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Trend-Based Growth Portfolio
Today’s Change

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About

Monthly rotation into the three stock ETFs with the strongest recent uptrend, equally weighted. Universe spans US large caps, big tech, small caps, healthcare, consumer, and developed international stocks; aims to ride trends but can lag in choppy markets.
NutHow it works
Each month, it checks seven stock ETFs and measures their recent trend by averaging price changes over ~60 trading days. It buys the three with the strongest uptrends and splits money equally among them (then repeats next month). Choices include SPY, QQQ, IWM, EFA, VGT, XLV, and XLY.
CheckmarkValue prop
Trend-driven ETF rotation into the top 3 performers each month across 7 liquid ETFs, diversifying risk and aiming for a risk-adjusted edge. Out-of-sample Sharpe ~0.60 and Calmar ~0.48, offering a complementary hold alongside the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.01
0.97
0.89
0.94
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
769.47%
10.57%
0.19%
3.76%
0.63
807.2%
10.78%
1%
4.74%
0.63
Initial Investment
$10,000.00
Final Value
$90,720.31
Regulatory Fees
$81.41
Total Slippage
$533.03
Invest in this strategy
OOS Start Date
Nov 7, 2024
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, momentum, etf rotation, equities, sector rotation, tactical asset allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type