Portfolio CAGR
20.8%
Compound Annual Growth Rate
Maximum Drawdown
-14.3%
Worst Peak-to-Trough Decline
Sharpe Ratio
1.19
Risk-Adjusted Return
Win Ratio
63%
Profitable Months
Position Status
2026년 08월 → 2026년 09월
Leveraged ADM
Weight: 33.0%
Hold
Current
TQQQ
Next Month
TQQQ
NASDAQ-100 거래대금 상위
Weight: 16.5%
Change
Current
MU, NVDA, MSFT
Next Month
MU, NVDA, SNDK (잠정·2026-07 거래대금·현 구성종목)
↓ 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
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 거래대금 상위
|
24.3% | -30.4% | 0.87 | 1.66 | 0.85 | 57% |
|
채권 모멘텀
|
6.6% | -19.6% | 0.57 | 0.85 | 0.35 | 65% |
|
SPY vs IEMG 듀얼모멘텀
|
9.4% | -19.8% | 0.66 | 0.91 | 0.50 | 67% |
|
Leveraged ADM
|
28.8% | -28.0% | 0.94 | 1.44 | 1.07 | 66% |
|
GLD & RGLD
|
10.6% | -53.6% | 0.47 | 0.93 | 0.25 | 53% |
Leveraged ADM Momentum Score (2M MA)
| Date | TQQQ | IEMG | SHV | TLT | Signal |
|---|---|---|---|---|---|
| 2025-09 | +0.638 | +0.301 | +0.035 | -0.025 | TQQQ |
| 2025-10 | +0.871 | +0.354 | +0.036 | +0.017 | TQQQ |
| 2025-11 | +1.328 | +0.393 | +0.035 | +0.076 | TQQQ |
| 2025-12 | +1.049 | +0.320 | +0.034 | +0.103 | TQQQ |
| 2026-01 | +0.478 | +0.216 | +0.034 | +0.053 | TQQQ |
| 2026-02 | +0.194 | +0.276 | +0.034 | -0.013 | IEMG |
| 2026-03 | +0.017 | +0.415 | +0.033 | +0.057 | IEMG |
| 2026-04 | -0.333 | +0.253 | +0.031 | +0.039 | TLT |
| 2026-05 | +0.076 | +0.194 | +0.030 | -0.061 | IEMG |
| 2026-06 | +1.220 | +0.398 | +0.030 | -0.069 | TQQQ |
| 2026-07 | +1.641 | +0.465 | +0.029 | -0.023 | TQQQ |
| 2026-08 ← Current | +0.792 | +0.248 | +0.029 | -0.042 | TQQQ |
| Next Month | +0.122 | +0.040 | +0.030 | -0.101 | TQQQ |
Bond Momentum Score (6M)
| Date | HYG | TLT | IEF | TIP | SHY | BIL | Signal |
|---|---|---|---|---|---|---|---|
| 2025-09 | +3.89% | -4.26% | +2.81% | +2.75% | +2.40% | +2.11% | HYG |
| 2025-10 | +5.97% | +0.39% | +3.13% | +2.49% | +2.24% | +2.11% | HYG |
| 2025-11 | +5.83% | +3.18% | +2.78% | +2.69% | +1.76% | +2.13% | HYG |
| 2025-12 | +4.78% | +6.89% | +5.09% | +3.56% | +2.46% | +2.05% | HYG |
| 2026-01 | +3.40% | +1.35% | +2.65% | +1.97% | +2.17% | +2.05% | HYG |
| 2026-02 | +3.88% | +2.49% | +3.03% | +2.49% | +2.47% | +1.99% | HYG |
| 2026-03 | +2.75% | +7.22% | +3.86% | +2.14% | +2.11% | +1.88% | TLT |
| 2026-04 | +0.87% | -0.87% | +0.79% | +0.33% | +1.34% | +1.84% | TLT |
| 2026-05 | +2.42% | -3.05% | -0.07% | +1.09% | +1.20% | +1.77% | TLT |
| 2026-06 | +2.10% | -2.79% | -1.06% | +1.06% | +0.83% | +1.81% | HYG |
| 2026-07 | +1.69% | +1.03% | -0.06% | +1.23% | +0.60% | +1.74% | HYG |
| 2026-08 ← Current | +0.92% | -3.46% | -1.22% | +0.02% | +0.55% | +1.78% | HYG |
| Next Month | +1.20% | -7.43% | -3.40% | -1.22% | +0.05% | +1.53% | HYG |
SPY vs IEMG Dual Momentum (12M)
| Date | SPY (12M) | IEMG (12M) | Signal |
|---|---|---|---|
| 2025-09 | +15.9% | +17.9% | IEMG |
| 2025-10 | +17.5% | +18.7% | IEMG |
| 2025-11 | +21.4% | +26.9% | IEMG |
| 2025-12 | +14.8% | +27.8% | IEMG |
| 2026-01 | +17.7% | +32.6% | IEMG |
| 2026-02 | +16.3% | +41.0% | IEMG |
| 2026-03 | +16.8% | +47.9% | IEMG |
| 2026-04 | +17.6% | +33.1% | IEMG |
| 2026-05 | +31.1% | +49.2% | IEMG |
| 2026-06 | +29.8% | +51.6% | IEMG |
| 2026-07 | +22.2% | +41.5% | IEMG |
| 2026-08 ← Current | +19.5% | +31.9% | IEMG |
| Next Month | +19.5% | +31.9% | IEMG |
NASDAQ-100 Trading Volume Ranking
Monthly Returns Analysis