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)
$120,784
Current NAV
$48
Income YTD
2.2%
Ann. Yield
80%
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 diversifies across multiple asset classes including commodities, emerging markets, developed international equities, precious metals, and fixed income to capture short-term price momentum opportunities. The portfolio maintains broad exposure to different market segments while actively rotating capital toward the best-performing assets. With only 8 months of track record and modest 0.65% returns, the strategy appears to be in early stages with relatively modest conviction sizing across positions.
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 | 0.67 | ●●●●● |
| SPY | S&P 500 Index | -5.1% | Nov 25 | 1.00 | ●●●●○ |
| EEM | Emerging Markets | -5.2% | Nov 25 | 1.00 | ●●●●○ |
| EFA | Int'l Developed | -5.5% | Nov 25 | 0.89 | ●●●●○ |
| DBC | Commodities | -7.0% | Feb 26 | 1.02 | ●●●○○ |
| QQQ | Nasdaq 100 Index | -7.9% | Nov 25 | 1.18 | ●●○○○ |
| GLD | Gold | -13.9% | Feb 26 | 0.16 | ●●○○○ |
Best Protection
HYG showed the strongest downside protection with only a -1.2% maximum drawdown and a 0.67 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
+5.3%
6-mo momentum
EEM
+30.6%
6-mo momentum
EFA
+11.5%
6-mo momentum
QQQ
+20.0%
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 | +36.0% | $30.29 | $24.76 | PASS | HELD |
| 2 | EEM | +30.6% | $69.92 | $57.15 | PASS | HELD |
| 3 | QQQ | +20.0% | $744.21 | $619.33 | PASS | HELD |
| 4 | EFA | +11.5% | $104.12 | $97.06 | PASS | HELD |
| 5 | SPY | +11.3% | $754.24 | $680.45 | PASS | — |
| 6 | GLD | +5.3% | $407.87 | $403.70 | PASS | — |
| 7 | HYG | +1.8% | $79.68 | $78.44 | PASS | — |
| — | TLT | -1.7% | $85.31 | $86.29 | 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% |
| 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
59/166
months positive
Key Takeaways
Winners
- Gold (GLD) is the clear outperformer with an exceptional 25.0% return, followed by commodities (DBC) at 12.3% and emerging markets (EEM) at 11.4%. These three positions benefit from recent tailwinds in inflation hedges and EM recovery, demonstrating the portfolio's successful rotation into defensive/alternative assets during uncertain markets.
Disappointments
- U.S. equities (QQQ and SPY) are notable underperformers with only 3.2-3.8% returns despite broad market strength over the period, suggesting poor timing in technology/large-cap positioning. High-yield bonds (HYG) are also lagging at just 1.7% return given their 5.82% yield, indicating potential credit stress or rising rate headwinds. The extremely negative Sharpe ratio (-218.39) signals the strategy is generating returns with excessive volatility relative to risk-free returns.
The thesis:
The portfolio pursues a defensive, asset-class rotation approach favoring commodities and precious metals over equities—a bearish-leaning stance that has provided modest protection but missed the broader equity rally. While the 80% win rate and 0.4% max drawdown suggest disciplined risk management, the 0.65% total return over 8 months (annualizing to ~3.3%) is underwhelming relative to buy-and-hold alternatives, indicating the momentum/rotation approach is not compensating investors for complexity and execution risk.