For self-directed investors managing serious capital
A systematic edge,
built to beat buy-and-hold
Alpha Strategies publishes the weekly signal behind our systematic strategy — about 5 minutes a week to follow — with full transparency into how it performs against common benchmarks, not just when we’re right.
26.9% annualized since 2006, backtested against SPY and QQQ buy-and-hold.
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Backtested performance. Not investment advice. See full disclosures.
How the strategy performs
Our systematic strategy, measured against buy-and-hold and Bogleheads benchmarks · as of Sep 14, 2026.
Our strategy
Systematic 5-Minutes-a-Week Strategy
Since Sep 11, 2006
- Annualized (CAGR)
- 26.9%
- Total return
- 11,645.7%
- Max drawdown
- 24.9%
- $100k grew to
- $11,745,729
Growth of $100,000 invested
Growth of $100,000 invested, log scale so proportional moves (gains and drawdowns) are comparable across strategies of very different sizes. Each line begins on its own strategy’s start date — the Bogleheads benchmarks begin in 2011, later than the others.
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Annualized return (CAGR) by strategy
Annualized return (CAGR) since each strategy’s own start date. Strategies began tracking at different times (see dates in the table below), so figures are not measured over an identical window.
Consistency compounds.
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Year-by-year returns
| Strategy | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Systematic 5-Minutes-a-Week StrategyOurs | +10% | +6% | -1% | +69% | +20% | 0% | +32% | +59% | +12% | -1% | -5% | +70% | +31% | +34% | +93% | +52% | -17% | +88% | +18% | +21% | +17% |
| QQQ Buy & Hold | +10% | +12% | -36% | +47% | +19% | +3% | +19% | +30% | +19% | +9% | +6% | +31% | 0% | +37% | +46% | +27% | -33% | +54% | +27% | +18% | +15% |
| SPY Buy & Hold | +8% | 0% | -34% | +20% | +13% | 0% | +17% | +25% | +12% | -1% | +10% | +19% | -5% | +28% | +16% | +27% | -19% | +24% | +25% | +15% | +11% |
| Bogleheads 3-Fund (Aggressive, 90/10) | — | — | — | — | — | -8% | +15% | +17% | +4% | -3% | +6% | +19% | -9% | +21% | +14% | +15% | -19% | +18% | +13% | +19% | +10% |
| Bogleheads 3-Fund (Conservative, 60/40) | — | — | — | — | — | -4% | +10% | +10% | +4% | -3% | +4% | +13% | -7% | +16% | +11% | +8% | -18% | +13% | +8% | +14% | +5% |
Year-over-year return by calendar year. Cells are blank for years before a strategy’s start date; the current year reflects performance so far, not a full year.
| Strategy | Start date | CAGR | Max drawdown | Total return |
|---|---|---|---|---|
| Systematic 5-Minutes-a-Week StrategyOurs | Sep 11, 2006 | 26.9% | 24.9% | 11,645.7% |
| QQQ Buy & Hold | Sep 5, 2006 | 15.5% | 51.7% | 1,702.3% |
| SPY Buy & Hold | Sep 5, 2006 | 9.1% | 55.9% | 475.9% |
| Bogleheads 3-Fund (Aggressive, 90/10) | Jan 24, 2011 | 7.6% | 29.7% | 216.5% |
| Bogleheads 3-Fund (Conservative, 60/40) | Jan 24, 2011 | 4.9% | 24.1% | 112.7% |
Past performance is not indicative of future results. Strategy results shown are backtested, not the result of actual trading — see full disclosures below.
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Important disclosures
Please read the following carefully. It applies to all performance data, commentary, and other content published by Alpha Strategies, including the newsletter.
- Not investment advice
- Alpha Strategies is a financial publisher. Content on this site and in our newsletter is provided for general informational and educational purposes only and does not constitute personalized investment, legal, or tax advice. Nothing here is a recommendation or solicitation to buy or sell any security, strategy, or product. Before making any investment decision, consult a licensed financial, legal, or tax advisor who can evaluate your individual circumstances.
- No registration; no advisory relationship
- Alpha Strategies is not a registered investment adviser, broker-dealer, or commodity trading advisor with the SEC, any state securities regulator, or any other regulatory body. Publishing or subscribing to this content does not create an advisory or fiduciary relationship of any kind.
- Backtested performance
- The performance figures shown for our featured strategy are backtested: they are the result of applying a set of rules to historical market data after the fact, not actual trades placed with real money. Backtested performance has inherent limitations. It is designed with the benefit of hindsight, and results may not reflect the impact that material economic or market factors could have had on decision-making if the strategy had actually been used to manage client assets during the period shown. No representation is being made that any account will, or is likely to, achieve profits or losses similar to those shown.
- Past performance
- Past performance — whether live-traded or backtested — is not indicative of, and provides no guarantee of, future results. All investments involve risk, including the possible loss of principal.
- Fees, costs, and taxes not reflected
- Unless stated otherwise, performance figures shown are gross and do not reflect the deduction of trading commissions, bid/ask spreads, slippage, management or subscription fees, or taxes, all of which would reduce actual returns. Actual results achieved by any investor following this strategy will differ from the figures shown.
- Benchmark comparisons
- Benchmarks shown (e.g. QQQ buy & hold, SPY buy & hold, Bogleheads 3-Fund portfolios) are provided for general, illustrative comparison only. They have different risk, volatility, composition, and expense characteristics than the featured strategy, and in several cases began tracking on different start dates than the featured strategy, so figures are not measured over an identical time window. It is generally not possible to invest directly in an index. A comparison to a benchmark does not mean the featured strategy's risk profile or objectives are similar to that benchmark's.
- Leveraged instrument and strategy risk
- The featured strategy may use leveraged instruments, which employ financial leverage and are typically designed to seek daily (not annual or long-term) investment results. Due to the effects of compounding, leveraged instrument returns over periods longer than a day can differ significantly from the underlying index's return over the same period, particularly in volatile markets. Leveraged products carry a higher risk of substantial or total loss and may not be suitable for all investors. Systematic, rules-based strategies can also underperform during periods that do not resemble the historical data used to design them.
- Forward-looking statements
- Any statements about future market conditions, strategy behavior, or expected outcomes are forward-looking, involve known and unknown risks and uncertainties, and should not be relied upon as predictions of future events.