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

19.3%

Years

20.6

Max Drawdown

-13.6%

Sharpe

1.53

Sortino

3.24

UPI

5.46

Calmar

1.42

Ulcer Index

3.54

Best Month

11.8%

Worst Month

-7.4%

Volatility

12.0%

Total Return

3677.2%

Longest DD (mo)

17 mo

Win Rate

66.5%

Profitable Months

66.5%

Current Allocation

SPY

DBMF

VEA

CTAP

MATE

PDBC

TQQQ

USMV

ZROZ

SPY13.0%

DBMF12.0%

VEA11.9%

CTAP10.0%

MATE10.0%

PDBC8.1%

TQQQ8.0%

USMV8.0%

ZROZ8.0%

QQQ7.0%