Historical Backtests
📝 Frozen archive: These backtests are no longer being refreshed.
The live GTAA AGG 6 strategy and its current canonical backtest live on
/gtaa6. The live Dual Momentum signal (VOO / VEU / AGG) is on
/dual-momentum. For the current GTAA AGG 3 signal, see
/gtaa3.
| Strategy | Variant | Period | Pre-Tax CAGR | After-Tax CAGR | Tax Drag | Final Value | Transactions | Details |
|---|---|---|---|---|---|---|---|---|
| gtaa6 | hold_until_replaced_extended | 27.3y | 11.33% | 8.44% | 2.89% | $187940 | 1006 | View → |
| gtaa6 | alt_spmo_qqqm_14 | 27.2y | 10.74% | 8.27% | 2.47% | $161140 | 996 | View → |
| gtaa6 | hold_until_replaced_spmo | 27.3y | 10.61% | 8.07% | 2.54% | $157509 | 0 | View → |
| gtaa6 | hold_until_replaced_original13 | 27.3y | 10.31% | 7.81% | 2.50% | $146152 | 991 | View → |
| gtaa3 | hold_until_replaced_extended | 27.3y | 11.28% | 7.73% | 3.55% | $185366 | 736 | View → |
| gtaa3 | hold_until_replaced | 27.3y | 11.25% | 7.72% | 3.53% | $184200 | 744 | View → |
| gtaa6 | equal_weight_extended | 27.3y | 10.38% | 7.56% | 2.82% | $148652 | 2031 | View → |
| gtaa6 | equal_weight | 27.3y | 10.38% | 7.56% | 2.82% | $148652 | 2031 | View → |
| gtaa6 | v2_equal_weight | 29.0y | 9.87% | 7.29% | 2.58% | $153255 | - | View → |
| gtaa6 | hold_until_replaced | 28.1y | 8.09% | 7.02% | 1.07% | $88818 | 0 | View → |
| gtaa6 | v2_hold_until_replaced | 28.1y | 9.38% | 6.98% | 2.40% | $123936 | - | View → |
| gtaa6 | equal_weight_original13 | 27.3y | 9.25% | 6.86% | 2.38% | $112113 | 1983 | View → |
| gtaa3 | equal_weight_extended | 27.3y | 9.82% | 6.69% | 3.13% | $129439 | 1146 | View → |
| gtaa3 | equal_weight | 27.3y | 9.82% | 6.69% | 3.13% | $129439 | 1146 | View → |
📝 Note: All backtests use lot-level FIFO accounting with realistic tax assumptions:
- Short-term gains (≤ 1 year): 40.8% tax rate
- Long-term gains (> 1 year): 23.8% tax rate
- Tax loss carryover across years
- Year-end tax payments with position liquidation if needed