Portfolio CAGR
23.2%
Compound Annual Growth Rate
Maximum Drawdown
-14.5%
Worst Peak-to-Trough Decline
Sharpe Ratio
1.36
Risk-Adjusted Return
Win Ratio
65%
Profitable Months
Position Status
2026년 01월 → 2026년 02월
Leveraged ADM
Weight: 33.0%
Hold
Current
TQQQ
Next Month
TQQQ
NASDAQ-100 시가총액 + 200MA
Weight: 16.5%
Change
Current
TSLA, NVDA, AVGO
Next Month
NVDA, TSLA, MSFT
↓ Rebalancing Required
SPY vs IEMG 듀얼모멘텀
Weight: 16.5%
Hold
Current
IEMG
Next Month
IEMG
GLD & RGLD
Weight: 16.5%
Hold
Current
GLD 50% + RGLD 50%
Next Month
GLD 50% + RGLD 50%
채권 모멘텀
Weight: 16.5%
Hold
Current
HYG
Next Month
HYG
Cumulative Returns
Drawdown Analysis
Strategy Performance Metrics
| Strategy | CAGR | MDD | Sharpe | Sortino | Calmar | Win Ratio |
|---|---|---|---|---|---|---|
|
NASDAQ-100 시가총액 + 200MA
|
26.9% | -31.2% | 1.01 | 1.73 | 0.88 | 62% |
|
채권 모멘텀
|
6.4% | -16.8% | 0.55 | 0.83 | 0.40 | 63% |
|
SPY vs IEMG 듀얼모멘텀
|
9.5% | -20.7% | 0.68 | 0.94 | 0.48 | 67% |
|
Leveraged ADM
|
37.2% | -27.2% | 1.17 | 1.93 | 1.34 | 67% |
|
GLD & RGLD
|
12.9% | -53.7% | 0.55 | 1.11 | 0.29 | 53% |
NASDAQ-100 Trading Volume Ranking
Portfolio Allocation
Monthly Returns Analysis