← 전략 목록
종합 듀얼모멘텀
현재 포지션 · 2026-08-31 기준
거래비용 입력:%· 라이브 구간만 적용
SPY 25%VWO 25%GLD 25%HYG 25%
최근 리밸런싱 회전율 25.0% · 예상 거래비용 -0.025%
1994-01 ~ 현재 · Yahoo Finance | 2026-08~: 실시간 계산
CAGR
+10.5%
MDD
-18.9%
SHARPE
0.79
기간: 1995-02 ~ 2026-08
누적 수익률
1995-02 ~ 2026-08전략 수익률 +1651.0%SPY 수익률 +2609.3%초과수익 -958.2%p
| 연도 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 연간 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.4% | +2.5% | -6.8% | +4.9% | +0.3% | -3.2% | -1.1% | +1.7% | · | · | · | · | +3.1% |
| 2025 | +2.9% | +1.8% | +0.1% | +0.1% | +2.9% | +3.2% | +0.6% | +2.9% | +4.8% | +1.8% | +2.3% | +0.9% | +27.1% |
| 2024 | -0.9% | +1.2% | +3.7% | -2.1% | +2.6% | +1.6% | +2.5% | +1.8% | +3.9% | -1.2% | +0.6% | -2.3% | +11.5% |
| 2023 | +1.7% | -5.6% | +0.3% | +0.5% | -1.3% | +1.2% | +3.5% | -2.2% | -4.1% | -4.4% | +4.2% | +4.2% | -2.6% |
| 2022 | -2.9% | -2.3% | +1.3% | -2.7% | -0.8% | +0.1% | +0.0% | -1.7% | +0.2% | +0.2% | +0.3% | +1.0% | -7.3% |
| 2021 | -0.9% | +3.2% | +2.8% | +3.1% | +0.7% | -0.4% | -1.5% | +2.1% | -2.6% | +2.9% | -2.7% | +1.9% | +8.6% |
| 2020 | +0.6% | -4.6% | -15.0% | +2.0% | +2.0% | +1.1% | +7.5% | +2.3% | -2.5% | -0.5% | +4.3% | +4.6% | -0.1% |
| 2019 | +1.1% | -0.2% | +0.8% | +2.2% | -5.3% | +3.3% | -0.1% | +0.1% | -0.6% | +1.8% | +0.6% | +4.3% | +8.1% |
| 2018 | +2.6% | -3.0% | -0.6% | -0.8% | +0.4% | -0.7% | +2.2% | +1.1% | +0.0% | -2.7% | +1.0% | -3.6% | -4.1% |
| 2017 | +2.5% | +3.3% | +1.4% | +1.7% | +0.5% | +1.0% | +2.2% | +1.2% | -0.1% | +0.5% | +0.7% | +1.8% | +18.0% |
| 2016 | +1.3% | +1.5% | -0.3% | +2.0% | -0.0% | +3.5% | +2.6% | -0.3% | +0.9% | -0.6% | +0.3% | +0.9% | +12.2% |
| 2015 | +1.3% | +0.9% | -0.9% | +2.2% | -0.4% | -3.3% | +0.5% | -1.5% | +1.6% | -0.6% | -0.3% | -0.8% | -1.5% |
| 2014 | -2.8% | +2.8% | +0.2% | +0.9% | +2.2% | +1.8% | -1.5% | +3.6% | -4.2% | +2.6% | +0.7% | -0.8% | +5.4% |
| 2013 | +3.8% | +0.3% | +2.2% | +1.7% | -4.5% | -2.1% | +2.0% | -1.2% | +0.9% | +2.8% | +0.6% | +0.6% | +7.2% |
| 2012 | +1.9% | +1.2% | +0.1% | +0.1% | -1.6% | +2.0% | +1.7% | +1.3% | +2.6% | -1.8% | -0.2% | +2.0% | +9.8% |
| 2011 | -2.1% | +2.1% | +1.0% | +4.2% | -1.4% | -1.4% | +1.5% | -1.3% | -3.0% | +0.5% | -0.2% | -0.8% | -1.2% |
| 2010 | -3.4% | +2.3% | +4.8% | +1.2% | -4.4% | -1.1% | +3.7% | -0.4% | +4.9% | +3.1% | -0.5% | +5.9% | +16.8% |
| 2009 | -1.5% | -0.2% | +1.9% | -2.9% | +7.2% | -1.1% | +5.1% | +1.3% | +5.8% | -2.8% | +6.9% | +0.4% | +21.0% |
| 2008 | +0.7% | +3.1% | -2.8% | +0.6% | +0.9% | -2.2% | +0.1% | -1.2% | -0.2% | -4.7% | +1.0% | +5.7% | +0.7% |
| 2007 | +1.4% | -0.6% | +1.4% | +3.4% | +2.6% | +0.4% | +0.9% | +0.8% | +8.1% | +7.1% | -4.7% | +1.5% | +24.1% |
| 2006 | +6.1% | -0.3% | +2.6% | +6.6% | -5.2% | -1.5% | +1.8% | +0.8% | -0.3% | +3.2% | +5.4% | +1.2% | +21.7% |
| 2005 | -2.2% | +2.1% | -1.8% | -1.9% | +3.2% | +0.2% | +3.8% | -0.9% | +0.8% | -2.4% | +4.4% | -0.2% | +4.8% |
| 2004 | +2.0% | +1.4% | -1.3% | -1.9% | +1.7% | +1.9% | -3.2% | +0.2% | +1.0% | +1.3% | +4.5% | +3.0% | +10.7% |
| 2003 | · | · | · | · | +5.5% | +1.1% | +1.8% | +2.1% | -1.1% | +5.4% | +1.1% | +5.0% | +22.6% |
| 2002 | · | · | · | -5.8% | · | · | · | · | · | · | · | · | -5.8% |
| 2000 | -5.0% | -1.5% | +9.7% | -3.5% | -1.6% | +2.0% | -1.6% | +6.5% | -5.5% | -0.5% | -7.5% | · | -9.3% |
| 1999 | +3.5% | -3.2% | +4.1% | +3.8% | -2.3% | +5.5% | -3.1% | -0.5% | -2.2% | +6.4% | +1.7% | +5.7% | +20.4% |
| 1998 | +1.3% | +6.9% | +4.9% | +1.3% | -2.1% | +4.3% | -1.4% | -14.1% | · | · | +5.6% | +6.5% | +11.9% |
| 1997 | +6.2% | +1.0% | -4.4% | +6.3% | +6.3% | +4.1% | +7.9% | -5.2% | +4.8% | -2.5% | +3.9% | +1.9% | +33.5% |
| 1996 | +3.6% | +0.3% | +1.7% | +1.1% | +2.3% | +0.9% | -4.5% | +1.9% | +5.6% | +3.2% | +7.3% | -2.4% | +22.5% |
| 1995 | · | +4.0% | +2.8% | +3.0% | +4.0% | +2.0% | +3.2% | +0.4% | +4.2% | -0.3% | +4.4% | +1.6% | +33.5% |
라이브 구간 포지션 내역
2026-08진행중
SPY 25%VWO 25%GLD 25%HYG 25%
2026-07+1.7%
SPY 25%VWO 25%HYG 25%BIL 25%
2026-06-1.1%
SPY 25%VWO 25%REM 25%HYG 25%
2026-05-3.2%
SPY 25%VWO 25%GLD 25%HYG 25%
2026-04+0.3%
VWO 25%SPY 25%GLD 25%REM 25%
2026-03+4.9%
GLD 25%VWO 25%SPY 25%HYG 25%
2026-02-6.8%
GLD 25%VWO 25%SPY 25%REM 25%
2026-01+2.5%
GLD 25%VWO 25%REM 25%SPY 25%
2025-12+5.4%
GLD 25%VWO 25%SPY 25%REM 25%
2025-11+0.9%
GLD 25%VWO 25%SPY 25%REM 25%
2025-10+2.3%
GLD 25%VWO 25%SPY 25%REM 25%
2025-09+1.8%
GLD 25%VWO 25%SPY 25%HYG 25%