White Knuckle (Carter) at a glance
White Knuckle (Carter) is a tactical asset allocation (TAA) strategy by David Alan Carter across Leveraged US Equity, Leveraged Nasdaq, Leveraged Long Treasuries, Currency Hedges, rebalanced monthly. Backtested 2019-09-30 to 2026-06-08 (6.7 years): 18.2% CAGR, 0.67 Sharpe, -46.3% max drawdown, 38.0% volatility.
- Type
- Tactical (TAA)
- Author
- David Alan Carter
- Rebalancing
- Monthly
- Risk
- Moderate
- Period
- 2019-09-30 to 2026-06-08
- CAGR
- 18.2%
- Sharpe
- 0.67
- Max Drawdown
- -46.3%
- Volatility
- 38.0%
White Knuckle (Carter) — Tactical Asset Allocation Strategy
Carter's White Knuckle strategy splits 50/50: a core sleeve (inverse-vol weighted among SPXL, TQQQ, TMF) and a rotation sleeve (best 3-month return from 8 candidates including hedge assets like EUO, IVOL, UUP).
Backtest Performance (2019-09-30 to 2026-06-08)
| Metric | White Knuckle (Carter) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 18.2% |
| Maximum Drawdown | -46.3% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 1.21 |
| Annualized Volatility | 38.0% |
| Calmar Ratio | 0.39 |
| Total Return | 206.1% |
| Backtest Period | 6.7 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- moderate
- Variants
- 1
- Author
- David Alan Carter
- Source
- Carter, D.A. White Knuckle
Asset Classes
- Leveraged US Equity
- Leveraged Nasdaq
- Leveraged Long Treasuries
- Currency Hedges
- Volatility
Categories
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