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.

1987-10-30 to 2026-05-29

CAGR

13.0%

Total Return

11063.8%

Sharpe Ratio

1.28

Sortino Ratio

2.05

UPI

4.30

Max Drawdown

-13.2%

Longest DD

26 mo

Volatility

10.0%

Calmar Ratio

0.98

Best Month

14.1%

Worst Month

-8.3%

Win Rate (Daily)

70.9%

Profitable Mo.

70.9%

Years

38.6

QQQ

SPY

IEI

IEF

XLE

XLI

QQQ30.0%

SPY20.0%

IEI12.5%

IEF12.5%

XLE12.5%

XLI12.5%