Blave Agent Built a Taiwan Momentum Rotation — 23.41% a Year, ~10.5x over 11 Years
Don't bet on a single name. Follow the market's strongest forces, systematically.
Each week it ranks cross-sector Taiwan equities across the whole market, holds the top 30 by momentum, and rebalances at Monday's open — tracking sector rotation automatically.
Where the edge comes from
Keep the strong, drop the weak, with no directional forecasting. The hard part is engineering: full-market prices, sector-stratified sampling, lookahead-free selection, weekly rebalancing and routing — all built by Blave Agent.
Why it holds up — and the risk
Backtested on 11 years (2015–2026) of weekly rebalancing across many rotations. But this is a high-return, high-volatility strategy: a 42.36% max drawdown, suited to higher risk tolerance and a long horizon. Said plainly, not dressed up.
Backtest performance (2015–2026, 11 yrs, weekly rebalance)
| Metric | Value |
|---|---|
| Period | 2015-07-07 to 2026-09-14 (~11.2 yrs, weekly rebalance) |
| Total return | +952.32% |
| Annualized | +23.41% |
| Sharpe | 0.92 |
| Max drawdown | -42.36% |
Backtest results, not a guarantee of future performance.
The strategy is free. The hard part is keeping it running.
The logic is above. But scanning the full market weekly, selecting lookahead-free, rebalancing, routing orders, and monitoring it all — that's the infrastructure traditional quant burns weeks on. Blave Agent runs that chain for you. You're not paying for the strategy; you're paying to keep it live.
Start in 3 steps
- ① Install Blave Agent
- ② Add credit (from 300 TWD) to start your Blave Agent
- ③ Tell it "load the official Taiwan momentum strategy" → one-click deploy, running 24/7
You don't build it yourself — the official strategy is free, one line loads it. From 300 TWD to start; then usage-based: server fee from 1,440 TWD/mo (30-day basis, 2.0 TWD/hr), plus AI usage.
Estratégias como essa podem rodar no seu Blave Agent.
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