Reporting
Tactical rotational allocation model — Reporting
The tactical rotational allocation model is a quantitative allocation strategy. What matters is traceability: equity growth, drawdown control, temporal consistency, and operational viability. Here is the complete set of metrics in a single place (click any chart to enlarge).
Equity evolution vs benchmarks
Direct comparison of the strategy’s compounded growth against relevant benchmarks, keeping the focus on survival and return quality.
Note: informational/backtest material. Does not guarantee future performance.
Drawdown evolution vs benchmarks
Reading: depth and duration of declines. This is the chart that separates “theoretical” return from “investable” return.
Note: informational/backtest material. Does not guarantee future performance.
Final metrics summary table
Executive summary for quick review: return, drawdown, ratios and comparison against benchmarks.
Annual return heatmap
Annual reading for committee: positive/negative years and relative performance vs QQQ and SLV.
Monthly return heatmap
Monthly distribution to detect dependence on a few “excellent” months and assess regularity.
Number of trades per year
Indicator of friction and operational load: annual frequency of rotations (trend-following approach, not intraday).
Annual exposure (QQQ / SLV / CASH)
Reading by regime: time in each state to validate defensive positioning (CASH) and tactical rotation (SLV).
Request verified access to the dashboard and the reporting pack for committee (annexes, assumptions and methodological notes).
Join the Professional DashboardImportant information
Legacy Allocation is a quantitative analysis tool with an informational and educational purpose. It does not constitute personalised advice nor an offer/solicitation to buy or sell financial instruments. It does not provide financial advisory services and is not a registered or supervised entity. Simulator: results based on historical data/simulation. Static series updated to 10 February. The user is responsible for the use of this information and their decisions.