Performance
19-year historical proof · 2006 – 2025 · trend-confirmed momentum vs S&P 500
— Portfolio Modes
Choose your risk profile
Both modes use the same strategy. The only difference is concentration.
Recommended · Top 2 themes · 50% each
47.72%
CAGR
1.163
Sharpe
-46.4%
Max DD
$21.5M
$10k → (19yr)
Holds the top 2 qualifying themes equally weighted. Better risk-adjusted returns, shallower drawdowns. Suitable for most investors.
Aggressive · Top 1 theme · 100% concentration
61.34%
CAGR
1.065
Sharpe
-75.9%
Max DD
$121.9M
$10k → (19yr)
Concentrates 100% in the single strongest qualifying theme. Higher return potential but -75.9% drawdowns require strong conviction and long time horizons.
Momentum Strategy vs S&P 500 — logarithmic scale
— Market Regimes
How it performed when it mattered most
Strategy vs S&P 500 during major market dislocations
2008 Financial Crisis
OutperformedThe EMA 10/100 daily trend filter rotated out of equities early. While most investors lost 40%+, the strategy avoided the worst of the crash by holding only assets still in confirmed uptrends.
2022 Bear Market
OutperformedThe EMA 10/100 filter correctly blocked crypto allocation (BTC fell below its 100-day EMA). The strategy rotated into Energy and commodities, gaining +11.6% while SPY fell -16.6% — a 28-point swing.
2024
OutperformedBitcoin returned to a confirmed uptrend and earned portfolio allocation. Combined with commodity themes, the strategy outpaced the S&P 500 by over 15 percentage points.
2023 Recovery
UnderperformedThe AI-driven tech rally concentrated gains in a handful of mega-cap stocks. The momentum rotation held themes that lagged the narrow S&P recovery, underperforming significantly. Not all years go our way.
— Methodology
How it works
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Backtested on 17 sector/commodity ETFs plus direct BTC and ETH using the same rules applied to past price data. Hypothetical results — past performance does not guarantee future returns.