Aggressive Walk-Forward Growth

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

Walk-forward1xMonthly rebalanceaggressivePro clone

Thesis

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

Backtest

2006-01-31 to 2026-05-29

CAGR

18.9%

Total Return

3257.8%

Sharpe Ratio

1.54

Sortino Ratio

3.07

UPI

5.43

Max Drawdown

-13.3%

Longest DD

16 mo

Volatility

11.7%

Calmar Ratio

1.42

Best Month

11.5%

Worst Month

-6.8%

Win Rate (Daily)

66.8%

Profitable Mo.

66.8%

Years

20.3

Current Allocation

TQQQ

CTA

KMLM

DBMF

USMV

ZROZ

TQQQ17.5%

CTA12.3%

KMLM12.3%

DBMF12.0%

USMV8.0%

ZROZ8.0%

QQQ6.7%+0.2%

VEA5.7%-0.2%

PDBC5.1%+0.1%

GLDM4.6%