QuantK Tactical
Non-options momentum rotation strategy for comparison. Rotates across 8 asset classes (US stocks, international, bonds, commodities) based on trend signals. Demonstrates how wheel strategies compare to tactical approaches.
Portfolio Summary
Systematic momentum rotation across 8 asset classes
QuantK Tactical is a momentum-rotation strategy that diversifies across commodities, emerging markets, developed international equities, and fixed income to capture relative strength across multiple asset classes. The portfolio maintains broad exposure with relatively small position sizes, suggesting a tactical rebalancing approach designed to shift capital toward outperforming sectors. With only 6 months of history, the strategy shows defensive positioning with a modest overall return despite individual winners.
Markets trend. This portfolio follows momentum, rotating monthly into the top 4 ETFs that pass both a trend filter and momentum ranking. The goal: capture upside in rising assets, avoid falling knives, and let systematic rules remove emotion.
$10,000 Investment Growth (2025)
How each holding would perform with equal $10K allocation
GLD leads with a 25.0% return, turning $10,000 into $12,498. The portfolio balances growth-oriented and income-focused ETFs for diversified returns.
Maximum Drawdown Analysis
Protection ratings during market downturns
| ETF | Strategy | Max Drawdown | Worst Month | Beta | Protection |
|---|---|---|---|---|---|
| HYG | High-Yield Bonds | -1.2% | Oct 25 | 0.64 | ●●●●● |
| SPY | S&P 500 Index | -5.1% | Nov 25 | 1.00 | ●●●●○ |
| EEM | Emerging Markets | -5.2% | Nov 25 | 0.96 | ●●●●○ |
| EFA | Int'l Developed | -5.5% | Nov 25 | 1.01 | ●●●●○ |
| DBC | Commodities | -7.0% | Feb 26 | 0.87 | ●●●○○ |
| QQQ | Nasdaq 100 Index | -7.9% | Nov 25 | 1.15 | ●●○○○ |
| GLD | Gold | -13.9% | Feb 26 | 0.67 | ●●○○○ |
HYG showed the strongest downside protection with only a -1.2% maximum drawdown and a 0.64 beta.
GLD experienced the largest drawdown at -13.9%, though still modest compared to broad market indices.
How each ETF performed during the worst month:
Current Holdings
Top 4 momentum leaders as of last rebalance
Momentum Rankings
All 8 ETFs ranked by 6-month return with dual trend filter
| Rank | ETF | 6-Mo Return | Price | 200-SMA | Trend Filter | Status |
|---|---|---|---|---|---|---|
| 1 | DBC | +35.7% | $29.33 | $22.96 | PASS | HELD |
| 2 | GLD | +21.0% | $429.41 | $378.96 | PASS | HELD |
| 3 | EEM | +6.2% | $56.59 | $53.65 | PASS | HELD |
| 4 | EFA | +5.8% | $98.00 | $93.86 | PASS | HELD |
| 5 | HYG | +1.2% | $79.56 | $78.52 | PASS | — |
| — | TLT | -0.9% | $86.79 | $86.54 | FAIL | — |
| — | SPY | -1.4% | $655.83 | $659.04 | FAIL | — |
| — | QQQ | -3.2% | $584.98 | $593.52 | FAIL | — |
Rotation History
Monthly rebalancing decisions
| Date | Action | Out | In | Holdings After |
|---|---|---|---|---|
| Jan 2, 2026 | Rotate | SPY | EFA | GLD EEM EFA QQQ |
| Dec 2, 2025 | Hold | — | — | GLD QQQ EEM SPY |
| Nov 2, 2025 | Hold | — | — | QQQ EEM SPY GLD |
| Oct 2, 2025 | Initial | — | QQQ EEM SPY GLD | QQQ EEM SPY GLD |
Monthly Returns Heatmap
Month-by-month performance tracking
| Month | Portfolio | DBC | EEM | EFA | GLD | HYG | QQQ | SPY |
|---|---|---|---|---|---|---|---|---|
| Oct 2025 | -92.5% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Oct 2025 | 0.0% | -0.7% | +0.5% | +0.2% | -0.4% | 0.0% | +0.4% | +0.1% |
| Oct 2025 | +0.2% | +0.3% | +0.3% | +0.8% | +0.8% | -0.1% | -0.4% | 0.0% |
| Oct 2025 | +0.5% | +1.0% | +0.5% | +0.2% | +1.9% | 0.0% | +0.8% | +0.4% |
| Oct 2025 | -0.1% | +0.4% | -0.8% | -0.9% | +0.5% | -0.1% | -0.5% | -0.4% |
| Oct 2025 | +0.6% | +0.1% | +0.8% | +0.3% | +1.7% | -0.1% | +1.1% | +0.6% |
| Oct 2025 | -0.7% | -0.9% | -1.0% | -0.8% | -1.8% | -0.3% | -0.1% | -0.3% |
| Oct 2025 | -1.4% | -2.1% | -3.7% | -1.8% | +1.0% | -0.6% | -3.5% | -2.7% |
| Oct 2025 | +1.4% | +1.3% | +2.9% | +0.8% | +2.4% | +0.6% | +2.1% | +1.5% |
| Oct 2025 | -0.2% | -1.1% | -0.9% | +0.4% | +0.7% | +0.1% | -0.7% | -0.1% |
| Oct 2025 | +0.7% | +0.4% | +1.6% | +0.5% | +1.7% | +0.3% | +0.7% | +0.4% |
| Oct 2025 | +0.4% | -0.2% | +0.7% | +0.5% | +2.3% | -0.4% | -0.4% | -0.7% |
| Oct 2025 | -0.1% | -0.1% | 0.0% | +0.2% | -1.9% | +0.3% | +0.7% | +0.6% |
| Oct 2025 | +1.2% | +1.0% | +1.4% | +0.8% | +3.6% | +0.2% | +1.3% | +1.0% |
| Oct 2025 | -1.2% | -1.0% | -1.1% | -0.7% | -6.4% | -0.1% | 0.0% | 0.0% |
| Oct 2025 | 0.0% | +1.6% | -0.1% | -0.1% | 0.0% | -0.1% | -1.0% | -0.5% |
| Oct 2025 | +0.5% | +1.7% | +0.9% | +0.5% | +0.4% | +0.2% | +0.8% | +0.6% |
| Oct 2025 | +0.3% | 0.0% | +0.7% | +0.2% | -0.3% | +0.3% | +1.1% | +0.8% |
| Oct 2025 | +0.3% | -0.2% | +1.1% | +0.7% | -2.8% | +0.2% | +1.8% | +1.2% |
| Oct 2025 | -0.1% | -0.9% | 0.0% | 0.0% | -0.7% | -0.1% | +0.8% | +0.3% |
| Oct 2025 | -0.1% | +0.5% | +0.6% | -0.6% | -0.4% | -0.3% | +0.4% | +0.1% |
| Oct 2025 | -0.4% | 0.0% | -1.0% | -0.4% | +2.0% | -0.2% | -1.5% | -1.1% |
| Oct 2025 | 0.0% | +0.7% | -0.2% | -0.2% | -0.5% | 0.0% | +0.5% | +0.3% |
| Nov 2025 | +0.2% | +0.7% | +0.6% | 0.0% | +0.2% | -0.3% | +0.5% | +0.2% |
| Nov 2025 | -1.0% | -0.7% | -1.8% | -1.0% | -1.8% | 0.0% | -2.0% | -1.2% |
| Nov 2025 | +0.3% | -0.3% | +0.9% | +0.6% | +1.2% | +0.1% | +0.7% | +0.4% |
| Nov 2025 | -0.3% | +0.1% | -0.7% | -0.2% | -0.1% | 0.0% | -1.9% | -1.1% |
| Nov 2025 | +0.1% | +0.2% | -0.3% | +0.4% | +0.6% | +0.1% | -0.3% | +0.1% |
| Nov 2025 | +1.3% | +1.1% | +1.8% | +1.1% | +2.7% | +0.3% | +2.2% | +1.6% |
| Nov 2025 | +0.3% | +0.7% | +0.1% | +0.7% | +0.4% | +0.1% | -0.3% | +0.2% |
| Nov 2025 | +0.1% | -1.1% | 0.0% | +0.6% | +1.6% | -0.2% | -0.1% | +0.1% |
| Nov 2025 | -1.0% | -0.5% | -1.2% | -1.1% | -0.8% | -0.4% | -2.0% | -1.7% |
| Nov 2025 | -0.3% | +0.2% | +0.1% | -0.3% | -1.8% | 0.0% | +0.1% | 0.0% |
| Nov 2025 | -0.7% | -0.1% | -1.2% | -1.3% | -1.1% | -0.2% | -0.9% | -0.9% |
| Nov 2025 | -0.3% | +0.8% | -0.5% | -1.3% | +0.7% | 0.0% | -1.2% | -0.8% |
| Nov 2025 | -0.1% | -1.0% | -0.4% | -0.3% | +0.2% | +0.1% | +0.6% | +0.4% |
| Nov 2025 | -0.9% | -1.0% | -1.4% | -1.4% | 0.0% | -0.1% | -2.4% | -1.5% |
| Nov 2025 | +0.3% | -0.7% | 0.0% | +1.6% | -0.1% | +0.3% | +0.8% | +1.0% |
| Nov 2025 | +1.0% | +0.5% | +1.1% | +0.1% | +1.6% | +0.3% | +2.6% | +1.5% |
| Nov 2025 | +0.4% | -0.5% | +0.4% | +1.2% | 0.0% | +0.4% | +0.6% | +0.9% |
| Nov 2025 | +0.7% | +1.1% | +0.7% | +1.1% | +0.8% | +0.1% | +0.9% | +0.7% |
| Nov 2025 | +0.5% | +1.3% | +0.1% | +0.3% | +1.2% | +0.1% | +0.8% | +0.5% |
| Dec 2025 | -0.2% | +0.3% | -0.1% | -0.5% | +0.5% | -0.2% | -0.3% | -0.5% |
| Dec 2025 | +0.1% | -0.4% | 0.0% | +0.3% | -0.6% | +0.2% | +0.8% | +0.2% |
| Dec 2025 | +0.2% | +0.5% | +0.1% | +0.5% | -0.1% | +0.1% | +0.2% | +0.4% |
| Dec 2025 | 0.0% | +0.3% | 0.0% | +0.3% | +0.1% | +0.1% | -0.1% | +0.1% |
| Dec 2025 | +0.2% | +0.6% | +0.8% | 0.0% | -0.2% | 0.0% | +0.4% | +0.2% |
| Dec 2025 | -0.4% | -1.2% | -0.2% | -0.3% | -0.3% | -0.2% | -0.2% | -0.3% |
| Dec 2025 | 0.0% | -0.2% | -0.2% | -0.1% | +0.5% | -0.1% | +0.1% | -0.1% |
| Dec 2025 | +0.6% | +0.6% | +1.1% | +1.1% | +0.4% | +0.3% | +0.4% | +0.7% |
| Dec 2025 | +0.1% | -0.1% | -0.5% | +0.6% | +1.1% | 0.0% | -0.3% | +0.2% |
| Dec 2025 | -0.8% | -0.8% | -1.2% | -0.5% | +0.6% | -0.2% | -1.9% | -1.1% |
| Dec 2025 | -0.1% | -0.5% | -0.3% | +0.6% | +0.1% | +0.1% | -0.5% | -0.1% |
| Dec 2025 | -0.2% | -1.0% | -0.6% | -0.5% | 0.0% | +0.1% | +0.2% | -0.3% |
| Dec 2025 | -0.3% | +1.2% | -0.7% | -0.8% | +0.9% | -0.1% | -1.8% | -1.1% |
| Dec 2025 | +0.5% | -0.7% | +1.1% | +0.7% | -0.2% | +0.3% | +1.5% | +0.8% |
| Dec 2025 | +0.5% | +0.7% | +1.0% | +0.7% | +0.1% | -0.1% | +1.3% | +0.9% |
| Dec 2025 | +0.7% | +1.3% | +0.5% | +0.2% | +2.3% | +0.1% | +0.5% | +0.6% |
| Dec 2025 | +0.6% | +1.1% | +0.6% | +0.6% | +1.3% | +0.1% | +0.5% | +0.5% |
| Dec 2025 | +0.2% | 0.0% | +0.2% | +0.1% | -0.4% | +0.2% | +0.3% | +0.4% |
| Dec 2025 | +0.3% | +0.3% | +0.7% | +0.2% | +1.2% | -0.1% | 0.0% | 0.0% |
| Dec 2025 | -0.8% | -0.9% | -0.3% | -0.3% | -4.3% | 0.0% | -0.5% | -0.4% |
| Dec 2025 | +0.1% | +0.7% | +0.4% | +0.2% | +0.1% | +0.1% | -0.2% | -0.1% |
| Dec 2025 | -0.6% | -1.2% | -0.3% | -0.4% | -0.7% | -0.1% | -0.8% | -0.7% |
| Jan 2026 | +0.6% | +0.1% | +2.8% | +1.1% | +0.5% | +0.1% | -0.2% | +0.2% |
| Jan 2026 | +1.1% | +1.9% | +1.1% | +1.1% | +2.6% | +0.3% | +0.8% | +0.7% |
| Jan 2026 | +0.4% | 0.0% | +0.7% | +0.1% | +1.1% | 0.0% | +0.9% | +0.6% |
| Jan 2026 | -0.3% | -0.9% | -0.8% | -0.4% | -1.0% | 0.0% | +0.1% | -0.3% |
| Jan 2026 | +0.1% | +1.3% | 0.0% | 0.0% | +0.5% | +0.1% | -0.6% | 0.0% |
| Jan 2026 | +0.6% | +0.1% | +0.5% | +0.9% | +0.7% | +0.1% | +1.0% | +0.7% |
| Jan 2026 | +0.7% | +1.3% | +1.4% | +0.6% | +1.9% | +0.1% | +0.1% | +0.2% |
| Jan 2026 | -0.1% | +0.8% | -0.7% | -0.6% | -0.1% | 0.0% | -0.1% | -0.2% |
| Jan 2026 | +0.2% | +0.1% | +0.4% | +0.5% | +1.0% | 0.0% | -1.1% | -0.5% |
| Jan 2026 | -0.1% | -0.8% | +0.6% | 0.0% | -0.6% | 0.0% | +0.4% | +0.3% |
| Jan 2026 | -0.2% | -0.2% | -0.4% | +0.3% | -0.5% | +0.1% | -0.1% | -0.1% |
| Jan 2026 | -0.3% | +1.4% | -1.0% | -1.5% | +3.8% | -0.3% | -2.1% | -2.0% |
| Jan 2026 | +1.1% | +1.1% | +1.7% | +1.0% | +1.5% | +0.3% | +1.4% | +1.1% |
| Jan 2026 | +0.6% | 0.0% | +0.8% | +0.4% | +1.8% | +0.1% | +0.7% | +0.5% |
| Jan 2026 | +0.7% | +1.8% | +0.6% | +0.5% | +1.4% | -0.1% | +0.3% | 0.0% |
| Jan 2026 | +0.5% | +0.4% | +0.2% | +0.5% | +1.5% | +0.1% | +0.4% | +0.5% |
| Jan 2026 | +1.1% | +1.4% | +2.0% | +1.6% | +2.5% | 0.0% | +0.9% | +0.4% |
| Jan 2026 | +0.7% | +1.3% | +0.7% | -1.1% | +3.9% | -0.2% | +0.3% | 0.0% |
| Jan 2026 | +0.2% | +1.4% | -0.5% | +0.7% | +0.3% | 0.0% | -0.6% | -0.2% |
| Jan 2026 | -2.7% | -3.4% | -2.2% | -0.9% | -10.3% | +0.1% | -1.2% | -0.3% |
| Feb 2026 | -1.0% | -3.6% | +0.3% | +0.7% | -4.0% | -0.4% | +0.7% | +0.5% |
| Feb 2026 | +1.0% | +2.6% | +0.5% | +0.1% | +6.4% | -0.1% | -1.5% | -0.9% |
| Feb 2026 | +2.3% | +1.2% | -0.8% | -0.7% | -2.1% | +0.5% | +0.9% | +0.4% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | +1107.4% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Feb 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Mar 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Apr 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Apr 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| TOTAL | +1025.3% | +12.1% | +11.2% | +8.8% | +24.2% | +1.7% | +3.7% | +4.0% |
Key Takeaways
Winners
- Gold (GLD) is the clear outperformer with a 25% return, benefiting from safe-haven demand and recent inflation concerns. Commodities (DBC) and emerging markets (EEM) also delivered double-digit returns, suggesting the strategy successfully captured commodity and EM momentum during the period. These positions reflect exposure to inflationary themes and mean-reversion trades.
Disappointments
- The portfolio's 0.64% total return severely lags its best individual holdings, indicating dilution from underweighting winners and overweighting laggards. QQQ and SPY (tech/broad market) showed minimal returns at 3.2% and 3.8% respectively, suggesting the rotation away from equities cost significant performance. High-yield bonds (HYG) at 1.7% return with a negative Sharpe ratio (-54.27) highlight poor risk-adjusted returns, and the minimal SPY position (1 share) signals weak conviction in core equity exposure.
This is a tactical diversification strategy with moderate risk tolerance, emphasizing commodities and international exposure over domestic equities. While the 75% win rate suggests good trade selection, the negative Sharpe ratio and severe performance drag from small positions indicate poor position sizing and portfolio construction. The risk/reward profile is unfavorable given the 6-month return barely exceeds inflation—the strategy needs either larger conviction positions in winners or a fundamental reassessment of its momentum signals to justify its tactical complexity.