Commodities Bonds Rotation
Jan 2020 – Jul 2026 · OOS from Jun 23, 2023
240.8%Total return (6.5 yr)
20.6%CAGR (6.5 yr)
23.4%Max drawdownSPY 33.0%
1.01Sharpe ratioSPY 0.68
1.26Sortino ratioSPY 0.87
WeeklyTrading frequency
Jun 23, 2023OOS start
$21KMin. capitalCovers $100/mo fees using 5.8% excess CAGR over SPY (20.6% vs 14.8%), both annualized over the same 6.5-year backtest (Jan 2020 – Jul 2026). Based on backtest; not a guarantee.
Performance
Strategy versus benchmarks, scaled to initial capital at period start. OOS from Jun 23, 2023 (dashed line).
Drawdowns
Peak-to-trough decline from each series' equity curve.
How it works
A weekly rotation strategy that favors a commodities momentum sleeve when broad commodity trend is strong, and otherwise switches between equity and risk-managed sleeves based on short-term stress gates.
Style
Commodities / bonds rotation
Cadence
Weekly
Objective
Capture commodity uptrends when present, and otherwise stay invested through a defensive or risk-parity path that reacts to short-term market stress.
Risk character
Can include leveraged equity and volatility products, which amplify both gains and losses and may experience compounding decay in choppy markets. Path can differ sharply from a static equity or cash benchmark.
Asset classes
- Commodity / real-asset exposure
- Leveraged equity exposure
- Defensive / rate / dollar sleeves
- Cash-like reference for comparison
Benchmarks
- S&P 500 (SPY)
- Cash-like (BIL)
Apply for membership · $100/mo
Past performance is not indicative of future results.