The equity curve above shows the cumulative % daily returns of the Adaptive Portfolio tracked monthly.

CAGR = 35,17%

compounded monthly max drawdown = -37,34%

trade frequency = monthly

inception = Jan 2005 (live since September 2019)

The Adaptive Portfolio exploits long-term price momentum, volatility and mean reversion. The backtest extends from January 2005 to present.

Here are cumulative monthly percentage returns: