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gtaa6

v2_hold_until_replaced

Strategy Description

GTAA AGG 6 V2 - Hold Until Replaced (200-Day MA) | Proper after-tax compounding. 15 assets (Original 13 + QQQ + MTUM). Uses 200-day MA filter with 1,3,6,12-month ROC. Only trades when positions change.

Universe: ["GSG", "IAU", "VBK", "VWO", "VBR", "VEA", "VTV", "VCIT", "VGIT", "IGOV", "EFA", "QQQ", "VNQ", "MTUM", "VGLT"]

Rebalance Frequency: on_signal_change | Period: March 31, 1998 to April 30, 2026 | Top N: 6

Portfolio Value Over Time

After-tax performance

Performance Summary

28.1 years of data
Metric Value
Period March 31, 1998 to April 30, 2026 (28.1 years)
After-Tax CAGR 6.98%
Pre-Tax CAGR 9.38%
Tax Drag 2.40%
Final Value (After-Tax) $66,515 (from $10,000)
Final Value (Pre-Tax) $123,935
Total Taxes Paid $22,632
Effective Tax Rate 19.9% on gains
Maximum Drawdown -25.31%

Drawdown Analysis

Top 5 drawdowns
Rank Drawdown Peak Date Trough Date Recovery Date Duration
1 -25.31% Nov, 2007 Dec, 2008 Sep, 2009 22 mo
2 -22.20% Oct, 2018 Mar, 2020 Mar, 2021 29 mo
3 -13.12% May, 2002 Jul, 2002 Sep, 2003 16 mo
4 -13.01% Jul, 2014 Nov, 2016 Aug, 2017 37 mo
5 -11.51% Jun, 2011 Nov, 2011 Apr, 2013 22 mo

Rolling Period Analysis

Best and worst CAGR for rolling periods
Period Best CAGR Best Period Worst CAGR Worst Period
1-Year 54.73% 2008-09-30 to 2010-04-30 -25.29% 2007-10-31 to 2009-03-31
3-Year 31.70% 2003-06-30 to 2007-10-31 0.88% 2015-12-31 to 2020-03-31
5-Year 22.36% 2003-01-31 to 2010-03-31 1.55% 2013-09-30 to 2020-09-30
10-Year 14.26% 2000-05-31 to 2014-06-30 4.61% 2010-03-31 to 2024-04-30

Annual Returns

21 years
Year Pre-Tax Return After-Tax Return Tax Drag Pre-Tax Value After-Tax Value
2026 5.87% 5.87% 0.00% $123,935 $66,515
2025 13.73% 8.25% 5.48% $117,067 $62,829
2024 7.36% 5.52% 1.84% $102,937 $58,042
2021 18.89% 14.24% 4.65% $95,882 $55,006
2020 7.40% 7.40% 0.00% $80,649 $48,150
2019 3.85% 3.32% 0.54% $75,094 $44,833
2018 23.69% 15.20% 8.49% $72,307 $43,393
2015 -3.52% -5.78% 2.26% $58,456 $37,667
2014 3.66% -2.31% 5.98% $60,588 $39,977
2013 29.85% 28.51% 1.34% $58,446 $40,924
2012 3.78% -2.03% 5.80% $45,010 $31,845
2010 7.67% -1.18% 8.85% $43,373 $32,504
2009 51.59% 51.59% 0.00% $40,284 $32,893
2008 -11.50% -12.02% 0.52% $26,574 $21,698
2007 59.67% 43.38% 16.29% $30,029 $24,663
2004 13.66% 10.70% 2.96% $18,806 $17,200
2003 29.29% 26.56% 2.73% $16,546 $15,538
2002 -2.02% -2.02% 0.00% $12,797 $12,277
2001 2.74% 0.08% 2.67% $13,062 $12,530
1999 22.09% 20.75% 1.34% $12,713 $12,521
1998 4.13% 3.70% 0.43% $10,413 $10,369

Monthly Returns

Last 120 months | 238 total
Date Pre-Tax Return After-Tax Return Pre-Tax Value After-Tax Value Holdings
Apr, 2026 4.87% 4.87% $123,935 $66,515 -
Mar, 2026 0.95% 0.95% $118,178 $63,425 -
Dec, 2025 1.40% -3.49% $117,067 $62,829 -
Oct, 2025 2.53% 2.53% $115,452 $65,099 -
Sep, 2025 7.63% 7.63% $112,606 $63,494 -
Jul, 2025 -0.53% -0.53% $104,627 $58,995 -
Jun, 2025 3.63% 3.63% $105,181 $59,308 -
Apr, 2025 -0.07% -0.07% $101,495 $57,229 -
Mar, 2025 -1.71% -1.71% $101,563 $57,268 -
Feb, 2025 -3.21% -3.21% $103,328 $58,262 -
Jan, 2025 3.71% 3.71% $106,756 $60,196 -
Dec, 2024 2.30% 0.55% $102,937 $58,042 -
Oct, 2024 -1.56% -1.56% $100,624 $57,727 -
Sep, 2024 3.74% 3.74% $102,214 $58,639 -
Jul, 2024 2.82% 2.82% $98,531 $56,526 -
May, 2024 3.59% 3.59% $95,832 $54,977 -
Apr, 2024 -2.12% -2.12% $92,514 $53,074 -
Feb, 2024 2.31% 2.31% $94,515 $54,222 -
Jan, 2024 3.31% 3.31% $92,378 $52,996 -
Nov, 2023 1.55% 1.55% $89,421 $51,300 -
Oct, 2023 -1.76% -1.76% $88,058 $50,518 -
Aug, 2023 -4.05% -4.05% $89,633 $51,421 -
Jul, 2023 3.29% 3.29% $93,415 $53,591 -
Jun, 2023 0.47% 0.47% $90,441 $51,885 -
May, 2023 1.02% 1.02% $90,021 $51,644 -
Mar, 2023 0.00% 0.00% $89,114 $51,123 -
Feb, 2023 -3.59% -3.59% $89,114 $51,123 -
Jan, 2023 -0.30% -0.30% $92,430 $53,026 -
Nov, 2022 3.08% 3.08% $92,709 $53,186 -
Oct, 2022 0.16% 0.16% $89,939 $51,597 -
Sep, 2022 -0.75% -0.75% $89,796 $51,514 -
Aug, 2022 -0.34% -0.34% $90,474 $51,904 -
Jun, 2022 -1.27% -1.27% $90,780 $52,079 -
May, 2022 -0.89% -0.89% $91,947 $52,749 -
Mar, 2022 1.51% 1.51% $92,772 $53,222 -
Feb, 2022 -0.40% -0.40% $91,396 $52,433 -
Jan, 2022 -4.29% -4.29% $91,765 $52,644 -
Dec, 2021 5.28% 1.17% $95,882 $55,006 -
Nov, 2021 1.49% 1.49% $91,070 $54,372 -
Sep, 2021 -3.58% -3.58% $89,732 $53,573 -
Aug, 2021 2.92% 2.92% $93,064 $55,562 -
Jun, 2021 2.84% 2.84% $90,419 $53,983 -
Apr, 2021 3.41% 3.41% $87,925 $52,494 -
Mar, 2021 5.42% 5.42% $85,022 $50,761 -
Dec, 2020 6.69% 6.69% $80,649 $48,150 -
Nov, 2020 9.20% 9.20% $75,589 $45,129 -
Sep, 2020 -1.90% -1.90% $69,220 $41,326 -
Aug, 2020 2.29% 2.29% $70,559 $42,126 -
Jul, 2020 4.22% 4.22% $68,979 $41,183 -
Jun, 2020 1.48% 1.48% $66,188 $39,516 -
Apr, 2020 0.70% 0.70% $65,224 $38,941 -
Mar, 2020 -12.49% -12.49% $64,769 $38,669 -
Jan, 2020 -1.44% -1.44% $74,013 $44,188 -
Dec, 2019 2.60% 2.07% $75,094 $44,833 -
Oct, 2019 1.34% 1.34% $73,193 $43,924 -
Sep, 2019 0.76% 0.76% $72,226 $43,345 -
Jul, 2019 1.78% 1.78% $71,685 $43,020 -
May, 2019 -5.18% -5.18% $70,431 $42,267 -
Apr, 2019 3.00% 3.00% $74,276 $44,575 -
Feb, 2019 -0.26% -0.26% $72,116 $43,278 -
Jan, 2019 0.00% 0.00% $72,307 $43,393 -
Dec, 2018 0.20% -6.68% $72,307 $43,393 -
Nov, 2018 0.19% 0.19% $72,164 $46,499 -
Oct, 2018 -6.62% -6.62% $72,024 $46,409 -
Aug, 2018 3.22% 3.22% $77,132 $49,700 -
Jul, 2018 2.88% 2.88% $74,727 $48,151 -
May, 2018 1.07% 1.07% $72,636 $46,803 -
Apr, 2018 -0.31% -0.31% $71,870 $46,310 -
Feb, 2018 -4.20% -4.20% $72,096 $46,455 -
Jan, 2018 7.01% 7.01% $75,253 $48,490 -
Nov, 2017 1.51% 1.51% $70,325 $45,315 -
Oct, 2017 4.45% 4.45% $69,277 $44,639 -
Aug, 2017 0.42% 0.42% $66,326 $42,737 -
Jul, 2017 2.84% 2.84% $66,048 $42,559 -
Jun, 2017 0.51% 0.51% $64,224 $41,383 -
May, 2017 3.61% 3.61% $63,895 $41,171 -
Mar, 2017 1.67% 1.67% $61,668 $39,736 -
Feb, 2017 1.80% 1.80% $60,657 $39,085 -
Jan, 2017 3.41% 3.41% $59,587 $38,395 -
Nov, 2016 -2.86% -2.86% $57,621 $37,128 -
Oct, 2016 -2.73% -2.73% $59,320 $38,223 -
Sep, 2016 0.03% 0.03% $60,983 $39,294 -
Aug, 2016 0.51% 0.51% $60,964 $39,283 -
Jun, 2016 2.28% 2.28% $60,657 $39,085 -
May, 2016 0.79% 0.79% $59,303 $38,212 -
Mar, 2016 0.15% 0.15% $58,838 $37,913 -
Feb, 2016 0.50% 0.50% $58,751 $37,856 -
Dec, 2015 -0.09% -2.43% $58,456 $37,667 -
Nov, 2015 -0.13% -0.13% $58,506 $38,604 -
Sep, 2015 0.20% 0.20% $58,582 $38,654 -
Aug, 2015 -6.71% -6.71% $58,463 $38,575 -
Jul, 2015 1.25% 1.25% $62,667 $41,349 -
Jun, 2015 -0.41% -0.41% $61,891 $40,837 -
Apr, 2015 -0.66% -0.66% $62,148 $41,006 -
Mar, 2015 3.25% 3.25% $62,558 $41,277 -
Dec, 2014 1.47% -4.39% $60,588 $39,977 -
Oct, 2014 2.17% 2.17% $59,713 $41,811 -
Sep, 2014 -1.79% -1.79% $58,442 $40,921 -
Jul, 2014 -2.37% -2.37% $59,509 $41,668 -
Jun, 2014 3.96% 3.96% $60,954 $42,680 -
Apr, 2014 -0.84% -0.84% $58,634 $41,056 -
Mar, 2014 -1.14% -1.14% $59,130 $41,403 -
Feb, 2014 5.32% 5.32% $59,812 $41,880 -
Jan, 2014 -2.84% -2.84% $56,789 $39,763 -
Dec, 2013 4.56% 3.48% $58,446 $40,924 -
Oct, 2013 3.35% 3.35% $55,895 $39,546 -
Sep, 2013 4.07% 4.07% $54,084 $38,264 -
Jul, 2013 4.29% 4.29% $51,966 $36,766 -
May, 2013 0.05% 0.05% $49,827 $35,253 -
Apr, 2013 5.66% 5.66% $49,802 $35,235 -
Feb, 2013 0.26% 0.26% $47,136 $33,349 -
Jan, 2013 4.45% 4.45% $47,012 $33,261 -
Dec, 2012 2.99% -2.77% $45,010 $31,845 -
Nov, 2012 1.06% 1.06% $43,701 $32,750 -
Oct, 2012 -1.02% -1.02% $43,244 $32,407 -
Aug, 2012 1.73% 1.73% $43,689 $32,741 -
Jul, 2012 3.06% 3.06% $42,945 $32,183 -
May, 2012 -3.36% -3.36% $41,669 $31,227 -
Apr, 2012 3.01% 3.01% $43,119 $32,314 -
Feb, 2012 1.23% 1.23% $41,860 $31,370 -
Jan, 2012 2.92% 2.92% $41,352 $30,990 -
Nov, 2011 -1.09% -1.09% $40,177 $30,109 -
Oct, 2011 0.75% 0.75% $40,618 $30,440 -
Sep, 2011 -1.56% -1.56% $40,316 $30,214 -
Aug, 2011 -8.60% -8.60% $40,953 $30,691 -
Jun, 2011 -1.32% -1.32% $44,805 $33,577 -
May, 2011 0.79% 0.79% $45,404 $34,027 -
Mar, 2011 0.84% 0.84% $45,048 $33,759 -
Feb, 2011 3.53% 3.53% $44,672 $33,478 -
Jan, 2011 -0.52% -0.52% $43,149 $32,336 -
Dec, 2010 5.86% -2.84% $43,373 $32,504 -
Nov, 2010 3.40% 3.40% $40,973 $33,455 -
Sep, 2010 4.84% 4.84% $39,627 $32,356 -
Aug, 2010 1.24% 1.24% $37,798 $30,863 -
Jun, 2010 -9.67% -9.67% $37,336 $30,485 -
Apr, 2010 -0.21% -0.21% $41,335 $33,751 -
Mar, 2010 2.83% 2.83% $41,424 $33,823 -
Dec, 2009 3.60% 3.60% $40,284 $32,893 -
Nov, 2009 4.46% 4.46% $38,885 $31,750 -
Sep, 2009 9.29% 9.29% $37,226 $30,396 -
Aug, 2009 -0.63% -0.63% $34,061 $27,811 -
Jul, 2009 11.55% 11.55% $34,276 $27,987 -
Jun, 2009 15.61% 15.61% $30,727 $25,089 -
Apr, 2009 0.00% 0.00% $26,579 $21,702 -
Mar, 2009 0.02% 0.02% $26,579 $21,702 -
Dec, 2008 0.00% -0.58% $26,574 $21,698 -
Oct, 2008 0.06% 0.06% $26,574 $21,825 -
Sep, 2008 -6.15% -6.15% $26,559 $21,813 -
Jul, 2008 -3.31% -3.31% $28,301 $23,244 -
Jun, 2008 -0.07% -0.07% $29,269 $24,039 -
Apr, 2008 -0.27% -0.27% $29,291 $24,057 -
Mar, 2008 -3.73% -3.73% $29,371 $24,123 -
Feb, 2008 3.63% 3.63% $30,511 $25,059 -
Jan, 2008 -1.95% -1.95% $29,442 $24,181 -
Dec, 2007 0.48% -9.77% $30,029 $24,663 -
Nov, 2007 -5.91% -5.91% $29,885 $27,333 -
Oct, 2007 12.56% 12.56% $31,762 $29,050 -
Aug, 2007 0.85% 0.85% $28,217 $25,808 -
Jul, 2007 -1.68% -1.68% $27,980 $25,591 -
May, 2007 3.71% 3.71% $28,458 $26,028 -
Apr, 2007 3.72% 3.72% $27,439 $25,096 -
Feb, 2007 -1.14% -1.14% $26,454 $24,195 -
Jan, 2007 3.69% 3.69% $26,760 $24,475 -
Nov, 2006 3.91% 3.91% $25,808 $23,604 -
Oct, 2006 3.57% 3.57% $24,836 $22,715 -
Aug, 2006 1.55% 1.55% $23,980 $21,932 -
Jul, 2006 2.44% 2.44% $23,614 $21,598 -
Jun, 2006 -0.57% -0.57% $23,051 $21,083 -
May, 2006 -0.35% -0.35% $23,183 $21,203 -
Mar, 2006 3.63% 3.63% $23,265 $21,278 -
Feb, 2006 -0.37% -0.37% $22,451 $20,534 -
Jan, 2006 11.03% 11.03% $22,534 $20,610 -
Nov, 2005 4.76% 4.76% $20,295 $18,562 -
Oct, 2005 -4.11% -4.11% $19,373 $17,719 -
Sep, 2005 2.98% 2.98% $20,204 $18,479 -
Aug, 2005 5.21% 5.21% $19,621 $17,945 -
Jun, 2005 1.77% 1.77% $18,649 $17,056 -
May, 2005 -1.40% -1.40% $18,325 $16,760 -
Mar, 2005 -2.92% -2.92% $18,586 $16,999 -
Feb, 2005 4.01% 4.01% $19,145 $17,510 -
Jan, 2005 -2.12% -2.12% $18,407 $16,835 -
Dec, 2004 3.09% 0.40% $18,806 $17,200 -
Nov, 2004 8.87% 8.87% $18,243 $17,132 -
Sep, 2004 3.50% 3.50% $16,758 $15,737 -
Aug, 2004 -3.73% -3.73% $16,191 $15,205 -
Jun, 2004 2.59% 2.59% $16,819 $15,795 -
Apr, 2004 -5.09% -5.09% $16,394 $15,395 -
Mar, 2004 4.40% 4.40% $17,274 $16,221 -
Dec, 2003 7.71% 5.44% $16,546 $15,538 -
Oct, 2003 6.89% 6.89% $15,361 $14,736 -
Sep, 2003 5.27% 5.27% $14,370 $13,786 -
Jul, 2003 2.99% 2.99% $13,651 $13,096 -
Jun, 2003 3.04% 3.04% $13,255 $12,716 -
Apr, 2003 0.57% 0.57% $12,863 $12,340 -
Mar, 2003 -0.77% -0.77% $12,790 $12,270 -
Feb, 2003 0.27% 0.27% $12,889 $12,365 -
Jan, 2003 0.45% 0.45% $12,854 $12,332 -
Dec, 2002 1.37% 1.37% $12,797 $12,277 -
Oct, 2002 -0.36% -0.36% $12,625 $12,111 -
Sep, 2002 2.08% 2.08% $12,670 $12,155 -
Jul, 2002 -12.04% -12.04% $12,413 $11,908 -
May, 2002 -1.23% -1.23% $14,112 $13,538 -
Apr, 2002 7.13% 7.13% $14,288 $13,707 -
Feb, 2002 0.54% 0.54% $13,337 $12,795 -
Jan, 2002 1.56% 1.56% $13,265 $12,726 -
Dec, 2001 3.40% 0.72% $13,062 $12,530 -
Nov, 2001 -0.77% -0.77% $12,632 $12,441 -
Oct, 2001 -3.26% -3.26% $12,730 $12,538 -
Aug, 2001 -0.01% -0.01% $13,159 $12,960 -
Jul, 2001 2.18% 2.18% $13,160 $12,962 -
May, 2001 1.95% 1.95% $12,879 $12,685 -
Apr, 2001 0.88% 0.88% $12,633 $12,442 -
Feb, 2001 -2.42% -2.42% $12,522 $12,333 -
Jan, 2001 12.29% 12.29% $12,832 $12,639 -
Nov, 2000 -4.13% -4.13% $11,428 $11,255 -
Oct, 2000 -1.48% -1.48% $11,919 $11,740 -
Aug, 2000 3.95% 3.95% $12,099 $11,916 -
Jul, 2000 -0.61% -0.61% $11,639 $11,464 -
Jun, 2000 2.50% 2.50% $11,710 $11,534 -
May, 2000 -5.71% -5.71% $11,425 $11,252 -
Mar, 2000 1.87% 1.87% $12,117 $11,934 -
Feb, 2000 0.02% 0.02% $11,894 $11,714 -
Jan, 2000 -6.46% -6.46% $11,892 $11,713 -
Dec, 1999 8.81% 7.62% $12,713 $12,521 -
Nov, 1999 0.39% 0.39% $11,683 $11,634 -
Sep, 1999 8.22% 8.22% $11,638 $11,589 -
Aug, 1999 -2.34% -2.34% $10,754 $10,709 -
Jun, 1999 -1.19% -1.19% $11,011 $10,965 -
Apr, 1999 5.92% 5.92% $11,144 $11,097 -
Mar, 1999 1.04% 1.04% $10,521 $10,477 -
Dec, 1998 1.62% 1.62% $10,413 $10,369 -
Nov, 1998 0.00% 0.00% $10,247 $10,204 -
Sep, 1998 0.38% 0.38% $10,247 $10,204 -
Aug, 1998 0.41% 0.41% $10,208 $10,165 -
Jul, 1998 0.41% 0.41% $10,167 $10,124 -
Jun, 1998 0.41% 0.41% $10,125 $10,082 -
Apr, 1998 0.41% 0.41% $10,083 $10,041 -
Mar, 1998 0.00% 0.00% $10,041 $10,000 -
📝 Methodology: All returns calculated with lot-level FIFO accounting.
  • Short-term capital gains (≤ 1 year): 40.8% tax rate
  • Long-term capital gains (> 1 year): 23.8% tax rate
  • Tax loss carryover across years
  • Year-end tax payments with position liquidation if needed
  • Annual returns show within-year performance (Jan-Dec)