 3.166506056545378, "unfilled": 1.800799509510398e-10, "adv_dollars": 31425740178.25348, "status": "simulated fill" }, { "fill_date": "2023-08-02", "signal_date": "2023-08-01", "symbol": "GLD", "requested": -15977.49726537495, "filled": -15977.49726537495, "fee": 8.055176749191652, "unfilled": 0.0, "adv_dollars": 924320059.8432922, "status": "simulated fill" }, { "fill_date": "2023-08-02", "signal_date": "2023-08-01", "symbol": "BIL", "requested": 5876.996108481758, "filled": 5876.99610848159, "fee": 2.9580857546882884, "unfilled": 1.673470251262188e-10, "adv_dollars": 529053146.7471695, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "SPY", "requested": 11111.694573266454, "filled": 11100.95959573933, "fee": 5.556892074332226, "unfilled": 10.734977527123192, "adv_dollars": 33270328490.14099, "status": "partial/canceled" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "GLD", "requested": 25772.641267692885, "filled": 25747.74238993855, "fee": 12.998955597997751, "unfilled": 24.898877754334535, "adv_dollars": 1090965822.863922, "status": "partial/canceled" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "EFA", "requested": -10601.656464567553, "filled": -10601.656464567553, "fee": 5.336250723441038, "unfilled": 0.0, "adv_dollars": 949648705.7588577, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "EEM", "requested": -30981.707482247533, "filled": -30981.707482247533, "fee": 15.657365844355372, "unfilled": 0.0, "adv_dollars": 1072567009.493084, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "BIL", "requested": 8458.015681426044, "filled": 8449.844415768455, "fee": 4.2556566983288615, "unfilled": 8.171265657589174, "adv_dollars": 638695862.8673553, "status": "partial/canceled" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "GLD", "requested": -7286.012586772333, "filled": -7286.012586772333, "fee": 3.661353751514353, "unfilled": 0.0, "adv_dollars": 1148994476.6687775, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "EFA", "requested": -9938.709034224768, "filled": -9938.709034224768, "fee": 5.000661814142813, "unfilled": 0.0, "adv_dollars": 1001610299.671135, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "EEM", "requested": 25056.881878942302, "filled": 25056.88187894159, "fee": 12.649893434486412, "unfilled": 7.130438461899757e-10, "adv_dollars": 1066518013.3296204, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "BIL", "requested": -8458.724278721931, "filled": -8458.724278721931, "fee": 4.257842936883393, "unfilled": 0.0, "adv_dollars": 746122804.6886061, "status": "simulated fill" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "SPY", "requested": -7499.915623074725, "filled": -7499.915623074725, "fee": 3.753258573984452, "unfilled": 0.0, "adv_dollars": 38720467567.8006, "status": "simulated fill" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "GLD", "requested": 24913.419712036586, "filled": 22428.02577126219, "fee": 11.293721954030527, "unfilled": 2485.3939407743965, "adv_dollars": 1775651255.2243805, "status": "partial/canceled" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "EFA", "requested": -3913.8385642520734, "filled": -3913.8385642520734, "fee": 1.963613673095097, "unfilled": 0.0, "adv_dollars": 1337785792.038536, "status": "simulated fill" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "BIL", "requested": -10435.538073755537, "filled": -10435.538073755537, "fee": 5.250164459495169, "unfilled": 0.0, "adv_dollars": 1082872290.8658218, "status": "simulated fill" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "SPY", "requested": 5087.3175367739095, "filled": 5082.194938854601, "fee": 2.543147886723765, "unfilled": 5.122597919308646, "adv_dollars": 31222627276.446686, "status": "partial/canceled" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "GLD", "requested": 9668.322090046626, "filled": 9658.58671845567, "fee": 4.855278009541173, "unfilled": 9.735371590955765, "adv_dollars": 1334464413.5645294, "status": "partial/canceled" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "EFA", "requested": 11659.668145425276, "filled": 11647.92761785847, "fee": 5.8638926964664515, "unfilled": 11.740527566806122, "adv_dollars": 991223451.9406128, "status": "partial/canceled" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "EEM", "requested": -26415.307772245258, "filled": -26415.307772245258, "fee": 13.33617848368006, "unfilled": 0.0, "adv_dollars": 1115820972.863388, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "SPY", "requested": -22144.816707818485, "filled": -22144.816707818485, "fee": 11.089027660021276, "unfilled": 0.0, "adv_dollars": 39317916459.22272, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "IEF", "requested": 20993.50589910114, "filled": 20993.505899100543, "fee": 10.587430105384128, "unfilled": 5.966285243630409e-10, "adv_dollars": 1125276204.2745209, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "GLD", "requested": -24555.750686621694, "filled": -24555.750686621694, "fee": 12.38280169395118, "unfilled": 0.0, "adv_dollars": 1344901597.7410889, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "EEM", "requested": 24241.381885389295, "filled": 24241.381885388608, "fee": 12.228953251667717, "unfilled": 6.875779945403337e-10, "adv_dollars": 1215395290.4188538, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "SPY", "requested": -6348.780862274485, "filled": -6348.780862274485, "fee": 3.177000179759491, "unfilled": 0.0, "adv_dollars": 37572808330.53711, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "IEF", "requested": 20076.629111110382, "filled": 19132.583642667625, "fee": 9.64873755911328, "unfilled": 944.0454684427568, "adv_dollars": 1030349214.7563553, "status": "partial/canceled" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "EEM", "requested": -11382.965382566812, "filled": -11382.965382566812, "fee": 5.728261675292037, "unfilled": 0.0, "adv_dollars": 1090352162.4945831, "status": "simulated fill" }, { "fill_date": "2024-03-04", "signal_date": "2024-03-01", "symbol": "IEF", "requested": -18851.33087687165, "filled": -18851.33087687165, "fee": 9.515775929483405, "unfilled": 0.0, "adv_dollars": 825040629.101715, "status": "simulated fill" }, { "fill_date": "2024-03-04", "signal_date": "2024-03-01", "symbol": "GLD", "requested": -4543.70158523431, "filled": -4543.70158523431, "fee": 2.2809094039830677, "unfilled": 0.0, "adv_dollars": 1143157700.654602, "status": "simulated fill" }, { "fill_date": "2024-03-04", "signal_date": "2024-03-01", "symbol": "EEM", "requested": 23745.74636100285, "filled": 23371.44860071076, "fee": 11.787176061927193, "unfilled": 374.29776029209097, "adv_dollars": 1240331318.4311676, "status": "partial/canceled" }, { "fill_date": "2024-04-02", "signal_date": "2024-04-01", "symbol": "GLD", "requested": -4138.336562550583, "filled": -4138.336562550583, "fee": 2.075746153278862, "unfilled": 0.0, "adv_dollars": 1637972429.0272522, "status": "simulated fill" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "SPY", "requested": 7891.122847373204, "filled": 7770.97909046573, "fee": 3.889749811492183, "unfilled": 120.1437569074742, "adv_dollars": 25855547347.121277, "status": "partial/canceled" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "IEF", "requested": -20766.34188274801, "filled": -20766.34188274801, "fee": 10.510870821345483, "unfilled": 0.0, "adv_dollars": 549160157.4507903, "status": "simulated fill" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "EFA", "requested": 9748.894113066686, "filled": 9600.46545632275, "fee": 4.832168285979146, "unfilled": 148.4286567439358, "adv_dollars": 867616604.9227905, "status": "partial/canceled" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "EEM", "requested": 7624.232011554217, "filled": 7508.151715363255, "fee": 3.7736480745823187, "unfilled": 116.08029619096214, "adv_dollars": 1104890092.17165, "status": "partial/canceled" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "SPY", "requested": 5701.9007148333985, "filled": 5701.900714833237, "fee": 2.8536661622482047, "unfilled": 1.6189005691558123e-10, "adv_dollars": 25134013223.21411, "status": "simulated fill" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "EFA", "requested": -13391.014296646128, "filled": -13391.014296646128, "fee": 6.741804367403454, "unfilled": 0.0, "adv_dollars": 1120290390.5439377, "status": "simulated fill" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "EEM", "requested": 4988.671887468081, "filled": 4988.671887467939, "fee": 2.504601861884817, "unfilled": 1.418811734765768e-10, "adv_dollars": 1178037803.568039, "status": "simulated fill" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "SPY", "requested": -9143.147524275526, "filled": -9143.147524275526, "fee": 4.57683762673482, "unfilled": 0.0, "adv_dollars": 27585303259.613037, "status": "simulated fill" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "IEF", "requested": 28787.578553159383, "filled": 28759.54362491195, "fee": 14.589161489556567, "unfilled": 28.034928247434436, "adv_dollars": 542544588.3576584, "status": "partial/canceled" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "GLD", "requested": -6999.899802951215, "filled": -6999.899802951215, "fee": 3.5152131812667875, "unfilled": 0.0, "adv_dollars": 1472243819.8342896, "status": "simulated fill" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "EFA", "requested": 10064.22678597361, "filled": 10054.425688069885, "fee": 5.06029509223899, "unfilled": 9.80109790372444, "adv_dollars": 928713533.9186478, "status": "partial/canceled" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "EEM", "requested": -20020.41638995265, "filled": -20020.41638995265, "fee": 10.094518760851187, "unfilled": 0.0, "adv_dollars": 1128899573.6466599, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "SPY", "requested": -17720.594758857776, "filled": -17720.594758857776, "fee": 8.874564758334982, "unfilled": 0.0, "adv_dollars": 27336725502.73224, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "IEF", "requested": 40746.92084877381, "filled": 40746.92084877265, "fee": 20.724911924511417, "unfilled": 1.1568772606551647e-09, "adv_dollars": 547713674.9832536, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "GLD", "requested": -9503.451980158057, "filled": -9503.451980158057, "fee": 4.776101043214161, "unfilled": 0.0, "adv_dollars": 1444617966.0366058, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "EFA", "requested": -16186.931608176332, "filled": -16186.931608176332, "fee": 8.163087966609785, "unfilled": 0.0, "adv_dollars": 874980910.1172256, "status": "simulated fill" }, { "fill_date": "2024-10-02", "signal_date": "2024-10-01", "symbol": "IEF", "requested": 6597.750990537112, "filled": 2620.2044766438657, "fee": 1.31435608336296, "unfilled": 3977.546513893246, "adv_dollars": 994127807.932167, "status": "partial/canceled" }, { "fill_date": "2024-11-04", "signal_date": "2024-11-01", "symbol": "SPY", "requested": 7673.490174382867, "filled": 7673.490174382649, "fee": 3.841092388179316, "unfilled": 2.1827872842550278e-10, "adv_dollars": 23907788452.06848, "status": "simulated fill" }, { "fill_date": "2024-11-04", "signal_date": "2024-11-01", "symbol": "IEF", "requested": -9369.410979985885, "filled": -9369.410979985885, "fee": 4.720212328576241, "unfilled": 0.0, "adv_dollars": 652398353.290329, "status": "simulated fill" }, { "fill_date": "2024-11-04", "signal_date": "2024-11-01", "symbol": "GLD", "requested": 5463.47824866476, "filled": 5463.4782486646045, "fee": 2.74202042879834, "unfilled": 1.5552359400317073e-10, "adv_dollars": 1542805628.0874634, "status": "simulated fill" }, { "fill_date": "2024-11-04", "signal_date": "2024-11-01", "symbol": "EFA", "requested": -7119.682052112079, "filled": -7119.682052112079, "fee": 3.582921395622812, "unfilled": 0.0, "adv_dollars": 677479692.125473, "status": "simulated fill" }, { "fill_date": "2024-12-03", "signal_date": "2024-12-02", "symbol": "IEF", "requested": 4916.277910044686, "filled": 4916.277910044546, "fee": 2.470798657818909, "unfilled": 1.4006218407303095e-10, "adv_dollars": 741416513.0059433, "status": "simulated fill" }, { "fill_date": "2024-12-03", "signal_date": "2024-12-02", "symbol": "EFA", "requested": -12861.862330231519, "filled": -12861.862330231519, "fee": 6.477109167256812, "unfilled": 0.0, "adv_dollars": 997794925.7828903, "status": "simulated fill" }, { "fill_date": "2024-12-03", "signal_date": "2024-12-02", "symbol": "EEM", "requested": 6792.363113779698, "filled": 6792.3631137795055, "fee": 3.413156580684974, "unfilled": 1.9281287677586079e-10, "adv_dollars": 1087531640.46381, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "SPY", "requested": 34904.403902531405, "filled": 34869.82825296354, "fee": 17.471714269805094, "unfilled": 34.575649567865185, "adv_dollars": 31307645294.29657, "status": "partial/canceled" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "IEF", "requested": -64552.77884415691, "filled": -64552.77884415691, "fee": 32.998033755648095, "unfilled": 0.0, "adv_dollars": 516533407.5262451, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "GLD", "requested": 13202.272765812333, "filled": 13189.194841378363, "fee": 6.635323786870385, "unfilled": 13.07792443397011, "adv_dollars": 1383259076.392517, "status": "partial/canceled" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "EFA", "requested": -14851.619100073827, "filled": -14851.619100073827, "fee": 7.482301317552793, "unfilled": 0.0, "adv_dollars": 1026481391.4258957, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "EEM", "requested": -15135.366855034208, "filled": -15135.366855034208, "fee": 7.625371267725329, "unfilled": 0.0, "adv_dollars": 1041862236.2918472, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "BIL", "requested": 50911.18673543257, "filled": 50860.75506622074, "fee": 25.872498814301075, "unfilled": 50.43166921183001, "adv_dollars": 673078270.6575012, "status": "partial/canceled" }, { "fill_date": "2025-02-04", "signal_date": "2025-02-03", "symbol": "EFA", "requested": 28975.614551044233, "filled": 28795.32294845308, "fee": 14.559412190579309, "unfilled": 180.29160259115451, "adv_dollars": 912585229.8788071, "status": "partial/canceled" }, { "fill_date": "2025-02-04", "signal_date": "2025-02-03", "symbol": "BIL", "requested": -28824.473150473754, "filled": -28824.473150473754, "fee": 14.590789831081771, "unfilled": 0.0, "adv_dollars": 751187904.9536514, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "SPY", "requested": -44317.823426165174, "filled": -44317.823426165174, "fee": 22.214347673657862, "unfilled": 0.0, "adv_dollars": 28323838796.8692, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "IEF", "requested": 76793.6662845259, "filled": 76715.89554400533, "fee": 39.232276275171955, "unfilled": 77.77074052057287, "adv_dollars": 590618170.6988144, "status": "partial/canceled" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "GLD", "requested": -7948.290907617593, "filled": -7948.290907617593, "fee": 3.9883458342936704, "unfilled": 0.0, "adv_dollars": 2490125867.0796204, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "EFA", "requested": 6721.394221192713, "filled": 6714.5873081853815, "fee": 3.374869816001452, "unfilled": 6.8069130073317865, "adv_dollars": 979963469.2702866, "status": "partial/canceled" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "EEM", "requested": -8966.673908045543, "filled": -8966.673908045543, "fee": 4.5075210216795, "unfilled": 0.0, "adv_dollars": 1232637652.7176285, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "BIL", "requested": -22282.272263889514, "filled": -22282.272263889514, "fee": 11.260292906252445, "unfilled": 0.0, "adv_dollars": 779185664.350853, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "SPY", "requested": -14329.776790860418, "filled": -14329.776790860418, "fee": 7.173618169908301, "unfilled": 0.0, "adv_dollars": 38611104753.8327, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "IEF", "requested": -29067.655196309453, "filled": -29067.655196309453, "fee": 14.711221231703778, "unfilled": 0.0, "adv_dollars": 780465914.5972824, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "GLD", "requested": 10378.750150036954, "filled": 10368.295409081024, "fee": 5.2052282473084315, "unfilled": 10.454740955930902, "adv_dollars": 2508178900.302582, "status": "partial/canceled" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "EFA", "requested": 9649.649252286414, "filled": 9639.92895053622, "fee": 4.846312580135363, "unfilled": 9.720301750194267, "adv_dollars": 1290395180.9057236, "status": "partial/canceled" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "EEM", "requested": 23369.032584847377, "filled": 23345.49244961593, "fee": 11.77879770816669, "unfilled": 23.540135231447493, "adv_dollars": 1131294363.2318306, "status": "partial/canceled" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "SPY", "requested": -13314.777302070277, "filled": -13314.777302070277, "fee": 6.663808831636576, "unfilled": 0.0, "adv_dollars": 57267368973.76359, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "IEF", "requested": 39840.020837851254, "filled": 39799.890469655766, "fee": 20.100571861805815, "unfilled": 40.1303681954887, "adv_dollars": 1566276699.7438052, "status": "partial/canceled" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "GLD", "requested": -31950.217121589314, "filled": -31950.217121589314, "fee": 16.055145951357776, "unfilled": 0.0, "adv_dollars": 5091381021.831665, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "EFA", "requested": -19821.46943391272, "filled": -19821.46943391272, "fee": 9.975975048634364, "unfilled": 0.0, "adv_dollars": 1829680336.1321259, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "EEM", "requested": -20109.769095417, "filled": -20109.769095417, "fee": 10.13182024142254, "unfilled": 0.0, "adv_dollars": 1373932838.3442497, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "BIL", "requested": 45356.21211513842, "filled": 45310.52535459326, "fee": 22.88980680519916, "unfilled": 45.68676054516254, "adv_dollars": 1691017742.389412, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "SPY", "requested": 13088.670088022274, "filled": 13075.46586226521, "fee": 6.545295256034117, "unfilled": 13.204225757064705, "adv_dollars": 39089566064.61365, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "IEF", "requested": -45999.73820689723, "filled": -45999.73820689723, "fee": 23.332825566610413, "unfilled": 0.0, "adv_dollars": 877993257.8182983, "status": "simulated fill" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "GLD", "requested": 8825.362297790663, "filled": 8816.459019200536, "fee": 4.422394536238614, "unfilled": 8.903278590127229, "adv_dollars": 3415448870.6300354, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "EFA", "requested": 10426.11970003177, "filled": 10415.60153146586, "fee": 5.238991294444464, "unfilled": 10.518168565909946, "adv_dollars": 1161468931.5784836, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "EEM", "requested": 19965.859336002715, "filled": 19945.717204500168, "fee": 10.059892989941357, "unfilled": 20.142131502547272, "adv_dollars": 1047531798.2862854, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "BIL", "requested": -6306.273214949637, "filled": -6306.273214949637, "fee": 3.1684047722048794, "unfilled": 0.0, "adv_dollars": 1075832532.836113, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "IEF", "requested": 48942.72773273418, "filled": 48942.72773273279, "fee": 24.86965448922578, "unfilled": 1.3897079043090343e-09, "adv_dollars": 739033878.1660843, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "GLD", "requested": -11136.839160537675, "filled": -11136.839160537675, "fee": 5.589814691049448, "unfilled": 0.0, "adv_dollars": 3017565902.213745, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "EFA", "requested": -11205.32105155987, "filled": -11205.32105155987, "fee": 5.634696261521112, "unfilled": 0.0, "adv_dollars": 1370892838.9976501, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "EEM", "requested": -12829.482349442405, "filled": -12829.482349442405, "fee": 6.455240332338426, "unfilled": 0.0, "adv_dollars": 1287464968.350525, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "BIL", "requested": -15349.709011365332, "filled": -15349.709011365332, "fee": 7.740966760211003, "unfilled": 0.0, "adv_dollars": 827439988.28125, "status": "simulated fill" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "SPY", "requested": 8830.575225067667, "filled": 8821.880783853723, "fee": 4.414847738284131, "unfilled": 8.694441213943719, "adv_dollars": 44969673442.86224, "status": "partial/canceled" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "IEF", "requested": -13535.56021831013, "filled": -13535.56021831013, "fee": 6.8307836591483735, "unfilled": 0.0, "adv_dollars": 624739066.4214325, "status": "simulated fill" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "GLD", "requested": 8448.473020662037, "filled": 8440.154791084284, "fee": 4.234320566537796, "unfilled": 8.3182295777533, "adv_dollars": 2963724691.1750793, "status": "partial/canceled" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "EFA", "requested": 8724.148478739797, "filled": 8715.558823575, "fee": 4.382041994175475, "unfilled": 8.589655164796568, "adv_dollars": 1124635191.1165237, "status": "partial/canceled" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "EEM", "requested": 9279.60375700788, "filled": 9270.4672095806, "fee": 4.6615585160624455, "unfilled": 9.136547427280675, "adv_dollars": 1149664269.7026825, "status": "partial/canceled" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "BIL", "requested": -20218.906795528936, "filled": -20218.906795528936, "fee": 10.215320908972908, "unfilled": 0.0, "adv_dollars": 737475511.3398743, "status": "simulated fill" }, { "fill_date": "2025-09-03", "signal_date": "2025-09-02", "symbol": "IEF", "requested": 5309.886455034808, "filled": 3820.0036850895476, "fee": 1.9190681703491863, "unfilled": 1489.8827699452604, "adv_dollars": 678154285.6724167, "status": "partial/canceled" }, { "fill_date": "2025-09-03", "signal_date": "2025-09-02", "symbol": "BIL", "requested": -3823.8433890453794, "filled": -3823.8433890453794, "fee": 1.9206357859548286, "unfilled": 0.0, "adv_dollars": 736302144.8615646, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "SPY", "requested": 10205.41906671317, "filled": 10205.41906671288, "fee": 5.1071822033387795, "unfilled": 2.892193151637912e-10, "adv_dollars": 53132324846.29822, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "IEF", "requested": 12406.329933925706, "filled": 12406.329933925354, "fee": 6.2524298191647985, "unfilled": 3.5288394428789616e-10, "adv_dollars": 786784166.4031601, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "GLD", "requested": -21356.887854465906, "filled": -21356.887854465906, "fee": 10.7106249354573, "unfilled": 0.0, "adv_dollars": 9406208666.130219, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "EEM", "requested": -5456.901053248221, "filled": -5456.901053248221, "fee": 2.738834846271419, "unfilled": 0.0, "adv_dollars": 1506892048.2813835, "status": "simulated fill" }, { "fill_date": "2025-12-02", "signal_date": "2025-12-01", "symbol": "BIL", "requested": 5595.370906068042, "filled": 4175.134453850712, "fee": 2.0963814209192786, "unfilled": 1420.2364522173302, "adv_dollars": 936798502.7558517, "status": "partial/canceled" }, { "fill_date": "2026-01-05", "signal_date": "2026-01-02", "symbol": "SPY", "requested": 6958.85126194296, "filled": 6958.851261942763, "fee": 3.481937761111755, "unfilled": 1.9736035028472543e-10, "adv_dollars": 53398418369.7522, "status": "simulated fill" }, { "fill_date": "2026-01-05", "signal_date": "2026-01-02", "symbol": "IEF", "requested": -11217.605620307455, "filled": -11217.605620307455, "fee": 5.65392933538466, "unfilled": 0.0, "adv_dollars": 693165141.3755416, "status": "simulated fill" }, { "fill_date": "2026-01-05", "signal_date": "2026-01-02", "symbol": "EFA", "requested": 5718.32170779779, "filled": 5718.321707797627, "fee": 2.8688119621185972, "unfilled": 1.6279955161735415e-10, "adv_dollars": 2007480721.3171005, "status": "simulated fill" }, { "fill_date": "2026-01-05", "signal_date": "2026-01-02", "symbol": "BIL", "requested": -4189.084635581633, "filled": -4189.084635581633, "fee": 2.1046707526082398, "unfilled": 0.0, "adv_dollars": 716593277.426033, "status": "simulated fill" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "SPY", "requested": 11212.442670645105, "filled": 9675.38940439835, "fee": 4.841755888801887, "unfilled": 1537.0532662467558, "adv_dollars": 54916072470.05005, "status": "partial/canceled" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "IEF", "requested": -23824.233044892528, "filled": -23824.233044892528, "fee": 12.033199900567059, "unfilled": 0.0, "adv_dollars": 922332958.8802719, "status": "simulated fill" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "EFA", "requested": 12578.767043993183, "filled": 10854.411741740889, "fee": 5.452428307580757, "unfilled": 1724.3553022522938, "adv_dollars": 2010225571.434021, "status": "partial/canceled" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "EEM", "requested": 6935.223309280773, "filled": 5984.510966502093, "fee": 3.001484491131909, "unfilled": 950.7123427786801, "adv_dollars": 2516378510.826454, "status": "partial/canceled" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "SPY", "requested": -8701.554256301053, "filled": -8701.554256301053, "fee": 4.3541339253446365, "unfilled": 0.0, "adv_dollars": 58470968896.89545, "status": "simulated fill" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "IEF", "requested": 36811.95854014604, "filled": 36774.8849049263, "fee": 18.61892856894963, "unfilled": 37.073635219741846, "adv_dollars": 928119865.4552841, "status": "partial/canceled" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "GLD", "requested": -11426.788482627526, "filled": -11426.788482627526, "fee": 5.727483519983904, "unfilled": 0.0, "adv_dollars": 7516143220.178223, "status": "simulated fill" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "EFA", "requested": -9046.387551211403, "filled": -9046.387551211403, "fee": 4.541278735331804, "unfilled": 0.0, "adv_dollars": 2263551998.589897, "status": "simulated fill" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "EEM", "requested": -7637.2282500053625, "filled": -7637.2282500053625, "fee": 3.831810469151016, "unfilled": 0.0, "adv_dollars": 2557997083.4973335, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "SPY", "requested": -25706.573020982636, "filled": -25706.573020982636, "fee": 12.869089843896939, "unfilled": 0.0, "adv_dollars": 68019768126.720276, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "IEF", "requested": -97259.26840804097, "filled": -97259.26840804097, "fee": 49.44734760323519, "unfilled": 0.0, "adv_dollars": 1375912343.6924362, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "GLD", "requested": 11055.535436320417, "filled": 11044.336581022479, "fee": 5.5363900838248785, "unfilled": 11.19885529793828, "adv_dollars": 6660551260.213165, "status": "partial/canceled" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "EFA", "requested": 12281.463205922395, "filled": 12269.022530381866, "fee": 6.160190853263444, "unfilled": 12.4406755405289, "adv_dollars": 2800617421.960449, "status": "partial/canceled" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "EEM", "requested": 9217.025813909335, "filled": 9207.68930199077, "fee": 4.620475802347938, "unfilled": 9.33651191856552, "adv_dollars": 2822327043.666935, "status": "partial/canceled" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "BIL", "requested": 90411.81697287242, "filled": 90320.23309063216, "fee": 45.92643080961246, "unfilled": 91.58388224025839, "adv_dollars": 1254704136.5913773, "status": "partial/canceled" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "SPY", "requested": 41153.027957105325, "filled": 41111.74869081878, "fee": 20.598972794484904, "unfilled": 41.27926628654677, "adv_dollars": 37408867915.7547, "status": "partial/canceled" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "GLD", "requested": -9246.371397623956, "filled": -9246.371397623956, "fee": 4.639436003808375, "unfilled": 0.0, "adv_dollars": 2993580685.106201, "status": "simulated fill" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "EFA", "requested": -11093.677635164233, "filled": -11093.677635164233, "fee": 5.577401168631642, "unfilled": 0.0, "adv_dollars": 1461682696.1932373, "status": "simulated fill" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "EEM", "requested": -11859.669478091877, "filled": -11859.669478091877, "fee": 5.961309458038301, "unfilled": 0.0, "adv_dollars": 1683813682.4264526, "status": "simulated fill" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "BIL", "requested": -8953.309446224099, "filled": -8953.309446224099, "fee": 4.502146860515941, "unfilled": 0.0, "adv_dollars": 1104430224.8511124, "status": "simulated fill" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "IEF", "requested": 62888.910894717505, "filled": 57610.61973374964, "fee": 29.327250915867754, "unfilled": 5278.291160967863, "adv_dollars": 701883015.2212906, "status": "partial/canceled" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "EEM", "requested": -8272.2065052178, "filled": -8272.2065052178, "fee": 4.1530318768864305, "unfilled": 0.0, "adv_dollars": 1975244086.2000656, "status": "simulated fill" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "BIL", "requested": -49396.96747032325, "filled": -49396.96747032325, "fee": 25.07395899904947, "unfilled": 0.0, "adv_dollars": 854945048.7346268, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "IEF", "requested": -57727.103168690446, "filled": -57727.103168690446, "fee": 29.410007500050547, "unfilled": 0.0, "adv_dollars": 644212325.6708145, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "GLD", "requested": -7468.583030965634, "filled": -7468.583030965634, "fee": 3.7455071742470945, "unfilled": 0.0, "adv_dollars": 3311807351.294861, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "BIL", "requested": 71328.2884445078, "filled": 65129.44374958393, "fee": 33.08693539727413, "unfilled": 6198.844694923864, "adv_dollars": 1013061661.316185, "status": "partial/canceled" }, { "fill_date": "2026-08-04", "signal_date": "2026-08-03", "symbol": "EEM", "requested": -10886.687544758806, "filled": -10886.687544758806, "fee": 5.47216663303838, "unfilled": 0.0, "adv_dollars": 1553148963.8349915, "status": "simulated fill" }, { "fill_date": "2026-09-02", "signal_date": "2026-09-01", "symbol": "SPY", "requested": -13326.705411766023, "filled": -13326.705411766023, "fee": 6.672435796039062, "unfilled": 0.0, "adv_dollars": 28688057542.48932, "status": "simulated fill" }, { "fill_date": "2026-09-02", "signal_date": "2026-09-01", "symbol": "EFA", "requested": 10490.289305180311, "filled": 10490.289305180013, "fee": 5.280172526588949, "unfilled": 2.9831426218152046e-10, "adv_dollars": 940881304.0055084, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "SPY", "requested": 21860.033500094076, "filled": 21841.005957517144, "fee": 10.937731566585745, "unfilled": 19.02754257693232, "adv_dollars": 35100924048.696594, "status": "partial/canceled" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "GLD", "requested": 18295.06589676613, "filled": 18279.141394852762, "fee": 9.181167406579883, "unfilled": 15.92450191336684, "adv_dollars": 3529794561.320648, "status": "partial/canceled" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "EFA", "requested": -23627.715337154536, "filled": -23627.715337154536, "fee": 11.907383287455401, "unfilled": 0.0, "adv_dollars": 1508009259.9586105, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "EEM", "requested": 11097.742399169278, "filled": 11088.082635106834, "fee": 5.57636196184795, "unfilled": 9.659764062444083, "adv_dollars": 1304996486.7469788, "status": "partial/canceled" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "BIL", "requested": -13919.447582484558, "filled": -13919.447582484558, "fee": 7.009164329970758, "unfilled": 0.0, "adv_dollars": 1103315224.1775131, "status": "simulated fill" } ], "Core + trend": [ { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "SPY", "requested": 34570.19241897803, "filled": 34552.28593198484, "fee": 17.31737481525254, "unfilled": 17.9064869931899, "adv_dollars": 24264130218.011093, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "IEF", "requested": 40000.0, "filled": 39979.281009748316, "fee": 21.31855395183504, "unfilled": 20.718990251683863, "adv_dollars": 36183581.063690186, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "GLD", "requested": 7738.786343385285, "filled": 7734.777847415075, "fee": 3.892388687654771, "unfilled": 4.008495970210788, "adv_dollars": 740409049.5067596, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "EFA", "requested": 4109.6403358566, "filled": 4107.511645905187, "fee": 2.0641825837543037, "unfilled": 2.1286899514134348, "adv_dollars": 637437470.7105255, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "EEM", "requested": 5396.051047181186, "filled": 5393.256028955083, "fee": 2.706056527681342, "unfilled": 2.7950182261029113, "adv_dollars": 1764682933.9392471, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "BIL", "requested": 8185.329854598894, "filled": 8181.090060362289, "fee": 4.498919060568522, "unfilled": 4.239794236605121, "adv_dollars": 3283350.814228058, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "SPY", "requested": -2719.333361084693, "filled": -2719.333361084693, "fee": 1.360418059997079, "unfilled": 0.0, "adv_dollars": 35617933642.88864, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "GLD", "requested": 2328.2276590135843, "filled": 2085.3337525571474, "fee": 1.0457378680438258, "unfilled": 242.89390645643698, "adv_dollars": 961544557.6932144, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "EFA", "requested": -3693.5170443320853, "filled": -3693.5170443320853, "fee": 1.8537949961563314, "unfilled": 0.0, "adv_dollars": 1017677444.623146, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "EEM", "requested": -4812.192354238401, "filled": -4812.192354238401, "fee": 2.412622956018328, "unfilled": 0.0, "adv_dollars": 2615960214.600277, "status": "simulated fill" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "BIL", "requested": 10191.35598826452, "filled": 9128.135964013736, "fee": 4.900469206435463, "unfilled": 1063.2200242507843, "adv_dollars": 6720957.7476501465, "status": "partial/canceled" }, { "fill_date": "2008-08-04", "signal_date": "2008-08-01", "symbol": "GLD", "requested": -2721.391253412421, "filled": -2721.391253412421, "fee": 1.364404336025119, "unfilled": 0.0, "adv_dollars": 1465302743.646698, "status": "simulated fill" }, { "fill_date": "2008-08-04", "signal_date": "2008-08-01", "symbol": "BIL", "requested": 4404.8473973297805, "filled": 2718.617271092825, "fee": 1.409577983576603, "unfilled": 1686.2301262369556, "adv_dollars": 7951292.125511169, "status": "partial/canceled" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "IEF", "requested": -2386.9450801688, "filled": -2386.9450801688, "fee": 1.2159225326189402, "unfilled": 0.0, "adv_dollars": 26983288.590507507, "status": "simulated fill" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "GLD", "requested": -4257.217517161333, "filled": -4257.217517161333, "fee": 2.1368104801016434, "unfilled": 0.0, "adv_dollars": 1147010735.8417892, "status": "simulated fill" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "BIL", "requested": 6924.784732271259, "filled": 6637.308772409461, "fee": 3.501091907945098, "unfilled": 287.4759598617975, "adv_dollars": 8785120.791873932, "status": "partial/canceled" }, { "fill_date": "2008-10-02", "signal_date": "2008-10-01", "symbol": "SPY", "requested": 2289.450676068809, "filled": 6.50701018704697e-11, "fee": 3.253505093763298e-14, "unfilled": 2289.450676068744, "adv_dollars": 47907218465.30609, "status": "partial/canceled" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "SPY", "requested": 3983.330056047813, "filled": 3983.3300560476996, "fee": 1.992808668723045, "unfilled": 1.1323209037072957e-10, "adv_dollars": 48323643864.52793, "status": "simulated fill" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "IEF", "requested": -2384.995162214058, "filled": -2384.995162214058, "fee": 1.2083703146011522, "unfilled": 0.0, "adv_dollars": 53846695.7579422, "status": "simulated fill" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "GLD", "requested": -2005.5470047788335, "filled": -2005.5470047788335, "fee": 1.005164533853696, "unfilled": 0.0, "adv_dollars": 1411003052.1186829, "status": "simulated fill" }, { "fill_date": "2008-12-02", "signal_date": "2008-12-01", "symbol": "SPY", "requested": 3798.374226570766, "filled": 3798.3742265706583, "fee": 1.9003622333037644, "unfilled": 1.07775122160092e-10, "adv_dollars": 39685220895.82764, "status": "simulated fill" }, { "fill_date": "2008-12-02", "signal_date": "2008-12-01", "symbol": "IEF", "requested": -3419.7283811993693, "filled": -3419.7283811993693, "fee": 1.7404769609238815, "unfilled": 0.0, "adv_dollars": 42674611.080818176, "status": "simulated fill" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "SPY", "requested": 3149.5875876727223, "filled": 3146.417479501067, "fee": 1.5742152315636913, "unfilled": 3.1701081716551016, "adv_dollars": 30748826421.35139, "status": "partial/canceled" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "IEF", "requested": -1714.7095392651972, "filled": -1714.7095392651972, "fee": 0.868778035823864, "unfilled": 0.0, "adv_dollars": 38635905.718803406, "status": "simulated fill" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "GLD", "requested": 3250.926736013472, "filled": 3247.654628436078, "fee": 1.6275609207152713, "unfilled": 3.2721075773938537, "adv_dollars": 2457267443.9027786, "status": "partial/canceled" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "BIL", "requested": -4665.085701558477, "filled": -4665.085701558477, "fee": 2.3716615608048377, "unfilled": 0.0, "adv_dollars": 66345249.145412445, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "SPY", "requested": -3360.7461661942943, "filled": -3360.7461661942943, "fee": 1.6814943215852522, "unfilled": 0.0, "adv_dollars": 30193338879.2223, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "GLD", "requested": 5870.36617094927, "filled": 5870.366170949103, "fee": 2.9456908586925388, "unfilled": 1.6643753042444587e-10, "adv_dollars": 1832205543.822937, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "BIL", "requested": -5238.9293692614665, "filled": -5238.9293692614665, "fee": 2.700697192117126, "unfilled": 0.0, "adv_dollars": 21790535.926303867, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "GLD", "requested": -3326.1584197594475, "filled": -3326.1584197594475, "fee": 1.6690425057293123, "unfilled": 0.0, "adv_dollars": 1034799186.0961151, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "EFA", "requested": 3454.5361535821116, "filled": 3454.5361535820134, "fee": 1.7333330777444957, "unfilled": 9.822542779147625e-11, "adv_dollars": 1120746727.809143, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "EEM", "requested": 2420.6296807046415, "filled": 2420.629680704573, "fee": 1.2131228797865627, "unfilled": 6.866684998385608e-11, "adv_dollars": 1798782515.2946377, "status": "simulated fill" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "IEF", "requested": -7206.128492197284, "filled": -7206.128492197284, "fee": 3.695046722394607, "unfilled": 0.0, "adv_dollars": 44227848.25023651, "status": "simulated fill" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "GLD", "requested": 2297.3350104356496, "filled": 2297.335010435584, "fee": 1.1517205797112187, "unfilled": 6.548361852765083e-11, "adv_dollars": 1300763048.9409256, "status": "simulated fill" }, { "fill_date": "2009-06-02", "signal_date": "2009-06-01", "symbol": "BIL", "requested": 4260.172186735741, "filled": 4260.17218673562, "fee": 2.19597198623942, "unfilled": 1.2096279533579946e-10, "adv_dollars": 17811339.693393707, "status": "simulated fill" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "SPY", "requested": 2864.630189707197, "filled": 2864.6301897071157, "fee": 1.4333785256006328, "unfilled": 8.139977580867708e-11, "adv_dollars": 20786782300.554886, "status": "simulated fill" }, { "fill_date": "2009-07-02", "signal_date": "2009-07-01", "symbol": "BIL", "requested": -2368.2582425028486, "filled": -2368.2582425028486, "fee": 1.2106263431313429, "unfilled": 0.0, "adv_dollars": 18918490.78086853, "status": "simulated fill" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "SPY", "requested": -2211.3504069346527, "filled": -2211.3504069346527, "fee": 1.10644083596487, "unfilled": 0.0, "adv_dollars": 18447264677.136917, "status": "simulated fill" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "GLD", "requested": 3249.5159811297945, "filled": 3249.515981129702, "fee": 1.6310348026016097, "unfilled": 9.231371222995222e-11, "adv_dollars": 870919038.1921005, "status": "simulated fill" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "BIL", "requested": -2583.061522417125, "filled": -2583.061522417125, "fee": 1.3180405588764208, "unfilled": 0.0, "adv_dollars": 24524006.602497105, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "IEF", "requested": 8352.949601860586, "filled": 8352.949601860348, "fee": 4.2897318027872275, "unfilled": 2.382876118645072e-10, "adv_dollars": 45434887.97924042, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "GLD", "requested": -3036.5434993789877, "filled": -3036.5434993789877, "fee": 1.5247923501903458, "unfilled": 0.0, "adv_dollars": 658511455.9881973, "status": "simulated fill" }, { "fill_date": "2009-09-02", "signal_date": "2009-09-01", "symbol": "BIL", "requested": -6957.032666063316, "filled": -6957.032666063316, "fee": 3.630657977027263, "unfilled": 0.0, "adv_dollars": 14547083.04347992, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "GLD", "requested": 3252.6796834178185, "filled": 3252.679683417726, "fee": 1.6311513411400815, "unfilled": 9.231371222995222e-11, "adv_dollars": 1486493496.7337036, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "EEM", "requested": 3126.603275861688, "filled": 3126.6032758615993, "fee": 1.5667256193453214, "unfilled": 8.86757334228605e-11, "adv_dollars": 2607087086.2616158, "status": "simulated fill" }, { "fill_date": "2009-10-02", "signal_date": "2009-10-01", "symbol": "BIL", "requested": -3895.202151346384, "filled": -3895.202151346384, "fee": 2.0072464606400424, "unfilled": 0.0, "adv_dollars": 16612550.427188877, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "SPY", "requested": 2809.798786782798, "filled": 2470.8303704900777, "fee": 1.2362463938598232, "unfilled": 338.9684162927201, "adv_dollars": 21832764048.913956, "status": "partial/canceled" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "IEF", "requested": -2841.7199637865597, "filled": -2841.7199637865597, "fee": 1.442378085024508, "unfilled": 0.0, "adv_dollars": 49560521.27750397, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "GLD", "requested": -2709.158917215589, "filled": -2709.158917215589, "fee": 1.3579489694764375, "unfilled": 0.0, "adv_dollars": 1751336989.4569397, "status": "simulated fill" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "EFA", "requested": 2298.9337717542185, "filled": 2021.5950728270857, "fee": 1.0136372938595943, "unfilled": 277.3386989271328, "adv_dollars": 1024519000.9282112, "status": "partial/canceled" }, { "fill_date": "2009-11-03", "signal_date": "2009-11-02", "symbol": "BIL", "requested": 2326.7005218368467, "filled": 2046.0120986001377, "fee": 1.0481832737063097, "unfilled": 280.688423236709, "adv_dollars": 13511665.676746368, "status": "partial/canceled" }, { "fill_date": "2009-12-02", "signal_date": "2009-12-01", "symbol": "IEF", "requested": 8647.78672062555, "filled": 7437.731453425761, "fee": 3.8229659989265667, "unfilled": 1210.0552671997893, "adv_dollars": 37968002.60959625, "status": "partial/canceled" }, { "fill_date": "2009-12-02", "signal_date": "2009-12-01", "symbol": "BIL", "requested": -7445.443622621985, "filled": -7445.443622621985, "fee": 3.8892031972775802, "unfilled": 0.0, "adv_dollars": 14891566.078166965, "status": "simulated fill" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "IEF", "requested": -17570.050051665115, "filled": -17570.050051665115, "fee": 9.131617578516083, "unfilled": 0.0, "adv_dollars": 45152369.139328, "status": "simulated fill" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "BIL", "requested": 19331.830471255562, "filled": 17551.44832718188, "fee": 9.47010690442237, "unfilled": 1780.3821440736829, "adv_dollars": 11213496.296482088, "status": "partial/canceled" }, { "fill_date": "2010-02-02", "signal_date": "2010-02-01", "symbol": "IEF", "requested": 17023.13284214427, "filled": 17023.132842143787, "fee": 8.831630654826563, "unfilled": 4.838511813431978e-10, "adv_dollars": 48155308.9233017, "status": "simulated fill" }, { "fill_date": "2010-02-02", "signal_date": "2010-02-01", "symbol": "BIL", "requested": -17555.28217127639, "filled": -17555.28217127639, "fee": 9.36233181179246, "unfilled": 0.0, "adv_dollars": 15825995.29253006, "status": "simulated fill" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "SPY", "requested": 2324.214630539427, "filled": 2073.848639432842, "fee": 1.037521269255293, "unfilled": 250.36599110658517, "adv_dollars": 25029716242.736855, "status": "partial/canceled" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "IEF", "requested": 2996.9253213332486, "filled": 2674.094474091797, "fee": 1.3589774038800264, "unfilled": 322.83084724145147, "adv_dollars": 39759999.335365295, "status": "partial/canceled" }, { "fill_date": "2010-03-02", "signal_date": "2010-03-01", "symbol": "GLD", "requested": -4238.509604800535, "filled": -4238.509604800535, "fee": 2.125359269174996, "unfilled": 0.0, "adv_dollars": 2043356041.9285207, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "SPY", "requested": -2819.5953894358463, "filled": -2819.5953894358463, "fee": 1.4108525342615312, "unfilled": 0.0, "adv_dollars": 20145941610.701904, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "IEF", "requested": -9911.4086638427, "filled": -9911.4086638427, "fee": 5.126375590584541, "unfilled": 0.0, "adv_dollars": 33426073.73931884, "status": "simulated fill" }, { "fill_date": "2010-04-05", "signal_date": "2010-04-01", "symbol": "BIL", "requested": 10618.247824254402, "filled": 10618.2478242541, "fee": 5.551236606916194, "unfilled": 3.019522409886122e-10, "adv_dollars": 20423183.941326145, "status": "simulated fill" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "IEF", "requested": 11186.18600376722, "filled": 7625.7421799635185, "fee": 3.9325438306435347, "unfilled": 3560.443823803701, "adv_dollars": 30963915.958824158, "status": "partial/canceled" }, { "fill_date": "2010-05-04", "signal_date": "2010-05-03", "symbol": "BIL", "requested": -5531.869003214321, "filled": -5531.869003214321, "fee": 2.8620437126793927, "unfilled": 0.0, "adv_dollars": 18326757.669582367, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "SPY", "requested": -6059.6876402441485, "filled": -6059.6876402441485, "fee": 3.0321449410400856, "unfilled": 0.0, "adv_dollars": 42021527351.92113, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "EFA", "requested": -4034.182963500203, "filled": -4034.182963500203, "fee": 2.0226307870525764, "unfilled": 0.0, "adv_dollars": 2139716169.3909073, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "EEM", "requested": -4669.802910061141, "filled": -4669.802910061141, "fee": 2.339346577672418, "unfilled": 0.0, "adv_dollars": 5153807093.500328, "status": "simulated fill" }, { "fill_date": "2010-06-02", "signal_date": "2010-06-01", "symbol": "BIL", "requested": 13073.611941038791, "filled": 13073.61194103842, "fee": 6.798523505547966, "unfilled": 3.710738383233547e-10, "adv_dollars": 32622791.988124847, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "EEM", "requested": 3044.150373706455, "filled": 3044.1503737063686, "fee": 1.525415444017341, "unfilled": 8.640199666842818e-11, "adv_dollars": 2528357589.642372, "status": "simulated fill" }, { "fill_date": "2010-08-03", "signal_date": "2010-08-02", "symbol": "BIL", "requested": -4442.0961732838405, "filled": -4442.0961732838405, "fee": 2.267470473415209, "unfilled": 0.0, "adv_dollars": 40673255.95026016, "status": "simulated fill" }, { "fill_date": "2010-09-02", "signal_date": "2010-09-01", "symbol": "GLD", "requested": 2453.399248636767, "filled": 2453.3992486366974, "fee": 1.2301912852837174, "unfilled": 6.957634468562901e-11, "adv_dollars": 1211268848.707428, "status": "simulated fill" }, { "fill_date": "2010-09-02", "signal_date": "2010-09-01", "symbol": "BIL", "requested": -2973.9296988077604, "filled": -2973.9296988077604, "fee": 1.5170458827782225, "unfilled": 0.0, "adv_dollars": 29067427.02665329, "status": "simulated fill" }, { "fill_date": "2010-10-04", "signal_date": "2010-10-01", "symbol": "SPY", "requested": 2902.442686835835, "filled": 2902.4426868357527, "fee": 1.4522885621417951, "unfilled": 8.230927051045e-11, "adv_dollars": 21467629220.88459, "status": "simulated fill" }, { "fill_date": "2010-10-04", "signal_date": "2010-10-01", "symbol": "BIL", "requested": -3269.7453618407944, "filled": -3269.7453618407944, "fee": 1.6709860310439755, "unfilled": 0.0, "adv_dollars": 26804409.26067353, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "EFA", "requested": 3956.3025260550407, "filled": 3956.3025260549284, "fee": 1.9862955032449936, "unfilled": 1.1232259566895664e-10, "adv_dollars": 933613945.657959, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "BIL", "requested": -4554.8110024144835, "filled": -4554.8110024144835, "fee": 2.339721056916058, "unfilled": 0.0, "adv_dollars": 24334259.69902039, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "SPY", "requested": 3669.0408352802115, "filled": 3669.0408352801073, "fee": 1.8359770083767493, "unfilled": 1.0413714335300028e-10, "adv_dollars": 23279977092.99286, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "IEF", "requested": -2869.09308354753, "filled": -2869.09308354753, "fee": 1.450039868642172, "unfilled": 0.0, "adv_dollars": 98388547.39109038, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "EFA", "requested": 2307.0767161821122, "filled": 2307.0767161820468, "fee": 1.1567786015810317, "unfilled": 6.548361852765083e-11, "adv_dollars": 1169582374.7664452, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "EEM", "requested": 3089.5729760170443, "filled": 3089.5729760169565, "fee": 1.5477823876571168, "unfilled": 8.776623872108757e-11, "adv_dollars": 3285797911.013794, "status": "simulated fill" }, { "fill_date": "2010-12-02", "signal_date": "2010-12-01", "symbol": "BIL", "requested": -2914.2230906753084, "filled": -2914.2230906753084, "fee": 1.4890667558120854, "unfilled": 0.0, "adv_dollars": 24237343.627090454, "status": "simulated fill" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "IEF", "requested": -8049.743909237586, "filled": -8049.743909237586, "fee": 4.094958500714305, "unfilled": 0.0, "adv_dollars": 106188350.82504272, "status": "simulated fill" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "BIL", "requested": 6217.485354124163, "filled": 6217.485354123986, "fee": 3.231259053771843, "unfilled": 1.7644197214394808e-10, "adv_dollars": 16012385.000495914, "status": "simulated fill" }, { "fill_date": "2011-03-02", "signal_date": "2011-03-01", "symbol": "SPY", "requested": 2501.6875183257944, "filled": 2501.6875183257234, "fee": 1.2517214669251902, "unfilled": 7.09405867382884e-11, "adv_dollars": 20323537668.76526, "status": "simulated fill" }, { "fill_date": "2011-03-02", "signal_date": "2011-03-01", "symbol": "BIL", "requested": -5026.046424924537, "filled": -5026.046424924537, "fee": 2.5996363088359304, "unfilled": 0.0, "adv_dollars": 16924364.02702332, "status": "simulated fill" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "IEF", "requested": 7877.524919691732, "filled": 6788.866624428754, "fee": 3.4603083975005307, "unfilled": 1088.6582952629778, "adv_dollars": 72102354.78931427, "status": "partial/canceled" }, { "fill_date": "2011-05-03", "signal_date": "2011-05-02", "symbol": "BIL", "requested": -1191.1799112932533, "filled": -1191.1799112932533, "fee": 0.6057808009770863, "unfilled": 0.0, "adv_dollars": 16274650.148620605, "status": "simulated fill" }, { "fill_date": "2011-06-02", "signal_date": "2011-06-01", "symbol": "IEF", "requested": 5986.462843122252, "filled": 3067.437367910915, "fee": 1.5508873697939582, "unfilled": 2919.025475211337, "adv_dollars": 97915851.31881714, "status": "partial/canceled" }, { "fill_date": "2011-06-02", "signal_date": "2011-06-01", "symbol": "EFA", "requested": -3070.528353607836, "filled": -3070.528353607836, "fee": 1.5400983271305404, "unfilled": 0.0, "adv_dollars": 1238793829.0291977, "status": "simulated fill" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "SPY", "requested": -3895.9259315809977, "filled": -3895.9259315809977, "fee": 1.9494340913617256, "unfilled": 0.0, "adv_dollars": 27323264467.201004, "status": "simulated fill" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "IEF", "requested": 5777.818016895202, "filled": 5777.8180168950375, "fee": 2.9275241553064615, "unfilled": 1.646185410209e-10, "adv_dollars": 129352907.43999481, "status": "simulated fill" }, { "fill_date": "2011-07-05", "signal_date": "2011-07-01", "symbol": "EEM", "requested": -3497.1023418097448, "filled": -3497.1023418097448, "fee": 1.752762082333482, "unfilled": 0.0, "adv_dollars": 2411975059.230156, "status": "simulated fill" }, { "fill_date": "2011-08-02", "signal_date": "2011-08-01", "symbol": "EFA", "requested": -2894.5428940681354, "filled": -2894.5428940681354, "fee": 1.4517906159830791, "unfilled": 0.0, "adv_dollars": 1187470457.3169327, "status": "simulated fill" }, { "fill_date": "2011-08-02", "signal_date": "2011-08-01", "symbol": "BIL", "requested": 6608.445732924581, "filled": 4499.3780184253565, "fee": 2.293621193484781, "unfilled": 2109.067714499224, "adv_dollars": 47194550.45503617, "status": "partial/canceled" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "SPY", "requested": -3443.5908419291954, "filled": -3443.5908419291954, "fee": 1.7227454678406036, "unfilled": 0.0, "adv_dollars": 45242288418.65074, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "IEF", "requested": -3394.3426906686655, "filled": -3394.3426906686655, "fee": 1.7118675241712114, "unfilled": 0.0, "adv_dollars": 181074878.47362518, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "GLD", "requested": -3908.6042293179635, "filled": -3908.6042293179635, "fee": 1.9574941557861854, "unfilled": 0.0, "adv_dollars": 5860411828.786545, "status": "simulated fill" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "BIL", "requested": 13415.472124826825, "filled": 10735.682786566265, "fee": 5.462868201909974, "unfilled": 2679.78933826056, "adv_dollars": 137024025.9729576, "status": "partial/canceled" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "SPY", "requested": -2339.382285914733, "filled": -2339.382285914733, "fee": 1.1702937621144083, "unfilled": 0.0, "adv_dollars": 35254756866.529655, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "EFA", "requested": -2261.6916973745015, "filled": -2261.6916973745015, "fee": 1.1336051158461407, "unfilled": 0.0, "adv_dollars": 1519541996.1487007, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "EEM", "requested": -3855.6577742992927, "filled": -3855.6577742992927, "fee": 1.9321230166603292, "unfilled": 0.0, "adv_dollars": 3108459122.145691, "status": "simulated fill" }, { "fill_date": "2011-10-04", "signal_date": "2011-10-03", "symbol": "BIL", "requested": 10886.991810534084, "filled": 8448.206602042557, "fee": 4.289133651141328, "unfilled": 2438.7852084915266, "adv_dollars": 142580913.76991275, "status": "partial/canceled" }, { "fill_date": "2011-12-02", "signal_date": "2011-12-01", "symbol": "SPY", "requested": 2574.6530358840027, "filled": 2574.6530358839295, "fee": 1.2881085238676568, "unfilled": 7.321432349272072e-11, "adv_dollars": 27908471110.677258, "status": "simulated fill" }, { "fill_date": "2011-12-02", "signal_date": "2011-12-01", "symbol": "GLD", "requested": -3710.390069604412, "filled": -3710.390069604412, "fee": 1.8599479483448067, "unfilled": 0.0, "adv_dollars": 2261199486.3223267, "status": "simulated fill" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "GLD", "requested": 3066.20412253826, "filled": 3066.2041225381727, "fee": 1.536685733911459, "unfilled": 8.731149137020111e-11, "adv_dollars": 2244639116.9330597, "status": "simulated fill" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "EFA", "requested": 3015.0275567410126, "filled": 3015.027556740927, "fee": 1.5121889782892348, "unfilled": 8.549250196665525e-11, "adv_dollars": 1253930552.198372, "status": "simulated fill" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "EEM", "requested": 2766.4785560553833, "filled": 2766.4785560553046, "fee": 1.3863720867014204, "unfilled": 7.867129170335829e-11, "adv_dollars": 2157318061.469536, "status": "simulated fill" }, { "fill_date": "2012-01-04", "signal_date": "2012-01-03", "symbol": "BIL", "requested": -9529.522195655914, "filled": -9529.522195655914, "fee": 4.854784785638794, "unfilled": 0.0, "adv_dollars": 106782424.71733093, "status": "simulated fill" }, { "fill_date": "2012-02-02", "signal_date": "2012-02-01", "symbol": "BIL", "requested": 2996.015640756199, "filled": 1804.1964121877288, "fee": 0.9144937976727587, "unfilled": 1191.8192285684702, "adv_dollars": 38222309.78012085, "status": "partial/canceled" }, { "fill_date": "2012-03-02", "signal_date": "2012-03-01", "symbol": "GLD", "requested": -6763.953916322376, "filled": -6763.953916322376, "fee": 3.393610927188718, "unfilled": 0.0, "adv_dollars": 2286367897.1315765, "status": "simulated fill" }, { "fill_date": "2012-03-02", "signal_date": "2012-03-01", "symbol": "BIL", "requested": 2564.6359274628285, "filled": 2564.6359274627557, "fee": 1.3075910026951116, "unfilled": 7.275957614183426e-11, "adv_dollars": 26409624.83959198, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "SPY", "requested": 3520.901681494681, "filled": 3520.9016814945808, "fee": 1.7619453270459406, "unfilled": 1.000444171950221e-10, "adv_dollars": 19542396388.911438, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "IEF", "requested": -10999.573778595957, "filled": -10999.573778595957, "fee": 5.632665502611111, "unfilled": 0.0, "adv_dollars": 75373276.84474945, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "GLD", "requested": 9744.810636430124, "filled": 9744.810636429847, "fee": 4.894237496710659, "unfilled": 2.764863893389702e-10, "adv_dollars": 1941449354.7212982, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "EFA", "requested": 2994.04586964683, "filled": 2994.045869646745, "fee": 1.502106969270395, "unfilled": 8.503775461576879e-11, "adv_dollars": 1038384937.5816345, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "BIL", "requested": -3355.2095022078283, "filled": -3355.2095022078283, "fee": 1.7158050083044134, "unfilled": 0.0, "adv_dollars": 25883699.859905243, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "SPY", "requested": 2729.8154583795185, "filled": 2727.209313469465, "fee": 1.364589068795616, "unfilled": 2.6061449100534446, "adv_dollars": 20931558321.41243, "status": "partial/canceled" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "IEF", "requested": 13077.992978490809, "filled": 13065.50746606176, "fee": 6.711767054744109, "unfilled": 12.485512429049777, "adv_dollars": 69599824.54723358, "status": "partial/canceled" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "GLD", "requested": -7970.093042904824, "filled": -7970.093042904824, "fee": 4.002885546855924, "unfilled": 0.0, "adv_dollars": 1590918478.686142, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "EFA", "requested": -2668.367260742452, "filled": -2668.367260742452, "fee": 1.3385089423083942, "unfilled": 0.0, "adv_dollars": 1015551478.612709, "status": "simulated fill" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "EEM", "requested": 3272.4031817261402, "filled": 3269.279030285969, "fee": 1.6387011593294598, "unfilled": 3.1241514401713175, "adv_dollars": 2118128073.3382225, "status": "partial/canceled" }, { "fill_date": "2012-05-02", "signal_date": "2012-05-01", "symbol": "BIL", "requested": -6167.616195090726, "filled": -6167.616195090726, "fee": 3.159357006714651, "unfilled": 0.0, "adv_dollars": 41105091.97822571, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "SPY", "requested": -7982.1790697753095, "filled": -7982.1790697753095, "fee": 3.995545019717849, "unfilled": 0.0, "adv_dollars": 25619724806.73065, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "IEF", "requested": -3351.6117490435427, "filled": -3351.6117490435427, "fee": 1.696145128473472, "unfilled": 0.0, "adv_dollars": 91010410.82069395, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "EFA", "requested": -3034.945180803118, "filled": -3034.945180803118, "fee": 1.522355980831213, "unfilled": 0.0, "adv_dollars": 1172221431.9480324, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "EEM", "requested": -5462.037736230031, "filled": -5462.037736230031, "fee": 2.739054866388069, "unfilled": 0.0, "adv_dollars": 2523390242.2047424, "status": "simulated fill" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "BIL", "requested": 21580.74627493305, "filled": 19810.491502153418, "fee": 10.329132703393757, "unfilled": 1770.2547727796336, "adv_dollars": 43269876.36947632, "status": "partial/canceled" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "EFA", "requested": 2602.1697021759355, "filled": 2602.1697021758614, "fee": 1.3051616188450634, "unfilled": 7.412381819449365e-11, "adv_dollars": 1060168520.9019089, "status": "simulated fill" }, { "fill_date": "2012-07-03", "signal_date": "2012-07-02", "symbol": "BIL", "requested": -9227.955526417234, "filled": -9227.955526417234, "fee": 4.761495464828572, "unfilled": 0.0, "adv_dollars": 36110059.48104859, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "GLD", "requested": -4283.097865667043, "filled": -4283.097865667043, "fee": 2.1495414109326916, "unfilled": 0.0, "adv_dollars": 1230016914.5385742, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "EFA", "requested": -2528.3355697116262, "filled": -2528.3355697116262, "fee": 1.2683789644659236, "unfilled": 0.0, "adv_dollars": 911373956.554184, "status": "simulated fill" }, { "fill_date": "2012-08-02", "signal_date": "2012-08-01", "symbol": "BIL", "requested": 11256.935483365196, "filled": 11256.935483364876, "fee": 5.838077186574669, "unfilled": 3.2014213502407074e-10, "adv_dollars": 32466751.38698578, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "SPY", "requested": 3801.5152183831306, "filled": 3801.5152183830223, "fee": 1.9027543558021272, "unfilled": 1.0822986951097846e-10, "adv_dollars": 13779209029.95819, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "GLD", "requested": 6582.703038598824, "filled": 6582.703038598636, "fee": 3.3061306377222994, "unfilled": 1.8735590856522322e-10, "adv_dollars": 1305917471.595993, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "EFA", "requested": 5010.0601916691085, "filled": 5010.060191668966, "fee": 2.5173985228541724, "unfilled": 1.4279066817834973e-10, "adv_dollars": 822053133.3921051, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "BIL", "requested": -17073.4978481347, "filled": -17073.4978481347, "fee": 9.032641213966073, "unfilled": 0.0, "adv_dollars": 20239174.765186314, "status": "simulated fill" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "GLD", "requested": 2874.872024254625, "filled": 2874.8720242545432, "fee": 1.4408474299565186, "unfilled": 8.185452315956354e-11, "adv_dollars": 2041670813.1691742, "status": "simulated fill" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "EEM", "requested": 4503.11542570884, "filled": 4503.115425708712, "fee": 2.258392853487934, "unfilled": 1.2823875294998288e-10, "adv_dollars": 1954538943.77985, "status": "simulated fill" }, { "fill_date": "2012-10-02", "signal_date": "2012-10-01", "symbol": "BIL", "requested": -4280.318132537581, "filled": -4280.318132537581, "fee": 2.1892054715627447, "unfilled": 0.0, "adv_dollars": 32599713.371620186, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "SPY", "requested": 3318.0566357817806, "filled": 3318.0566357816865, "fee": 1.6604346893740294, "unfilled": 9.413270163349807e-11, "adv_dollars": 18469335938.787537, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "EFA", "requested": 5072.203772782681, "filled": 5072.203772782536, "fee": 2.5485785393000793, "unfilled": 1.446096575818956e-10, "adv_dollars": 838289239.0347099, "status": "simulated fill" }, { "fill_date": "2012-11-02", "signal_date": "2012-11-01", "symbol": "BIL", "requested": -9462.630894609742, "filled": -9462.630894609742, "fee": 4.9224313314361225, "unfilled": 0.0, "adv_dollars": 23197550.69036484, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "SPY", "requested": -3779.5445108741187, "filled": -3779.5445108741187, "fee": 1.8914021299200194, "unfilled": 0.0, "adv_dollars": 20324041440.789642, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "EFA", "requested": -3028.470979757114, "filled": -3028.470979757114, "fee": 1.5198593565609575, "unfilled": 0.0, "adv_dollars": 878213715.5495071, "status": "simulated fill" }, { "fill_date": "2012-12-04", "signal_date": "2012-12-03", "symbol": "BIL", "requested": 6740.995090779107, "filled": 6740.995090778915, "fee": 3.445522486225768, "unfilled": 1.9190338207408786e-10, "adv_dollars": 54420272.153549194, "status": "simulated fill" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "EEM", "requested": 5080.16041390063, "filled": 5080.160413900486, "fee": 2.5477809538487257, "unfilled": 1.446096575818956e-10, "adv_dollars": 2210887166.930237, "status": "simulated fill" }, { "fill_date": "2013-01-03", "signal_date": "2013-01-02", "symbol": "BIL", "requested": -6740.995090778924, "filled": -6740.995090778924, "fee": 3.4792342187482483, "unfilled": 0.0, "adv_dollars": 25907168.398170475, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "SPY", "requested": 4994.614336298859, "filled": 4990.135788659869, "fee": 2.4977200130161616, "unfilled": 4.478547638989767, "adv_dollars": 17666526926.73813, "status": "partial/canceled" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "IEF", "requested": -8987.001423775211, "filled": -8987.001423775211, "fee": 4.587855355146128, "unfilled": 0.0, "adv_dollars": 81530081.7055893, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "GLD", "requested": -3311.6857522087475, "filled": -3311.6857522087475, "fee": 1.6604823986320563, "unfilled": 0.0, "adv_dollars": 1687332933.4658813, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "EFA", "requested": 6510.560390315825, "filled": 6504.722531193722, "fee": 3.2701220156299313, "unfilled": 5.837859122103509, "adv_dollars": 872496560.1314926, "status": "partial/canceled" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "EEM", "requested": 4295.586601622983, "filled": 4291.734854933962, "fee": 2.151973667389652, "unfilled": 3.851746689020729, "adv_dollars": 2120073516.9655228, "status": "partial/canceled" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "IEF", "requested": 12794.099660176595, "filled": 9943.198113319238, "fee": 5.072287081817149, "unfilled": 2850.901546857356, "adv_dollars": 96966703.6087799, "status": "partial/canceled" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "GLD", "requested": -5532.276358978978, "filled": -5532.276358978978, "fee": 2.7753932052731667, "unfilled": 0.0, "adv_dollars": 1976770876.7829132, "status": "simulated fill" }, { "fill_date": "2013-03-04", "signal_date": "2013-03-01", "symbol": "EEM", "requested": -4420.986243278663, "filled": -4420.986243278663, "fee": 2.216808651546318, "unfilled": 0.0, "adv_dollars": 2166396265.848217, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "SPY", "requested": -8929.072557088002, "filled": -8929.072557088002, "fee": 4.470905428940305, "unfilled": 0.0, "adv_dollars": 17549148455.715485, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "IEF", "requested": 3441.0692011973442, "filled": 3437.545147982465, "fee": 1.7398078224434161, "unfilled": 3.5240532148791317, "adv_dollars": 91801534.47402954, "status": "partial/canceled" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "EFA", "requested": -5407.572536432341, "filled": -5407.572536432341, "fee": 2.715665412622422, "unfilled": 0.0, "adv_dollars": 1120564184.977188, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "EEM", "requested": -5907.8678405102955, "filled": -5907.8678405102955, "fee": 2.963503733535981, "unfilled": 0.0, "adv_dollars": 2251569651.166916, "status": "simulated fill" }, { "fill_date": "2013-04-02", "signal_date": "2013-04-01", "symbol": "BIL", "requested": 16803.44373283337, "filled": 16786.235061212607, "fee": 8.842842437658371, "unfilled": 17.208671620763198, "adv_dollars": 23386542.487449646, "status": "partial/canceled" }, { "fill_date": "2013-05-02", "signal_date": "2013-05-01", "symbol": "EEM", "requested": 2753.8803129927915, "filled": 3.913499303099558e-10, "fee": 1.9567496530710509e-13, "unfilled": 2753.8803129924, "adv_dollars": 2589894268.964329, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "SPY", "requested": 13835.37802761585, "filled": 13821.254495070445, "fee": 6.921784995345264, "unfilled": 14.123532545405396, "adv_dollars": 21207491871.345978, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "IEF", "requested": -25539.542032150748, "filled": -25539.542032150748, "fee": 13.169210168587842, "unfilled": 0.0, "adv_dollars": 104409028.03321837, "status": "simulated fill" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "EFA", "requested": 13396.226352175498, "filled": 13382.551117679344, "fee": 6.735833029443046, "unfilled": 13.67523449615328, "adv_dollars": 1207190125.4404068, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "EEM", "requested": 11852.221468408456, "filled": 11840.122396354893, "fee": 5.946184725817685, "unfilled": 12.09907205356285, "adv_dollars": 2432231624.583683, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "BIL", "requested": -13544.283816049003, "filled": -13544.283816049003, "fee": 7.124826175023311, "unfilled": 0.0, "adv_dollars": 19975422.049140934, "status": "simulated fill" }, { "fill_date": "2013-07-02", "signal_date": "2013-07-01", "symbol": "EEM", "requested": -7737.785126993481, "filled": -7737.785126993481, "fee": 3.8802786768400255, "unfilled": 0.0, "adv_dollars": 3573542825.680332, "status": "simulated fill" }, { "fill_date": "2013-07-02", "signal_date": "2013-07-01", "symbol": "BIL", "requested": 10227.987919854779, "filled": 7729.958417881968, "fee": 3.9464304354217754, "unfilled": 2498.029501972811, "adv_dollars": 69620352.30382921, "status": "partial/canceled" }, { "fill_date": "2013-08-02", "signal_date": "2013-08-01", "symbol": "BIL", "requested": 2954.185241010038, "filled": 8.396299452357534e-11, "fee": 4.198149741062375e-14, "unfilled": 2954.185241009954, "adv_dollars": 26720667.737998962, "status": "partial/canceled" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "GLD", "requested": 4220.032539238625, "filled": 3176.8709749838654, "fee": 1.5936032954805415, "unfilled": 1043.1615642547595, "adv_dollars": 1200565868.7870789, "status": "partial/canceled" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "EEM", "requested": -6390.682037517795, "filled": -6390.682037517795, "fee": 3.205528690426779, "unfilled": 0.0, "adv_dollars": 2514732245.766945, "status": "simulated fill" }, { "fill_date": "2013-09-04", "signal_date": "2013-09-03", "symbol": "BIL", "requested": 4260.544031332049, "filled": 3207.3683188285427, "fee": 1.6436117194182516, "unfilled": 1053.175712503506, "adv_dollars": 20696693.263778683, "status": "partial/canceled" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "SPY", "requested": -6596.019404884588, "filled": -6596.019404884588, "fee": 3.3019234301722653, "unfilled": 0.0, "adv_dollars": 18735468394.04709, "status": "simulated fill" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "EFA", "requested": -7929.3027232055465, "filled": -7929.3027232055465, "fee": 3.9867679166341006, "unfilled": 0.0, "adv_dollars": 1019224923.3228302, "status": "simulated fill" }, { "fill_date": "2013-10-02", "signal_date": "2013-10-01", "symbol": "EEM", "requested": 11861.485429259905, "filled": 11861.485429259568, "fee": 5.954602284806616, "unfilled": 3.3651303965598345e-10, "adv_dollars": 2931514236.7700386, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "IEF", "requested": 15145.80997002916, "filled": 15145.80997002873, "fee": 7.7781401625925355, "unfilled": 4.31100488640368e-10, "adv_dollars": 82484796.58927917, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "EEM", "requested": -3225.899294364188, "filled": -3225.899294364188, "fee": 1.6166013135110358, "unfilled": 0.0, "adv_dollars": 2517504424.8274803, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "BIL", "requested": -14172.368338598248, "filled": -14172.368338598248, "fee": 7.305859267974547, "unfilled": 0.0, "adv_dollars": 58988266.402835846, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "GLD", "requested": -2782.8879185307037, "filled": -2782.8879185307037, "fee": 1.3966283590258626, "unfilled": 0.0, "adv_dollars": 801844551.1560059, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "EEM", "requested": 3629.2227416235237, "filled": 3629.2227416234205, "fee": 1.8188245515392878, "unfilled": 1.0322764865122736e-10, "adv_dollars": 2692902893.7231827, "status": "simulated fill" }, { "fill_date": "2013-12-03", "signal_date": "2013-12-02", "symbol": "BIL", "requested": 3647.1667589532212, "filled": 3647.1667589531176, "fee": 1.8729537678147357, "unfilled": 1.0368239600211382e-10, "adv_dollars": 19903698.127117157, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "IEF", "requested": -12077.540160603847, "filled": -12077.540160603847, "fee": 6.168802937256639, "unfilled": 0.0, "adv_dollars": 104190773.4003067, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "EFA", "requested": 5700.548924115614, "filled": 5700.548924115452, "fee": 2.8635958495783336, "unfilled": 1.6189005691558123e-10, "adv_dollars": 1043881275.5315781, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "EEM", "requested": -7382.738461368567, "filled": -7382.738461368567, "fee": 3.704016209252722, "unfilled": 0.0, "adv_dollars": 2515816060.9433174, "status": "simulated fill" }, { "fill_date": "2014-01-03", "signal_date": "2014-01-02", "symbol": "BIL", "requested": 11457.122333522435, "filled": 11457.12233352211, "fee": 5.959804629717498, "unfilled": 3.255991032347083e-10, "adv_dollars": 28124688.559417725, "status": "simulated fill" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "SPY", "requested": -9136.594806874724, "filled": -9136.594806874724, "fee": 4.574015909560058, "unfilled": 0.0, "adv_dollars": 23323188074.80873, "status": "simulated fill" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "IEF", "requested": 26482.414994573206, "filled": 25477.0537959788, "fee": 13.134527352862607, "unfilled": 1005.3611985944044, "adv_dollars": 105452345.23006439, "status": "partial/canceled" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "EFA", "requested": -9329.519359232983, "filled": -9329.519359232983, "fee": 4.689759125810327, "unfilled": 0.0, "adv_dollars": 1299322726.3425446, "status": "simulated fill" }, { "fill_date": "2014-02-04", "signal_date": "2014-02-03", "symbol": "EEM", "requested": -4363.8533022397705, "filled": -4363.8533022397705, "fee": 2.1869933537494597, "unfilled": 0.0, "adv_dollars": 3237125943.64645, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "SPY", "requested": 3149.9669594319203, "filled": 3149.9669594318307, "fee": 1.576143680489523, "unfilled": 8.958522812463343e-11, "adv_dollars": 23219437460.39261, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "GLD", "requested": 4011.6239320482287, "filled": 4011.6239320481145, "fee": 2.0136189766961676, "unfilled": 1.141415850725025e-10, "adv_dollars": 1059232004.5469284, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "EFA", "requested": 3170.4667079737155, "filled": 3170.4667079736255, "fee": 1.5901891892463302, "unfilled": 9.00399754755199e-11, "adv_dollars": 1297585156.900196, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "EEM", "requested": 3783.8992763085184, "filled": 3783.899276308411, "fee": 1.8960792239866215, "unfilled": 1.0732037480920553e-10, "adv_dollars": 3176915822.722225, "status": "simulated fill" }, { "fill_date": "2014-03-04", "signal_date": "2014-03-03", "symbol": "BIL", "requested": -15100.195804135117, "filled": -15100.195804135117, "fee": 7.833363819387555, "unfilled": 0.0, "adv_dollars": 42910056.873188026, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "SPY", "requested": -3296.2331442123177, "filled": -3296.2331442123177, "fee": 1.6494066120015163, "unfilled": 0.0, "adv_dollars": 21520258473.730392, "status": "simulated fill" }, { "fill_date": "2014-04-02", "signal_date": "2014-04-01", "symbol": "EEM", "requested": 6576.805512271225, "filled": 4261.777124288727, "fee": 2.136146795101062, "unfilled": 2315.0283879824983, "adv_dollars": 2799577897.2023964, "status": "partial/canceled" }, { "fill_date": "2014-05-02", "signal_date": "2014-05-01", "symbol": "EEM", "requested": -4252.503801168898, "filled": -4252.503801168898, "fee": 2.131405411532132, "unfilled": 0.0, "adv_dollars": 2895527710.5146027, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "SPY", "requested": -4920.405141881158, "filled": -4920.405141881158, "fee": 2.462961540997499, "unfilled": 0.0, "adv_dollars": 15649793694.98703, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "IEF", "requested": 3572.3065955152415, "filled": 3466.456916997541, "fee": 1.7457902351413344, "unfilled": 105.84967851770034, "adv_dollars": 263970434.1058731, "status": "partial/canceled" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "EFA", "requested": -5653.43480392299, "filled": -5653.43480392299, "fee": 2.8411091928677337, "unfilled": 0.0, "adv_dollars": 872383581.1828995, "status": "simulated fill" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "EEM", "requested": 4193.892410540207, "filled": 4069.6247555884133, "fee": 2.0405003245766387, "unfilled": 124.26765495179325, "adv_dollars": 2083301135.478611, "status": "partial/canceled" }, { "fill_date": "2014-06-03", "signal_date": "2014-06-02", "symbol": "BIL", "requested": 7497.394503178382, "filled": 7275.242015237369, "fee": 3.7982924443668757, "unfilled": 222.15248794101353, "adv_dollars": 14916432.954883575, "status": "partial/canceled" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "GLD", "requested": 6713.287289036001, "filled": 6713.28728903581, "fee": 3.3754129214024173, "unfilled": 1.9099388737231493e-10, "adv_dollars": 858836743.075943, "status": "simulated fill" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "BIL", "requested": -7276.834651410893, "filled": -7276.834651410893, "fee": 3.800936085839205, "unfilled": 0.0, "adv_dollars": 14588831.874427795, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "GLD", "requested": -6774.607866508767, "filled": -6774.607866508767, "fee": 3.4068610129599852, "unfilled": 0.0, "adv_dollars": 812913759.8664474, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "EFA", "requested": -3108.1868092644672, "filled": -3108.1868092644672, "fee": 1.560111361029616, "unfilled": 0.0, "adv_dollars": 829131214.6692657, "status": "simulated fill" }, { "fill_date": "2014-08-04", "signal_date": "2014-08-01", "symbol": "BIL", "requested": 8872.40447719203, "filled": 8872.404477191778, "fee": 4.627814924129883, "unfilled": 2.5283952709287405e-10, "adv_dollars": 19022845.53390503, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "SPY", "requested": -5079.4031507179025, "filled": -5079.4031507179025, "fee": 2.542174822486393, "unfilled": 0.0, "adv_dollars": 21424121635.693817, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "GLD", "requested": -3398.024057395003, "filled": -3398.024057395003, "fee": 1.7060462010515807, "unfilled": 0.0, "adv_dollars": 792963755.2818298, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "EFA", "requested": -3204.596247158306, "filled": -3204.596247158306, "fee": 1.608049405091295, "unfilled": 0.0, "adv_dollars": 994925833.5237885, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "EEM", "requested": -7882.804749939447, "filled": -7882.804749939447, "fee": 3.9539287987249496, "unfilled": 0.0, "adv_dollars": 3121678046.5028, "status": "simulated fill" }, { "fill_date": "2014-10-02", "signal_date": "2014-10-01", "symbol": "BIL", "requested": 21806.677892209176, "filled": 21100.91481208397, "fee": 11.269618550458475, "unfilled": 705.7630801252053, "adv_dollars": 18165670.098190308, "status": "partial/canceled" }, { "fill_date": "2014-11-04", "signal_date": "2014-11-03", "symbol": "EEM", "requested": 6570.096918325674, "filled": 6570.096918325487, "fee": 3.2948531001270416, "unfilled": 1.864464138634503e-10, "adv_dollars": 2950203259.129505, "status": "simulated fill" }, { "fill_date": "2014-11-04", "signal_date": "2014-11-03", "symbol": "BIL", "requested": -8018.181533310326, "filled": -8018.181533310326, "fee": 4.071651383159923, "unfilled": 0.0, "adv_dollars": 131712081.74848557, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "EFA", "requested": -4883.0393346028095, "filled": -4883.0393346028095, "fee": 2.452940240542846, "unfilled": 0.0, "adv_dollars": 892678061.0130882, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "EEM", "requested": -6403.643361502766, "filled": -6403.643361502766, "fee": 3.2136138049008203, "unfilled": 0.0, "adv_dollars": 1888414491.3501549, "status": "simulated fill" }, { "fill_date": "2014-12-02", "signal_date": "2014-12-01", "symbol": "BIL", "requested": 11012.28275916613, "filled": 11012.282759165817, "fee": 5.63714413005666, "unfilled": 3.128661774098873e-10, "adv_dollars": 77816417.75173187, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "GLD", "requested": 6768.784558018246, "filled": 6768.784558018053, "fee": 3.4003977206541305, "unfilled": 1.9281287677586079e-10, "adv_dollars": 1210589071.8253326, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "EFA", "requested": 4201.258448174583, "filled": 4201.258448174463, "fee": 2.108074664095136, "unfilled": 1.191438059322536e-10, "adv_dollars": 1337696094.4889069, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "EEM", "requested": 3357.9761396769172, "filled": 3357.9761396768217, "fee": 1.6828986520053673, "unfilled": 9.549694368615746e-11, "adv_dollars": 2475996273.826332, "status": "simulated fill" }, { "fill_date": "2015-02-03", "signal_date": "2015-02-02", "symbol": "BIL", "requested": -13901.196155302532, "filled": -13901.196155302532, "fee": 7.1555489659401825, "unfilled": 0.0, "adv_dollars": 63952408.469200134, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "EFA", "requested": 4791.839159933515, "filled": 4791.839159933378, "fee": 2.4055348019831335, "unfilled": 1.3642420526593924e-10, "adv_dollars": 1190112629.2465973, "status": "simulated fill" }, { "fill_date": "2015-03-03", "signal_date": "2015-03-02", "symbol": "BIL", "requested": -3783.800898610196, "filled": -3783.800898610196, "fee": 1.9278352979925177, "unfilled": 0.0, "adv_dollars": 41952049.944496155, "status": "simulated fill" }, { "fill_date": "2015-04-02", "signal_date": "2015-04-01", "symbol": "EEM", "requested": 4210.164830407428, "filled": 250.1476497736626, "fee": 0.1251574997394326, "unfilled": 3960.0171806337653, "adv_dollars": 2235627116.6558075, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "SPY", "requested": 8287.812482242392, "filled": 8279.351218725367, "fee": 4.14499277482426, "unfilled": 8.461263517025145, "adv_dollars": 20073752652.458572, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "IEF", "requested": -5512.294182517522, "filled": -5512.294182517522, "fee": 2.794455506831443, "unfilled": 0.0, "adv_dollars": 114132355.7288742, "status": "simulated fill" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "GLD", "requested": -6380.159341353269, "filled": -6380.159341353269, "fee": 3.2110303674614125, "unfilled": 0.0, "adv_dollars": 591694636.4838027, "status": "simulated fill" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "EFA", "requested": 8523.560644666657, "filled": 8514.858699144555, "fee": 4.281555660283966, "unfilled": 8.701945522101596, "adv_dollars": 1060597265.392189, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "EEM", "requested": 10344.658732818094, "filled": 10334.097576455108, "fee": 5.190237056564618, "unfilled": 10.561156362986367, "adv_dollars": 2052489948.192501, "status": "partial/canceled" }, { "fill_date": "2015-05-04", "signal_date": "2015-05-01", "symbol": "BIL", "requested": -15263.578335856238, "filled": -15263.578335856238, "fee": 8.102094035875544, "unfilled": 0.0, "adv_dollars": 16077189.537391663, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "SPY", "requested": -3741.0619084434875, "filled": -3741.0619084434875, "fee": 1.8721540314141243, "unfilled": 0.0, "adv_dollars": 19874963294.236526, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "IEF", "requested": 5628.214461029071, "filled": 5622.475491492706, "fee": 2.845666225910982, "unfilled": 5.738969536364493, "adv_dollars": 149950186.5488434, "status": "partial/canceled" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "EFA", "requested": -7893.098324926377, "filled": -7893.098324926377, "fee": 3.9674829309499953, "unfilled": 0.0, "adv_dollars": 1122141708.7816238, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "EEM", "requested": -9302.474043783239, "filled": -9302.474043783239, "fee": 4.672665465141538, "unfilled": 0.0, "adv_dollars": 1753130148.14188, "status": "simulated fill" }, { "fill_date": "2015-06-02", "signal_date": "2015-06-01", "symbol": "BIL", "requested": 15308.419816124293, "filled": 15292.810148869617, "fee": 7.990668137123349, "unfilled": 15.609667254675514, "adv_dollars": 30177345.492095947, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "SPY", "requested": 13969.404621308873, "filled": 13955.245264601159, "fee": 6.988023655317436, "unfilled": 14.159356707714323, "adv_dollars": 25122352559.18419, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "IEF", "requested": -14027.142201225797, "filled": -14027.142201225797, "fee": 7.146010883503614, "unfilled": 0.0, "adv_dollars": 157351424.46739197, "status": "simulated fill" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "EFA", "requested": 6755.041703849269, "filled": 6748.194808963399, "fee": 3.38951641100949, "unfilled": 6.846894885869915, "adv_dollars": 1292558029.027214, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "EEM", "requested": 3243.8346921414704, "filled": 3240.5467486856105, "fee": 1.6245461469716784, "unfilled": 3.2879434558599314, "adv_dollars": 1863954502.1331596, "status": "partial/canceled" }, { "fill_date": "2015-07-02", "signal_date": "2015-07-01", "symbol": "BIL", "requested": -9941.138816073271, "filled": -9941.138816073271, "fee": 5.146097951958749, "unfilled": 0.0, "adv_dollars": 31886945.120010376, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "SPY", "requested": -11393.695530860845, "filled": -11393.695530860845, "fee": 5.704850361968638, "unfilled": 0.0, "adv_dollars": 23095745518.13461, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "IEF", "requested": 13476.293563814492, "filled": 11769.715442803676, "fee": 5.981740597775724, "unfilled": 1706.5781210108162, "adv_dollars": 173701608.7268448, "status": "partial/canceled" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "EEM", "requested": -6710.378246767265, "filled": -6710.378246767265, "fee": 3.367407612141921, "unfilled": 0.0, "adv_dollars": 2023979062.7495956, "status": "simulated fill" }, { "fill_date": "2015-08-04", "signal_date": "2015-08-03", "symbol": "BIL", "requested": 7231.875565770738, "filled": 6316.062879146264, "fee": 3.2414571065990803, "unfilled": 915.8126866244738, "adv_dollars": 36202616.46900178, "status": "partial/canceled" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "SPY", "requested": -17012.62391056805, "filled": -17012.62391056805, "fee": 8.517732585972578, "unfilled": 0.0, "adv_dollars": 37751457930.12314, "status": "simulated fill" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "EFA", "requested": -15129.356320761992, "filled": -15129.356320761992, "fee": 7.6102719407339015, "unfilled": 0.0, "adv_dollars": 1665904681.4071465, "status": "simulated fill" }, { "fill_date": "2015-09-02", "signal_date": "2015-09-01", "symbol": "BIL", "requested": 32975.570764386335, "filled": 32109.198678046116, "fee": 16.653548757223472, "unfilled": 866.3720863402195, "adv_dollars": 92280110.81407547, "status": "partial/canceled" }, { "fill_date": "2015-10-02", "signal_date": "2015-10-01", "symbol": "SPY", "requested": 4211.244961166281, "filled": 2.393815612530421e-10, "fee": 1.1969078064822534e-13, "unfilled": 4211.244961166042, "adv_dollars": 29119341324.57359, "status": "partial/canceled" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "SPY", "requested": 9293.695541623405, "filled": 9293.695541623141, "fee": 4.65289379890499, "unfilled": 2.637534635141492e-10, "adv_dollars": 21959629143.445354, "status": "simulated fill" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "GLD", "requested": 5478.4420841380625, "filled": 5478.442084137907, "fee": 2.754916134915987, "unfilled": 1.5552359400317073e-10, "adv_dollars": 667487974.9067688, "status": "simulated fill" }, { "fill_date": "2015-11-03", "signal_date": "2015-11-02", "symbol": "BIL", "requested": -15373.48253297431, "filled": -15373.48253297431, "fee": 7.870315755663162, "unfilled": 0.0, "adv_dollars": 107818210.5175209, "status": "simulated fill" }, { "fill_date": "2015-12-02", "signal_date": "2015-12-01", "symbol": "GLD", "requested": -5156.3313658392835, "filled": -5156.3313658392835, "fee": 2.5939865475854487, "unfilled": 0.0, "adv_dollars": 547724321.4637375, "status": "simulated fill" }, { "fill_date": "2015-12-02", "signal_date": "2015-12-01", "symbol": "EFA", "requested": 3307.8612436022045, "filled": 3307.8612436021103, "fee": 1.659409978726015, "unfilled": 9.413270163349807e-11, "adv_dollars": 1205542897.1035194, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "SPY", "requested": -5763.858321281179, "filled": -5763.858321281179, "fee": 2.8845266631280686, "unfilled": 0.0, "adv_dollars": 28381016553.307575, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "EFA", "requested": -3176.7814403964976, "filled": -3176.7814403964976, "fee": 1.5926538891670177, "unfilled": 0.0, "adv_dollars": 1763993247.3186493, "status": "simulated fill" }, { "fill_date": "2016-01-05", "signal_date": "2016-01-04", "symbol": "BIL", "requested": 11906.41072972964, "filled": 11360.632341390157, "fee": 5.813746969744783, "unfilled": 545.7783883394823, "adv_dollars": 82356018.40890884, "status": "partial/canceled" }, { "fill_date": "2016-02-02", "signal_date": "2016-02-01", "symbol": "GLD", "requested": 3965.4779865844744, "filled": 1.1270566308736745e-10, "fee": 5.635283158620612e-14, "unfilled": 3965.4779865843616, "adv_dollars": 791774671.7174147, "status": "partial/canceled" }, { "fill_date": "2016-03-02", "signal_date": "2016-03-01", "symbol": "GLD", "requested": 10640.952584181243, "filled": 8072.184251980165, "fee": 4.0529765436703205, "unfilled": 2568.768332201078, "adv_dollars": 1845019773.6805725, "status": "partial/canceled" }, { "fill_date": "2016-03-02", "signal_date": "2016-03-01", "symbol": "BIL", "requested": -8080.359487481419, "filled": -8080.359487481419, "fee": 4.122258957515454, "unfilled": 0.0, "adv_dollars": 78311523.35624695, "status": "simulated fill" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "SPY", "requested": 5316.403275459372, "filled": 5316.403275459221, "fee": 2.6608586256160334, "unfilled": 1.509761204943061e-10, "adv_dollars": 21285046431.799316, "status": "simulated fill" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "EEM", "requested": 4775.8368745276575, "filled": 4775.836874527522, "fee": 2.3946722945962535, "unfilled": 1.355147105641663e-10, "adv_dollars": 2388056998.849125, "status": "simulated fill" }, { "fill_date": "2016-04-04", "signal_date": "2016-04-01", "symbol": "BIL", "requested": -10452.626259953504, "filled": -10452.626259953504, "fee": 5.348010625156036, "unfilled": 0.0, "adv_dollars": 77110405.61241148, "status": "simulated fill" }, { "fill_date": "2016-08-02", "signal_date": "2016-08-01", "symbol": "BIL", "requested": -4537.2300015743385, "filled": -4537.2300015743385, "fee": 2.3162275173526417, "unfilled": 0.0, "adv_dollars": 41203120.82363129, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "SPY", "requested": 3437.3558447933683, "filled": 3437.3558447932705, "fee": 1.7203380699248647, "unfilled": 9.777068044058979e-11, "adv_dollars": 14736017048.870163, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "EFA", "requested": 8585.661326920394, "filled": 8585.66132692015, "fee": 4.320041221590304, "unfilled": 2.4374458007514477e-10, "adv_dollars": 854764269.3598557, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "EEM", "requested": 3308.430424709558, "filled": 3308.4304247094638, "fee": 1.6579182976732711, "unfilled": 9.413270163349807e-11, "adv_dollars": 2640818668.741436, "status": "simulated fill" }, { "fill_date": "2016-09-02", "signal_date": "2016-09-01", "symbol": "BIL", "requested": -11845.609192511609, "filled": -11845.609192511609, "fee": 6.173651880995967, "unfilled": 0.0, "adv_dollars": 26415168.924865726, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "SPY", "requested": 3766.4343399430145, "filled": 3766.4343399429076, "fee": 1.8847202800715128, "unfilled": 1.0686562745831907e-10, "adv_dollars": 23648827657.92404, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "IEF", "requested": -3849.4051688852924, "filled": -3849.4051688852924, "fee": 1.944883172812523, "unfilled": 0.0, "adv_dollars": 140059711.46274567, "status": "simulated fill" }, { "fill_date": "2016-10-04", "signal_date": "2016-10-03", "symbol": "BIL", "requested": -4849.972274713607, "filled": -4849.972274713607, "fee": 2.47418382839568, "unfilled": 0.0, "adv_dollars": 47133351.93872451, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "SPY", "requested": -4411.327641394302, "filled": -4411.327641394302, "fee": 2.2078742037357437, "unfilled": 0.0, "adv_dollars": 17570044722.4514, "status": "simulated fill" }, { "fill_date": "2016-11-02", "signal_date": "2016-11-01", "symbol": "EEM", "requested": 3372.9517881699994, "filled": 3372.9517881699035, "fee": 1.6908079731059782, "unfilled": 9.595169103704393e-11, "adv_dollars": 2044737965.690899, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "SPY", "requested": 14204.015454329921, "filled": 14198.633181293853, "fee": 7.111021419626241, "unfilled": 5.382273036068, "adv_dollars": 20893417047.51419, "status": "partial/canceled" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "IEF", "requested": -26264.78935156659, "filled": -26264.78935156659, "fee": 13.381489598897701, "unfilled": 0.0, "adv_dollars": 292006160.4426193, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "EFA", "requested": -8192.71080627066, "filled": -8192.71080627066, "fee": 4.118941388060026, "unfilled": 0.0, "adv_dollars": 1077965364.9176025, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "BIL", "requested": 27576.65383561146, "filled": 27566.204320061326, "fee": 14.35368059472857, "unfilled": 10.449515550135402, "adv_dollars": 64342837.00809479, "status": "partial/canceled" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "SPY", "requested": -4092.475332307993, "filled": -4092.475332307993, "fee": 2.0480972802483897, "unfilled": 0.0, "adv_dollars": 19820406296.167526, "status": "simulated fill" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "IEF", "requested": 18321.603057255048, "filled": 16875.739960434366, "fee": 8.595286316955024, "unfilled": 1445.8630968206817, "adv_dollars": 193949592.19673157, "status": "partial/canceled" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "EFA", "requested": 16026.521937712676, "filled": 14761.776895059322, "fee": 7.432830855585146, "unfilled": 1264.7450426533542, "adv_dollars": 1192262137.5095558, "status": "partial/canceled" }, { "fill_date": "2017-01-04", "signal_date": "2017-01-03", "symbol": "BIL", "requested": -27577.67755386166, "filled": -27577.67755386166, "fee": 14.5598162231417, "unfilled": 0.0, "adv_dollars": 35284967.43721008, "status": "simulated fill" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "IEF", "requested": -15904.27788572654, "filled": -15904.27788572654, "fee": 8.09499873823586, "unfilled": 0.0, "adv_dollars": 197115973.13159943, "status": "simulated fill" }, { "fill_date": "2017-02-02", "signal_date": "2017-02-01", "symbol": "EFA", "requested": 11418.905667999883, "filled": 11418.90566799956, "fee": 5.742613594616308, "unfilled": 3.2378011383116245e-10, "adv_dollars": 1354018158.7615967, "status": "simulated fill" }, { "fill_date": "2017-03-02", "signal_date": "2017-03-01", "symbol": "GLD", "requested": 6016.314413709038, "filled": 4469.290193706865, "fee": 2.2444116872822555, "unfilled": 1547.024220002173, "adv_dollars": 935900571.8370056, "status": "partial/canceled" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "SPY", "requested": -4935.553035644305, "filled": -4935.553035644305, "fee": 2.4702618490138857, "unfilled": 0.0, "adv_dollars": 19464306213.58078, "status": "simulated fill" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "IEF", "requested": 12611.328306757354, "filled": 9615.884174131384, "fee": 4.872361253449344, "unfilled": 2995.4441326259694, "adv_dollars": 214258208.5754776, "status": "partial/canceled" }, { "fill_date": "2017-04-04", "signal_date": "2017-04-03", "symbol": "EFA", "requested": -4690.027706188739, "filled": -4690.027706188739, "fee": 2.3539445991589063, "unfilled": 0.0, "adv_dollars": 1293453270.1405334, "status": "simulated fill" }, { "fill_date": "2017-05-02", "signal_date": "2017-05-01", "symbol": "IEF", "requested": 3999.932677557823, "filled": 3999.932677557709, "fee": 2.0164515116173303, "unfilled": 1.1368683772161603e-10, "adv_dollars": 235489222.47375488, "status": "simulated fill" }, { "fill_date": "2017-05-02", "signal_date": "2017-05-01", "symbol": "GLD", "requested": -6553.557870394738, "filled": -6553.557870394738, "fee": 3.292612510481014, "unfilled": 0.0, "adv_dollars": 1122725104.240303, "status": "simulated fill" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "SPY", "requested": -4804.15738128747, "filled": -4804.15738128747, "fee": 2.4046847589535787, "unfilled": 0.0, "adv_dollars": 16326011128.566818, "status": "simulated fill" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "IEF", "requested": 7983.537056841429, "filled": 6984.0253336267715, "fee": 3.5320229096122375, "unfilled": 999.5117232146576, "adv_dollars": 212801676.1553955, "status": "partial/canceled" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "GLD", "requested": 8296.632280908208, "filled": 7257.922099076879, "fee": 3.6501414442903886, "unfilled": 1038.7101818313295, "adv_dollars": 852253527.3971939, "status": "partial/canceled" }, { "fill_date": "2017-06-02", "signal_date": "2017-06-01", "symbol": "EFA", "requested": -6902.527345903858, "filled": -6902.527345903858, "fee": 3.4665741896494175, "unfilled": 0.0, "adv_dollars": 1402958138.3323288, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "IEF", "requested": 4174.67350867315, "filled": 4174.673508673031, "fee": 2.1062392812067925, "unfilled": 1.1823431123048067e-10, "adv_dollars": 203623463.31111908, "status": "simulated fill" }, { "fill_date": "2017-07-05", "signal_date": "2017-07-03", "symbol": "GLD", "requested": -7561.67801717246, "filled": -7561.67801717246, "fee": 3.802581382043172, "unfilled": 0.0, "adv_dollars": 914619886.8230057, "status": "simulated fill" }, { "fill_date": "2017-08-02", "signal_date": "2017-08-01", "symbol": "GLD", "requested": 5060.7179821526315, "filled": 3379.3987171787066, "fee": 1.6969706576277712, "unfilled": 1681.3192649739249, "adv_dollars": 729951983.731842, "status": "partial/canceled" }, { "fill_date": "2017-09-05", "signal_date": "2017-09-01", "symbol": "GLD", "requested": 5509.580299382322, "filled": 0.0, "fee": 0.0, "unfilled": 5509.580299382322, "adv_dollars": 1013997733.0741882, "status": "partial/canceled" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "IEF", "requested": -7131.069844301688, "filled": -7131.069844301688, "fee": 3.6118197013925717, "unfilled": 0.0, "adv_dollars": 169272994.4514084, "status": "simulated fill" }, { "fill_date": "2017-11-02", "signal_date": "2017-11-01", "symbol": "EFA", "requested": 4531.96483260165, "filled": 4531.964832601521, "fee": 2.2760167146562886, "unfilled": 1.291482476517558e-10, "adv_dollars": 924454569.3563461, "status": "simulated fill" }, { "fill_date": "2018-01-03", "signal_date": "2018-01-02", "symbol": "GLD", "requested": 7295.770650042901, "filled": 2591.916746092324, "fee": 1.3004291917283382, "unfilled": 4703.853903950578, "adv_dollars": 871142152.6163483, "status": "partial/canceled" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "IEF", "requested": -11978.03658084992, "filled": -11978.03658084992, "fee": 6.058867535950556, "unfilled": 0.0, "adv_dollars": 352235777.5379944, "status": "simulated fill" }, { "fill_date": "2018-02-02", "signal_date": "2018-02-01", "symbol": "GLD", "requested": 8552.166334559874, "filled": 8552.16633455963, "fee": 4.299758503818897, "unfilled": 2.4374458007514477e-10, "adv_dollars": 1115927795.0624466, "status": "simulated fill" }, { "fill_date": "2018-03-02", "signal_date": "2018-03-01", "symbol": "EFA", "requested": -3760.5702719792025, "filled": -3760.5702719792025, "fee": 1.884690855207829, "unfilled": 0.0, "adv_dollars": 2739854463.616562, "status": "simulated fill" }, { "fill_date": "2018-03-02", "signal_date": "2018-03-01", "symbol": "EEM", "requested": 3790.9722485218626, "filled": 3790.972248521755, "fee": 1.8988237537019554, "unfilled": 1.07775122160092e-10, "adv_dollars": 4890751314.888744, "status": "simulated fill" }, { "fill_date": "2018-04-03", "signal_date": "2018-04-02", "symbol": "SPY", "requested": -9365.112920630068, "filled": -9365.112920630068, "fee": 4.687844520986821, "unfilled": 0.0, "adv_dollars": 29372857355.660553, "status": "simulated fill" }, { "fill_date": "2018-04-03", "signal_date": "2018-04-02", "symbol": "GLD", "requested": 15441.511391114847, "filled": 12735.333707757105, "fee": 6.417497450968071, "unfilled": 2706.1776833577424, "adv_dollars": 831838095.972786, "status": "partial/canceled" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "EFA", "requested": 3935.4706841637744, "filled": 3630.4130585685493, "fee": 1.8210345286313863, "unfilled": 305.0576255952251, "adv_dollars": 1408734443.4594727, "status": "partial/canceled" }, { "fill_date": "2018-05-02", "signal_date": "2018-05-01", "symbol": "EEM", "requested": -3634.055152747742, "filled": -3634.055152747742, "fee": 1.8210596507341927, "unfilled": 0.0, "adv_dollars": 2952007637.340946, "status": "simulated fill" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "IEF", "requested": 24400.05685704441, "filled": 24400.056857043714, "fee": 12.387724373159667, "unfilled": 6.948539521545172e-10, "adv_dollars": 412346902.27306366, "status": "simulated fill" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "GLD", "requested": -21135.12196848842, "filled": -21135.12196848842, "fee": 10.678263917486492, "unfilled": 0.0, "adv_dollars": 770364069.466896, "status": "simulated fill" }, { "fill_date": "2018-06-04", "signal_date": "2018-06-01", "symbol": "EEM", "requested": -4920.441786022126, "filled": -4920.441786022126, "fee": 2.4664124494924553, "unfilled": 0.0, "adv_dollars": 3107510579.9902153, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "SPY", "requested": 17066.939357037452, "filled": 16895.915089765695, "fee": 8.46302657080016, "unfilled": 171.0242672717577, "adv_dollars": 21240991996.606293, "status": "partial/canceled" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "IEF", "requested": -26141.804343124822, "filled": -26141.804343124822, "fee": 13.282247247724833, "unfilled": 0.0, "adv_dollars": 399965388.8536072, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "GLD", "requested": -10756.523249101978, "filled": -10756.523249101978, "fee": 5.417621798586136, "unfilled": 0.0, "adv_dollars": 803344344.5278931, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "EFA", "requested": -8471.262031856546, "filled": -8471.262031856546, "fee": 4.253587163009907, "unfilled": 0.0, "adv_dollars": 1885463103.7898636, "status": "simulated fill" }, { "fill_date": "2018-07-03", "signal_date": "2018-07-02", "symbol": "BIL", "requested": 30360.814722315397, "filled": 30056.575281192843, "fee": 15.657267070269675, "unfilled": 304.2394411225541, "adv_dollars": 68634993.7947464, "status": "partial/canceled" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "SPY", "requested": -19001.467819013036, "filled": -19001.467819013036, "fee": 9.520824967068865, "unfilled": 0.0, "adv_dollars": 16996357427.009125, "status": "simulated fill" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "IEF", "requested": 37931.83963932505, "filled": 32264.781894904998, "fee": 16.471938481796716, "unfilled": 5667.0577444200535, "adv_dollars": 291329885.9155655, "status": "partial/canceled" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "BIL", "requested": -13296.152918310469, "filled": -13296.152918310469, "fee": 6.8460789704841005, "unfilled": 0.0, "adv_dollars": 59956546.09954834, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "IEF", "requested": 5639.620073943952, "filled": 4673.113346942449, "fee": 2.3562506601912663, "unfilled": 966.5067270015024, "adv_dollars": 263118669.00794983, "status": "partial/canceled" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "EFA", "requested": -7617.4226639062945, "filled": -7617.4226639062945, "fee": 3.826043300391295, "unfilled": 0.0, "adv_dollars": 1471391972.0184708, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "EEM", "requested": -9622.082962532522, "filled": -9622.082962532522, "fee": 4.8281967035757, "unfilled": 0.0, "adv_dollars": 3027015122.9268074, "status": "simulated fill" }, { "fill_date": "2018-09-05", "signal_date": "2018-09-04", "symbol": "BIL", "requested": 15144.318423148394, "filled": 12548.915640707135, "fee": 6.466148125325156, "unfilled": 2595.4027824412588, "adv_dollars": 53779691.01654053, "status": "partial/canceled" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "SPY", "requested": 15583.35294903336, "filled": 15567.577018220862, "fee": 7.79798139681126, "unfilled": 15.7759308124987, "adv_dollars": 18729299566.01242, "status": "partial/canceled" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "IEF", "requested": -35340.42122849232, "filled": -35340.42122849232, "fee": 18.03225580757645, "unfilled": 0.0, "adv_dollars": 336736034.29561615, "status": "simulated fill" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "EFA", "requested": 15790.271699163215, "filled": 15774.28629251477, "fee": 7.938194880579486, "unfilled": 15.98540664844586, "adv_dollars": 1506011038.8825607, "status": "partial/canceled" }, { "fill_date": "2018-10-02", "signal_date": "2018-10-01", "symbol": "BIL", "requested": 3966.7965802958315, "filled": 3962.780762351986, "fee": 2.008723319034523, "unfilled": 4.015817943845377, "adv_dollars": 83296645.13038635, "status": "partial/canceled" }, { "fill_date": "2018-11-02", "signal_date": "2018-11-01", "symbol": "GLD", "requested": 22272.63267567247, "filled": 20942.76757540028, "fee": 10.557575316428093, "unfilled": 1329.865100272189, "adv_dollars": 1236440014.4830704, "status": "partial/canceled" }, { "fill_date": "2018-11-02", "signal_date": "2018-11-01", "symbol": "EFA", "requested": -20963.86187859397, "filled": -20963.86187859397, "fee": 10.536727877514842, "unfilled": 0.0, "adv_dollars": 3068324466.820736, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "SPY", "requested": -14221.288193292712, "filled": -14221.288193292712, "fee": 7.121176025707158, "unfilled": 0.0, "adv_dollars": 25929907169.543457, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "IEF", "requested": 33589.691271855016, "filled": 33555.66334310849, "fee": 17.115117296889103, "unfilled": 34.027928746523685, "adv_dollars": 332125193.63853455, "status": "partial/canceled" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "GLD", "requested": -7939.879486129184, "filled": -7939.879486129184, "fee": 3.9923601438424723, "unfilled": 0.0, "adv_dollars": 995760715.6791687, "status": "simulated fill" }, { "fill_date": "2018-12-04", "signal_date": "2018-12-03", "symbol": "BIL", "requested": -11428.523592432586, "filled": -11428.523592432586, "fee": 5.799275280040259, "unfilled": 0.0, "adv_dollars": 206535523.565979, "status": "simulated fill" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "SPY", "requested": -12972.866091495838, "filled": -12972.866091495838, "fee": 6.493715784198476, "unfilled": 0.0, "adv_dollars": 41164076763.4729, "status": "simulated fill" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "IEF", "requested": -3691.7893770259834, "filled": -3691.7893770259834, "fee": 1.8543321669928279, "unfilled": 0.0, "adv_dollars": 706781854.4385147, "status": "simulated fill" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "BIL", "requested": 17111.448441443317, "filled": 16647.854880809733, "fee": 8.452539760598485, "unfilled": 463.5935606335843, "adv_dollars": 278939294.6067047, "status": "partial/canceled" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "GLD", "requested": -3644.2401033193382, "filled": -3644.2401033193382, "fee": 1.8287542411225375, "unfilled": 0.0, "adv_dollars": 1099626528.749466, "status": "simulated fill" }, { "fill_date": "2019-03-04", "signal_date": "2019-03-01", "symbol": "BIL", "requested": -6517.919204752594, "filled": -6517.919204752594, "fee": 3.2994993621375084, "unfilled": 0.0, "adv_dollars": 168486293.5874176, "status": "simulated fill" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "GLD", "requested": -4386.899462709836, "filled": -4386.899462709836, "fee": 2.2028422238376724, "unfilled": 0.0, "adv_dollars": 956998665.7250214, "status": "simulated fill" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "EFA", "requested": 3707.092362313116, "filled": 3707.0923623130107, "fee": 1.8589427737263458, "unfilled": 1.0550138540565968e-10, "adv_dollars": 1749286553.138237, "status": "simulated fill" }, { "fill_date": "2019-04-02", "signal_date": "2019-04-01", "symbol": "EEM", "requested": 5188.942404414032, "filled": 5188.942404413885, "fee": 2.6012932493639265, "unfilled": 1.4733814168721437e-10, "adv_dollars": 3001975312.194042, "status": "simulated fill" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "IEF", "requested": 3849.26318376133, "filled": 3849.2631837612203, "fee": 1.937378754027886, "unfilled": 1.0959411156363785e-10, "adv_dollars": 350998933.89247894, "status": "simulated fill" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "EFA", "requested": 4390.83841274022, "filled": 4390.838412740095, "fee": 2.202996541500351, "unfilled": 1.2460077414289117e-10, "adv_dollars": 1474379804.6197891, "status": "simulated fill" }, { "fill_date": "2019-05-02", "signal_date": "2019-05-01", "symbol": "BIL", "requested": -5857.8051143831835, "filled": -5857.8051143831835, "fee": 2.97003186803228, "unfilled": 0.0, "adv_dollars": 118823377.12894437, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "GLD", "requested": 6348.789767758313, "filled": 3316.5686466502566, "fee": 1.6651377331526793, "unfilled": 3032.2211211080566, "adv_dollars": 776700467.1881104, "status": "partial/canceled" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "EEM", "requested": -4912.134792998514, "filled": -4912.134792998514, "fee": 2.461967995965162, "unfilled": 0.0, "adv_dollars": 3404227344.160576, "status": "simulated fill" }, { "fill_date": "2019-06-04", "signal_date": "2019-06-03", "symbol": "BIL", "requested": 9266.601676442333, "filled": 4840.815605071916, "fee": 2.4492184702363553, "unfilled": 4425.786071370417, "adv_dollars": 136662377.89295197, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "SPY", "requested": 7360.721024546168, "filled": 7026.966999391718, "fee": 3.517734943019419, "unfilled": 333.7540251544506, "adv_dollars": 19196893444.320526, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "GLD", "requested": 7455.427162619102, "filled": 7117.37891755287, "fee": 3.5751486397076997, "unfilled": 338.0482450662321, "adv_dollars": 1330895093.5986328, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "EFA", "requested": 6897.59968957839, "filled": 6584.844777033282, "fee": 3.3056133053038836, "unfilled": 312.7549125451078, "adv_dollars": 1640917188.9142609, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "EEM", "requested": 7173.298650659459, "filled": 6848.042838041538, "fee": 3.4349084875556737, "unfilled": 325.25581261792104, "adv_dollars": 2709427232.2464943, "status": "partial/canceled" }, { "fill_date": "2019-07-02", "signal_date": "2019-07-01", "symbol": "BIL", "requested": -27605.166691603114, "filled": -27605.166691603114, "fee": 14.099754207701388, "unfilled": 0.0, "adv_dollars": 238209278.69724274, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "EFA", "requested": -8654.907818422085, "filled": -8654.907818422085, "fee": 4.350455470846352, "unfilled": 0.0, "adv_dollars": 1225385381.9984818, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "EEM", "requested": -6411.6405569314775, "filled": -6411.6405569314775, "fee": 3.216895016694811, "unfilled": 0.0, "adv_dollars": 2149020521.658249, "status": "simulated fill" }, { "fill_date": "2019-08-02", "signal_date": "2019-08-01", "symbol": "BIL", "requested": 16396.695611585266, "filled": 15051.302914409578, "fee": 7.678110456754314, "unfilled": 1345.3926971756882, "adv_dollars": 146695285.7775879, "status": "partial/canceled" }, { "fill_date": "2019-09-04", "signal_date": "2019-09-03", "symbol": "EFA", "requested": -5685.454855345404, "filled": -5685.454855345404, "fee": 2.8528495500523134, "unfilled": 0.0, "adv_dollars": 1793711030.0085068, "status": "simulated fill" }, { "fill_date": "2019-09-04", "signal_date": "2019-09-03", "symbol": "BIL", "requested": 14749.236036965107, "filled": 5679.736374902224, "fee": 2.8656308933592056, "unfilled": 9069.499662062883, "adv_dollars": 276058792.0953369, "status": "partial/canceled" }, { "fill_date": "2019-10-02", "signal_date": "2019-10-01", "symbol": "BIL", "requested": 7310.3249494629345, "filled": 0.0, "fee": 0.0, "unfilled": 7310.3249494629345, "adv_dollars": 170975723.5979843, "status": "partial/canceled" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "EFA", "requested": 18120.904765470757, "filled": 16323.367651469847, "fee": 8.215080174092309, "unfilled": 1797.5371140009102, "adv_dollars": 1525478782.7842522, "status": "partial/canceled" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "EEM", "requested": 9425.704824990631, "filled": 8490.704367352171, "fee": 4.261751788888044, "unfilled": 935.0004576384599, "adv_dollars": 2275958675.592041, "status": "partial/canceled" }, { "fill_date": "2019-11-04", "signal_date": "2019-11-01", "symbol": "BIL", "requested": -24839.29121726572, "filled": -24839.29121726572, "fee": 12.742366480204117, "unfilled": 0.0, "adv_dollars": 147151092.25212097, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "IEF", "requested": -12486.745109110081, "filled": -12486.745109110081, "fee": 6.311246414042437, "unfilled": 0.0, "adv_dollars": 422612802.9084015, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "GLD", "requested": -5793.796804829717, "filled": -5793.796804829717, "fee": 2.911099949729516, "unfilled": 0.0, "adv_dollars": 964313950.5237579, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "EFA", "requested": 6131.242136786574, "filled": 6131.242136786399, "fee": 3.0790636049688858, "unfilled": 1.7462298274040222e-10, "adv_dollars": 1275507303.2203674, "status": "simulated fill" }, { "fill_date": "2019-12-03", "signal_date": "2019-12-02", "symbol": "EEM", "requested": 8703.769661703474, "filled": 8703.769661703227, "fee": 4.368671790862434, "unfilled": 2.473825588822365e-10, "adv_dollars": 2339796333.0443, "status": "simulated fill" }, { "fill_date": "2020-01-03", "signal_date": "2020-01-02", "symbol": "GLD", "requested": 6227.95233816078, "filled": 3427.1393103072674, "fee": 1.7207233838853382, "unfilled": 2800.8130278535123, "adv_dollars": 786557252.738266, "status": "partial/canceled" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "IEF", "requested": 8105.250169168881, "filled": 8105.250169168651, "fee": 4.089221650190477, "unfilled": 2.3010215954855084e-10, "adv_dollars": 397574580.7368851, "status": "simulated fill" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "EFA", "requested": -4308.527453053961, "filled": -4308.527453053961, "fee": 2.1615789774795418, "unfilled": 0.0, "adv_dollars": 1494610864.4622421, "status": "simulated fill" }, { "fill_date": "2020-02-04", "signal_date": "2020-02-03", "symbol": "EEM", "requested": -4517.598047979356, "filled": -4517.598047979356, "fee": 2.2639943395151865, "unfilled": 0.0, "adv_dollars": 3415850887.1562195, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "EFA", "requested": -10604.446888622866, "filled": -10604.446888622866, "fee": 5.323974808740415, "unfilled": 0.0, "adv_dollars": 2520525261.6114044, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "EEM", "requested": -7666.805547977157, "filled": -7666.805547977157, "fee": 3.8445866762870398, "unfilled": 0.0, "adv_dollars": 3602936570.254822, "status": "simulated fill" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "BIL", "requested": 18559.904758059176, "filled": 18559.90475805865, "fee": 9.440663531095048, "unfilled": 5.275069270282984e-10, "adv_dollars": 247534194.49359894, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "SPY", "requested": -4860.285130007309, "filled": -4860.285130007309, "fee": 2.4314325036382534, "unfilled": 0.0, "adv_dollars": 68999690592.7459, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "IEF", "requested": -7105.654118829276, "filled": -7105.654118829276, "fee": 3.570914272022051, "unfilled": 0.0, "adv_dollars": 1096652173.1394958, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "EFA", "requested": -5258.316189273824, "filled": -5258.316189273824, "fee": 2.6357104971957748, "unfilled": 0.0, "adv_dollars": 3386405409.4890594, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "EEM", "requested": -4015.487017710761, "filled": -4015.487017710761, "fee": 2.012046056766003, "unfilled": 0.0, "adv_dollars": 3497544495.7858276, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "BIL", "requested": 18288.42607082821, "filled": 18288.42607082769, "fee": 9.227990793930758, "unfilled": 5.20230969414115e-10, "adv_dollars": 871508284.8136139, "status": "simulated fill" }, { "fill_date": "2020-05-04", "signal_date": "2020-05-01", "symbol": "SPY", "requested": -4733.198636709247, "filled": -4733.198636709247, "fee": 2.368322131122562, "unfilled": 0.0, "adv_dollars": 35726299021.59042, "status": "simulated fill" }, { "fill_date": "2020-06-02", "signal_date": "2020-06-01", "symbol": "IEF", "requested": 5358.532674483329, "filled": 5358.532674483177, "fee": 2.699015485659431, "unfilled": 1.5188561519607902e-10, "adv_dollars": 394494454.3798065, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "BIL", "requested": -5909.1493217383795, "filled": -5909.1493217383795, "fee": 2.9782589461092277, "unfilled": 0.0, "adv_dollars": 367836081.9435501, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "EFA", "requested": 6306.917072498144, "filled": 6306.917072497965, "fee": 3.166871575429494, "unfilled": 1.7917045624926686e-10, "adv_dollars": 1394430827.8782082, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "EEM", "requested": 8737.373341763243, "filled": 8737.373341762994, "fee": 4.387915412540801, "unfilled": 2.4920154828578234e-10, "adv_dollars": 1804018347.9738998, "status": "simulated fill" }, { "fill_date": "2020-08-04", "signal_date": "2020-08-03", "symbol": "BIL", "requested": -10024.546513276116, "filled": -10024.546513276116, "fee": 5.08929985655839, "unfilled": 0.0, "adv_dollars": 169790250.9487915, "status": "simulated fill" }, { "fill_date": "2020-10-02", "signal_date": "2020-10-01", "symbol": "GLD", "requested": -10041.799758976624, "filled": -10041.799758976624, "fee": 5.044149974644132, "unfilled": 0.0, "adv_dollars": 1873204539.4405365, "status": "simulated fill" }, { "fill_date": "2020-10-02", "signal_date": "2020-10-01", "symbol": "BIL", "requested": 11746.174144215034, "filled": 11746.1741442147, "fee": 5.96670908087204, "unfilled": 3.346940502524376e-10, "adv_dollars": 184898503.169899, "status": "simulated fill" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "SPY", "requested": 13731.332591684215, "filled": 13731.332591683824, "fee": 6.875779237310677, "unfilled": 3.9108272176235914e-10, "adv_dollars": 25315299635.78232, "status": "simulated fill" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "GLD", "requested": 7807.779677971104, "filled": 7807.779677970882, "fee": 3.922512303249469, "unfilled": 2.219167072325945e-10, "adv_dollars": 1372487349.8899841, "status": "simulated fill" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "EEM", "requested": 11508.357331049334, "filled": 11508.357331049006, "fee": 5.781923719403839, "unfilled": 3.2741809263825417e-10, "adv_dollars": 1980016773.5660744, "status": "simulated fill" }, { "fill_date": "2020-11-03", "signal_date": "2020-11-02", "symbol": "BIL", "requested": -32678.14742680975, "filled": -32678.14742680975, "fee": 16.832293235591198, "unfilled": 0.0, "adv_dollars": 143447098.09940338, "status": "simulated fill" }, { "fill_date": "2020-12-02", "signal_date": "2020-12-01", "symbol": "SPY", "requested": -6156.051124010672, "filled": -6156.051124010672, "fee": 3.080963050333859, "unfilled": 0.0, "adv_dollars": 27036741835.734406, "status": "simulated fill" }, { "fill_date": "2020-12-02", "signal_date": "2020-12-01", "symbol": "EFA", "requested": 13536.528465358566, "filled": 7610.947541745564, "fee": 3.821673396367295, "unfilled": 5925.580923613002, "adv_dollars": 1679988220.5438995, "status": "partial/canceled" }, { "fill_date": "2021-01-05", "signal_date": "2021-01-04", "symbol": "EFA", "requested": 5369.687207957017, "filled": 1.526156895567117e-10, "fee": 7.630784482780087e-14, "unfilled": 5369.687207956864, "adv_dollars": 1453959859.755478, "status": "partial/canceled" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "GLD", "requested": -9275.007075075562, "filled": -9275.007075075562, "fee": 4.657848872938236, "unfilled": 0.0, "adv_dollars": 1927582794.7115326, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "EFA", "requested": 9136.24512429589, "filled": 9136.24512429563, "fee": 4.589255978985696, "unfilled": 2.601154847070575e-10, "adv_dollars": 1707512104.1749954, "status": "simulated fill" }, { "fill_date": "2021-03-02", "signal_date": "2021-03-01", "symbol": "IEF", "requested": -32490.731226057047, "filled": -32490.731226057047, "fee": 16.435234272839672, "unfilled": 0.0, "adv_dollars": 951419146.0531998, "status": "simulated fill" }, { "fill_date": "2021-03-02", "signal_date": "2021-03-01", "symbol": "BIL", "requested": 31318.543723348128, "filled": 31318.543723347237, "fee": 16.19602603888373, "unfilled": 8.913048077374697e-10, "adv_dollars": 106623715.70014955, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "SPY", "requested": 7137.413762743279, "filled": 7137.413762743076, "fee": 3.5723277986495385, "unfilled": 2.02817318495363e-10, "adv_dollars": 27732269720.243073, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "EFA", "requested": 8091.514114494312, "filled": 8091.514114494082, "fee": 4.065338062620766, "unfilled": 2.3010215954855084e-10, "adv_dollars": 1381717998.7046432, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "EEM", "requested": -7689.335788801673, "filled": -7689.335788801673, "fee": 3.8603132900402577, "unfilled": 0.0, "adv_dollars": 1857348417.3542595, "status": "simulated fill" }, { "fill_date": "2021-05-04", "signal_date": "2021-05-03", "symbol": "BIL", "requested": -11422.349544613458, "filled": -11422.349544613458, "fee": 5.828795510259755, "unfilled": 0.0, "adv_dollars": 107720544.25678253, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "SPY", "requested": -5751.634992940526, "filled": -5751.634992940526, "fee": 2.878262630952479, "unfilled": 0.0, "adv_dollars": 31825002857.61505, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "GLD", "requested": 19758.939216113704, "filled": 19758.939216113144, "fee": 9.94623766066555, "unfilled": 5.602487362921238e-10, "adv_dollars": 1730427692.1974945, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "EFA", "requested": -6394.681708114833, "filled": -6394.681708114833, "fee": 3.209472800553758, "unfilled": 0.0, "adv_dollars": 1776625229.087944, "status": "simulated fill" }, { "fill_date": "2021-06-02", "signal_date": "2021-06-01", "symbol": "BIL", "requested": -7429.037278211714, "filled": -7429.037278211714, "fee": 3.772465663245126, "unfilled": 0.0, "adv_dollars": 122105531.20910642, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "IEF", "requested": 29938.037523456966, "filled": 29938.037523456114, "fee": 15.159396671752162, "unfilled": 8.512870408594608e-10, "adv_dollars": 740349650.2065277, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "GLD", "requested": -16396.005695664884, "filled": -16396.005695664884, "fee": 8.250409090043458, "unfilled": 0.0, "adv_dollars": 1604900609.753418, "status": "simulated fill" }, { "fill_date": "2021-07-02", "signal_date": "2021-07-01", "symbol": "BIL", "requested": -12460.198090214602, "filled": -12460.198090214602, "fee": 6.389954198385508, "unfilled": 0.0, "adv_dollars": 75704475.9791565, "status": "simulated fill" }, { "fill_date": "2021-08-03", "signal_date": "2021-08-02", "symbol": "EFA", "requested": 6655.164964251049, "filled": 6655.16496425086, "fee": 3.3405045972517473, "unfilled": 1.8917489796876907e-10, "adv_dollars": 1765262368.1079483, "status": "simulated fill" }, { "fill_date": "2021-08-03", "signal_date": "2021-08-02", "symbol": "EEM", "requested": -8122.052873432458, "filled": -8122.052873432458, "fee": 4.077668314498128, "unfilled": 0.0, "adv_dollars": 1934607114.8512459, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "SPY", "requested": -6069.6753968657285, "filled": -6069.6753968657285, "fee": 3.0378067383400364, "unfilled": 0.0, "adv_dollars": 25366720720.278168, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "IEF", "requested": 18043.606195304703, "filled": 18043.60619530419, "fee": 9.106705046248496, "unfilled": 5.129550117999315e-10, "adv_dollars": 814957018.1623077, "status": "simulated fill" }, { "fill_date": "2021-09-02", "signal_date": "2021-09-01", "symbol": "EFA", "requested": -9746.494762574504, "filled": -9746.494762574504, "fee": 4.899389045745923, "unfilled": 0.0, "adv_dollars": 1354811546.5546417, "status": "simulated fill" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "EFA", "requested": -7135.801919864269, "filled": -7135.801919864269, "fee": 3.5805066677250026, "unfilled": 0.0, "adv_dollars": 2286619416.324768, "status": "simulated fill" }, { "fill_date": "2021-10-04", "signal_date": "2021-10-01", "symbol": "BIL", "requested": 6256.85674855098, "filled": 6256.856748550802, "fee": 3.1700180832707083, "unfilled": 1.7826096154749393e-10, "adv_dollars": 141610961.7834473, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "SPY", "requested": 5795.092629458406, "filled": 5795.092629458241, "fee": 2.9001404252862595, "unfilled": 1.646185410209e-10, "adv_dollars": 28920392597.30088, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "IEF", "requested": -14351.096297860917, "filled": -14351.096297860917, "fee": 7.230013625775161, "unfilled": 0.0, "adv_dollars": 996351583.6309814, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "EFA", "requested": 16221.981484565156, "filled": 16221.981484564696, "fee": 8.162729696218063, "unfilled": 4.602043190971017e-10, "adv_dollars": 1594690534.4443893, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "BIL", "requested": -6256.172170194148, "filled": -6256.172170194148, "fee": 3.1843931069568376, "unfilled": 0.0, "adv_dollars": 77232654.30892944, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "SPY", "requested": 10748.10036513106, "filled": 10748.100365130755, "fee": 5.380302483826122, "unfilled": 3.055902197957039e-10, "adv_dollars": 31762548983.301697, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "GLD", "requested": -8939.375041993411, "filled": -8939.375041993411, "fee": 4.492527223073742, "unfilled": 0.0, "adv_dollars": 1369432418.8591766, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "EFA", "requested": -18293.7888033922, "filled": -18293.7888033922, "fee": 9.20775694855994, "unfilled": 0.0, "adv_dollars": 1652763598.0786514, "status": "simulated fill" }, { "fill_date": "2021-12-02", "signal_date": "2021-12-01", "symbol": "BIL", "requested": 13720.396711195886, "filled": 13720.396711195497, "fee": 7.0229131793557595, "unfilled": 3.892637323588133e-10, "adv_dollars": 97554153.75320435, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "SPY", "requested": -10810.054614826106, "filled": -10810.054614826106, "fee": 5.41083308523481, "unfilled": 0.0, "adv_dollars": 37476829272.517395, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "IEF", "requested": -28200.44851775995, "filled": -28200.44851775995, "fee": 14.246368046192615, "unfilled": 0.0, "adv_dollars": 1050043597.5248718, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "GLD", "requested": 28323.557297518048, "filled": 28323.557297517244, "fee": 14.304388628971486, "unfilled": 8.039933163672686e-10, "adv_dollars": 1117232482.044754, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "EFA", "requested": 26567.45347976006, "filled": 26567.453479759304, "fee": 13.379217933736783, "unfilled": 7.566995918750763e-10, "adv_dollars": 2056473607.8905106, "status": "simulated fill" }, { "fill_date": "2022-01-04", "signal_date": "2022-01-03", "symbol": "BIL", "requested": -13718.895528251622, "filled": -13718.895528251622, "fee": 7.015218744219359, "unfilled": 0.0, "adv_dollars": 106410465.18714905, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "SPY", "requested": 9145.152852458632, "filled": 8121.240850142725, "fee": 4.0636840692857, "unfilled": 1023.9120023159066, "adv_dollars": 57067719010.068665, "status": "partial/canceled" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "EFA", "requested": -13713.393251846213, "filled": -13713.393251846213, "fee": 6.885456923360893, "unfilled": 0.0, "adv_dollars": 3117798503.773041, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "EEM", "requested": -7825.796266634321, "filled": -7825.796266634321, "fee": 3.9269027927226032, "unfilled": 0.0, "adv_dollars": 2443658481.077423, "status": "simulated fill" }, { "fill_date": "2022-02-02", "signal_date": "2022-02-01", "symbol": "BIL", "requested": 18459.507342115066, "filled": 16392.73913940003, "fee": 8.306731519614845, "unfilled": 2066.7682027150368, "adv_dollars": 361672804.2442703, "status": "partial/canceled" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "SPY", "requested": -31357.49220719174, "filled": -31357.49220719174, "fee": 15.702716577263422, "unfilled": 0.0, "adv_dollars": 53662479686.285255, "status": "simulated fill" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "GLD", "requested": 16806.960580670104, "filled": 16366.457904928846, "fee": 8.225801437254448, "unfilled": 440.5026757412579, "adv_dollars": 2418834171.9462585, "status": "partial/canceled" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "EFA", "requested": -25758.875994794205, "filled": -25758.875994794205, "fee": 12.95599049288282, "unfilled": 0.0, "adv_dollars": 2916500263.726959, "status": "simulated fill" }, { "fill_date": "2022-03-02", "signal_date": "2022-03-01", "symbol": "BIL", "requested": 41787.51664810114, "filled": 40692.28513329402, "fee": 20.7406552553901, "unfilled": 1095.2315148071211, "adv_dollars": 432926614.13223267, "status": "partial/canceled" }, { "fill_date": "2022-04-04", "signal_date": "2022-04-01", "symbol": "SPY", "requested": 9172.188789898413, "filled": 9172.188789898153, "fee": 4.590299739390059, "unfilled": 2.601154847070575e-10, "adv_dollars": 43633073948.539276, "status": "simulated fill" }, { "fill_date": "2022-04-04", "signal_date": "2022-04-01", "symbol": "BIL", "requested": -10768.556240315193, "filled": -10768.556240315193, "fee": 5.441583031179136, "unfilled": 0.0, "adv_dollars": 380267103.44291687, "status": "simulated fill" }, { "fill_date": "2022-05-03", "signal_date": "2022-05-02", "symbol": "SPY", "requested": -9044.054674696541, "filled": -9044.054674696541, "fee": 4.5262401195790085, "unfilled": 0.0, "adv_dollars": 41682284890.28839, "status": "simulated fill" }, { "fill_date": "2022-05-03", "signal_date": "2022-05-02", "symbol": "BIL", "requested": 10288.356234978775, "filled": 10288.356234978482, "fee": 5.198353869756214, "unfilled": 2.928572939708829e-10, "adv_dollars": 371046277.5141526, "status": "simulated fill" }, { "fill_date": "2022-06-02", "signal_date": "2022-06-01", "symbol": "SPY", "requested": -10598.535649631565, "filled": -10598.535649631565, "fee": 5.304397485168075, "unfilled": 0.0, "adv_dollars": 45243935461.789406, "status": "simulated fill" }, { "fill_date": "2022-06-02", "signal_date": "2022-06-01", "symbol": "BIL", "requested": 10766.079606558691, "filled": 10766.079606558385, "fee": 5.429147199820389, "unfilled": 3.055902197957039e-10, "adv_dollars": 586991157.9872513, "status": "simulated fill" }, { "fill_date": "2022-08-02", "signal_date": "2022-08-01", "symbol": "IEF", "requested": 43187.0156174426, "filled": 42451.209561584605, "fee": 21.539829084810034, "unfilled": 735.8060558579964, "adv_dollars": 774801872.0000838, "status": "partial/canceled" }, { "fill_date": "2022-08-02", "signal_date": "2022-08-01", "symbol": "GLD", "requested": -42340.15834420024, "filled": -42340.15834420024, "fee": 21.440865293826075, "unfilled": 0.0, "adv_dollars": 1035153200.3821564, "status": "simulated fill" }, { "fill_date": "2022-09-02", "signal_date": "2022-09-01", "symbol": "IEF", "requested": -41759.52805961424, "filled": -41759.52805961424, "fee": 21.229313943160896, "unfilled": 0.0, "adv_dollars": 596002865.8894348, "status": "simulated fill" }, { "fill_date": "2022-09-02", "signal_date": "2022-09-01", "symbol": "BIL", "requested": 40504.4114660576, "filled": 40504.41146605645, "fee": 20.59672854388182, "unfilled": 1.1496013030409813e-09, "adv_dollars": 559849139.3990707, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "SPY", "requested": 13132.715277021329, "filled": 13132.715277020956, "fee": 6.574819110729123, "unfilled": 3.728928277269006e-10, "adv_dollars": 31635282736.5773, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "GLD", "requested": 22150.324953594467, "filled": 22150.324953593838, "fee": 11.18471871118085, "unfilled": 6.293703336268663e-10, "adv_dollars": 905453418.3699036, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "EFA", "requested": 14436.090038883849, "filled": 14436.090038883438, "fee": 7.263368603561027, "unfilled": 4.1109160520136356e-10, "adv_dollars": 1464536684.4613075, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "EEM", "requested": 15153.569623794414, "filled": 15153.569623793983, "fee": 7.620358818451019, "unfilled": 4.31100488640368e-10, "adv_dollars": 1832693574.9845505, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "BIL", "requested": -64754.678234927145, "filled": -64754.678234927145, "fee": 33.0615710041212, "unfilled": 0.0, "adv_dollars": 579971737.3152924, "status": "simulated fill" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "GLD", "requested": 5988.982085254946, "filled": 5819.503673655514, "fee": 2.925015859395107, "unfilled": 169.47841159943164, "adv_dollars": 845901589.720993, "status": "partial/canceled" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "EFA", "requested": 5458.581176298443, "filled": 5304.112244153318, "fee": 2.662224454432986, "unfilled": 154.4689321451251, "adv_dollars": 1443240315.5755615, "status": "partial/canceled" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "EEM", "requested": -4989.5895830350455, "filled": -4989.5895830350455, "fee": 2.5038699983312163, "unfilled": 0.0, "adv_dollars": 1508278051.5686607, "status": "simulated fill" }, { "fill_date": "2023-01-04", "signal_date": "2023-01-03", "symbol": "BIL", "requested": -5115.125760737545, "filled": -5115.125760737545, "fee": 2.572372110006279, "unfilled": 0.0, "adv_dollars": 610244694.4303131, "status": "simulated fill" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "IEF", "requested": 15728.584030192367, "filled": 15728.58403019192, "fee": 7.946344502180448, "unfilled": 4.474713932722807e-10, "adv_dollars": 577943497.5527191, "status": "simulated fill" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "EFA", "requested": -7528.973694348699, "filled": -7528.973694348699, "fee": 3.7815660511963363, "unfilled": 0.0, "adv_dollars": 1463093518.1300354, "status": "simulated fill" }, { "fill_date": "2023-02-02", "signal_date": "2023-02-01", "symbol": "BIL", "requested": -8571.733400482412, "filled": -8571.733400482412, "fee": 4.317624924144319, "unfilled": 0.0, "adv_dollars": 624444080.0589752, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "SPY", "requested": -12883.033085461931, "filled": -12883.033085461931, "fee": 6.449380567596673, "unfilled": 0.0, "adv_dollars": 34575192780.38315, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "IEF", "requested": -12649.20972169267, "filled": -12649.20972169267, "fee": 6.370541085484669, "unfilled": 0.0, "adv_dollars": 959134651.8622589, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "GLD", "requested": 4686.6461096046805, "filled": 4686.646109604548, "fee": 2.3532700238909627, "unfilled": 1.3278622645884752e-10, "adv_dollars": 1040411026.7740631, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "EFA", "requested": 11467.134769215183, "filled": 11467.134769214857, "fee": 5.768004777609587, "unfilled": 3.255991032347083e-10, "adv_dollars": 1271464433.6646652, "status": "simulated fill" }, { "fill_date": "2023-03-02", "signal_date": "2023-03-01", "symbol": "BIL", "requested": 8105.972695413715, "filled": 8105.972695413485, "fee": 4.080221569349999, "unfilled": 2.3010215954855084e-10, "adv_dollars": 718048173.1344604, "status": "simulated fill" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "SPY", "requested": 15961.123720744261, "filled": 15945.313459011757, "fee": 7.982245932897617, "unfilled": 15.810261732503932, "adv_dollars": 44089393323.64899, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "IEF", "requested": 29604.941506838528, "filled": 29575.616386503156, "fee": 14.931678206473473, "unfilled": 29.32512033537205, "adv_dollars": 1249858495.6840134, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "GLD", "requested": -16953.449035451034, "filled": -16953.449035451034, "fee": 8.527415943427663, "unfilled": 0.0, "adv_dollars": 1896291870.5408478, "status": "simulated fill" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "EFA", "requested": -9200.401231102733, "filled": -9200.401231102733, "fee": 4.621498883297779, "unfilled": 0.0, "adv_dollars": 1716847567.6064682, "status": "simulated fill" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "EEM", "requested": 5111.1990660152205, "filled": 5106.136177185182, "fee": 2.562869839852618, "unfilled": 5.062888830038901, "adv_dollars": 1385701938.5079384, "status": "partial/canceled" }, { "fill_date": "2023-04-04", "signal_date": "2023-04-03", "symbol": "BIL", "requested": -22919.868682984532, "filled": -22919.868682984532, "fee": 11.572562091132284, "unfilled": 0.0, "adv_dollars": 949173405.9938431, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "IEF", "requested": -15058.849664195397, "filled": -15058.849664195397, "fee": 7.593453214619016, "unfilled": 0.0, "adv_dollars": 832971862.3373795, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "GLD", "requested": 10160.27970314405, "filled": 10160.27970314376, "fee": 5.1052340661265365, "unfilled": 2.892193151637912e-10, "adv_dollars": 1665596416.4128876, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "EFA", "requested": 10883.19720165362, "filled": 10883.197201653311, "fee": 5.476244817684557, "unfilled": 3.092281986027956e-10, "adv_dollars": 1073885199.6809006, "status": "simulated fill" }, { "fill_date": "2023-05-02", "signal_date": "2023-05-01", "symbol": "EEM", "requested": -6541.308040164598, "filled": -6541.308040164598, "fee": 3.2870518981012813, "unfilled": 0.0, "adv_dollars": 1040922750.7336426, "status": "simulated fill" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "SPY", "requested": 6146.411990986526, "filled": 5472.016333838075, "fee": 2.7382215670673, "unfilled": 674.3956571484505, "adv_dollars": 33444313503.83911, "status": "partial/canceled" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "IEF", "requested": 12708.36302318285, "filled": 11313.977999063296, "fee": 5.697785990991028, "unfilled": 1394.3850241195541, "adv_dollars": 870141164.1318893, "status": "partial/canceled" }, { "fill_date": "2023-06-02", "signal_date": "2023-06-01", "symbol": "BIL", "requested": -16267.428608553388, "filled": -16267.428608553388, "fee": 8.21708366094022, "unfilled": 0.0, "adv_dollars": 619360961.2495041, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "SPY", "requested": 6815.600038199336, "filled": 6815.600038199143, "fee": 3.410812808156162, "unfilled": 1.9372237147763371e-10, "adv_dollars": 34879868559.5871, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "IEF", "requested": -23415.41819515633, "filled": -23415.41819515633, "fee": 11.857860238943234, "unfilled": 0.0, "adv_dollars": 569440668.1053925, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "GLD", "requested": -5713.016466506033, "filled": -5713.016466506033, "fee": 2.869541060972074, "unfilled": 0.0, "adv_dollars": 1097789616.6934204, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "EFA", "requested": 7657.25930330293, "filled": 7657.259303302712, "fee": 3.8483898320252656, "unfilled": 2.1736923372372985e-10, "adv_dollars": 1149842226.0861206, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "EEM", "requested": 11767.36949226038, "filled": 11767.369492260046, "fee": 5.92169838284918, "unfilled": 3.346940502524376e-10, "adv_dollars": 1127611070.9464264, "status": "simulated fill" }, { "fill_date": "2023-08-02", "signal_date": "2023-08-01", "symbol": "GLD", "requested": -10558.597701017903, "filled": -10558.597701017903, "fee": 5.314984875492298, "unfilled": 0.0, "adv_dollars": 924320059.8432922, "status": "simulated fill" }, { "fill_date": "2023-08-02", "signal_date": "2023-08-01", "symbol": "BIL", "requested": 6755.381809271825, "filled": 6755.381809271633, "fee": 3.4018302339301925, "unfilled": 1.9190338207408786e-10, "adv_dollars": 529053146.7471695, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "SPY", "requested": 10620.573090670063, "filled": 10620.57309066976, "fee": 5.316287127456692, "unfilled": 3.019522409886122e-10, "adv_dollars": 33270328490.14099, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "GLD", "requested": 17034.16856779498, "filled": 17034.168567794495, "fee": 8.584393702338575, "unfilled": 4.838511813431978e-10, "adv_dollars": 1090965822.863922, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "EFA", "requested": -6977.336416508115, "filled": -6977.336416508115, "fee": 3.5075808852109738, "unfilled": 0.0, "adv_dollars": 949648705.7588577, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "EEM", "requested": -20433.908106637256, "filled": -20433.908106637256, "fee": 10.306143801281184, "unfilled": 0.0, "adv_dollars": 1072567009.493084, "status": "simulated fill" }, { "fill_date": "2023-09-05", "signal_date": "2023-09-01", "symbol": "BIL", "requested": 5598.548905153681, "filled": 5598.548905153521, "fee": 2.815849934451896, "unfilled": 1.5916157281026244e-10, "adv_dollars": 638695862.8673553, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "GLD", "requested": -4815.711040211274, "filled": -4815.711040211274, "fee": 2.4177144926966045, "unfilled": 0.0, "adv_dollars": 1148994476.6687775, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "EFA", "requested": -6550.6545636827905, "filled": -6550.6545636827905, "fee": 3.2920797058510827, "unfilled": 0.0, "adv_dollars": 1001610299.671135, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "EEM", "requested": 16531.890976780196, "filled": 16531.890976779727, "fee": 8.331033304714198, "unfilled": 4.69299266114831e-10, "adv_dollars": 1066518013.3296204, "status": "simulated fill" }, { "fill_date": "2023-10-03", "signal_date": "2023-10-02", "symbol": "BIL", "requested": -5583.10039200128, "filled": -5583.10039200128, "fee": 2.8068226209165474, "unfilled": 0.0, "adv_dollars": 746122804.6886061, "status": "simulated fill" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "GLD", "requested": 16139.9437773625, "filled": 8060.541926711513, "fee": 4.047444807828564, "unfilled": 8079.4018506509865, "adv_dollars": 1775651255.2243805, "status": "partial/canceled" }, { "fill_date": "2023-11-02", "signal_date": "2023-11-01", "symbol": "BIL", "requested": -6885.101608127456, "filled": -6885.101608127456, "fee": 3.4599118909380597, "unfilled": 0.0, "adv_dollars": 1082872290.8658218, "status": "simulated fill" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "GLD", "requested": 13116.802794040042, "filled": 12678.149111233884, "fee": 6.37815237169733, "unfilled": 438.65368280615803, "adv_dollars": 1334464413.5645294, "status": "partial/canceled" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "EFA", "requested": 4896.198159644027, "filled": 4732.458917070946, "fee": 2.376570028904396, "unfilled": 163.73924257308136, "adv_dollars": 991223451.9406128, "status": "partial/canceled" }, { "fill_date": "2023-12-04", "signal_date": "2023-12-01", "symbol": "EEM", "requested": -17428.145701395093, "filled": -17428.145701395093, "fee": 8.78295068970696, "unfilled": 0.0, "adv_dollars": 1115820972.863388, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "SPY", "requested": -16719.226011395687, "filled": -16719.226011395687, "fee": 8.370515578745904, "unfilled": 0.0, "adv_dollars": 39317916459.22272, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "IEF", "requested": 15013.819099677901, "filled": 15013.819099677474, "fee": 7.561750781588728, "unfilled": 4.2746250983327627e-10, "adv_dollars": 1125276204.2745209, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "GLD", "requested": -15574.195714060614, "filled": -15574.195714060614, "fee": 7.84009630933179, "unfilled": 0.0, "adv_dollars": 1344901597.7410889, "status": "simulated fill" }, { "fill_date": "2024-01-03", "signal_date": "2024-01-02", "symbol": "EEM", "requested": 16022.593997234639, "filled": 16022.593997234184, "fee": 8.069472544554312, "unfilled": 4.547473508864641e-10, "adv_dollars": 1215395290.4188538, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "SPY", "requested": -6287.327891637164, "filled": -6287.327891637164, "fee": 3.14623589472249, "unfilled": 0.0, "adv_dollars": 37572808330.53711, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "IEF", "requested": 14800.470718479904, "filled": 14800.470718479484, "fee": 7.456329961092166, "unfilled": 4.2018655221909285e-10, "adv_dollars": 1030349214.7563553, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "EEM", "requested": -7454.918052774614, "filled": -7454.918052774614, "fee": 3.746952126632972, "unfilled": 0.0, "adv_dollars": 1090352162.4945831, "status": "simulated fill" }, { "fill_date": "2024-03-04", "signal_date": "2024-03-01", "symbol": "IEF", "requested": -11601.278007015513, "filled": -11601.278007015513, "fee": 5.844142191423356, "unfilled": 0.0, "adv_dollars": 825040629.101715, "status": "simulated fill" }, { "fill_date": "2024-03-04", "signal_date": "2024-03-01", "symbol": "EEM", "requested": 15707.510894835152, "filled": 11742.119177937018, "fee": 5.907188167197568, "unfilled": 3965.3917168981334, "adv_dollars": 1240331318.4311676, "status": "partial/canceled" }, { "fill_date": "2024-04-02", "signal_date": "2024-04-01", "symbol": "GLD", "requested": -6141.53602961823, "filled": -6141.53602961823, "fee": 3.0826602150258355, "unfilled": 0.0, "adv_dollars": 1637972429.0272522, "status": "simulated fill" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "IEF", "requested": -12166.526383010256, "filled": -12166.526383010256, "fee": 6.140529658813921, "unfilled": 0.0, "adv_dollars": 549160157.4507903, "status": "simulated fill" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "EFA", "requested": 6471.764055771124, "filled": 6471.76405577094, "fee": 3.253557461869889, "unfilled": 1.837179297581315e-10, "adv_dollars": 867616604.9227905, "status": "simulated fill" }, { "fill_date": "2024-06-04", "signal_date": "2024-06-03", "symbol": "EEM", "requested": 8548.09892596845, "filled": 8548.098925968206, "fee": 4.297825790241142, "unfilled": 2.4374458007514477e-10, "adv_dollars": 1104890092.17165, "status": "simulated fill" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "SPY", "requested": 5724.2190787775035, "filled": 5724.219078777341, "fee": 2.864841305106944, "unfilled": 1.6279955161735415e-10, "adv_dollars": 25134013223.21411, "status": "simulated fill" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "EFA", "requested": -8782.56250777583, "filled": -8782.56250777583, "fee": 4.415871709125567, "unfilled": 0.0, "adv_dollars": 1120290390.5439377, "status": "simulated fill" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "IEF", "requested": 17324.487621305118, "filled": 11542.300478039882, "fee": 5.824388130426532, "unfilled": 5782.187143265235, "adv_dollars": 542544588.3576584, "status": "partial/canceled" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "EFA", "requested": 6867.432912349726, "filled": 4575.371919781467, "fee": 2.297841399232773, "unfilled": 2292.0609925682593, "adv_dollars": 928713533.9186478, "status": "partial/canceled" }, { "fill_date": "2024-08-02", "signal_date": "2024-08-01", "symbol": "EEM", "requested": -9808.24008437043, "filled": -9808.24008437043, "fee": 4.933030766827505, "unfilled": 0.0, "adv_dollars": 1128899573.6466599, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "SPY", "requested": -16190.058052561188, "filled": -16190.058052561188, "fee": 8.107488490379984, "unfilled": 0.0, "adv_dollars": 27336725502.73224, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "IEF", "requested": 33752.91579771953, "filled": 33752.91579771857, "fee": 17.141423900254363, "unfilled": 9.604264050722122e-10, "adv_dollars": 547713674.9832536, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "GLD", "requested": -10837.034901155566, "filled": -10837.034901155566, "fee": 5.448199180031768, "unfilled": 0.0, "adv_dollars": 1444617966.0366058, "status": "simulated fill" }, { "fill_date": "2024-09-04", "signal_date": "2024-09-03", "symbol": "EFA", "requested": -8408.385891046553, "filled": -8408.385891046553, "fee": 4.230258661774504, "unfilled": 0.0, "adv_dollars": 874980910.1172256, "status": "simulated fill" }, { "fill_date": "2024-12-03", "signal_date": "2024-12-02", "symbol": "GLD", "requested": 6046.254758497602, "filled": 6046.25475849743, "fee": 3.034087556969544, "unfilled": 1.7189449863508344e-10, "adv_dollars": 1840026737.7998352, "status": "simulated fill" }, { "fill_date": "2024-12-03", "signal_date": "2024-12-02", "symbol": "EFA", "requested": -13052.097569515265, "filled": -13052.097569515265, "fee": 6.573255069531183, "unfilled": 0.0, "adv_dollars": 997794925.7828903, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "SPY", "requested": 23816.955419238817, "filled": 21791.77008072064, "fee": 10.91406586424231, "unfilled": 2025.1853385181785, "adv_dollars": 31307645294.29657, "status": "partial/canceled" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "IEF", "requested": -40547.62623955821, "filled": -40547.62623955821, "fee": 20.633064912665873, "unfilled": 0.0, "adv_dollars": 516533407.5262451, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "GLD", "requested": 6649.68390848178, "filled": 6084.253016069758, "fee": 3.0548867566130857, "unfilled": 565.4308924120223, "adv_dollars": 1383259076.392517, "status": "partial/canceled" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "EFA", "requested": -9959.118884183386, "filled": -9959.118884183386, "fee": 5.010580445016881, "unfilled": 0.0, "adv_dollars": 1026481391.4258957, "status": "simulated fill" }, { "fill_date": "2025-01-03", "signal_date": "2025-01-02", "symbol": "BIL", "requested": 34120.46385165622, "filled": 31219.158377489865, "fee": 15.822196685799758, "unfilled": 2901.3054741663545, "adv_dollars": 673078270.6575012, "status": "partial/canceled" }, { "fill_date": "2025-02-04", "signal_date": "2025-02-03", "symbol": "EFA", "requested": 19285.78595770242, "filled": 19285.78595770187, "fee": 9.731551257700023, "unfilled": 5.493347998708487e-10, "adv_dollars": 912585229.8788071, "status": "simulated fill" }, { "fill_date": "2025-02-04", "signal_date": "2025-02-03", "symbol": "EEM", "requested": -5825.605700952006, "filled": -5825.605700952006, "fee": 2.926492608822571, "unfilled": 0.0, "adv_dollars": 1054949561.1821747, "status": "simulated fill" }, { "fill_date": "2025-02-04", "signal_date": "2025-02-03", "symbol": "BIL", "requested": -16543.000217738903, "filled": -16543.000217738903, "fee": 8.349133243077457, "unfilled": 0.0, "adv_dollars": 751187904.9536514, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "SPY", "requested": -24916.006256592314, "filled": -24916.006256592314, "fee": 12.481372206928935, "unfilled": 0.0, "adv_dollars": 28323838796.8692, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "IEF", "requested": 49540.40053705258, "filled": 48624.81537475603, "fee": 24.753605698433912, "unfilled": 915.5851622965492, "adv_dollars": 590618170.6988144, "status": "partial/canceled" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "EEM", "requested": -5863.870308859974, "filled": -5863.870308859974, "fee": 2.9447248091422042, "unfilled": 0.0, "adv_dollars": 1232637652.7176285, "status": "simulated fill" }, { "fill_date": "2025-03-04", "signal_date": "2025-03-03", "symbol": "BIL", "requested": -14830.7858242522, "filled": -14830.7858242522, "fee": 7.480096113316232, "unfilled": 0.0, "adv_dollars": 779185664.350853, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "SPY", "requested": -7724.199365572567, "filled": -7724.199365572567, "fee": 3.86555449222892, "unfilled": 0.0, "adv_dollars": 38611104753.8327, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "IEF", "requested": -18774.267923182924, "filled": -18774.267923182924, "fee": 9.479214435654617, "unfilled": 0.0, "adv_dollars": 780465914.5972824, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "EFA", "requested": 10275.66782213359, "filled": 10275.667822133297, "fee": 5.166830954466611, "unfilled": 2.928572939708829e-10, "adv_dollars": 1290395180.9057236, "status": "simulated fill" }, { "fill_date": "2025-04-02", "signal_date": "2025-04-01", "symbol": "EEM", "requested": 15219.943895237397, "filled": 15219.943895236964, "fee": 7.66579733760466, "unfilled": 4.3291947804391384e-10, "adv_dollars": 1131294363.2318306, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "SPY", "requested": -8057.743213450187, "filled": -8057.743213450187, "fee": 4.031894108183931, "unfilled": 0.0, "adv_dollars": 57267368973.76359, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "IEF", "requested": 26339.615707934674, "filled": 26313.354455521694, "fee": 13.264529693950585, "unfilled": 26.261252412979957, "adv_dollars": 1566276699.7438052, "status": "partial/canceled" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "GLD", "requested": -20146.722946518206, "filled": -20146.722946518206, "fee": 10.113437884231912, "unfilled": 0.0, "adv_dollars": 5091381021.831665, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "EFA", "requested": -13212.22121608998, "filled": -13212.22121608998, "fee": 6.641614514822589, "unfilled": 0.0, "adv_dollars": 1829680336.1321259, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "EEM", "requested": -13334.175890751738, "filled": -13334.175890751738, "fee": 6.708627947798805, "unfilled": 0.0, "adv_dollars": 1373932838.3442497, "status": "simulated fill" }, { "fill_date": "2025-05-02", "signal_date": "2025-05-01", "symbol": "BIL", "requested": 29387.925733041837, "filled": 29358.625239666115, "fee": 14.80164163819612, "unfilled": 29.300493375722, "adv_dollars": 1691017742.389412, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "SPY", "requested": 5898.892947421351, "filled": 5179.939485354908, "fee": 2.5918553732219944, "unfilled": 718.9534620664426, "adv_dollars": 39089566064.61365, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "IEF", "requested": -28107.867650728047, "filled": -28107.867650728047, "fee": 14.212970123969384, "unfilled": 0.0, "adv_dollars": 877993257.8182983, "status": "simulated fill" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "GLD", "requested": 5948.501652522846, "filled": 5223.501911841202, "fee": 2.618210751022495, "unfilled": 724.9997406816437, "adv_dollars": 3415448870.6300354, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "EFA", "requested": 6977.57614542211, "filled": 6127.153435381849, "fee": 3.077649641467655, "unfilled": 850.4227100402613, "adv_dollars": 1161468931.5784836, "status": "partial/canceled" }, { "fill_date": "2025-06-03", "signal_date": "2025-06-02", "symbol": "EEM", "requested": 13151.905498297132, "filled": 11548.959305672151, "fee": 5.81282658887345, "unfilled": 1602.9461926249805, "adv_dollars": 1047531798.2862854, "status": "partial/canceled" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "IEF", "requested": 32886.036577483246, "filled": 32886.036577482315, "fee": 16.662392276329566, "unfilled": 9.313225746154785e-10, "adv_dollars": 739033878.1660843, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "GLD", "requested": -6474.255023584377, "filled": -6474.255023584377, "fee": 3.2466107426231776, "unfilled": 0.0, "adv_dollars": 3017565902.213745, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "EFA", "requested": -6378.681431389305, "filled": -6378.681431389305, "fee": 3.2030999610586317, "unfilled": 0.0, "adv_dollars": 1370892838.9976501, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "EEM", "requested": -6610.184688065565, "filled": -6610.184688065565, "fee": 3.320070304511476, "unfilled": 0.0, "adv_dollars": 1287464968.350525, "status": "simulated fill" }, { "fill_date": "2025-07-02", "signal_date": "2025-07-01", "symbol": "BIL", "requested": -13846.531784319472, "filled": -13846.531784319472, "fee": 6.979908502278168, "unfilled": 0.0, "adv_dollars": 827439988.28125, "status": "simulated fill" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "IEF", "requested": -8687.292670736439, "filled": -8687.292670736439, "fee": 4.3760412878519785, "unfilled": 0.0, "adv_dollars": 624739066.4214325, "status": "simulated fill" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "EEM", "requested": 6200.479218479431, "filled": 6200.479218479255, "fee": 3.1146392735332737, "unfilled": 1.7644197214394808e-10, "adv_dollars": 1149664269.7026825, "status": "simulated fill" }, { "fill_date": "2025-08-04", "signal_date": "2025-08-01", "symbol": "BIL", "requested": -13257.231918358071, "filled": -13257.231918358071, "fee": 6.684824909982411, "unfilled": 0.0, "adv_dollars": 737475511.3398743, "status": "simulated fill" }, { "fill_date": "2025-09-03", "signal_date": "2025-09-02", "symbol": "BIL", "requested": -2520.5340273399456, "filled": -2520.5340273399456, "fee": 1.264930501142117, "unfilled": 0.0, "adv_dollars": 736302144.8615646, "status": "simulated fill" }, { "fill_date": "2025-10-02", "signal_date": "2025-10-01", "symbol": "IEF", "requested": 6602.654580356946, "filled": 6602.654580356759, "fee": 3.3197152307187396, "unfilled": 1.8735590856522322e-10, "adv_dollars": 851313560.7853317, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "SPY", "requested": 9835.402692787145, "filled": 9835.402692786865, "fee": 4.921932987326224, "unfilled": 2.801243681460619e-10, "adv_dollars": 53132324846.29822, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "GLD", "requested": -7742.478707752212, "filled": -7742.478707752212, "fee": 3.8782638103390212, "unfilled": 0.0, "adv_dollars": 9406208666.130219, "status": "simulated fill" }, { "fill_date": "2025-11-04", "signal_date": "2025-11-03", "symbol": "EFA", "requested": 8471.517073454776, "filled": 8471.517073454535, "fee": 4.256991430693448, "unfilled": 2.4010660126805305e-10, "adv_dollars": 1348544212.2564316, "status": "simulated fill" }, { "fill_date": "2025-12-02", "signal_date": "2025-12-01", "symbol": "IEF", "requested": 7546.971277124278, "filled": 1455.1414006767193, "fee": 0.7292870913394996, "unfilled": 6091.8298764475585, "adv_dollars": 1045883071.4173508, "status": "partial/canceled" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "SPY", "requested": 12422.051007561939, "filled": 10196.926581014539, "fee": 5.102857231332098, "unfilled": 2225.1244265473997, "adv_dollars": 54916072470.05005, "status": "partial/canceled" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "IEF", "requested": -16871.66254688629, "filled": -16871.66254688629, "fee": 8.50799068061282, "unfilled": 0.0, "adv_dollars": 922332958.8802719, "status": "simulated fill" }, { "fill_date": "2026-02-03", "signal_date": "2026-02-02", "symbol": "EFA", "requested": 8110.61383535797, "filled": 6657.784109545211, "fee": 3.341008414695957, "unfilled": 1452.8297258127586, "adv_dollars": 2010225571.434021, "status": "partial/canceled" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "IEF", "requested": 22106.906743292828, "filled": 7668.118214758293, "fee": 3.856100100807209, "unfilled": 14438.788528534535, "adv_dollars": 928119865.4552841, "status": "partial/canceled" }, { "fill_date": "2026-03-03", "signal_date": "2026-03-02", "symbol": "GLD", "requested": -7675.8199817764125, "filled": -7675.8199817764125, "fee": 3.84566691687743, "unfilled": 0.0, "adv_dollars": 7516143220.178223, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "SPY", "requested": -18686.54390210274, "filled": -18686.54390210274, "fee": 9.353066307486017, "unfilled": 0.0, "adv_dollars": 68019768126.720276, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "IEF", "requested": -48407.66700508443, "filled": -48407.66700508443, "fee": 24.490961700462197, "unfilled": 0.0, "adv_dollars": 1375912343.6924362, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "GLD", "requested": 7027.594205198142, "filled": 7027.594205197942, "fee": 3.5210157350007787, "unfilled": 2.000888343900442e-10, "adv_dollars": 6660551260.213165, "status": "simulated fill" }, { "fill_date": "2026-04-02", "signal_date": "2026-04-01", "symbol": "BIL", "requested": 57450.50544530366, "filled": 57450.50544530203, "fee": 29.11400246660809, "unfilled": 1.6298145055770874e-09, "adv_dollars": 1254704136.5913773, "status": "simulated fill" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "SPY", "requested": 21755.82509655715, "filled": 9805.67333745304, "fee": 4.907856959234046, "unfilled": 11950.15175910411, "adv_dollars": 37408867915.7547, "status": "partial/canceled" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "EEM", "requested": -7264.596371459014, "filled": -7264.596371459014, "fee": 3.64738752478088, "unfilled": 0.0, "adv_dollars": 1683813682.4264526, "status": "simulated fill" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "SPY", "requested": 9936.429270634399, "filled": 7911.240897646255, "fee": 3.9593797980833756, "unfilled": 2025.1883729881438, "adv_dollars": 35035512605.79407, "status": "partial/canceled" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "IEF", "requested": 45771.5095106281, "filled": 36442.61214213488, "fee": 18.483898307370985, "unfilled": 9328.89736849322, "adv_dollars": 701883015.2212906, "status": "partial/canceled" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "EFA", "requested": -7340.6454866211425, "filled": -7340.6454866211425, "fee": 3.686617822153366, "unfilled": 0.0, "adv_dollars": 1489669134.1220474, "status": "simulated fill" }, { "fill_date": "2026-06-02", "signal_date": "2026-06-01", "symbol": "BIL", "requested": -37058.11048521901, "filled": -37058.11048521901, "fee": 18.773036130205856, "unfilled": 0.0, "adv_dollars": 854945048.7346268, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "IEF", "requested": -32088.352179753856, "filled": -32088.352179753856, "fee": 16.270643966601266, "unfilled": 0.0, "adv_dollars": 644212325.6708145, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "GLD", "requested": -10073.949338764989, "filled": -10073.949338764989, "fee": 5.054544481233875, "unfilled": 0.0, "adv_dollars": 3311807351.294861, "status": "simulated fill" }, { "fill_date": "2026-07-02", "signal_date": "2026-07-01", "symbol": "BIL", "requested": 45608.0651206284, "filled": 42119.64492052689, "fee": 21.331409544135642, "unfilled": 3488.4202001015146, "adv_dollars": 1013061661.316185, "status": "partial/canceled" }, { "fill_date": "2026-08-04", "signal_date": "2026-08-03", "symbol": "EEM", "requested": -11965.206785928944, "filled": -11965.206785928944, "fee": 6.015813766262671, "unfilled": 0.0, "adv_dollars": 1553148963.8349915, "status": "simulated fill" }, { "fill_date": "2026-09-02", "signal_date": "2026-09-01", "symbol": "SPY", "requested": -7409.049937738193, "filled": -7409.049937738193, "fee": 3.708290213616178, "unfilled": 0.0, "adv_dollars": 28688057542.48932, "status": "simulated fill" }, { "fill_date": "2026-09-02", "signal_date": "2026-09-01", "symbol": "EFA", "requested": 9548.938081362146, "filled": 9548.938081361875, "fee": 4.804889460019858, "unfilled": 2.710294211283326e-10, "adv_dollars": 940881304.0055084, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "SPY", "requested": 12349.379584451031, "filled": 12349.37958445068, "fee": 6.182014805817259, "unfilled": 3.510649548843503e-10, "adv_dollars": 35100924048.696594, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "GLD", "requested": 11605.278140358885, "filled": 11605.278140358556, "fee": 5.823682116708962, "unfilled": 3.292370820418e-10, "adv_dollars": 3529794561.320648, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "EFA", "requested": -15051.60768122647, "filled": -15051.60768122647, "fee": 7.573356228548175, "unfilled": 0.0, "adv_dollars": 1508009259.9586105, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "EEM", "requested": 6969.260307278082, "filled": 6969.260307277884, "fee": 3.5007356961256706, "unfilled": 1.9826984498649836e-10, "adv_dollars": 1304996486.7469788, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "BIL", "requested": -9633.045288933754, "filled": -9633.045288933754, "fee": 4.844986622639276, "unfilled": 0.0, "adv_dollars": 1103315224.1775131, "status": "simulated fill" } ], "60/40 monthly": [ { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "SPY", "requested": 60000.0, "filled": 59969.161499693655, "fee": 30.078858584827437, "unfilled": 30.83850030634494, "adv_dollars": 24264130218.011093, "status": "partial/canceled" }, { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "IEF", "requested": 40000.0, "filled": 39979.44099979577, "fee": 21.318641923983396, "unfilled": 20.55900020422996, "adv_dollars": 36183581.063690186, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "SPY", "requested": 1957.0537926582256, "filled": 1955.0815461970335, "fee": 0.9779988231691809, "unfilled": 1.9722464611920714, "adv_dollars": 35617933642.88864, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "IEF", "requested": -1957.0537926564648, "filled": -1957.0537926564648, "fee": 0.9942476379698079, "unfilled": 0.0, "adv_dollars": 30329288.924369812, "status": "simulated fill" }, { "fill_date": "2008-10-02", "signal_date": "2008-10-01", "symbol": "SPY", "requested": 3259.8002493760214, "filled": 3256.514179293325, "fee": 1.6291061312712098, "unfilled": 3.2860700826963694, "adv_dollars": 47907218465.30609, "status": "partial/canceled" }, { "fill_date": "2008-10-02", "signal_date": "2008-10-01", "symbol": "IEF", "requested": -3259.800249375963, "filled": -3259.800249375963, "fee": 1.6569639513335601, "unfilled": 0.0, "adv_dollars": 47292749.09603119, "status": "simulated fill" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "SPY", "requested": 2046.9130623987585, "filled": 2044.8541378588316, "fee": 1.0228477119278065, "unfilled": 2.0589245399269203, "adv_dollars": 48323643864.52793, "status": "partial/canceled" }, { "fill_date": "2008-11-04", "signal_date": "2008-11-03", "symbol": "IEF", "requested": -2046.9130623986712, "filled": -2046.9130623986712, "fee": 1.0360768279511798, "unfilled": 0.0, "adv_dollars": 53846695.7579422, "status": "simulated fill" }, { "fill_date": "2008-12-02", "signal_date": "2008-12-01", "symbol": "SPY", "requested": 4736.331165579111, "filled": 4731.545695936449, "fee": 2.3674066151092306, "unfilled": 4.785469642662065, "adv_dollars": 39685220895.82764, "status": "partial/canceled" }, { "fill_date": "2008-12-02", "signal_date": "2008-12-01", "symbol": "IEF", "requested": -4736.331165579071, "filled": -4736.331165579071, "fee": 2.4180630274571593, "unfilled": 0.0, "adv_dollars": 42674611.080818176, "status": "simulated fill" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "SPY", "requested": 3148.8355820319266, "filled": 3145.6589017669808, "fee": 1.5738355787321088, "unfilled": 3.176680264945844, "adv_dollars": 30748826421.35139, "status": "partial/canceled" }, { "fill_date": "2009-03-03", "signal_date": "2009-03-02", "symbol": "IEF", "requested": -3148.835582031821, "filled": -3148.835582031821, "fee": 1.6028446861686718, "unfilled": 0.0, "adv_dollars": 38635905.718803406, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "SPY", "requested": -3057.3318996041417, "filled": -3057.3318996041417, "fee": 1.5296388276411215, "unfilled": 0.0, "adv_dollars": 30193338879.2223, "status": "simulated fill" }, { "fill_date": "2009-04-02", "signal_date": "2009-04-01", "symbol": "IEF", "requested": 3057.331899604189, "filled": 3054.2495354461093, "fee": 1.552725330366605, "unfilled": 3.0823641580795993, "adv_dollars": 43472491.27490998, "status": "partial/canceled" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "SPY", "requested": -2213.979096993251, "filled": -2213.979096993251, "fee": 1.1076754504918211, "unfilled": 0.0, "adv_dollars": 23067281542.921673, "status": "simulated fill" }, { "fill_date": "2009-05-04", "signal_date": "2009-05-01", "symbol": "IEF", "requested": 2213.9790969933238, "filled": 2211.746904502953, "fee": 1.1245170398113675, "unfilled": 2.232192490370835, "adv_dollars": 31127719.971847534, "status": "partial/canceled" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "SPY", "requested": -2882.4987080474602, "filled": -2882.4987080474602, "fee": 1.4423887841357492, "unfilled": 0.0, "adv_dollars": 18447264677.136917, "status": "simulated fill" }, { "fill_date": "2009-08-04", "signal_date": "2009-08-03", "symbol": "IEF", "requested": 2882.498708047515, "filled": 2879.5934640102014, "fee": 1.4628552531777603, "unfilled": 2.905244037313423, "adv_dollars": 44908715.72570801, "status": "partial/canceled" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "SPY", "requested": -2696.862745151644, "filled": -2696.862745151644, "fee": 1.3496091544213427, "unfilled": 0.0, "adv_dollars": 14139915698.32901, "status": "simulated fill" }, { "fill_date": "2010-01-05", "signal_date": "2010-01-04", "symbol": "IEF", "requested": 2696.862745151637, "filled": 2694.145252452927, "fee": 1.367883544256119, "unfilled": 2.7174926987099752, "adv_dollars": 45152369.139328, "status": "partial/canceled" }, { "fill_date": "2010-07-02", "signal_date": "2010-07-01", "symbol": "SPY", "requested": 4121.68942155574, "filled": 4117.535659801438, "fee": 2.0603247539153116, "unfilled": 4.15376175430265, "adv_dollars": 28798991014.38141, "status": "partial/canceled" }, { "fill_date": "2010-07-02", "signal_date": "2010-07-01", "symbol": "IEF", "requested": -4121.689421555697, "filled": -4121.689421555697, "fee": 2.093437000332763, "unfilled": 0.0, "adv_dollars": 65916790.12283325, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "SPY", "requested": -2900.2470697684475, "filled": -2900.2470697684475, "fee": 1.4511971852772514, "unfilled": 0.0, "adv_dollars": 21163096643.861275, "status": "simulated fill" }, { "fill_date": "2010-11-02", "signal_date": "2010-11-01", "symbol": "IEF", "requested": 2900.2470697685058, "filled": 2897.329982873539, "fee": 1.4658897096853198, "unfilled": 2.9170868949668147, "adv_dollars": 81976548.43708038, "status": "partial/canceled" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "SPY", "requested": -2893.112365823785, "filled": -2893.112365823785, "fee": 1.4478566616894022, "unfilled": 0.0, "adv_dollars": 14318231042.797394, "status": "simulated fill" }, { "fill_date": "2011-01-04", "signal_date": "2011-01-03", "symbol": "IEF", "requested": 2893.112365823785, "filled": 2890.204328628222, "fee": 1.4601805338520906, "unfilled": 2.9080371955628834, "adv_dollars": 106188350.82504272, "status": "partial/canceled" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "SPY", "requested": 5210.2712090993155, "filled": 5205.033842406548, "fee": 2.6042824022287876, "unfilled": 5.237366692767864, "adv_dollars": 45242288418.65074, "status": "partial/canceled" }, { "fill_date": "2011-09-02", "signal_date": "2011-09-01", "symbol": "IEF", "requested": -5210.271209099279, "filled": -5210.271209099279, "fee": 2.633084290518774, "unfilled": 0.0, "adv_dollars": 181074878.47362518, "status": "simulated fill" }, { "fill_date": "2012-02-02", "signal_date": "2012-02-01", "symbol": "SPY", "requested": -3024.059991000002, "filled": -3024.059991000002, "fee": 1.5132485715319244, "unfilled": 0.0, "adv_dollars": 18623698991.760635, "status": "simulated fill" }, { "fill_date": "2012-02-02", "signal_date": "2012-02-01", "symbol": "IEF", "requested": 3024.0599910000165, "filled": 3021.020461214766, "fee": 1.526281213677938, "unfilled": 3.039529785250579, "adv_dollars": 110851983.67240906, "status": "partial/canceled" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "SPY", "requested": -2860.4390902702726, "filled": -2860.4390902702726, "fee": 1.431313904975938, "unfilled": 0.0, "adv_dollars": 19542396388.911438, "status": "simulated fill" }, { "fill_date": "2012-04-03", "signal_date": "2012-04-02", "symbol": "IEF", "requested": 2860.4390902703017, "filled": 2857.5614008517614, "fee": 1.4463755135323546, "unfilled": 2.8776894185402853, "adv_dollars": 75373276.84474945, "status": "partial/canceled" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "SPY", "requested": 4637.43293738793, "filled": 4632.762766233673, "fee": 2.3183514132178358, "unfilled": 4.670171154257332, "adv_dollars": 25619724806.73065, "status": "partial/canceled" }, { "fill_date": "2012-06-04", "signal_date": "2012-06-01", "symbol": "IEF", "requested": -4637.432937387879, "filled": -4637.432937387879, "fee": 2.351819740960895, "unfilled": 0.0, "adv_dollars": 91010410.82069395, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "SPY", "requested": -2955.4561365406844, "filled": -2955.4561365406844, "fee": 1.4790968198487677, "unfilled": 0.0, "adv_dollars": 13779209029.95819, "status": "simulated fill" }, { "fill_date": "2012-09-05", "signal_date": "2012-09-04", "symbol": "IEF", "requested": 2955.456136540757, "filled": 2952.4830141724674, "fee": 1.4940255484275482, "unfilled": 2.9731223682897507, "adv_dollars": 81376930.56228638, "status": "partial/canceled" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "SPY", "requested": -2750.8657887117006, "filled": -2750.8657887117006, "fee": 1.3765183910708318, "unfilled": 0.0, "adv_dollars": 17666526926.73813, "status": "simulated fill" }, { "fill_date": "2013-02-04", "signal_date": "2013-02-01", "symbol": "IEF", "requested": 2750.865788711708, "filled": 2748.099265949304, "fee": 1.3900043712889276, "unfilled": 2.766522762403838, "adv_dollars": 81530081.7055893, "status": "partial/canceled" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "SPY", "requested": -3330.2057296921703, "filled": -3330.2057296921703, "fee": 1.6664225245053386, "unfilled": 0.0, "adv_dollars": 21207491871.345978, "status": "simulated fill" }, { "fill_date": "2013-06-04", "signal_date": "2013-06-03", "symbol": "IEF", "requested": 3330.205729692192, "filled": 3326.8570991972656, "fee": 1.6822079704050568, "unfilled": 3.3486304949265104, "adv_dollars": 104409028.03321837, "status": "partial/canceled" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "SPY", "requested": -3778.663311753917, "filled": -3778.663311753917, "fee": 1.8909050057793393, "unfilled": 0.0, "adv_dollars": 21795355431.495667, "status": "simulated fill" }, { "fill_date": "2013-11-04", "signal_date": "2013-11-01", "symbol": "IEF", "requested": 3778.6633117539313, "filled": 3774.859440360305, "fee": 1.9129663877874281, "unfilled": 3.8038713936261956, "adv_dollars": 82484796.58927917, "status": "partial/canceled" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "SPY", "requested": -4016.310958407921, "filled": -4016.310958407921, "fee": 2.0101696408885243, "unfilled": 0.0, "adv_dollars": 15969573970.941315, "status": "simulated fill" }, { "fill_date": "2014-07-02", "signal_date": "2014-07-01", "symbol": "IEF", "requested": 4016.310958408001, "filled": 4012.2811831265944, "fee": 2.019605640468979, "unfilled": 4.029775281406728, "adv_dollars": 356252739.6702575, "status": "partial/canceled" }, { "fill_date": "2016-02-02", "signal_date": "2016-02-01", "symbol": "SPY", "requested": 4048.61215825814, "filled": 4044.5509225438577, "fee": 2.023615867483898, "unfilled": 4.0612357142822475, "adv_dollars": 36824601812.3217, "status": "partial/canceled" }, { "fill_date": "2016-02-02", "signal_date": "2016-02-01", "symbol": "IEF", "requested": -4048.612158258067, "filled": -4048.612158258067, "fee": 2.037619846714169, "unfilled": 0.0, "adv_dollars": 374383398.5112381, "status": "simulated fill" }, { "fill_date": "2016-06-02", "signal_date": "2016-06-01", "symbol": "SPY", "requested": -4180.963288117084, "filled": -4180.963288117084, "fee": 2.092503943972, "unfilled": 0.0, "adv_dollars": 17870550697.439423, "status": "simulated fill" }, { "fill_date": "2016-06-02", "signal_date": "2016-06-01", "symbol": "IEF", "requested": 4180.963288117142, "filled": 4176.762509223672, "fee": 2.1082749493881154, "unfilled": 4.20077889346976, "adv_dollars": 184114691.74263, "status": "partial/canceled" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "SPY", "requested": -3709.3307197162503, "filled": -3709.3307197162503, "fee": 1.8562282865126403, "unfilled": 0.0, "adv_dollars": 20893417047.51419, "status": "simulated fill" }, { "fill_date": "2016-12-02", "signal_date": "2016-12-01", "symbol": "IEF", "requested": 3709.3307197163667, "filled": 3705.6084865980133, "fee": 1.8660048317538258, "unfilled": 3.722233118353415, "adv_dollars": 292006160.4426193, "status": "partial/canceled" }, { "fill_date": "2017-03-02", "signal_date": "2017-03-01", "symbol": "SPY", "requested": -4049.746703996032, "filled": -4049.746703996032, "fee": 2.026810480454975, "unfilled": 0.0, "adv_dollars": 17699734003.320084, "status": "simulated fill" }, { "fill_date": "2017-03-02", "signal_date": "2017-03-01", "symbol": "IEF", "requested": 4049.7467039961193, "filled": 4045.6800626720033, "fee": 2.0398308436043093, "unfilled": 4.066641324116063, "adv_dollars": 229375127.49027252, "status": "partial/canceled" }, { "fill_date": "2017-12-04", "signal_date": "2017-12-01", "symbol": "SPY", "requested": -4434.693015261539, "filled": -4434.693015261539, "fee": 2.219519211144419, "unfilled": 0.0, "adv_dollars": 18475225681.224823, "status": "simulated fill" }, { "fill_date": "2017-12-04", "signal_date": "2017-12-01", "symbol": "IEF", "requested": 4434.693015261597, "filled": 4430.2362261187545, "fee": 2.2372699315699243, "unfilled": 4.456789142842354, "adv_dollars": 177199251.40563965, "status": "partial/canceled" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "SPY", "requested": -5550.797959656775, "filled": -5550.797959656775, "fee": 2.77857114068803, "unfilled": 0.0, "adv_dollars": 16996357427.009125, "status": "simulated fill" }, { "fill_date": "2018-08-02", "signal_date": "2018-08-01", "symbol": "IEF", "requested": 5550.797959656891, "filled": 5545.222584433862, "fee": 2.796804082215996, "unfilled": 5.5753752230293685, "adv_dollars": 291329885.9155655, "status": "partial/canceled" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "SPY", "requested": 8983.63658172921, "filled": 8974.621233905447, "fee": 4.491501108830483, "unfilled": 9.015347823762568, "adv_dollars": 41164076763.4729, "status": "partial/canceled" }, { "fill_date": "2019-01-03", "signal_date": "2019-01-02", "symbol": "IEF", "requested": -8983.63658172905, "filled": -8983.63658172905, "fee": 4.52384671469338, "unfilled": 0.0, "adv_dollars": 706781854.4385147, "status": "simulated fill" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "SPY", "requested": -6059.27424913345, "filled": -6059.27424913345, "fee": 3.0326576100736022, "unfilled": 0.0, "adv_dollars": 24384189024.32724, "status": "simulated fill" }, { "fill_date": "2019-02-04", "signal_date": "2019-02-01", "symbol": "IEF", "requested": 6059.274249133639, "filled": 6053.195630123235, "fee": 3.045961400233737, "unfilled": 6.078619010404509, "adv_dollars": 591537919.2585373, "status": "partial/canceled" }, { "fill_date": "2020-01-03", "signal_date": "2020-01-02", "symbol": "SPY", "requested": -5913.83087607738, "filled": -5913.83087607738, "fee": 2.960211382791809, "unfilled": 0.0, "adv_dollars": 19039119264.981384, "status": "simulated fill" }, { "fill_date": "2020-01-03", "signal_date": "2020-01-02", "symbol": "IEF", "requested": 5913.830876077482, "filled": 5907.8903480441895, "fee": 2.9803166504318823, "unfilled": 5.940528033292139, "adv_dollars": 296502520.3298187, "status": "partial/canceled" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "SPY", "requested": 8031.002952829178, "filled": 8022.946025410541, "fee": 4.015202010842994, "unfilled": 8.056927418637315, "adv_dollars": 37137894529.554596, "status": "partial/canceled" }, { "fill_date": "2020-03-03", "signal_date": "2020-03-02", "symbol": "IEF", "requested": -8031.002952829105, "filled": -8031.002952829105, "fee": 4.041725407763001, "unfilled": 0.0, "adv_dollars": 753205977.9000854, "status": "simulated fill" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "SPY", "requested": 11054.167001346606, "filled": 11043.078864801862, "fee": 5.52595728975381, "unfilled": 11.088136544743975, "adv_dollars": 68999690592.7459, "status": "partial/canceled" }, { "fill_date": "2020-04-02", "signal_date": "2020-04-01", "symbol": "IEF", "requested": -11054.167001346548, "filled": -11054.167001346548, "fee": 5.56217925492227, "unfilled": 0.0, "adv_dollars": 1096652173.1394958, "status": "simulated fill" }, { "fill_date": "2020-05-04", "signal_date": "2020-05-01", "symbol": "SPY", "requested": -6843.955432293296, "filled": -6843.955432293296, "fee": 3.4249731983568403, "unfilled": 0.0, "adv_dollars": 35726299021.59042, "status": "simulated fill" }, { "fill_date": "2020-05-04", "signal_date": "2020-05-01", "symbol": "IEF", "requested": 6843.9554322933545, "filled": 6837.085287945973, "fee": 3.4451711489075985, "unfilled": 6.870144347381938, "adv_dollars": 450733072.24983215, "status": "partial/canceled" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "SPY", "requested": -6091.269380469865, "filled": -6091.269380469865, "fee": 3.04820704028834, "unfilled": 0.0, "adv_dollars": 34155707183.097534, "status": "simulated fill" }, { "fill_date": "2020-07-02", "signal_date": "2020-07-01", "symbol": "IEF", "requested": 6091.269380469996, "filled": 6085.159610626737, "fee": 3.0615628028411894, "unfilled": 6.1097698432586185, "adv_dollars": 625296992.3591614, "status": "partial/canceled" }, { "fill_date": "2020-09-02", "signal_date": "2020-09-01", "symbol": "SPY", "requested": -8833.110136969073, "filled": -8833.110136969073, "fee": 4.422899671599229, "unfilled": 0.0, "adv_dollars": 17121113899.288177, "status": "simulated fill" }, { "fill_date": "2020-09-02", "signal_date": "2020-09-01", "symbol": "IEF", "requested": 8833.110136969175, "filled": 8824.234578275787, "fee": 4.45265902171036, "unfilled": 8.875558693387575, "adv_dollars": 418048360.66360474, "status": "partial/canceled" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "SPY", "requested": -6899.3809802700125, "filled": -6899.3809802700125, "fee": 3.4531243447622626, "unfilled": 0.0, "adv_dollars": 27852653142.523346, "status": "simulated fill" }, { "fill_date": "2021-02-02", "signal_date": "2021-02-01", "symbol": "IEF", "requested": 6899.380980270114, "filled": 6892.46025927479, "fee": 3.4675966505163838, "unfilled": 6.9207209953247, "adv_dollars": 717224620.014534, "status": "partial/canceled" }, { "fill_date": "2021-04-05", "signal_date": "2021-04-01", "symbol": "SPY", "requested": -7906.522015378228, "filled": -7906.522015378228, "fee": 3.956802066841225, "unfilled": 0.0, "adv_dollars": 39417592055.14618, "status": "simulated fill" }, { "fill_date": "2021-04-05", "signal_date": "2021-04-01", "symbol": "IEF", "requested": 7906.5220153782575, "filled": 7898.59210240528, "fee": 3.973110905997864, "unfilled": 7.929912972977945, "adv_dollars": 868866762.7614594, "status": "partial/canceled" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "SPY", "requested": -8866.488417555898, "filled": -8866.488417555898, "fee": 4.438153574483269, "unfilled": 0.0, "adv_dollars": 28920392597.30088, "status": "simulated fill" }, { "fill_date": "2021-11-02", "signal_date": "2021-11-01", "symbol": "IEF", "requested": 8866.488417555986, "filled": 8857.595056512444, "fee": 4.455207468884185, "unfilled": 8.893361043541518, "adv_dollars": 996351583.6309814, "status": "partial/canceled" }, { "fill_date": "2022-07-05", "signal_date": "2022-07-01", "symbol": "SPY", "requested": 5830.65292091234, "filled": 5824.808163524007, "fee": 2.9147531430804015, "unfilled": 5.844757388333164, "adv_dollars": 35814275756.437225, "status": "partial/canceled" }, { "fill_date": "2022-07-05", "signal_date": "2022-07-01", "symbol": "IEF", "requested": -5830.652920912122, "filled": -5830.652920912122, "fee": 2.9300042452090778, "unfilled": 0.0, "adv_dollars": 920090488.5357285, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "SPY", "requested": -7353.73003683734, "filled": -7353.73003683734, "fee": 3.680410503509803, "unfilled": 0.0, "adv_dollars": 31635282736.5773, "status": "simulated fill" }, { "fill_date": "2022-12-02", "signal_date": "2022-12-01", "symbol": "IEF", "requested": 7353.730036837413, "filled": 7346.349549114061, "fee": 3.700077219630067, "unfilled": 7.380487723351507, "adv_dollars": 547811644.6939468, "status": "partial/canceled" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "SPY", "requested": -8359.171925259347, "filled": -8359.171925259347, "fee": 4.183678168429124, "unfilled": 0.0, "adv_dollars": 34879868559.5871, "status": "simulated fill" }, { "fill_date": "2023-07-05", "signal_date": "2023-07-03", "symbol": "IEF", "requested": 8359.171925259492, "filled": 8350.78087754078, "fee": 4.207369550177143, "unfilled": 8.391047718712798, "adv_dollars": 569440668.1053925, "status": "partial/canceled" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "SPY", "requested": -7702.318865929148, "filled": -7702.318865929148, "fee": 3.8546467819668644, "unfilled": 0.0, "adv_dollars": 37572808330.53711, "status": "simulated fill" }, { "fill_date": "2024-02-02", "signal_date": "2024-02-01", "symbol": "IEF", "requested": 7702.318865929323, "filled": 7694.59589375542, "fee": 3.868325391717397, "unfilled": 7.722972173903145, "adv_dollars": 1030349214.7563553, "status": "partial/canceled" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "SPY", "requested": -10352.152974275261, "filled": -10352.152974275261, "fee": 5.182720264979099, "unfilled": 0.0, "adv_dollars": 25134013223.21411, "status": "simulated fill" }, { "fill_date": "2024-07-02", "signal_date": "2024-07-01", "symbol": "IEF", "requested": 10352.152974275465, "filled": 10341.755672837098, "fee": 5.214581173202868, "unfilled": 10.397301438366412, "adv_dollars": 579100081.0575485, "status": "partial/canceled" }, { "fill_date": "2025-09-03", "signal_date": "2025-09-02", "symbol": "SPY", "requested": -9357.443006874237, "filled": -9357.443006874237, "fee": 4.6831705533400285, "unfilled": 0.0, "adv_dollars": 41393964020.20569, "status": "simulated fill" }, { "fill_date": "2025-09-03", "signal_date": "2025-09-02", "symbol": "IEF", "requested": 9357.443006874411, "filled": 9348.051103746191, "fee": 4.708732574709062, "unfilled": 9.391903128220292, "adv_dollars": 678154285.6724167, "status": "partial/canceled" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "SPY", "requested": -11190.646221681352, "filled": -11190.646221681352, "fee": 5.60144373153911, "unfilled": 0.0, "adv_dollars": 37408867915.7547, "status": "simulated fill" }, { "fill_date": "2026-05-04", "signal_date": "2026-05-01", "symbol": "IEF", "requested": 11190.646221681527, "filled": 11179.40686624803, "fee": 5.637911701798681, "unfilled": 11.239355433497622, "adv_dollars": 601192033.8615799, "status": "partial/canceled" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "SPY", "requested": -12317.003494196979, "filled": -12317.003494196979, "fee": 6.165797973843823, "unfilled": 0.0, "adv_dollars": 35100924048.696594, "status": "simulated fill" }, { "fill_date": "2026-10-02", "signal_date": "2026-10-01", "symbol": "IEF", "requested": 12317.003494197153, "filled": 12304.639593413738, "fee": 6.198102809414732, "unfilled": 12.363900783415374, "adv_dollars": 888787540.0749588, "status": "partial/canceled" } ], "SPY buy & hold": [ { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "SPY", "requested": 100000.0, "filled": 99949.82223156796, "fee": 50.17776843177421, "unfilled": 50.177768432040466, "adv_dollars": 24264130218.011093, "status": "partial/canceled" } ], "BIL reserve": [ { "fill_date": "2008-06-03", "signal_date": "2008-06-02", "symbol": "BIL", "requested": 100000.0, "filled": 16416.754071139825, "fee": 9.36921684844738, "unfilled": 83583.24592886018, "adv_dollars": 3283350.814228058, "status": "partial/canceled" }, { "fill_date": "2008-07-02", "signal_date": "2008-07-01", "symbol": "BIL", "requested": 83573.87671201173, "filled": 33604.78873824978, "fee": 19.17861176884063, "unfilled": 49969.08797376195, "adv_dollars": 6720957.7476501465, "status": "partial/canceled" }, { "fill_date": "2008-08-04", "signal_date": "2008-08-01", "symbol": "BIL", "requested": 49949.90936199311, "filled": 39756.46062755472, "fee": 22.68943660434931, "unfilled": 10193.448734438389, "adv_dollars": 7951292.125511169, "status": "partial/canceled" }, { "fill_date": "2008-09-03", "signal_date": "2008-09-02", "symbol": "BIL", "requested": 10170.75929783404, "filled": 10165.330845612969, "fee": 5.428452220999941, "unfilled": 5.428452221070984, "adv_dollars": 8785120.791873932, "status": "partial/canceled" } ] }, "evaluation_start": "2008-06-02", "risk_latch": { "ever_triggered": false, "triggered_sessions": 0, "first_halted_date": null, "metrics": { "total_return": 1.7187813636257192, "cagr": 0.056145986769944534, "sharpe": 0.7506099181913385, "max_drawdown": -0.12231546483448585, "annual_turnover": 3.76300006005021, "annual_volatility": 0.0767057992817144, "cost_sum": 0.035123603342621115, "sessions": 4614, "sharpe_vs_bil": 0.5840620906277858, "mean_risk_exposure": 0.7971810315941824, "execution_days": 209, "unfilled_dollars": 161794.44957662656, "ending_dollars": 271878.13636256993 }, "manual_reset_required": true }, "environment": { "numpy": "2.5.3", "pandas": "3.0.6", "scikit-learn": "1.9.1", "yfinance": "1.7.0", "exchange-calendars": "4.13.2" }, "limitations": [ "All historical results are retrospective. V1 already inspected recent history; V2 has zero verified forward observations.", "The ETF universe is selected from surviving funds today. No survivorship-free or historical-vintage claim is made.", "Adjusted total-return dollar balances are proxies, not broker shares. Dividend payment timing, taxes and auction fills are not simulated.", "Participation and square-root impact use approximate historical dollar volume and assumed coefficients, not calibrated live execution costs.", "BIL is a traded short-duration Treasury ETF, not guaranteed cash or a fixed interest rate. Costs and price risk apply.", "The 20% drawdown criterion is not a guaranteed loss ceiling. Delayed fills, gaps and liquidity limits can produce larger losses.", "The strategy set and sensitivities are declared, but research selection bias is not eliminated; ordinary confidence intervals are not deflated-Sharpe or PBO corrections.", "No broker is connected. Passing historical checks never authorizes live trading. The ML prototype remains in the V1 archive." ] }