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: