Aggressive Walk-Forward Growth

A walk-forward template for tactical growth and leveraged trend sleeves.

Walk-forward1xDaily signalsaggressivePro clone

Thesis

Optimizes across higher-volatility tactical sleeves while capping concentration so no single growth engine dominates the portfolio.

Backtest

2006-01-31 to 2026-07-16

CAGR

19.7%

Years

20.5

Max Drawdown

-14.9%

Sharpe

1.51

Sortino

3.07

UPI

5.17

Calmar

1.32

Ulcer Index

3.81

Best Month

13.1%

Worst Month

-8.2%

Volatility

12.5%

Total Return

3874.5%

Longest DD (mo)

17 mo

Win Rate

66.3%

Profitable Months

66.3%

Current Allocation

TQQQ

VNQ

DBMF

VEA

PDBC

QQQ

USMV

ZROZ

TQQQ13.0%

VNQ12.5%+0.5%

DBMF12.0%

VEA10.0%-1.0%

PDBC9.2%+0.1%

QQQ8.3%+0.4%

USMV8.0%

ZROZ8.0%

CTA6.5%

KMLM6.5%