Levered Growth Control

Leveraged tactical growth with explicit drawdown control via a walk-forward optimizer.

Walk-forward1xMonthly rebalanceaggressivePro clone

Thesis

Walk-forward weights a leveraged Nasdaq trend sleeve and a tactical dip-buyer against BAA and the Golden Butterfly as drawdown anchors, capping any sleeve at 45% so leverage never dominates.

Backtest

1990-12-31 to 2026-05-29

CAGR

18.1%

Total Return

35717.4%

Sharpe Ratio

1.48

Sortino Ratio

2.58

UPI

7.22

Max Drawdown

-10.1%

Longest DD

17 mo

Volatility

11.7%

Calmar Ratio

1.80

Best Month

21.5%

Worst Month

-10.1%

Win Rate (Daily)

69.9%

Profitable Mo.

69.9%

Years

35.4

Current Allocation

TQQQ

CTA

KMLM

DBMF

USMV

ZROZ

TQQQ19.9%

CTA14.1%

KMLM14.1%

DBMF13.5%

USMV9.0%

ZROZ9.0%

UGL4.5%

UPRO4.3%

SPY2.3%

IWN2.3%