Capital Rotation Backtest

top 30 stocks by relative strength vs SPY, cap ≥ $10B · 15% trailing stop

Equity curve

2025-07-28 → 2026-07-13 (50 weeks)

Performance

MetricStrategySPY (hold)SMH (hold)
Total return111.00%19.35%107.01%
CAGR117.97%20.27%113.68%
Max drawdown-14.98%-7.07%-10.79%
Sharpe (rfr 4%)1.731.412.57

Upcoming signal

Based on data through 2026-07-17Capital to be deployed at next Monday's open: $
TickerAllocation %Allocation $1-Week Change4-Week ChangeIndustry
PANW25%10.05%24.64%Technology: Computer Sftwr-Security
CRWD18%8.49%18.61%Technology: Computer Sftwr-Security
FTNT10%2.60%11.66%Technology: Computer Sftwr-Security
NET8%3.45%23.92%Technology: Computer Sftwr-Enterprse
SNOW8%2.85%15.76%Technology: Computer Sftwr-Database
DDOG8%0.45%16.00%Technology: Computer Sftwr-Enterprse
VLO8%10.32%31.04%Energy: Oil&Gas-Refining/Mktg
MPC8%10.17%28.69%Energy: Oil&Gas-Refining/Mktg
PSX7%9.82%24.51%Energy: Oil&Gas-Refining/Mktg

Weekly detail

* indicates positions sold mid-week on the 15% trailing stop
Decision dateEntry dateExit dateStrat. wk %SPY wk %SMH wk %Cumulative %#Picks
2025-07-262025-07-282025-08-040.37%-1.85%-1.20%0.37%5ORCL, PLTR, AMD, GEV, SYM
2025-08-022025-08-042025-08-115.41%1.88%2.87%5.80%6PLTR, AMD, GEV, SYM*, HOOD, RBLX
2025-08-092025-08-112025-08-18-3.13%0.85%0.14%2.48%7PLTR, AMD, SHOP, GEV, ANET, SYM, APP
2025-08-162025-08-182025-08-25-2.86%0.18%-0.40%-0.44%5ANET, GEV, BBVA, HOOD*, DB
2025-08-232025-08-252025-09-02-1.97%-1.02%-3.63%-2.40%5CVNA, ANET, BBVA, HOOD, ALNY
2025-08-302025-09-022025-09-0810.39%1.74%4.26%7.73%4ANET, APP, SYM, HOOD
2025-09-062025-09-082025-09-154.57%1.70%2.94%12.65%3AVGO, CVNA, APP
2025-09-132025-09-152025-09-223.66%0.67%4.10%16.77%4ORCL, APP, MU, HOOD
2025-09-202025-09-222025-09-29-5.06%0.33%2.65%10.86%5ORCL, APP, MU, SYM*, HOOD
2025-09-272025-09-292025-10-0611.63%1.09%6.41%23.76%5APP, MU, INTC, LRCX, HOOD
2025-10-042025-10-062025-10-13-5.93%-1.63%-2.31%16.42%6APP*, MU, LRCX, SYM, INTC, HOOD
2025-10-112025-10-132025-10-205.36%1.01%2.52%22.66%5AMD, MU, SYM*, INTC, DELL
2025-10-182025-10-202025-10-272.81%2.31%3.37%26.11%5AMD, MU, SYM, INTC, NEM
2025-10-252025-10-272025-11-035.27%0.43%2.80%32.76%5AMD, MU, LRCX, SYM, HOOD
2025-11-012025-11-032025-11-10-4.73%-1.23%-2.76%26.49%3AMD, MU, SYM*
2025-11-082025-11-102025-11-17-5.68%-1.11%-4.37%19.30%3MU, LRCX, STX*
2025-11-152025-11-172025-11-24-3.78%-1.05%-3.78%14.78%1SMH
2025-11-222025-11-242025-12-016.03%2.43%6.03%21.71%1SMH
2025-11-292025-12-012025-12-085.52%1.15%5.52%28.43%1SMH
2025-12-062025-12-082025-12-15-2.71%-0.12%-2.71%24.95%1SMH
2025-12-132025-12-152025-12-222.91%0.03%1.51%28.59%6APP, CVNA, WBD, B, STX, WDC
2025-12-202025-12-222025-12-29-1.42%0.53%0.07%26.76%5MU, APP, LRCX, CVNA, NEM
2025-12-272025-12-292026-01-054.54%-0.15%5.26%32.51%4MU, APP, LRCX, NEM
2026-01-032026-01-052026-01-128.53%0.60%1.03%43.82%4MU, LRCX, NEM, B
2026-01-102026-01-122026-01-205.15%-1.33%1.94%51.22%4MU, LRCX, INTC, SCCO
2026-01-172026-01-202026-01-263.71%1.32%1.33%56.84%6ASML, MU, LRCX, AMAT, INTC*, SCCO
2026-01-242026-01-262026-02-022.65%-0.13%0.12%60.99%4ASML, MU, LRCX, AMAT
2026-01-312026-02-022026-02-09-3.07%-0.02%0.01%56.06%6ASML, MU*, LRCX*, AMAT*, INTC, SCCO
2026-02-072026-02-092026-02-170.71%-1.35%0.95%57.16%5MU, LRCX, INTC, SCCO, GLW
2026-02-142026-02-172026-02-233.95%1.13%2.70%63.36%4MU, CAT, AMAT, GLW
2026-02-212026-02-232026-03-02-4.19%-1.33%-3.95%56.51%4MU, CAT, LRCX, AMAT
2026-02-282026-03-022026-03-09-9.65%-1.81%-5.41%41.41%6MU, GLW*, AEM*, VRT, WDC, SNDK*
2026-03-072026-03-092026-03-160.86%0.30%5.16%42.62%7CNQ, EQNR, VLO, PBR, TRGP, AXON*, ESLT
2026-03-142026-03-162026-03-23-0.72%-1.27%-0.45%41.59%5MU, CNQ, SNDK, WDC, EQNR
2026-03-212026-03-232026-03-300.00%-2.73%-4.00%41.59%0SPY below its 200-day MA
2026-03-282026-03-302026-04-060.00%2.46%4.27%41.59%0SPY below its 200-day MA
2026-04-042026-04-062026-04-130.00%3.29%10.41%41.59%0SPY below its 200-day MA
2026-04-112026-04-132026-04-205.45%4.63%6.88%49.30%8LRCX, INTC, GEV, GLW, SNDK, WDC, STX, MRVL
2026-04-182026-04-202026-04-2713.42%0.62%9.59%69.33%6INTC, GLW, SNDK, WDC, STX, MRVL
2026-04-252026-04-272026-05-047.83%0.97%0.64%82.60%4AMD, MU, INTC, GLW*
2026-05-022026-05-042026-05-1129.93%2.27%11.28%137.24%5MU, AMD, INTC, TXN, SNDK
2026-05-092026-05-112026-05-18-9.58%0.46%-0.84%114.51%5MU, AMD, INTC*, SNDK*, QCOM*
2026-05-162026-05-182026-05-266.38%1.38%4.62%128.20%5MU, STX, WDC, MRVL, VRT*
2026-05-232026-05-262026-06-016.61%0.71%0.76%143.29%5MU, AMD, INTC, QCOM, SNDK
2026-05-302026-06-012026-06-08-7.79%-1.59%0.19%124.33%5MU*, AMD*, INTC*, DELL*, SNDK*
2026-06-062026-06-082026-06-153.10%1.14%7.75%131.29%5CSCO, MRVL*, PANW, STX, WDC
2026-06-132026-06-152026-06-227.30%-0.30%4.17%148.17%6MU, AMD, INTC, AMAT, KLAC, SNDK
2026-06-202026-06-222026-06-29-8.16%-1.49%-8.25%127.91%6MU*, AMD, INTC, AMAT, KLAC, SNDK*
2026-06-272026-06-292026-07-06-4.32%1.66%-1.30%118.05%7MU*, AMD, INTC*, AMAT*, LRCX*, KLAC*, SNDK*
2026-07-042026-07-062026-07-13-3.24%0.50%-1.49%111.00%6AMD, AMAT*, GEV, PANW, DELL, CRWD
2026-07-112026-07-132026-07-205MU*, AMD*, AMAT*, SNDK*, DELL*