BACKTEST

Trenyx Momentum vs the S&P 500 (SPY) and the Nasdaq-100 (QQQ), 2006-01-03 → 2026-05-29, $100k start. Log scale — equal vertical distance is an equal percentage move, the honest way to read a compounding curve.

This is a survivorship-free backtest: the S&P 500 membership is reconstructed point-in-time, so delisted and acquired companies are included on the dates they actually traded — no hindsight cherry-picking of the winners. Prices are split-adjusted and exclude dividends across all three lines (the strategy holds price-return too, so it's apples-to-apples). All three run the full 2006–2026 window, so the 2008 crash is included for every line.

SeriesWindowEnd valueTotal returnCAGRMax drawdown2008 drawdown
Trenyx Momentum (B) 2006–2026 $1,666,869 +1567% 14.8% -27.5% -20.7%
SPY (S&P 500) 2006–2026 $597,384 +497% 9.2% -56.5% -56.5%
QQQ (Nasdaq-100) 2006–2026 $1,787,243 +1687% 15.2% -53.6% -53.6%

What to actually expect

Over this full ~20-year window — including the 2008 crash — Trenyx Momentum compounded at 14.8% a year, versus 9.2% for the S&P 500. That's a real edge, but read it honestly:

Plan for high-single to low-double-digit returns, not the headline. A backtested CAGR is the best case on clean history; live results carry slippage, taxes, and luck. Treat 14.8% as a ceiling, not a promise — some years will be flat or red.

The edge is downside, not upside. The strategy's real job is holding its 2008 loss to −20.7% while the market fell −56.5% — losing less in the bad years is what compounds. Even QQQ, which matched it on return over this window (15.2% vs 14.8%), got there through a −53.6% crater in 2008 — B's whole point is the same finish with half the drawdown.

You will sit through drawdowns. Even on this record the strategy fell ~27.5% peak-to-trough at its worst. If that would make you sell, the strategy can't work for you.

Past performance does not predict future results. This is a hypothetical paper portfolio — no orders are placed, no funds are managed.