8 strategies (Gemini, Mars, Jupiter, Mercury, Saturn, Taurus, Scorpio, Vega) with weekly rebalancing
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.2% | +0.6% | +3.7% | +1.6% | +11.9% | +4.5% | +8.3% | -1.9% | +1.3% | -0.3% | +4.2% | +3.7% | +45.3% |
| 2024 | -0.0% | +8.8% | +5.6% | -1.6% | +6.0% | +5.6% | +1.1% | +4.1% | +8.3% | +4.6% | +15.6% | +9.5% | +91.0% |
| 2025 | +2.6% | +3.6% | +7.4% | +8.6% | +18.7% | +18.7% | +3.3% | +3.0% | +12.8% | +8.4% | +0.8% | -2.0% | +124.1% |
| 2026 | +11.6% | +4.7% | -4.1% | — | — | — | — | — | — | — | — | — | +12.0% |
| Avg | +3.8% | +4.4% | +3.1% | +2.9% | +12.2% | +9.6% | +4.2% | +1.7% | +7.5% | +4.2% | +6.9% | +3.7% | +68.1% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +5.6% | +18.8% | +7.6% | +7.8% | +45.3% |
| 2024 | +14.8% | +10.2% | +14.1% | +32.4% | +91.0% |
| 2025 | +14.1% | +52.9% | +20.0% | +7.0% | +124.1% |
| 2026 | +12.0% | — | — | — | +12.0% |
| Avg | +11.6% | +27.3% | +13.9% | +15.7% | +68.1% |
Pairwise Pearson correlations of daily returns. Lower correlations indicate better diversification.
| Gemini | Mars | Jupiter | Mercury | Saturn | Taurus | Scorpio | Vega | |
|---|---|---|---|---|---|---|---|---|
| Gemini | 1.00 | 0.37 | -0.03 | 0.10 | -0.19 | -0.18 | 0.09 | 0.74 |
| Mars | 0.37 | 1.00 | 0.07 | 0.18 | -0.33 | -0.23 | 0.19 | 0.21 |
| Jupiter | -0.03 | 0.07 | 1.00 | 0.33 | 0.12 | 0.08 | 0.39 | -0.20 |
| Mercury | 0.10 | 0.18 | 0.33 | 1.00 | 0.17 | 0.21 | 0.36 | -0.13 |
| Saturn | -0.19 | -0.33 | 0.12 | 0.17 | 1.00 | 0.51 | 0.10 | -0.20 |
| Taurus | -0.18 | -0.23 | 0.08 | 0.21 | 0.51 | 1.00 | 0.16 | -0.22 |
| Scorpio | 0.09 | 0.19 | 0.39 | 0.36 | 0.10 | 0.16 | 1.00 | -0.10 |
| Vega | 0.74 | 0.21 | -0.20 | -0.13 | -0.20 | -0.22 | -0.10 | 1.00 |