Changelog

Portfolio Compare no longer trips the fair-use limit on repeat runs

• Comparing portfolios fires one backtest request per selected portfolio, so a few comparisons in a row could cross the per-account fair-use ceiling, and every request then failed with a misleading 'at least 2 portfolios required' error. Reported by a subscriber.
• Cached backtests no longer count against the ceiling (only fresh computes do, which keeps the abuse protection intact), and when the limit does engage the page now says so and suggests waiting a minute.

Open /portfolio-compare →

Price cache: stale dividend adjustments fixed and guarded

• Price providers re-adjust an ETF's entire history whenever it pays a distribution, but our cache only refreshed the last few days of data, so older rows could quietly sit on a stale adjustment basis. Returns spanning that seam were slightly off, and on a few bond tickers (notably TIP and IEF) it was enough to nudge signal scores. Found while answering a subscriber's reconciliation question.
• We refetched clean history for every affected symbol, and the fetcher now detects a re-based series on its own and heals the full history immediately instead of leaving a seam.

Asset Universe cards no longer list signal indexes as holdings

• Regime Detector, VIX Shield and the Vol-Target QQQ variants showed their signal inputs (the VIX and Nasdaq-100 indexes, breadth and credit series) in the Asset Universe card as if they were investable holdings.
• The card now lists only assets the strategy can actually hold. Same fix family as GEM's BIL threshold and HAA's TIP canary from July.

ETF preferences: IYR and SGOL join the substitution groups

• IYR (iShares US Real Estate) is now part of the US REIT group, so an account-wide VNQ to IYR preference works, as a subscriber requested. SGOL (abrdn physical gold) joins the gold group as a common near-duplicate.
• Defaults and recommendations are unchanged: VNQ and GLDM stay the canonical picks.

Drawdown pages stop querying the data provider for malformed tickers

• Crawlers following broken links sent mangled ticker text (like "VYM)%3A") to the drawdown analyzer, and every hit made a pointless data-provider call. Malformed tickers are now rejected instantly and the page returns a clean 404.
• Real ticker shapes, including BRK.B, ^GSPC, GC=F and BTC-USD, work exactly as before.

Backup price data is always filed under the right ticker

• Single-ticker price fetches from our backup provider could lose their ticker label in transit and were then stored under a placeholder symbol, leaving the real ticker's data stale.
• The label is now attached at the source, and unlabeled data is dropped instead of misfiled.

GGCEM: real-time data check published, removed from Top Performers

• A subscriber showed that GGCEM's OECD leading-indicator data is revised after first publication, so the published backtest quietly benefits from information that was not available at the time. We reproduced it against the real publication archive: on as-published data since 2018 the regime call differs in 19% of months, Sharpe drops from 1.19 to 0.82, and the worst drawdown deepens from -11% to -34%.
• The GGCEM page now carries a data caveat and a full real-time comparison (chart and numbers), and the strategy is excluded from Top Performers rankings while the review is open. Live signals always used first publications, so nothing changes in live operation.

Open /strategies/ggcem#realtime-check →

Tranching now asks before a portfolio edit cancels it mid-window

• Editing a portfolio while a tranching window was in progress could switch tranching off without any warning, silently cancelling the remaining tranche alerts. One subscriber lost the final tranche of a 5-day entry this way.
• The portfolio editor now asks for an explicit confirmation before a save turns off an in-flight tranching window, and turning it off also cleans up the stored tranche plan.

Open /portfolios →

Dark mode: UCITS and drawdown pages are readable again

• In dark mode, the UCITS strategy hub, the per-ticker UCITS mapping pages, and the drawdown history pages rendered most headings and numbers in near-black on a near-black background.
• All three page families now use proper dark-mode text colors, and they were added to the automated contrast checks so this cannot quietly come back.
• Reported by a subscriber.

Open /best-ucits-taa-strategies →

Risk vs Return: Top Performers criteria shown on the page

• The numbered Top Performers list ranked variants by an unpublished mix of Sharpe, CAGR, and max drawdown, so it was not clear why a variant made the cut.
• The card now states the eligibility gates and the exact ranking formula next to the list, computed over the same window as the chart.

The Robustness column is now called Robustness everywhere

• The leaderboard header used to say Deflated Sharpe (DSR in the compact view) while the blog, methodology and strategy pages call the same score Robustness. A reader went looking for a Robustness column and reasonably concluded it did not exist.
• One name now: Robustness, with the tooltip spelling out that it is the Deflated Sharpe Ratio. Saved CSV exports keep working through the old header alias.

Open /leaderboard →

Stoken ACA: each sleeve gets its own backtest

• The three ACA pairs (SPY/IEF, GLD/TLT, VNQ/IEF) are now separate variants on the strategy page, each backtested standalone with full metrics, drawdowns and withdrawal rates.
• Useful for studying what each sleeve contributes, or for blending the sleeves at your own weights instead of the book's equal thirds.
• Requested by a subscriber.

Open /strategies/aca-dynamic-bond →

Chart reference labels no longer clip at the right edge

• The lifetime CAGR marker on the Rolling 5-Year CAGR chart, the CAGR marker on Annual Returns, and the Sharpe=1 line on Risk vs Return anchored their text to the chart edge, so part of the label could get cut off.
• All three labels now render inside the plot area and stay fully visible at any chart width.

Month-end signals wait for every fund's official close

• Some ETF closing prices reach our data provider hours after the US close, and a month-end signal computed in that window could silently use the previous day's price for those funds, occasionally flipping an allocation.
• The nightly price refresh now fetches every fund's official close from a second source the same evening, and month-end signals hold off until the full universe has settled closes before locking in.
• Execute alerts on the first trading day are computed from complete data either way; this closes the window where an earlier preview could disagree.

Rebalance alerts: trade list and What changed now always agree

• In the pre-close Confirmed and Preview alerts, the What changed section used fresher data than the trade list, so the two could contradict each other when a strategy flipped on the last trading day.
• Both sections now render from the same freshly computed signals, and portfolios with a pinned fixed sleeve no longer show that sleeve swapped to leveraged vehicles in the alert view.
• The definitive Execute alert on the first trading day is unchanged and remains the one to trade on.

Factor Exposure shows all six factor labels

• The Factor Exposure card on strategy pages squeezed six factor bars into a short chart, and the chart library silently dropped every other axis label, so Market, Value and Investment looked missing.
• The card is taller and every label always renders: Market, Size, Value, Profitability, Investment and Momentum.

Open /strategies/haa →

Portfolio and strategy data updates the same evening after US close

• Strategy NAVs and portfolio dashboards previously picked up each market close only the next morning, so the numbers always ran a full trading day behind.
• The nightly refresh now appends the close the same evening once US markets have settled, so dashboards are current by the time you check them.

Performance and Correlations pickers show the whole catalog

• The strategy picker on the Performance and Correlations pages silently stopped after the first 50 variants, which hid newer strategies such as HAA Quartet unless you searched by name.
• The picker now lists every strategy variant, sorted alphabetically so a strategy's variants sit together.

Open /correlations →

Daily strategy alerts fire on every regime flip again

• An alert deduplication rule meant to stop repeat emails also swallowed genuinely new flips on daily and weekly strategies: once a strategy had alerted a given transition, later identical flips sent nothing. Every new flip now alerts.
• The Signal History table on strategy pages includes live signal changes since the last full backtest, so it always agrees with the Current Allocation card.

Open /strategies/golden-ratio-dual-gate →

Strategy category filters no longer split into duplicates

• Category chips on the leaderboard and strategies catalog could show the same category twice (for example Multi-Asset and Multi Asset), and picking one hid strategies filed under the other spelling.
• All strategy tags now use one spelling, so each category appears once and its filter matches every strategy in that category.

Open /leaderboard →

Three clearer ways to start exploring strategies

• The strategies catalog now starts with three explained paths: a simple passive baseline, a defensive monthly approach, and an EU/UCITS-friendly route.
• Each path shows who it may suit, when to avoid it, its trading cadence, expected turnover, and the longest losing stretch in its backtest before you open the strategy.
• On small screens, three quick filters stay visible while the rest sit under More filters; CAGR sorting now lives in the metrics menu.

Open /strategies →

Six new strategies for August

• Global Growth Cycle Enhanced Momentum (Grzegorz Link) leads the batch: global equity momentum gated by the OECD leading-indicator cycle, backtested to 1986 across three variants.
• Also new: KISS Momentum, a community two-system model pairing a broad risk-parity momentum sleeve with a concentrated year-to-date picker; Stoken's Active Combined Asset, daily channel breakouts across three asset pairs from Survival of the Fittest for Investors; Faber's 12-Month High Switch, which holds risky assets only while they trade near their 12-month high; and Predicting US Treasury Returns, the Baltussen, Martens and Penninga four-signal bond-timing model.
• The Desert Portfolio, a defensive three-fund allocation from the Gyroscopic Investing forum, joins the fixed lineup. All six ship with full backtests and live signals for Pro subscribers.

Open /strategies →

Leaderboard trailing returns measured to exact dates

• The 1M, 3M, YTD and 1Y columns now anchor on the true last trading day of each lookback window instead of a nearby sampled point, which could add up to a week of extra returns to the shorter windows.
• Strategies whose backtests were recently recomputed now refresh on the leaderboard nightly, so its figures always agree with the strategy's own page.

Open /leaderboard →

Accurate monthly scoreboard columns

• The auto-generated monthly TAA scoreboard now measures its Month, YTD and 1-Year columns on exact calendar month boundaries, using the same NAV curves each strategy page shows.
• Rows whose data does not reach the month's last trading day are held back instead of being published short.

Open /blog →

SWR and PWR columns on the Leaderboard

• The expanded Leaderboard now shows each strategy's Safe Withdrawal Rate and Perpetual Withdrawal Rate, the same figures its strategy page reports.
• Both columns sort and export to CSV, and they stay fixed to the full backtest history whatever period you select.

Open /leaderboard →

A faster drawdown analyzer

• The drawdown tool no longer re-downloads a fund's full price history every time you run it, so results come back faster.
• This also clears the occasional "analyzer is busy, please retry in a few seconds" message on the free tool.

Open /tools/drawdown-analyzer →

A much smaller strategy catalog over MCP

• list_strategies now returns a compact catalog by default, around 90% smaller, so it no longer fills up an AI assistant's context in a single call.
• You can narrow it with search, strategy_type, frequency and limit, or ask for complete records with full: true.

Open /docs/api →

A much shorter monthly recap email

• The monthly recap email now covers the 3 changes most worth your time, with a one-line tally of everything else and a link to the full changelog.
• It also arrives earlier: the first Tuesday after the month ends, instead of three weeks in.

Open /changelog →

Connect Claude or ChatGPT to BestFolio by signing in

• The MCP server now supports signing in with your BestFolio account, so you can add it as a connector in Claude or ChatGPT without copying an API key.
• This also makes it work in the Claude web and mobile apps, which have no way to send an API key.
• Existing setups that pass a bf_live_ key as a header keep working exactly as before.

Open /docs/api#mcp →

Strategy pages respond faster when you click around

• Switching tabs, picking a variant, toggling a comparison overlay or dragging to zoom on a strategy page no longer rebuilds the whole chart and stats tables each time.
• Typing in the strategy catalog search box stays smooth with the full list on screen.

Open /strategies →

Asset Universe cards list only assets a strategy can hold

• Signal-only tickers no longer show up as holdings: GEM's T-bill threshold (BIL) and HAA's canary trigger (TIP) are inputs to the signal, and the strategies never hold them.
• GEM's universe now correctly reads 3 assets (SPY, VEU, AGG), and HAA's no longer lists TIP.

Open /strategies/gem →

Portfolio leverage can now be switched on in Settings

• The portfolio leverage tools, previously limited to a small beta group, are available to every account: levered backtests, 2x and 3x ETF routes, borrowing costs, and a leverage sweep chart.
• Turn it on under Settings, Portfolio Preferences, then edit any portfolio to configure leverage.

Open /settings →

Leaderboard columns are tighter and easier to scan

• Metric columns in the leaderboard are now sized to the numbers they hold instead of their heading text, so the full set of return and risk metrics is far more compact.
• More columns fit on screen at once and the values line up in a clean, uniform grid, with longer headings wrapping neatly instead of stretching a column wide.

Open /leaderboard →

Fair-use limits on portfolio backtests and edits

• Portfolio backtests and edits now have per-account rate limits, so one account's automation can no longer slow the app down for everyone else.
• Normal use is unaffected: the ceilings sit far above what interactive editing produces. Automated callers that exceed them receive HTTP 429 with a Retry-After header.

UCITS alternatives: full sector coverage and automatic baskets

• Every sector ETF our strategies rotate through (XLE, XLK, XLV and the rest) now has a European UCITS equivalent: the SPDR Select Sector UCITS family, same provider and same sector indices as the US funds. 29 strategy variants that previously showed Unmapped rows in the UCITS panel are now fully covered, and 26 more tickers gained verified mappings.
• Funds with no single UCITS twin, like return-stacked RSST, 90/60 NTSX, or the Pacific fund VPL, are now rebuilt automatically as a basket of UCITS funds with the exact weight of each leg shown, instead of a note telling you to do the math yourself.
• A monthly audit now compares every live strategy signal against the mapping table, so a new strategy or a new rotation can never silently bring back an unmapped ticker.

Open /tools/ucits-finder →

New library portfolio: Open Momentum Trio

• A pre-built 40/30/30 blend of Hybrid Asset Allocation, Bold Asset Allocation G4, and Accelerating Dual Momentum. Each sleeve is a fully published model, and blending them has historically cut the worst drawdown to roughly half of what the sleeves suffer alone.
• It started as a subscriber request to add a closed-rules tactical strategy. Those rules are private, so this portfolio rebuilds the same shape from open models instead.

Open /library/open-momentum-trio →

Privacy policy now covers campaign attribution

• If you accept Analytics cookies, we now record which of our own posts or articles brought you to BestFolio (the campaign tag on the link, the landing page, and the referring site) so we can tell which content is worth writing more of.
• Nothing changes if you decline: no attribution is stored, and withdrawing consent deletes anything already stored. The updated privacy policy describes this in Section 3.4 and takes effect on July 17, 2026.

Open /privacy →

Faster, more reliable plan detection across the app

• The app now resolves your plan from a single account endpoint instead of scanning the strategy catalog, so Pro pages unlock faster after sign-in and Settings can label the Founder plan correctly.
• SmartBlend and Walk-Forward optimization now enforce Pro on the server as well, matching what the pricing page says.

Open /pricing →

Signals and Portfolios pages now open to free accounts

• Free accounts see the Signals page with live monthly signals for the six free strategies. Pro strategies appear as locked rows with regime and dates visible but allocations hidden.
• The Portfolios page is open to free accounts with one saved portfolio included (Pro includes up to 25). Pro-only tools like walk-forward construction are labeled before you click.

Open /signals →

EU VAT handled consistently on USD plans

• If your billing address is in the EU but you subscribed on a USD plan, VAT is now applied from your next renewal, matching how our EUR plans already work. Affected subscribers receive a one-time email before anything changes.
• USD prices remain listed excluding tax, and the pricing page now states exactly when VAT applies.

Open /pricing →

Leaderboard tables now make more room for comparison

• The leaderboard now uses more of the available screen width, so more strategy metrics stay visible at once on larger displays.
• When the extended table has additional columns off-screen, edge shading and scroll controls now make that clear and provide a quick way to reveal them.

Open /leaderboard →

Account deletion and retention now have explicit limits

• Deleting an account now removes feedback free text and identifiers while preserving only non-identifying workflow facts; linked message and delivery records are removed as well.
• Message free text now expires after 90 days, minimal delivery records after one year, feedback after three years, and protected operator-access audits after two years.
• The Privacy Policy now distinguishes BestFolio service providers from providers acting for their own legal purposes and explains the narrow tax-record and deletion-prevention exceptions.

Open /privacy →

Performance metrics are now consistent across BestFolio

• Key views now use the same 1Y, 3Y, CAGR, backtest history, drawdown, and Sharpe definitions and ordering.
• Leaderboard dates now show the observations behind full-history results, while recent returns keep their own shorter periods.
• Month-to-date and quarter-to-date values now stay separate from trailing one-month and three-month returns.

Open /leaderboard →

Optional emails now require a clear choice

• New accounts start with onboarding tips and product updates turned off, then choose each stream separately on their first app session.
• Settings keeps the two controls separate and can turn off every optional email at once. Essential billing, security, and account messages are unaffected.

Open /settings →

Walk-forward portfolio charts now update daily again

• Walk-forward portfolios could keep their performance chart frozen at the last monthly rebalance, because the nightly refresh skipped any portfolio whose freshly optimized weights had drifted from the published ones.
• The nightly refresh now extends the chart with the allocation you were actually given at the last rebalance, so the current month tracks through the latest close.

Keyboard navigation and mobile layouts are more reliable

• Navigation menus now close with Escape and return focus to their trigger, skip links move directly into page content, keyboard focus stays visible in both directions, and controls wait until they are ready before accepting a click.
• The strategy catalog no longer exposes hidden duplicate links to the keyboard, and the leaderboard fits a 320-pixel viewport while its data table remains internally scrollable.
• Guide and pricing cards now show a clear keyboard focus ring, and checkout buttons retain readable contrast while they are briefly disabled.

Open /strategies →

Ten UCITS pages now show the evidence behind the match

• SPY, QQQ, VTI, IEF, VWO, TLT, AGG, GLD, TQQQ and DBMF pages now set out what each side tracks, the domicile and structure, listings, distribution policy, cost, replication method and the known differences, with links to the issuer's own sources.
• Every reviewed mapping carries the date it was checked, and any page lets you report a mapping that looks wrong.

Open /ucits/spy →

Blog publishing now preserves reviewed copy

• New and updated articles now stay in draft until the exact title, summary, and body have been reviewed and approved.
• If published prose needs a correction, it must be unpublished, revised, and reviewed again before it returns to the site.

Open /blog →

European workflow links are easier to find

• The Strategies and Portfolio Library pages now point to the UCITS-compatible strategy guide and the free UCITS Finder, and explain where USD/EUR display, ISINs, and mapping confidence fit into the workflow.
• The homepage now lists the two display currencies BestFolio supports, USD and EUR, and no longer claims GBP display support.

Open /strategies →

Subscription status updates are more resilient

• Billing notifications now wait briefly instead of failing immediately when a protected account-maintenance job is finishing, reducing delayed access updates after checkout or renewal.
• Long-running maintenance still asks Stripe to retry, so no payment event is marked complete before it is safely processed.

Blue callouts now render correctly in dark mode

• Blue-accented callouts across Settings, Scatterplot, strategy details, research notes, the route guide, and the walk-forward editor now use the intended deep-blue styling and maintain readable contrast in both themes.

Open /strategies →

Live Tracking now respects the server's access boundary

• Regular members now stay on manual holdings and use their own read-only IBKR connection in Settings, without the page probing the owner's legacy brokerage feed.
• The owner-only feed and admin controls now follow the server's access decision instead of browser-side account identifiers.

Open /live →

9Sig research now has one corrected article

• The established 9Sig article now contains the faithful-rules correction, while the duplicate follow-up address redirects to it.
• The page separates observed TQQQ and AGG history from pre-launch simulations and historical-return bootstrap scenarios, with the study windows and limitations stated beside the results.

Open /blog/kelly-signal-danger →

Mobile menu scrolls, and Sign In is easier to reach

• The navigation menu on phones now scrolls on its own, so every item stays reachable on smaller screens, including the account links that sit at the bottom.
• Signed-out visitors now also get a Sign In button in the top bar on mobile, so returning members can log in without opening the menu.

Suggest ETFs to fill a factor gap in FactorLens

• The FactorLens vs Target tab now has a Suggest ETFs to fill my biggest gap button: it finds the factor your portfolio is furthest below your target on, and lists real ETFs with the strongest exposure to it.
• It is a measured-exposure screen, not investment advice or a recommendation to buy.

Open /tools/factor-lens →

Compare your FactorLens exposures against a target

• FactorLens has a new vs Target tab: pick a target factor profile (total market, small-cap value, quality, or trend) or set your own per-factor targets, and see where your portfolio sits above or below each one.
• It highlights your biggest gaps in plain English. This is a comparison aid, not investment advice.

Open /tools/factor-lens →

Portfolio pages now show walk-forward allocation history

• Walk-forward portfolios now include a Strategy Allocation Over Time chart, showing how each strategy's target weight changed at every rebalance.
• Use the 1Y, 5Y, and All controls to review different periods. Pinned strategies are marked as fixed, and switching portfolios always loads that portfolio's own history.
• The chart shows recomputed out-of-sample target weights, not broker holdings or trade history.

Open /portfolios →

Emerging Markets factor region in FactorLens

• FactorLens can now regress your portfolio against the Fama-French Emerging Markets factors, alongside the existing US and Developed Markets sets, so emerging-market holdings are measured against the right factor universe.
• Pick Emerging from the Factors dropdown. The Emerging Markets profitability and investment factors begin in the early 1990s, so that regression uses a shorter history, which the results now flag.

Open /tools/factor-lens →

High-risk strategy warning now explains portfolio use

• The extreme-risk 'not investable' notice on strategies with a very large historical drawdown now explains that the same strategy can appear as a small, capped sleeve inside a diversified BestFolio portfolio, where its risk is bounded and offset by holdings that behave differently.

Open /strategies/buy-the-dip →

FAQ controls read cleanly with assistive technology

• FAQ chevrons now remain visual decoration, so screen readers announce each question without an extra symbol.

Open /blog →

Leaderboard shading makes relative differences easier to scan

• Numeric cells now use a subtle five-band scale calculated only from the rows currently shown, while exact values stay visible and ties or short samples remain neutral.
• Direction follows each metric's definition, fragile DSR warnings stay amber, and the page explains that colours are a comparison aid rather than a recommendation or forecast.

Open /leaderboard →

Walk-forward results show weight stability

• Single and comparison results now label weight stability and show the average monthly change, largest single-sleeve shift, and concentration-equivalent strategy count.
• Results with fewer than two out-of-sample weight observations say that history is insufficient, and the summary makes clear that stability describes past weight changes rather than forecasting performance.

Open /walkforward →

Research Notes begin with strategy inclusion criteria

• Research Note 01 explains the four gates a strategy must clear before it can enter BestFolio's research catalog and why inclusion is not an endorsement.
• The reusable note format is linked from the research library and includes article metadata, methodology links, limitations, and sitemap coverage.

Open /research/notes/strategy-inclusion-criteria →

Portfolio allocations fit smaller screens

• Portfolio actions and selection now stack cleanly on phones, while strategy and fixed sleeves switch to readable cards that keep every ticker available.
• Current and preview allocations sit side by side when space allows, and optional ETF processing controls now live in a drawer so the holdings stay central.

Open /portfolios →

Strategy pages explain what the numbers cover

• Strategy pages now show their rebalance cadence, data coverage, rule summary, costs, and next action before the charts.
• UPRO, QLD, and TQQQ drawdown pages now lead with actual fund history and show pre-inception proxy simulations in a separate, clearly labeled section.

Open /strategies →

Strategy cards stay put when you hover them

• On the Strategies page, each card's one-line description and current holdings are now always shown instead of appearing only on hover, so cards no longer grow and shift the grid as you move the mouse across it.

Open /strategies →

Clearer email preferences

• Email settings now separate product updates and blog posts from your portfolio signal alerts, so you can turn off marketing emails without losing your signal or account emails.
• The product updates option shows how often it can send, so a busy week is never a surprise.

Factor Lens is easier to use on small screens

• Factor scorecards now stay within a phone-sized screen, with readable exposure bars and labels that wrap instead of forcing the page sideways.
• Entry modes, region and example controls, result tabs, sharing, and table rows now use roomier touch targets.

Open /tools/factor-lens →

Returning members see their current allocation right away

• When a former Pro member re-subscribes, BestFolio now emails the latest effective allocation for their main portfolio right away, provided signal emails are enabled and they have not already received that cycle's signal.
• The snapshot applies their ETF preferences, UCITS setting, and SmartLeverage configuration without describing the message as a rebalance or telling them to trade.

Open /portfolios →

Metric names now match across comparison views

• The leaderboard and strategy statistics now use the same names, explanations, and number formatting for CAGR, volatility, drawdown, Sharpe, Sortino, Calmar, UPI, and related metrics.
• Downloaded leaderboard CSV files use those same canonical column names while keeping numeric values spreadsheet-friendly.

Open /leaderboard →

Choose a custom start year on the leaderboard

• The leaderboard now lets you compare every strategy from a fixed calendar year between five and thirty years ago, alongside Full History and the existing trailing windows.
• Strategies that launched later stay visible, and the Years column shows the history actually used for each row.

Open /leaderboard →

Pricing and checkout show renewal and tax terms

• Each paid plan now shows its renewal amount and interval, tax treatment, and a refund-policy link next to the subscribe button.
• Stripe Checkout repeats the renewal and tax-total information and shows the refund-policy address before you submit.

Open /pricing →

Account exports and deletion cover more linked data

• Your account export now includes the settings needed to reconstruct portfolios, along with consent, referral, broker connection, feedback, favorite, share, submission, and cancellation records where applicable. Secrets and private access links are excluded.
• Account deletion now also removes linked feedback and administrative delivery records, including writes that overlap with the deletion request.

Open /settings →

Public pages are easier to use with assistive technology

• Keyboard focus, color contrast, control labels, and navigation order have been improved across public pages in both light and dark themes.
• Favorite stars on strategy cards are now separate controls, so keyboard and screen reader users no longer encounter one interactive control nested inside another.

Optional private feedback when cancelling

• The subscription controls now present pause and cancellation as neutral self-service options, including while a subscription is already paused. Scheduling a cancellation never requires feedback.
• If you choose to share it, you can select a cancellation category and add a private note. Notes are encrypted at rest, are never sent to analytics or notifications, and are deleted after 365 days or with your account, whichever comes first.

Open /settings →

Cancellation feedback privacy safeguards

• Cancellation comments are no longer copied into admin notifications or general message logs, and historical database copies are removed.
• Protected storage, 365-day private-note expiry, and account-deletion rules are now in place before optional cancellation feedback is enabled.

Compare, density, and saved views on the leaderboard

• Tick strategies on the leaderboard and press Compare to open them side by side on the performance chart, up to six at once. A compact density toggle fits more rows on screen.
• The leaderboard now remembers your period, filters, sort, columns, and density between visits, with a Reset view button to clear them.

Open /leaderboard →

A Free Tools hub

• The Tools page is now a real hub that lists every free tool in one place: the Factor Lens, Drawdown Analyzer, UCITS Finder, and Portfolio Overlap.

Open /tools →

Account deletion now erases more of your data

• Deleting your account now removes message and delivery records, feedback identifiers, API keys, referral records, and your broker connection details, on top of portfolios and preferences. Billing records are kept only where law requires.
• A new internal check fails our tests if a future table that stores your data ever lacks a deletion rule, so nothing can quietly slip through.

Accessibility: the pricing comparison is now a real table

• The Free versus Pro feature comparison is now a proper data table with row and column headers, and the check and dash marks read as Included or Not included to screen readers.

Favorite strategies and more metrics on the leaderboard

• You can now star a strategy straight from the leaderboard, and Show all columns adds Calmar, Ulcer Index, and best and worst month next to the existing metrics.
• The CSV download now matches the columns you are viewing, so the key view and the expanded view each export exactly what is on screen.

Rejection log: a reader-suggested 3x Nasdaq timer, tested and passed on

• A reader suggested a popular leveraged strategy that holds 3x Nasdaq while a stack of trend and momentum rules read as an uptrend, backed by a chart showing almost +4,000%. We re-modeled the exact rules on our engine back to 1999.
• The headline turned out to be a start-date artifact: the backtest begins in late 2009 and never sees the dot-com crash. Modeled honestly, the same idea carries a 65% drawdown (in 2022, not some distant era), and its clean 200-day version drops 93% through the dot-com bust.

Open /research/rejection-log →

Accessibility and SEO refinements

• Filter chips on the strategies, signals, and leaderboard pages now announce their selected state to screen readers, the onboarding weight sliders and remove/add controls have proper labels, and several content pages no longer nest a second main landmark.
• Added a canonical URL to the refund page and the BestFolio YouTube channel to the site's structured data.

Corrected the SQQQ UCITS mapping and a strategy type label

• In EU and UCITS mode, SQQQ now maps to the WisdomTree NASDAQ 100 3x Daily Short (QQQS, ISIN IE00BLRPRJ20), a true -3x Nasdaq inverse, instead of a -1x S&P 500 fund. This corrects UCITS trade lists for strategies that short the Nasdaq, such as Buy the Dip.
• Golden Ratio is now correctly labeled a Fixed allocation strategy rather than Tactical, so it shows under the Fixed filter and respects the hide-fixed account preference.

Aligned backtest cost and account deletion wording with actual behavior

• The research page transaction-cost note now matches the rest of the site: backtests model a 10 basis point one-way cost on turnover, scaled up to 3x when recent volatility is high, and do not model taxes, fund expenses, or market impact.
• The account deletion notice now states that message and delivery records (recipient, subject, and content) are deleted, which matches what happens. Feedback and billing records are still retained for legal and accounting reasons.

Rejection log now covers four more ideas we tested and passed on

• The public rejection log used to hold one entry. It now documents four more strategies we backtested in the last two months and chose not to ship: managed futures as a defensive leg, a credit-strength market-timing sensor, a leveraged-ETF backtest marketed at 20% that is really 13% once the leverage is costed honestly, and gold as a risk-off leg.
• Each entry shows the rules, our numbers, and the specific reason it did not beat what we already run. It is the human-readable side of the Robustness score, which counts every idea we test, shipped or not.

Open /research/rejection-log →

Robustness scores now count our unreleased research strategies

• The Robustness score's selection-bias correction now counts every strategy variant we have ever backtested and still track, including research strategies that never made it to the site. N rises from 150 to 202, the luck benchmark every Sharpe has to clear rises with it, and every score moves down a little.
• Expect a handful of borderline strategies to pick up the amber fragile flag. Nothing about the strategies changed; the bar for calling a Sharpe real is higher and more honest.

Open /methodology#robustness →

Methodology page now explains the Robustness score

• A new Section 11 documents how the Robustness score is computed: the Deflated Sharpe Ratio of Bailey and Lopez de Prado (2014), which corrects each strategy's Sharpe for track-record length, fat tails, and the number of strategy variants we have tested (including reference rows and research strategies we never released), with scores below 0.90 flagged as fragile.
• It also explains why the score can drift down as the catalog grows, why it does not change with the leaderboard period filter, and why the leaderboard, strategy pages, and the Performance comparison table always show the same number.

Open /methodology#robustness →

Signal chart preset ranges now span their full window

• Choosing 1Y (or any preset) on the signal driver chart now shows that actual period. A strategy with a single rebalance and a monitoring tail in the past year no longer compresses the 1Y view down to a two-month axis that looks like a full year.
• Axis labels are unambiguous: short windows label ticks by day, longer ones use a month plus apostrophe year (Jun '26), so a year no longer reads like a day of the month.

Real daily max drawdown for portfolios with fixed ETF holdings

• Portfolios holding a fixed ETF sleeve were backtested on month-end points only, so Max Drawdown (daily) read identical to Max Drawdown (monthly) and understated the real intra-month decline.
• Fixed ETF holdings now keep their full daily history: the daily drawdown row, the drawdown chart, and the growth curve are genuinely daily on these portfolios. Expect a deeper daily drawdown figure, and small shifts in other metrics now computed from daily data.
• Portfolios made only of strategy sleeves already ran on daily data and are unchanged.

Open /portfolios →

Analytics consent and account deletion protections are stronger

• Analytics now remains off unless you consent, stops immediately when consent is withdrawn, and resets when you sign out or switch accounts.
• Account deletion now removes additional operational records and blocks deleted account identifiers from being reused in internal measurement.

Open /settings →

Signal chart continues past the last rebalance

• The signal driver chart used to stop at the last rebalance, which on a trigger-only strategy could be months ago. It now continues with a dashed line showing the values the strategy has computed daily since, so you can watch how close it is to its next move.
• The dashed tail is monitoring only: a marker labels the last rebalance, nothing after it is a trade, and a future-dated month-end preview is never drawn as if it already happened.

Separate email controls and clearer account-data descriptions

• Settings now has a separate control for onboarding tips. Marketing and onboarding unsubscribe links each stop only the matching stream, while signal and account emails are unaffected.
• The data-export and account-deletion descriptions now name what is included, what operational or billing records are retained, and how to request a broader export or full erasure.

Open /settings →

Route guide, pricing, and cookie controls are clearer

• Clearer route guide (educational comparison, no more personal-plan output), consistent refund and renewal wording at checkout, distinct naming for the free UCITS Finder vs Pro account-wide substitution, and a cookie banner that no longer covers buttons.

Open /guide/find-your-route →

Walk-forward portfolio edits preserve pinned fixed sleeves

• Some walk-forward portfolios reserve a constant slice for pinned fixed sleeves the optimizer never touches (a core and satellite construction). Saving one from the portfolio editor could silently drop that pin and hand the whole allocation back to the optimizer; updates now keep it, rescale the optimizer's share, and recompute the blended results right away.
• The editor shows the pinned sleeves when you edit such a portfolio, and the API validates pinned-sleeve configs on save instead of accepting settings the monthly recompute would later reject.

Walk-forward portfolios can cap daily-rebalancing strategies

• Walk-forward optimization has a new optional Daily Strategies Cap: a ceiling on the combined weight of daily-rebalancing strategies, separate from the per-strategy max weight. Daily strategies are the most sensitive to execution speed, so many investors want their share bounded even when the optimizer loves them.
• The input appears on the Walk-Forward page and in the portfolio editor whenever your selection includes a daily strategy, and saved portfolios keep honouring the cap at every monthly re-optimization.

Open /walkforward →

Dashboard holdings link to their strategies

• Each strategy shown in your dashboard's Current Holding, and in the rebalance preview, is now clickable and opens that strategy with the matching variant already selected.
• It is one step to go from a holding to the backtest, signal, and details behind it.

Daily signal alerts now say when to fill

• The pre-close preview email for daily strategies now says it plainly: if the change holds, filling before today's close tracks the backtest best, and a confirmation follows before the next open.
• The morning execute alert now recommends filling at or near the open. On fast daily strategies such as Buy the Dip, waiting until the close gives up a large part of the edge.

Homepage preview now shows live strategy signals

• The See It in Action preview on the homepage now shows the real current allocation for two strategies, pulled from live signals and refreshed at each month-end, instead of a fixed example.
• The date on the card reflects the month you are currently holding, so it no longer looks out of date.

Open / →

Return contribution card no longer drops renamed holdings

• On strategies whose holdings are displayed under a different share class (for example GLD shown as GLDM, or DBC as PDBC), the per-asset return contribution card silently omitted the renamed holding and its contribution total underreported. RP Gold+SCV No Filter listed only IEF and VIOV; the gold sleeve, worth about 69 percentage points, was missing.
• The card now prices every displayed holding through its full data history, so all sleeves appear with their correct contribution.
• Stored contributions are being recomputed, so a strategy page may show the corrected card with a short delay.

Rebalance sensitivity card now matches the backtest engine

• The trade-cadence comparison simulated every trade one session later than the headline backtest. Monthly strategies barely noticed, but daily strategies were badly understated: Buy the Dip Standard showed 15.3% CAGR on the card against 22.3% in the actual backtest.
• Strategies whose holdings are displayed under a different share class (for example GLD shown as GLDM) could show collapsed cadence lines because the simulation dropped the renamed holding entirely. Un-priced weight is now held as cash, exactly like the engine treats it.
• Stored comparisons are being recomputed, so a strategy page may show the corrected card with a short delay.

Rebalance cadence labels now match how each strategy trades

• On daily strategies such as Buy the Dip, the rebalance sensitivity card labeled the native cadence 'Monthly (every signal)'. It now reads 'At every signal change', which is what the simulation actually does.
• The once-a-year line on daily strategies now carries a note explaining that holding a signal allocation for a full year can produce extreme results by design.

Accuracy pass

• Accuracy pass: clearer trade-list labeling (model targets, not account holdings), corrected onboarding preview, corrected competitor comparison, updated privacy policy for the optional read-only IBKR connection, unified backtest cost disclosure.

Current and preview signals are now distinct

• API and reports now distinguish the current actionable signal from the next-month preview; new status and preview_signal fields.

Strategy pages now flag reconstructed deep history

• Some strategies reach back further than their holdings actually traded, so the earliest years are rebuilt from monthly data. The stats table now names that period and the tickers involved instead of leaving you to guess.
• Monthly returns are exact in that reconstruction, so CAGR, Sharpe and Sortino are unaffected. Volatility, Max Drawdown (daily) and Calmar are measured from daily prices and read smoother than reality over that period.

Drag-to-zoom on the signal and drawdown charts

• You can now drag across the signal driver chart or a strategy's drawdown chart to zoom into any window, the same way the growth chart already works. A Reset zoom button clears it.
• The signal driver chart also gains preset ranges (1Y, 3Y, 5Y, 10Y, All), so you can jump to a recent window instead of reading the whole history at once.

More honest risk figures for our two momentum strategies

• Golden Ratio Dual Gate and Century Momentum both hold SPMO, the Invesco S&P 500 Momentum ETF. SPMO barely traded in its first two years: on 151 of the 252 sessions in 2016 it did not trade at all, so its published closing price sat unchanged for weeks at a stretch. That made both strategies look calmer in their early history than they really were.
• Those years now come from two liquid momentum ETFs instead, MTUM from 2013 to 2017 and PDP from 2007 to 2013, and SPMO's own prices are used only from 2018, once it began trading normally. Reported volatility rises, the worst drawdowns are unchanged, and long-run returns come out slightly higher.

Open /strategies/golden-ratio-dual-gate →

Strategy cards now show the allocation bar for single-asset holdings

• When a strategy was fully invested in one asset (such as GEM or VAA sitting 100% in a single ETF), its card showed an empty gap where the colored allocation bar should be.
• These cards now render a full-width bar for that holding, so you can see at a glance which asset a rotation strategy is currently in.

Open /strategies →

Signed-in home always shows your dashboard

• Some signed-in visitors opening the site home saw the public marketing page instead of their dashboard, because a cached copy of the anonymous home page could be served to everyone regardless of sign-in.
• The home page is no longer shared-cached, so it always matches your sign-in state.

New strategy: Golden Ratio Dual Gate (leveraged, Pro)

• A leveraged tactical strategy from u/confettofetti on r/LETFs: it holds 50% UPRO on top of a Golden-Ratio-style sleeve (momentum, small value, managed futures, gold, long treasuries) when both the S&P 500 and a TIP inflation canary are above their 200-day trend, and drops the leverage into the same sleeve otherwise. It is never in cash, and the shared sleeve keeps trading low.
• This is an aggressive, higher-drawdown strategy: on our engine (2008 to 2026) it returned about 18.9% a year with a roughly 37% maximum drawdown. Size it accordingly. Find it under Strategies.

Open /strategies/golden-ratio-dual-gate →

New variant: HAA-Simple with a momentum ETF as the risk asset

• HAA-Simple has a new variant that holds a US momentum ETF (FMTM) in place of the S&P 500 when the strategy is risk-on, and still steps aside to Treasuries or cash when the canary or trend turns down.
• In backtests the momentum sleeve raised long-run return but not risk-adjusted return, with a deeper drawdown in growth-led reversals, so it is offered as a return-seeking satellite rather than a core.

Open /strategies/haa →

Clearer signal chart and drag-to-zoom on backtests

• The signal driver chart now plots against real calendar time, so on strategies that only trade on a trigger (like Buy the Dip) the gaps between points reflect the real time between rebalances instead of being evenly spaced. Faint vertical lines mark where the strategy changed regime.
• On strategy backtest charts you can now drag across the chart to zoom into any window, alongside the existing preset ranges. A Reset zoom button clears it.

Leaderboard 30Y button now shows real 30-year data

• The 30Y period button on the Strategy Leaderboard was showing full-history numbers instead of the 30-year window (a stale default from a May change). It now loads the correct 30-year data, matching the other periods.
• Each row now has a Years column showing that strategy's actual track-record length, so on Full History a 100-year record and a 15-year one are no longer indistinguishable. A footnote explains that Max DD uses month-end prices and that the optional weekly column samples differently.

Open /leaderboard →

Strategy signals explain portfolio ticker differences

• The Signals tab now carries the same "How this allocation was produced" panel as portfolio holdings. It states that the tickers shown there are the canonical strategy signal, before your ETF preferences, leverage, UCITS setting, or rollup apply, and links to your portfolio's own explanation.

Signal emails link straight to your trades

• The monthly signal email's button now opens your portfolio's trade list directly, instead of the generic signals page.
• A second link, "Why these tickers?", jumps to the new allocation explanation, so a ticker that differs from the strategy page is explained where it is computed.

Portfolios open on an implementation summary

• The banner at the top of a portfolio now answers the monthly question directly: which portfolio this is (with its Main badge), when your next actual trades are due, whether the numbers are ready or still computing, and a one-click jump to the trade list.
• The headline date is the next rebalance with real trades to make. When a no-trade sleeve rebalance comes sooner, it is noted separately instead of headlining a date with nothing to do.

Open /portfolios →

See how your final allocation was produced

• Portfolio holdings now include an expandable "How this allocation was produced" panel naming each step between the raw strategy signals and the final tickers: leverage overlay, your ETF preferences, UCITS substitution, and small-position rollup, with the exact ticker swaps at each step.
• It also says when a step is NOT reflected in the current view, which is the usual reason the portfolio page, a strategy page, and the monthly email can show different tickers for the same strategy.
• The separate leverage-swaps, UCITS-notes, and rollup boxes merged into this panel.

Open /portfolios →

Portfolio backtests stay visible while recomputing

• Changing the currency, period window, or benchmark used to blank the backtest section until the new result arrived. The previous chart now stays visible with a refreshing note.
• A first-time open that takes longer than a few seconds now explains that the full history is building and will be cached, and failed loads get a retry button.

Pinned sidebar stays put when moving between pages

• A pinned sidebar no longer collapses and re-expands for a moment when you navigate between certain pages (for example Dashboard to Strategies).
• The brief flash of the guest navigation bar that signed-in users could see on the same page changes is gone too.

Sign-in page says where you are headed

• When a page like Portfolios or Settings sends you to sign in, the sign-in card now says what you get after signing in, instead of a generic form with no context.

Strategy pages now explain why a variant is the default

• Under the variant selector there is a new "Why is one variant the default?" note. The default marks the canonical base variant, or a documented risk-control pick like RVol Shifter Cash-Only; it was never a performance ranking, and now the page says so instead of hiding it in a hover tooltip.

Locked Pro templates in the setup wizard now show a preview

• Clicking the Aggressive or Capital Efficient template in the first-portfolio wizard used to send you straight to the pricing page, losing your place.
• You now see exactly which strategies the template holds, can jump to Pro pricing if you want it, or continue with the closest free template in one click.

Strategy search clears after each pick on comparison pages

• On Correlations, Performance, Signals, and Blend, picking a strategy from the search results now clears the search box and keeps it focused, so you can type the next name right away instead of re-selecting the old text.

Factor Lens quick entry accepts one holding per line

• The quick entry box only understood comma-separated holdings; portfolios typed one per line were silently ignored and Analyze appeared to do nothing.
• It now also accepts new lines, semicolons, and weights written with a percent sign, and it tells you exactly which entries it could not read.

Open /tools/factor-lens →

UGLD is now a selectable 2x gold ETF in your preferences

• The 2x gold sleeve in strategies like Buy the Dip defaults to UGL, which issues a K-1 tax form. Under Settings, ETF preferences you can now choose UGLD (Direxion Daily Gold Bull 2X) instead: the same 2x daily gold exposure, but a 40-Act fund that issues a regular 1099.
• Your backtests and signals do not change. Only the ticker shown for you to hold is swapped.

Open /settings →

Dashboard recovers when your selected portfolio was deleted

• If the portfolio you last viewed on the dashboard was deleted, the page got stuck on "Could not load data" on every reload. It now falls back to your main portfolio automatically.

Cached portfolio backtests load faster

• Saved portfolio results are now stored compressed, so opening a portfolio that is already computed returns noticeably faster.

New variant: a volatility-scaled whipsaw filter on the TQQQ 200-day gate

• The TQQQ/QQQ 200MA Band strategy has a new variant that swaps the fixed trend band for one that widens when the market is calm and tightens when volatility is already high.
• In backtests it roughly quarters the number of trades versus a plain 200-day gate while holding the same drawdown, the cleanest of the whipsaw filters we tested.

Open /strategies/tqqq-qqq-band →

Send test now reaches every enabled webhook, not just the first

• The Send test button in Webhook delivery settings previously only posted a sample payload to your first destination, so a second webhook never received the test until you removed the first.
• It now fans out to every enabled destination, exactly like a real signal alert, and skips any you have disabled. The result tells you how many destinations were reached and names any that failed.

Open /settings →

Portfolio pages load from cache instead of recomputing

• Opening a saved portfolio now serves the stored backtest result whenever the underlying data has not changed, instead of recomputing for several seconds on every visit.
• The notification badge and comparison charts also respond faster thanks to a shared server-side cache.

Deflated Sharpe and annual turnover in the Performance comparison

• The Metrics Comparison table on the Performance page now shows each strategy's Deflated Sharpe Ratio (the same robustness number as the leaderboard) and its annual turnover.
• Portfolios and benchmarks do not have these numbers, so their cells show a dash.

Performance page: rolling CAGR chart and portfolio period returns

• A new Rolling CAGR chart shows the trailing 1, 3, 5 or 10-year annualized return at every point in time, so you can see whether a strategy earns its headline CAGR consistently or rode one lucky stretch.
• Your saved portfolios now appear in the Period Returns table alongside strategies and benchmarks.
• Win Rate, SWR and PWR are now filled in for strategies in the Metrics Comparison table; they previously showed only for portfolios.

Open /performance →

Factor Lens: quicker holding entry

• Clicking a ticker or weight box in the Factor Lens builder now selects what is already there, so you can type over it in one click instead of several.
• The weight box no longer shows spinner arrows; type the percentage directly, and a comma or a dot both work as the decimal.

Open /tools/factor-lens →

Reach the correlation matrix from the strategy catalog

• The Strategies page now links straight to the correlation view, so you can see how any set of strategies has moved together, including through 2008, March 2020 and 2022, before combining them into a defensive blend.

Open /features/correlations →

New strategy: TQQQ/TLT Dual-Gate

• A UK/UCITS-oriented sibling of the TQQQ/QQQ 200MA Band, requested by u/HBCTIA on r/TQQQ. It only re-leverages when both the S&P 500 and the Nasdaq-100 confirm the trend (SPY more than 4% above its 200-day SMA and QQQ not more than 3% below its own), holds 60% TQQQ / 40% long Treasuries when risk-on, and flees to 100% Treasuries when either index breaks down.
• The UCITS view maps it to QQQ3 and DTLA/IBTL for LSE investors. Backtested to 1985 it has cleared roughly 20% CAGR, but it is a high-drawdown leveraged satellite (over 50% max drawdown), not a core holding.

Open /strategies/tqqq-tlt-dual-gate →

Portfolio sleeve breakdown shows true daily drawdowns

• In a portfolio's Sleeve Breakdown, each strategy sleeve's Max Drawdown now reflects its own daily history and matches the figure on that strategy's own page, even when the portfolio also holds a fixed monthly buy-and-hold position.
• Previously, adding a holding that only has monthly data (for example KMLM) quietly pulled every sleeve onto a month-end basis, which understated the real drawdowns.

Open /portfolios →

New benchmark: TQQQ buy-and-hold

• You can now add a raw TQQQ (3x Nasdaq) buy-and-hold line to the Performance page comparison, alongside the S&P 500, QQQ, 60/40 and the other benchmarks, to see how a plain leveraged buy-and-hold stacks up against the tactical strategies.

Three more Staff Picks and a daily-cadence warning

• The Staff Picks shelf grows from 6 to 9 strategies: Momentum-Correlation Triplet, Buy the Dip, and VAA join the curated list.
• Strategies that rebalance daily now carry an orange Daily badge in the catalog and on their page, because a signal that can change any trading day takes real attention to follow by hand.

Open /strategies →

UCITS finder now shows Euronext listings

• 74 of the UCITS equivalents now carry a verified Euronext venue symbol (Amsterdam, Paris or Milan) alongside the London listing, so investors on DEGIRO and other Euronext-first brokers can find the exact tradable ticker.
• Where a fund has no Euronext listing under the same symbol, the field stays empty rather than guessing. The ISIN remains the universal identifier.

Italian and German tax estimates are no longer marked provisional

• Now that the per-instrument classification review is complete, the Italian and German tax panels on strategy pages drop the provisional label. They stay clearly marked as estimates, not tax advice.
• The German breakdown now shows an ETC / ETN line for gold and leveraged products, which sit outside the German fund tax rules and so carry no partial exemption or advance levy.

The IBKR holdings view is now information only

• The Settings IBKR drift table now shows your current weight, the model target, and the difference for each ticker, without buy or sell labels. What you do with that information stays entirely your decision.
• The beta rebalance order list and basket CSV export have been removed. BestFolio publishes model strategies and shows how your account differs from the model you selected; it does not provide personalized investment advice.
• Connecting IBKR now asks you to confirm you understand this before saving your credentials, and the FAQ now spells out exactly what the connection does and does not do.

Corrected three UCITS equivalents

• AGG and BND now show the correct fund behind ticker IUAG: the iShares US Aggregate Bond UCITS ETF (IE00B44CGS96). The entry previously carried the Global Aggregate fund's name and ISIN.
• HYG, JNK and UJB now point to IHYU, the USD high yield fund. The old ticker IHYG is the EUR high yield fund.
• USMV now maps to MVEA (iShares Edge MSCI USA Minimum Volatility Advanced); the previously listed IUMV ticker is no longer live.

Italian and German tax estimates now classify the exact UCITS instrument you would hold

• The per-strategy tax profiles (API endpoints /tax/italy and /tax/germany) previously bucketed each position by its US backtest ticker. They now classify the European UCITS replacement you would actually buy, verified instrument by instrument against official Italian and German tax rules.
• Biggest corrections: leveraged Treasury exposure now gets Italy's reduced 12.5% government-bond rate (it is held as a plain Treasury fund in Europe), leveraged S&P 500 and Nasdaq exposure held via UCITS funds now gets Germany's 30% equity exemption, bond and real-estate funds no longer wrongly receive that exemption, and gold or 3x products (legally notes, not funds) are no longer charged the German advance levy.
• Every response still returns the full per-instrument classification for audit. These are informational estimates, not tax advice.

Return contribution card restored for some portfolios

• Portfolios containing certain older strategies (Permanent Portfolio, Robust AA, Trinity and a few others) showed an empty per-asset return contribution card. A date formatting quirk in those strategies' stored signals broke the calculation; the card now computes for all portfolios.

More reliable handling of rapid request bursts

• A rare timing collision in the rate-limiter's background cleanup could return a server error when a client (for example an automated script) sent many requests at once. The cleanup now runs on its own, so it can no longer interfere with a request.

Holdings vs target now loads on its own and remembers the day's reading

• The IBKR "Holdings vs target" check on the Settings page now loads automatically for your Main portfolio and caches the reading for the day, so you no longer click "Check holdings" every time you open the page. Use "Check holdings" whenever you want a fresh pull from IBKR.

The drift panel now points to where you enter holdings

• When a portfolio had no recorded holdings, the Drift vs target panel told you to add a dollar amount "in the editor", but holdings are actually entered on the Live page. The message now links straight to the Live page so the field is easy to find.

Settings tools now default to your Main portfolio

• The portfolio picker in Settings (used for the IBKR deviation and holdings-vs-target tools) defaulted to your first portfolio by id; it now defaults to your Main portfolio, the one you actually implement.

GOVZ is now a selectable alternative to ZROZ

• If a strategy holds ZROZ (long-duration zero-coupon Treasuries), you can now choose GOVZ (iShares 25+ Year Treasury STRIPS) as your preferred ETF for it, alongside the existing EDV option, and your signals will hand you GOVZ in its place.

The dashboard's Show leveraged filter now hides every leveraged variant

• The dashboard Strategy Performance table has a Show leveraged toggle. Some leveraged variants (SmartStack, SmartLeverage, and leveraged versions of otherwise-unleveraged strategies like HAA) slipped past it and showed even with the box unchecked. The filter now classifies each variant individually, so unchecking Show leveraged hides all of them.

More portfolio editor boxes select on a single click

• Clicking the portfolio name, the walk-forward name, or a sleeve's ticker box now selects the whole value on the first click, so you can type a new value straight away instead of clicking it several times.

Clearer errors when a page cannot load its data

• Walk-forward, the Strategy-Asset Matrix, and the ETF preferences and IBKR sections of Settings now show a clear message with a Retry button when a data request fails, instead of looking empty or stuck on Loading.
• Comparing portfolios in one currency and then applying a custom date window now always refetches in the currency you are viewing.

Walk-forward editor number boxes are easier to edit

• The Window, Max Weight and Rebalance boxes in the walk-forward portfolio editor now select their value on a single click, so you can type a new number straight away instead of clicking several times.
• They no longer show the tiny up and down arrows that changed the value one step per click; just type the number.

Search strategies by ticker, and see each strategy's full asset universe

• You can now search the strategy catalog by ticker: type something like TLT or QQQ and every strategy that can hold it shows up.
• Each strategy page now lists its complete asset universe, taken straight from the strategy's own rules, so instruments that were sometimes missing before are all shown.

A per-strategy weight cap now always takes effect

• When you set a maximum weight per strategy in a walk-forward portfolio, the app now checks your strategy count can actually honour it. With too few strategies to stay under the cap and still add up to 100% (for example a 30% cap across three strategies), the optimizer used to quietly ignore the cap and could show one strategy well above it. Saving now explains the limit and how to resolve it, so the cap you set is the cap you get.

You can now build up to 25 portfolios

• The per-account portfolio limit is now 25, up from 10, so you have more room to build and compare blends.

Portfolio pages no longer crash when viewing trades

• Opening some portfolios could show an application error instead of the Trade List; the page now loads correctly for every portfolio, whatever its rebalance schedule.

Portfolio weight boxes are easier to edit

• Clicking a sleeve's weight box in the portfolio editor now selects the whole value on the first click, so you can type a new weight straight away instead of clicking it several times.
• The weight box no longer shows the tiny up and down arrows that changed the value by only 0.1% per click; just type the number (a comma or a dot both work).

Strategy and portfolio pages load faster

• The strategy and portfolio pages now defer their heaviest panels (the strategy Signals, Allocations and Monte Carlo tabs, and the portfolio walk-forward editor, Monte Carlo and leverage cards) until you open them, so both pages come up faster, especially on mobile.

Charts describe themselves to screen readers

• The NAV growth chart and the strategy drawdown chart now provide a spoken text summary (each line's start, end, high and low) to screen readers, matching the accessible labels already on the other charts.

Favorite a strategy from its detail page

• The favorite star now sits next to the title on each strategy page, so you can save a strategy while you are reading it instead of returning to the leaderboard.
• Favorites stay in sync across the strategy list, the strategy page and your Favorites page.

Strategy counts now show the current total everywhere

• The published strategy count shown across the site (landing, guide, comparison, feature pages and free tools) now always matches the live catalog, instead of a snapshot that could lag behind newly released strategies.

Portfolio performance now matches the strategy pages

• Portfolio pages now show the same full set of statistics as strategy pages, including monthly and daily max drawdown, average leverage, exposure, EAR, turnover and trades per year, with a benchmark comparison column you can switch.
• Benchmark lines on portfolio charts are now drawn daily instead of a coarse month-by-month step, so they line up with the portfolio's own daily line.
• The drawdown chart now has a 1Y / 3Y / 5Y / 10Y / All date-range selector, on both strategy and portfolio pages.

EU mode now shows UCITS tickers everywhere

• With EU / UCITS mode on, UCITS tickers now show across the whole app, the dashboard, signals, strategy pages, live tracking and portfolio allocations, plus your monthly signal and tranche emails, not just a couple of screens.
• Also added Live Tracking to the sidebar and tidied up navigation and strategy counts across the site.

See the execution flow on SmartLeverage strategy pages

• SmartStack and SmartLeverage strategy pages now show an execution-flow diagram: a Sankey that traces the base signal on the left through the leverage swaps (QQQ to QLD, VNQ to URE) to the execution-ready tickers you actually trade on the right.

Open /strategies/composite-momentum →

Send signal alerts to multiple webhook destinations

• You can now add several outbound webhooks in Settings (for example a personal Discord plus a shared server), each with a label and an on/off switch. Every signal alert fans out to all the enabled ones.

Open /settings →

Signal emails now use your preferred ETFs

• If you set ETF preferences (for example a specific S&P 500 or bond ETF), the signal email now shows those tickers in the what-to-hold view instead of the defaults, matching the app and the trade list.

Open /settings →

Walk-Forward now shows the strategy name for every sleeve

• Some strategies (like Century Momentum) have sleeves named just Standard or Cash Defensive, which were hard to spot in the Walk-Forward universe list. The list now prefixes the strategy name, so every option is identifiable.

Open /walkforward →

Portfolio roll-up, trade list, and processed allocation now show the leveraged ETFs you trade

• For a portfolio with a SmartStack or SmartLeverage sleeve, the portfolio roll-up, execution roll-up, processed allocation, and trade list showed the underlying ETFs (like QQQ and VNQ) while the signal email traded the leveraged versions (like QLD and URE). They now all show the execution-ready tickers, so the trade list matches what to actually buy.
• This extends the SmartStack fix from the strategy pages to every portfolio-level surface and the API.

Open /portfolios →

Growth of $100 chart now shows a strategy's full history

• For strategies with decades of data, the Growth of $100 chart now plots the entire backtest back to its inception instead of starting at 1980. Century Momentum, for example, now runs all the way back to 1928.
• The S&P 500 and 60/40 benchmark overlays extend back to match, so the comparison covers the same period as the strategy rather than being cut short at 1980.

Open /strategies/century-momentum →

The monthly TAA scoreboard now leads with the model portfolios and shows 1-year returns

• The first-of-the-month scoreboard post now opens with the three model portfolios (conservative, moderate, aggressive), the diversified blends most people should actually hold, then lists the full strategy board.
• Every table now shows the month, year-to-date and trailing 1-year return side by side, with a short read on how the month fits the longer picture.

Open /blog →

Connect a read-only IBKR account (beta)

• Pro users can link a read-only Interactive Brokers Flex token in Settings, then compare live holdings against any portfolio target (your ETF preferences included).
• Read-only by design: a Flex token can only fetch statements. BestFolio never places trades or moves cash, and stores the token encrypted, never your positions.

Open /settings →

SmartStack strategy pages now show the leveraged ETFs you actually trade

• On SmartStack variants, the Current Allocation, Next Month Preview, and signal export showed the underlying ETFs (like QQQ and VNQ) while the signal email and backtest used the leveraged versions (like QLD and URE). Every surface now shows the same execution-ready tickers, so what you see is what you hold.
• Momentum score tables still list the underlying assets, where they belong.

Open /strategies/composite-momentum →

Fixed two starter portfolio templates in onboarding

• The Aggressive and Capital Efficient starter templates referenced a strategy that had been renamed, so one sleeve did not load when you picked them during onboarding.
• Both now point at the current Return Stacked Quartet strategy.

Dual Momentum Systems pages now link to the author's new site

• Each Dual Momentum Systems strategy page links to its updated version on Randy Harris's newly launched site, going straight to that strategy where one exists.
• Where a strategy was retired and replaced, the link points to its successor, so the Bamboo page now links to Permanent Portfolio DMS.

Open /strategies/dms-gpmv →

A cleaner, more consistent sidebar

• The navigation is now grouped the same way everywhere: Build and Tools for portfolio work, Analyze for the analytics, with the Leaderboard kept front and center. This started as an opt-in beta and is now the default for everyone.

Open /leaderboard →

Strategy Compare is now part of Performance

• Strategy Compare only let you pick strategies and then sent you to the Performance page, so we merged it in. Pick and chart strategies, portfolios, and benchmarks all in one place on Performance, the old Strategy Compare links still take you there.

Open /performance →

Active Returns vs the S&P 500 now shows on your portfolios

• Open any portfolio and you now see the Active Returns section (excess return, up and down capture, and rolling and annual active return vs the S&P 500), the same analysis the strategy pages have. It no longer requires adding the S&P 500 as a benchmark first.

Open /portfolios →

Portfolio Compare charts now match the Performance page

• The growth and drawdown charts on Portfolio Compare now use the same colours and the same rounded drawdown axis as the Performance page, so the same portfolio looks the same wherever you view it.

Open /portfolio-compare →

Clearer descriptions so you can tell the strategy pages apart

• Strategies, Leaderboard, Strategy Compare, Portfolio Compare, and Performance now each open with a one-line description of what the page does and links to the related pages, so it is easier to tell them apart and land on the right one.

Open /strategies →

Clearer strategy badges: Risk-On and Risk-Off signals

• The live signal badge on each strategy now reads Risk-On, Mixed, or Risk-Off, so it no longer shares the word Aggressive with the risk-profile badge.
• Risk profile (Conservative, Moderate, Aggressive) now has its own blue shades, kept separate from the green, amber, and red of the live signal.
• Hover any badge on a strategy card for a short explanation, and the guide legend now groups the badges by what they mean.

Open /strategies →

Fixed a rendering glitch on blog articles

• Some blog posts could flicker or briefly fail to become interactive because the article was processed twice, once on the server and once in the browser, in slightly different ways. The post is now prepared once on the server so the page renders consistently.

Open /blog →

Easier to find the AllocateSmartly / Portfolio Visualizer guide

• Linked the migration guide from the AllocateSmartly comparison page and the empty Portfolios screen, so it shows up right when you are deciding whether to switch or building your first portfolio.

Open /guide/from-allocatesmartly-portfolio-visualizer →

New guide for switching from AllocateSmartly or Portfolio Visualizer

• Maps the models you already run (the Keller suite, dual momentum, Faber rotation, and the classic lazy portfolios) to the strategies in the library, so you can find them without rebuilding.
• Shows how to recreate any portfolio from strategy sleeves, Fixed Ticker sleeves, and Walk-Forward, and sets the expectation: a vetted library with live monthly signals, not a blank-canvas backtester.

Open /guide/from-allocatesmartly-portfolio-visualizer →

Faster start when you build your first portfolio

• The new-portfolio wizard now opens straight on the template picker, so you start choosing a portfolio right away instead of clicking past a welcome screen first.

Carlson's Orthogonal Alpha (BTAL/QLD) now backtests to 2002

• We extended BTAL's history with a deep-history series so the strategy's chart now spans the dot-com aftermath and the 2008 crash, not just the calmer post-2013 window. Its honest worst drawdown over the longer history is closer to -38% than the -14% the recent window showed.
• Pre-2011 BTAL is a simulated reconstruction (real from 2011 onward), so the deep history is indicative rather than realized, and it does not include the 2000-2001 dot-com peak.

Open /strategies/orthogonal-alpha-btal →

Five new momentum strategies

• Added Century Momentum (top-decile US momentum with a 10-month trend filter, backtested to 1928), Momentum-Correlation Triplet, and Split-Lookback Momentum Pair, three BestFolio Research originals.
• Added Pragmatic Asset Allocation (Quantpedia) and Multi-Asset Momentum (Zambrano and Rizzolo), two published multi-asset momentum models.
• All five include full backtests with documented proxy chains and are available to Pro subscribers.

Open /blog/five-momentum-strategies-1928 →

Return Stacked Quartet is now easy to find in the builders

• The Return Stacked Quartet was listed as 'Quartet 20-20-30-30' in the walk-forward and blend pickers, so searching for it by name turned up nothing. It now carries its proper name.
• The picker search also matches a strategy's name, not just the specific variant name, so any strategy is findable by what it's actually called.

Open /walkforward →

Corrected the up and down capture figures in Active Returns

• The up and down capture ratios in the new Active Returns section were averaged in a way that understated them. They now use the standard month-by-month average and show sensible values.

Open /strategies →

Active Returns: see performance relative to a benchmark

• Strategy and portfolio backtests now include an Active Returns section measured against the S&P 500: a monthly excess-return chart (colored by whether the benchmark was up or down that month), active return by calendar year, and a rolling 36-month active return with tracking error.
• It also reports tracking error, information ratio, up and down capture, and the share of months that beat the benchmark, so you can tell whether the edge came in rising or falling markets.

Open /strategies →

Fixed a rare error that could stop backtest results from loading

• Some backtests could fail to load when a statistic came out as a non-finite value (for example a ratio computed over a very short or perfectly flat history). The response now returns that value as blank instead of failing the whole request.

Open /strategies →

Filter the strategies catalog by number of holdings

• The Strategies page has a new Holdings filter, so you can narrow the catalog to simple, low-holding blends: show only strategies that currently hold 2, 3, or 5 positions or fewer.
• The count reflects each strategy's current allocation, and the filter works across the whole catalog, including Pro strategies you have not subscribed to.

Open /strategies →

Catastrophe-brake versions of four leveraged portfolios

• We added '+ Catastrophe Brake' versions of four leveraged portfolios: SSO/ZROZ/GLD, UPRO/ZROZ/GLD, UPRO/ZROZ/GLD/KMLM, and Regime Detector SmartLeverage.
• The brake is the classic 10-month trend rule with one tweak: when the S&P 500 closes below its 10-month average three months in a row, the portfolio moves to cash, and comes back the first month it closes back above. It only trips in long, drawn-out bear markets, not normal dips, and sits in cash about one month in eight.
• Across the full history it cut each portfolio's worst drawdown by 14 to 27 points and usually nudged the long-run return up too. It is late by design (you still take the first leg of a fast crash) and cannot make a 3x portfolio safe.

Open /strategies →

The portfolio editor now closes the moment you save

• Saving a portfolio used to hold the editor open for a beat while everything refreshed, which could feel unresponsive if you clicked again. The editor now closes as soon as the save goes through, and the page updates in the background.

Open /portfolios →

Corrected the GPMv strategy credit

• GPMv is now correctly credited as Randy Harris's variant of Generalized Protective Momentum (GPM), the strategy created by Wouter Keller and Jan Willem Keuning. The earlier attribution pointed only to a blog handle and left out the original authors.

Open /research →

Walk-forward results now show the Ulcer Performance Index (UPI)

• The walk-forward results table and single-criterion view now include a UPI column alongside Sharpe, Sortino, and Calmar. If you optimize for Max UPI, you can now see the value you optimized for instead of having to infer it.

Open /walkforward →

Clearer warnings on the Kelly signal strategies

• The Jason Kelly signal strategies (3%, 6%, and 9% Signal) now carry an education-only notice on their detail page and a marker on the catalog card, making clear they are teaching examples we discourage using.
• The leveraged versions (6% and 9% Signal) are now labelled aggressive risk instead of moderate, to match what holding 2x and 3x ETFs actually involves.

Signal History header stays put when you scroll

• On a strategy's Signals tab, the table column headers now stay fixed and fully visible as you scroll through the full signal history, instead of letting the rows overlap them.

Two new tactical strategies from Thomas Carlson

• Adaptive 60/40 holds 60% in stocks and rotates the defensive 40% each month into the strongest of long Treasuries, gold, or commodities, a regime-aware update to the classic balanced portfolio.
• Orthogonal Alpha is a higher-risk core-satellite that pairs 2x Nasdaq with the BTAL anti-beta ETF and uses BTAL's own momentum as an early risk-off signal.

Open /strategies/adaptive-6040 →

Find your route leans a little more tactical

• The guide now starts a small tactical sleeve sooner instead of flagging it for later, and makes the honest case that running tactical rules is barely more work than buy and hold, since you place trades either way.

Open /guide/find-your-route →

Rebuilt the Features page around outcomes

• The Features page now leads with the four things a tactical investor should demand: drawdown control, honest out-of-sample backtests, a clear monthly action, and fit for your broker. The same capabilities, organized around what they do for you rather than a long list of tools.

Open /features →

A clearer sign-up button

• The sign-up button now reads Create free account consistently across the site, in place of several different labels.

Cleaner top navigation

• The marketing navigation is decluttered. The most-used pages (Strategies, Leaderboard, Blog, Pricing) stay one click away, the tools and research pages are grouped into labelled menus with icons, and a Find your route button points to the interactive guide.

Find your route now returns a personalized plan

• Rebuilt the Find your route guide into a personalized plan. It now weighs your age, pot size, whether you own or rent, how settled you are, and what you can save, then returns a blended plan with a house fund, broad index core, and optional tactical sleeve, plus an interactive house-budget and monthly-savings calculator.

Open /guide/find-your-route →

Leveraged portfolios show their levered holdings on the portfolio page

• If you apply leverage to a portfolio, the Hold and Preview panels on the portfolio page now show your levered holdings and the leverage swaps, matching the dashboard, with a toggle to switch back to the unlevered baseline.
• The trade list now targets those levered holdings too, so its buys and sells line up with what you actually hold.

Open /portfolios →

Find your route now factors in your age and pot size

• The route wizard now asks your age and how big your pot is. A young investor with a small pot is pointed at a simple broad-index start, and as age or pot size grow it leans toward a rules-based tactical route.

Open /guide/find-your-route →

Fixed the leaderboard model portfolios panel getting stuck loading

• Turning on Show model portfolios from the library could leave the panel spinning on Loading indefinitely. It now loads the portfolios instantly from their cached metrics and ranks them by Sharpe.

Open /leaderboard →

New: Find your route, a guided way through the money map

• A short questionnaire at the new Find your route page asks about your foundations, time horizon, and temperament, then points you to one primary route from the Where to Begin map, with its honest catch and a next step.

Open /guide/find-your-route →

The Where to Begin guide speaks your currency

• The guide headline now reads your next euro, pound, or dollar to match the region you are visiting from, instead of always saying dollar.

Open /guide/where-to-begin →

A clearer way to publish a portfolio to the library

• The Publish to Library action on the portfolios page now opens a dialog that explains what the public library is, how the review works, and what stays private. It shows your latest submission status and lets you add an optional note for the reviewer.

Open /portfolios →

See model portfolios on the leaderboard

• The Show model portfolios switch now ranks our model portfolios inline with the individual strategies, so you can see exactly where each blend lands on any metric and period. Blend rows are italic and marked, link to the library, and the tracked star portfolios are published monthly in the scoreboard. Their numbers come from the same daily out-of-sample tracking as the strategies.

Open /leaderboard →

Start a walk-forward portfolio from a pre-built template

• Building a walk-forward portfolio now offers one-click starter templates: pick a backtest-validated set of strategies and selection rules, then tweak anything before you create it.

Open /portfolios →

A clearer, redesigned Where to Begin guide

• The Where to Begin map has a cleaner layout: a proper branching diagram from the foundations into the five routes, a step-by-step how to read it panel, and route cards with icons.
• Same honest, plain-language content, just easier to scan in light and dark mode.

Open /guide/where-to-begin →

Portfolio Compare now follows your display currency

• Switch to EUR and the Portfolio Compare page shows EUR-converted metrics, matching the leaderboard and strategy compare.

Open /portfolio-compare →

Track your holdings without a broker, manual entry on Live

• Live Tracking now has a Manual mode: enter your holdings by hand (ticker and value) and see them next to your target allocation with per-ticker drift. No broker connection needed, and it is saved on your device.

Open /live →

See how much a strategy depends on its rebalance date

• The rebalance sensitivity card can now run the once-a-year rebalance in each of the 12 calendar months and show the spread in return and drawdown. A wide spread means a single backtest is leaning on the luck of the calendar rather than a real edge.

Open /strategies/haa →

Easier number editing in the portfolio and walk-forward builders

• Number fields in the portfolio and walk-forward editors now select their contents when you click into them, so a single click lets you type a new value instead of clearing the box first.
• The portfolio weight field now accepts decimals such as 12.5% and no longer drops a typed leading zero or jumps the cursor while you type.

Open /portfolios →

Pause your subscription instead of cancelling

• From Settings, pause for up to three months instead of cancelling. Billing and Pro access pause together, your founder rate stays held, and the plan resumes automatically at the end.

Open /settings →

ETF preferences now apply across every portfolio and show on portfolio pages

• ETF preferences are now a single account-wide setting in Settings, applied to every portfolio you hold. They previously attached to one portfolio only, so overrides looked like they vanished on the others.
• Portfolio pages now have a Your ETFs / Default ETFs toggle, so you can see your preferred tickers (for example VOO instead of SPY) in the holding and preview panels, not just on Live Tracking. Backtest figures still use the strategies' default tickers.

Open /settings →

Corrected the MATE ETF name and its European alternative

• MATE was mislabeled as a Return Stacked diversified-alternatives blend. It is the Man Active Trend Enhanced ETF (Man Group / AHL): 100% US equity plus 100% trend-following, the same structure as RSST. The strategy listings and the UCITS alternative page now reflect that.

Open /ucits/mate-european-alternative-dbmf →

Fixed an error loading some walk-forward portfolio charts

• Opening the performance chart for certain walk-forward portfolios could fail with an error. It now loads as expected.

Open /portfolios →

New leverage detail: max equity vs total exposure

• Strategy stats now show peak total exposure next to peak equity exposure, so a strategy that only levers a small equity sleeve is not mistaken for one that levers the whole book. A 3x position held on a third of the portfolio reads near 2x total but about 1x equity, very different real risk from a strategy that is 3x across the board.
• Both figures are leverage-adjusted, so a 3x ETF held at a third weight counts as one unit of exposure. The numbers fill in as each strategy backtest is recomputed.

Open /strategies →

New strategy: Vol-Target 2x QQQ (trend-gated)

• Vol-Target 2x QQQ holds 2x Nasdaq (QLD) only while the Nasdaq is above its 200-day average, sized to a target volatility that is reassessed monthly, and sits in T-bills otherwise. It comes in three risk tiers: Conservative (10% vol), Balanced (15%), and Aggressive (20%). The trend gate is built to sidestep the catastrophic drawdowns of leveraged buy-and-hold.

Open /strategies/voltarget-qqq →

New HAA variant: HAA-Simple Leveraged 3x

• HAA-Simple now has a 3x leveraged variant that holds UPRO (3x S&P 500) when both the TIP canary and the S&P's own momentum are positive, and de-risks to unleveraged Treasuries or T-bills otherwise. It gates on the unlevered S&P, not the leveraged fund, which historically captured the sharpest rebounds. Higher risk than the 2x version, available on Pro.

Open /strategies/haa →

Clearer canary score label on signal charts

• The canary score chart now explains that each value is the 13612 momentum: the 1, 3, 6, and 12-month returns blended into one figure (a sum for HAA, weighted 12/4/2/1 for BAA/DAA/KDA), not an average of the four. This makes the number reconcile with a hand calculation.

Open /strategies/haa →

Stricter content-security-policy measured in report-only mode

• We started measuring a tighter content-security-policy for scripts using a report-only header. It does not block anything and has no visible effect, it only records what a stricter policy would flag before any future enforcement.

HAA Leveraged 3x variant

• HAA now has a 3x leveraged variant alongside the 2x. It scores momentum on the base assets and holds the 3x ETF where one exists (SPY to UPRO, QQQ to TQQQ, TLT to TMF), leaving the rest and the defensive sleeve unleveraged.
• Backtests show higher growth than the 2x with a deeper drawdown. The protective canary keeps the worst drawdown far below a 3x buy and hold, but it stays a high-risk satellite, not a core holding.

Open /strategies/haa →

Jason Kelly Signal strategies available in blends

• The Kelly 3Sig, 6Sig, and 9Sig value-averaging strategies can now be added as components in the blend and walk-forward builders.
• They are educational, high-drawdown models (9Sig can draw down around 94%), so they are offered only inside blends with that warning, not as standalone recommended strategies.

Open /blend →

Webhook alert tests show delivery status

• Webhook signal alerts now send a clearer JSON payload with strategy names, slugs, signal dates, old and new allocations, and a short summary.
• Settings can send a sample webhook alert and show the HTTP status returned by your ntfy, Pushover, Gotify, Zapier, or custom endpoint.

Open /settings →

Clearer API setup and alert delivery options

• API setup now shows portfolio ids in the app and the docs explain how to use an API key or MCP client.
• Alerts and Settings now make email and webhook delivery easier to find for users who do not use Telegram.
• Large leaderboard and chart-heavy analysis pages now load more smoothly.

Open /settings →

More consistent metrics and mobile controls

• Comparison, dashboard, and performance views now use the same metric names, order, and formatting, so key figures line up across pages.
• Bottom screen widgets now coordinate their positions on mobile, and walk-forward and risk chart controls wrap more cleanly on small screens.

Open /performance →

Clearer action feedback and error handling across the app

• Saving, running, deleting, and applying changes now show progress and confirm success or failure, so an action no longer looks like it did nothing while it is still working.
• Pages that fail to load now show a clear error with a retry button instead of looking empty, and the dashboard no longer asks an existing portfolio owner to start over after a temporary load failure.
• There is now a Build and Edit portfolio shortcut on the dashboard, and the strategy variant Recommended badge is renamed Default since it marks the base variant, not a performance ranking.

Open /portfolios →

New leveraged trend preset in the portfolio library

• Small Account Leveraged Trend is a new walk-forward preset in the library. It blends two leveraged trend models, TQQQ Trend and Low Initiative LETF V2, letting the optimizer reweight them monthly for the best downside-adjusted return while capping either sleeve at 65%. Both models trade only a handful of ETFs, so the blend stays practical to run with a smaller account.

Open /library →

Faster strategy picker in the portfolio builder

• The searchable strategy picker in the portfolio builder now renders only the rows on screen, so the dropdown opens and scrolls smoothly even with the full catalog of 100+ strategy variants loaded.

Open /portfolios →

Unemployment-based strategies backtest point-in-time

• The strategies that read the US unemployment rate (Lethargic Asset Allocation, Robust Asset Allocation, and the Schwoerer unemployment timer) now backtest on the figure as it was first published each month, not the later-revised number. This removes a small look-ahead bias, so their historical signals reflect what a live investor could actually have seen.

Open /strategies →

Easier to blend strategies into a portfolio

• The strategies page now has a Mix strategies entry point that takes you straight into the portfolio builder, so combining several strategies into one backtested blend is no longer buried in the navigation.

Open /strategies →

Leveraged LETF baseline portfolios added

• Three popular r/LETFs static portfolios are now in the catalog as informational baselines to compare against the tactical strategies: SSO/ZROZ/GLD (50/25/25), UPRO/ZROZ/GLD (50/25/25), and UPRO/ZROZ/GLD/KMLM (40/20/20/20). The leveraged sleeves use BestFolio's calibrated synthetic-leverage cost model, so the backtests land a touch below testfol.io (which runs leverage too cheap). They are static, quarterly-rebalanced baselines, not tactical strategies.

Open /strategies →

German tax estimate now includes the Vorabpauschale

• The estimated German tax on each strategy page now also models the Vorabpauschale, the annual advance lump-sum on accumulating funds. For each position carried across a year-end it applies the published Basiszins, caps the charge at the year's actual gain, taxes it, and credits it against the eventual sale so nothing is taxed twice. It stays a provisional estimate: the 1,000 EUR personal allowance is not applied (it is a per-person amount) and the fund classification is still under review.

Open /strategies →

EU tax estimate defaults to your country

• The Italy/Germany switch on the strategy-page tax estimate now starts on your own country, inferred from where you sign in, instead of always defaulting to Italy. You can still switch manually at any time.

Open /strategies →

Faster, more reliable drawdown analyzer

• The drawdown analyzer now returns instantly when you re-run the same portfolio, and it stays responsive when several analyses run at the same time.

Open /tools/drawdown-analyzer →

EU tax estimates combined into one panel with a country picker

• In EU mode, the Italian and German capital-gains estimates now share a single strategy-page panel with an Italy/Germany switch, instead of stacking two separate cards. Pick a country and only that estimate is shown.

Open /strategies →

200-Day SMA Trend variants grouped by asset role

• The 200-Day SMA Trend strategy's six single-asset variants are now grouped in the variant selector by role (Equity: SPY and QQQ; Diversifiers: GLD, VNQ, TLT; Faber: the 10-month variant) instead of a flat list of six, matching the grouped layout HAA already uses.

Open /strategies/sma-trend →

Where-to-begin guide added to the main menu

• The honest map of where your long-term money can go is now linked from the top navigation, the methodology page, and the getting-started guide, so it is no longer buried in the footer.

Open /guide/where-to-begin →

Added an honest where-to-begin money map

• A new public guide maps the order of operations for a spare dollar: cash cushions and debt first, then property, public markets, rules-based investing, active tilts, or higher-risk slices.
• It is educational, globally worded, and keeps BestFolio as one small TAA branch rather than a hard sell.

Open /guide/where-to-begin →

Estimated German tax on the strategy page (EU mode)

• In EU mode, Pro and API users now also get an estimated German capital-gains figure (Abgeltungsteuer) on each strategy page, alongside the Italian one: 26.375% with Teilfreistellung partial exemptions (equity funds 30%, mixed 15%, other 0%), derived from the strategy's own rebalance history. It is provisional (the fund classification is preliminary, and the Vorabpauschale advance tax is not modelled) and is shown with a clear note that it is not tax advice.

Open /strategies →

Estimated Italian tax on the strategy page (EU mode)

• In EU mode (EUR), Pro and API users now see an estimated Italian capital-gains figure on each strategy page: the per-unit tax split across the Italian buckets (plain ETF 26%, government-bond ETF 12.5%, ETP 26% with loss carry-forward), derived from the strategy's own rebalance history. It is a provisional estimate (the instrument classification and the carry-forward window are still being confirmed) and is shown with a clear note that it is not tax advice.

Open /strategies →

Leaderboard and comparison table now show EUR

• If you switch BestFolio to EUR (the currency toggle in the top bar), the strategy leaderboard and the comparison table now convert every return, CAGR, volatility, and drawdown to euros using historical exchange rates, the same as the strategy and portfolio pages already did. Pick EU mode once and every ranking reflects what a euro investor actually earned, FX drift included.

Open /leaderboard →

Static portfolio sleeves now backtest with full history

• When you add an ETF as a fixed sleeve in a portfolio (rather than a tracked strategy), it now inherits the same proxy and synthetic-leverage history extension that strategies use. Previously a recently-launched fund such as RSST or RSSB capped the whole blend's backtest at a couple of years; those sleeves now extend back through their building blocks (into the late 1980s for the return-stacked funds), so the portfolio backtests as far as the data allows.

Open /portfolios →

Accent colors unified to the BestFolio brand blue

• Feature icons, the leverage badge on your dashboard, and the upgrade panel now use the brand blue consistently instead of mixed indigo and purple accents.

Published a machine-readable API spec

• The read-only API now has an OpenAPI spec at /api/v1/openapi.json, so you can generate a client or import it into your tooling.

Open /docs/api →

Strategy pages now always show the selected variant's data

• Opening a strategy page through a direct variant link could briefly show another variant's signal history, performance numbers, or chart while the title showed the one you picked.
• The page now ignores out-of-date responses when the variant changes, so every panel stays in sync with your selection.

Connect your AI assistant to BestFolio over MCP

• A new MCP server lets you add BestFolio as a connector in Claude or ChatGPT and ask about your strategies, signals, and portfolios using your API key.
• It is read-only and Pro-gated, like the HTTP API. The API docs show how to set it up.

Open /docs/api →

More of the API is available to your key

• Your read-only API key now reaches portfolio backtests, walk-forward results, drift, and trade lists.
• Full strategy detail (variants, metrics, signals) is available to the key as well.

Open /docs/api →

Cleaner, grouped variant picker on the HAA page

• The HAA strategy page carries the most variants, so its variant picker is now grouped by family with shorter labels instead of one long scrolling row, which makes it easier to scan and pick.

Open /strategies/haa →

HAA-Simple RSST now has a UCITS build for EU investors

• A new HAA-Simple RSST (UCITS) variant lets EU investors run the strategy without the US-listed RSST. When risk-on it holds a UCITS blend of a 2x S&P 500 UCITS ETF plus the iMGP DBi Managed Futures UCITS ETF, and de-risks to IEF/BIL on the same TIP and SPY momentum signals. It tracks the US RSST version closely on a risk-adjusted basis.

Open /strategies/haa →

Returning members can re-subscribe from the pricing page

• If your subscription had lapsed, the pricing page could still mark that plan as your current one and hide the subscribe button. A lapsed plan now correctly shows the option to re-subscribe.

Open /pricing →

Estimated Italian capital-gains tax for each strategy

• A new per-strategy Italian capital-gains estimate (Pro and API). It reconstructs realized gains from the strategy's rebalance history with FIFO lot matching, sorts each holding into its Italian bucket (plain ETF at 26%, government-bond ETF at 12.5%, ETP at 26% with loss carry-forward), and applies the rules. Figures are per unit of capital, and the per-instrument classification is returned so you can check it, since the bucketing is provisional.

Open /docs/api →

Per-instrument prices added to the signal export

• The signal-history export now carries each instrument's price at every rebalance: a <ticker>_price column in CSV, a prices map in JSON. You can now compute realized gains and taxes for any jurisdiction straight from the signal feed, without a separate price lookup.

Open /docs/api →

Download a per-rebalance price ledger for any-jurisdiction tax

• Each strategy now exports a price ledger: for every rebalance, the price of each instrument bought, sold, or held, plus the weight change. Drop it into a spreadsheet to compute realized gains and taxes for any country. Available as CSV or JSON to Pro and API users.

Open /docs/api →

Trade list grouped by rebalance cadence

• Portfolios that mix a daily sleeve (like Buy the Dip) with monthly sleeves now split the trade list into sections by rebalance frequency, each labelled with its next rebalance date, so you can see what is due tomorrow versus at the next month-end.

Open /portfolios →

Leverage: low targets no longer sit on the higher-decay 3x route

• If a portfolio's leverage target was 1.5x or lower but routed through 3x ETFs (UPRO/TQQQ), it now uses the 2x route (SSO/QLD), which reaches the same leverage with less daily volatility decay. Leverage settings now warn when you pick the 3x route, since 2x is the better route for any target up to 2.0x.

Open /portfolios →

Recompute a walk-forward portfolio from the editor

• The walk-forward editor on the Portfolios page now has a Recompute now button to force an immediate re-optimization. With create, edit, and recompute all on the Portfolios page, the old standalone Walk-Forward Portfolios page is retired and its links redirect there.

Open /portfolios →

Clearer wording on signals and strategy pages

• Strategy and signal pages now describe each strategy's current allocation more precisely.
• Telegram signal alerts now carry the same educational, not personalized advice note as the monthly signal email.

Keyboard support for the walk-forward edit dialog

• The Edit dialog for walk-forward portfolios now closes with the Escape key and keeps keyboard focus inside it while open.

Open /portfolios →

Create a walk-forward portfolio from the Portfolios page

• Create New Portfolio now has a Walk-Forward (auto-optimized) mode next to the manual blend: pick your strategies and optimization settings and it saves a live portfolio that re-optimizes its weights every month, with no separate trip to the Walk-Forward tool. The Walk-Forward tool stays for exploring runs before you commit.

Open /portfolios →

Edit walk-forward portfolios on the Portfolios page

• Editing a walk-forward portfolio (its strategies, optimization criterion, window, and weight limits) now opens right on the Portfolios page instead of sending you to a separate page. Saving re-optimizes as before.

Open /portfolios →

Click through from Risk vs Return and the Strategy-Asset Matrix

• On the Risk vs Return page, the chart points, the Top Performers list, and the table rows now link straight to the strategy, carrying the variant you clicked.
• The Strategy-Asset Matrix rows now link to the strategy as well.

Open /scatterplot →

Easier to find the new navigation

• If you are still on the classic sidebar, a one-time banner now points to the new navigation so it is easier to discover. Try it from the banner, or turn it on anytime in Settings under Appearance, and switch back whenever you like.

Open /settings →

Clearer Save button for your own walk-forward portfolios

• In the Walk-Forward tool, the Save button on each result now reads Save as live walk-forward portfolio, with a tooltip, so it is clear you can save your own portfolio that re-optimizes its weights automatically every month, just like the built-in walk-forward portfolios.

Open /walkforward →

Walk-forward drawdown now measured on the daily equity curve

• Walk-forward portfolios now compute max drawdown and the drawdown chart from the daily out-of-sample equity curve instead of month-end values, so the figure reflects intra-month declines.
• Returns and the optimized weights are unchanged; only the drawdown basis is now daily, matching how single strategies are measured.

Open /walkforward →

Fixed the ETF Preferences Save button

• On Settings, ETF Prefs, the Save Preferences and Auto-Optimize buttons could silently do nothing. They now save reliably, and tell you if no portfolio is loaded yet.

Open /settings →

New strategies: HAA Quartet and HAA-Simple RSST

• HAA Quartet uses HAA's TIP canary as a single on-off switch over the Return Stacked Quartet (20% NTSX, 20% GDE, 30% RSST, 30% ZROZ): it holds the Quartet when the canary is positive and moves fully to T-bills when it turns negative. In a 1987 to 2026 backtest (history is reconstructed before the funds existed) the switch kept about the same return as holding the Quartet outright while lowering volatility and the worst drawdown to about -20%, its biggest win being the 2022 bear.
• HAA-Simple RSST holds RSST (100% S&P 500 plus 100% managed futures) when risk-on and unleveraged IEF/BIL when off, deciding risk-on or risk-off from the S&P 500 and the TIP canary rather than RSST's own momentum. A higher-octane satellite that stacks a non-correlated trend sleeve on top of equity, not a core holding.

Open /strategies/haa →

RVol Shifter now recommends the Cash-Only variant

• The Recommended badge on RVol Shifter now points to the Cash-Only variant. Over the 2003 to 2026 backtest it returned about 25.3% a year with a -38% worst drawdown, versus 24.1% and -62% for the previous 3-State default, so it is a similar return at a much smaller drawdown.
• The Recommended badge also shows a tooltip now: it marks the variant we suggest starting with, not the one with the highest backtest numbers. The 3-State, 2-State, and Wongkok 200SMA variants stay available to compare and select.

Open /strategies/rvol-shifter →

New strategy: a plain 200-day trend benchmark

• Added 200-Day SMA Trend: hold an asset while its month-end close is above its 200-day moving average, otherwise T-bills. It is the simplest trend-following rule and the classic benchmark tactical strategies aim to beat, kept deliberately unoptimized.
• Ships on SPY (the benchmark) plus QQQ, GLD, VNQ, and TLT, with a Faber 10-month variant. Over 2007 to 2026 the SPY version returned about 9.9% a year with a -22% worst drawdown, versus 10.7% and -51% for buy and hold SPY.

Open /strategies/sma-trend →

HAA-Simple Leveraged now times the 2x sleeve off the S&P, not SSO itself

• The leveraged HAA-Simple variant (2x SSO) now decides risk-on or risk-off from the S&P 500's own momentum plus the TIP canary, then holds SSO when risk-on, instead of reading the 2x ETF's own momentum. Gating on the 1x index avoids whipsawing out of the leveraged sleeve right after a sharp drop and then missing the rebound.
• In a backtest from 2007 to 2026 this raised CAGR from about 16.5% to 19.2% for the same worst drawdown (about -32%); the defensive sleeve stays unleveraged IEF/BIL. We also clarified that plain HAA-Simple goes risk-on only when both the TIP canary and the S&P's own momentum are positive.

Open /strategies/haa →

Regime Detector signals show today's readings

• The Regime Detector signal page now refreshes its composite score, S&P and VIX levels, and the six sub-signals every day. Before, those diagnostics could stay frozen at the date of the last regime change.
• The held allocation was always live and correct, so this fixes only the diagnostics shown next to it.

Opt in to a new, simpler navigation

• Settings now has an Appearance section where you can turn on a beta sidebar that groups the portfolio tools into Build and Tools and the charts under Analyze. The Leaderboard stays front and center, and you can switch back to the classic menu anytime.

Open /settings →

Walk-forward rebalances now show in your Alerts

• When a walk-forward portfolio rebalances its sleeves, the per-sleeve changes now appear on the Alerts page (not just the monthly Execute email), and the portfolio list shows a small Rebalanced marker on recently reoptimized walk-forward portfolios.

Open /alerts →

Walk-Forward shows which sleeve limits the backtest window

• When you run a Walk-Forward optimization, the results now name the sleeve whose history starts latest (the one capping how far back the common backtest can go), so you can drop it to extend the window.

Open /walkforward →

Download the leaderboard as a CSV

• The leaderboard has a Download CSV button that exports your current filtered, sorted view (returns, CAGR, drawdown, Sharpe, turnover, publication year, and the Robustness score) for offline analysis.

Open /leaderboard →

Signals API: list variants by slug, clearer active vs preview

• You can now list a strategy's variants (ids and names) by slug with GET /api/strategies/slug/{slug}/variants, so you no longer have to dig variant ids out of the full catalog.
• The signal export now includes top-level current_signal and next_signal dates, so it is clear which row is the active allocation and which is next month's preview.

Open /docs/api →

A-RVol Shifter backtest now reaches back to 2000

• The A-RVol Shifter strategy's backtest start was lowered from 2003 to 2000, so its history now spans the full dot-com crash. The earlier legs use the same fallback price chains as the rest of the catalog.

Open /strategies/rvol-shifter →

After-tax CAGR for blended portfolios

• The Blend page's tax-efficiency column now also shows each portfolio's estimated after-tax CAGR (US federal, weighted from the component strategies' turnover and long-term-gains mix), so you can compare blends on what you actually keep.

Open /blend →

Plug your own tax rates into the US tax overlay

• The US Tax Impact panel on each strategy page now has a Your own rates row: enter your short and long-term marginal rates and the tax drag and after-tax CAGR recompute live, instead of only the preset income brackets.

Open /strategies →

Head-to-head heatmap: which strategy won, and when

• On the performance comparison page, picking exactly two strategies now shows a Head-to-Head by Era grid: each cell is one strategy's annualized return minus the other's, by start year and holding horizon (1, 3, 5, 10 years).
• Green means the first strategy won that window and red the second, so you can see whether an edge held across eras or only in one stretch.

Open /performance →

See how much of the time a strategy spends underwater

• The strategy drawdown chart now shows Time Underwater: the share of the backtest spent below the prior high-water mark, alongside the longest and deepest drawdowns.
• It flags strategies that are often underwater even when their individual drawdowns are shallow, which depth alone does not reveal.

Open /strategies →

Filter and sort the leaderboard by US tax efficiency

• The leaderboard has a new Tax efficiency column and filter (excellent, good, fair, poor), based on how much of each strategy's gains qualify as long-term under US rules.
• Pro shows the rating for every strategy; the free tier covers the free strategies, with a Pro prompt on the rest.

Open /leaderboard →

See how robust each strategy's Sharpe ratio really is

• Every strategy now shows a Robustness score: the Deflated Sharpe Ratio, the probability its Sharpe is real rather than the luckiest pick among all the strategies we tested.
• It corrects the Sharpe for track-record length, fat tails, and how many strategies were tried. Strategies in the fragile zone are flagged, so you can treat a shiny backtest with the right caution.
• Find it on each strategy page and as a sortable column on the leaderboard (under Show all columns).

Open /leaderboard →

A clearer way back to the app from the blog

• When you are signed in, the blog now shows a Back to dashboard button and the BestFolio logo takes you to your portfolios, so the rest of the app stays one click away.

Open /blog →

See which sleeve limits a blended portfolio's date range

• When a multi-strategy portfolio's backtest starts later than its sleeves individually would, the portfolios page now names the sleeve with the shortest history, the one that sets the common start date.
• Remove or swap that sleeve to extend the range further back.

Open /portfolios →

Sort the strategy catalog by turnover, CAGR, or publication date

• The Strategies page has a new Sort control: order the catalog by name, yearly turnover (low to high), CAGR (high to low), or first publication date (newest or oldest).

Open /strategies →

Clearer walk-forward rebalance alerts

• The Alerts page now explains that walk-forward sleeve rebalances arrive in your monthly Execute email, alongside per-strategy signal changes.
• Alerts and Settings now make clear that signal and rebalance alerts follow your Main portfolio.

Open /alerts →

Get signal alerts by webhook

• Add a webhook URL in Settings to receive monthly signal updates as JSON, for ntfy, Pushover, Gotify, Slack, Discord, or your own endpoint.
• Each delivery is signed so your receiver can verify it came from BestFolio.

Open /settings →

Manage your API keys in Settings

• Pro subscribers can create, view, and revoke read-only Signals API keys directly in Settings, under API Keys.
• A new key is shown once when you create it, so copy it then.

Open /settings →

Signals API documentation

• A new docs page explains how to pull any strategy's monthly signal as JSON or CSV with an API key, with curl and Python examples.
• It covers how to tell the active allocation apart from next month's preview.

Open /docs/api →

Compare strategies by tax efficiency

• The Compare page has a new sortable Tax Eff. column, so you can rank strategies by tax efficiency alongside CAGR, Sharpe, and drawdown.

Open /compare →

Tax efficiency for blended portfolios

• Smart Blending now shows a tax-efficiency estimate for each optimization method, weighted from the strategies in the blend.

Open /blend →

Save a bonds-to-cash setting on any portfolio

• Turn on Bonds to cash in the portfolio editor to replace every bond sleeve across the blend with cash, and the portfolio backtest updates to match.
• Pick the cash proxy per portfolio: BIL or SGOV T-bills, or uninvested cash at 0%.

See any strategy with its bonds swapped for cash

• On a strategy's backtest tab, turn on Bonds to cash to replace its bond sleeves (Treasuries, TIPS, corporates) with cash and compare CAGR, Sharpe, UPI, and drawdown side by side.
• Pick the cash proxy: BIL or SGOV T-bills, or uninvested cash earning nothing.

Euro amounts use European number formatting in EU mode

• With EU mode on, monetary values now display in European style (1.234,56) instead of US style, matching how euro figures are written across the eurozone.

Open /settings →

Export strategy signals as CSV for automated trading

• Pro subscribers can now export a strategy variant's signal history as CSV or JSON through the BestFolio API, with one column per ETF target weight.
• Designed for feeding monthly allocations into automated trading, for example Alpaca or IBKR.

Corrected pre-2007 managed futures backtest history

• Strategies that hold DBMF, KMLM, or CTA now use the Barclay BTOP50 CTA index for their pre-2007 backtest history, instead of a gross trend-following factor that overstated returns.
• Backtests starting before about 2007 for these strategies now show lower, more realistic managed futures performance (roughly 9.9% a year in the deep history, versus a previously inflated 22%).

Open /strategies →

Accurate author notes on legacy Dual Momentum Systems strategies

• The LT Gain pages now note the strategy has been retired from the current Dual Momentum Systems lineup and is kept for historical reference.
• The Bamboo page now points to its successor, Permanent Portfolio DMS.

Cleaner strategy catalog cards

• Strategy cards now combine the plan and type into one badge and reveal the description on hover, so the grid is easier to scan.
• The allocation bar is hidden for single-ETF strategies, where a one-segment bar added no information.

Open /strategies →

Leaderboard: filter by leverage and sort by turnover or publication date

• New Leverage filter (All, Leveraged, Not leveraged, Base only) reads each variant directly, so leveraged variants like HAA Leveraged (2x) now appear under Leveraged.
• Show all columns adds sortable Turnover and Published (first publication date) columns, so you can find low-turnover or oldest strategies without opening each one.

Open /leaderboard →

Reliability fixes for drawdown analysis, backtests, and signup

• Drawdown analysis no longer errors intermittently when many analyses run at the same time.
• Portfolio backtests no longer fail to load when a data point is unavailable; the series shows a gap instead.
• New-account signup is more robust when an email address is reused across accounts.

An easier way to share BestFolio with people who'd value it

• Your referral link moved to a clearer spot in Settings (now called Spread the word), and a one-time note points you to it. Share your link, and when a friend joins and pays their first month, you both get the next month free.

Open /settings →

Creating and saving portfolios works again

• Fixed a regression that caused creating or saving a portfolio to fail with an error. Building portfolios, saving walk-forward runs, and editing existing portfolios all work normally again.

Portfolio API now returns your leveraged allocation

• The rollup endpoints (/api/portfolios/{id}/rollup and /rollup/execution) now apply your selective-leverage overlay by default, matching the allocation shown in the app. Add leverage=false to get the unlevered baseline.

Saving a walk-forward run now creates a live portfolio

• Saving from the Walk-Forward Optimization page now creates a live walk-forward portfolio that re-optimizes its weights every month, instead of a frozen snapshot of the latest run.

Open /walkforward →

See strategy and portfolio analytics in EUR, with UCITS ETF tickers

• New EU mode switch in the sidebar and in Settings. Turn it on to see NAV, returns, drawdown, and every metric for strategies and portfolios converted to EUR using historical EUR/USD exchange rates, with safe withdrawal rates adjusted for euro-area inflation.
• EU mode also shows UCITS ETF tickers in your portfolio execution view, so the names match what European brokers offer. Your choice is saved to your account.

Open /settings →

Accessibility improvements for screen readers and keyboard users

• Charts, tables, and dialogs now describe themselves to assistive technology, and the navigation marks the page you are on.
• Added a skip-to-content link, clearer focus handling in dialogs, and labels on form fields and icon buttons.

Cleaner punctuation in suggestions, tools, and signal emails

• Replaced stray dashes with standard punctuation across portfolio health suggestions, ETF search, the UCITS rollup and tax tools, and the signal alert emails, so the wording reads consistently.

Share a portfolio with a link, or submit it to the community library

• Every portfolio now has a Share button that creates a public link to a frozen snapshot of its allocation, backtest, and metrics. Anyone with the link can view it without an account, and you can revoke a link any time.
• You can also submit a portfolio to the community library: our team reviews it and, once approved, publishes it as a template other members can browse and blend.

Open /portfolios →

Old links to renamed strategies now reach the right page

• Links to former strategy names (accelerating-dual-momentum, composite-dual-momentum, sadek-vb and others) now redirect to the renamed strategy instead of showing a missing page; the renamed Kelly signal blog post redirects too.
• Cleaned up how search engines see the site: the sign-up page, the homepage, and social preview images no longer appear as duplicate or stray pages in search results.

Referral program: give a month, get a month

• Share your personal referral link from Settings. When a friend signs up with it and pays their first month, you both get the next month free as account credit.
• Works on every plan: Founder and Monthly earn their own monthly price back, Annual earns one month's value. Free users can refer too; the credit is saved and applied when they subscribe.

Open /settings →

Automated monthly TAA scoreboard on the blog

• On the first of each month the blog now publishes a TAA Scoreboard automatically: every published strategy's month and YTD return, top 10 unlevered, a separate leveraged corner, the weakest 5, and benchmark context, generated straight from the strategy catalog with sanity checks before anything goes live.
• First edition arrives July 1 covering June 2026.

Open /blog →

Drawdown history pages for 44 popular ETFs

• Every major ETF now has a dedicated page at /drawdown/<ticker> (for example /drawdown/tqqq) showing its maximum drawdown, recovery time, share of months spent underwater, worst rolling 12-month return, and a table of its five deepest drawdowns, computed from extended monthly history.
• Pages refresh daily from the same data that powers the Drawdown Analyzer, and any other ticker the analyzer supports renders on demand.

Open /drawdown/tqqq →

Signal Drivers now shows raw indicators, not only scores

• Strategies whose rule compares raw values (a price against its moving average, an RSI against a band, a regime threshold) now chart those exact values under Signal Drivers, where previously only per-asset score tables were shown.
• The new Indicators view appears automatically for any strategy that records numeric values with its signals; nothing to configure.

Portfolio backtests stay warm: no more 60-second first loads

• Saving or editing a portfolio now rebuilds its backtest in the background, so the first open after a change is instant instead of a long spinner.
• Cached backtests refresh exactly when their underlying data changes (new prices or strategy updates) rather than expiring on a timer, so evening opens no longer pay a cold rebuild.
• The morning cache warm-up now also covers portfolios you edited recently, not only the one marked as main.

Liquidity at a glance on the Asset Universe card

• Every instrument on a strategy page now shows its average daily traded value and an estimated spread bucket (tight, moderate, wide), so you can see how thin a listing is before you pick it.
• UCITS equivalents show the same figures for their actual European listing (London, Xetra or Milan), the part that matters when a fund trades thinly in Europe even though its US sibling is liquid.
• Spread figures are statistical estimates inferred from daily price ranges, not measured quotes, and are labeled accordingly; the exact basis-point estimate sits in the tooltip.

Six Dual Momentum Systems legacy strategies join the catalog

• The Russell, Triad, Global Navigator, LT Gain, GPMv and Bamboo, the original public generation of Randy Harris's Dual Momentum Systems strategies, moved from private preview into the public catalog.
• Published with the author's permission. Every page carries a note marking it as the original public version and linking to Dual Momentum Systems, where the author maintains the updated, revised versions and his timely monthly allocations.

ACA Dynamic Bond and The Russell backtests are now hundreds of times faster

• Stoken's ACA Dynamic Bond recomputed every price-channel from the beginning of history for every single trading day, which put its full backtest near 15 minutes; the channel states are now resolved in one pass and the same signal sequence computes in well under a second.
• The Russell rebuilt all of its momentum scores from scratch for every month in its history; scores are now computed once for the whole history, cutting its backtest from roughly 10 minutes to seconds.
• Both strategies produce exactly the same signals, trades, and performance numbers as before; an equivalence test suite compares the new code against the old logic across every history length.

Signal previews now use live intraday prices and adapt to the real market close

• Pre-close signal previews (monthly, daily, and a new weekly preview) are now computed from a live intraday price snapshot instead of the prior day's close, so a preview genuinely answers what would change tomorrow if the day closed now.
• Preview and confirmation emails are scheduled relative to the actual market close, including early-close half days and daylight-saving shifts, keeping the promise of at least one hour of notice before the close.
• Weekly strategy alerts now use the actual Friday close (they previously went out before the final prices settled), drift alerts evaluate after the nightly price refresh, and duplicate daily change emails are eliminated: each allocation change is announced once as a preview and once as an execute reminder, never repeated.

Machine-readable site index at /llms.txt

• bestfolio.app/llms.txt now publishes a plain-text index of every published strategy (with CAGR, max drawdown, and backtest start), the free tools, and recent blog posts, following the llms.txt convention used by AI assistants. It regenerates from live data, so it stays current as strategies and posts are added.

Open /llms.txt →

Leaderboard rows now open the exact variant you clicked

• Clicking a leaderboard row used to open the strategy page on its primary variant, whose numbers can differ from the variant in the row (for example Permanent Portfolio Tactical vs Static). The link now lands on the clicked variant, so the numbers you saw are the numbers you get.

Open /leaderboard →

Honest full-history risk numbers in multi-strategy comparisons

• When comparing several strategies (Watchlist, Performance pages), each strategy now reports its own full-history risk and return; previously the numbers were silently limited to the period all selected strategies share, so a young strategy in the mix could hide an older strategy's worst drawdown. Comparing one strategy against a benchmark still aligns both to the same period.
• The /strategies/smartstack link now lands on the SmartStack explainer instead of a missing page.
• Fixed rare brief degraded blips of the status endpoint caused by one-off network hiccups during its checks.

Portfolio Library rebalance badges now distinguish daily-signal portfolios

• Three library portfolios that include a daily-signal strategy (BestFolio House Momentum, Levered Growth Control, Aggressive Walk-Forward Growth) were labeled Monthly. They now carry a Daily badge, and the library filter gained a Daily option.
• Fixed a rare server error when opening a portfolio backtest that was not already cached.
• Withdrawal-rate metrics (SWR and PWR) now recover automatically after a temporary outage of the inflation data source instead of silently using a 3 percent fallback until the next release.

Open /library →

BestFolio vs AllocateSmartly comparison page

• A factual side-by-side of the two services: strategy coverage, validation methodology, European UCITS support, blending tools, and pricing. Including the places where AllocateSmartly is the better choice.

Open /vs/allocatesmartly →

Locked strategy pages now preview the backtest you unlock

• The Backtest, Signals, and Allocations tabs on Pro strategies used to show an empty gray panel behind the upgrade prompt. They now show an illustrative long-history equity curve so you can see the kind of chart a Pro subscription unlocks.
• The upgrade prompt also notes that our deepest backtest histories reach the 1920s.

Every page now shows the same strategy count

• The landing page hero, stats row, and feature cards could disagree on the number of live strategies because some sections used a build-time snapshot. All counts on the page now come from the live catalog.
• The demo signal card on the landing page showed a hardcoded March 2026 date next to the words Updated daily. It now always shows the current signal month.
• Stats on the pricing page and leaderboard now describe our backtest depth accurately: the deepest histories reach the 1920s.

Clearer sign-up page, newsletter on blog posts, fuller footer

• The sign-up page now lists what the free tier includes (6 strategies, monthly signals, UCITS alternatives) next to the form on desktop.
• Blog posts now offer the free Monthly Briefing newsletter at the end of each article.
• Footer links now include Strategies, Leaderboard, Library, Blog, Free Tools, and Pricing.

FactorLens analyze button is easier to see

• The Analyze Portfolio button used a pale teal that could read as disabled even when it was ready. It now uses a higher-contrast color.

Open /tools/factor-lens →

Reliability fixes for notifications, newsletter signup, and the nightly data refresh

• Telegram notifications whose text contains unusual characters now arrive as plain text instead of being silently dropped when formatting fails.
• Newsletter signup no longer shows a spurious error when our email provider is slow to respond; the request is now retried automatically.
• The nightly price refresh skips tickers whose data has permanently ended, cutting recurring false error alerts.

Clear risk warning on extreme-drawdown strategies

• Strategy pages now show a prominent warning when a strategy's worst historical drawdown is beyond -70%, stating it is published for research only and is not investable.
• The warning points to the catalog for lower-risk, diversified options. It currently applies to the most aggressive leveraged strategies.

Risk vs Return compares every strategy over the same 30-year window

• The Risk vs Return chart was measuring each strategy over the period shared by all strategies on the page, which had collapsed to the start date of the newest strategy and understated the drawdown of strategies with older crashes. It now uses a fixed 30-year window, so the figures line up with the leaderboard and the strategy pages.
• Strategies with less than 30 years of history are hidden by default, with a toggle to add them back over their own shorter history.

Open /scatterplot →

Notification titles read cleanly on the notifications page

• The notifications page no longer shows the internal signal-phase tag (like [FINAL] or [DAILY EXECUTE]) in front of a strategy name. The notifications bell already hid it, and now both surfaces match.

Open /notifications →

Strategy pages no longer flash the locked state while your access loads

• On a cold page load, a signed-in account could briefly see the 'Upgrade to Pro' locked state on a strategy page before access finished loading. The page now shows a brief loading state until access is known, so paid content no longer flashes as locked.

Open /strategies →

Sharper text contrast on returns heatmaps and status colors

• Numbers in the monthly and annual returns heatmaps now switch between dark and white labels by true contrast, so every cell meets WCAG AA in light and dark mode while the color scale stays the same.
• The green and red action buttons, the notification count badge, and the rebalance period toggle now use deeper fills so their white labels are easier to read.
• The allocation bars in the homepage demo now use dark labels that stay legible on their bright segments.

Open /strategies/annual-returns →

Strategy pages now show both monthly and daily max drawdown

• The Summary Statistics table now lists Max Drawdown (monthly) and Max Drawdown (daily) as separate rows, so the deeper daily figure on the drawdown chart no longer looks like it disagrees with the table.
• The monthly figure uses month-end values, the common published convention, while the daily figure follows daily prices and matches the chart's deepest point. Tooltips explain the difference.

Open /strategies →

Notifications panel is no longer cut off by the sidebar

• The in-app notifications dropdown was being clipped by the sidebar, which cut off strategy names. It now opens as a full panel so the names are readable.
• Clicking a notification opens the related strategy without a full page reload, and a notification with no linked strategy now opens the notifications page instead of doing nothing.

Open /strategies →

Clearer text contrast on buttons, badges, and allocation bars

• Primary action buttons across the site now use a deeper blue, so their white labels meet WCAG AA contrast in both light and dark mode.
• Allocation bar labels now pick black or white text per segment by true contrast, and a few mid-tone asset colors were deepened so every ticker stays legible.
• Tightened the remaining colored badges and tags (the dashboard regime tags and the pricing highlight badge) to meet AA contrast.

Open /strategies →

Dark mode text is easier to read

• Raised the color contrast of text, numbers, and labels throughout dark mode so they meet WCAG AA accessibility contrast on dark backgrounds.
• Fixed faint or, on some strategy pages, nearly invisible text by giving secondary text and light callout cards proper dark-mode colors.

Open /strategies →

Benchmark stats now match the strategy's own period

• On a strategy page, the benchmark column in Summary Statistics (and the Performance compare view) now reports its return, drawdown and other stats over the same date range as the strategy, instead of the benchmark's full history. Previously a strategy that started in the 1980s was compared against an S&P 500 drawdown that reached back to the 1929 crash, which was not a fair comparison.

Open /strategies →

Dashboard and Strategy Compare clarity improvements

• The dashboard Strategy Performance table now hides leveraged strategies by default behind a Show leveraged toggle, and adds a Max Drawdown column so a high trailing return no longer hides a deep drawdown. Drawdowns past 35% are flagged in red.
• The portfolio selector is always visible on the dashboard so it is clear which portfolio you are viewing, with your primary portfolio selected by default.
• Strategy Compare and Performance now read as one flow: Strategy Compare is where you browse and rank strategies, then open your picks in Performance for the detailed side-by-side view.

Open / →

SmartStack overlay now available on DAA and KDA

• The SmartStack gold + managed-futures overlay, already on HAA, VAA-G4 and ADM, now also runs on Defensive Asset Allocation (DAA-G12) and Kipnis Defensive Adaptive (KDA). Pick the SmartStack variant on either strategy page.
• As with the other SmartStack variants, it layers a diversifying gold and managed-futures return stream on top of the base signal using fractional leveraged and return-stacked ETFs, so it works in a standard brokerage or UCITS account with no margin or futures. See the methodology page for how the overlay works.

Open /strategies/daa →

Clearer explanation of the SmartStack gold and managed-futures split

• The methodology page and the SmartStack note on each strategy now make clear the gold and managed-futures overlay is not a fixed 50/50. Only the capital freed by the leverage swaps is split evenly; commodity and bond sleeves add managed futures on their own, so managed futures usually carries more than gold and the mix shifts month to month.
• A worked example walks through a typical month that lands near 18% gold and 38% managed futures.

Open /methodology#variants-smartstack →

Library templates no longer clutter your own portfolios list

• Browseable library templates were appearing in your portfolios grid and returned a not-authorized error when opened. Your grid now shows only the portfolios you own; templates live under Library, where you browse and clone them.

Open /portfolios →

Cloning a library template asks for a name, and portfolio names stay unique

• Clone from a template card or its detail page and a dialog now asks for the new portfolio's name, pre-filled with the template's name.
• Each portfolio you own needs a distinct name. If a name is already taken (ignoring case and surrounding spaces) you get a clear message instead of a silent duplicate.

Open /library →

S&P 500 benchmark now goes back to 1920

• The S&P 500 total-return comparison line on the Growth of $100 chart now extends back to 1920. It previously started in 1988, so it was missing from portfolios that backtest earlier; it now appears alongside the other benchmarks on those long histories.

Open /portfolios →

New: a Portfolio Library of ready-to-clone strategies

• Browse a curated library of pre-built portfolios at /library, from a conservative all-weather core to aggressive walk-forward growth. Each card shows its long-run backtest (CAGR, Sharpe, max drawdown) so you can compare at a glance.
• Three are free to clone; the rest unlock with Pro. One click copies a template into your own portfolios, ready to track and trade.

Open /library →

Saved portfolios load their backtest much faster

• A portfolio's backtest is now computed once and reused, so reopening it is near-instant instead of recomputing from scratch. It refreshes automatically when you change the portfolio and as new daily data arrives.

Open /portfolios →

Hide individual series on strategy charts

• Click a series in the legend of the growth and drawdown charts to hide it, so you can switch off the 40/60 and S&P 500 benchmarks and read a strategy on its own.
• The strategy's own drawdown line is now drawn heavier so it stands out against the benchmarks.

Open /strategies →

Strategy picker no longer gets cut off in the portfolio builder

• The searchable strategy picker now floats above the rest of the editor, so its list is no longer clipped at the bottom of the table when you scroll.

Open /portfolios →

Leveraged strategy sleeves show their leveraged holdings in portfolios

• Adding a SmartLeverage strategy variant to a portfolio sleeve now shows the leveraged ETF mix it actually holds, instead of the underlying un-leveraged allocation.

Open /portfolios →

Drawdown chart now agrees with the Max Drawdown in Summary Statistics

• The strategy drawdown chart now reads the same backtest history as the Max Drawdown figure, so its deepest daily drawdown is always consistent with (and at least as deep as) the month-end number in Summary Statistics. A separate data path could previously understate it for some tactical strategies.

Open /strategies →

Compare how often a strategy rebalances

• Every strategy page can now show how its returns change if you trade back to target every signal, once a year, or only when your holdings drift more than 5% from target.
• Useful where taxes make frequent trading expensive: see what less-frequent rebalancing costs in performance, and how much it cuts your trading.

Open /strategies →

Signal-driver score chart now covers every strategy family

• The chart of driver scores over time, previously limited to momentum and canary strategies, now appears for any strategy that exposes them, with a selector when a strategy tracks more than one set of scores.

Open /strategies →

Strategy and tool pages load faster and stop shifting as they open

• The Strategies catalog no longer jumps while it loads; the cards are present the moment the page renders.
• FactorLens and the Drawdown Analyzer load noticeably lighter, deferring their charts until you run an analysis.

Open /strategies →

Analytics now load only after you accept analytics cookies

• Product analytics no longer initialise or set any cookies until you accept analytics cookies in the consent banner, matching our Privacy Policy.

Open /privacy →

Free strategies open without a sign-up wall, and safer account deletion

• Clicking a free strategy as a visitor now opens it directly instead of bouncing you to the sign-up page.
• Account deletion now verifies your subscription is cancelled before removing your account, so you can never be billed after deleting.

Open /strategies →

See the scores behind a strategy's signals over time

• Momentum and canary strategies now show a chart of their driver scores across the whole backtest, so you can see exactly when and why the strategy turned defensive (scores dipping below zero).
• The drawdown chart also gained the multi-variant overlay, matching the growth chart.

Open /strategies →

Toggle transaction costs on the backtest chart

• An 'Apply transaction costs' checkbox on a strategy's growth chart lets you see the curve with or without the slippage-and-spread drag we model on each rebalance.
• Defaults to on (the realistic, net-of-cost view); unchecking shows the gross, pre-cost curve for comparison.

Open /strategies →

Overlay multiple strategy variants on one backtest chart

• On a strategy page you can now overlay its other variants (for example the leveraged or SmartStack flavours) on the same growth-of-$100 chart to compare them side by side.
• Use the 'Overlay on chart' chips below the variant selector; each picked variant gets its own coloured line.

Open /strategies →

Drawdown chart now matches the Max Drawdown summary

• The drawdown chart on a strategy page now reads the same backtest data as the Max Drawdown figure in the summary table, so the two always agree.
• Previously the chart could understate the deepest drawdown for some strategies because it drew from a separate, drift-prone data series.

Open /strategies →

Strategy pages with many assets load much faster

• Opening a strategy that rotates across a broad universe of assets is now near-instant on the first load, instead of taking up to half a minute while the per-asset return breakdown was computed.
• The contribution breakdown is now prepared ahead of time, so the page no longer recomputes it on every visit.

Open /strategies →

Searchable strategy picker and linked sleeves in the portfolio builder

• Adding a strategy to a portfolio now uses a type-to-filter search box instead of a long dropdown, so you can find any of the 100-plus strategies by name.
• Strategy names in a portfolio's sleeve list now link straight to that strategy's detail page.

Open /portfolios →

Portfolio and strategy page fixes

• Adding a strategy to a portfolio no longer shows a spurious 'already in this portfolio' message after you save.
• Strategy pages now show a loading indicator instead of 'No backtest data available' while a backtest is still loading.

Open /portfolios →

New strategy: Sector Rotation (Faber QTAA-Sectors)

• A monthly sector-rotation strategy that ranks the eight US SPDR sector ETFs by blended 1, 3, 6 and 12-month momentum and holds the top three, with an optional 10-month moving-average filter that routes any failed sector to cash.
• Three variants are available: top 3 with the filter (default), top 5, and top 3 with no filter.

Open /strategies/sector-rotation →

Strategy share links work without a variant

• Sharing a strategy by its short link (for example /share/haa) now opens the strategy's primary variant instead of showing a not-found page.

Open /strategies →

Removed a look-ahead in the unemployment signal

• Strategies that use the US unemployment trend (LAA, RAA, and the Schwoerer unemployment signal) now read each month's figure on its real release date rather than its period date, so backtests no longer use a number that was not published yet. The effect on historical results is small, and it removes a forward-looking leak.

Open /strategies →

Drawdown chart follows the period selector

• On a strategy's Backtest tab, the drawdown chart now reframes to the date range you pick at the top, rebasing the peak to the start of the window, instead of always showing full history.

Open /strategies →

Favorite strategies and a catalog hide filter

• Star any strategy to favorite it, filter the catalog and leaderboard down to your favorites, and see them ranked side by side on a new Favorites page with the usual period selectors.
• A new Strategy catalog section in Settings lets you hide categories you do not want to see (static, daily-trading, leveraged, SmartStack) across the catalog and leaderboard. Favorited strategies always stay visible.
• The Strategy-Asset and Annual Returns matrices now keep their column headers visible while you scroll and make the horizontal scrollbar easier to reach.
• The Strategy Leaderboard subtitle now reflects the selected time period instead of always saying 30-year.

Open /favorites →

Portfolio and strategy page refinements

• Adding strategies to a portfolio without a weight no longer drops them on save: they are equal-weighted automatically, or flagged if some are weighted and some are not.
• Strategy pages gain a BestFolio filter for our in-house strategies, an average leverage and exposure-adjusted return (EAR) metric, per-flavour rule notes, and instant switching between strategy flavours.
• Portfolio backtest charts can hide the nested sub-strategy lines for a cleaner view.

Open /strategies →

Factor exposure on every strategy page

• Each strategy detail page now carries a Factor Exposure card: market beta, momentum, size, and value loadings from a Fama-French regression, with R-squared and alpha. A Full analysis link opens the same holdings in FactorLens.

Open /strategies →

FactorLens: live progress, shareable links, and example portfolios

• The free factor analyzer shows per-ticker fetch progress while it runs, fills itself in from a shared URL so a link that carries holdings analyzes on load, and adds a Share button that copies a link back to your exact portfolio.

Open /tools/factor-lens →

Safe Withdrawal Rate now shows its full distribution

• Alongside the worst-case SAFEMAX floor, the backtest card reports the P25, median, and P75 safe withdrawal rate across every rolling 30-year window, so you see the spread and not just the single worst outcome.

More honest Sharpe and Sortino on long backtests

• Risk-adjusted ratios now compute from monthly returns instead of interpolated daily values. On pre-ETF history the old daily basis understated volatility and overstated Sharpe, so most strategies shift by a few percent. CAGR and max drawdown are unchanged.

Backtests default to full history everywhere

• Strategy, Leaderboard, and Dashboard backtests now open on the full available history by default, so the headline numbers line up across pages instead of mixing 10-year and full windows.

Pro users no longer hit the paywall on a slow sign-in

• A stale first response during sign-in could briefly strand a paying subscriber behind the upgrade prompt on a strategy page. The page now waits for your account to resolve before deciding what to show.

UCITS view shows the right leverage for leveraged ETFs

• The UCITS substitution view carries the 2x leverage factor for twelve leveraged US ETFs, so the European equivalent reflects the intended exposure instead of reading as unleveraged.

Seven leveraged tactical strategies, now in the catalog

• Six leveraged plus the Carter unleveraged companion. Authors include u/RNAProf, u/Wongkok, u/Low-Initiative-1327, David Alan Carter, and two BestFolio house strategies. TQQQ/UPRO Trend SMA, Low Initiative LETF V2, A-RVol Shifter, RPEA, Buy the Dip, White Knuckle, and Cash Trigger.
• Leverage is not a free upgrade to higher returns. Five of the seven include trend filters that cut drawdowns at the cost of some upside; two (White Knuckle, RPEA) accept the deep drawdown directly. Sleeve sizing matters more than strategy selection.
• Full writeup with rules, merits, and shortcomings for each one: see the blog.

Open /blog/leveraged-tactical-strategies-release →

CAGR and turnover now on every strategy card

• The catalog shows annualized CAGR and yearly turnover percentage in one glance per strategy, so you can scan trading frequency without clicking in. Holdings-heavy strategies like Composite Momentum sit near 260%/yr, while Golden Butterfly and All Weather stay around 1-2%/yr.
• Turnover matters most if you trade on a thin exchange. Market orders on lightly-traded UCITS ETFs (XETRA small caps, for example) can bleed on the spread, and turnover is a cheap proxy for how much of that drag accumulates over a year.
• Detail-page Summary Statistics now explicitly says these metrics are pre-tax, with a link to the methodology page covering how taxes are handled separately (US Tax Impact panel, TBSZ analysis for Hungarian users).

Open /strategies →

More backtests reach further back for big workhorse ETFs

• VTI (total US market), QQQ (Nasdaq-100), the short-treasury cash sleeve (BIL, SHY), and the small-cap value family (AVUV, IWN, IJS, VIOV, VBR) all gain additional pre-listing history from a vetted monthly dataset.
• Any strategy that touches one of these tickers now has more years of backtest to compare against.

Synthetic leverage curves now start at the right date

• Leveraged variants built on top of FRED interest-rate data (the SmartLeverage family) were silently truncating to the FRED Fed Funds start date. The curve now extends back as far as the underlying asset's history allows.

Spread your monthly rebalance across multiple days

• Open any portfolio, expand the Tranching section, and pick 3, 5, or 10 days. Instead of one big trade on the first of the month, you'll get one alert per business day with the exact slice to trade that day.
• Each alert lists per-ticker amounts (BUY 4% TLT, SELL 3% GLDM, and so on) by Telegram and email, so you can execute without re-reading the main monthly email.
• Pro feature. Long-run total return barely moves compared to a single-day rebalance, but month-to-month NAV swings are noticeably smaller because no single day's prices dominate your entries.

Open /portfolios →

Equity leverage on walk-forward portfolios (on-demand)

• Walk-forward portfolios can run with a target leverage from 1.00 to 2.00 by substituting 2x or 3x ETFs at each rebalance. The unlevered version stays side-by-side so you can compare. A new sweep chart shows how CAGR and drawdown change across the leverage range, with the Calmar-optimal point marked.
• Activated on demand because it's a sharp instrument and we want to walk through the risk model with each user before turning it on. Use the in-app feedback button to request access.

Open /wf-portfolios →

Annual returns matrix on Compare and Performance

• Compare variants or portfolios year-by-year in one table: rows are assets, columns are years, each cell is the total return. Best and worst per row are highlighted.

Open /performance →

Older backtests now go back decades further

• Japan equities (EWJ) backtest from 1965 via Nikkei history. Emerging markets (VWO/EEM) and aggregate bonds (AGG/BND) gain extra pre-listing history too.
• Strategies that touch these sleeves now have meaningfully longer history to backtest against.

Per-asset contribution respects your selected window

• On the Allocations tab, the per-asset contribution numbers now match the time window you've selected (instead of always showing the full history).

UCITS toggle on the Asset Universe card

• European investors can flip a single switch on any strategy page to see the asset universe in UCITS tickers instead of US tickers.

Monte Carlo simulation on strategy pages

• Block-bootstrap simulation runs on each strategy page so you can see a distribution of plausible future paths (not a single guarantee, but a realistic spread).

Time-in-asset and contribution cards on strategy pages

• Two new cards on the Allocations tab. Time-in-asset shows how often each strategy held each asset; Contribution shows which assets actually drove the returns.

Related-strategies links on strategy pages

• Every strategy detail page now suggests a handful of related strategies at the bottom, so you can jump between similar approaches without going back to the list.

Portfolio drift alerts

• Set a drift threshold in your portfolio settings. BestFolio sends a daily email and Telegram alert on any day a sleeve drifts past the threshold (with dollar amounts based on the holdings you entered).