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 2026-07-16

CAGR

13.0%

Years

38.7

Max Drawdown

-13.2%

Sharpe

1.28

Sortino

2.05

UPI

4.29

Calmar

0.98

Ulcer Index

3.02

Best Month

14.1%

Worst Month

-8.3%

Volatility

10.0%

Total Return

11055.5%

Longest DD (mo)

26 mo

Win Rate

71.0%

Profitable Months

71.0%

QQQ

SPY

XLE

XLI

QQQ30.0%+30.0%

SPY26.3%+6.3%

XLE12.5%

XLI12.5%

VEA6.3%+6.3%

IEMG6.3%+6.3%

LQD6.3%+6.3%