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TacticalWeeklyNASDAQ-100 Growth · Aggressive tactical

Band Filter

A tactical model that rotates between the NASDAQ-100 and a money-market position, capturing upside while sidestepping major drawdowns.

Hypothetical track record Dec 1988 – May 2026 · 37.4 years · Gross of fees · Long + money-market view
+30.35%
Annualized return
study period, to 31 May 2026
−18.74%
Maximum drawdown
peak-to-trough, daily closes
3.13
Sortino ratio
annualized, net of 3% risk-free
68.82%
Batting average · monthly
share of positive months
Growth of $1,000
Hypothetical · log scale · Dec 1988 = $1,000
Band Filter NASDAQ-100 (Buy & Hold)

For this audience, drawdown carries equal weight to return. The study’s stated maximum drawdown is −18.74%, measured on daily closes; the chart above plots the month-end series, whose deepest decline is −13.16%. The benchmark’s worst case was far deeper.

Drawdown — the risk argument
Decline from prior peak · model vs benchmark
Band Filter NASDAQ-100

For this audience, drawdown carries equal weight to return. The benchmark surrendered more than half its value twice; the model's worst case was held to −18.74%.

Performance in down markets
The 10 worst months for the NASDAQ-100 · and the model in those same months
NASDAQ-100 Band Filter
—
NASDAQ-100 average
—
Band Filter average
Across the 10 worst months for the benchmark in the study period

A drawdown curve shows the shape of risk; this shows its worst individual moments. These are the ten months the index fell hardest — the months a client remembers — and what the model did while it happened.

What this model does

Capture the index's growth — without the deep drawdowns.

Band Filter is a tactical model on the NASDAQ-100. Each week it evaluates market conditions and decides whether to be invested in the index or to step aside into money market.

It is invested roughly four out of every five weeks; the rest of the time it sits in money market, out of risk. Because the decision is weekly rather than monthly, the model can finish a falling month higher than the index — out of the market for the worst weeks, back in for the rebound.

Time invested79.09%
Signals / year2.59
Win / loss ratio157.20%
BenchmarkNASDAQ-100
Monthly & annual returns
Hypothetical · most recent first · 2026 back to 1989 · heat-mapped
Full statistics

Everything an auditor would ask for.

Annualized return
30.35%
Max drawdown · daily
−18.74%
Sharpe ratio · annual
1.33
Sortino ratio · annual
3.13
Batting average · monthly
68.82%
Win / loss ratio
157.20%
% Time invested
79.09%
Ulcer index
5.12
Signals / year
2.59
Study period
Dec 1988 – May 2026
Span
37.4 yrs
Benchmark
NASDAQ-100 B&H

Sharpe and Sortino are annualized on a single return frequency — monthly mean and monthly standard deviation, both scaled to annual — net of a 3% risk-free rate. Because the numerator is the arithmetic annualized return, these ratios are not reproducible from the geometric annualized return shown above. Batting average is the share of positive months and is not annualized. Ratios are computed on the record through 31 August 2026; the annualized return and maximum drawdown above are the figures stated in the source study, which ends 29 May 2026.

Important disclosures

All performance shown is hypothetical and back-tested — it does not reflect actual trading with client assets and has inherent limitations (designed with the benefit of hindsight; may not reflect the impact of real market conditions). Past performance is not indicative of future results.

Results are gross of fees; transaction / custodial fees and taxes are not reflected and would reduce results. This is not an offer to sell or a solicitation to buy any investment. Charts use representative illustrative data; final disclaimer wording to be confirmed with counsel / compliance.

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