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

2003-01-31 to 2026-10-19

CAGR

19.3%

Years

23.7

Max Drawdown

-13.3%

Sharpe

1.36

Sortino

3.15

UPI

4.76

Calmar

1.45

Ulcer Index

3.72%

Best Month

11.3%

Worst Month

-7.0%

Volatility

12.4%

SWR

11.86%

PWR

11.03%

Total Return

6524.4%

Longest DD (mo)

16 mo

Win Rate

66.3%

Profitable Months

66.3%

Current Allocation

SPY

TQQQ

DBMF

EFA

USMV

ZROZ

SPY13.7%-5.1%

TQQQ13.0%+5.0%

DBMF12.0%

EFA11.6%+11.6%

USMV8.0%

ZROZ8.0%

QQQ7.8%-3.3%

PDBC7.0%-3.1%

CTA6.5%+6.5%

KMLM6.5%+6.5%