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 return288.15%19.50%115.49%
CAGR311.77%20.43%122.82%
Max drawdown-11.80%-7.07%-10.52%
Sharpe (rfr 4%)3.171.422.73

Upcoming signal

Based on data through 2026-06-26Capital to be deployed at next Monday's open: $
TickerAllocation %Allocation $Weekly Change %4-Week Change %Industry
MU72%-0.15%16.61%Technology: Computer-Data Storage
SNDK17%-4.30%23.35%Technology: Computer-Data Storage
GLW11%13.41%22.02%Technology: Telecom-Fiber Optics

Skipped (trending down): Elec-Semiconductor Equip, Computer-Hardware/Perip, Steel-Specialty Alloys

Weekly detail

* indicates positions sold mid-week on the 15% trailing stop
Decision dateEntry dateExit dateStrat. wk %SPY wk %SMH wk %Cumulative %#Picks
2025-07-122025-07-142025-07-211.14%0.90%1.53%1.14%6JBL, SOFI, FLEX, CLS, FN, SATS
2025-07-192025-07-212025-07-28-2.06%1.39%-0.31%-0.94%4UI, SOFI, CRS, ATI
2025-07-262025-07-282025-08-043.20%-1.85%-1.20%2.23%3GEV, SNPS, PTC
2025-08-022025-08-042025-08-11-2.17%1.88%2.87%0.02%4AMD, GEV, RBLX, VRT
2025-08-092025-08-112025-08-180.14%0.85%0.14%0.15%1SMH
2025-08-162025-08-182025-08-254.32%0.18%-0.40%4.48%3GLW, B, SOFI
2025-08-232025-08-252025-09-020.98%-1.02%-3.63%5.50%4B, UI, SOFI, CELH
2025-08-302025-09-022025-09-0811.28%1.74%4.26%17.40%5B, UI, SOFI, SATS, OKLO
2025-09-062025-09-082025-09-159.35%1.70%2.94%28.37%9MU, B, STX, WDC, CLS, NTAP, FLEX, SATS, P
2025-09-132025-09-152025-09-224.84%0.67%4.10%34.58%6MU, GLW, WBD, STX, WDC, CRDO
2025-09-202025-09-222025-09-29-1.12%0.33%2.65%33.07%6MU, GLW, STX, WBD, WDC, CRDO*
2025-09-272025-09-292025-10-0615.00%1.09%6.41%53.03%5MU, GLW, WBD, STX, WDC
2025-10-042025-10-062025-10-13-5.79%-1.63%-2.31%44.16%5MU, STX*, WDC*, WBD, CRDO
2025-10-112025-10-132025-10-208.51%1.01%2.52%56.43%4MU, P, OKLO*, RGTI*
2025-10-182025-10-202025-10-275.89%2.31%3.37%65.65%4MU, GLW, STX, WDC
2025-10-252025-10-272025-11-035.12%0.43%2.80%74.12%5MU, GLW, WBD, STX, WDC
2025-11-012025-11-032025-11-104.36%-1.23%-2.76%81.71%6MU, GLW, STX, WBD, WDC, CLS*
2025-11-082025-11-102025-11-17-3.63%-1.11%-4.37%75.12%6MU, GLW, STX*, WDC*, WBD, SNDK*
2025-11-152025-11-172025-11-24-8.47%-1.05%-3.78%60.28%5MU*, WDC*, WBD, SNDK*, CIEN*
2025-11-222025-11-242025-12-016.03%2.43%6.03%69.95%1SMH
2025-11-292025-12-012025-12-085.52%1.15%5.52%79.33%1SMH
2025-12-062025-12-082025-12-15-2.71%-0.12%-2.71%74.47%1SMH
2025-12-132025-12-152025-12-226.54%0.03%1.51%85.88%6MU, GLW, WBD, B, STX, WDC
2025-12-202025-12-222025-12-29-3.35%0.53%0.07%79.65%3TSLA, MU, APP
2025-12-272025-12-292026-01-055.26%-0.15%5.26%89.09%1SMH
2026-01-032026-01-052026-01-126.94%0.60%1.03%102.22%4ASML, MU, LRCX, SCCO
2026-01-102026-01-122026-01-205.37%-1.33%1.94%113.08%6ASML, MU, LRCX, AMAT, KLAC, SCCO
2026-01-172026-01-202026-01-264.49%1.32%1.33%122.66%5ASML, MU, LRCX, AMAT, SCCO
2026-01-242026-01-262026-02-021.66%-0.13%0.12%126.36%6ASML, MU, LRCX, AMAT, KLAC*, SCCO
2026-01-312026-02-022026-02-091.03%-0.02%0.01%128.70%8MU*, SCCO, RIO, GLW, SNDK*, STX, WDC, FCX
2026-02-072026-02-092026-02-172.34%-1.35%0.95%134.04%6GLW, MT, NUE, LITE, CIEN, STLD
2026-02-142026-02-172026-02-235.43%1.13%2.70%146.75%7ASML, LRCX, AMAT, ENTG, SCCO, RIO, GLW
2026-02-212026-02-232026-03-023.27%-1.33%-3.95%154.82%5DE, GLW, LITE, CIEN, TPL
2026-02-282026-03-022026-03-09-9.84%-1.81%-5.41%129.76%7GLW*, KEYS, LITE*, CIEN*, TPL, ATI, CRS
2026-03-072026-03-092026-03-161.18%0.30%5.16%132.47%3CNQ, TPL, CRS
2026-03-142026-03-162026-03-23-1.36%-1.27%-0.45%129.32%5MU, SNDK, CNQ, WDC, OXY
2026-03-212026-03-232026-03-300.00%-2.73%-4.00%129.32%0SPY below its 200-day MA
2026-03-282026-03-302026-04-060.00%2.46%4.27%129.32%0SPY below its 200-day MA
2026-04-042026-04-062026-04-130.00%3.29%10.41%129.32%0SPY below its 200-day MA
2026-04-112026-04-132026-04-204.63%4.63%6.88%139.93%6MU, LRCX, AMAT, GLW, SNDK, WDC
2026-04-182026-04-202026-04-275.93%0.62%9.59%154.16%8MU, SCCO, GLW, SNDK, WDC, STX, RIO, FCX*
2026-04-252026-04-272026-05-0412.62%0.97%0.64%186.23%6MU, INTC, TXN, SNDK, WDC, STX
2026-05-022026-05-042026-05-1127.78%2.27%11.28%265.73%6MU, INTC, TXN, SNDK, STX, WDC
2026-05-092026-05-112026-05-18-5.22%0.46%-0.84%246.64%6MU, SNDK*, GLW, STX, WDC, DELL
2026-05-162026-05-182026-05-267.72%1.38%4.62%273.39%6MU, GLW, PANW, STX, WDC, CRWD
2026-05-232026-05-262026-06-018.74%0.71%0.76%306.02%7PANW, DELL, GLW, CRWD, FTNT, CIEN, LITE
2026-05-302026-06-012026-06-08-6.98%-1.59%0.19%277.69%7MU*, SNDK*, DELL*, PANW, STX, WDC*, CRWD
2026-06-062026-06-082026-06-155.62%1.14%7.75%298.93%5CSCO, PANW, STX, WDC, FTNT
2026-06-132026-06-152026-06-226.81%-0.30%4.17%326.08%7MU, ASML, LRCX, AMAT, KLAC, SNDK, DELL
2026-06-202026-06-222026-06-29-8.90%-1.49%-8.25%288.15%7MU*, INTC, AMAT, LRCX, KLAC, SNDK*, TXN*
2026-06-272026-06-292026-07-063MU, SNDK, GLW*