AlphaPulse Tactical
The AlphaPulse Tactical Model is a quantitative framework designed for analyzing historical performance trends over 22 years using metrics such as CAGR, Sharpe ratios, and Alpha. By examining price movements across a diverse selection of ETFs spanning various market classes and sectors, the model evaluates hypothetical outcomes under different market conditions. Simulations demonstrate how the model has historically managed volatility, drawdowns, and asset selection, emphasizing diversification and balance. Over this historical back-testing period, the model achieved a compounded annual growth rate (CAGR) of 22.49% compared to a benchmark average of 10.06%, offering a data-driven perspective on performance trends within the analyzed context.
Quantitative Rules
Price Momentum
Currencies, Commodities, Equities, Bonds
OverviewAllocationTradesStatistics
CAGR
22.98%
10 Years
15.25%
5 Years
15.70%
3 Years
1.17%
1 Year
4.98%
Compounded Annual Inflation CAGR
2.68%
10 Years
3.02%
5 Years
4.51%
3 Years
2.75%
1 Year
2.32%
Cumulative Returns
7596.53%
10 Years
313.37%
5 Years
107.30%
3 Years
3.54%
1 Year
4.98%
Annual Volatility
18.02%
10 Years
17.46%
5 Years
20.55%
3 Years
19.00%
1 Year
17.50%
Sharpe
1.27
10 Years
0.85
5 Years
0.72
3 Years
0.02
1 Year
0.34
Alpha
18.08
10 Years
9.10
5 Years
7.78
3 Years
-6.37
1 Year
3.00
Beta
0.47
10 Years
0.48
5 Years
0.52
3 Years
0.54
1 Year
0.22
Treynor
48.37%
10 Years
30.73%
5 Years
28.81%
3 Years
0.54%
1 Year
27.83%
Sterling
1.21%
10 Years
0.78%
5 Years
0.79%
3 Years
0.02%
1 Year
0.32%
Downside Annual Volatility
6.48%
10 Years
7.37%
5 Years
7.77%
3 Years
8.97%
1 Year
9.09%
Maximum Drawdown
-18.90%
10 Years
-18.90%
5 Years
-18.90%
3 Years
-18.90%
1 Year
-18.90%
Sortino
3.52
10 Years
2.01
5 Years
1.91
3 Years
0.03
1 Year
0.66
R²
14.09%
10 Years
14.54%
5 Years
9.39%
3 Years
12.38%
1 Year
1.95%
Up Market Capture
100%
10 Years
72%
5 Years
70%
3 Years
43%
1 Year
10%
Down Market Capture
29%
10 Years
41%
5 Years
26%
3 Years
79%
1 Year
66%
Tracking Error
4.77%
10 Years
4.49%
5 Years
5.55%
3 Years
4.87%
1 Year
5.01%
Minimum Rolling Return
10 Years
242.99%
5 Years
52.72%
3 Years
-7.77%
1 Year
-14.35%
Maximum Rolling Return
10 Years
1425.38%
5 Years
618.38%
3 Years
284.90%
1 Year
126.13%
General
denotes benchmark
Average Winning Trade Return
3.84%
Average Losing Trade Return
-3.22%
Average Winning Trade Duration
26 days
Average Losing Trade Duration
24 days
Winning Trades
60.74%
Positive Days
61.76%
Annual Turnover Ratio
6%
Maximum Return
11.87%
25.26%
Minimum Return
-28.97%
-11.98%
Average Return
0.71%
1.47%
Median Return
0.85%
0.80%
Average Return Best
11.20%
Average Return Worst
-2.79%
Best Positive Returns
100.00%
Worst Positive Returns
0.00%
Average Return Deflation
4.67%
Average Return Inflation
1.33%
Average Return Inflation 3%
1.40%
Average Return Inflation 6%
0.29%
Positive Returns Deflation
66.67%
Positive Returns Inflation
61.56%
Positive Returns Inflation 3%
62.50%
Positive Returns Inflation 6%
53.85%
Best Year
2020
Worst Year
2024
Correlation with Benchmark
0.38
Correlation with Benchmark Positive Returns
0.10
Correlation with Benchmark Negative Returns
-0.03
Returns Distribution
Over 50%
0%
40% to 50%
0%
30% to 40%
0%
20% to 30%
0%
10% to 20%
4%
0% to 10%
57%
-10% to 0%
37%
-20% to -10%
1%
-30% to -20%
0%
-40% to -30%
0%
-50% to -40%
0%
Under -50%
0%
AlgoMart Ltd © 2025 All rights reserved
2nd Floor College House, 17 King Edwards Road, London, HA4 7AE
Product
Company
Disclaimer: The content on this website is provided for informational purposes only and should not be interpreted as financial advice. Please consult a licensed advisor before making investment decisions.