C.A.P. Momentum
a systematic approach to wealth building
Evidence -Based Momentum Strategy for Modern Investors
© 2026 CapXMomentum. All rights reserved.
About Us
A well-crafted financial plan without a concrete execution strategy is like a luxury vehicle without an engine. It may provide a sense of comfort, safety, and prestige, but it lacks the fundamental power to take you to your destination.With the assistance of AI coding, an independent financial advisor has distilled 25 years of practical market experience to design a wealth appreciation engine that is safe and reliable, highly flexible, and easy to operate for those who desire to achieve their financial goals through asset appreciation.The C.A.P. Momentum Strategy safely and reliably powers your most ambitious dreams!
© 2026 CapXMomentum. All rights reserved.
C.A.P. Momentum
"The Perfect Synergy"The C.A.P. Framework provides the risk management basis required for long-term stable performance, while the Dual Momentum Strategy provides clear entry and exit guidance.- Volatility Management: Designed for steady, long-term growth.
- Trend Following: Buy during uptrends, and exit at the early stages of a downtrend.
- Data-Driven: Reject subjective guesswork; execute entirely based on quantitative rules.
C.A.P.
" A disciplined framework for modern portfolio management"The C.A.P. Framework is a tactical allocation strategy designed to manage your portfolio through 3 core pillars:C – Cash: Strategically increase cash holding when market conditions deteriorate.
A – Allocation: Systematically distributing capital into selected assets.
P – Pick: Focusing on high-quality, high-potential asset options.
Dual Momentum
"Embrace Momentum"We use a two-layer quantitative filter to capture bull markets and evade bear markets.A simplified explanation:
Step 1: Relative Momentum Check
Is Asset A outperforming Asset B?
(e.g. U.S. Stocks vs. International Stocks)Step 2: Absolute Momentum Check
Is the winning asset outperforming Cash/ Defensive assets?
Yes: Invest in the Winner
No: Hold Cash/ Defensive Assets
© 2026 CapXMomentum. All rights reserved.
CAP-01P
"Hassle-free yet Uncompromised"CAP-01P is one of our foundation strategies, an example of a perfect balance between rigorous risk management and supreme growth potential.Today, we can utilize different C.A.P. Momentum Strategy models to design personalized wealth management solutions.
| 1/1/2008 - 30/6/2026 | INITIAL $ | APPROX. ACC. $ | MAX. DD | WORST YEAR % | WORST YEAR |
|---|---|---|---|---|---|
| CAP-01P | 1,000,000 | 16,240,000 | -17% | -4% | 2015 |
| SPY | 1,000,000 | 7,170,000 | -48% | -37% | 2008 |
| ANN. RETURN (30/6/2026) | 1yr | 3yr | 5yr | 10yr | SINCE 2008 |
|---|---|---|---|---|---|
| CAP-01P | 50% | 21% | 13% | 16% | 16% |
| SPY | 22% | 21% | 12% | 15% | 11% |
Note:
- SPY: State Street SPDR S&P 500 ETF
- Returns are total returns on a gross basis
- Results are based on the closing price of the last trading day of each month
CAP-01P
"Hassle-free yet Uncompromised"
MONTHLY RETURN OF CAP-01P
SINCE 2011
(Results are based on the closing price of the last trading day of each month)
| MONTH | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.81% | 11.01% | -6.66% | 0.29% | 0.32% | 0.27% | - | - | - | - | - | - | 15.23% |
| 2025 | 0.36% | 0.35% | 4.22% | 0.35% | 3.96% | 0.36% | 4.01% | 0.36% | 13.93% | 1.55% | 3.74% | 3.08% | 41.91% |
| 2024 | 0.45% | 4.67% | 0.44% | 0.44% | 0.44% | 0.44% | 0.44% | 0.22% | 0.30% | 0.26% | 0.38% | -8.41% | -0.41% |
| 2023 | 0.36% | -7.75% | 0.39% | 1.76% | 0.48% | 0.43% | 0.43% | 0.44% | 0.45% | 0.45% | 0.45% | 6.30% | 3.72% |
| 2022 | 0.01% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | 0.19% | 0.22% | 0.26% | 0.31% | 0.35% | 1.69% |
| 2021 | -0.31% | 11.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 2.39% | -4.42% | 0.00% | 0.00% | 0.00% | 8.68% |
| 2020 | 0.11% | -8.26% | -9.40% | 22.11% | 5.62% | 3.79% | 9.55% | 4.40% | -5.48% | -2.62% | 13.46% | 9.00% | 45.03% |
| 2019 | 7.58% | -0.81% | 2.46% | 1.21% | -7.41% | 11.43% | 3.18% | 3.16% | -2.34% | 3.93% | 2.19% | 3.47% | 30.41% |
| 2018 | 5.60% | 0.12% | 0.13% | 0.14% | 0.15% | 0.16% | 0.16% | 0.16% | 0.17% | 0.18% | 0.19% | 0.19% | 7.46% |
| 2017 | 0.04% | 0.04% | -1.17% | 0.06% | 2.52% | -0.41% | 2.78% | 2.34% | 0.10% | 4.22% | 1.49% | 0.10% | 12.66% |
| 2016 | 0.02% | 11.88% | 11.66% | 14.88% | -8.01% | 10.84% | 9.34% | -9.01% | 3.26% | -3.98% | 5.95% | 0.04% | 53.03% |
| 2015 | -3.05% | 1.79% | -1.46% | 0.88% | 0.75% | -1.65% | 0.00% | -6.82% | 0.01% | 8.43% | 0.25% | -2.05% | -3.55% |
| 2014 | 0.01% | 5.05% | 0.00% | -0.69% | 2.29% | 3.17% | -1.79% | 3.65% | -5.22% | 3.25% | 3.55% | -0.57% | 12.94% |
| 2013 | 0.98% | 0.01% | 4.67% | 2.50% | 3.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.59% | 1.86% | 18.19% |
| 2012 | 3.36% | 4.16% | 5.03% | -1.37% | -5.32% | 4.33% | 1.35% | 2.63% | 2.86% | -1.24% | -3.49% | 3.71% | 16.51% |
| 2011 | 1.20% | 0.01% | 1.88% | 1.80% | -2.23% | -2.10% | -1.50% | -0.65% | -6.56% | 7.52% | -0.08% | 0.23% | -1.06% |
Note: Returns are total returns on a gross basis. The 'Total' column denotes the annual gross return. For 2026, the return is calculated from the period of January 1 to June 30.
CAP-01
"Hassle-free yet Uncompromised"
MONTHLY RETURN OF CAP-01
SINCE 2011
(Results are based on the closing price of the last trading day of each month)
| MONTH | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.63% | 6.26% | -3.41% | - | - | - | - | - | - | - | - | - | 14.57% |
| 2025 | 5.32% | 0.64% | 2.13% | -3.51% | 1.44% | 5.75% | 4.07% | 4.95% | 10.87% | 4.63% | 0.36% | 2.54% | 46.09% |
| 2024 | 0.45% | 4.67% | 2.95% | -4.66% | 1.48% | -1.46% | 1.10% | 0.32% | 0.96% | 1.26% | 4.43% | -8.41% | 2.35% |
| 2023 | 5.22% | -4.84% | -1.44% | 0.78% | 2.68% | 3.44% | 3.97% | -3.25% | -2.94% | -3.70% | 5.29% | 6.30% | 11.14% |
| 2022 | -6.32% | 0.27% | 9.05% | -4.02% | 2.73% | -12.82% | 3.30% | -0.57% | -3.04% | 0.26% | 5.73% | -3.97% | -10.72% |
| 2021 | -0.31% | 11.36% | 6.79% | 2.84% | 8.45% | -2.01% | 0.01% | 2.39% | -4.42% | 7.37% | -2.09% | 3.63% | 38.16% |
| 2020 | -0.45% | -5.28% | -2.89% | 2.44% | 4.35% | 2.41% | 7.45% | 4.81% | -5.04% | -2.03% | 13.46% | 9.00% | 29.91% |
| 2019 | 1.09% | -0.35% | 1.66% | 3.48% | -7.41% | 2.80% | 1.95% | 1.57% | 0.04% | 2.99% | 2.39% | 3.47% | 14.01% |
| 2018 | 5.60% | -3.08% | -4.46% | -1.24% | 5.68% | -1.39% | 2.45% | 4.71% | 1.18% | -7.23% | 0.19% | -2.99% | -1.50% |
| 2017 | 2.28% | 2.24% | -1.17% | 0.56% | 2.52% | -0.41% | 2.78% | 2.34% | 0.10% | 4.22% | 1.49% | 1.21% | 19.61% |
| 2016 | -5.47% | 3.66% | 7.43% | 5.24% | -5.86% | 2.18% | 6.54% | -4.53% | 2.73% | -2.51% | 5.95% | 0.59% | 15.68% |
| 2015 | -3.05% | 1.33% | -1.46% | 0.88% | 0.75% | -1.65% | 2.87% | -6.82% | 0.01% | 0.00% | 0.25% | -2.05% | -8.90% |
| 2014 | -2.28% | 5.05% | 0.00% | -0.69% | 2.29% | 3.17% | -0.55% | 3.65% | -5.22% | 3.25% | 3.55% | -0.57% | 11.75% |
| 2013 | 0.98% | 0.97% | 4.67% | 2.50% | 3.37% | -1.17% | 5.90% | -3.88% | 2.71% | 4.09% | 3.59% | 1.86% | 28.30% |
| 2012 | 3.36% | 1.73% | 5.03% | -1.37% | -5.32% | 1.90% | 1.35% | 2.63% | 2.86% | -1.74% | 0.07% | 3.71% | 14.67% |
| 2011 | 1.20% | 4.49% | 1.88% | 1.80% | -3.66% | -1.83% | -1.50% | -0.02% | -3.69% | 1.96% | 0.61% | -3.25% | -2.34% |
Note: Returns are total returns on a gross basis. The 'Total' column denotes the annual gross return. For 2026, the return is calculated from the period of January 1 to February 28.
© 2026 CapXMomentum. All rights reserved.
MPF REFERENCE
"MPF should work as hard as any other investment in our portfolio"Our system streamlines the investment process by utilizing ETF-driven signals (such as SPY and EWH) to guide your MPF portfolio composition, ensuring your holdings remain precisely aligned with global market trends.To meet a wide range of investment objectives, we offer 3 core reference models.Aggressive (MPF-A): Optimized for maximum long-term growth.Moderately Aggressive (MPF-MA): A growth-focused strategy for long term capital growth.Balanced (MPF-B): Designed for capital growth with a measured approach to risk.If you have unique requirements, we would be delighted to collaborate with you on a fully customized solution.
| 1/1/2008 - 28/2/2026 | INITIAL $ | APPROX. ACC. $ | MAX. DD | WORST YEAR % | WORST YEAR |
|---|---|---|---|---|---|
| MPF-A | 100,000 | 630,000 | -19% | -16% | 2008 |
| MPF-MA | 100,000 | 470,000 | -15% | -13% | 2008 |
| MPF-B | 100,000 | 370,000 | -12% | -11% | 2008 |
| SPYAGG(7/3) | 100,000 | 460,000 | -36% | -25% | 2008 |
| ANN. RETURN (28/2/2026) | 1yr | 3yr | 5yr | 10yr | SINCE 2008 |
|---|---|---|---|---|---|
| MPF-A | 32% | 18% | 11% | 12% | 11% |
| MPF-MA | 29% | 16% | 10% | 10% | 9% |
| MPF-B | 24% | 13% | 8% | 9% | 7% |
| SPYAGG(7/3) | 14% | 17% | 10% | 11% | 9% |
Note:
- SPYAGG(7/3):
70% State Street SPDR S&P 500 ETF & 30% iShares Core US Aggregate Bond ETF
- Returns are total returns on a gross basis
- Results are based on the closing price of the last trading day of each month
MPF-A
"Optimized for maximum long-term growth"
MONTHLY RETURN OF MPF-A
SINCE 2011
(Results are based on the closing price of the last trading day of each month)
| MONTH | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.47% | 3.55% | -4.63% | - | - | - | - | - | - | - | - | - | 0.21% |
| 2025 | 2.69% | -1.27% | -0.45% | 0.06% | 8.11% | 7.10% | 4.23% | 2.22% | 1.84% | -0.05% | 0.19% | 0.08% | 27.14% |
| 2024 | 1.59% | 5.22% | 3.27% | -4.03% | 5.06% | 3.53% | 1.21% | 2.34% | 2.10% | -4.23% | -2.41% | -2.51% | 11.03% |
| 2023 | 4.95% | -7.57% | 0.83% | 1.60% | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | 0.45% | 0.45% | 4.57% | 8.54% |
| 2022 | -5.27% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.04% | 0.22% | 0.26% | 0.31% | -5.76% | -12.45% |
| 2021 | 1.70% | 4.99% | 1.03% | 2.60% | 0.66% | 2.25% | 2.44% | 2.98% | -4.66% | 7.02% | -0.80% | 4.63% | 27.24% |
| 2020 | -0.04% | -7.92% | -0.53% | 1.72% | 0.67% | 1.78% | 5.89% | 6.98% | -3.44% | -2.49% | 10.65% | 4.52% | 17.71% |
| 2019 | 0.91% | 4.57% | 1.35% | 1.03% | -6.38% | 1.10% | 1.51% | 2.78% | 1.95% | 0.21% | 3.62% | 2.90% | 16.24% |
| 2018 | 5.64% | -3.83% | -2.74% | 0.14% | 0.15% | -5.37% | 3.70% | 3.19% | 0.59% | -6.91% | 0.19% | 0.19% | -5.67% |
| 2017 | 1.79% | 3.93% | 0.13% | 2.92% | 3.28% | 0.75% | 3.63% | 1.69% | 0.00% | -0.04% | 3.06% | 1.21% | 24.63% |
| 2016 | -4.98% | 0.89% | 0.87% | 0.26% | -0.15% | 1.14% | 3.65% | 0.62% | 4.66% | -2.00% | -1.85% | 2.03% | 4.88% |
| 2015 | -2.96% | -0.89% | -1.57% | 8.48% | -0.46% | -3.48% | -1.46% | -6.10% | 0.01% | 0.07% | -0.39% | -1.72% | -10.57% |
| 2014 | -3.52% | 4.55% | 0.83% | 0.82% | 2.32% | 0.92% | 5.36% | -0.73% | -6.91% | 2.36% | 2.75% | -0.26% | 8.15% |
| 2013 | 4.48% | -0.84% | 3.80% | 1.92% | 2.36% | -1.33% | 5.17% | -3.00% | 3.17% | 1.67% | 1.89% | 2.59% | 23.81% |
| 2012 | 4.64% | 7.96% | -4.38% | 0.60% | -6.01% | -0.02% | 1.36% | 0.00% | 7.12% | 1.65% | 3.30% | 2.32% | 19.12% |
| 2011 | 2.33% | 3.47% | 0.01% | 2.90% | -1.12% | -3.52% | 1.69% | 1.52% | 0.77% | 0.13% | -0.33% | 1.04% | 9.04% |
Note: Returns are total returns on a gross basis. The 'Total' column denotes the annual gross return. For 2026, the return is calculated from the period of January 1 to February 28.
MPF-MA
"A growth-focused strategy for long term capital growth"
MONTHLY RETURN OF MPF-MA
SINCE 2011
(Results are based on the closing price of the last trading day of each month)
| MONTH | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 2.08% | -3.68% | - | - | - | - | - | - | - | - | - | 2.57% |
| 2025 | 1.91% | -0.73% | -0.19% | 0.18% | 5.20% | 4.85% | 3.59% | 2.17% | 2.42% | 0.76% | 1.21% | -0.40% | 22.85% |
| 2024 | 1.01% | 2.99% | 2.48% | -2.54% | 4.79% | 0.19% | 0.95% | 2.04% | 1.84% | -3.12% | 0.38% | -2.47% | 8.55% |
| 2023 | 5.40% | -5.94% | 0.69% | 1.26% | 0.45% | 4.20% | 2.33% | -0.94% | -3.01% | 0.45% | 0.45% | 3.19% | 8.29% |
| 2022 | -3.51% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.30% | 0.22% | 0.26% | 0.31% | -3.72% | -9.14% |
| 2021 | 0.80% | 4.25% | 2.20% | 3.49% | 1.45% | 0.31% | 0.83% | 1.92% | -3.41% | 4.68% | -0.53% | 3.09% | 20.50% |
| 2020 | -1.97% | -4.75% | -0.31% | 1.15% | 0.45% | 1.40% | 3.52% | 4.38% | -3.54% | -2.30% | 10.73% | 4.25% | 12.74% |
| 2019 | 0.67% | 3.01% | 1.61% | 2.05% | -6.54% | 0.80% | 1.07% | 1.30% | 1.09% | 0.88% | 2.40% | 3.35% | 11.93% |
| 2018 | 5.30% | -3.77% | -2.18% | 0.14% | 0.15% | -3.53% | 2.52% | 2.32% | 0.19% | -4.55% | 0.19% | 0.19% | -3.42% |
| 2017 | 1.21% | 2.63% | 1.07% | 2.28% | 2.65% | 0.71% | 3.10% | 1.22% | 0.67% | 0.76% | 3.36% | 1.44% | 23.22% |
| 2016 | -6.43% | 0.60% | 0.59% | 0.30% | 0.47% | 0.88% | 2.62% | 0.45% | 3.11% | -1.91% | -1.23% | -0.98% | -1.85% |
| 2015 | -0.14% | -0.53% | -0.92% | 5.55% | 0.12% | -2.99% | -0.22% | -4.06% | 0.01% | 0.05% | -0.26% | -1.24% | -4.83% |
| 2014 | -4.74% | 3.16% | 0.50% | 0.78% | 3.11% | 1.30% | 3.13% | 0.83% | -5.07% | 1.92% | 2.05% | -0.12% | 6.61% |
| 2013 | 2.99% | -0.13% | 2.07% | 2.32% | 0.90% | -0.89% | 3.45% | -2.00% | 2.11% | 2.66% | 2.25% | 1.78% | 18.81% |
| 2012 | 6.17% | 6.75% | -1.85% | 0.18% | -7.10% | -0.01% | 0.91% | 0.00% | 5.59% | 0.49% | 2.39% | 1.85% | 15.59% |
| 2011 | 2.03% | 1.41% | 0.01% | 2.69% | -0.33% | -2.49% | 0.46% | 1.01% | 0.51% | 0.08% | -0.22% | 1.15% | 6.39% |
Note: Returns are total returns on a gross basis. The 'Total' column denotes the annual gross return. For 2026, the return is calculated from the period of January 1 to February 28.
MPF-B
"Designed for capital growth with a measured approach to risk"
MONTHLY RETURN OF MPF-B
SINCE 2011
(Results are based on the closing price of the last trading day of each month)
| MONTH | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | TOTAL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.13% | 1.54% | -2.86% | - | - | - | - | - | - | - | - | - | 2.71% |
| 2025 | 1.52% | -0.46% | -0.05% | 0.23% | 3.91% | 3.73% | 2.84% | 1.85% | 2.30% | 0.87% | 1.28% | -0.46% | 18.91% |
| 2024 | -0.88% | 2.19% | 2.01% | -1.80% | 4.02% | -0.32% | 0.83% | 1.73% | 1.57% | -2.83% | 0.85% | -1.99% | 5.25% |
| 2023 | 5.13% | -5.09% | 0.61% | 1.06% | 0.44% | 3.19% | 1.85% | -0.59% | -2.15% | 0.45% | 0.45% | 2.50% | 7.73% |
| 2022 | -2.63% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.47% | 0.22% | 0.26% | 0.31% | -2.70% | -7.51% |
| 2021 | 0.39% | 3.17% | 2.03% | 3.06% | 1.34% | -0.06% | 0.61% | 1.42% | -2.63% | 3.51% | -0.40% | 2.32% | 15.59% |
| 2020 | -1.94% | -3.41% | -0.20% | 0.87% | 0.34% | 1.11% | 2.76% | 4.47% | -2.98% | -1.98% | 8.95% | 3.51% | 11.38% |
| 2019 | 0.55% | 2.28% | 1.69% | 1.84% | -5.16% | 0.65% | 0.85% | 0.86% | 0.80% | 0.87% | 1.82% | 2.89% | 10.15% |
| 2018 | 4.18% | -3.11% | -1.70% | 0.14% | 0.15% | -2.61% | 1.93% | 1.81% | 0.12% | -3.37% | 0.19% | 0.19% | -2.32% |
| 2017 | 0.92% | 1.99% | 1.04% | 1.94% | 2.22% | 0.59% | 2.55% | 1.10% | 0.58% | 0.78% | 2.83% | 1.25% | 19.27% |
| 2016 | -5.60% | 0.45% | 0.45% | 0.27% | 0.49% | 1.01% | 3.13% | 0.32% | 2.34% | -1.71% | -0.91% | -1.31% | -1.34% |
| 2015 | 0.69% | -0.39% | -0.49% | 4.30% | 0.20% | -2.41% | 0.02% | -3.05% | 0.01% | 0.04% | -0.19% | -0.98% | -2.41% |
| 2014 | -3.90% | 2.40% | 0.37% | 0.64% | 2.92% | 1.14% | 2.19% | 1.14% | -4.02% | 1.53% | 1.59% | -0.08% | 5.80% |
| 2013 | 2.24% | 0.01% | 1.44% | 2.16% | -0.11% | -0.66% | 2.59% | -1.50% | 1.59% | 2.52% | 1.89% | 1.26% | 14.16% |
| 2012 | 5.52% | 5.42% | -1.22% | 0.23% | -5.92% | -0.01% | 0.68% | 0.00% | 4.45% | 0.21% | 1.88% | 1.42% | 12.84% |
| 2011 | 1.64% | 0.84% | 0.01% | 2.21% | -0.07% | -2.19% | 0.18% | 0.76% | 0.39% | 0.06% | -0.17% | 0.97% | 4.67% |
Note: Returns are total returns on a gross basis. The 'Total' column denotes the annual gross return. For 2026, the return is calculated from the period of January 1 to February 28.
© 2026 CapXMomentum. All rights reserved.
Solution
"Systematized Wealth Management"Whether you are a high-net-worth individual seeking stable growth, or an emerging affluent professional preferring to focus entirely on your own arena, our Momentum Strategy System can tailor an exclusive solution just for you.Just as mentioned regarding the fundamental power in About Us, the focus of our solution is a reliable engine to help you safely achieve your financial goals, rather than a superficial luxury.We sincerely invite you to browse our flagship CAP-01P page.Welcome to Contact Us to book a free 45-minute consultation.
© 2026 CapXMomentum. All rights reserved.
ULTIMATE STRESS TEST
"It is how much a strategy keeps under downside pressure that matters most."The wealth preservation capabilities of CAP-01P make an indispensable contribution to its additional return relative to the market.For a $1,000,000 principal investment on January 1, 2008, the compounding effect generated by the ~5% average annual outperformance of CAP-01P led to a 213% additional return as of June 30, 2026 (Gross profit excluding principal and before trading fees: CAP-01P $15,240,000 vs SPY $6,170,000).
Why
C.A.P. Momentum
Traditional "Buy and Hold" strategies are often subject to the full brunt of market corrections. C.A.P. Momentum utilizes a dynamic rebalancing engine designed to:Identify Leading Trends:
Systematically allocating to assets with the highest relative momentum.Robust Capital Protection:
Paired with absolute momentum, we actively monitor asset dynamics to safeguard your accumulated wealth.Professional Value:
We don't just chase returns; we provide a "hassle-free" wealth management experience.
Risk Management in Action
The test of an algorithmic strategy is NOT just how much it gains, but also how much it keeps. Below is a demonstration of our sample strategies compared to their respective benchmarks during the critical market cycles of January 2018 – December 2023.Why this period is critical?
This specific 6-year window serves as the most recent "Ultimate Stress Test" for modern portfolio management because it captures 3 distinct, high-impact market events:2018 Trade War: A rare cycle where both stocks and bonds declined, testing the ability to achieve asset preservation.2020 Pandemic Shock: One of the fastest market crash and recovery periods in history, testing speed of response and re-entry logic.2022 Inflationary Bear Market: Traditional multi-asset allocation failed as both stocks and bonds fell in a rising interest rate environment, requiring momentum monitoring and discipline to protect capital.
1. CAP-01P Strategy (Equities Focus)
Designed for exceptional growth through superior risk controls.
| 1/1/2018 - 31/12/2023 | CAP-01P | Benchmark (SPY) |
|---|---|---|
| Initial Value | $1,000,000 | $1,000,000 |
| Approx. Acc. Value | $2,330,000 | $1,970,000 |
| Total Return | 133% | 97% |
| Annualised Return | 15.14% | 11.96% |
| Max. DD (Drawdown) | -16.88% | -23.93% |
Key Takeaway: During market stress, CAP-01P's algorithmic triggers reduced exposure, resulting in a significantly lower drawdown than the SPY while delivering exceptional return at the same time.
Note:
- SPY: State Street SPDR S&P 500 ETF
- Returns are total returns on a gross basis
- Results are based on the closing price of the last trading day of each month
© 2026 CapXMomentum. All rights reserved.
Contact
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感謝您對我們系統化組合管理方案的關注。我們非常期待能協助您利用數據驅動的精準策略，在市場中穩步前行。我們將盡快與您聯絡，提供您所需的專業見解。
C.A.P. 動能策略
系統化構建財富
為現代投資者打造的動能策略
© 2026 CapXMomentum. All rights reserved.
關於我們
一個規劃完善但缺乏具體執行策略的理財方案，猶如一輛沒有引擎的豪華名車。它或許能提供舒適、安全與尊榮感，卻缺乏帶您到目的地所需的基本動力。透過人工智能編程的幫助，一位獨立理財顧問總括其25年市場實戰經驗，為一眾渴望憑藉資產增值達至其財務目標的朋友設計出一副安全可靠、高度靈活且易於操控的財富增值引擎。C.A.P. 動能策略為您的宏大理想注入安全可靠的動力！
© 2026 CapXMomentum. All rights reserved.
C.A.P. 動能策略
「 完美協同效應 」C.A.P. 框架提供了長期穩定表現所需的風險管理依據，而雙重動能策略 (Dual Momentum Strategy) 則提供明確的入場與離場指引。- 波幅管理: 專為穩健的長期增長而設
- 趨勢追蹤: 在上升趨勢中買入，並在跌勢開始初期離場
- 數據驅動: 拒絕主觀猜測，完全基於量化規則執行
C.A.P.
「 現代投資組合管理的紀律框架 」C.A.P. 框架是一套戰術性資產配置策略，旨在透過3大核心支柱管理您的投資組合：C – Cash (現金防禦): 當投資市場環境惡化時，策略性地增持現金以規避風險
A – Allocation (系統配置): 根據系統化規則，將資金分配至選定的資產類別
P – Pick (精選標的): 專注於高質安全的資產選項
雙重動能策略
(Dual Momentum)
「 擁抱動能 」我們採用雙重量化篩選機制，旨在捕捉牛市升幅並規避熊市風險。簡化說明：
第 1 步: 相對動能檢測
資產 A 的表現是否優於資產 B？
(例如：美股與國際股市之比較)第 2 步: 絕對動能檢測
該領先資產的表現是否優於現金或選定的防禦性資產？
是: 買入領先資產
否: 持有現金或選定的防禦性資產
© 2026 CapXMomentum. All rights reserved.
CAP-01P
「 自在無憂卻不妥協 」CAP-01P 是我們的基礎策略之一，是一個嚴謹風險管理下仍能保持增長潛力的例子。時至今日，我們更可以透過不同的C.A.P. 動能策略模型，設計出個人化的財富管理方案。
| 1/1/2008 - 30/6/2026 | 初始價值 $ | 大約累計價值 $ | 最大回撤 | 最差周年回報 | 最差表現年份 |
|---|---|---|---|---|---|
| CAP-01P | 1,000,000 | 16,240,000 | -17% | -4% | 2015 |
| SPY (S&P500) | 1,000,000 | 7,170,000 | -48% | -37% | 2008 |
| 年化回報 (30/6/2026) | 1年 | 3年 | 5年 | 10年 | 自 2008 |
|---|---|---|---|---|---|
| CAP-01P | 50% | 21% | 13% | 16% | 16% |
| SPY (S&P500) | 22% | 21% | 12% | 15% | 11% |
備註：
- SPY: State Street SPDR S&P 500 ETF
- 回報率為毛利率，按總回報基準計算
- 以每月最後一個交易日資產收市價格計算
CAP-01P
「 自在無憂卻不妥協 」
CAP-01P 自2011年的每月回報
(以每月最後一個交易日資產收市價格計算)
| 月 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 總計 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.81% | 11.01% | -6.66% | 0.29% | 0.32% | 0.27% | - | - | - | - | - | - | 15.84% |
| 2025 | 0.36% | 0.35% | 4.22% | 0.35% | 3.96% | 0.36% | 4.01% | 0.36% | 13.93% | 1.55% | 3.74% | 3.08% | 41.91% |
| 2024 | 0.45% | 4.67% | 0.44% | 0.44% | 0.44% | 0.44% | 0.44% | 0.22% | 0.30% | 0.26% | 0.38% | -8.41% | -0.41% |
| 2023 | 0.36% | -7.75% | 0.39% | 1.76% | 0.48% | 0.43% | 0.43% | 0.44% | 0.45% | 0.45% | 0.45% | 6.30% | 3.72% |
| 2022 | 0.01% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | 0.19% | 0.22% | 0.26% | 0.31% | 0.35% | 1.69% |
| 2021 | -0.31% | 11.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 2.39% | -4.42% | 0.00% | 0.00% | 0.00% | 8.68% |
| 2020 | 0.11% | -8.26% | -9.40% | 22.11% | 5.62% | 3.79% | 9.55% | 4.40% | -5.48% | -2.62% | 13.46% | 9.00% | 45.03% |
| 2019 | 7.58% | -0.81% | 2.46% | 1.21% | -7.41% | 11.43% | 3.18% | 3.16% | -2.34% | 3.93% | 2.19% | 3.47% | 30.41% |
| 2018 | 5.60% | 0.12% | 0.13% | 0.14% | 0.15% | 0.16% | 0.16% | 0.16% | 0.17% | 0.18% | 0.19% | 0.19% | 7.46% |
| 2017 | 0.04% | 0.04% | -1.17% | 0.06% | 2.52% | -0.41% | 2.78% | 2.34% | 0.10% | 4.22% | 1.49% | 0.10% | 12.66% |
| 2016 | 0.02% | 11.88% | 11.66% | 14.88% | -8.01% | 10.84% | 9.34% | -9.01% | 3.26% | -3.98% | 5.95% | 0.04% | 53.03% |
| 2015 | -3.05% | 1.79% | -1.46% | 0.88% | 0.75% | -1.65% | 0.00% | -6.82% | 0.01% | 8.43% | 0.25% | -2.05% | -3.55% |
| 2014 | 0.01% | 5.05% | 0.00% | -0.69% | 2.29% | 3.17% | -1.79% | 3.65% | -5.22% | 3.25% | 3.55% | -0.57% | 12.94% |
| 2013 | 0.98% | 0.01% | 4.67% | 2.50% | 3.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.59% | 1.86% | 18.19% |
| 2012 | 3.36% | 4.16% | 5.03% | -1.37% | -5.32% | 4.33% | 1.35% | 2.63% | 2.86% | -1.24% | -3.49% | 3.71% | 16.51% |
| 2011 | 1.20% | 0.01% | 1.88% | 1.80% | -2.23% | -2.10% | -1.50% | -0.65% | -6.56% | 7.52% | -0.08% | 0.23% | -1.06% |
備註： 回報率為毛利率，按總回報基準計算；「總計」欄位代表年度總回報；2026 年之總計回報率計算期為 1 月 1 日至 6 月 30 日。
CAP-01
「 自在無憂卻不妥協 」
CAP-01 自2011年的每月回報
(以每月最後一個交易日資產收市價格計算)
| 月 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 總計 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.63% | 6.26% | -3.41% | - | - | - | - | - | - | - | - | - | 14.57% |
| 2025 | 5.32% | 0.64% | 2.13% | -3.51% | 1.44% | 5.75% | 4.07% | 4.95% | 10.87% | 4.63% | 0.36% | 2.54% | 46.09% |
| 2024 | 0.45% | 4.67% | 2.95% | -4.66% | 1.48% | -1.46% | 1.10% | 0.32% | 0.96% | 1.26% | 4.43% | -8.41% | 2.35% |
| 2023 | 5.22% | -4.84% | -1.44% | 0.78% | 2.68% | 3.44% | 3.97% | -3.25% | -2.94% | -3.70% | 5.29% | 6.30% | 11.14% |
| 2022 | -6.32% | 0.27% | 9.05% | -4.02% | 2.73% | -12.82% | 3.30% | -0.57% | -3.04% | 0.26% | 5.73% | -3.97% | -10.72% |
| 2021 | -0.31% | 11.36% | 6.79% | 2.84% | 8.45% | -2.01% | 0.01% | 2.39% | -4.42% | 7.37% | -2.09% | 3.63% | 38.16% |
| 2020 | -0.45% | -5.28% | -2.89% | 2.44% | 4.35% | 2.41% | 7.45% | 4.81% | -5.04% | -2.03% | 13.46% | 9.00% | 29.91% |
| 2019 | 1.09% | -0.35% | 1.66% | 3.48% | -7.41% | 2.80% | 1.95% | 1.57% | 0.04% | 2.99% | 2.39% | 3.47% | 14.01% |
| 2018 | 5.60% | -3.08% | -4.46% | -1.24% | 5.68% | -1.39% | 2.45% | 4.71% | 1.18% | -7.23% | 0.19% | -2.99% | -1.50% |
| 2017 | 2.28% | 2.24% | -1.17% | 0.56% | 2.52% | -0.41% | 2.78% | 2.34% | 0.10% | 4.22% | 1.49% | 1.21% | 19.61% |
| 2016 | -5.47% | 3.66% | 7.43% | 5.24% | -5.86% | 2.18% | 6.54% | -4.53% | 2.73% | -2.51% | 5.95% | 0.59% | 15.68% |
| 2015 | -3.05% | 1.33% | -1.46% | 0.88% | 0.75% | -1.65% | 2.87% | -6.82% | 0.01% | 0.00% | 0.25% | -2.05% | -8.90% |
| 2014 | -2.28% | 5.05% | 0.00% | -0.69% | 2.29% | 3.17% | -0.55% | 3.65% | -5.22% | 3.25% | 3.55% | -0.57% | 11.75% |
| 2013 | 0.98% | 0.97% | 4.67% | 2.50% | 3.37% | -1.17% | 5.90% | -3.88% | 2.71% | 4.09% | 3.59% | 1.86% | 28.30% |
| 2012 | 3.36% | 1.73% | 5.03% | -1.37% | -5.32% | 1.90% | 1.35% | 2.63% | 2.86% | -1.74% | 0.07% | 3.71% | 14.67% |
| 2011 | 1.20% | 4.49% | 1.88% | 1.80% | -3.66% | -1.83% | -1.50% | -0.02% | -3.69% | 1.96% | 0.61% | -3.25% | -2.34% |
備註： 回報率為毛利率，按總回報基準計算；「總計」欄位代表年度總回報；2026 年之總計回報率計算期為 1 月 1 日至 2 月 28 日。
© 2026 CapXMomentum. All rights reserved.
強積金參考訊號
「 讓我們的強積金與其他資產一樣努力增長」我們的系統運用 ETF （如 SPY 與 EWH）作基礎，驅動訊號來引導您的強積金投資組合配置，化繁為簡，並確保您的持倉與全球市場趨勢保持一致。為滿足不同投資目標，我們提供 3 種核心參考訊號模型。進取型 (MPF-A): 專為追求最大化長線增長而設穩健進取型 (MPF-MA): 專注於長期資本增長的策略平衡型 (MPF-B): 兼顧資本增長與風險平衡的穩健方案我們亦樂於為您的特定需求量身打造專屬的定制方案。
| 1/1/2008 - 28/2/2026 | 初始價值 $ | 大約累計價值 $ | 最大回撤 | 最差周年回報 | 最差表現年份 |
|---|---|---|---|---|---|
| MPF-A | 100,000 | 630,000 | -19% | -16% | 2008 |
| MPF-MA | 100,000 | 470,000 | -15% | -13% | 2008 |
| MPF-B | 100,000 | 370,000 | -12% | -11% | 2008 |
| SPYAGG(7/3) | 100,000 | 460,000 | -36% | -25% | 2008 |
| 年化回報 (28/2/2026) | 1年 | 3年 | 5年 | 10年 | 自 2008 |
|---|---|---|---|---|---|
| MPF-A | 32% | 18% | 11% | 12% | 11% |
| MPF-MA | 29% | 16% | 10% | 10% | 9% |
| MPF-B | 24% | 13% | 8% | 9% | 7% |
| SPYAGG(7/3) | 14% | 17% | 10% | 11% | 9% |
備註：
- SPYAGG(7/3):
70% State Street SPDR S&P 500 ETF & 30% iShares Core US Aggregate Bond ETF
- 回報率為毛利率，按總回報基準計算
- 以每月最後一個交易日資產收市價格計算
MPF-A
「 專為追求最大化長線增長而設 」
MPF-A 自2011年的每月回報
(以每月最後一個交易日資產收市價格計算)
| 月 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 總計 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.47% | 3.55% | -4.63% | - | - | - | - | - | - | - | - | - | 0.21% |
| 2025 | 2.69% | -1.27% | -0.45% | 0.06% | 8.11% | 7.10% | 4.23% | 2.22% | 1.84% | -0.05% | 0.19% | 0.08% | 27.14% |
| 2024 | 1.59% | 5.22% | 3.27% | -4.03% | 5.06% | 3.53% | 1.21% | 2.34% | 2.10% | -4.23% | -2.41% | -2.51% | 11.03% |
| 2023 | 4.95% | -7.57% | 0.83% | 1.60% | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | 0.45% | 0.45% | 4.57% | 8.54% |
| 2022 | -5.27% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.04% | 0.22% | 0.26% | 0.31% | -5.76% | -12.45% |
| 2021 | 1.70% | 4.99% | 1.03% | 2.60% | 0.66% | 2.25% | 2.44% | 2.98% | -4.66% | 7.02% | -0.80% | 4.63% | 27.24% |
| 2020 | -0.04% | -7.92% | -0.53% | 1.72% | 0.67% | 1.78% | 5.89% | 6.98% | -3.44% | -2.49% | 10.65% | 4.52% | 17.71% |
| 2019 | 0.91% | 4.57% | 1.35% | 1.03% | -6.38% | 1.10% | 1.51% | 2.78% | 1.95% | 0.21% | 3.62% | 2.90% | 16.24% |
| 2018 | 5.64% | -3.83% | -2.74% | 0.14% | 0.15% | -5.37% | 3.70% | 3.19% | 0.59% | -6.91% | 0.19% | 0.19% | -5.67% |
| 2017 | 1.79% | 3.93% | 0.13% | 2.92% | 3.28% | 0.75% | 3.63% | 1.69% | 0.00% | -0.04% | 3.06% | 1.21% | 24.63% |
| 2016 | -4.98% | 0.89% | 0.87% | 0.26% | -0.15% | 1.14% | 3.65% | 0.62% | 4.66% | -2.00% | -1.85% | 2.03% | 4.88% |
| 2015 | -2.96% | -0.89% | -1.57% | 8.48% | -0.46% | -3.48% | -1.46% | -6.10% | 0.01% | 0.07% | -0.39% | -1.72% | -10.57% |
| 2014 | -3.52% | 4.55% | 0.83% | 0.82% | 2.32% | 0.92% | 5.36% | -0.73% | -6.91% | 2.36% | 2.75% | -0.26% | 8.15% |
| 2013 | 4.48% | -0.84% | 3.80% | 1.92% | 2.36% | -1.33% | 5.17% | -3.00% | 3.17% | 1.67% | 1.89% | 2.59% | 23.81% |
| 2012 | 4.64% | 7.96% | -4.38% | 0.60% | -6.01% | -0.02% | 1.36% | 0.00% | 7.12% | 1.65% | 3.30% | 2.32% | 19.12% |
| 2011 | 2.33% | 3.47% | 0.01% | 2.90% | -1.12% | -3.52% | 1.69% | 1.52% | 0.77% | 0.13% | -0.33% | 1.04% | 9.04% |
備註： 回報率為毛利率，按總回報基準計算；「總計」欄位代表年度總回報；2026 年之總計回報率計算期為 1 月 1 日至 2 月 28 日。
MPF-MA
「 專注於長期資本增長的策略 」
MPF-MA 自2011年的每月回報
(以每月最後一個交易日資產收市價格計算)
| 月 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 總計 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 2.08% | -3.68% | - | - | - | - | - | - | - | - | - | 2.57% |
| 2025 | 1.91% | -0.73% | -0.19% | 0.18% | 5.20% | 4.85% | 3.59% | 2.17% | 2.42% | 0.76% | 1.21% | -0.40% | 22.85% |
| 2024 | 1.01% | 2.99% | 2.48% | -2.54% | 4.79% | 0.19% | 0.95% | 2.04% | 1.84% | -3.12% | 0.38% | -2.47% | 8.55% |
| 2023 | 5.40% | -5.94% | 0.69% | 1.26% | 0.45% | 4.20% | 2.33% | -0.94% | -3.01% | 0.45% | 0.45% | 3.19% | 8.29% |
| 2022 | -3.51% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.30% | 0.22% | 0.26% | 0.31% | -3.72% | -9.14% |
| 2021 | 0.80% | 4.25% | 2.20% | 3.49% | 1.45% | 0.31% | 0.83% | 1.92% | -3.41% | 4.68% | -0.53% | 3.09% | 20.50% |
| 2020 | -1.97% | -4.75% | -0.31% | 1.15% | 0.45% | 1.40% | 3.52% | 4.38% | -3.54% | -2.30% | 10.73% | 4.25% | 12.74% |
| 2019 | 0.67% | 3.01% | 1.61% | 2.05% | -6.54% | 0.80% | 1.07% | 1.30% | 1.09% | 0.88% | 2.40% | 3.35% | 11.93% |
| 2018 | 5.30% | -3.77% | -2.18% | 0.14% | 0.15% | -3.53% | 2.52% | 2.32% | 0.19% | -4.55% | 0.19% | 0.19% | -3.42% |
| 2017 | 1.21% | 2.63% | 1.07% | 2.28% | 2.65% | 0.71% | 3.10% | 1.22% | 0.67% | 0.76% | 3.36% | 1.44% | 23.22% |
| 2016 | -6.43% | 0.60% | 0.59% | 0.30% | 0.47% | 0.88% | 2.62% | 0.45% | 3.11% | -1.91% | -1.23% | -0.98% | -1.85% |
| 2015 | -0.14% | -0.53% | -0.92% | 5.55% | 0.12% | -2.99% | -0.22% | -4.06% | 0.01% | 0.05% | -0.26% | -1.24% | -4.83% |
| 2014 | -4.74% | 3.16% | 0.50% | 0.78% | 3.11% | 1.30% | 3.13% | 0.83% | -5.07% | 1.92% | 2.05% | -0.12% | 6.61% |
| 2013 | 2.99% | -0.13% | 2.07% | 2.32% | 0.90% | -0.89% | 3.45% | -2.00% | 2.11% | 2.66% | 2.25% | 1.78% | 18.81% |
| 2012 | 6.17% | 6.75% | -1.85% | 0.18% | -7.10% | -0.01% | 0.91% | 0.00% | 5.59% | 0.49% | 2.39% | 1.85% | 15.59% |
| 2011 | 2.03% | 1.41% | 0.01% | 2.69% | -0.33% | -2.49% | 0.46% | 1.01% | 0.51% | 0.08% | -0.22% | 1.15% | 6.39% |
備註： 回報率為毛利率，按總回報基準計算；「總計」欄位代表年度總回報；2026 年之總計回報率計算期為 1 月 1 日至 2 月 28 日。
MPF-B
「 旨在兼顧資本增長與風險平衡的穩健方案 」
MPF-B 自2011年的每月回報
(以每月最後一個交易日資產收市價格計算)
| 月 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 總計 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.13% | 1.54% | -2.86% | - | - | - | - | - | - | - | - | - | 2.71% |
| 2025 | 1.52% | -0.46% | -0.05% | 0.23% | 3.91% | 3.73% | 2.84% | 1.85% | 2.30% | 0.87% | 1.28% | -0.46% | 18.91% |
| 2024 | -0.88% | 2.19% | 2.01% | -1.80% | 4.02% | -0.32% | 0.83% | 1.73% | 1.57% | -2.83% | 0.85% | -1.99% | 5.25% |
| 2023 | 5.13% | -5.09% | 0.61% | 1.06% | 0.44% | 3.19% | 1.85% | -0.59% | -2.15% | 0.45% | 0.45% | 2.50% | 7.73% |
| 2022 | -2.63% | 0.01% | 0.03% | 0.04% | 0.06% | 0.08% | 0.12% | -3.47% | 0.22% | 0.26% | 0.31% | -2.70% | -7.51% |
| 2021 | 0.39% | 3.17% | 2.03% | 3.06% | 1.34% | -0.06% | 0.61% | 1.42% | -2.63% | 3.51% | -0.40% | 2.32% | 15.59% |
| 2020 | -1.94% | -3.41% | -0.20% | 0.87% | 0.34% | 1.11% | 2.76% | 4.47% | -2.98% | -1.98% | 8.95% | 3.51% | 11.38% |
| 2019 | 0.55% | 2.28% | 1.69% | 1.84% | -5.16% | 0.65% | 0.85% | 0.86% | 0.80% | 0.87% | 1.82% | 2.89% | 10.15% |
| 2018 | 4.18% | -3.11% | -1.70% | 0.14% | 0.15% | -2.61% | 1.93% | 1.81% | 0.12% | -3.37% | 0.19% | 0.19% | -2.32% |
| 2017 | 0.92% | 1.99% | 1.04% | 1.94% | 2.22% | 0.59% | 2.55% | 1.10% | 0.58% | 0.78% | 2.83% | 1.25% | 19.27% |
| 2016 | -5.60% | 0.45% | 0.45% | 0.27% | 0.49% | 1.01% | 3.13% | 0.32% | 2.34% | -1.71% | -0.91% | -1.31% | -1.34% |
| 2015 | 0.69% | -0.39% | -0.49% | 4.30% | 0.20% | -2.41% | 0.02% | -3.05% | 0.01% | 0.04% | -0.19% | -0.98% | -2.41% |
| 2014 | -3.90% | 2.40% | 0.37% | 0.64% | 2.92% | 1.14% | 2.19% | 1.14% | -4.02% | 1.53% | 1.59% | -0.08% | 5.80% |
| 2013 | 2.24% | 0.01% | 1.44% | 2.16% | -0.11% | -0.66% | 2.59% | -1.50% | 1.59% | 2.52% | 1.89% | 1.26% | 14.16% |
| 2012 | 5.52% | 5.42% | -1.22% | 0.23% | -5.92% | -0.01% | 0.68% | 0.00% | 4.45% | 0.21% | 1.88% | 1.42% | 12.84% |
| 2011 | 1.64% | 0.84% | 0.01% | 2.21% | -0.07% | -2.19% | 0.18% | 0.76% | 0.39% | 0.06% | -0.17% | 0.97% | 4.67% |
備註： 回報率為毛利率，按總回報基準計算；「總計」欄位代表年度總回報；2026 年之總計回報率計算期為 1 月 1 日至 2 月 28 日。
© 2026 CapXMomentum. All rights reserved.
© 2026 CapXMomentum. All rights reserved.
極限壓力測試
「一個策略在面臨下行壓力時的抗跌能力才是關鍵。」CAP-01P 的資產保護能力，對其相對於市場的額外收益有著不可或缺的貢獻。若在 2008 年 1 月 1 日投入 $1,000,000 本金，CAP-01P 的 ~5% 每年平均額外收益所產生的複利效應， 帶來 截至2026 年 6 月 30 日止，213% 的額外回報 ( 扣除本金後及交易費用前毛利： CAP-01P $15,240,000 vs SPY $6,170,000 )。
C.A.P. 動能策略的優點
傳統的「買入並持有」策略往往在市場回調時受到全盤衝擊。
C.A.P. 動能策略 則運用動態再平衡系統，達成以下目標：識別領先趨勢：
透過系統化配置，投入具有最高相對動能的資產。堅實資本保護：
配合絕對動能，主動監控資產動態，以守護已累積的財富。專業價值：
我們不單純追逐回報，我們更提供「自在無憂」的財富管理體驗。
風險管理措施在實戰中的表現
評測演算法策略的標準，不只在於它能賺多少，而更在於它能守住多少。以下展示了我們的範例策略在 2018 年 1 月至 2023 年 12 月這一段關鍵市場週期中，與其各自基準指標的表現。為何這段時期至關重要？
這特定的 6 年期間，堪稱現代投資組合管理的「終極壓力考驗」，因為它涵蓋了三次截然不同且具高度影響力的市場事件。2018 年貿易戰衝擊：
這段極為罕見股債雙跌的時期，考驗策略對「資產保護」的能力。2020 年疫情衝擊：
這是史上其中一個速度最快的市場崩跌與復甦，考驗了策略的反應速度以及重新入場的邏輯。2022 年通膨熊市：
在利率上升的環境下股債齊跌，傳統的多元資產配置宣告失效，此時必須倚賴動能監控及紀律來守護資本。
1. CAP-01P 策略（聚焦股票資產）
透過卓越的風險控管，追求超越整體股票市場的非凡表現。
| 1/1/2018 - 31/12/2023 | CAP-01P | 基準指標 (SPY) |
|---|---|---|
| 最初投資金額 | $1,000,000 | $1,000,000 |
| 累計價值約 | $2,330,000 | $1,970,000 |
| 期間總回報 | 133% | 97% |
| 年化回報 | 15.14% | 11.96% |
| 期間最大回撤 | -16.88% | -23.93% |
核心要點：在市場承壓期間，CAP-01P 的演算法能有效減輕持倉，使其最大回撤顯著低於 SPY，同時回報表現理想。
備註：
- SPY: State Street SPDR S&P 500 ETF
- 回報率為毛利率，按總回報基準計算
- 以每月最後一個交易日資產收市價格計算
© 2026 CapXMomentum. All rights reserved.
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