Prices to Nov 3, 2026 · paper tracking starts Nov 4, 2026.
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Pick up to four strategies to see them on one chart, with each one’s yearly return.
Four strategies on one chart, hypothetical, from Feb 1, 2010 to Nov 3, 2026: Country momentum rotation +6.4%; Dual momentum +8.5%; Sector momentum rotation +10.2%; Trend following +4.6% a year.
Growth of $10,000
Feb 1, 2010 to Nov 3, 2026 · after costsNov 3, 2026Back-testCountry momentum rotation$27,712+177.1%Dual momentum$39,376+293.8%Sector momentum rotation$50,638+406.4%Trend following$21,228+112.3%60/40 baseline$48,056+380.6%
$10,000$50.6k$48.1k$39.4k$27.7k$21.2k
Feb 2010Jun 2013Oct 2016Feb 2020Jun 2023Nov 2026
Drawdown
Worst in rangeCountry momentum rotation−41.4%Dual momentum−31.8%Sector momentum rotation−30.2%Trend following−13.7%60/40 baseline−21.2%
−40%−30%−20%−10%0%
Feb 2010Jun 2013Oct 2016Feb 2020Jun 2023Nov 2026
Correlation
Daily returns · Feb 1, 2010 to Nov 3, 2026| Country | Dual | Sector | Trend | 60/40 base | |
|---|---|---|---|---|---|
| Country | 1.00 | 0.80 | 0.73 | 0.62 | 0.80 |
| Dual | 0.80 | 1.00 | 0.79 | 0.67 | 0.88 |
| Sector | 0.73 | 0.79 | 1.00 | 0.68 | 0.85 |
| Trend | 0.62 | 0.67 | 0.68 | 1.00 | 0.64 |
| 60/40 base | 0.80 | 0.88 | 0.85 | 0.64 | 1.00 |
Scorecards side by side
Feb 1, 2010 to Nov 3, 2026
| Measure | Country momentum rotation | Dual momentum | Sector momentum rotation | Trend following | 60/40 baseline |
|---|---|---|---|---|---|
| Total return | +183.9% | +313.2% | +407.7% | +112.5% | +382.3% |
| Annualised | +6.4% | +8.8% | +10.2% | +4.6% | +9.9% |
| Volatility | 18.8% | 14.9% | 16.0% | 7.4% | 10.1% |
| Max drawdown | −41.4% | −31.8% | −30.2% | −13.7% | −21.2% |
| Sharpe ratio | 0.35 | 0.54 | 0.60 | 0.45 | 0.84 |
| Sortino ratio | 0.49 | 0.76 | 0.84 | 0.63 | 1.24 |
| Calmar ratio | 0.16 | 0.28 | 0.34 | 0.34 | 0.46 |
Green marks the leader on each row. Weekly returns, the 60/40 baseline as the reference. Paper tracking starts Nov 4, 2026.
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ETFIQ Strategy Lab, Compare, data as of Nov 3, 2026. https://etfiq.com/models/strategies/compare/
Computed by ETFIQ from Tiingo daily prices. Data sourced by Tiingo.