Systematic • Quantitative • Rules-Based
A diversified, momentum-driven allocation strategy combining multiple quantitative signals across global ETFs and stocks. Backtested over 21 years with realistic transaction costs and slippage.
Hypothetical Backtest Results (Jan 2005 – Mar 2026) — Not a live track record. Past performance does not guarantee future results.
CAGR
—
2005 – 2026
Sharpe Ratio
—
Risk-adjusted return
Max Drawdown
—
Worst peak-to-trough
Win Rate
—
Monthly
Sortino
—
Annual Vol
—
Total Return
—
Best Month
—
Worst Month
—
Combines momentum-based stock selection, trend-following across multiple asset classes (equities, bonds, commodities, gold), and minimum-variance optimization for risk reduction.
Instruments are selected based on price momentum across multiple timeframes, volatility metrics, and trend-strength indicators. The universe includes global index ETFs and selected large-cap stocks.
Rebalancing is rules-based, triggered by signal changes across the individual strategies. Trading frequency adapts to market conditions — from multiple adjustments per week to extended holding periods when signals are stable. The goal is an attractive risk-return profile with controlled drawdowns.
All decisions are based on quantitative analysis of historical market data. The underlying strategies have been tested for robustness and consistency over a period of more than 20 years.
Choose your preferred platform. Both track the same underlying signals with region-appropriate instruments.