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Backtest Results

2020-02-012026-02-01 · $100,000

Universe

Solactive Top 50

Strategy Return

+68.2%

Benchmark Return

+65.2%

Total Alpha

+3.0%

Monthly Win Rate

63.0%

Strategy vs Benchmark

Ending Value

Strategy$168,203.39

+68.2%

Benchmark$165,177.16

+65.2%

Alpha+$3,026

+3.0% outperformance

Annualized Return

Strategy+8.92%
Benchmark+8.60%

Monthly Win Rate

Win Rate63.0%
0%50%100%

Cumulative Portfolio Value

Strategy
Benchmark
$172k$146k$121k$96k$70k2020202120222023202420252026

Monthly Portfolio Values

Feb 2020

+$0

Benchmark

$90,761.71

Strategy

$90,761.71

Distributions Reinvested

$456.78

Mar 2020

+$2

Benchmark

$73,156.92

Strategy

$73,159.38

Distributions Reinvested

$849.85

Apr 2020

+$29

Benchmark

$79,881.11

Strategy

$79,910.3

Distributions Reinvested

$467.78

May 2020

+$38

Benchmark

$86,401.68

Strategy

$86,439.94

Distributions Reinvested

$449.72

Jun 2020

+$21

Benchmark

$86,818.52

Strategy

$86,839.37

Distributions Reinvested

$847.46

Jul 2020

$-16

Benchmark

$92,394.71

Strategy

$92,378.79

Distributions Reinvested

$473.48

Aug 2020

$-4

Benchmark

$96,293.29

Strategy

$96,289.71

Distributions Reinvested

$456.32

Sep 2020

+$6

Benchmark

$91,849.47

Strategy

$91,855.54

Distributions Reinvested

$1,139.14

Oct 2020

$-21

Benchmark

$91,093.3

Strategy

$91,072.53

Distributions Reinvested

$382.43

Nov 2020

+$104

Benchmark

$103,435.2

Strategy

$103,539.11

Distributions Reinvested

$818.52

Dec 2020

+$111

Benchmark

$107,803.98

Strategy

$107,914.91

Distributions Reinvested

$1,658.15

Jan 2021

+$133

Benchmark

$111,266.91

Strategy

$111,399.77

Distributions Reinvested

$369.23

Feb 2021

+$171

Benchmark

$115,331.14

Strategy

$115,502.47

Distributions Reinvested

$489.52

Mar 2021

+$335

Benchmark

$114,845.9

Strategy

$115,180.66

Distributions Reinvested

$884.28

Apr 2021

+$420

Benchmark

$120,934.81

Strategy

$121,354.93

Distributions Reinvested

$529.52

May 2021

+$612

Benchmark

$121,491.47

Strategy

$122,103.92

Distributions Reinvested

$487.04

Jun 2021

+$677

Benchmark

$126,252.63

Strategy

$126,929.63

Distributions Reinvested

$920

Jul 2021

+$545

Benchmark

$125,688.74

Strategy

$126,234.09

Distributions Reinvested

$545.01

Aug 2021

+$557

Benchmark

$127,079.12

Strategy

$127,636.44

Distributions Reinvested

$502.65

Sep 2021

+$609

Benchmark

$126,074.12

Strategy

$126,682.93

Distributions Reinvested

$1,271.62

Oct 2021

+$777

Benchmark

$128,714.87

Strategy

$129,491.78

Distributions Reinvested

$422.33

Nov 2021

+$824

Benchmark

$126,999.65

Strategy

$127,823.18

Distributions Reinvested

$1,322.07

Dec 2021

+$825

Benchmark

$129,076.63

Strategy

$129,901.93

Distributions Reinvested

$1,861.96

Jan 2022

+$958

Benchmark

$120,181.59

Strategy

$121,139.13

Distributions Reinvested

$477.93

Feb 2022

+$1008

Benchmark

$118,255.55

Strategy

$119,263.42

Distributions Reinvested

$555.75

Mar 2022

+$1209

Benchmark

$119,810.3

Strategy

$121,019.47

Distributions Reinvested

$1,061.84

Apr 2022

+$1138

Benchmark

$113,071.24

Strategy

$114,208.85

Distributions Reinvested

$563.48

May 2022

+$1358

Benchmark

$112,934.41

Strategy

$114,292.71

Distributions Reinvested

$514.35

Jun 2022

+$995

Benchmark

$105,557.06

Strategy

$106,551.86

Distributions Reinvested

$1,084.47

Jul 2022

+$1008

Benchmark

$108,325.77

Strategy

$109,333.33

Distributions Reinvested

$558.3

Aug 2022

+$1330

Benchmark

$111,631.38

Strategy

$112,961.2

Distributions Reinvested

$721.72

Sep 2022

+$1230

Benchmark

$97,945.22

Strategy

$99,175.37

Distributions Reinvested

$1,089.76

Oct 2022

+$1361

Benchmark

$104,307.15

Strategy

$105,667.77

Distributions Reinvested

$469.76

Nov 2022

+$1395

Benchmark

$108,408.3

Strategy

$109,803.51

Distributions Reinvested

$981.81

Dec 2022

+$1480

Benchmark

$105,128.63

Strategy

$106,608.28

Distributions Reinvested

$1,538.89

Jan 2023

+$1691

Benchmark

$111,518.59

Strategy

$113,209.16

Distributions Reinvested

$472.37

Feb 2023

+$1507

Benchmark

$108,730.95

Strategy

$110,238.35

Distributions Reinvested

$536.27

Mar 2023

+$1579

Benchmark

$107,709.78

Strategy

$109,288.88

Distributions Reinvested

$1,061.6

Apr 2023

+$1521

Benchmark

$107,717.45

Strategy

$109,238.15

Distributions Reinvested

$581.63

May 2023

+$1489

Benchmark

$105,503.42

Strategy

$106,991.94

Distributions Reinvested

$542.32

Jun 2023

+$1661

Benchmark

$110,544.12

Strategy

$112,205.32

Distributions Reinvested

$1,069.28

Jul 2023

+$1777

Benchmark

$113,911

Strategy

$115,688.22

Distributions Reinvested

$592.96

Aug 2023

+$1741

Benchmark

$109,930.65

Strategy

$111,671.82

Distributions Reinvested

$552.13

Sep 2023

+$2097

Benchmark

$107,309.96

Strategy

$109,406.56

Distributions Reinvested

$1,078.91

Oct 2023

+$1984

Benchmark

$100,554.34

Strategy

$102,538.82

Distributions Reinvested

$474.23

Nov 2023

+$2216

Benchmark

$110,643.61

Strategy

$112,859.48

Distributions Reinvested

$1,138.17

Dec 2023

+$1989

Benchmark

$115,491.96

Strategy

$117,481.21

Distributions Reinvested

$1,198.56

Jan 2024

+$1918

Benchmark

$116,052.07

Strategy

$117,970.05

Distributions Reinvested

$463.97

Feb 2024

+$2208

Benchmark

$118,965.44

Strategy

$121,173.5

Distributions Reinvested

$585.19

Mar 2024

+$2364

Benchmark

$121,593.41

Strategy

$123,957.26

Distributions Reinvested

$1,106.89

Apr 2024

+$2420

Benchmark

$119,372.64

Strategy

$121,792.75

Distributions Reinvested

$666.91

May 2024

+$2512

Benchmark

$123,448.73

Strategy

$125,961.2

Distributions Reinvested

$692.68

Jun 2024

+$2531

Benchmark

$124,531.93

Strategy

$127,063.42

Distributions Reinvested

$1,208.07

Jul 2024

+$2531

Benchmark

$128,422.7

Strategy

$130,953.92

Distributions Reinvested

$677.37

Aug 2024

+$2671

Benchmark

$132,335.95

Strategy

$135,007.16

Distributions Reinvested

$847.4

Sep 2024

+$2751

Benchmark

$135,303.92

Strategy

$138,055.15

Distributions Reinvested

$1,202.79

Oct 2024

+$2854

Benchmark

$135,298.67

Strategy

$138,152.93

Distributions Reinvested

$556.17

Nov 2024

+$3346

Benchmark

$140,029.07

Strategy

$143,375.3

Distributions Reinvested

$1,561.55

Dec 2024

+$3494

Benchmark

$136,377.9

Strategy

$139,872.08

Distributions Reinvested

$1,536.49

Jan 2025

+$3304

Benchmark

$140,326.5

Strategy

$143,630.64

Distributions Reinvested

$760.03

Feb 2025

+$3195

Benchmark

$139,151.77

Strategy

$142,346.76

Distributions Reinvested

$763.94

Mar 2025

+$3060

Benchmark

$135,761.36

Strategy

$138,821.12

Distributions Reinvested

$1,365.96

Apr 2025

+$2868

Benchmark

$132,131.56

Strategy

$134,999.14

Distributions Reinvested

$839.53

May 2025

+$3222

Benchmark

$138,678.83

Strategy

$141,900.42

Distributions Reinvested

$739.39

Jun 2025

+$3463

Benchmark

$143,453.43

Strategy

$146,916.78

Distributions Reinvested

$1,379.84

Jul 2025

+$3395

Benchmark

$146,709.25

Strategy

$150,104.06

Distributions Reinvested

$881.43

Aug 2025

+$3271

Benchmark

$149,276.59

Strategy

$152,547.5

Distributions Reinvested

$742.73

Sep 2025

+$3525

Benchmark

$153,115.66

Strategy

$156,640.43

Distributions Reinvested

$1,411.74

Oct 2025

+$3499

Benchmark

$155,767.63

Strategy

$159,266.54

Distributions Reinvested

$608.64

Nov 2025

+$3234

Benchmark

$150,442.75

Strategy

$153,677.12

Distributions Reinvested

$1,702.59

Dec 2025

+$3570

Benchmark

$158,476.15

Strategy

$162,046.28

Distributions Reinvested

$2,607.33

Jan 2026

+$3352

Benchmark

$162,323.81

Strategy

$165,676.11

Distributions Reinvested

$863.23

Feb 2026

+$3026

Benchmark

$165,177.16

Strategy

$168,203.39

Distributions Reinvested

$817.47