GTAA AGG 6
📊 Historical Backtest Performance
| Variant | Period | Pre-Tax CAGR | After-Tax CAGR | Final Value | Tax Drag |
|---|---|---|---|---|---|
| hold_until_replaced_extended | 27.3y | 11.33% | 8.44% | $91655 | 2.89% |
| hold_until_replaced | 27.3y | 11.30% | 8.42% | $91197 | 2.88% |
| hold_until_replaced_original13 | 27.3y | 10.31% | 7.81% | $78167 | 2.50% |
| equal_weight | 27.3y | 10.38% | 7.56% | $73365 | 2.82% |
| equal_weight_extended | 27.3y | 10.38% | 7.56% | $73365 | 2.82% |
| equal_weight_original13 | 27.3y | 9.25% | 6.86% | $61357 | 2.38% |
Backtests use lot-level FIFO accounting with realistic tax rates. See all strategies →
About This Strategy
6-Slot Rule: Always maintains 6 equal positions of 16.67% each. If fewer than 6 assets qualify (above MA200), remaining slots go to BIL (cash).
Selection: Top 6 assets ranked by average momentum score from universe of 14 ETFs.
Rebalance: Monthly on last trading day.