Rides current market leaders aggressively
Aggressively rotates into whatever is leading right now, rebalancing more often to stay in the hottest names. Higher turnover and bigger swings. Backtested 15.0% CAGR. Backtested on today's large-cap universe (survivorship-biased — treat as an upper bound); execution modelled at next-available prices with costs; not a guarantee of future results.
Backtest: 15.0% CAGR, Sharpe 0.94, max drawdown -28.8%. Higher turnover than the others; rewards a strong stomach during momentum unwinds. Note: its risk-adjusted return (Sharpe) is not necessarily higher than the more conservative strategies — it trades deeper drawdowns for higher raw CAGR. Backtested on today's large-cap universe (survivorship-biased — treat as an upper bound); execution modelled at next-available prices with costs; not a guarantee of future results.
Investors who want to ride current leaders and accept higher volatility.
US equities, ETFs