Active Holding▶ LIVE
IVE
Value · Factor leadership
Pairwise Donchian Signal StateN=30 · shift(1) · ratio breakout / latch
Pair
Current
Upper
Lower
Status / Direction
Vote
SPMO/DGRO
1.8479
15% of range
1.9559upper
1.8283lower
flip 61d ago
IN BAND
▼ last down
+1 DGRO
vote
SPMO/SPYG
1.2050
2% of range
1.2668upper
1.2038lower
flip 61d ago
IN BAND
▼ last down
+1 SPYG
vote
SPMO/SPHQ
1.7198
23% of range
1.7802upper
1.7013lower
flip 29d ago
IN BAND
▲ last up
+1 SPMO
vote
SPMO/IVE
0.6140
1% of range
0.6557upper
0.6137lower
flip 61d ago
IN BAND
▼ last down
+1 IVE
vote
DGRO/SPYG
0.6521
26% of range
0.6698upper
0.6459lower
flip 97d ago
IN BAND
▲ last up
+1 DGRO
vote
DGRO/SPHQ
0.9307
85% of range
0.9352upper
0.9045lower
flip 70d ago
IN BAND
▲ last up
+1 DGRO
vote
DGRO/IVE
0.3323
-4% of range
0.3374upper
0.3325lower
flip 12d ago
BELOW
▼ last down
+1 IVE
vote
SPYG/SPHQ
1.4272
90% of range
1.4315upper
1.3871lower
flip 43d ago
IN BAND
▲ last up
+1 SPYG
vote
SPYG/IVE
0.5096
38% of range
0.5218upper
0.5019lower
flip 81d ago
IN BAND
▼ last down
+1 IVE
vote
SPHQ/IVE
0.3570
2% of range
0.3706upper
0.3567lower
flip 62d ago
IN BAND
▼ last down
+1 IVE
vote
Vote Tally · max 4 per factor · latching signal
Winner: IVE — Value (4/4 votes) · Each ratio votes for the ETF breaking above its 30-day Donchian high (latches until broken down).
Performancevs SPY B&H
Since Inception
Ann. Return
+13.9%
SPY: +15.8%
Sharpe Ratio
0.75
SPY: 0.89
Max Drawdown
-35.5%
SPY: -33.7%
200d MA filter (toggle on chart): +11.6% ann · Sharpe 0.80 · MaxDD -22.6% · now IVE · 113 switches
Total Returns
Strategy
+294.8%
since inception
SPY B&H
+368.2%
since inception
Volatility
18.5%
annualised
Signal Pipeline
N=30 · Shift=1 · Pairwise ratio Donchian · Latching · No confirmation window
⚠ MONITORING
IVE leads by 1 vote · DGRO (3/4) within striking range
Hold IVE · reassess on any pair flip
Current Regime
IVE
Value · 4/4 votes · 13 days
since 03 Sep 2026 · prev: DGRO
Annual ReturnsStrategy vs SPY
Individual Factor Performance (Buy & Hold)
| Factor | Ann Ret | Sharpe | Max DD | Total Ret |
|---|
| SPMO Momentum |
+19.7% |
0.96 |
-30.9% |
+566.2% |
| DGRO Div. Growth |
+13.9% |
0.85 |
-35.1% |
+295.2% |
| SPYG Growth |
+18.0% |
0.88 |
-32.7% |
+471.7% |
| SPHQ Quality |
+14.7% |
0.83 |
-31.6% |
+324.4% |
| IVE Value |
+12.6% |
0.75 |
-37.0% |
+248.6% |
Switch Log (last 20)Total: 122 switches
| Date | From → To |
|---|
| 03 Sep 2026 |
DGRO
→
IVE |
| 16 Jul 2026 |
SPMO
→
DGRO |
| 08 Apr 2026 |
DGRO
→
SPMO |
| 30 Mar 2026 |
SPHQ
→
DGRO |
| 27 Feb 2026 |
DGRO
→
SPHQ |
| 30 Jan 2026 |
SPHQ
→
DGRO |
| 06 Jan 2026 |
IVE
→
SPHQ |
| 13 Nov 2025 |
SPYG
→
IVE |
| 28 Oct 2025 |
IVE
→
SPYG |
| 22 Oct 2025 |
SPYG
→
IVE |
| 15 Sep 2025 |
SPMO
→
SPYG |
| 01 May 2025 |
SPHQ
→
SPMO |
| 24 Apr 2025 |
DGRO
→
SPHQ |
| 04 Apr 2025 |
IVE
→
DGRO |
| 25 Mar 2025 |
DGRO
→
IVE |
| 06 Mar 2025 |
SPHQ
→
DGRO |
| 25 Feb 2025 |
SPMO
→
SPHQ |
| 16 Jan 2025 |
SPYG
→
SPMO |
| 09 Dec 2024 |
SPMO
→
SPYG |
| 08 Oct 2024 |
DGRO
→
SPMO |