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TUMOH

An enhanced approach to capital growth, with higher volatility and risk.

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Each portfolio is a standard model with predefined rules, not a portfolio tailored to you. You choose which model to follow; the portfolio subscription does not include a personalized suitability assessment. Review the portfolio risks and service terms before proceeding.

Historical metrics

Hypothetical backtest · 2015–2026

Compound annual growth rate
22.6%
Annualised portfolio growth over the backtest period.
Best year
76.8%
Worst year
−17.0%
Maximum drawdownFrom peak to trough
−25.5%
Annual volatility
19.9%

Hypothetical backtested results, not an actual trading record. Past performance does not guarantee future results, and future losses may exceed the drawdowns shown.

About the metrics
Compound annual growth rate
Annualised portfolio growth over the backtest period.
Maximum peak-to-trough drawdown
The largest decline from a previous portfolio high to a subsequent low during the backtest.
Annual volatility
A measure of the variation in daily returns, expressed on an annual basis.

March 2015 – September 2026

Performance comparison

TUMOH compared with the SPY ETF, tracking the S&P 500 Index.

March 2015 – September 2026

Growth of a hypothetical USD 100,000 investment.
Date
TUMOH
1,058,557USD
SPY ETF
437,012USD

Portfolio value in USD

0500k1m1.5m20152018202120242026

Time

Touch the chart or move the pointer to inspect values. Use the date slider or arrow keys to move through daily observations.

End-of-period value
TUMOH
1,058,557USD
SPY ETF
437,012USD
View chart data
Growth of a hypothetical USD 100,000 investment. · 2026
DateTUMOH (USD)SPY (USD)
949,758388,442
971,400391,026
976,731393,353
982,563392,086
972,788392,046
988,236394,636
988,640395,261
997,299394,470
993,741392,528
988,739393,599
990,375393,267
986,751385,262
965,079389,708
988,005391,743
1,006,274391,886
1,017,384393,874
1,032,801395,444
1,044,598395,404
1,044,022394,619
1,043,942393,444
1,004,918395,398
999,375392,058
1,004,203390,161
996,353385,284
967,585392,677
1,006,210394,568
1,021,026393,530
1,016,199393,439
990,854387,359
988,773387,634
988,128388,258
980,929390,213
996,460389,187
993,518392,000
1,010,340387,995
1,002,396390,820
1,009,807394,115
1,022,702391,926
1,012,987390,046
1,013,607390,264
991,961386,826
1,000,026389,554
989,828387,382
973,454382,305
972,141385,657
984,042385,038
984,886384,551
982,800378,712
955,475376,569
942,708380,402
966,229381,399
944,928376,082
912,244375,153
902,887369,772
895,465373,658
892,309372,403
891,963374,477
907,297367,790
873,121361,521
859,179360,312
856,469370,787
892,298373,577
903,505373,915
904,754375,680
903,878375,847
929,427385,422
944,226387,645
943,054387,387
941,764391,175
954,799395,937
970,902399,066
979,666400,046
982,959404,876
997,369404,068
995,273401,421
983,648405,490
998,779403,914
1,001,289407,043
1,003,381407,747
995,135405,765
993,597405,702
1,006,672409,736
1,007,641410,870
1,010,466409,363
1,002,785412,647
1,014,302418,383
1,033,978417,105
1,029,379420,549
1,044,031421,506
1,032,899420,864
1,048,823423,219
1,057,237426,560
1,031,265421,431
1,029,460421,133
1,029,425418,326
1,015,017422,618
1,032,178423,454
1,036,165425,116
1,039,766427,941
1,049,743427,867
1,045,202430,227
1,065,354431,299
1,067,545432,474
1,068,389433,058
1,054,145430,021
1,060,977431,649
1,061,420420,509
1,003,208421,460
1,008,612420,222
998,081413,598
961,925420,623
994,713422,898
994,971430,359
1,003,908427,792
1,004,273422,451
994,916426,847
991,950425,500
991,732419,323
983,884419,128
974,223419,735
978,219416,698
979,077423,563
1,003,108426,864
1,004,203426,285
1,003,766425,723
1,017,434429,442
1,017,393427,402
1,008,707426,079
1,022,085429,689
1,028,254431,540
1,028,835428,233
1,014,639429,758
1,022,918431,459
1,029,253429,121
1,015,354424,875
1,001,873424,188
999,612427,723
1,018,843427,230
996,014421,953
1,002,044422,383
993,918422,474
993,362423,483
973,167416,967
971,991423,958
999,884427,013
1,007,940433,093
1,029,322440,903
1,058,604440,021
1,067,540439,316
1,068,439442,003
1,084,210441,871
1,085,575440,462
1,083,153441,562
1,092,708444,645
1,089,935443,762
1,089,745441,665
1,084,987438,685
1,068,988439,602
1,081,404435,912
1,070,180437,694
1,082,126436,410
1,079,536437,803
1,082,834437,900
1,082,092440,771
1,100,229439,768
1,075,069438,456
1,064,894435,442
1,073,937437,373
1,094,496441,952
1,096,489440,250
1,086,323437,832
1,072,945435,797
1,068,907433,184
1,056,204436,880
1,069,043434,932
1,048,728432,932
1,062,664431,024
1,065,954435,912
1,068,335436,473
1,091,920443,241
1,092,222443,172
1,092,624439,980
1,076,268439,619
1,075,241442,009
1,083,128438,720
1,059,019437,912
1,058,557437,012

Hypothetical backtested results, not an actual trading record. Past performance does not guarantee future results, and future losses may exceed the drawdowns shown.

TUMOH (SPY)

The figures in context

This portfolio, SPY and a reference at the same volatility.

Hypothetical backtest · SPY total return · USD

Scroll across to compare
The figures in context
MeasureTUMOHSPYSPY at this portfolio’s volatility
Return a year22.6%13.6%15.0%
Volatility19.9%17.6%19.9%
Largest fall−25.5%−33.7%−37.5%

SPY is a U.S. equity reference on a total-return basis. Its composition and risk differ from those of each portfolio. A year is 252 trading sessions. A dash means the figure was not supplied.

Full return and risk breakdownRecovery, market behaviour and the two research periods

Returns

Returns
MeasureTUMOHSPY
3 years, a year29.8%22.3%
5 years, a year18.9%13.2%
2026 to date9.8%12.7%
100,000 grew to1,058,557437,012
Best year76.8%—
Worst year−17.0%—

Risk & recovery

Risk & recovery
MeasureTUMOHSPY
Months to recover12.04.6
Longest time below a prior peak (months)18.423.3
Worst 12 months−18.7%−19.7%
12-month windows positive89%87%
36-month windows positive100%—
Positive months65%70%
Worst month−15.5%2026-03—

Relative to SPY & the tails

Relative to SPY & the tails
MeasureTUMOHSPY
Beta (monthly)1.201.00
Correlation (monthly)0.861.00
Upside capture146%100%
Downside capture109%100%
Tracking error10.9%—
Daily VaR (99%)−3.9%−3.2%
Daily expected shortfall (99%)−4.8%−4.6%

Two research periods

Two research periods
Annualised returnTUMOHSPY
Development period (9.8 years)22.6%12.9%
Out-of-sample period (1.7 years, read once)25.4%19.2%

Beta, correlation, captures and tracking error use monthly returns against SPY. Captures compare compounded, annualised returns in months when SPY rose or fell. The volatility-matched reference is the 3-month T-bill plus SPY’s excess return scaled by the ratio of the two volatilities, with no borrowing cost or fund fee. VaR and expected shortfall use historical daily returns.

Months to recover: from the trough of the largest fall to the first new high, in calendar months. The longest time below a prior peak is the longest run from a high to the next new high. The reserved period, at the end of the window, was read once and never re-run; 1.7 years is too short to prove or disprove anything on its own. The dates are on the Methodology page and in the public record.

TUMOH

Risk scale

Based on historical volatility bands across the backtest window. This is a volatility measure, not a limit on possible losses.

6 / 7

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  4. 4
  5. 5
  6. 6
  7. 7
Lower volatilityHigher volatility

Monthly returns

Returns in %. The first and last months are partial months of the window; the year’s total is the published yearly figure.

Scroll across to compare
Monthly returns · TUMOH
YearJanFebMarAprMayJunJulAugSepOctNovDecYear total
2015——−4.32.91.1−5.21.7−9.5−4.713.10.5−1.5−7.3%
2016−6.87.17.00.71.5−1.12.5−0.4−1.9−2.34.44.014.8%
20171.97.9−0.11.64.4−0.33.70.81.94.55.15.343.1%
20189.2−3.6−5.3−0.83.8−1.74.75.40.1−7.0−2.0−3.9−2.4%
20192.25.00.95.8−7.08.25.6−6.02.21.44.74.629.8%
20204.1−8.60.521.84.6−2.713.613.4−5.8−2.917.57.976.8%
20212.81.46.310.61.11.95.94.7−7.411.01.44.252.0%
2022−10.62.97.5−11.9−1.4−9.17.0−0.8−7.010.70.8−3.4−17.0%
20238.2−3.44.90.62.16.44.3−2.9−9.9−2.511.27.126.9%
20242.85.87.3−5.35.97.4−0.40.55.3−0.97.7−4.235.6%
20254.2−4.5−3.3−2.86.24.93.44.76.94.70.62.530.0%
20268.3−3.0−15.517.55.8−5.8−0.37.5−1.5———9.8%
Calculation and comparison methodology

Results include assumed trading costs and exclude taxes and financing costs.

The chart shows daily closing observations aligned to the comparison record's dates. Maximum drawdown is calculated from the daily record and may have occurred at different times for each series. SPY is a US equity reference and differs from the portfolio in composition and risk.

The worst annual return figure includes the partial period from March to December 2015.

How is TUMOH built?

Three complementary strategies, weighted to reflect the portfolio's approach to growth and risk.

  • Multi-asset defensive strategy

    20%

    A diversified allocation that adapts to market trends.

  • Flexible allocation strategy

    30%

    A mix of growth opportunities and defensive components, with allocation adjusted according to defined rules.

  • Market volatility response strategy

    50%

    Adjusts investment exposure to market volatility, amplifying the effect of market movements in both directions in this part of the portfolio, and moving to cash-like exposure when defined conditions are met.

The weights refer to strategies; their holdings change according to their rules.

Risks at a glance.

Part of the portfolio uses a mechanism that amplifies market movements in both directions, increasing potential gains and losses. This approach therefore requires accepting high volatility and potentially substantial drawdowns, even with risk-adjustment rules in place.

The portfolio may include exposure to digital assets under defined conditions. Historical drawdown levels are not a ceiling on future losses.

Frequently asked questions.

Does the portfolio allocation stay fixed?

The displayed weights refer to strategies. Investments within them change according to defined rules, with risk exposure adjusted based on the portfolio's performance.

Why do we compare the portfolio with SPY?

To show performance alongside a familiar US equity reference and consider return and drawdown together. The portfolio differs from SPY in its composition and risk level.

Choose your portfolio and begin

Create your account, review your membership, then complete verification and broker approval.

Start with TUMOHCompare portfolios

Each portfolio is a standard model with predefined rules, not a portfolio tailored to you. You choose which model to follow; the portfolio subscription does not include a personalized suitability assessment. Review the portfolio risks and service terms before proceeding.