Momentum Portfolio Performance Tracker

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Details
ETFPulse-Fusion-D
ETFPulse-Fusion-UD
ETFPulse-Fusion-D1.5x
StockPulse-MoMo10
StockPulse-Mega10
Strategy
Defensive
Ultra Defensive
Defensive 1.5x
Momentum + Quality + Growth
Quality Mega Stocks
Instruments
GLD , QQQ
GLD , QQQ , CASH
GLD, QQQ , QLD , UGL
10 Stocks
10 Stocks
CAGR
14.31%
12.51%
18.1%
21%
15.42%
Max DrawDown
22%
17%
34%
32%
33%
Profit factor
2.66
3.00
2.14
–
–
Rebalance Period
Quarterly
Quarterly
Quarterly
Monthly
Annually
Start Period
2006
2006
2008
2010
2010
Live Test from
2021
2021
2021
2025
2021

Prior 2021 is backtested data. Data is updated quarterly (Last: July 2025)

Portfolio Profile

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ETFPulse-Fusion

Performance
• 13–19% CAGR since 2006
• Calmar: 1.6–2.5 | Sharpe: 1.4–2.1


All-Weather Resilience
• Rotates across Nasdaq-100, Gold, and Cash
• Positive or shallow drawdowns during major crises (2008, 2018, 2022)
• Low Max drawdown

Execution
• Quarterly rebalanced, rule-based
• Uses only high-liquidity ETFs
• End-of-day execution
• Fully compounded

Suitability
✅ Institution-grade — appropriate for large-scale mandates, overlays, and retirement strategies
✅ Fits into low-touch, tactical asset allocation frameworks

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StockPulse-MoMo10

Performance
• Target CAGR: 30% more than index
• Historical data is less reliable due to survivorship bias

Resilience
• Allocates to top momentum stocks with strong historical and recent performance
•Drawdowns align with index, but concentrated in high-performing leaders

Execution
• Monthly rebalanced, rules-driven
• 10-stock equal weight portfolio from S&P500
• High liquidity, minimal slippage
• Fully compounded

Suitability
🟡 Advanced retail and institutional satellite allocation
✅ Complements core equity with an alpha-seeking active sleeve

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StockPulse-Mega10

Performance
• 15.5% CAGR since 2010
• Annualized volatility ~25%


Resilience
• Focused on high-ownership large-cap market leaders
• Low turnover; avoids noise
• Allocated to durable macro and sector trends

Execution
• Annually rebalanced, rule-based
• Top 10 mega-cap equal-weighted stocks
• Ultra-low turnover and trading cost
• Fully compounded

Suitability
✅ Institutional and HNW-friendly
✅ Suited for core equity exposure in low-churn mandates or passive equity sleeves

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