{
  "generatedAt": "2026-09-11",
  "sample": "2015-01 through 2026-09-10",
  "currency": "unhedged TWD",
  "model": "weekly rebalanced 1.5x effective exposure; fixed 3.88% borrowing rate",
  "scope": "all one-asset and two-asset portfolios using 25% weight steps; excludes 00631L and 009826",
  "combinations": [
    {
      "allocation": {
        "0050": 0.5,
        "VT": 0.5
      },
      "cagr": 0.22173075944765475,
      "annualizedVolatility": 0.22052084360509916,
      "maxDrawdown": -0.38107963471058715
    },
    {
      "allocation": {
        "0050": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.24463899981339066,
      "annualizedVolatility": 0.22134097314553558,
      "maxDrawdown": -0.36884723099405714
    },
    {
      "allocation": {
        "0050": 0.25,
        "VT": 0.75
      },
      "cagr": 0.1776219115123321,
      "annualizedVolatility": 0.22321972178790436,
      "maxDrawdown": -0.41432414333125944
    },
    {
      "allocation": {
        "0050": 0.5,
        "VTI": 0.5
      },
      "cagr": 0.23970784018077484,
      "annualizedVolatility": 0.22387596151532824,
      "maxDrawdown": -0.3770929466930023
    },
    {
      "allocation": {
        "0050": 0.25,
        "VOO": 0.75
      },
      "cagr": 0.20983286522182354,
      "annualizedVolatility": 0.22836554090694067,
      "maxDrawdown": -0.4041236452285646
    },
    {
      "allocation": {
        "0050": 0.25,
        "VTI": 0.75
      },
      "cagr": 0.20254406593020668,
      "annualizedVolatility": 0.23240755123072182,
      "maxDrawdown": -0.4158968060496109
    },
    {
      "allocation": {
        "2330": 0.25,
        "VT": 0.75
      },
      "cagr": 0.21858775765676985,
      "annualizedVolatility": 0.2336917850322628,
      "maxDrawdown": -0.40515939835890746
    },
    {
      "allocation": {
        "0050": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.27378608492931944,
      "annualizedVolatility": 0.23736090022240147,
      "maxDrawdown": -0.37422835316016356
    },
    {
      "allocation": {
        "0050": 0.75,
        "VT": 0.25
      },
      "cagr": 0.2616392395987708,
      "annualizedVolatility": 0.23822763284702625,
      "maxDrawdown": -0.38626224137080034
    },
    {
      "allocation": {
        "0050": 0.75,
        "VTI": 0.25
      },
      "cagr": 0.2712977607054088,
      "annualizedVolatility": 0.23842818661812734,
      "maxDrawdown": -0.37712754958234274
    },
    {
      "allocation": {
        "2330": 0.25,
        "VOO": 0.75
      },
      "cagr": 0.25189201395179395,
      "annualizedVolatility": 0.23863413598027894,
      "maxDrawdown": -0.39822545557938316
    },
    {
      "allocation": {
        "2330": 0.25,
        "VTI": 0.75
      },
      "cagr": 0.24437388564937712,
      "annualizedVolatility": 0.24244004697758573,
      "maxDrawdown": -0.4100634078194165
    },
    {
      "allocation": {
        "0050": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.2817599553072738,
      "annualizedVolatility": 0.24500022155120252,
      "maxDrawdown": -0.3812442513381459
    },
    {
      "allocation": {
        "VT": 1
      },
      "cagr": 0.12984332981429536,
      "annualizedVolatility": 0.24565262108146088,
      "maxDrawdown": -0.44669903991242976
    },
    {
      "allocation": {
        "VT": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.1401269136487353,
      "annualizedVolatility": 0.247002670308805,
      "maxDrawdown": -0.4443861377096534
    },
    {
      "allocation": {
        "0050": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.2929473593958156,
      "annualizedVolatility": 0.24771959610310448,
      "maxDrawdown": -0.4087963384245187
    },
    {
      "allocation": {
        "VT": 0.75,
        "VTI": 0.25
      },
      "cagr": 0.1377534403504026,
      "annualizedVolatility": 0.24851965156632214,
      "maxDrawdown": -0.4481541793345597
    },
    {
      "allocation": {
        "VT": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.15022780799448898,
      "annualizedVolatility": 0.24928701697085917,
      "maxDrawdown": -0.4423386343086584
    },
    {
      "allocation": {
        "VT": 0.5,
        "VTI": 0.5
      },
      "cagr": 0.14547475443125335,
      "annualizedVolatility": 0.25218610136581854,
      "maxDrawdown": -0.44984927476358394
    },
    {
      "allocation": {
        "VT": 0.25,
        "VOO": 0.75
      },
      "cagr": 0.16013990234204245,
      "annualizedVolatility": 0.25248030282744666,
      "maxDrawdown": -0.4403957151749268
    },
    {
      "allocation": {
        "VT": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.1582882686378182,
      "annualizedVolatility": 0.253703756179706,
      "maxDrawdown": -0.4297032419070128
    },
    {
      "allocation": {
        "2330": 0.5,
        "VT": 0.5
      },
      "cagr": 0.30364165623658246,
      "annualizedVolatility": 0.25539824260148897,
      "maxDrawdown": -0.3900260174269953
    },
    {
      "allocation": {
        "2330": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.3280480427102539,
      "annualizedVolatility": 0.2561343633702609,
      "maxDrawdown": -0.37499586963816156
    },
    {
      "allocation": {
        "VOO": 1
      },
      "cagr": 0.16985713888539955,
      "annualizedVolatility": 0.25654858915322387,
      "maxDrawdown": -0.4385577130474758
    },
    {
      "allocation": {
        "VT": 0.25,
        "VTI": 0.75
      },
      "cagr": 0.15300276337060037,
      "annualizedVolatility": 0.2566177074297997,
      "maxDrawdown": -0.4516227627582452
    },
    {
      "allocation": {
        "VTI": 0.25,
        "VOO": 0.75
      },
      "cagr": 0.16752337519912475,
      "annualizedVolatility": 0.25768375802683047,
      "maxDrawdown": -0.4423090066708081
    },
    {
      "allocation": {
        "2330": 0.5,
        "VTI": 0.5
      },
      "cagr": 0.32282057172531453,
      "annualizedVolatility": 0.2582467807246016,
      "maxDrawdown": -0.3798345501036411
    },
    {
      "allocation": {
        "VTI": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.1651579732743078,
      "annualizedVolatility": 0.2589344475490095,
      "maxDrawdown": -0.44604551175322726
    },
    {
      "allocation": {
        "VTI": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.1627611243049314,
      "annualizedVolatility": 0.2602989925576958,
      "maxDrawdown": -0.4497672471614177
    },
    {
      "allocation": {
        "VTI": 1
      },
      "cagr": 0.16033302153788354,
      "annualizedVolatility": 0.2617756125920675,
      "maxDrawdown": -0.4534742318415145
    },
    {
      "allocation": {
        "VOO": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.1881849983104371,
      "annualizedVolatility": 0.2639711572421072,
      "maxDrawdown": -0.4236857838207485
    },
    {
      "allocation": {
        "0050": 0.25,
        "QQQ": 0.75
      },
      "cagr": 0.26347566451098436,
      "annualizedVolatility": 0.2649080269788128,
      "maxDrawdown": -0.387097638038127
    },
    {
      "allocation": {
        "VT": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.18591634430742898,
      "annualizedVolatility": 0.26636678889313825,
      "maxDrawdown": -0.4126587852120279
    },
    {
      "allocation": {
        "VTI": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.1810126468285167,
      "annualizedVolatility": 0.2675156442052789,
      "maxDrawdown": -0.435095351351348
    },
    {
      "allocation": {
        "0050": 1
      },
      "cagr": 0.29684645452520364,
      "annualizedVolatility": 0.2723893022088936,
      "maxDrawdown": -0.45748043971568686
    },
    {
      "allocation": {
        "VOO": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.20574150510767475,
      "annualizedVolatility": 0.2744124328885452,
      "maxDrawdown": -0.4086280074461731
    },
    {
      "allocation": {
        "VTI": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.2009444464036494,
      "annualizedVolatility": 0.27651281043234344,
      "maxDrawdown": -0.416383284752856
    },
    {
      "allocation": {
        "2330": 0.25,
        "QQQ": 0.75
      },
      "cagr": 0.3063393406956738,
      "annualizedVolatility": 0.2767666812053597,
      "maxDrawdown": -0.4056683937817961
    },
    {
      "allocation": {
        "2330": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.3661781281382659,
      "annualizedVolatility": 0.28072922466544875,
      "maxDrawdown": -0.44601796964294926
    },
    {
      "allocation": {
        "VT": 0.25,
        "QQQ": 0.75
      },
      "cagr": 0.2126425101421643,
      "annualizedVolatility": 0.28302335808346624,
      "maxDrawdown": -0.395407691526268
    },
    {
      "allocation": {
        "VOO": 0.25,
        "QQQ": 0.75
      },
      "cagr": 0.22248691240558682,
      "annualizedVolatility": 0.28754375841031327,
      "maxDrawdown": -0.3933839568244635
    },
    {
      "allocation": {
        "VTI": 0.25,
        "QQQ": 0.75
      },
      "cagr": 0.22008267264423798,
      "annualizedVolatility": 0.2884625013131436,
      "maxDrawdown": -0.39733642872349684
    },
    {
      "allocation": {
        "2330": 0.25,
        "0050": 0.75
      },
      "cagr": 0.3382458114466629,
      "annualizedVolatility": 0.2908076553020149,
      "maxDrawdown": -0.4903162434590612
    },
    {
      "allocation": {
        "2330": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.39672713311213403,
      "annualizedVolatility": 0.3029733690089168,
      "maxDrawdown": -0.4823996648204669
    },
    {
      "allocation": {
        "QQQ": 1
      },
      "cagr": 0.2383827159202203,
      "annualizedVolatility": 0.30301561162173196,
      "maxDrawdown": -0.41738614371979843
    },
    {
      "allocation": {
        "2330": 0.75,
        "VT": 0.25
      },
      "cagr": 0.38343647592730057,
      "annualizedVolatility": 0.3036353833815868,
      "maxDrawdown": -0.49085857047893533
    },
    {
      "allocation": {
        "2330": 0.75,
        "VTI": 0.25
      },
      "cagr": 0.39402582235395633,
      "annualizedVolatility": 0.303758360339813,
      "maxDrawdown": -0.4844242160232919
    },
    {
      "allocation": {
        "2330": 0.5,
        "0050": 0.5
      },
      "cagr": 0.37873942166399366,
      "annualizedVolatility": 0.31344200546196943,
      "maxDrawdown": -0.5215780092285582
    },
    {
      "allocation": {
        "2330": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.41658779406160407,
      "annualizedVolatility": 0.31376068293206644,
      "maxDrawdown": -0.5123468586635945
    },
    {
      "allocation": {
        "2330": 0.75,
        "0050": 0.25
      },
      "cagr": 0.4181781244476057,
      "annualizedVolatility": 0.3394500363457709,
      "maxDrawdown": -0.5513110503385958
    },
    {
      "allocation": {
        "2330": 1
      },
      "cagr": 0.45641283141178923,
      "annualizedVolatility": 0.3681173746831677,
      "maxDrawdown": -0.5795616530290828
    }
  ],
  "efficientFrontier": [
    {
      "allocation": {
        "0050": 0.5,
        "VT": 0.5
      },
      "cagr": 0.22173075944765475,
      "annualizedVolatility": 0.22052084360509916,
      "maxDrawdown": -0.38107963471058715
    },
    {
      "allocation": {
        "0050": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.24463899981339066,
      "annualizedVolatility": 0.22134097314553558,
      "maxDrawdown": -0.36884723099405714
    },
    {
      "allocation": {
        "0050": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.27378608492931944,
      "annualizedVolatility": 0.23736090022240147,
      "maxDrawdown": -0.37422835316016356
    },
    {
      "allocation": {
        "0050": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.2817599553072738,
      "annualizedVolatility": 0.24500022155120252,
      "maxDrawdown": -0.3812442513381459
    },
    {
      "allocation": {
        "0050": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.2929473593958156,
      "annualizedVolatility": 0.24771959610310448,
      "maxDrawdown": -0.4087963384245187
    },
    {
      "allocation": {
        "2330": 0.5,
        "VT": 0.5
      },
      "cagr": 0.30364165623658246,
      "annualizedVolatility": 0.25539824260148897,
      "maxDrawdown": -0.3900260174269953
    },
    {
      "allocation": {
        "2330": 0.5,
        "VOO": 0.5
      },
      "cagr": 0.3280480427102539,
      "annualizedVolatility": 0.2561343633702609,
      "maxDrawdown": -0.37499586963816156
    },
    {
      "allocation": {
        "2330": 0.5,
        "QQQ": 0.5
      },
      "cagr": 0.3661781281382659,
      "annualizedVolatility": 0.28072922466544875,
      "maxDrawdown": -0.44601796964294926
    },
    {
      "allocation": {
        "2330": 0.75,
        "VOO": 0.25
      },
      "cagr": 0.39672713311213403,
      "annualizedVolatility": 0.3029733690089168,
      "maxDrawdown": -0.4823996648204669
    },
    {
      "allocation": {
        "2330": 0.75,
        "QQQ": 0.25
      },
      "cagr": 0.41658779406160407,
      "annualizedVolatility": 0.31376068293206644,
      "maxDrawdown": -0.5123468586635945
    },
    {
      "allocation": {
        "2330": 0.75,
        "0050": 0.25
      },
      "cagr": 0.4181781244476057,
      "annualizedVolatility": 0.3394500363457709,
      "maxDrawdown": -0.5513110503385958
    },
    {
      "allocation": {
        "2330": 1
      },
      "cagr": 0.45641283141178923,
      "annualizedVolatility": 0.3681173746831677,
      "maxDrawdown": -0.5795616530290828
    }
  ]
}