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 · Historical research
Pro combines daily stock selection with long and short positions. Reviews are spread across different days, with position sizes set by the model’s risk rules.
Open the full comparison in a new tab ↗ · Completed years through 2025
The same Pro record appears in both tabs. This comparison uses 14 full calendar years and shows 30.70% annualized; History uses 252 trading sessions per year and shows 30.78%. The underlying gains are identical.
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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.
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 rules
How the selected strategy works.
The strategy follows rules for choosing investments, adjusting how much to invest and holding cash. It adds more weight to stocks showing sustained strength when conditions improve, and reduces that extra allocation when risk signals persist. A smaller part can also take positions intended to benefit from falling prices.
Choose investments and when to hold cash.
The main portfolio follows rules for what to own, how much to hold and when to keep money in cash. It forms the foundation of the strategy. These are the research rules tested here; they differ from the strategy currently delivered in MI subscriptions.
Give more room to stocks showing sustained strength.
The strategy looks for stocks whose strength is not explained simply by a rising market. It gives lower scores to stocks with larger price swings. When stronger conditions persist, more of the starting mix goes to these stocks. When risk signals persist, that added allocation falls to zero. The main portfolio can still hold investments.
Keep the part that can benefit from falling prices smaller.
Pro also combines buying shares with selling borrowed shares. Buying aims to benefit from rising prices; selling borrowed shares aims to benefit from falling prices. Either can lose money. Position limits and modeled borrowing costs are included in the research.
Review different groups on different days.
The stocks selected for their strength are divided equally among ten groups. Each group aims to hold ten stocks and is reviewed every ten trading days, with a different starting day. The same stock can appear in more than one group. Spreading the reviews reduces dependence on having chosen one favorable day to make changes.
See how the starting mix changes
Under normal conditions, 70% of the starting mix goes to the main portfolio and 30% to stocks selected for sustained strength.
These examples show the starting mix. The separate part that buys and sells borrowed shares, and the final position sizes, are calculated afterward. Holdings can also include cash. This illustrates the rules; it is not a forecast.
The detailed rules behind these steps
Position sizing
The long/short component uses starting allocations of 8.75% or 20%, depending on conditions. Final position sizes are set by the model’s risk rules.
Wait for signals to persist
Stocks selected for sustained strength receive 30% of the starting mix normally, 75% in confirmed stronger conditions, and 0% in confirmed risk conditions. Moving to 75% requires at least six of seven signals for five trading days in a row. Risk conditions take priority and require at least three of six signals for three days in a row. Changes take effect in the next session in this simulation; exact execution in a single trading account still needs validation.
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
- Stock selection that responds to market conditions, a long/short component, and ten staggered review schedules.
- Research decision
- September 14, 2026 · 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. Costs of keeping the ten stock groups equally weighted 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.