Global Momentum Growth (Simple)
A high-conviction strategy balancing Nasdaq-100 growth and international equity leadership with long-term Treasury protection. Dynamically rotates exposure to capture global momentum while utilizing Treasuries as a tactical volatility hedge.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-21
Executive Summary
The Global Momentum Growth (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 9.16% with a Maximum Drawdown of -18.23%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 7.83%. The model aggregates 39 completed trades with a Sharpe Ratio of 0.95.
🛡️ Global Momentum Growth (Simple) Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-18.2% (vs -31.2% B&H)
+12.9% shallower drawdown
Downside Efficiency
1.24 Sortino
+0.08 vs 1.16 B&H
Capital Sheltered from Risk
26.4% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -6.87% | -8.17% | -18.23% | -31.18% | -18.23% | -31.18% | -18.23% | -31.18% |
| Sharpe Ratio | 1.43 | 1.30 | 0.76 | 0.40 | 1.06 | 0.73 | 0.95 | 0.88 |
| Sortino Ratio | 2.10 | 1.93 | 1.02 | 0.61 | 1.40 | 0.95 | 1.24 | 1.16 |
| CAGR | 18.36% | 18.02% | 7.83% | 5.78% | 10.67% | 9.87% | 9.16% | 10.97% |
| % Time Invested | 73.8% | 100.0% | 57.7% | 100.0% | 69.1% | 100.0% | 73.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.2 | 0.0 | 2.3 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| QQQ | Invesco QQQ Trust Series 1 Excess Return SMA | Investing | 33% | 33% | Invested: Buy 2025-04-24 |
| VEA | Vanguard FTSE Developed Markets ETF Excess Return SMA | Investing | 33% | 33% | Invested: Buy 2023-11-21 |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return SMA | Investing | 34% | 34% | Invested: Buy 2026-06-01 |
Cumulative Growth Performance
Asset Correlation & Trend Shifts
Analyze how different assets move together and how active strategy trends affect their relationship. Lookback Period:
Portfolio Type / Trend Phase:
Trend Insights
Currently showing the baseline Pearson correlation (r) of the raw asset daily returns over the selected lookback window.
Asset Correlation Matrix
Pearson Correlation Coefficients (r) on Daily Returns -1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Lowest Pearson correlation (r) candidates evaluated dynamically across all system assets:
Multi-Horizon Correlation View Matrix in Compare Studio →
Alternatives Return vs. Correlation Space
Unified Portfolio Activity Log
Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.
Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Ticker | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2024-10-11 | 2026-06-01 | CASH (CASH) | Interest | 34% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2025-04-01 | 2025-04-24 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-04-01 | QQQ | Completed | 33% | $471.35 | $464.54 | -1.49% | Stop |
| 2024-08-05 | 2024-10-11 | TLT | Completed | 34% | $91.37 | $86.23 | -5.67% | Stop |
| 2024-08-06 | 2024-08-28 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-01-18 | 2024-08-06 | QQQ | Completed | 33% | $277.44 | $432.69 | 55.88% | Stop |
| 2021-09-01 | 2024-08-05 | CASH (CASH) | Interest | 34% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2023-03-14 | 2023-11-21 | CASH (CASH) | Interest | 33% | $1.00 | $1.04 | 3.71% | Interest Income |
| 2023-01-18 | 2023-03-14 | VEA | Completed | 33% | $41.06 | $39.30 | -4.32% | Stop |
| 2022-10-24 | 2023-01-18 | CASH (CASH) | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2022-09-13 | 2023-01-18 | CASH (CASH) | Interest | 33% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2022-10-17 | 2022-10-24 | QQQ | Completed | 33% | $260.87 | $269.52 | 3.26% | Signal |
| 2022-09-23 | 2022-10-17 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-05-20 | 2022-09-23 | QQQ | Completed | 33% | $285.51 | $271.34 | -5.01% | Stop |
| 2022-07-11 | 2022-09-13 | VEA | Completed | 33% | $35.66 | $36.04 | 0.99% | Signal |
| 2022-06-15 | 2022-07-11 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2022-03-30 | 2022-06-15 | VEA | Completed | 33% | $42.69 | $36.41 | -14.75% | Stop |
| 2022-04-28 | 2022-05-20 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-16 | 2022-04-28 | QQQ | Completed | 33% | $344.20 | $313.48 | -8.97% | Stop |
| 2022-03-08 | 2022-03-30 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-07-24 | 2022-03-08 | VEA | Completed | 33% | $33.62 | $38.84 | 15.48% | Stop |
| 2022-01-25 | 2022-02-16 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-24 | 2022-01-25 | QQQ | Completed | 33% | $173.56 | $337.24 | 94.21% | Stop |
| 2021-03-11 | 2021-09-01 | TLT | Completed | 34% | $116.17 | $125.61 | 8.07% | Signal |
| 2021-02-17 | 2021-03-11 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-04-13 | 2021-02-17 | TLT | Completed | 34% | $135.82 | $121.69 | -10.45% | Stop |
| 2020-06-22 | 2020-07-24 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-16 | 2020-06-22 | VEA | Completed | 33% | $32.86 | $32.58 | -0.88% | Signal |
| 2020-04-17 | 2020-06-16 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-04-01 | 2020-04-17 | VEA | Completed | 33% | $26.74 | $28.87 | 7.92% | Signal |
| 2020-03-19 | 2020-04-13 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-10 | 2020-04-01 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-12-11 | 2020-03-19 | TLT | Completed | 34% | $95.16 | $120.97 | 27.06% | Stop |
| 2019-09-13 | 2020-03-10 | VEA | Completed | 33% | $33.92 | $30.88 | -9.01% | Stop |
| 2018-12-17 | 2020-03-02 | QQQ | Completed | 33% | $152.70 | $201.08 | 31.62% | Stop |
| 2019-03-01 | 2019-09-13 | CASH (CASH) | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2018-11-15 | 2019-03-01 | VEA | Completed | 33% | $31.20 | $32.84 | 5.21% | Signal |
| 2018-11-21 | 2018-12-17 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-02-08 | 2018-12-11 | CASH (CASH) | Interest | 34% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2016-02-12 | 2018-11-21 | QQQ | Completed | 33% | $90.60 | $153.62 | 69.47% | Stop |
| 2018-10-24 | 2018-11-15 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-03-24 | 2018-10-24 | VEA | Completed | 33% | $29.62 | $31.40 | 5.95% | Stop |
| 2017-11-07 | 2018-02-08 | TLT | Completed | 34% | $98.12 | $92.30 | -5.97% | Stop |
| 2017-08-08 | 2017-11-07 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-12-08 | 2017-08-08 | TLT | Completed | 34% | $90.47 | $96.46 | 6.57% | Signal |
| 2016-01-07 | 2017-03-24 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2016-11-15 | 2016-12-08 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-07-02 | 2016-11-15 | TLT | Completed | 34% | $85.37 | $92.61 | 8.43% | Stop |
| 2016-01-21 | 2016-02-12 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-01-21 | QQQ | Completed | 33% | $98.72 | $93.89 | -4.95% | Stop |
| 2015-10-09 | 2016-01-07 | VEA | Completed | 33% | $27.57 | $25.49 | -7.59% | Stop |
| 2015-08-25 | 2015-10-09 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-10 | 2015-08-25 | VEA | Completed | 33% | $27.61 | $27.12 | -1.82% | Stop |
| 2011-08-31 | 2015-08-25 | QQQ | Completed | 33% | $48.57 | $94.19 | 93.85% | Stop |
| 2015-06-10 | 2015-07-02 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-28 | 2015-06-10 | TLT | Completed | 34% | $86.02 | $84.89 | -1.36% | Stop |
| 2014-10-17 | 2014-11-10 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-09-13 | 2014-10-28 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2012-12-07 | 2014-10-17 | VEA | Completed | 33% | $22.69 | $26.51 | 16.78% | Stop |
| 2013-07-16 | 2013-09-13 | TLT | Completed | 34% | $75.06 | $72.02 | -4.09% | Signal |
| 2013-06-21 | 2013-07-16 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-12 | 2013-06-21 | TLT | Completed | 34% | $66.24 | $76.08 | 14.79% | Stop |
| 2012-05-08 | 2012-12-07 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2011-12-19 | 2012-05-08 | VEA | Completed | 33% | $19.24 | $20.83 | 8.18% | Signal |
| 2011-11-25 | 2011-12-19 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-27 | 2011-11-25 | VEA | Completed | 33% | $21.80 | $18.43 | -15.51% | Stop |
| 2011-10-05 | 2011-10-27 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-29 | 2011-10-05 | VEA | Completed | 33% | $20.83 | $18.65 | -10.47% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | QQQ | Completed | 33% | $39.43 | $45.10 | 14.32% | Stop |
| 2010-06-01 | 2011-08-05 | VEA | Completed | 33% | $18.05 | $21.37 | 18.36% | Stop |
| 2010-03-26 | 2010-10-12 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-03-08 | 2010-05-07 | VEA | Completed | 33% | $20.83 | $18.84 | -9.59% | Stop |
| 2010-02-01 | 2010-03-08 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-12-30 | 2010-02-01 | VEA | Completed | 33% | $20.89 | $20.06 | -4.02% | Stop |