6 strategies (Gemini, Mars, Mercury, Orion, Sirius, Scorpio) with weekly rebalancing
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.6% | -1.7% | +4.6% | -0.2% | +8.9% | +7.9% | +7.3% | -3.3% | -3.9% | -3.9% | +9.7% | +4.8% | +37.6% |
| 2024 | -0.2% | +10.2% | +4.9% | -4.5% | +7.5% | +4.4% | -1.0% | +2.8% | +5.9% | +0.6% | +13.6% | +0.3% | +53.0% |
| 2025 | +5.0% | -1.6% | +0.7% | +5.2% | +6.7% | +9.8% | +4.1% | +3.2% | +13.2% | +8.2% | -2.2% | -1.0% | +63.3% |
| 2026 | +10.0% | +8.1% | -3.8% | +11.0% | +9.2% | -0.2% | -10.1% | +4.0% | -1.4% | — | — | — | +27.7% |
| Avg | +4.6% | +3.8% | +1.6% | +2.9% | +8.1% | +5.5% | +0.1% | +1.7% | +3.5% | +1.6% | +7.0% | +1.4% | +45.4% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +6.5% | +17.3% | -0.3% | +10.5% | +37.6% |
| 2024 | +15.4% | +7.2% | +7.8% | +14.7% | +53.0% |
| 2025 | +4.1% | +23.3% | +21.6% | +4.6% | +63.3% |
| 2026 | +14.5% | +20.9% | -7.8% | — | +27.7% |
| Avg | +10.1% | +17.2% | +5.3% | +10.0% | +45.4% |
Pairwise Pearson correlations of daily returns. Lower correlations indicate better diversification.
| Gemini | Mars | Orion | Sirius | Mercury | Scorpio | |
|---|---|---|---|---|---|---|
| Gemini | 1.00 | 0.37 | 0.28 | 0.34 | 0.17 | 0.13 |
| Mars | 0.37 | 1.00 | 0.62 | 0.61 | 0.27 | 0.17 |
| Orion | 0.28 | 0.62 | 1.00 | 0.71 | 0.27 | 0.28 |
| Sirius | 0.34 | 0.61 | 0.71 | 1.00 | 0.34 | 0.31 |
| Mercury | 0.17 | 0.27 | 0.27 | 0.34 | 1.00 | 0.38 |
| Scorpio | 0.13 | 0.17 | 0.28 | 0.31 | 0.38 | 1.00 |