The 9% Signal (9SIG)
A quarterly value-averaging system that holds TQQQ and a short-term bond safety sleeve, buying or selling each quarter to hit a 9% portfolio growth target.
Key Performance Metrics
Inception: 1991-10-28 | Last Updated: 2026-04-09| Metric | Portfolio | Benchmark |
|---|---|---|
| Ending Value | $6,030,392 | $264,189 |
| Total Contributions | $0 | $0 |
| Cumulative Return | 60,203.92% | 2,541.89% |
| CAGR | 20.44% | 9.98% |
| Volatility | 54.49% | 80.71% |
| Max Drawdown | -97.34% | -99.99% |
| Sharpe | 0.614 | 0.523 |
| Sortino | 0.816 | 0.706 |
| Calmar | 0.210 | 0.100 |
| Treynor | 0.546 | — |
| Information | -0.225 | — |
| Omega | 1.123 | 1.101 |
| Diversification | 1.009 | 1.000 |
| M² | 49.57% | — |
| Ulcer Index | 50.604 | 86.020 |
| UPI | 0.007 | 0.005 |
| Beta | 0.612 | — |
| Alpha | 7.62% | — |
| Fama French 6 Factor Alpha | 13.54% | 18.60% |
| Fama French 6 Factor Alpha t-stat | 3.078 | 3.711 |
| R² | 0.823 | — |
| Fama French 6 Factor R² | 0.754 | 0.848 |
| Fama French 6 Factor Adj. R² | 0.753 | 0.848 |
| Deflated Sharpe Ratio | 78.14% | 56.50% |
| Probabilistic Sharpe Ratio (> 0) | 99.99% | 99.92% |
| Probabilistic Sharpe Ratio | 74.16% | 25.83% |
| Minimum Track Record (> 0) | 7.1 yrs | 9.9 yrs |
| Minimum Track Record | 322.4 yrs | — |