1. Core continuous results table (MOST important)

Key rows to show:

Strategy	CAGR	Sharpe	Max DD
Mom 1	        33.7%	0.780	-81%
Mom 1 timed	37.0%	0.855	-76%
Mom 5	        23.8%	0.742	-69%
Mom 5 timed	23.6%	0.790	-50%
Mom 10	        21.2%	0.735	-71%
Mom 10 timed	21.8%	0.813	-48%
SPY	        10.5%	0.626	-55%
QQQ	        10.0%	0.488	-83%



2. Worst rolling returns 

Strategy	Worst 1Y	Worst 3Y	Worst 5Y	Worst 10Y
Mom 10 timed	-25.5%	-4.8%	1.8%	5.1%
SPY	-43.3%	-14.5%	-2.3%	1.2%
QQQ	-67.6%	-25.0%	-9.4%	0.7%


worst-case 5-year and 10-year outcomes beat the market

3. Start-date sensitivity test

 “first trading day of any month” test is excellent.


Strategy Avg Start CAGR	Worst 
Mom 1 timed	28.0%	3.8%
Mom 5 timed	18.2%	6.4%
Mom 10 timed	16.9%	7.1%
SPY	        11.3%	4.1%

4. Lookback sweep (short version)


Just summarize:

Top-1 best: ~18 month momentum
Top-10 best: ~9 month momentum
1-month holding period best


5. Profit concentration

Top winners contribution:

Strategy	Top 1%	Top 5%	Top 10%
Mom 10	        9.4%	27.0%	39.3%


The strategy is not dependent on one giant winner.
This statistic helps credibility.

6. Drawdown improvement from timing filter


Strategy	Max DD
Mom 10	        -71.6%
Mom 10 timed	-48.0%

That’s a massive improvement.

But importantly:

timing did not always improve CAGR

Worst 10-year return still beats SPY