QuantK Tactical
Portfolio Details
QuantK Tactical
Simulated Paper Trading — Not real money
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.
DBC
EEM
EFA
GLD
HYG
QQQ
SPY
+0.7%
Total Return (Oct 2025 – Present)
$120,817
Current NAV
$82
Income YTD
2.2%
Ann. Yield
88%
Win Rate
0.4%
Max Drawdown
Portfolio Summary
Systematic momentum rotation across 8 asset classes
GLD
$1,335
+24.98%
$1,068 invested
DBC
$1,393
+12.27%
$1,240 invested
EEM
$1,359
+11.38%
$1,220 invested
EFA
$1,310
+8.96%
$1,202 invested
SPY
$692
+3.82%
$666 invested
QQQ
$1,244
+3.22%
$1,205 invested
HYG
$1,217
+1.65%
$1,197 invested
Strategy
QuantK Tactical employs a momentum rotation strategy that dynamically allocates capital across diversified asset classes including commodities, emerging markets, international equities, and fixed income. The portfolio maintains broad exposure across multiple ETFs with relatively equal position sizing, aiming to capture momentum trends while managing volatility through diversification rather than concentration.
Why Tactical Rotation?
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
$12,498
+25.0%
on $10K invested
DBC
$11,227
+12.3%
on $10K invested
EEM
$11,138
+11.4%
on $10K invested
EFA
$10,896
+9.0%
on $10K invested
SPY
$10,382
+3.8%
on $10K invested
QQQ
$10,322
+3.2%
on $10K invested
HYG
$10,165
+1.7%
on $10K invested
Comparative Growth
Key Insight
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 | 0.66 | ●●●●● |
| SPY | S&P 500 Index | -5.1% | Nov 25 | 1.00 | ●●●●○ |
| EEM | Emerging Markets | -5.2% | Nov 25 | 1.03 | ●●●●○ |
| EFA | Int'l Developed | -5.5% | Nov 25 | 0.87 | ●●●●○ |
| DBC | Commodities | -7.0% | Feb 26 | 1.05 | ●●●○○ |
| QQQ | Nasdaq 100 Index | -7.9% | Nov 25 | 1.24 | ●●○○○ |
| GLD | Gold | -13.9% | Feb 26 | 0.41 | ●●○○○ |
Best Protection
HYG showed the strongest downside protection with only a -1.2% maximum drawdown and a 0.66 beta.
Deepest Drawdown
GLD experienced the largest drawdown at -13.9%, though still modest compared to broad market indices.
March 2025 Stress Test
How each ETF performed during the worst month:
HYG
-1.2%
SPY
-5.1%
EEM
-5.2%
EFA
-5.5%
DBC
-7.0%
QQQ
-7.9%
GLD
-13.9%
Current Holdings
Top 4 momentum leaders as of last rebalance
GLD
-16.5%
6-mo momentum
EEM
+9.0%
6-mo momentum
EFA
+6.5%
6-mo momentum
QQQ
+10.9%
6-mo momentum
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 | +20.5% | $29.45 | $26.09 | PASS | HELD |
| 2 | QQQ | +10.9% | $687.99 | $643.83 | PASS | HELD |
| 3 | EEM | +9.0% | $64.09 | $59.87 | PASS | HELD |
| 4 | SPY | +8.5% | $747.03 | $697.41 | PASS | HELD |
| 5 | EFA | +6.5% | $105.58 | $98.30 | PASS | — |
| 6 | HYG | +0.9% | $79.48 | $78.59 | PASS | — |
| — | TLT | -3.5% | $82.25 | $85.87 | FAIL | — |
| — | GLD | -16.5% | $371.54 | $411.86 | FAIL | — |
Dual Trend Filter: Price must be above 200-day SMA AND 6-month return must be positive. Top 4 passers are held.
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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| May 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jun 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 2026 | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Jul 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% |
Best Month
+1107.4%
Feb 2026
Worst Month
-92.5%
Oct 2025
Positive Months
60/186
months positive
Key Takeaways
Winners
- Gold (GLD) is the clear outperformer with a 25.0% return, capitalizing on safe-haven demand and commodity strength. Commodities (DBC) and Emerging Markets (EEM) also delivered double-digit returns of 12.3% and 11.4% respectively, benefiting from commodity price recovery and EM currency appreciation during the period.
Disappointments
- Tech exposure (QQQ) and broad U.S. equities (SPY) severely underperformed with only 3.2% and 3.8% returns despite being among the strongest asset classes over the 305-day period, suggesting poor timing of entries/exits. High-yield bonds (HYG) nearly stalled at 1.7% return, indicating duration risk and spread widening negatively impacted credit markets during the holding period.
The thesis:
This is a diversified multi-asset momentum strategy with reasonable downside protection (0.4% max drawdown, 87.5% win rate) but critically flawed execution—the catastrophic -53.63 Sharpe ratio reveals returns are not compensating for volatility, and the near-flat 0.68% total return over 10 months underperforms a simple buy-and-hold approach. The strategy's weakness lies in momentum timing and positioning—overweighting commodities/EM while underweighting tech created a valuation trap rather than capturing genuine momentum.