Feb 2026 Perf Summary Report .xlsx

	A	B	C	D	E	F	G	H	I	J	K	L
1	Complete Strategy Performance — All Metrics
2
3	Rank	Strategy	Benchmark	YTD %	YTD Rel %	1Y %	3Y %	5Y %	3Y Sharpe	3Y Sortino	3Y Std Dev	Max DD %

4	1	BX/Ascent Systematic Risk-Managed	INVESCO S&P 500 LOW VOLATILI	24.32	17.44	27.51	14.62	7.58	0.81	1.18	17.62	32.07
5	2	CrestCast MacroAware Factor Rotation US 100	ISHARES RUSSELL 3000 ETF	21.17	19.27	29.14	20.84	17.06	1.55	2.21	13.46	43.93
6	3	BX US Large Cap Trend Capture	SPDR S&P 500 ETF TRUST	18.31	16.68	36.10	30.59	30.15	1.04	1.49	28.36	44.06
7	5	BX AC World ex-US ex-EU	ISHARES MSCI ACWI EX US ETF	16.97	5.48	27.50	27.13	18.32	1.15	1.65	22.73	35.17
8	6	BX/Thor International Equity Index	ISHARES MSCI EAFE MIN VOL FA	16.79	7.44	52.53	19.83	12.26	1.75	2.49	10.90	23.51
9	7	BX/FT American Disciplined Mid Cap Index	ISHARES CORE S&P MIDCAP ETF	14.85	6.09	29.12	18.73	14.60	0.95	1.43	18.96	54.62
10	8	BX US SMID Momentum Index	ISHARES RUSSELL 2000 ETF	14.53	7.05	37.55	15.99	9.30	0.72	1.15	21.32	41.84
11	9	BX US Dividend Growth Titans 10	PROSHARES S&P 500 DIVIDEND A	13.85	4.95	11.11	13.96	16.87	0.87	1.33	15.47	45.97
12	11	BX High Dividend Trend Capture	SPDR PORTFOLIO S&P 500 HIGH	11.67	1.47	14.04	15.95	11.24	1.08	1.54	14.18	34.43
13	12	BX/FT American Disciplined Small Cap Index	ISHARES CORE S&P SMALL-CAP E	11.57	2.85	24.20	14.41	11.86	0.68	1.11	20.43	55.46
14	13	BX/Syntax Moat Index	VANECK MORNINGSTAR WIDE MOAT	11.47	9.00	34.37	20.23	16.11	1.54	2.23	12.80	31.19
15	14	BX Smart Alpha US Large-Cap Growth Strategy	ISHARES S&P 500 GROWTH ETF	11.10	11.94	26.43	22.56	19.18	1.23	1.80	17.61	36.32
16	15	BX US Dividend Growth Titans 20	PROSHARES S&P 500 DIVIDEND A	10.96	2.06	14.66	15.84	15.58	1.13	1.65	13.57	41.40
17	16	BX/Thor Sector 100 Index	INVESCO S&P 500 LOW VOLATILI	10.89	4.01	32.01	14.57	10.18	1.36	1.97	10.30	32.21
18	17	BX/Syntax Market Share Leaders Index	SPDR S&P 500 ETF TRUST	10.82	9.18	27.91	19.13	14.39	1.53	2.22	12.24	31.72
19	18	BX US Low Volatility Equity Model	INVESCO S&P 500 LOW VOLATILI	10.81	3.94	20.24	16.98	11.40	1.46	2.04	11.22	25.41
20	19	BX/Syntax Defensive Index	INVESCO S&P 500 LOW VOLATILI	10.48	3.61	16.46	9.97	10.68	0.87	1.29	11.22	27.26
21	20	BX Defensive Model - Harvesting Suitable	INVESCO S&P 500 LOW VOLATILI	10.00	3.13	24.24	17.15	13.42	1.75	2.51	9.45	25.61
22	21	BX/FT International Leaders Index	ISHARES MSCI ACWI EX US ETF	9.97	-1.51	26.16	19.79	10.52	1.38	1.96	13.78	59.34
23	22	BX SMID Core Equity Index	ISHARES RUSSELL 2000 ETF	9.82	2.34	16.14	12.87	8.29	0.73	1.12	17.08	43.45
24	23	BX Dividend Growth Titans 50	ISHARES SELECT DIVIDEND ETF	9.74	-0.89	12.22	13.36	12.93	0.84	1.27	15.35	39.18
25	24	BX Alpha Seeker	ISHARES RUSSELL 3000 ETF	9.65	7.75	25.99	21.49	19.36	1.26	1.78	16.42	33.06
26	25	BX US Dividend Yield Plus Momentum	SPDR S&P 500 ETF TRUST	9.65	8.02	25.19	24.37	17.14	1.43	1.95	16.35	37.25
27	26	BX GB Market Lite Index	ISHARES MSCI USA MIN VOL FAC	9.04	6.65	17.89	18.16	13.41	1.51	2.16	11.61	33.78
28	27	BX ERS 40	SPDR S&P 500 ETF TRUST	9.03	7.40	32.76	17.13	14.80	0.91	1.43	18.72	50.22
29	28	PMV Downside Defender Index	ISHARES CORE 30/70 CONSERVAT	9.02	5.90	28.48	19.80	12.70	2.02	2.80	9.45	14.98
30	29	BX Hillman Focused Value 30 Index	SPDR PORT S&P 500 VALUE	8.58	4.13	#NUM!	#NUM!		#NUM!	#NUM!	#NUM!	8.96
31	30	BX Defensive Model	INVESCO S&P 500 LOW VOLATILI	8.33	1.46	25.28	17.40	13.26	1.82	2.58	9.23	18.98
32	31	BX International Momentum 25 Index	ISHARES MSCI ACWI EX US ETF	8.10	-3.38	25.90	14.23	11.27	0.73	1.09	18.89	39.40
33	32	BX ERS Income	SPDR S&P 500 ETF TRUST	8.08	6.45	#NUM!	#NUM!		#NUM!	#NUM!	#NUM!	3.12
34	33	BX/FT ValueMomentum Leadersâ„¢ Index	ISHARES RUSSELL 1000 VALUE E	8.04	1.05	25.23	25.32	19.30	1.19	1.70	20.54	54.64
35	34	BX Riskalyze 70 Model	ISHARES CORE 80/20 AGGRESSIV	7.84	3.01	20.94	18.05	15.68	1.29	1.82	13.51	28.49
36	35	BX Multifactor QVMV Model	INVESCO S&P 500 QVM MULTI-FA	7.67	6.09	16.90	19.34	17.80	1.25	1.80	14.92	37.35
37	36	BX US Low Volatility Equity Index	INVESCO S&P 500 LOW VOLATILI	7.54	0.67	12.53	15.24	11.42	1.25	1.75	11.76	31.44
38	37	BX Global Moderate Conservative	ISHARES CORE 30/70 CONSERVAT	7.49	4.36	30.27	20.41		1.52	2.12	12.94	18.05
39	38	BX US SMID Cap Trend Capture	ISHARES RUSSELL 2500 ETF	7.30	-1.03	23.77	13.48	19.96	0.59	0.97	21.91	53.06
40	39	BX US Moderate Conservative	ISHARES CORE 80/20 AGGRESSIV	7.21	2.37	24.57	19.46		1.76	2.47	10.64	10.68
41	40	BX Growth & Income Model	ISHARES CORE 60/40 BALANCED	6.99	2.99	11.38	13.56	11.12	1.30	1.86	10.10	29.36
42	41	BX GB Market Smart Income Index	SPDR PORTFOLIO S&P 500 HIGH	6.95	-3.25	18.09	21.01	14.08	1.42	2.01	14.21	38.53
43	42	Global Tax Loss Harvest Portfolio	ISHARES MSCI ACWI ETF	6.93	1.87	23.34	23.64	15.48	1.61	2.23	14.17	34.11
44	43	BX/AI Funds Tactical Growth	ISHARES CORE 80/20 AGGRESSIV	6.31	1.47	10.23	26.45	18.00	1.86	2.46	13.70	23.75
45	44	BX 10-10-10 Model	ISHARES MSCI ACWI ETF	6.25	1.19	22.45	24.16	19.24	1.48	2.06	15.73	37.88
46	45	BX EU Large Cap Momentum 20	AMUNDI ETF STOXX EUROPE 50 U	6.24	-0.86	38.30	22.38	19.33	1.54	2.12	14.00	29.98
47	46	BX 60/40 Model	ISHARES CORE 60/40 BALANCED	6.18	2.18	17.26	16.16	13.67	1.36	1.93	11.42	24.21
48	49	BX Fantastic Five Trend Capture	SS SPDR S&P 500 ETF TRUST-US	6.04	4.41	27.09	29.03	22.99	1.65	2.24	16.91	41.96
49	50	BX US ETF Moderately Conservative	ISHARES CORE 30/70 CONSERVAT	5.98	2.85	27.25	20.08		1.82	2.52	10.61	10.36
50	51	BX Smart Alpha US Large-Cap Multi-Factor Strategy	SPDR S&P 500 ETF TRUST	5.93	4.30	29.93	23.72	21.30	1.48	2.13	15.44	38.57
51	52	BX Global Moderate	ISHARES CORE 40/60 MODERATE	5.85	2.86	30.26	23.64		1.36	1.91	16.79	24.83
52	53	BX Tactical Model	SPDR S&P 500 ETF TRUST	5.65	4.02	19.02	23.78	19.71	1.83	2.47	12.51	17.03
53	54	BX ERS Small Cap	ISHARES RUSSELL 2000 ETF	5.57	-1.90	#NUM!	#NUM!		#NUM!	#NUM!	#NUM!	1.37
54	55	BX US ETF Moderate	ISHARES CORE 40/60 MODERATE	5.53	2.54	25.24	19.45		1.67	2.35	11.20	11.81
55	56	BX Smart Alpha US Large-Cap Value Strategy	ISHARES RUSSELL 1000 VALUE E	5.40	-1.58	16.02	14.44	15.84	0.95	1.42	14.70	41.31
56	58	BX International Momentum 10 Index	ISHARES MSCI ACWI EX US ETF	5.21	-6.27	28.00	23.83	15.76	1.08	1.57	21.27	38.60
57	59	BX Global Moderate Aggressive	ISHARES CORE 80/20 AGGRESSIV	5.05	0.22	34.52	27.04		1.14	1.66	22.76	34.09
58	60	BX/Adaptive US Growth-Value Rotation 10	SPDR S&P 500 ETF TRUST	5.03	3.39	14.02	23.88	29.87	1.20	1.68	19.24	30.36
59	61	US Loss Harvest Portfolio	ISHARES RUSSELL 3000 ETF	4.57	2.67	21.28	23.90	15.86	1.52	2.13	15.17	34.70
60	62	BX US Large Cap Model	SPDR S&P 500 ETF TRUST	4.56	2.92	20.88	25.21	16.66	1.65	2.27	14.69	33.79
61	63	BX/Adaptive US Growth-Value Rotation ETF	SPDR S&P 500 ETF TRUST	4.51	2.88	22.35	23.92	19.00	1.61	2.25	14.30	32.77
62	64	BX/WT DBS Long Term Growth	ISHARES RUSSELL 1000 ETF	4.45	2.79	27.34	24.60	13.20	1.83	2.55	13.43	27.86
63	65	BX US Moderate	ISHARES CORE 40/60 MODERATE	4.35	1.35	20.79	21.36		1.58	2.23	13.04	14.30
64	66	BX Shock Absorber Model	SPDR S&P 500 ETF TRUST	4.31	2.67	17.40	19.74	14.10	1.91	2.59	9.97	11.28
65	68	BX Risk Hedge 15 Holdings GV Model	SPDR S&P 500 ETF TRUST	4.07	2.44	14.92	22.39	22.09	1.36	1.88	15.85	26.68
66	69	BX US Moderate Aggressive	ISHARES CORE 80/20 AGGRESSIV	4.00	-0.84	19.70	21.76		1.52	2.16	13.75	15.53
67	71	BX Global Aggressive	ISHARES MSCI ACWI ETF	3.87	-1.19	#NUM!	#NUM!		#NUM!	#NUM!	#NUM!	3.43
68	72	BX Risk Hedge GV Model	SPDR S&P 500 ETF TRUST	3.77	2.14	16.31	25.10	25.17	1.45	1.99	16.70	26.88
69	73	BX US Aggressive	ISHARES RUSSELL 3000 ETF	3.49	1.59	19.19	22.42		1.52	2.15	14.18	15.93
70	74	BX/Dynalogic Sector Rotation Index	SPDR S&P 500 ETF TRUST	3.32	1.69	18.07	19.38	13.45	1.37	1.97	13.58	34.96
71	75	BX Sector Rotation Growth & Income Model	SPDR S&P 500 ETF TRUST	3.12	1.49	16.01	17.10	12.30	1.31	1.89	12.97	31.58
72	76	BX Adapt US Risk Hedge ETF Index	SPDR S&P 500 ETF TRUST	3.12	1.48	15.81	20.85	13.30	1.41	1.97	14.25	22.95
73	78	BX/Adaptive Growth-Value Rotation Strategy	SPDR S&P 500 ETF TRUST	3.05	1.42	18.38	25.12	24.16	1.46	2.01	16.53	31.06
74	79	BX US ETF Moderately Aggressive	ISHARES CORE 80/20 AGGRESSIV	2.92	-1.91	24.29	21.47		1.58	2.22	13.09	14.98
75	80	BX/WT Moderate Fixed Income Index	ISHARES CORE U.S. AGGREGATE	2.63	1.15	7.56	5.81	1.98	1.83	2.68	3.18	13.33
76	81	BX/Boosted.ai Top 500 Tactical	SPDR S&P 500 ETF TRUST	2.58	0.94	14.04	23.07	14.75	2.16	2.97	10.63	50.78
77	82	BX Adapt US Risk Hedge Index	SPDR S&P 500 ETF TRUST	2.52	0.89	18.52	26.06	19.63	1.66	2.28	15.13	23.44
78	83	BX/Thor Low Volatility SDQ Index	INVESCO S&P 500 LOW VOLATILI	2.36	-4.52	21.83	19.04	12.71	1.54	2.16	11.93	17.55
79	84	BX US ETF Aggressive	ISHARES RUSSELL 3000 ETF	2.15	0.25	23.23	22.33		1.51	2.12	14.25	16.90
80	86	BX US Large Cap Momentum Index	ISHARES MSCI USA MOMENTUM FA	1.77	-0.65	18.53	24.76	16.56	1.30	1.79	18.31	35.54
81	87	BX/AI Funds S&P 500 AI Growth	SPDR S&P 500 ETF TRUST	1.60	-0.03	2.61	19.78	16.31	1.58	2.09	12.04	28.27
82	88	BX/Thor Diversified Bond Index	ISHARES CORE U.S. AGGREGATE	1.38	0.22	5.28	5.91	1.96	1.16	1.73	4.92	12.80
83	89	BX Fixed Income Model	ISHARES CORE U.S. AGGREGATE	0.76	-0.40	5.01	7.16	3.24	1.84	2.75	3.76	12.41
84	91	BX Smart Alpha US Tech & Innovation Strategy	ISHARES USTECHNOLOGY ETF	0.71	2.56	10.20	14.95	2.57	0.52	0.93	27.53	48.00
85	92	BX/Thor Next Gen Stock Index	ARK INNOVATION ETF	0.52	4.92	45.78	34.34	8.30	1.24	1.81	26.71	64.01
86	93	BX/FolioBeyond Dynamic Volatility Fixed Income Index	ISHARES CORE U.S. AGGREGATE	0.43	-0.73	4.87	7.80	3.91	1.49	2.20	5.06	13.15
87	94	BX/Boosted.ai US Equity	SPDR S&P 500 ETF TRUST	-0.13	-1.76	11.44	20.05	16.15	1.84	2.55	10.83	54.36
88	95	BX ARAM Plus Alpha Fixed Income	ISHARES CORE U.S. AGGREGATE	-0.13	-1.29	2.20	7.30	4.48	1.71	2.36	4.12	7.82
89	96	BX US Large Cap Momentum 10 Index	ISHARES MSCI USA MOMENTUM FA	-0.28	-2.71	26.45	33.96	23.46	1.56	2.14	20.94	30.36
90	97	BX/FT American Leaders Index	SPDR S&P 500 ETF TRUST	-0.52	-2.15	16.96	27.70	17.49	1.91	2.69	13.92	51.39
91	98	BX US Large Cap Core Index	SPDR S&P 500 ETF TRUST	-0.54	-2.17	16.40	25.55	15.85	1.73	2.43	14.22	30.17
92	99	BX/OPS Quality Factor Index	ISHARES MSCI USA QUALITY FAC	-0.57	-4.01	4.57	15.66	12.52	1.03	1.54	14.70	34.01
93	103	i1 US Mega Cap 20	SPDR S&P 500 ETF TRUST	-2.71	-4.34	20.48	33.73	19.34	1.77	2.47	18.27	32.67
94	105	BX Risk-Managed Bitcoin Strategy	ISHARES BITCOIN TRUST ETF	-3.62	17.37	-9.82	42.67	14.61	1.04	1.79	39.30	60.89
95	107	BX US Large Cap Momentum 10 Index Small	ISHARES MSCI USA MOMENTUM FA	-3.73	-6.15	21.10	32.04	22.40	1.46	2.03	21.06	30.36
96
97
98
99
100