Thesis

No forward-looking thesis was provided.

Goal

Beat SPY with backward-looking momentum; test 12mo vs 6mo lookback

Primary metric: After-tax total return vs built-in SPY benchmark on the same cashflow schedule

Period

Simulation range

2016-01-05 -> 2026-06-12

Starting value

202,897.02

Principal contributed

515,000.00

Ending cash

311.06

Strategy Rules

Momentum Rotation (12-month lookback) 1.1

• Selection uses only trailing 12-month price return and market cap as of the sim date
• No forward knowledge; mechanical quarterly rotation
• Dual-momentum: hold cash when fewer than 10 names have positive 12mo momentum

Result

Ending value

5,352,747.34Portfolio value at the final available date

Total gain/loss

+4,837,747.34+939.37%

Avg yearly gain

+31.62%Money-weighted annualized return using the recorded deposit schedule

SPY yearly gain

+15.40%SPY ending value: 1,621,857.81

Max drawdown

-49.85%10 open positions at the end of the run

Run Facts

Largest position

18.53%

Cash position

311.06 (0.01%)

Unique stocks traded

124

Tax Profile

Unrealized gain exposure

+2,730,730.19

Long-term tax

360,104.99

Short-term tax

42,707.39

Dividend tax

10,527.66

Total estimated tax

413,346.38

Strategy Check

• The strategy followed the trading-universe rule: 124 user-selected stocks were traded, with 409 buys and 388 sells.
• The strategy met the capital-growth goal in absolute terms, finishing with a 939.37% return on contributed principal.
• The path was volatile: maximum drawdown reached -49.85%.

Note

auto-strategy-sweep single run: one-axis lookback variant (12mo) off the v1.0 6mo winner. CLI-only, 1-10 day hops, monthly contribution, data-grounded notes, clean stop at the 2026-06-12 data boundary.

Positions At Report Date

As of 2026-06-12