Dual Momentum signals for 2013-05
A public monthly snapshot built from the showcase data contract. It shows the Basic-DualMomentum holding signal and plan-level performance context.
日本語版はこちら →Basic-DualMomentum holding signal
Basic-DualMomentum
XLU
Month-end cumulative multiple: ×3Showcase data through: 2026-07-31
Relative assets: SPY / QQQ · Safe-haven asset: XLU
Plan summary
Average and best plan results use the public showcase fields; best results retain the existing up to convention.
| Plan | Portfolios | Average ×N | Best ×N | CAGR | Sharpe | MDD |
|---|---|---|---|---|---|---|
| Basic | 2 | ×65 | up to ×114 | up to +39.2% | 1.11 | -23.3% |
| Standard | 16 | ×233 | up to ×772 | up to +52.2% | 1.28 | -22.8% |
| Premium | 24 | ×247 | up to ×1,069 | up to +68.7% | 1.40 | -21.2% |
SPY / TQQQ comparison
| Benchmark | ×N | CAGR | Sharpe | MDD |
|---|---|---|---|---|
| S&P 500 (SPY) | ×11 | +11.2% | 0.74 | -52.9% |
| TQQQ | ×312 | +41.6% | 0.90 | -80.1% |
Not investment advice. Public summary only; no private portfolio names or secret values are shown.