Mount Inflection / strategy results
Free and Pro strategy results.
Choose Free or Pro. Review the hypothetical growth, declines, annual results, costs, and limitations for each strategy.
Free and Pro use different portfolio rules. Their simulations share the same historical dates, but their construction and cost models differ, so this is not a head-to-head ranking.
Pro · September research archive
September 2026 research archive. The Pro history and fund rankings shown here use the archived 2012–2025 allocation simulation. Later reconstructions changed historical security eligibility and portfolio results; newer execution-timing research is a separate record. These versions are not interchangeable. This archive is not a backtest of the current newsletter holding rules. Download this record’s identity and source hashes.
Pro combines positive momentum and fade signals with long and short positions, portfolio sizing and risk controls.
Open the full comparison in a new tab ↗ · Completed years through 2025
Both tabs use the same September archive: 30.70% annualized over fourteen calendar years, or 30.78% using 252 sessions per year. The gains are identical. This convention difference is separate from later reconstructions with different gains.
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2026 / Year to date
2026 year to date
Returns from the final 2025 close through the stated data date. YTD returns are not annualized.
Total portfolio YTD = model equity at the stated close ÷ model equity at the December 31, 2025 close − 1. This is the combined result of that tier’s modeled positions and cash, including open and closed position results and its stated model costs. Free and Pro are separate portfolios. Subscription fees and investor taxes are excluded. Compare Pro research with Alpha Picks using shared dates →
Updated Friday mornings from the latest verified AWS strategy report. This partial year is kept separate from the completed-year median, variation, worst and best figures.
01 / The record
Growth and the difficult periods.
Follow a hypothetical $10,000 through the selected period. Switch to drawdown to see losses from earlier peaks.
The chart compares two MI research designs over the same dates, with the same stock-review schedules and modeled costs. Both use hypothetical daily portfolio values.
Longest completed recovery to a prior peak
Annual experience / 2012–2025
The median year, and the range around it.
The annualized return summarizes compounded growth across the whole period. The median and spread show how different the individual years were.
Each dot is one year. The band marks the middle half of historical outcomes; it is not a forecast range or confidence interval.
Inspect every calendar year
| Year | Pro research |
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The selected tier
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What this record represents
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02 / The strategy
Positive momentum and fade.
The Pro research model looks for positive momentum and fade opportunities. It combines those signals with portfolio sizing and risk controls. The detailed selection, confirmation and timing logic is proprietary.
Positive momentum.
Look for opportunities associated with price strength. A signal is a research decision, not a guarantee that a move will continue.
Fade opportunities.
Look for opportunities associated with a move losing strength. The historical Pro model includes long and short positions; either can lose money.
Portfolio context.
Position sizes, cash and total exposure affect the result alongside stock selection. The costs and unresolved implementation limits of this research are disclosed below.
This page measures an earlier hypothetical research model. It is not a live account record or a backtest of the subscription’s current entry/exit-only quantity-hold rule.
04 / The evidence
Know what these results measure.
A hypothetical research record shows how specified rules behaved on the supplied history. Its assumptions and unresolved limitations are part of the result.
Method at a glance
- Configuration
- A rules-based long/short research model using positive momentum and fade signals, position sizing and cash.
- Research record
- September 2026 archive · Not a production release
- Period
- January 3, 2012–December 31, 2025 · 3,520 sessions
- Modeled costs
- Trading costs within each component are included. Changes in the mix add a 0.12% charge on measured allocation turnover, plus 5% annual interest on modeled borrowing. Modeled portfolio rebalancing costs are also included.
- Return convention
- 252-session annualization. Before investor taxes and MI subscription charges. Model costs are estimates, not realized broker expenses.
What remains unresolved
- The stock roster contains selected surviving securities rather than a fully historical membership list.
- The historical price eligibility rule is affected by subsequent corporate actions.
- The timing of trades, cash, availability of shares to short and required collateral still need to be reconciled in one trading account.
- The model’s estimate of total position exposure reached 122.52%, above the 120% target. A firm account-level limit remains unimplemented.
- The period has been used in research. It is not an untouched test or live track record.
These issues require correction or appropriately narrowed claims before performance-led publication. A “hypothetical” label alone does not repair incorrect calculations.
The current MI experience
See an MI review.
Explore the newsletter guide to see how portfolio changes are explained. Historical charts are hypothetical research; newsletters show ongoing model decisions. MI does not place trades on your behalf.