Portfolio CAGR
21.5%
Compound Annual Growth Rate
Maximum Drawdown
-14.3%
Worst Peak-to-Trough Decline
Sharpe Ratio
1.23
Risk-Adjusted Return
Win Ratio
66%
Profitable Months
Position Status
2026년 03월 → 2026년 04월
Leveraged ADM
Weight: 33.0%
Change
Current
IEMG
Next Month
SHV
↓ Rebalancing Required
NASDAQ-100 시가총액 + 200MA
Weight: 16.5%
Change
Current
NVDA, TSLA, MSFT
Next Month
CASH
↓ 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
TLT
Next Month
TLT
Investment Calculator
| Strategy | Ticker | Weight (%) | Allocation ($) | Price ($) | Shares |
|---|
Cumulative Returns
Drawdown Analysis
Strategy Performance Metrics
| Strategy | CAGR | MDD | Sharpe | Sortino | Calmar | Win Ratio |
|---|---|---|---|---|---|---|
|
NASDAQ-100 시가총액 + 200MA
|
25.1% | -31.2% | 0.95 | 1.66 | 0.83 | 62% |
|
채권 모멘텀
|
6.5% | -19.9% | 0.56 | 0.86 | 0.34 | 64% |
|
SPY vs IEMG 듀얼모멘텀
|
8.6% | -20.7% | 0.61 | 0.80 | 0.45 | 67% |
|
Leveraged ADM
|
31.2% | -27.2% | 1.01 | 1.59 | 1.17 | 67% |
|
GLD & RGLD
|
11.8% | -53.7% | 0.51 | 0.98 | 0.27 | 53% |
Leveraged ADM Momentum Score (2M MA)
| Date | TQQQ | IEMG | SHV | TLT | Signal |
|---|---|---|---|---|---|
| 2025-03 | -0.417 | -0.005 | +0.037 | +0.002 | SHV |
| 2025-04 | -0.714 | -0.007 | +0.036 | -0.008 | SHV |
| 2025-05 | -0.262 | +0.093 | +0.036 | -0.067 | SHV |
| 2025-06 | +0.343 | +0.250 | +0.035 | -0.049 | TQQQ |
| 2025-07 | +0.680 | +0.307 | +0.034 | +0.009 | TQQQ |
| 2025-08 | +0.638 | +0.301 | +0.035 | -0.025 | TQQQ |
| 2025-09 | +0.871 | +0.354 | +0.036 | +0.017 | TQQQ |
| 2025-10 | +1.328 | +0.393 | +0.035 | +0.076 | TQQQ |
| 2025-11 | +1.049 | +0.320 | +0.034 | +0.103 | TQQQ |
| 2025-12 | +0.478 | +0.216 | +0.034 | +0.053 | TQQQ |
| 2026-01 | +0.194 | +0.276 | +0.034 | -0.013 | IEMG |
| 2026-02 ← Current | +0.017 | +0.415 | +0.033 | +0.057 | IEMG |
| Next Month | -0.418 | +0.208 | +0.031 | +0.023 | SHV |
Bond Momentum Score (6M)
| Date | HYG | TLT | IEF | TIP | SHY | BIL | Signal |
|---|---|---|---|---|---|---|---|
| 2025-03 | +1.12% | -5.26% | -0.98% | +1.11% | +1.52% | +2.31% | HYG |
| 2025-04 | +2.22% | -1.20% | +3.53% | +2.57% | +2.94% | +2.19% | HYG |
| 2025-05 | +2.31% | -6.23% | +1.23% | +1.54% | +2.42% | +2.18% | HYG |
| 2025-06 | +5.55% | +3.23% | +5.57% | +4.78% | +3.07% | +2.51% | HYG |
| 2025-07 | +3.27% | +0.81% | +3.65% | +2.94% | +1.92% | +1.72% | HYG |
| 2025-08 | +3.84% | -4.28% | +2.80% | +2.50% | +2.40% | +2.12% | HYG |
| 2025-09 | +5.96% | +0.33% | +3.09% | +2.10% | +2.24% | +2.08% | HYG |
| 2025-10 | +5.85% | +3.19% | +2.79% | +3.16% | +1.79% | +2.14% | HYG |
| 2025-11 | +4.79% | +6.90% | +5.11% | +3.73% | +2.46% | +2.06% | HYG |
| 2025-12 | +2.92% | +0.97% | +2.35% | +1.61% | +1.88% | +1.68% | HYG |
| 2026-01 | +4.38% | +2.87% | +3.35% | +2.84% | +2.80% | +2.33% | HYG |
| 2026-02 ← Current | +2.76% | +7.22% | +3.86% | +2.38% | +2.14% | +1.93% | TLT |
| Next Month | +0.28% | -1.70% | +0.23% | +0.08% | +1.44% | +2.19% | TLT |
SPY vs IEMG Dual Momentum (12M)
| Date | SPY (12M) | IEMG (12M) | Signal |
|---|---|---|---|
| 2025-03 | +8.3% | +7.9% | SPY |
| 2025-04 | +11.9% | +8.2% | SPY |
| 2025-05 | +13.2% | +11.2% | SPY |
| 2025-06 | +15.0% | +15.7% | IEMG |
| 2025-07 | +16.2% | +15.7% | SPY |
| 2025-08 | +15.9% | +17.9% | IEMG |
| 2025-09 | +17.6% | +18.7% | IEMG |
| 2025-10 | +21.4% | +26.9% | IEMG |
| 2025-11 | +14.8% | +27.8% | IEMG |
| 2025-12 | +17.8% | +33.1% | IEMG |
| 2026-01 | +16.3% | +41.0% | IEMG |
| 2026-02 ← Current | +16.8% | +47.9% | IEMG |
| Next Month | +16.8% | +47.9% | IEMG |
NASDAQ-100 Trading Volume Ranking
Monthly Returns Analysis