GTAA AGG 3
📊 Historical Backtest Performance
| Variant | Period | Pre-Tax CAGR | After-Tax CAGR | Final Value | Tax Drag |
|---|---|---|---|---|---|
| hold_until_replaced_extended | 27.3y | 11.28% | 7.73% | $76432 | 3.55% |
| hold_until_replaced | 27.3y | 11.25% | 7.72% | $76328 | 3.53% |
| equal_weight | 27.3y | 9.82% | 6.69% | $58759 | 3.13% |
| equal_weight_extended | 27.3y | 9.82% | 6.69% | $58759 | 3.13% |
Backtests use lot-level FIFO accounting with realistic tax rates. See all strategies →
About This Strategy
3-Slot Rule: Always maintains 3 equal positions of 33.33% each. If fewer than 3 assets qualify (above MA200), remaining slots go to BIL (cash).
Selection: Top 3 assets ranked by average momentum score from universe of 14 ETFs.
Rebalance: Monthly on last trading day.