6 strategies (Gemini, Mars, Jupiter, Mercury, Taurus, Scorpio) with weekly rebalancing
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.8% | -1.5% | +4.7% | +0.3% | +12.7% | +3.9% | +5.1% | -1.3% | +0.2% | -0.5% | +5.7% | +3.1% | +39.1% |
| 2024 | +0.8% | +8.7% | +5.8% | -3.8% | +6.7% | +5.5% | +0.8% | +3.1% | +6.5% | +2.8% | +15.0% | +4.6% | +71.9% |
| 2025 | +6.2% | +2.8% | +4.3% | +10.1% | +5.5% | +9.1% | +5.6% | +3.1% | +11.3% | +7.0% | -1.5% | -0.8% | +82.9% |
| 2026 | +12.0% | +4.1% | -2.7% | +10.5% | +10.1% | -1.8% | -13.0% | +1.8% | — | — | — | — | +20.1% |
| Avg | +5.2% | +3.5% | +3.0% | +4.3% | +8.8% | +4.2% | -0.4% | +1.7% | +6.0% | +3.1% | +6.4% | +2.3% | +53.5% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +4.9% | +17.5% | +4.0% | +8.5% | +39.1% |
| 2024 | +16.0% | +8.3% | +10.6% | +23.7% | +71.9% |
| 2025 | +13.9% | +26.8% | +21.2% | +4.5% | +82.9% |
| 2026 | +13.6% | +19.5% | -11.5% | — | +20.1% |
| Avg | +12.1% | +18.0% | +6.1% | +12.3% | +53.5% |
Pairwise Pearson correlations of daily returns. Lower correlations indicate better diversification.
| Gemini | Mars | Jupiter | Mercury | Taurus | Scorpio | |
|---|---|---|---|---|---|---|
| Gemini | 1.00 | 0.37 | 0.03 | 0.14 | -0.13 | 0.09 |
| Mars | 0.37 | 1.00 | -0.02 | 0.16 | -0.25 | 0.13 |
| Jupiter | 0.03 | -0.02 | 1.00 | 0.22 | 0.00 | 0.35 |
| Mercury | 0.14 | 0.16 | 0.22 | 1.00 | 0.12 | 0.26 |
| Taurus | -0.13 | -0.25 | 0.00 | 0.12 | 1.00 | 0.06 |
| Scorpio | 0.09 | 0.13 | 0.35 | 0.26 | 0.06 | 1.00 |