GTAA AGG 6

Strategy: Top 6 assets by 1/3/6/12 composite ROC with a SMA200 trend filter
Universe: 15 ETFs, K-1-free (alt_bci_oilk_15)
Allocation: 6 equal slots of 16.67% each — unfilled slots → BIL
Signal Date: 2026-06-18
Last Updated: 2026-06-21

Current Holdings

Ticker Allocation Price SMA200 Composite ROC Rank
OILK 16.67% $49.96 $42.87 24.33% 3
QQQM 16.67% $304.52 $258.44 27.88% 2
SPMO 16.67% $159.90 $124.22 39.44% 1
VBK 16.67% $356.54 $314.92 21.26% 5
VEA 16.67% $72.31 $64.00 22.36% 4
VWO 16.67% $60.77 $55.48 18.18% 6

📊 Backtest: alt_bci_oilk_15

GTAA AGG 6 alt SPMO+QQQM 14-target universe (hold_until_replaced). Top-6 by 1/3/6/12 composite ROC, SMA200 trend filter. Proxies: SPMO=VFINX→SPY→MTUM→SPMO; QQQM=QQQ pre-2020-10-13. Codex run_ids: pre_tax=72b9c90a-73f1-40b9-b86a-b2880b5fb15f, taxable=769a3801-8fe8-45d6-85b6-3c110c55622f. Pre-tax CAGR 10.49%, max DD -17.75%. After-tax CAGR 7.99%, max DD -23.04%.

Portfolio Value Over Time

Performance Summary

MetricValue
PeriodJanuary 29, 1999 to May 1, 2026 (27.2 years)
Pre-Tax CAGR10.49%
After-Tax CAGR7.99%
Tax Drag2.50%
Final Value (Pre-Tax)$151,523 (from $10,000)
Final Value (After-Tax)$81,199
Total Taxes Paid$23,253
Effective Tax Rate16.4% on gains
Total Transactions1017 (37/yr)
Maximum Drawdown (Pre-Tax)-17.75%
Maximum Drawdown (After-Tax)-23.04%

Drawdown Analysis (After-Tax, Top 5)

Rank Drawdown Peak Trough Recovery Duration
1 -23.04% Oct, 2007 Dec, 2008 Mar, 2010 29 mo
2 -15.46% Apr, 2011 Dec, 2011 Jul, 2013 27 mo
3 -15.36% Sep, 2018 Mar, 2020 Nov, 2020 26 mo
4 -15.00% May, 2002 Mar, 2003 Aug, 2003 15 mo
5 -14.94% Oct, 2021 Feb, 2023 Jun, 2024 32 mo

Rolling Period Analysis (After-Tax)

Period Best CAGR Best Period Worst CAGR Worst Period
1-Year 46.01% 2003-03-31 → 2004-03-31 -20.08% 2007-10-31 → 2008-10-31
3-Year 21.66% 2003-04-30 → 2006-04-28 -2.81% 2000-03-31 → 2003-03-31
5-Year 19.19% 2002-10-31 → 2007-10-31 -0.36% 2007-10-31 → 2012-10-31
10-Year 10.31% 2001-04-30 → 2011-04-29 3.56% 2010-04-30 → 2020-04-30

Annual Returns

Year Pre-Tax Return After-Tax Return Tax Drag Pre-Tax Value After-Tax Value
2026 8.95% 4.74% 4.21% $151,523 $81,199
2025 23.48% 21.81% 1.67% $139,077 $77,524
2024 16.91% 14.84% 2.08% $112,629 $63,643
2023 5.53% 5.53% -0.00% $96,337 $55,421
2022 -6.22% -7.30% 1.08% $91,291 $52,518
2021 21.07% 12.77% 8.30% $97,343 $56,651
2020 14.14% 14.14% 0.00% $80,404 $50,237
2019 11.18% 7.99% 3.19% $70,441 $44,012
2018 1.61% -2.38% 3.99% $63,359 $40,756
2017 21.06% 19.42% 1.64% $62,355 $41,750
2016 6.07% 5.26% 0.81% $51,505 $34,960
2015 -7.04% -10.40% 3.36% $48,556 $33,213
2014 10.88% 7.68% 3.20% $52,231 $37,067
2013 30.38% 29.76% 0.62% $47,106 $34,424
2012 7.62% 5.16% 2.46% $36,130 $26,528
2011 -6.25% -7.45% 1.20% $33,570 $25,225
2010 7.37% 3.02% 4.35% $35,809 $27,257
2009 32.07% 28.54% 3.52% $33,351 $26,458
2008 -14.42% -18.04% 3.62% $25,254 $20,583
2007 20.32% 16.91% 3.41% $29,507 $25,113
2006 24.67% 22.33% 2.34% $24,523 $21,481
2005 11.24% 9.08% 2.17% $19,671 $17,560
2004 10.88% 4.83% 6.05% $17,683 $16,098
2003 40.58% 37.59% 2.99% $15,948 $15,357
2002 -2.26% -2.37% 0.10% $11,345 $11,161
2001 2.38% 1.34% 1.04% $11,607 $11,432
2000 -6.57% -7.04% 0.47% $11,337 $11,281
1999 21.20% 21.20% 0.00% $12,134 $12,134

Monthly Returns (328 months)

Date Pre-Tax Return After-Tax Return Pre-Tax Value After-Tax Value Holdings
Apr, 2026 5.04% 0.99% $151,523 $81,199 BCIIAUOILKQQQMSPMOVEA
Mar, 2026 -5.15% -5.15% $144,247 $80,406 BCIIAUOILKVBRVEAVTV
Feb, 2026 3.82% 3.82% $152,078 $84,771 BCIIAUVBRVEAVTVVWO
Jan, 2026 5.32% 5.32% $146,480 $81,651 BCIIAUQQQMVEAVTVVWO
Dec, 2025 0.93% -0.44% $139,077 $77,524 IAUQQQMSPMOVBKVEAVWO
Nov, 2025 0.63% 0.63% $137,794 $77,863 BCIIAUQQQMSPMOVEAVWO
Oct, 2025 2.38% 2.38% $136,929 $77,374 IAUQQQMSPMOVBKVEAVWO
Sep, 2025 5.46% 5.46% $133,742 $75,574 IAUQQQMSPMOVBKVEAVWO
Aug, 2025 3.09% 3.09% $126,824 $71,664 IAUQQQMSPMOVBKVEAVWO
Jul, 2025 0.05% 0.05% $123,022 $69,516 IAUQQQMSPMOVBKVEAVWO
Jun, 2025 4.14% 4.14% $122,956 $69,479 IAUIGOVQQQMSPMOVEAVWO
May, 2025 3.06% 3.06% $118,068 $66,717 IAUIGOVQQQMSPMOVEAVWO
Apr, 2025 -0.09% -0.09% $114,561 $64,735 IAUIGOVSPMOVEAVGITVWO
Mar, 2025 -1.02% -1.02% $114,669 $64,796 BCIIAUVEAVNQVTVVWO
Feb, 2025 -1.57% -1.57% $115,847 $65,462 BCIIAUQQQMSPMOVNQVTV
Jan, 2025 4.50% 4.50% $117,694 $66,505 IAUQQQMSPMOVBKVBRVTV
Dec, 2024 -5.29% -6.97% $112,629 $63,643 IAUQQQMSPMOVBKVBRVTV
Nov, 2024 5.04% 5.04% $118,924 $68,415 IAUSPMOVBKVBRVNQVTV
Oct, 2024 -0.46% -0.46% $113,218 $65,132 IAUQQQMSPMOVBKVNQVTV
Sep, 2024 2.61% 2.61% $113,744 $65,435 IAUQQQMSPMOVNQVTVVWO
Aug, 2024 2.51% 2.51% $110,846 $63,768 IAUQQQMSPMOVBRVNQVTV
Jul, 2024 0.60% 0.60% $108,128 $62,204 IAUQQQMSPMOVBRVNQVTV
Jun, 2024 2.19% 2.19% $107,487 $61,835 IAUOILKQQQMSPMOVTVVWO
May, 2024 4.55% 4.55% $105,188 $60,513 IAUQQQMSPMOVBRVEAVTV
Apr, 2024 -4.48% -4.48% $100,615 $57,882 IAUQQQMSPMOVBKVBRVTV
Mar, 2024 3.66% 3.66% $105,336 $60,598 OILKQQQMSPMOVBKVBRVTV
Feb, 2024 5.94% 5.94% $101,618 $58,459 QQQMSPMOVBKVBRVEAVTV
Jan, 2024 -0.44% -0.44% $95,918 $55,180 QQQMSPMOVBKVBRVEAVTV
Dec, 2023 3.24% 3.24% $96,337 $55,421 QQQMSPMOVBKVBRVEAVNQ
Nov, 2023 2.78% 2.78% $93,313 $53,681 IAUOILKQQQMSPMOVEAVWO
Oct, 2023 -1.24% -1.24% $90,792 $52,231 BCIIAUOILKQQQMSPMOBIL
Sep, 2023 -2.67% -2.67% $91,929 $52,885 BCIOILKQQQMSPMOBIL
Aug, 2023 -3.33% -3.33% $94,455 $54,338 IAUOILKQQQMSPMOVBKVEA
Jul, 2023 3.66% 3.66% $97,705 $56,208 IAUQQQMVBKVBRVEAVWO
Jun, 2023 2.58% 2.58% $94,255 $54,223 QQQMSPMOVBKVBRVEAVTV
May, 2023 -0.94% -0.94% $91,885 $52,860 IAUQQQMVBKVCITVEAVGIT
Apr, 2023 0.66% 0.66% $92,759 $53,362 IAUQQQMVCITVEAVTVVWO
Mar, 2023 2.12% 2.12% $92,148 $53,011 IAUQQQMVBKVBRVEAVTV
Feb, 2023 -3.89% -3.89% $90,233 $51,909 IAUQQQMVBKVBRVEAVTV
Jan, 2023 2.84% 2.84% $93,884 $54,010 IAUVBKVBRVEAVTVVWO
Dec, 2022 -2.28% -3.40% $91,291 $52,518 IAUSPMOVEAVTVBIL
Nov, 2022 1.64% 1.64% $93,416 $54,366 SPMOVBRVEAVTVBIL
Oct, 2022 0.23% 0.23% $91,905 $53,487 SPMOVTVBIL
Sep, 2022 -3.26% -3.26% $91,690 $53,362 BIL
Aug, 2022 -0.99% -0.99% $94,784 $55,162 BCIOILKBIL
Jul, 2022 0.32% 0.32% $95,727 $55,711 BCIOILKBIL
Jun, 2022 -4.26% -4.26% $95,424 $55,535 BCIOILKBIL
May, 2022 1.65% 1.65% $99,666 $58,003 BCIOILKVTVBIL
Apr, 2022 -1.64% -1.64% $98,050 $57,063 BCIIAUOILKBIL
Mar, 2022 4.33% 4.33% $99,685 $58,015 BCIIAUOILKVBRVNQVTV
Feb, 2022 1.36% 1.36% $95,548 $55,607 BCIIAUOILKVBRVTVBIL
Jan, 2022 -3.16% -3.16% $94,265 $54,860 BCIOILKVNQVTVBIL
Dec, 2021 4.89% -2.30% $97,343 $56,651 OILKQQQMSPMOVBRVNQVTV
Nov, 2021 -4.99% -4.99% $92,800 $57,982 BCIQQQMSPMOVBRVNQVTV
Oct, 2021 6.19% 6.19% $97,676 $61,029 BCIOILKQQQMSPMOVBRVNQ
Sep, 2021 -2.13% -2.13% $91,986 $57,473 BCIOILKQQQMSPMOVBRVNQ
Aug, 2021 0.73% 0.73% $93,992 $58,727 OILKQQQMSPMOVBRVNQVTV
Jul, 2021 1.61% 1.61% $93,308 $58,299 BCIOILKQQQMVBRVNQVTV
Jun, 2021 1.93% 1.93% $91,826 $57,374 BCIOILKQQQMVBRVNQVTV
May, 2021 1.35% 1.35% $90,083 $56,285 BCIOILKVBRVEAVNQVTV
Apr, 2021 4.33% 4.33% $88,881 $55,533 BCIOILKQQQMVBKVBRVTV
Mar, 2021 -0.22% -0.22% $85,188 $53,226 OILKQQQMVBKVBRVTVVWO
Feb, 2021 4.93% 4.93% $85,373 $53,342 BCIOILKQQQMVBKVBRVWO
Jan, 2021 1.19% 1.19% $81,359 $50,834 OILKQQQMSPMOVBKVBRVWO
Dec, 2020 5.79% 5.79% $80,404 $50,237 QQQMSPMOVBKVBRVEAVWO
Nov, 2020 6.14% 6.14% $76,002 $47,486 QQQMSPMOVBKVBRVEAVWO
Oct, 2020 -1.56% -1.56% $71,606 $44,740 IAUQQQMSPMOVBKVCITVWO
Sep, 2020 -2.35% -2.35% $72,742 $45,450 IAUQQQMSPMOVBKVGLTVWO
Aug, 2020 3.18% 3.18% $74,490 $46,542 IAUQQQMSPMOVBKVGLTVWO
Jul, 2020 6.42% 6.42% $72,191 $45,105 IAUQQQMSPMOVBKVGLTVWO
Jun, 2020 2.47% 2.47% $67,836 $42,384 IAUQQQMSPMOVBKVCITVGLT
May, 2020 1.63% 1.63% $66,201 $41,363 IAUQQQMSPMOVBKVGITVGLT
Apr, 2020 1.36% 1.36% $65,137 $40,698 IAUQQQMVCITVGITVGLTBIL
Mar, 2020 -1.27% -1.27% $64,261 $40,151 IAUVGITVGLTBIL
Feb, 2020 -3.75% -3.75% $65,091 $40,669 IAUIGOVQQQMVCITVGITVGLT
Jan, 2020 -4.00% -4.00% $67,627 $42,253 IAUQQQMSPMOVBKVGLTVNQ
Dec, 2019 1.55% -1.37% $70,441 $44,012 OILKQQQMVBKVEAVTVVWO
Nov, 2019 0.33% 0.33% $69,369 $44,622 IAUQQQMVBKVGLTVNQVTV
Oct, 2019 1.20% 1.20% $69,139 $44,473 IAUQQQMVCITVGLTVNQVTV
Sep, 2019 -0.74% -0.74% $68,321 $43,947 IAUQQQMSPMOVCITVGLTVNQ
Aug, 2019 3.01% 3.01% $68,828 $44,274 IAUQQQMVCITVGITVGLTVNQ
Jul, 2019 1.08% 1.08% $66,819 $42,981 IAUQQQMSPMOVBKVGLTVNQ
Jun, 2019 3.05% 3.05% $66,107 $42,523 IAUQQQMVBKVCITVGLTVNQ
May, 2019 -2.82% -2.82% $64,149 $41,264 IAUSPMOVCITVGITVGLTVNQ
Apr, 2019 1.34% 1.34% $66,014 $42,464 QQQMSPMOVBKVGLTVNQVTV
Mar, 2019 2.09% 2.09% $65,140 $41,901 QQQMSPMOVBKVCITVGLTVNQ
Feb, 2019 -0.37% -0.37% $63,809 $41,045 IAUVBKVCITVGITVGLTVNQ
Jan, 2019 1.09% 1.09% $64,047 $41,198 IAUIGOVVCITVGITVGLTVNQ
Dec, 2018 -2.48% -6.31% $63,359 $40,756 IAUVCITVGITVGLTBIL
Nov, 2018 0.88% 0.88% $64,967 $43,499 VGITVNQVTVBIL
Oct, 2018 -9.10% -9.10% $64,402 $43,121 VNQBIL
Sep, 2018 0.80% 0.80% $70,853 $47,440 OILKQQQMSPMOVBKVBRVTV
Aug, 2018 4.13% 4.13% $70,293 $47,065 OILKQQQMSPMOVBKVBRVTV
Jul, 2018 1.23% 1.23% $67,503 $45,197 OILKQQQMSPMOVBKVBRVTV
Jun, 2018 1.94% 1.94% $66,684 $44,649 OILKQQQMSPMOVBKVBRVTV
May, 2018 1.73% 1.73% $65,414 $43,798 BCIOILKQQQMSPMOVBKVBR
Apr, 2018 0.53% 0.53% $64,298 $43,051 OILKQQQMSPMOVBKVEAVWO
Mar, 2018 -1.15% -1.15% $63,962 $42,826 IGOVOILKQQQMSPMOVBKVWO
Feb, 2018 -2.97% -2.97% $64,709 $43,326 OILKQQQMSPMOVBKVTVVWO
Jan, 2018 6.96% 6.96% $66,692 $44,654 OILKQQQMSPMOVEAVTVVWO
Dec, 2017 1.45% 0.07% $62,355 $41,750 OILKQQQMSPMOVBKVEAVWO
Nov, 2017 1.97% 1.97% $61,466 $41,721 QQQMSPMOVBKVEAVTVVWO
Oct, 2017 3.55% 3.55% $60,276 $40,913 QQQMSPMOVBKVEAVTVVWO
Sep, 2017 1.53% 1.53% $58,207 $39,509 QQQMSPMOVBKVEAVTVVWO
Aug, 2017 0.94% 0.94% $57,331 $38,915 QQQMSPMOVBKVEAVTVVWO
Jul, 2017 2.93% 2.93% $56,800 $38,554 QQQMSPMOVBKVEAVTVVWO
Jun, 2017 0.66% 0.66% $55,181 $37,455 QQQMSPMOVBKVEAVTVVWO
May, 2017 1.03% 1.03% $54,818 $37,209 QQQMSPMOVBKVEAVTVVWO
Apr, 2017 1.35% 1.35% $54,261 $36,831 QQQMVBKVBRVEAVTVVWO
Mar, 2017 0.31% 0.31% $53,537 $36,339 QQQMVBKVBRVEAVTVVWO
Feb, 2017 2.56% 2.56% $53,372 $36,227 QQQMSPMOVBKVBRVTVVWO
Jan, 2017 1.04% 1.04% $52,038 $35,322 BCIQQQMVBKVBRVTVVWO
Dec, 2016 1.48% 0.71% $51,505 $34,960 BCIOILKQQQMVBKVBRVTV
Nov, 2016 0.23% 0.23% $50,752 $34,715 BCIQQQMVBKVBRVTVVWO
Oct, 2016 -2.76% -2.76% $50,637 $34,636 IAUQQQMVBRVCITVTVVWO
Sep, 2016 -0.10% -0.10% $52,075 $35,620 IAUQQQMVBKVBRVGLTVWO
Aug, 2016 -1.34% -1.34% $52,129 $35,657 IAUVBRVGLTVNQVTVVWO
Jul, 2016 2.29% 2.29% $52,837 $36,141 IAUIGOVVBRVGLTVNQVWO
Jun, 2016 4.35% 4.35% $51,655 $35,333 IAUIGOVVCITVGLTVNQVTV
May, 2016 -0.71% -0.71% $49,501 $33,860 IAUIGOVVBRVGLTVNQVTV
Apr, 2016 0.86% 0.86% $49,856 $34,102 IAUIGOVVCITVGLTVNQVTV
Mar, 2016 2.66% 2.66% $49,432 $33,812 IAUIGOVSPMOVCITVGLTVNQ
Feb, 2016 1.21% 1.21% $48,152 $32,936 IAUIGOVVCITVGITVGLTVNQ
Jan, 2016 -2.02% -2.02% $47,575 $32,542 IGOVVCITVGITVGLTVNQBIL
Dec, 2015 -0.63% -4.22% $48,556 $33,213 QQQMSPMOVGITVNQBIL
Nov, 2015 0.19% 0.19% $48,862 $34,676 QQQMSPMOVCITVGITVNQVTV
Oct, 2015 -0.12% -0.12% $48,769 $34,611 QQQMSPMOVCITVGITVNQVTV
Sep, 2015 0.20% 0.20% $48,829 $34,653 VCITVGITVGLTBIL
Aug, 2015 -6.29% -6.29% $48,731 $34,583 VGITBIL
Jul, 2015 1.42% 1.42% $52,003 $36,905 QQQMSPMOVBKVBRVEAVTV
Jun, 2015 -1.99% -1.99% $51,277 $36,390 QQQMSPMOVBKVBRVGITVTV
May, 2015 1.09% 1.09% $52,316 $37,127 QQQMSPMOVBKVBRVGLTVTV
Apr, 2015 -1.34% -1.34% $51,752 $36,727 QQQMSPMOVBKVBRVGLTVTV
Mar, 2015 -0.17% -0.17% $52,456 $37,227 QQQMSPMOVBKVBRVGLTVNQ
Feb, 2015 0.13% 0.13% $52,543 $37,289 QQQMSPMOVBRVGLTVNQVTV
Jan, 2015 0.46% 0.46% $52,473 $37,239 QQQMSPMOVCITVGITVGLTVNQ
Dec, 2014 0.71% -2.20% $52,231 $37,067 QQQMSPMOVBRVGLTVNQVTV
Nov, 2014 2.60% 2.60% $51,865 $37,902 QQQMSPMOVBRVGLTVNQVTV
Oct, 2014 3.32% 3.32% $50,552 $36,942 QQQMSPMOVBRVGLTVNQVTV
Sep, 2014 -3.62% -3.62% $48,929 $35,756 QQQMSPMOVCITVGLTVNQVTV
Aug, 2014 4.07% 4.07% $50,768 $37,100 QQQMSPMOVBRVNQVTVVWO
Jul, 2014 -2.05% -2.05% $48,780 $35,648 QQQMSPMOVBRVNQVTVVWO
Jun, 2014 2.28% 2.28% $49,799 $36,392 OILKQQQMSPMOVBRVNQVTV
May, 2014 2.01% 2.01% $48,688 $35,580 QQQMSPMOVBRVEAVNQVTV
Apr, 2014 -0.38% -0.38% $47,728 $34,879 QQQMSPMOVBKVBRVEAVTV
Mar, 2014 -0.05% -0.05% $47,911 $35,012 QQQMSPMOVBKVBRVEAVTV
Feb, 2014 4.94% 4.94% $47,937 $35,031 QQQMSPMOVBKVBRVEAVTV
Jan, 2014 -3.02% -3.02% $45,682 $33,383 QQQMSPMOVBKVBRVEAVTV
Dec, 2013 2.45% 1.96% $47,106 $34,424 QQQMSPMOVBKVBRVEAVTV
Nov, 2013 2.63% 2.63% $45,982 $33,762 QQQMSPMOVBKVBRVEAVTV
Oct, 2013 3.93% 3.93% $44,803 $32,897 QQQMSPMOVBKVBRVEAVTV
Sep, 2013 4.88% 4.88% $43,111 $31,654 QQQMSPMOVBKVBRVEAVTV
Aug, 2013 -2.52% -2.52% $41,107 $30,183 QQQMSPMOVBKVBRVEAVTV
Jul, 2013 5.93% 5.93% $42,171 $30,964 QQQMSPMOVBKVBRVEAVTV
Jun, 2013 -1.59% -1.59% $39,811 $29,231 QQQMSPMOVBKVBRVEAVTV
May, 2013 0.67% 0.67% $40,453 $29,702 QQQMSPMOVBKVBRVEAVTV
Apr, 2013 2.52% 2.52% $40,185 $29,505 SPMOVBKVBRVEAVNQVTV
Mar, 2013 3.57% 3.57% $39,198 $28,781 SPMOVBKVBRVEAVNQVTV
Feb, 2013 0.32% 0.32% $37,849 $27,790 SPMOVBKVBRVEAVNQVTV
Jan, 2013 4.43% 4.43% $37,730 $27,703 SPMOVBKVBRVEAVTVVWO
Dec, 2012 2.45% 0.11% $36,130 $26,528 VBKVBRVEAVNQVTVVWO
Nov, 2012 0.89% 0.89% $35,265 $26,499 SPMOVBRVCITVEAVNQVTV
Oct, 2012 -1.92% -1.92% $34,953 $26,264 SPMOVBKVBRVCITVEAVTV
Sep, 2012 0.85% 0.85% $35,636 $26,778 QQQMSPMOVBKVBRVNQVTV
Aug, 2012 1.37% 1.37% $35,336 $26,552 QQQMSPMOVBRVGLTVNQVTV
Jul, 2012 1.41% 1.41% $34,860 $26,195 QQQMSPMOVCITVGLTVNQVTV
Jun, 2012 1.97% 1.97% $34,375 $25,830 QQQMSPMOVBRVGLTVNQVTV
May, 2012 -2.53% -2.53% $33,712 $25,332 QQQMSPMOVCITVGITVGLTVNQ
Apr, 2012 -0.32% -0.32% $34,586 $25,989 QQQMSPMOVCITVGLTVNQVTV
Mar, 2012 1.08% 1.08% $34,698 $26,073 QQQMSPMOVBKVBRVNQVTV
Feb, 2012 -0.06% -0.06% $34,326 $25,794 OILKQQQMSPMOVBKVGLTVNQ
Jan, 2012 2.32% 2.32% $34,348 $25,810 IAUQQQMVCITVGITVGLTVNQ
Dec, 2011 -0.88% -2.15% $33,570 $25,225 OILKSPMOVCITVGITVGLTVNQ
Nov, 2011 -0.46% -0.46% $33,867 $25,779 IAUOILKQQQMVCITVGITVGLT
Oct, 2011 0.59% 0.59% $34,024 $25,898 IAUQQQMVCITVGITVGLTVNQ
Sep, 2011 -3.98% -3.98% $33,823 $25,745 IAUIGOVVCITVGITVGLTBIL
Aug, 2011 -2.36% -2.36% $35,226 $26,813 BCIIAUIGOVVCITVGITVGLT
Jul, 2011 -1.29% -1.29% $36,078 $27,462 BCIIAUQQQMSPMOVBKVNQ
Jun, 2011 -3.85% -3.85% $36,551 $27,822 QQQMSPMOVBKVBRVEAVNQ
May, 2011 -3.02% -3.02% $38,015 $28,936 BCIOILKQQQMVBKVBRVNQ
Apr, 2011 4.30% 4.30% $39,200 $29,838 BCIIAUOILKVBKVBRVNQ
Mar, 2011 0.27% 0.27% $37,582 $28,607 BCIOILKQQQMVBKVBRVNQ
Feb, 2011 4.03% 4.03% $37,479 $28,529 BCIQQQMVBKVBRVEAVNQ
Jan, 2011 0.61% 0.61% $36,027 $27,423 BCIQQQMSPMOVBKVBRVNQ
Dec, 2010 5.78% 1.50% $35,809 $27,257 BCIIAUQQQMVBKVBRVNQ
Nov, 2010 -0.18% -0.18% $33,852 $26,855 IAUQQQMVBKVBRVNQVWO
Oct, 2010 2.63% 2.63% $33,913 $26,904 BCIIAUQQQMVBKVNQVWO
Sep, 2010 3.39% 3.39% $33,044 $26,214 IAUQQQMVCITVGLTVNQVWO
Aug, 2010 -0.92% -0.92% $31,961 $25,355 IAUVCITVGITVGLTVNQVWO
Jul, 2010 1.43% 1.43% $32,258 $25,591 IAUVBKVBRVGLTVNQVWO
Jun, 2010 -3.55% -3.55% $31,804 $25,231 IAUVCITVGITVGLTVNQBIL
May, 2010 -8.78% -8.78% $32,974 $26,158 IAUQQQMVBKVBRVGLTVNQ
Apr, 2010 3.65% 3.65% $36,147 $28,676 OILKQQQMSPMOVBKVBRVNQ
Mar, 2010 8.11% 8.11% $34,874 $27,666 QQQMSPMOVBKVBRVNQVWO
Feb, 2010 3.76% 3.76% $32,258 $25,591 QQQMSPMOVBKVBRVNQVWO
Jan, 2010 -6.78% -6.78% $31,090 $24,664 QQQMVBKVBRVEAVNQVWO
Dec, 2009 5.51% 2.69% $33,351 $26,458 QQQMVBKVBRVEAVNQVWO
Nov, 2009 6.34% 6.34% $31,610 $25,764 QQQMVBKVBRVEAVNQVWO
Oct, 2009 -3.97% -3.97% $29,725 $24,227 IAUOILKQQQMVEAVNQVWO
Sep, 2009 6.62% 6.62% $30,954 $25,230 QQQMVBKVBRVEAVNQVWO
Aug, 2009 2.12% 2.12% $29,032 $23,663 QQQMVBKVBRVEAVNQVWO
Jul, 2009 7.11% 7.11% $28,429 $23,171 IAUQQQMVBKVBRVEAVWO
Jun, 2009 -0.59% -0.59% $26,543 $21,634 IAUIGOVQQQMVBKVEAVWO
May, 2009 5.40% 5.40% $26,700 $21,762 IAUIGOVQQQMVBKVEAVWO
Apr, 2009 -0.51% -0.51% $25,331 $20,646 IAUIGOVQQQMVWOBIL
Mar, 2009 -0.19% -0.19% $25,460 $20,752 IAUIGOVBIL
Feb, 2009 0.19% 0.19% $25,508 $20,790 IAUIGOVBIL
Jan, 2009 0.81% 0.81% $25,459 $20,750 IAUIGOVBIL
Dec, 2008 0.56% -3.70% $25,254 $20,583 IAUIGOVBIL
Nov, 2008 0.00% 0.00% $25,113 $21,374 IGOVBIL
Oct, 2008 -5.08% -5.08% $25,113 $21,373 BIL
Sep, 2008 -5.65% -5.65% $26,458 $22,518 VNQBIL
Aug, 2008 -3.50% -3.50% $28,041 $23,866 IGOVOILKVBKVBRVNQBIL
Jul, 2008 -4.40% -4.40% $29,059 $24,732 BCIIAUIGOVOILKBIL
Jun, 2008 0.78% 0.78% $30,395 $25,869 BCIIAUIGOVOILKBIL
May, 2008 3.04% 3.04% $30,159 $25,669 BCIIAUIGOVOILKQQQMVWO
Apr, 2008 1.80% 1.80% $29,269 $24,911 BCIIAUIGOVOILKVEAVWO
Mar, 2008 -2.57% -2.57% $28,751 $24,469 BCIIAUIGOVOILKBIL
Feb, 2008 4.41% 4.41% $29,510 $25,116 BCIIAUIGOVOILKVWOBIL
Jan, 2008 -4.22% -4.22% $28,262 $24,054 BCIIAUIGOVOILKBIL
Dec, 2007 2.04% -0.85% $29,507 $25,113 BCIIAUOILKQQQMVEAVWO
Nov, 2007 -5.29% -5.29% $28,916 $25,328 BCIIAUOILKQQQMVEAVWO
Oct, 2007 7.46% 7.46% $30,532 $26,744 IAUOILKQQQMVBKVEAVWO
Sep, 2007 6.08% 6.08% $28,413 $24,888 BCIIAUQQQMVBKVEAVWO
Aug, 2007 0.63% 0.63% $26,785 $23,461 QQQMSPMOVBKVEAVTVVWO
Jul, 2007 -0.83% -0.83% $26,617 $23,315 IAUQQQMSPMOVBKVEAVWO
Jun, 2007 0.55% 0.55% $26,840 $23,510 QQQMSPMOVBKVEAVTVVWO
May, 2007 3.48% 3.48% $26,694 $23,382 QQQMSPMOVBKVEAVTVVWO
Apr, 2007 2.94% 2.94% $25,797 $22,597 QQQMVBKVEAVNQVTVVWO
Mar, 2007 1.25% 1.25% $25,061 $21,952 VBKVBRVEAVNQVTVVWO
Feb, 2007 -1.34% -1.34% $24,752 $21,681 IAUVBRVEAVNQVTVVWO
Jan, 2007 2.30% 2.30% $25,087 $21,975 SPMOVBRVEAVNQVTVVWO
Dec, 2006 1.34% -0.56% $24,523 $21,481 IAUVBRVEAVNQVTVVWO
Nov, 2006 4.08% 4.08% $24,200 $21,602 IAUVBRVEAVNQVTVVWO
Oct, 2006 3.83% 3.83% $23,251 $20,755 SPMOVBRVEAVNQVTVVWO
Sep, 2006 0.07% 0.07% $22,392 $19,988 IAUSPMOVEAVNQVTVVWO
Aug, 2006 1.70% 1.70% $22,376 $19,974 IAUVBRVEAVNQVTVVWO
Jul, 2006 1.88% 1.88% $22,001 $19,640 IAUSPMOVEAVNQVTVVWO
Jun, 2006 -0.26% -0.26% $21,595 $19,277 IAUVBRVEAVNQVTVVWO
May, 2006 -5.12% -5.12% $21,651 $19,327 IAUVBKVBRVEAVNQVWO
Apr, 2006 3.96% 3.96% $22,819 $20,369 IAUVBKVBRVEAVNQVWO
Mar, 2006 3.37% 3.37% $21,949 $19,593 IAUVBKVBRVEAVNQVWO
Feb, 2006 -0.40% -0.40% $21,233 $18,954 IAUVBKVBRVEAVNQVWO
Jan, 2006 8.37% 8.37% $21,318 $19,029 IAUVBKVBRVEAVNQVWO
Dec, 2005 2.82% 0.82% $19,671 $17,560 IAUQQQMVBKVEAVNQVWO
Nov, 2005 4.54% 4.54% $19,131 $17,417 IAUQQQMVBKVEAVNQVWO
Oct, 2005 -4.16% -4.16% $18,301 $16,661 BCIIAUVBKVEAVNQVWO
Sep, 2005 3.30% 3.30% $19,095 $17,384 BCIIAUVBKVEAVNQVWO
Aug, 2005 -0.64% -0.64% $18,485 $16,829 BCIVBKVBRVEAVNQVWO
Jul, 2005 4.87% 4.87% $18,604 $16,937 VBKVBRVEAVNQVTVVWO
Jun, 2005 2.87% 2.87% $17,739 $16,149 IAUVBKVBRVEAVNQVWO
May, 2005 1.74% 1.74% $17,245 $15,699 VBKVBRVEAVNQVTVVWO
Apr, 2005 -2.21% -2.21% $16,949 $15,430 IAUVBRVEAVNQVTVVWO
Mar, 2005 -2.88% -2.88% $17,333 $15,779 BCIIAUVBRVEAVTVVWO
Feb, 2005 4.33% 4.33% $17,846 $16,247 IAUVBRVEAVNQVTVVWO
Jan, 2005 -3.27% -3.27% $17,104 $15,572 IAUVBRVEAVNQVTVVWO
Dec, 2004 3.00% -2.62% $17,683 $16,098 IAUVBRVEAVNQVTVVWO
Nov, 2004 6.41% 6.41% $17,168 $16,532 IAUVBRVEAVNQVTVVWO
Oct, 2004 2.61% 2.61% $16,133 $15,535 BCIIAUVBRVEAVNQVWO
Sep, 2004 3.12% 3.12% $15,723 $15,140 BCIIAUVBRVNQVTVVWO
Aug, 2004 2.04% 2.04% $15,248 $14,682 BCIVBRVEAVNQVTVVWO
Jul, 2004 -4.61% -4.61% $14,943 $14,388 BCISPMOVBRVEAVNQVTV
Jun, 2004 1.37% 1.37% $15,665 $15,084 QQQMSPMOVBKVBRVEAVTV
May, 2004 1.24% 1.24% $15,453 $14,880 BCIVBKVBRVEAVNQVWO
Apr, 2004 -9.00% -9.00% $15,264 $14,698 BCIVBKVBRVEAVTVVWO
Mar, 2004 1.78% 1.78% $16,773 $16,151 IAUVBKVBRVEAVNQVWO
Feb, 2004 2.26% 2.26% $16,479 $15,868 IAUVBKVBRVEAVNQVWO
Jan, 2004 1.05% 1.05% $16,115 $15,518 IAUVBKVBRVEAVNQVWO
Dec, 2003 3.92% 1.71% $15,948 $15,357 IAUQQQMVBKVBRVEAVWO
Nov, 2003 3.80% 3.80% $15,346 $15,099 IAUQQQMVBKVBRVEAVWO
Oct, 2003 7.61% 7.61% $14,784 $14,546 IAUQQQMVBKVBRVEAVWO
Sep, 2003 0.46% 0.46% $13,739 $13,517 IAUQQQMVBKVEAVNQVWO
Aug, 2003 5.77% 5.77% $13,676 $13,455 IAUQQQMVBKVBRVNQVWO
Jul, 2003 4.35% 4.35% $12,929 $12,721 IAUQQQMVBKVBRVNQVWO
Jun, 2003 1.42% 1.42% $12,390 $12,190 IAUQQQMSPMOVBKVTVVWO
May, 2003 6.24% 6.24% $12,216 $12,019 IAUIGOVQQQMVBKVNQVTV
Apr, 2003 2.27% 2.27% $11,498 $11,313 IGOVQQQMSPMOVBKVNQVTV
Mar, 2003 -0.91% -0.91% $11,243 $11,061 IGOVQQQMVNQBIL
Feb, 2003 -0.60% -0.60% $11,347 $11,163 IAUIGOVQQQMBIL
Jan, 2003 0.62% 0.62% $11,415 $11,230 IAUIGOVBIL
Dec, 2002 0.43% 0.32% $11,345 $11,161 IAUIGOVBIL
Nov, 2002 0.09% 0.09% $11,296 $11,126 IGOVBIL
Oct, 2002 -0.01% -0.01% $11,286 $11,116 IGOVBIL
Sep, 2002 -0.65% -0.65% $11,287 $11,117 IGOVBIL
Aug, 2002 0.38% 0.38% $11,361 $11,190 IAUIGOVVNQBIL
Jul, 2002 -9.66% -9.66% $11,319 $11,148 IGOVVNQBIL
Jun, 2002 -5.17% -5.17% $12,529 $12,340 IAUIGOVVBRVEAVNQVWO
May, 2002 1.64% 1.64% $13,213 $13,013 IAUIGOVVBKVBRVNQVWO
Apr, 2002 2.18% 2.18% $12,999 $12,803 IAUIGOVVBKVBRVNQVWO
Mar, 2002 5.47% 5.47% $12,721 $12,529 IAUIGOVVBKVBRVNQVWO
Feb, 2002 1.70% 1.70% $12,062 $11,880 IAUIGOVVBKVBRVNQVWO
Jan, 2002 2.18% 2.18% $11,861 $11,681 IAUIGOVVBKVBRVNQVWO
Dec, 2001 3.31% 2.26% $11,607 $11,432 IAUIGOVVBKVBRVNQVWO
Nov, 2001 0.11% 0.11% $11,236 $11,180 IAUIGOVVBKVBRVNQBIL
Oct, 2001 -0.39% -0.39% $11,223 $11,167 IAUIGOVBIL
Sep, 2001 -2.64% -2.64% $11,267 $11,211 IAUIGOVVNQBIL
Aug, 2001 0.96% 0.96% $11,573 $11,515 IAUIGOVVBRVNQBIL
Jul, 2001 -1.68% -1.68% $11,462 $11,405 IAUIGOVVBKVBRVNQBIL
Jun, 2001 1.38% 1.38% $11,658 $11,600 IAUIGOVVBKVBRVNQBIL
May, 2001 2.28% 2.28% $11,499 $11,442 IAUIGOVVBRVNQVTVBIL
Apr, 2001 1.51% 1.51% $11,243 $11,186 IAUIGOVVBRVNQVTVBIL
Mar, 2001 -3.12% -3.12% $11,076 $11,020 IGOVVBRVNQBIL
Feb, 2001 -1.47% -1.47% $11,433 $11,375 IAUIGOVVBRVNQVTVBIL
Jan, 2001 2.34% 2.34% $11,603 $11,545 IAUIGOVVBRVNQVTVBIL
Dec, 2000 6.42% 5.89% $11,337 $11,281 IAUIGOVVBRVNQVTVBIL
Nov, 2000 -3.62% -3.62% $10,653 $10,653 IAUIGOVVBRVNQVTVBIL
Oct, 2000 -0.28% -0.28% $11,053 $11,053 IGOVVBKVBRVNQVTVBIL
Sep, 2000 -3.09% -3.09% $11,084 $11,084 IGOVVBKVBRVNQVTVBIL
Aug, 2000 2.34% 2.34% $11,437 $11,437 QQQMSPMOVBKVBRVNQVTV
Jul, 2000 -0.83% -0.83% $11,176 $11,176 IGOVSPMOVBRVNQVTVBIL
Jun, 2000 3.62% 3.62% $11,269 $11,269 QQQMSPMOVBKVBRVEAVNQ
May, 2000 -4.52% -4.52% $10,876 $10,876 QQQMSPMOVBKVBRVNQVTV
Apr, 2000 -5.46% -5.46% $11,391 $11,391 QQQMSPMOVBKVBRVEAVWO
Mar, 2000 0.63% 0.63% $12,049 $12,049 QQQMSPMOVBKVBRVEAVWO
Feb, 2000 3.74% 3.74% $11,973 $11,973 IGOVSPMOVBKVBRVEAVWO
Jan, 2000 -4.89% -4.89% $11,541 $11,541 IAUIGOVSPMOVBKVEAVWO
Dec, 1999 9.14% 9.14% $12,134 $12,134 IAUSPMOVBKVEAVTVVWO
Nov, 1999 3.81% 3.81% $11,118 $11,118 IAUSPMOVBKVEAVTVVWO
Oct, 1999 -0.31% -0.31% $10,710 $10,710 IAUSPMOVBKVEAVTVVWO
Sep, 1999 1.69% 1.69% $10,743 $10,743 IAUIGOVVBKVBRVEAVWO
Aug, 1999 -1.96% -1.96% $10,565 $10,565 IAUSPMOVBRVEAVTVVWO
Jul, 1999 -1.73% -1.73% $10,776 $10,776 SPMOVBKVBRVEAVTVVWO
Jun, 1999 5.62% 5.62% $10,966 $10,966 IAUSPMOVBRVEAVTVVWO
May, 1999 -4.41% -4.41% $10,382 $10,382 SPMOVBKVBRVEAVTVVWO
Apr, 1999 5.76% 5.76% $10,862 $10,862 IAUIGOVSPMOVEAVTVVWO
Mar, 1999 4.11% 4.11% $10,271 $10,271 IGOVSPMOVEAVTVVWOBIL
Feb, 1999 -1.47% -1.47% $9,865 $9,865 IGOVSPMOVEAVTVVWOBIL
Jan, 1999 0.00% 0.00% $10,012 $10,012 IGOVSPMOVEAVTVBIL
📝 Methodology: Backtest computed by tiingo_stocks_codex with strict audit mode, lot-level FIFO accounting, and 23.8% LT / 40.8% ST tax rates. Proxy splices: SPMO via VFINX → SPY → MTUM → SPMO; QQQM via QQQ pre-2020-10-13; BCI via PCRIX pre-2017-03; OILK via USO → DBO pre-2016-09.