Monthly Macro Rotation

A diversified monthly tactical blend spanning momentum, macro, and defensive rotation.

Simple blend1xMonthly rebalanceaggressivePro clone

Thesis

A multi-model tactical sleeve stack for users who want more breadth than a single momentum strategy can provide.

Backtest

1987-10-30 to 2026-07-16

CAGR

13.0%

Years

38.8

Max Drawdown

-13.2%

Sharpe

1.28

Sortino

2.39

UPI

4.30

Calmar

0.98

Ulcer Index

3.01

Best Month

14.1%

Worst Month

-8.3%

Volatility

9.9%

Total Return

11318.6%

Longest DD (mo)

26 mo

Win Rate

70.9%

Profitable Months

70.9%

Current Allocation

SPY

BIL

IEI

IEF

XLE

XLI

PDBC

SPY20.0%

BIL20.0%

IEI12.5%

IEF12.5%

XLE12.5%

XLI12.5%

PDBC10.0%