Cyclica Index
What it is, how it works, how I publish it
Objective
The Cyclica Index is a rules-based tracking model designed to monitor selected long-term bullish cycles across a predefined universe of liquid stocks.
Its objective is to measure the historical and ongoing performance of a transparent, systematic Index using the same predefined methodology over time.
What Members Receive
Members receive access to the complete Cyclica Index activity as it develops.
This includes:
every new Index activation;
activation dates and activation areas;
every position closure;
Reserve position entries and replacements;
the complete list of active Index positions;
updated Index statistics and performance;
the complete historical activity log;
every Index update documented before the final outcome is known.
The public publication contains selected updates and summary statistics.
Members receive the complete chronological tracking record together with the latest updated Index statistics.
Historical Simulation
Simulation Period: January 1, 2016 — July 14, 2026
Ticker Universe: 62
Maximum Simultaneous Positions: 8
Maximum Reserve Positions: 1
Historical Performance
Total Historical Return: +802.65%
Compound Annual Growth Rate (CAGR): +23.23%
Maximum Accounting Drawdown: -18.23%
Profit Factor: 2.69x
Index Activity
Official Activations: 182
Reserve Trades: 87
Total Trades: 269
Closed Trades: 264
Open Trades: 5
Trade Statistics
Winning Rate: 69.32%
Average Trade: +7.50%
Median Trade: +5.84%
Average Winner: +14.92%
Average Loser: -9.37%
Best Trade: +66.33%
Worst Trade: -32.48%
Index Exposure
Average Occupied Positions: 5.99 / 8
Average Allocation: 72.11%
Time Fully Allocated: 40.28%
Cumulative Trade Outcome
Cumulative Historical Trade Outcome: +1,980.61%
Cumulative Trade Outcome represents the arithmetic sum of completed trade returns.
It is presented separately from the Index return and should not be interpreted as compounded Index performance.
Important Information
The Cyclica Index is an educational, rules-based tracking model created for research and informational purposes.
It is not an investment fund, managed portfolio, investment service, investment recommendation or financial advice.
The Index documents the output of predefined rules applied consistently over time in order to measure and monitor a hypothetical Index.
Historical results are derived from historical market data and do not guarantee future results.
The historical simulation does not include commissions, taxes, bid-ask spreads, slippage, financing costs, currency conversion costs or other trading expenses.
Index statistics are updated continuously as new activations and position closures occur.
Nothing published through Cyclica should be interpreted as personalized investment advice or as a recommendation to buy, sell or hold any financial instrument.
Disclosure
The Cyclica Index is maintained exclusively as a rules-based tracking model.
The publisher does not manage third-party capital through the Cyclica Index.
The Index is intended to document and monitor the output of a predefined methodology and should not be interpreted as a live managed investment portfolio.
Readers remain solely responsible for their own investment decisions and risk management.