Performance
20-year historical proof · 2006 – present · trend-confirmed momentum vs S&P 500
Premium Growth mode: 60.65% CAGR ·
— Portfolio Modes
Two levels of conviction, one engine
Both modes run the same systematic process. The difference is how concentrated the position is.
Top 2 sectors · 50% each · weekly rebalance
48.62%
CAGR
1.182
Sharpe
-47.3%
Max DD
$27.8M
$10k → (20yr)
Capital split equally across the top 2 qualifying sectors. 16-week momentum lookback. Better risk-adjusted returns and shallower drawdowns. Suitable for most investors.
Top 1 sector · 100% concentration · monthly rebalance
60.65%
CAGR
1.057
Sharpe
-75.8%
Max DD
$132.2M
$10k → (20yr)
Same systematic process, maximum concentration. 26-week lookback for stronger signal confirmation before committing. 100% in the single best sector — higher return potential, with -75.8% drawdowns that require strong conviction and a long time horizon.
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 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 filter correctly blocked crypto allocation (BTC fell below the EMA threshold). 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 sectors, 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 sectors 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 16 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.