Capital Rotation Backtest

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

Equity curve

2025-08-25 → 2026-08-10 (50 weeks)

Performance

MetricStrategySPY (hold)SMH (hold)
Total return40.35%21.29%100.11%
CAGR42.44%22.32%106.25%
Max drawdown-38.60%-7.07%-20.87%
Sharpe (rfr 4%)0.831.552.26

Upcoming signal

Based on data through 2026-08-14Capital to be deployed at next Monday's open: $
TickerAllocation %Allocation $1-Week Change4-Week ChangeIndustry
MU33%10.72%14.45%Technology: Computer-Data Storage
AMD25%6.42%3.76%Technology: Elec-Semicondctor Fablss
DELL10%8.16%24.04%Technology: Computer-Hardware/Perip
PANW9%5.61%7.13%Technology: Computer Sftwr-Security
ARM9%-1.11%4.58%Technology: Elec-Semicondctor Fablss
SNDK7%35.38%21.13%Technology: Computer-Data Storage
STX7%19.77%23.59%Technology: Computer-Data Storage

Weekly detail

* indicates positions sold mid-week on the 15% trailing stop
Decision dateEntry dateExit dateStrat. wk %SPY wk %SMH wk %Cumulative %#Picks
2025-08-232025-08-252025-09-02-3.12%-1.02%-3.63%-3.12%4CVNA, BBVA, HOOD, ALNY
2025-08-302025-09-022025-09-089.98%1.74%4.26%6.55%3APP, HOOD, CRWV
2025-09-062025-09-082025-09-152.94%1.70%2.94%9.68%1SMH
2025-09-132025-09-152025-09-223.65%0.67%4.10%13.68%4ORCL, APP, MU, HOOD
2025-09-202025-09-222025-09-29-5.06%0.33%2.65%7.94%5ORCL, APP, MU, SYM*, HOOD
2025-09-272025-09-292025-10-0611.64%1.09%6.41%20.50%5APP, MU, INTC, LRCX, HOOD
2025-10-042025-10-062025-10-13-6.19%-1.63%-2.31%13.04%7APP*, MU, LRCX, INTC, SYM, HOOD, GDC*
2025-10-112025-10-132025-10-205.37%1.01%2.52%19.12%5AMD, MU, SYM*, INTC, DELL
2025-10-182025-10-202025-10-272.83%2.31%3.37%22.49%5AMD, MU, SYM, INTC, NEM
2025-10-252025-10-272025-11-035.22%0.43%2.80%28.89%5AMD, MU, LRCX, SYM, HOOD
2025-11-012025-11-032025-11-10-4.69%-1.23%-2.76%22.85%3AMD, MU, SYM*
2025-11-082025-11-102025-11-17-5.69%-1.11%-4.37%15.86%3MU, LRCX, STX*
2025-11-152025-11-172025-11-24-3.78%-1.05%-3.78%11.47%1SMH
2025-11-222025-11-242025-12-016.03%2.43%6.03%18.20%1SMH
2025-11-292025-12-012025-12-08-3.48%1.15%5.52%14.08%4SYM*, B, WBD, WDC
2025-12-062025-12-082025-12-15-2.71%-0.12%-2.71%10.99%1SMH
2025-12-132025-12-152025-12-223.36%0.03%1.51%14.72%6APP, CVNA, WBD, B, STX, WDC
2025-12-202025-12-222025-12-29-1.80%0.53%0.07%12.66%4MU, APP, NEM, CVNA
2025-12-272025-12-292026-01-054.78%-0.15%5.26%18.05%4MU, APP, LRCX, B
2026-01-032026-01-052026-01-128.50%0.60%1.03%28.08%3MU, LRCX, NEM
2026-01-102026-01-122026-01-205.15%-1.33%1.94%34.67%4MU, LRCX, INTC, SCCO
2026-01-172026-01-202026-01-263.71%1.32%1.33%39.67%6ASML, MU, LRCX, AMAT, INTC*, SCCO
2026-01-242026-01-262026-02-022.65%-0.13%0.12%43.37%4ASML, MU, LRCX, AMAT
2026-01-312026-02-022026-02-09-3.06%-0.02%0.01%38.99%6ASML, MU*, LRCX*, AMAT*, INTC, SCCO
2026-02-072026-02-092026-02-170.70%-1.35%0.95%39.96%5MU, LRCX, INTC, SCCO, GLW
2026-02-142026-02-172026-02-233.95%1.13%2.70%45.49%4MU, CAT, AMAT, GLW
2026-02-212026-02-232026-03-02-3.22%-1.33%-3.95%40.81%4MU, LRCX, AMAT, GLW
2026-02-282026-03-022026-03-09-8.95%-1.81%-5.41%28.20%5MU, GLW*, VRT, WDC, SNDK*
2026-03-072026-03-092026-03-161.45%0.30%5.16%30.06%6CNQ, EQNR, VLO, PBR, TRGP, AXON*
2026-03-142026-03-162026-03-23-0.73%-1.27%-0.45%29.11%5MU, CNQ, SNDK, WDC, EQNR
2026-03-212026-03-232026-03-300.00%-2.73%-4.00%29.11%0SPY below its 200-day MA
2026-03-282026-03-302026-04-060.00%2.46%4.27%29.11%0SPY below its 200-day MA
2026-04-042026-04-062026-04-130.00%3.29%10.41%29.11%0SPY below its 200-day MA
2026-04-112026-04-132026-04-205.45%4.63%6.88%36.15%8LRCX, INTC, GEV, GLW, SNDK, WDC, STX, MRVL
2026-04-182026-04-202026-04-2713.42%0.62%9.59%54.41%6INTC, GLW, SNDK, WDC, STX, MRVL
2026-04-252026-04-272026-05-047.89%0.97%0.64%66.60%4AMD, MU, INTC, ARM
2026-05-022026-05-042026-05-1131.42%2.27%11.28%118.95%5MU, AMD, INTC, SNDK, STX
2026-05-092026-05-112026-05-18-9.62%0.46%-0.84%97.89%4MU, AMD, INTC*, SNDK*
2026-05-162026-05-182026-05-266.38%1.38%4.62%110.51%5MU, STX, WDC, MRVL, VRT*
2026-05-232026-05-262026-06-018.11%0.71%0.76%127.58%5MU, AMD, INTC, ARM, QCOM
2026-05-302026-06-012026-06-08-7.60%-1.59%0.19%110.28%5MU*, AMD*, INTC*, ARM*, DELL*
2026-06-062026-06-082026-06-15-0.32%1.14%7.75%109.60%6CSCO, ARM*, MRVL*, PANW, STX, WDC
2026-06-132026-06-152026-06-227.84%-0.30%4.17%126.03%7MU, AMD, INTC, AMAT, ARM, KLAC, SNDK
2026-06-202026-06-222026-06-29-8.98%-1.49%-8.25%105.74%7MU*, AMD, INTC, AMAT, ARM*, KLAC, SNDK*
2026-06-272026-06-292026-07-06-4.32%1.66%-1.30%96.84%7MU*, AMD, INTC*, AMAT*, LRCX*, KLAC*, SNDK*
2026-07-042026-07-062026-07-13-3.24%0.50%-1.49%90.47%6AMD, AMAT*, GEV, PANW, DELL, CRWD
2026-07-112026-07-132026-07-20-10.89%-0.72%-4.89%69.73%5MU*, AMD*, ARM*, SNDK*, DELL*
2026-07-182026-07-202026-07-27-3.99%-0.29%-0.50%62.96%9PANW, CRWD, FTNT, NET, SNOW, DDOG, VLO, MPC, PSX
2026-07-252026-07-272026-08-03-14.25%0.61%-6.27%39.74%4AMD*, DELL*, STX*, MRVL*
2026-08-012026-08-032026-08-100.44%3.09%10.47%40.35%5PANW, CRWD, STX, WDC*, FTNT
2026-08-082026-08-102026-08-176AMD, INTC, PANW, DELL, CRWD, MRVL