Name of
mixed
Strategy        worst worst worst worst worst worst                   worst         worst       worst      wrst wrst wrst  #    worst
Portfolio #Stcks CAGR Alpha Shrp Sorto Beta   MDD  UI Max#<-10%DD AvgMoRecovMDD Recoverymo Rolling:12mcagr 3y   5y  10y LosYrs calyrloss
                                                                    from all       from mdd                              of 41
                                                                    -10% dds                                              yrs

10-stock balanced: ABC-B + SumRank 2 equal timed + SP5 Canary	
            8	 40%  36.8% 1.47 3.72  .58  -29.4%  12.45   11	    14.3	    22        -28.4%       -.16  8.5%  21.0% 4	-4.69%

10-stock low drawdown: SP5 Canary + SumRank Top20→6m Momentum/Ulcer    
           10	 26.5 21%   1.25 2.79  .71  -20.9    6.12   12      11.3            18	      -12.1%	    .33% 10.0% 11.3% 3	-4.3%

20-stock balanced: ABC-B + SumRank 5 equal timed + SP5 Canary + All NDX→6m Sharpe	
           16	34.7  30.6% 1.51 3.81  .57  -24.4%  10.13    9	    16.7	    28	      -21.4%	    .46%  8.0% 18.8% 4	-3.0%

20-stock rolling-3y leader: ABC-A + SP5 Canary + PHL Top20→6m Sharpe	
           11	35%   32.3% 1.44 3.82  .48 -25.7%    8.88   11	    14.1	    19	      -21.6%	   3.5%	  6.3% 17.5% 4  =4.1%

20-stock low MDD: SP5 Canary + PHL Top20→18m Sortino + SumRank Top20→6m Momentum/Ulcer	
           15	26.2% 20.5% 1.18 2.62  .75 -20.8%    8.7    12	    12.3	    18        -17%	  -4.5%	 11.3% 12.8% 3	-3.5%

SPY         1	10.7         .61  .89 1.00 -49.1%   15.1     6	    29.5	    53        -43.4%     -15.3%  -6.2% -3.3% 7 -35.8%