+60% historical CAGR
Built for bull and bear markets.
Trade across market cycles.
One portfolio. Three trading sleeves.
Portfolio T
LS v3 Breakout · LS Pullback · Index Trend Following + Hedge
20 min/day EOD routine
Grow wealth and have a life.
A clear end-of-day process.
Hard rules. No discretion.
Know what to do and when.
No discretion, no stress.
PORTFOLIO T
Portfolio T
LS v3 Breakout + LS Pullback + Index Trend Following + Hedge
+60.2%
Historical annualized return · CAGR
-23.3%Max DD
2.58MAR
66.1%Positive months
Historical model · January 3, 1995 – June 30, 2026. Frozen Portfolio T updated October 17, 2026 · Index Trend Following + Hedge. Historical results are separate from Felipe’s live track record.
Interactive EC comparison
Indexed equity curve, drawdown and rolling return
Equity curves rebase the first recorded close to 100 and use a logarithmic scale. Returns and drawdown include the first session’s change from starting capital. Compare Portfolio T and SPY, or switch the plotted measure. SPY uses adjusted closes over the same date range.
Historical model returns · January 3, 1995 – June 30, 2026. Portfolio T includes leverage and specified costs. QLD history before June 21, 2006 is synthetic; NDX proxies the QQQ hedge before March 10, 1999.
How the sleeves work together
One account. A shared capacity framework.
The QQQ hedge takes priority when triggered. LS v3 Breakout then leads the stock book, followed by LS Pullback; QLD follows the weekly trend.
Swipe to explore the diagram.
Stock capacity: 170% hedged · 210% QLD unhedged · 250% QLD cash. QLD target: 35% · QQQ short: 40% at entry.
The setups · LS v3 Breakout playbook
LS v3 Breakout
The first valid consolidation after the first leg of a move, followed by a decisive breakout.
Trading universe
Where to run it
- Stocks with average daily dollar volume > $20 million over the last 20 trading days.
- Closing price > $1.
- ADR% > 1%. Average daily range as a percentage of price.
Entry rules · Long setup
From the first leg to the breakout
- Find the first leg of a move. It comes off a multi-week or multi-month base, or a trend reset from the 50 EMA.
- Confirm the trend. The 8, 20 and 50 EMAs are stacked upward and trending with a good slope.
- CML is flashing green. The custom momentum and linearity indicator confirms the setup.
- Wait for the first valid consolidation against the 8/20 EMAs: at least 7 days, a higher low building, no daily close below the 20 EMA, and a defined resistance level or trendline.
- Look for the breakout candle. A strong candle with no upper wick breaks and closes through resistance. One to three tight candles immediately beforehand improve the setup.
Short setup: Reverse the price structure: downward EMA stack, lower highs, no daily close above the 20 EMA, and a strong candle with no lower wick breaking and closing below support. CML must still be green.
Trade management
Risk and exit
- Risk 1% per trade from entry to the initial stop.
- Place the stop with your broker at the breakout candle’s low of day for longs, or high of day for shorts.
- When the Longs + Partial regime is on, take a 40% partial at 1:1.
- Close the trade at the end of the fifth day.
LS Pullback playbook
LS Pullback
The same long-only pullback structure is applied on daily ETF candles and weekly ETF or Nasdaq-100 candles.
Setup rules
From signal to exit
- Golden Dot. Signals an oversold pullback in a confirmed uptrend.
- Entry. Enter at the close of the signal candle.
- Initial stop. One ATR(5) from entry.
- Partial exit. Take 25% off at +1R (1:1).
- Final exit. Close the remaining 75% at the end of the fifth day or week. Check weekly positions’ stops and targets on daily bars.
Trading universe
Where to run it
19 major liquid ETFs: SPY, QQQ, IWM, DIA, MDY, XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLC, SMH, SOXX, IBB, XRT and ITB.
Stocks: Nasdaq-100 component stocks.
European traders: You can run CFDs on these instruments. Because the list focuses on major, liquid equity ETFs, the setup experience should be comparable.*
* CFD availability, pricing, spreads, financing, trading hours and tax treatment vary by broker and jurisdiction.
The setups · Frozen Portfolio T
QLD Trend Following With Hedge
A weekly QQQ trend signal traded through QLD, paired with a 40% QQQ short that responds to daily weakness. QLD targets 35%, with monthly rebalance checks.
Signal and allocation
When to hold QLD
- Trend on: QQQ’s 12-week EMA is above its 26-week EMA at the completed weekly close.
- Trend off: The 12-week EMA is at or below the 26-week EMA. Hold the sleeve in cash while the signal is off.
- 35% target: Reserve this allocation for the QLD/cash sleeve. Its weight can drift between monthly checks; the LS v3 Breakout + LS Pullback entry cap is 170% while hedged, 210% with QLD unhedged, and 250% while QLD is in cash.
The Index Hedge
When to short QQQ
| Position | Short QQQ shares at 40% of account NAV at entry, after reclaiming capacity. Keep the shares fixed until exit. |
|---|---|
| Weekly gate | Open the hedge only while the completed weekly QQQ EMA12 is above EMA26 and QLD is ON. |
| Daily trigger | QQQ’s Low reaches the lowest Low of the preceding 50 sessions, or touches the lower Bollinger Band: SMA(50) − 2 standard deviations. |
| Entry | Short at the daily close of the trigger candle. Hold one hedge at a time; an active closing exit blocks entry. |
| Stop | Fixed GTC stop at entry Close + 2.5 × Wilder ATR(5), active after entry. No trailing. An opening gap fills at the Open; otherwise a High touch fills at the stop. |
| Exit | Exit when any of these trigger first:
|
| Capacity | Reserve 40 points of gross booked capacity: the stock cap is 170% while QLD and the hedge are held. Reclaim from LS Pullback first, then LS v3 Breakout, largest positions first. Short proceeds do not add capacity. |
The 50- and 30-session price channels exclude today. BB(50,2) uses the completed current Close and population standard deviation. No breadth filter or breadth exit.
Daily routine
Review daily, confirm weekly
- Check the latest completed weekly signal and whether an entry, exit or month-end rebalance is queued for the next available open.
- At the final trading close of the week, confirm QQQ’s EMA 12/26 state. An unfinished weekly candle does not change the frozen model’s signal.
- Off → on: Reclaim stock-book capacity to 210% if needed, then move the cash sleeve into QLD at the next session’s open. On → off: Sell QLD, close any open QQQ hedge and return the sleeve to cash at that open.
- If the state is unchanged, hold. A timing switch moves the existing sleeve between QLD and cash; it does not automatically reset its weight to 35%.
Usually, the weekly decision is made Friday after the close and executed Monday at the open. Use the final trading close and next available session when holidays intervene.
Monthly routine
Check the 30–40% band
- At the last trading close of each month, divide the sleeve’s current value by total account equity. Include its reserved cash when the trend is off.
- Below 30% or above 40%: Queue a rebalance toward 35% of account equity at the next session’s open, using values at that open.
- Between 30% and 40%, including the boundaries: Leave the allocation unchanged.
- Apply the active timing state: Add or trim QLD when the trend is on; adjust the reserved cash allocation when it is off. The cash allocation remains part of sleeve accounting while its stock-book buying power is released.
Weekly signal changes and monthly allocation checks are separate. Review the daily account value, but only the month-end band check triggers an allocation rebalance in frozen Portfolio T.
Historical Portfolio T model returns
Monthly & yearly returns
Monthly changes in closing account equity, including open positions. The 2026 total compounds January–September and matches the annual comparison below.
Portfolio T · 2026 YTD through September 28, 2026.
Portfolio T live tracking began September 2026. All cells show the current hedged model simulation.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year / YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +10.2% | +3.6% | -7.9% | +14.9% | +4.3% | +11.4% | -3.7% | -0.1% | -5.7% | — | — | — | +27.4% |
| 2025 | +7.8% | -4.9% | -6.5% | -1.9% | +0.3% | +37.2% | +2.6% | +4.0% | +16.1% | +12.6% | -5.9% | -4.2% | +62.7% |
| 2024 | +9.3% | +6.9% | +12.1% | +0.8% | +11.3% | +12.2% | +6.1% | -8.1% | -4.1% | +6.5% | +8.6% | -6.1% | +67.6% |
| 2023 | +1.3% | +0.9% | +10.9% | +3.5% | +5.3% | +13.1% | +25.6% | -1.9% | +5.7% | +1.6% | +9.9% | +38.4% | +181.1% |
| 2022 | -4.1% | -1.2% | +2.5% | +4.3% | +0.0% | +17.5% | -3.2% | -5.4% | +5.8% | +2.1% | +9.5% | +0.0% | +28.9% |
| 2021 | +16.7% | +30.2% | -4.8% | +13.9% | +1.2% | +10.9% | +0.5% | +10.1% | -5.9% | +8.8% | +2.4% | -2.3% | +109.2% |
| 2020 | -3.6% | +13.7% | -6.3% | -1.2% | +10.4% | +31.5% | +18.9% | +15.7% | -3.6% | -1.8% | +18.0% | +44.7% | +227.2% |
| 2019 | +0.1% | +8.8% | -7.2% | +5.3% | -11.7% | +5.5% | +11.9% | -7.5% | -4.3% | -1.4% | +2.2% | +1.9% | +1.0% |
| 2018 | +15.1% | -4.8% | +0.1% | -0.3% | +1.8% | -7.1% | -0.6% | +8.8% | -1.4% | -5.0% | +0.1% | +20.4% | +26.3% |
| 2017 | -4.5% | +3.7% | +0.5% | -4.7% | +2.4% | -8.0% | +3.4% | -3.1% | +2.3% | +12.0% | +3.1% | +4.8% | +10.9% |
| 2016 | +15.8% | -1.9% | -8.7% | -1.0% | +0.5% | -0.9% | +1.3% | +6.4% | +2.6% | -3.2% | +1.9% | +3.4% | +15.2% |
| 2015 | -1.7% | +6.7% | -5.0% | +9.6% | -1.5% | -5.5% | +5.3% | -2.0% | +17.4% | -5.7% | -3.1% | -0.7% | +11.7% |
| 2014 | +6.1% | -0.1% | -8.6% | -2.1% | +2.5% | +3.5% | -8.9% | +5.4% | -1.9% | +9.7% | +12.8% | -4.1% | +12.6% |
| 2013 | +10.1% | +0.1% | +20.7% | -1.1% | +6.3% | -6.4% | +7.2% | -8.8% | +12.2% | +7.1% | +11.0% | +10.8% | +89.0% |
| 2012 | +13.8% | +0.4% | +1.7% | -3.2% | -5.1% | +1.5% | +2.4% | +2.5% | +9.7% | -2.4% | +3.8% | -0.7% | +25.5% |
| 2011 | +11.7% | +10.9% | -4.6% | +1.4% | -7.0% | +8.3% | -3.0% | -0.4% | +14.6% | +0.4% | -1.3% | +0.6% | +33.2% |
| 2010 | -5.7% | +4.5% | +5.7% | +18.9% | -1.6% | +7.2% | +2.0% | -4.1% | +2.9% | +13.9% | +7.7% | +18.2% | +90.6% |
| 2009 | +0.0% | +11.7% | -1.9% | +0.8% | +12.6% | -4.1% | +2.3% | +24.7% | +30.1% | -6.5% | +2.5% | +7.1% | +103.3% |
| 2008 | +0.7% | +8.3% | +8.1% | -1.8% | +20.5% | -0.9% | -1.6% | -1.0% | +1.9% | +0.0% | +0.0% | +1.9% | +39.8% |
| 2007 | -1.4% | -8.2% | +3.8% | +5.0% | +12.7% | +7.2% | +1.1% | +0.9% | +14.3% | +4.1% | -9.7% | +5.2% | +37.4% |
| 2006 | +11.6% | +0.5% | +7.2% | -2.5% | -7.5% | +10.7% | +6.5% | +5.1% | -1.2% | +1.4% | +12.2% | -2.1% | +47.7% |
| 2005 | -8.7% | +2.7% | +1.7% | -4.9% | +0.9% | -3.0% | +6.0% | -2.7% | +12.6% | -1.0% | +4.8% | -6.1% | +0.3% |
| 2004 | -2.7% | -7.9% | -1.8% | +0.7% | +2.4% | +5.9% | -10.0% | +4.5% | +6.4% | +6.5% | +6.0% | +5.7% | +15.0% |
| 2003 | -1.1% | +2.8% | +17.4% | +12.1% | +13.4% | +3.6% | +6.9% | +4.0% | -7.8% | +14.6% | +4.7% | +6.0% | +104.7% |
| 2002 | +1.6% | -0.8% | +3.8% | -1.6% | +0.0% | +14.9% | +2.7% | -3.1% | +0.0% | +2.2% | +9.6% | -3.9% | +27.0% |
| 2001 | -0.7% | -8.5% | +0.1% | +2.4% | +3.5% | -0.1% | +3.3% | +1.9% | +42.8% | -3.5% | +2.8% | +9.1% | +56.3% |
| 2000 | -14.1% | +57.9% | +8.4% | -10.9% | +10.8% | +4.0% | -15.2% | +26.7% | -7.8% | -4.7% | +1.2% | -1.7% | +41.8% |
| 1999 | +13.0% | -8.3% | +14.6% | +7.6% | -15.4% | +15.6% | -6.0% | +14.3% | +13.8% | +10.7% | +15.2% | +69.4% | +229.4% |
| 1998 | -0.0% | +3.0% | +6.6% | -1.2% | +1.2% | +24.1% | +17.7% | -6.6% | +7.5% | +14.7% | +3.6% | +38.2% | +164.4% |
| 1997 | +12.4% | -8.0% | -2.7% | +13.8% | +16.9% | +13.4% | +31.0% | +2.8% | +23.0% | -8.6% | +1.6% | -0.6% | +132.3% |
| 1996 | -0.7% | +0.9% | +0.1% | +28.1% | +12.0% | -7.8% | +1.6% | +0.4% | +11.8% | +3.8% | +35.1% | -9.9% | +91.0% |
| 1995 | -3.2% | +3.7% | +21.1% | +13.6% | +3.1% | +6.3% | +11.3% | -7.6% | +6.3% | +0.7% | -1.5% | -2.5% | +60.0% |
Interactive SPX Signal Map
January 1995–September 28, 2026 · market context through September 28, 2026 · click an entry to open its trade charts.
Accepted stock entries, QLD timing arrows, hedge ON/OFF below the SPX candles, and monthly account returns from the new frozen Portfolio T. The hedge indicator shows the position after each cash-session close.
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