5 strategies (Mars, Mercury, Orion, Sirius, Scorpio) with weekly rebalancing
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.8% | -2.6% | +5.2% | -1.1% | +4.7% | +6.9% | +3.9% | -2.4% | -4.2% | -4.6% | +8.9% | +4.4% | +24.1% |
| 2024 | +0.9% | +9.5% | +4.8% | -4.6% | +6.1% | +1.4% | -1.4% | +1.2% | +2.9% | -1.8% | +8.9% | -2.9% | +26.5% |
| 2025 | +5.8% | -2.6% | -2.1% | +4.8% | +2.3% | +7.5% | +3.2% | +1.7% | +11.7% | +6.3% | -3.9% | -0.3% | +38.9% |
| 2026 | +7.4% | +6.9% | -2.2% | +12.5% | +4.6% | +0.5% | -7.5% | +3.6% | +1.7% | -5.4% | -1.8% | — | +20.1% |
| Avg | +4.5% | +2.8% | +1.4% | +2.9% | +4.4% | +4.1% | -0.5% | +1.0% | +3.0% | -1.4% | +3.0% | +0.4% | +27.4% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +6.3% | +10.7% | -2.9% | +8.5% | +24.1% |
| 2024 | +15.8% | +2.6% | +2.6% | +3.8% | +26.5% |
| 2025 | +0.9% | +15.3% | +17.3% | +1.8% | +38.9% |
| 2026 | +12.2% | +18.3% | -2.6% | -7.1% | +20.1% |
| Avg | +8.8% | +11.7% | +3.6% | +1.7% | +27.4% |
Pairwise Pearson correlations of daily returns. Lower correlations indicate better diversification.
| Mars | Orion | Sirius | Mercury | Scorpio | |
|---|---|---|---|---|---|
| Mars | 1.00 | 0.62 | 0.59 | 0.26 | 0.14 |
| Orion | 0.62 | 1.00 | 0.68 | 0.23 | 0.23 |
| Sirius | 0.59 | 0.68 | 1.00 | 0.29 | 0.25 |
| Mercury | 0.26 | 0.23 | 0.29 | 1.00 | 0.32 |
| Scorpio | 0.14 | 0.23 | 0.25 | 0.32 | 1.00 |