Capital Rotation Backtest

broad universe · groups: probable_ibd_industry · top 6 industries, ≤8/industry, cap ≥ $10B · 15% trailing stop

Equity curve

2025-07-07 → 2026-06-22 (50 weeks)

Performance

MetricStrategySPY (hold)SMH (hold)
Total return351.92%21.28%138.66%
CAGR382.61%22.30%147.87%
Max drawdown-11.63%-7.07%-10.52%
Sharpe (rfr 4%)3.541.593.28

Upcoming signal

Based on data through 2026-06-19Capital to be deployed at next Monday's open: $
TickerAllocation %Allocation $Industry
MU33%Technology: Computer-Data Storage
INTC17%Technology: Elec-Semiconductor Mfg
LRCX13%Technology: Elec-Semiconductor Equip
AMAT12%Technology: Elec-Semiconductor Equip
DELL9%Technology: Computer-Hardware/Perip
KLAC9%Technology: Elec-Semiconductor Equip
SNDK8%Technology: Computer-Data Storage

Skipped (trending down): Transportation-Truck

Weekly detail

* indicates positions sold mid-week on the 15% trailing stop
Decision dateEntry dateExit dateStrat. wk %SPY wk %SMH wk %Cumulative %#Picks
2025-07-052025-07-072025-07-141.61%-0.03%1.61%1.61%1SMH
2025-07-122025-07-142025-07-21-1.39%0.90%1.53%0.20%7JBL, FLEX, CLS, CRDO, ABTC*, XXI*, FN
2025-07-192025-07-212025-07-28-0.31%1.39%-0.31%-0.11%1SMH
2025-07-262025-07-282025-08-04-0.43%-1.85%-1.20%-0.53%4APH, TEL, WBD, OKLO*
2025-08-022025-08-042025-08-11-1.33%1.88%2.87%-1.86%3AMD, APH, TEL
2025-08-092025-08-112025-08-180.14%0.85%0.14%-1.72%1SMH
2025-08-162025-08-182025-08-251.79%0.18%-0.40%0.04%8NEM, GFI, KGC, VIV, TLK, ABTC*, CDE, TIMB
2025-08-232025-08-252025-09-02-3.63%-1.02%-3.63%-3.59%1SMH
2025-08-302025-09-022025-09-084.26%1.74%4.26%0.51%1SMH
2025-09-062025-09-082025-09-1510.98%1.70%2.94%11.55%7MU, STX, P, NTAP, WDC, SATS, CIEN
2025-09-132025-09-152025-09-227.01%0.67%4.10%19.36%6WBD, SATS, CIEN, ABTC, OKLO, LITE
2025-09-202025-09-222025-09-29-1.58%0.33%2.65%17.48%8MU, WBD, STX, P, NTAP, WDC, OKLO*, CIEN
2025-09-272025-09-292025-10-0614.98%1.09%6.41%35.08%5MU, WBD, STX, WDC, CIEN
2025-10-042025-10-062025-10-13-3.52%-1.63%-2.31%30.33%6MU, WBD, STX*, WDC*, P, OKLO
2025-10-112025-10-132025-10-207.89%1.01%2.52%40.62%4MU, P, OKLO*, RGTI*
2025-10-182025-10-202025-10-274.33%2.31%3.37%46.70%6MU, STX, WDC, P, CIEN, OKLO*
2025-10-252025-10-272025-11-035.50%0.43%2.80%54.77%7MU, WBD, STX, WDC, P, CIEN, SATS
2025-11-012025-11-032025-11-104.06%-1.23%-2.76%61.05%7MU, WBD, STX, CLS*, WDC, P, CIEN
2025-11-082025-11-102025-11-17-3.84%-1.11%-4.37%54.87%6MU, WBD, STX*, WDC*, CIEN, FSLR
2025-11-152025-11-172025-11-24-8.10%-1.05%-3.78%42.32%5MU*, WBD, WDC*, CIEN*, SNDK*
2025-11-222025-11-242025-12-016.03%2.43%6.03%50.91%1SMH
2025-11-292025-12-012025-12-085.52%1.15%5.52%59.24%1SMH
2025-12-062025-12-082025-12-15-2.71%-0.12%-2.71%54.92%1SMH
2025-12-132025-12-152025-12-226.00%0.03%1.51%64.22%6MU, NEM, WBD, STX, DAL, WDC
2025-12-202025-12-222025-12-29-2.27%0.53%0.07%60.49%4APP, MU, NEM, STX
2025-12-272025-12-292026-01-058.76%-0.15%5.26%74.55%7MU, NEM, B, STX, WDC, AU, CIEN
2026-01-032026-01-052026-01-126.20%0.60%1.03%85.37%3ASML, MU, LRCX
2026-01-102026-01-122026-01-205.33%-1.33%1.94%95.25%5ASML, MU, LRCX, AMAT, KLAC
2026-01-172026-01-202026-01-264.30%1.32%1.33%103.64%6ASML, MU, LRCX, AMAT, KLAC, NEM
2026-01-242026-01-262026-02-021.80%-0.13%0.12%107.31%5ASML, MU, LRCX, AMAT, KLAC*
2026-01-312026-02-022026-02-09-1.76%-0.02%0.01%103.67%6MU*, SLB, STX, SNDK*, WDC, CIEN*
2026-02-072026-02-092026-02-174.68%-1.35%0.95%113.19%5GLW, CIEN, LITE, ATI, CRS
2026-02-142026-02-172026-02-2315.48%1.13%2.70%146.20%5CIEN, LITE, TPL, ATI, CRS
2026-02-212026-02-232026-03-027.10%-1.33%-3.95%163.69%5CIEN, LITE, TPL, ATI, CRS
2026-02-282026-03-022026-03-09-9.00%-1.81%-5.41%139.97%6CIEN*, LITE*, KEYS, TPL, ATI, CRS
2026-03-072026-03-092026-03-160.53%0.30%5.16%141.24%4WDS, TPL, CRS, APA
2026-03-142026-03-162026-03-230.57%-1.27%-0.45%142.61%8MU, SNDK, WDC, OXY, CIEN, LITE, WDS, NTR
2026-03-212026-03-232026-03-300.00%-2.73%-4.00%142.61%0SPY below its 200-day MA
2026-03-282026-03-302026-04-060.00%2.46%4.27%142.61%0SPY below its 200-day MA
2026-04-042026-04-062026-04-130.00%3.29%10.41%142.61%0SPY below its 200-day MA
2026-04-112026-04-132026-04-204.39%4.63%6.88%153.25%7MU, LRCX, AMAT, KLAC, GLW, STX, SNDK
2026-04-182026-04-202026-04-278.62%0.62%9.59%175.08%6MU, STX, SNDK, WDC, UI, NOK
2026-04-252026-04-272026-05-045.31%0.97%0.64%189.68%6MU, LRCX, KLAC, STX, SNDK, WDC
2026-05-022026-05-042026-05-1127.79%2.27%11.28%270.18%5MU, STX, SNDK, WDC, NOK
2026-05-092026-05-112026-05-18-4.54%0.46%-0.84%253.36%6MU, SNDK*, DELL, STX, WDC, NOK
2026-05-162026-05-182026-05-267.32%1.38%4.62%279.21%6MU, STX, WDC, CIEN, NOK, LITE
2026-05-232026-05-262026-06-0111.13%0.71%0.76%321.41%7PANW, DELL, CRWD, FTNT, CIEN, NOK, LITE
2026-05-302026-06-012026-06-08-6.89%-1.59%0.19%292.38%7MU*, DELL*, PANW, CRWD, SNDK*, STX, WDC*
2026-06-062026-06-082026-06-158.09%1.14%7.75%324.13%5PANW, STX, WDC, FTNT, ODFL
2026-06-132026-06-152026-06-226.55%-0.30%4.17%351.92%7MU, ASML, LRCX, AMAT, DELL, KLAC, SNDK
2026-06-202026-06-227MU, INTC, LRCX, AMAT, DELL, KLAC, SNDK