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 2026-10-19

CAGR

12.8%

Years

39.0

Max Drawdown

-16.1%

Sharpe

0.96

Sortino

2.31

UPI

2.96

Calmar

0.80

Ulcer Index

3.34%

Best Month

14.2%

Worst Month

-9.0%

Volatility

10.1%

SWR

10.37%

PWR

9.86%

Total Return

10943.6%

Longest DD (mo)

26 mo

Win Rate

70.1%

Profitable Months

70.1%

Current Allocation

SPY

BIL

SHY

IEF

XLE

XLI

PDBC

SPY20.0%

BIL20.0%

SHY12.5%

IEF12.5%

XLE12.5%+12.5%

XLI12.5%+12.5%

PDBC10.0%