Performance Comparison
| 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 | hold_until_replaced | 27.3y | 11.30% | 8.42% | 2.88% | $186658 | 992 | 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 | 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 → |
| dual_momentum | roc12_ma200 | 29.3y | 10.83% | 6.51% | 4.32% | $204257 | 725 | 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