BlaveClaw Built a Taiwan Momentum Rotation — 24.5% a Year, ~10x 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 BlaveClaw.
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% 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 | 2015–2026 (11 yrs, weekly rebalance) |
| Total return | +991% |
| Annualized | 24.5% |
| Sharpe | 0.98 |
| Max drawdown | 42% |
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. BlaveClaw 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 BlaveClaw
- ② Add credit (from 300 TWD) to start your BlaveClaw
- 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 you pay only for runtime: server from 1.6 TWD/hr, platform 3 TWD/hr, plus AI usage.
這類策略可以直接部署到你的 BlaveClaw 自動執行。
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