Capital Rotation Backtest

top 6 industries, ≤8/industry, cap ≥ $10B · 15% trailing stop

Equity curve

2025-07-14 → 2026-06-29 (50 weeks)

Performance

MetricStrategySPY (hold)SMH (hold)
Total return283.99%19.50%115.49%
CAGR307.17%20.43%122.82%
Max drawdown-11.71%-7.07%-10.52%
Sharpe (rfr 4%)3.171.422.73

Upcoming signal

Based on data through 2026-07-03Capital to be deployed at next Monday's open: $
TickerAllocation %Allocation $Weekly Change %4-Week Change %Industry
PANW33%14.42%27.94%Technology: Computer Sftwr-Security
DELL30%-1.29%-0.02%Technology: Computer-Hardware/Perip
CRWD23%10.67%15.63%Technology: Computer Sftwr-Security
FTNT13%3.24%8.00%Technology: Computer Sftwr-Security

Skipped (trending down): Computer-Data Storage, Elec-Semiconductor Equip

Weekly detail

* indicates positions sold mid-week on the 15% trailing stop
Decision dateEntry dateExit dateStrat. wk %SPY wk %SMH wk %Cumulative %#Picks
2025-07-122025-07-142025-07-211.13%0.90%1.53%1.13%6JBL, SOFI, FLEX, CLS, FN, SATS
2025-07-192025-07-212025-07-28-3.36%1.39%-0.31%-2.27%5UI, SOFI, CRS, ATI, OKLO*
2025-07-262025-07-282025-08-043.20%-1.85%-1.20%0.86%3GEV, SNPS, PTC
2025-08-022025-08-042025-08-11-2.10%1.88%2.87%-1.26%4AMD, GEV, RBLX, VRT
2025-08-092025-08-112025-08-180.14%0.85%0.14%-1.13%1SMH
2025-08-162025-08-182025-08-254.57%0.18%-0.40%3.39%3GLW, B, SOFI
2025-08-232025-08-252025-09-020.95%-1.02%-3.63%4.38%4B, UI, SOFI, CELH
2025-08-302025-09-022025-09-0811.27%1.74%4.26%16.14%5B, UI, SOFI, SATS, OKLO
2025-09-062025-09-082025-09-158.91%1.70%2.94%26.49%9MU, B, STX, WDC, CLS, NTAP, SATS, P, FLEX
2025-09-132025-09-152025-09-224.87%0.67%4.10%32.65%6MU, GLW, WBD, STX, WDC, CRDO
2025-09-202025-09-222025-09-29-1.11%0.33%2.65%31.18%6MU, GLW, WBD, STX, WDC, CRDO*
2025-09-272025-09-292025-10-0614.84%1.09%6.41%50.65%5MU, GLW, WBD, STX, WDC
2025-10-042025-10-062025-10-13-5.33%-1.63%-2.31%42.62%6MU, STX*, WBD, WDC*, CRDO, P
2025-10-112025-10-132025-10-208.41%1.01%2.52%54.61%4MU, P, OKLO*, RGTI*
2025-10-182025-10-202025-10-275.88%2.31%3.37%63.70%4MU, GLW, STX, WDC
2025-10-252025-10-272025-11-035.74%0.43%2.80%73.09%6MU, GLW, WBD, STX, WDC, CLS
2025-11-012025-11-032025-11-104.32%-1.23%-2.76%80.57%6MU, GLW, WBD, STX, WDC, CLS*
2025-11-082025-11-102025-11-17-3.65%-1.11%-4.37%73.98%6MU, GLW, STX*, WBD, WDC*, SNDK*
2025-11-152025-11-172025-11-24-8.36%-1.05%-3.78%59.43%5MU*, WBD, WDC*, SNDK*, CIEN*
2025-11-222025-11-242025-12-016.03%2.43%6.03%69.04%1SMH
2025-11-292025-12-012025-12-085.52%1.15%5.52%78.37%1SMH
2025-12-062025-12-082025-12-15-2.71%-0.12%-2.71%73.54%1SMH
2025-12-132025-12-152025-12-225.85%0.03%1.51%83.69%7MU, GLW, WBD, B, STX, WDC, SATS
2025-12-202025-12-222025-12-29-3.44%0.53%0.07%77.38%3TSLA, MU, APP
2025-12-272025-12-292026-01-055.26%-0.15%5.26%86.70%1SMH
2026-01-032026-01-052026-01-126.96%0.60%1.03%99.69%4ASML, MU, LRCX, SCCO
2026-01-102026-01-122026-01-205.35%-1.33%1.94%110.38%6ASML, MU, LRCX, AMAT, KLAC, SCCO
2026-01-172026-01-202026-01-264.48%1.32%1.33%119.82%5ASML, MU, LRCX, AMAT, SCCO
2026-01-242026-01-262026-02-021.66%-0.13%0.12%123.47%6ASML, MU, LRCX, AMAT, KLAC*, SCCO
2026-01-312026-02-022026-02-091.39%-0.02%0.01%126.58%9MU*, SCCO, RIO, GLW, STX, FCX, WDC, SNDK*, SLB
2026-02-072026-02-092026-02-172.16%-1.35%0.95%131.47%6GLW, MT, NUE, LITE, CIEN, STLD
2026-02-142026-02-172026-02-235.40%1.13%2.70%143.96%7ASML, LRCX, AMAT, ENTG, SCCO, RIO, GLW
2026-02-212026-02-232026-03-023.00%-1.33%-3.95%151.28%5DE, GLW, LITE, CIEN, TPL
2026-02-282026-03-022026-03-09-9.77%-1.81%-5.41%126.74%7GLW*, KEYS, LITE*, CIEN*, TPL, ATI, CRS
2026-03-072026-03-092026-03-161.18%0.30%5.16%129.42%3CNQ, TPL, CRS
2026-03-142026-03-162026-03-23-0.35%-1.27%-0.45%128.62%6MU, CNQ, SNDK, WDC, OXY, CIEN
2026-03-212026-03-232026-03-300.00%-2.73%-4.00%128.62%0SPY below its 200-day MA
2026-03-282026-03-302026-04-060.00%2.46%4.27%128.62%0SPY below its 200-day MA
2026-04-042026-04-062026-04-130.00%3.29%10.41%128.62%0SPY below its 200-day MA
2026-04-112026-04-132026-04-204.07%4.63%6.88%137.93%6MU, LRCX, AMAT, KLAC, GLW, SNDK
2026-04-182026-04-202026-04-275.72%0.62%9.59%151.54%8MU, SCCO, GLW, SNDK, WDC, RIO, STX, FCX*
2026-04-252026-04-272026-05-0412.50%0.97%0.64%182.98%6MU, INTC, TXN, SNDK, WDC, STX
2026-05-022026-05-042026-05-1127.28%2.27%11.28%260.19%6MU, INTC, TXN, SNDK, STX, WDC
2026-05-092026-05-112026-05-18-5.17%0.46%-0.84%241.58%6MU, SNDK*, STX, DELL, WDC, GLW
2026-05-162026-05-182026-05-267.75%1.38%4.62%268.05%6MU, PANW, STX, WDC, GLW, CRWD
2026-05-232026-05-262026-06-019.38%0.71%0.76%302.57%7PANW, DELL, CRWD, GLW, FTNT, CIEN, LITE
2026-05-302026-06-012026-06-08-6.92%-1.59%0.19%274.69%7MU*, DELL*, SNDK*, PANW, STX, CRWD, WDC*
2026-06-062026-06-082026-06-155.42%1.14%7.75%294.99%5CSCO, PANW, STX, WDC, FTNT
2026-06-132026-06-152026-06-226.75%-0.30%4.17%321.63%7MU, ASML, LRCX, AMAT, KLAC, SNDK, DELL
2026-06-202026-06-222026-06-29-8.93%-1.49%-8.25%283.99%7MU*, INTC, AMAT, LRCX, KLAC, SNDK*, TXN*
2026-06-272026-06-292026-07-063MU*, SNDK*, GLW*