Performance
19-year historical proof · 2006 – 2025 · trend-confirmed momentum vs S&P 500
Premium Growth mode: 61.34% CAGR ·
— Portfolio Modes
Two levels of conviction, one engine
Both modes run the same systematic process. The difference is how concentrated the position is.
Top 2 sectors · 50% each · weekly rebalance
47.72%
CAGR
1.163
Sharpe
-46.4%
Max DD
$21.5M
$10k → (19yr)
Capital split equally across the top 2 qualifying sectors. 16-week momentum lookback. Better risk-adjusted returns and shallower drawdowns. Suitable for most investors.
Top 1 sector · 100% concentration · monthly rebalance
61.34%
CAGR
1.065
Sharpe
-75.9%
Max DD
$121.9M
$10k → (19yr)
Same systematic process, maximum concentration. 26-week lookback for stronger signal confirmation before committing. 100% in the single best sector — higher return potential, with -75.9% drawdowns that require strong conviction and a long time horizon.
Momentum Strategy vs S&P 500 — logarithmic scale
— Market Regimes
How it performed when it mattered most
Strategy vs S&P 500 during major market dislocations
2008 Financial Crisis
OutperformedThe EMA 10/100 daily trend filter rotated out of equities early. While most investors lost 40%+, the strategy avoided the worst of the crash by holding only assets still in confirmed uptrends.
2022 Bear Market
OutperformedThe EMA 10/100 filter correctly blocked crypto allocation (BTC fell below its 100-day EMA). The strategy rotated into Energy and commodities, gaining +11.6% while SPY fell -16.6% — a 28-point swing.
2024
OutperformedBitcoin returned to a confirmed uptrend and earned portfolio allocation. Combined with commodity sectors, the strategy outpaced the S&P 500 by over 15 percentage points.
2023 Recovery
UnderperformedThe AI-driven tech rally concentrated gains in a handful of mega-cap stocks. The momentum rotation held sectors that lagged the narrow S&P recovery, underperforming significantly. Not all years go our way.
— Methodology
How it works
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Backtested on 17 sector/commodity ETFs plus direct BTC and ETH using the same rules applied to past price data. Hypothetical results — past performance does not guarantee future returns.