The title “Earn Twice the S&P” might suggest the Stars model is simply a double of the S&P, but the reality is far more compelling. Over the past three years, the Stars model has shown a drawdown of 31% compared to 40% for the S&P double.

The real difference lies in volatility management-while the Stars model uses just 20% in the volatile component, the S&P double relies entirely on it. Most notably, after market bottoms, the Stars model capitalizes on the opportunity to double the percent TQQQ exposure, increasing the volatile component by a factor of 7. This approach resulted in a 180% gain for the Stars model, standing 100% above pre-COVID highs, while the S&P double remains below its pre-COVID peak. The Stars model demonstrates the power of strategic volatility management to unlock greater performance.