Momentum High Movers Regime Detection - Backtest results: CAGR: 30% / Drawdowns 21%
2007: 46.88%
2008: 52.81%
2009: 91.30%
2010: 22.36%
2011: 28.55%
2012: 23.20%
2013: 15.91%
2014: 33.57%
2015: 2.39%
2016: 20.33%
2017: 35.99%
2018: 24.91%
2019: 9.32%
2020: 32.64%
2021: 12.08%
2022: 10.84%
2023: 60.49%
2024: 74.48%