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
2026-06-28
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 8.10% with a Maximum Drawdown of -18.23%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 8.64%. The model aggregates 52 completed trades with a Sharpe Ratio of 0.86.
Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.54% | 20.53% | 8.64% | 6.58% | 11.24% | 10.84% | 8.10% | 9.17% |
| Sharpe Ratio | 1.80 | 1.57 | 0.85 | 0.46 | 1.13 | 0.80 | 0.86 | 0.67 |
| Max Drawdown | -6.87% | -8.17% | -18.23% | -31.18% | -18.23% | -31.18% | -18.23% | -35.97% |
| % Time Invested | 100.0% | 100.0% | 94.1% | 100.0% | 96.9% | 100.0% | 97.4% | 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% | 🔒 Gated Action |
| VEA | Vanguard FTSE Developed Markets ETF Excess Return SMA | Investing | 33% | 🔒 33% | 🔒 Gated Action |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return SMA | Investing | 34% | 🔒 34% | 🔒 Gated Action |
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 correlation structure of the raw ETFs over the entire simulation period.
Asset Correlation Matrix
-1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Suggested assets with the lowest correlation to your active portfolio over the selected window:
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 To protect active quantitative strategies, real-time allocations, pending next-day rebalances, and recent transactions (last 7 days) are not shown for free accounts. Upgrade to Premium 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% | $92.07 | $86.90 | -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% | $117.07 | $126.59 | 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% | $136.87 | $122.63 | -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% | $95.90 | $121.90 | 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% | $98.88 | $93.02 | -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% | $91.17 | $97.21 | 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% | $86.03 | $93.33 | 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% | $86.68 | $85.55 | -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% | $75.64 | $72.58 | -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% | $66.76 | $76.67 | 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 |
| 2009-07-17 | 2010-05-07 | QQQ | Completed | 33% | $32.30 | $40.12 | 24.15% | Stop |
| 2009-06-30 | 2010-03-26 | TLT | Completed | 34% | $57.11 | $55.29 | -3.23% | Signal |
| 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 |
| 2009-07-17 | 2009-12-30 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-10-08 | 2009-07-17 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2009-06-08 | 2009-06-30 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-02-25 | 2009-06-08 | TLT | Completed | 34% | $63.05 | $54.82 | -13.11% | Stop |
| 2009-02-02 | 2009-02-25 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-08-29 | 2009-02-02 | TLT | Completed | 34% | $46.73 | $62.32 | 33.31% | Stop |
| 2008-09-30 | 2008-10-08 | QQQ | Completed | 33% | $32.48 | $27.51 | -15.34% | Stop |
| 2008-09-08 | 2008-09-30 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2008-02-04 | 2008-09-08 | QQQ | Completed | 33% | $39.16 | $37.88 | -3.33% | Stop |
| 2008-01-10 | 2008-02-04 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-05-31 | 2008-01-10 | QQQ | Completed | 33% | $40.56 | $40.75 | 0.42% | Stop |
| 2007-04-16 | 2007-05-31 | CASH (CASH) | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2006-08-07 | 2007-04-16 | QQQ | Completed | 33% | $31.56 | $38.43 | 21.69% | Signal |
| 2006-07-13 | 2006-08-29 | CASH (CASH) | Interest | 34% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2006-07-14 | 2006-08-07 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2004-08-31 | 2006-07-14 | QQQ | Completed | 33% | $28.68 | $31.04 | 8.18% | Stop |
| 2004-07-26 | 2006-07-13 | TLT | Completed | 34% | $41.28 | $45.18 | 9.40% | Signal |
| 2004-08-09 | 2004-08-31 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2003-08-20 | 2004-08-09 | QQQ | Completed | 33% | $27.05 | $27.66 | 2.20% | Stop |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2001-05-18 | 2003-08-20 | CASH (CASH) | Interest | 33% | $1.00 | $1.04 | 4.05% | Interest Income |
| 2001-04-04 | 2001-05-18 | QQQ | Completed | 33% | $29.25 | $40.14 | 37.18% | Signal |
| 2001-03-13 | 2001-04-04 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2001-03-02 | 2001-03-13 | QQQ | Completed | 33% | $39.77 | $36.05 | -9.41% | Stop |
| 2001-02-28 | 2001-03-02 | CASH (CASH) | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |