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From a model signal to your account
Know the action. Know the timing. Know the risk.
Focused opportunities, model-specific risk controls and clear instructions—not more holdings for their own sake.
When to make a change
Follow the applicable entry, adjustment, rotation and exit instructions.
When to reduce exposure or hold cash
The model’s rules guide risk decisions as conditions change.
Instructions govern the model strategy, not your entire financial situation. Risk controls cannot prevent every loss. You are responsible for implementation; your results can differ from the model record.
Trading model platform
Stock leadership first—then the broader model lineup.
Start with NQ3, Large Cap Leadership and SMID Caps, then compare GEMS, Alpha Rotation, Profit Navigator and eligible crypto models. Each retains its own universe, benchmark, risk rules and result history.
A weak overall index setup can prevent a scheduled rotation; separate entry and risk rules determine participation, exposure and cash.
Stock leadership
NQ3
A focused six-stock Nasdaq leadership model built around price leadership, momentum, liquidity and model-specific risk rules. Its current production version dates from August 2025; earlier history is identified separately.
Stock leadership
Large Cap Leadership
An eight-stock large-cap leadership model built around price leadership, momentum and model-specific risk rules. Its current production version dates from August 2025; earlier history is identified separately.
Stock leadership
SMID Caps
SMID Caps requires candidates to pass a fundamentals and earnings filter before leadership ranking. Our research found this a key precondition in the small- and mid-cap universe; liquidity and model-specific risk rules also apply. The earnings-filter version began issuing alerts in 2023 and received an additional production upgrade in August 2025.
Global macro & sectors
GEMS
Rotates through an approved global, sector, rates, commodity and materials ETF universe.
Intermarket leadership
Alpha Rotation
Evaluates intermarket leadership and capital flows using proprietary measures.
Market regime
Profit Navigator
Evaluates market internals, sentiment and price action to regulate U.S. equity exposure.
Digital-asset research
Crypto Models
Systematic crypto research uses model-specific trend, momentum, eligibility and risk rules rather than discretionary forecasts.
Availability varies by retail access. Certain MarketGauge Pro and MGAM portfolio blends may include crypto components under separate professional or advisory relationships.
Public methodology boundary: These pages identify the nature of material model changes without publishing proprietary formulas, TSI thresholds, polynomial calculations, the exact number of rotations, calculation dates or implementation schedule.
Outlook-versus-model boundary: Real Motion squeeze, confirmed mean-reversion and Triple Play observations in Market Outlook are discretionary research. They do not create, cancel or retroactively alter a model signal—or a professional portfolio-blend record—unless the current documented production rules explicitly include that input.
Choose model access
Choose individual trading models—or receive the complete MarketGauge.com lineup through All Access.
Trading Models issue systematic signals under their own rules. Active Investing Edge is the separate hands-on path built around the PRIME method.
Individual Model Access
Choose the individual models that fit your process.
Compare NQ3, Large Cap Leadership, SMID Caps, GEMS, Alpha Rotation, Profit Navigator and eligible Crypto Models under the current retail offering.
Compare Model AccessMarketGauge All Access
Bring the complete MarketGauge.com model lineup and membership together.
All Access includes the complete MarketGauge.com trading-model lineup alongside research, Market Outlook, Active Investing Edge, education, proprietary tools, charting, courses and coaching access.
Explore All Access
Use and access: Choose individual models through MarketGauge.com or receive the complete MarketGauge.com lineup through All Access. Applying models to client portfolios or internal company assets requires an MG Pro professional license.
Process
Each model has a history. Each current version has a start date.
A material update does not erase earlier evidence. Every period must remain tied to the methodology and record type that produced it.
Rank
Apply the eligibility and leadership criteria appropriate to the model.
Select
Build a focused portfolio from the qualifying universe.
Manage
Use model-specific sizing, stops, targets, scaling and cash rules.
Review & implement
Calculate on the designated review date and implement any required change on the scheduled date under the production rules.
Current production milestones: NQ3 and Large Cap Leadership moved to their current production versions in August 2025, including enhanced TSI use, polynomial-based calculations, revised rotation cadence and refined calculation-to-implementation timing. SMID’s earnings-filter alert lineage began in 2023 and received an additional August 2025 upgrade. Earlier periods remain labeled by the applicable version or backtest status; formulas, thresholds, exact rotation counts and operating dates remain proprietary.
Classified model performance
Read every model record by date, version and result type.
Start with the model timeline, identify the performance classification, then compare benchmark, drawdown, assumptions and implementation limits.
Identify which process was operating.
NQ3 and Large Cap Leadership have current production versions dating from August 2025. SMID’s earnings-filter alert lineage begins in 2023, with an additional August 2025 upgrade; every other model retains its own dated history.
Do not mix evidence types.
Backtested historical simulations, returns calculated from signals issued in real time, and mixed or source-pending periods answer different questions and are labeled separately.
A blend is a separate strategy record.
A blend begins with its own documented allocation and rebalancing rules. It cannot be created by averaging individual model returns and is not part of the retail model tables shown below.
Signal and execution boundary: MarketGauge.com and MarketGauge Pro receive the same model signals, while subscribers and professional firms control their own executions. MGAM implements applicable signals in managed accounts. Execution can be more or less favorable than a model reference price on any trade, and fees, timing, allocations, restrictions and cash flows affect account results.
Record key
Backtested historical simulation
Alert-based hypothetical model result
Mixed / unsegmented / source pending
Target YTD results date
August 15, 2026Only same-date, source-verified figures are published. NQ3 is pending; month-to-date or earlier figures are not substituted.
Stock leadershipNQ3
Current reporting target2026 YTD through August 15, 2026
Source statusDated August 15 model-and-benchmark report not yet verified
Dated public model checkpointMay 15, 2026 — context only, not an August substitute
| Period / label | NQ3 / public label | Comparison |
|---|---|---|
| 2026 YTD through August 15, 2026Target date · source pending | Pending | PendingSame-date benchmark required |
| 2026 YTD through May 15, 2026NQ3 Twice Monthly public chart · not the current August result | 68.94% | 15.31%QQQ ETF |
Methodology and source note
Publication rule: Do not publish an August 15 NQ3 percentage, benchmark percentage or live/backtest boundary until the dated NQ3 report, alert archive or calculation export verifies it. The latest public MarketGauge checkpoint found is an older “NQ3 Twice Monthly” chart dated May 15, 2026, reporting +68.94% YTD versus QQQ ETF +15.31%. An August webinar shows a current screen labeled “NQ3 [Start&Mid],” so the May series must not be silently treated as the August series. The May row is shown only to identify the last verified public checkpoint—not as the August 15 result. Open the dated source chart →
Stock leadershipLarge Cap Leadership
Backtested historical simulation2017–before the first applicable August 2025 production alert
Mixed / unsegmented source period2025 annual result spans the August 2025 production transition
Alert-based hypothetical model resultFirst applicable August 2025 production alert onward
Common current result2026 YTD through August 15, 2026
| Period / classification | Large Cap Leadership | Published comparison |
|---|---|---|
| 2017–2024Backtested historical simulation | 717.47% | 201.81%S&P 500 Total Return |
| 2025Mixed / unsegmented · source is not split around the August production transition | 6.75% | 17.88%S&P 500 Total Return |
| 2026 YTD through August 15, 2026Alert-based hypothetical · signals issued in real time | 46.65% | 11.11%SPY ETF |
- Maximum drawdown magnitude20.70%
- 5-year Sortino2.063
- 5-year Sharpe1.239
- 5-year standard deviation22.30%
Methodology and source note
Record note: The 2017–2025 figures are retained from the MarketGauge Large Cap Leadership report. The first applicable August 2025 production alert begins the green alert-based hypothetical period; the 2025 annual row remains mixed because the published source does not segment the transition. The 2026 YTD row is reported through August 15, 2026 and is a model result, not a subscriber-account return.
Stock leadershipSMID Caps
Backtested historical simulation2017–before the first applicable 2023 earnings-filter alert
Mixed transition period2023 · the exact first alert divides the calendar year
Alert-based hypothetical model resultFirst applicable 2023 earnings-filter alert onward
Additional model upgradeAugust 2025 · does not restart the 2023 alert lineage
SMID has two production stages: the earnings-filter version began issuing alerts in 2023; August 2025 was an additional upgrade and does not reset SMID’s real-time alert history.
| Period / classification | SMID Caps | IWM benchmark |
|---|---|---|
| 2017–2024Mixed / unsegmented · combined source period crosses the first 2023 real-time alert | 841.53% | 80.82% |
| 2025Alert-based hypothetical · includes the additional August 2025 methodology upgrade | 28.43% | 12.66% |
| 2026 YTD through August 15, 2026Alert-based hypothetical · continuing 2023 alert lineage | 43.48% | 20.47% |
- Maximum drawdown magnitude31.10%
- 5-year Sortino1.244
- 5-year Sharpe0.7191
- 5-year standard deviation26.97%
Methodology and source note
Record note: The earnings-filter version began issuing alerts in 2023, so the green alert-based hypothetical history begins with the first applicable 2023 alert. The published 2017–2024 aggregate remains gold because it crosses that boundary without a clean source split. The August 2025 change is an additional upgrade, not a restart. The 2026 YTD row is reported through August 15, 2026 and is a model result, not a subscriber-account return.
Global macro & sectorsGEMS
Backtested historical simulation2007–2013
Mixed / unsegmented source period2014 transition year
Alert-based hypothetical model result2015–August 15, 2026
Common current result2026 YTD through August 15, 2026
| Period / classification | GEMS | SPY benchmark | MSCI All World |
|---|---|---|---|
| 2007–2013Backtested historical simulation | 467.52% | 30.64% | 16.18% |
| 2014Mixed / unsegmented transition year | 9.83% | 11.29% | 1.50% |
| 2015–August 15, 2026Alert-based hypothetical · signals issued in real time | 218.30% | 277.79% | 177.51% |
| Model / comparison | 2026 YTD through August 15Alert-based hypothetical · common reporting date | Since 2007Mixed / unsegmented |
|---|---|---|
| GEMS | 2.9% | 1,883.9% |
| Sector component | −1.3% | 2,075.6% |
| Global Macro component | 7.3% | 1,518.0% |
| SPY benchmark | 14.1% | 449.3% |
| MSCI All World Index | 14.8% | 227.3% |
- GEMS maximum drawdown magnitude29.14%
- SPY maximum drawdown magnitude55.30%
- GEMS reported average annual return18.6%
- SPY reported average annual return7.8%
Methodology and source note
Record note: The published GEMS alert archive begins in 2014, so 2007–2013 is backtested, 2014 remains mixed, and 2015 forward is alert-based hypothetical. The current model, component and benchmark rows are reported through August 15, 2026. The source labels its second comparison “MSCI All World” without specifying a price, gross-return or net-return variant.
Intermarket leadershipAlpha Rotation
Backtested historical simulation2008–2017
Mixed / unsegmented source period2018 transition year
Alert-based hypothetical model result2019–August 15, 2026
Common current resultAll 9 variants and benchmarks · 2026 YTD through August 15
| Period / classification | Market | 1× | 2× | 3× | Benchmark |
|---|---|---|---|---|---|
| 2008–2017Backtested historical simulation | SPY | 355.84% | 3,081.49% | 5,951.76% | 82.52% |
| QQQ | 383.97% | 3,236.54% | 7,137.57% | 206.31% | |
| IWM | 287.04% | 1,770.04% | 4,252.64% | 100.82% | |
| 2018Mixed / unsegmented transition year | SPY | 2.22% | 9.27% | 4.08% | −6.35% |
| QQQ | 13.36% | 32.69% | 39.14% | −0.96% | |
| IWM | 10.21% | 25.10% | 28.23% | −12.17% | |
| 2019–August 15, 2026Alert-based hypothetical · signals issued in real time | SPY | 72.19% | 155.20% | 209.52% | 211.26% |
| QQQ | 53.01% | 106.13% | 129.26% | 374.57% | |
| IWM | 33.45% | 54.93% | 57.41% | 125.08% |
| Market / variant | 2026 YTD through August 15Alert-based hypothetical · common reporting date | Since inceptionMixed / unsegmented | Since-inception maximum drawdownMixed / unsegmented |
|---|---|---|---|
| SPY Rotation 1× | 3.2% | 702% | −21.3% |
| SPY Rotation 2× | 4.1% | 8,772% | −49.5% |
| SPY Rotation 3× | 8.0% | 19,397% | −62.1% |
| SPY benchmark | 14.1% | 432% | Not reported in source |
| QQQ Rotation 1× | 2.9% | 739% | −29.3% |
| QQQ Rotation 2× | 3.4% | 9,026% | −55.4% |
| QQQ Rotation 3× | 7.3% | 22,988% | −69.3% |
| QQQ benchmark | 19.2% | 1,340% | Not reported in source |
| IWM Rotation 1× | −3.0% | 469% | −28.6% |
| IWM Rotation 2× | −8.6% | 3,524% | −60.4% |
| IWM Rotation 3× | −8.6% | 8,685% | −70.9% |
| IWM benchmark | 23.3% | 297% | Not reported in source |
Methodology and source note
Record note: Alpha Rotation retains its own classification boundaries: 2008–2017 backtested, 2018 mixed, and 2019 forward alert-based hypothetical. All SPY, QQQ and IWM variants and their benchmarks are reported through August 15, 2026. Leveraged variants can experience larger drawdowns and path-dependent outcomes.
Market regimeProfit Navigator
Backtested historical simulation2018–2022
Mixed / unsegmented source period2023 transition year
Alert-based hypothetical model result2024–August 15, 2026
Common current resultAll 5 variants and SPY · 2026 YTD through August 15
| Period / classification | SPY/TLT 1× | SPY/TLT 2× | SPY 1× | SPY 2× | SPY 3× | SPY benchmark |
|---|---|---|---|---|---|---|
| 2018–2022Backtested historical simulation | 128.40% | 486.86% | 109.12% | 307.44% | 606.30% | 43.31% |
| 2023Mixed / unsegmented transition year | 13.41% | 20.27% | 18.61% | 35.56% | 52.39% | 24.29% |
| 2024–August 15, 2026Alert-based hypothetical · signals issued in real time | 16.95% | 26.81% | 26.60% | 44.80% | 62.20% | 63.30% |
| Variant | 2026 YTD through August 15Alert-based hypothetical · common reporting date | Since inceptionMixed / unsegmented | Since-inception maximum drawdownMixed / unsegmented |
|---|---|---|---|
| SPY/TLT 1× | −0.67% | 202.94% | −14.12% |
| SPY/TLT 2× | −5.33% | 795.02% | −26.52% |
| SPY 1× | 4.50% | 214.01% | −14.12% |
| SPY 2× | 6.60% | 699.76% | −26.52% |
| SPY 3× | 7.54% | 1,645.78% | −37.34% |
| SPY benchmark | 13.81% | 190.86% | −34.10% |
Methodology and source note
Record note: Profit Navigator retains its own classification boundaries: 2018–2022 backtested, 2023 mixed, and 2024 forward alert-based hypothetical. All five variants and SPY are reported through August 15, 2026. Leveraged variants can experience substantially larger drawdowns and path-dependent outcomes.
Digital-asset researchCrypto Models
Archival-source boundary: These crypto tables retain their own historical publication dates. No 2026 public dataset is presented here, so they are not compared directly with the current-model panels above.
CryptoPulse Quant
CryptoPulse Quant ranks large-cap cryptocurrencies and holds up to two leaders. Bitcoin is the comparison in the dated public report.
| Year / classification | CryptoPulse Quant | Bitcoin |
|---|---|---|
| 2017Backtested historical simulation | 1,678.0% | 1,420.8% |
| 2018Backtested historical simulation | −29.0% | −74.5% |
| 2019Backtested historical simulation | 34.0% | 92.2% |
| 2020Backtested historical simulation | 536.6% | 303.2% |
| 2021Mixed / unsegmented transition year | 339.9% | 59.3% |
| 2022Alert-based hypothetical · signals issued in real time | −21.4% | −64.2% |
| 2023Alert-based hypothetical · signals issued in real time | 161.4% | 179.1% |
- BenchmarkBitcoin
- Backtested period2017–2020
- Transition year2021
- Maximum drawdownNot disclosed in this source
Methodology and source note
Record note: The annual figures come from MarketGauge’s published CryptoPulse Quant comparison image. Because the 2021 calendar-year record spans the service transition, it is classified as mixed; 2022 is the first clean real-time-alert calendar year. View the dated 2021 alert evidence. Member login required.
CryptoPulse SPRINT BTC
SPRINT BTC is a shorter-horizon model. Its official launch materials identify the pre-launch equity curve as backtested and hypothetical.
| Year / classification | SPRINT BTC | Bitcoin |
|---|---|---|
| 2018Backtested historical simulation | 26.63% | −71.86% |
| 2019Backtested historical simulation | 70.17% | 87.33% |
| 2020Backtested historical simulation | 84.23% | 307.96% |
| 2021Backtested historical simulation | 28.44% | 62.34% |
| 2022Backtested historical simulation | 27.90% | −65.14% |
| 2023Mixed / unsegmented launch year | 33.62% | 165.67% |
| 2024 YTDAlert-based hypothetical · post-launch source periodExact member-alert archive reconciliation remains separate | 15.65% | 23.45% |
- Combined return since January 2018907.79%
- Bitcoin over the same combined period299.15% · calculated
- Combined-period maximum drawdown−19%
- Bitcoin maximum drawdown−71%
Methodology and source note
Record note: The annual figures come from MarketGauge’s published SPRINT BTC comparison image, and the 907.79% model total is shown in the companion equity-curve image. The 299.15% Bitcoin total is compounded from the published annual benchmark rows—the surrounding page rounds it to 299%—and the −19%/−71% drawdowns are stated in the accompanying MarketGauge sales-page text. The images were published February 29, 2024 but do not state the exact YTD return cutoff day. SPRINT launched March 3, 2023; 2023 is a mixed launch year. The 2024 figure is shown as alert-based hypothetical because it is post-launch, while reconciliation to the corresponding member alert archive remains a separate verification step. Open the launch record. Member login required.
Other eligible SPRINT implementations
| Implementation | Combined return since January 2018 | 2024 YTD in image published February 29, 2024 | Published maximum drawdown |
|---|---|---|---|
| MSTR | 817.23%Mixed / unsegmented | 17.36%Alert-based hypothetical · post-launch source periodExact member-alert archive reconciliation remains separate | −16%Mixed / unsegmented |
| ETH | Not reported herePublished total-return values conflict | 20.15%Alert-based hypothetical · post-launch source periodExact member-alert archive reconciliation remains separate | Not disclosed |
Methodology and source note
Source note: MSTR figures come from the MarketGauge-published MSTR comparison image; ETH’s 2024 YTD figure comes from the MarketGauge-published ETH comparison image. The image and surrounding sales copy publish different ETH combined-return totals, so no ETH total is presented here. Additional SPRINT implementations—BITO, ADA, SOL, AVAX, LINK and DOGE—are available through the member performance page. The public sources reviewed do not state whether results include exchange fees, spreads, slippage, taxes, custody costs or other implementation costs. These are model results, not subscriber-account results.
Important: Blue rows and timeline cards are backtested historical simulations. Green rows and timeline cards are alert-based hypothetical model results derived from signals issued in real time. Gold stripes identify mixed, unsegmented or source-pending periods. August 15, 2026 is the target current reporting date; a model remains pending when a same-date source is unavailable. Historical classification boundaries remain model-specific. None of these figures is a subscriber-account return. Results do not reflect subscriber-specific execution, slippage, commissions, fees, taxes or restrictions unless expressly stated. Past results do not guarantee future results.
Self-directed boundary: Subscribers decide whether and how to implement model information. MarketGauge Publishing does not determine suitability, manage accounts or execute trades.
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