SystemTrader's Gemini is a daily 7-factor momentum strategy that holds the top 10 stocks from a curated 85-stock universe. A QQQ 14-day moving-average filter blocks new entries when the broad market is weak.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.4% | +3.0% | +2.2% | +2.7% | +29.5% | +13.1% | +24.1% | -8.3% | -3.1% | -0.1% | +14.3% | +7.7% | +122.1% |
| 2024 | -5.3% | +13.6% | +4.2% | -5.9% | +13.7% | +20.3% | +3.2% | +10.7% | +21.5% | +12.3% | +39.8% | +18.4% | +272.5% |
| 2025 | +1.5% | +2.5% | +17.2% | +5.9% | +31.0% | +21.0% | +8.0% | +10.3% | +22.3% | +20.6% | +6.2% | -4.3% | +265.5% |
| 2026 | +23.5% | +12.0% | -11.7% | +2.2% | +30.1% | -6.2% | -22.2% | +6.0% | -12.3% | -2.7% | — | — | +7.2% |
| Avg | +5.8% | +7.8% | +3.0% | +1.2% | +26.1% | +12.1% | +3.3% | +4.7% | +7.1% | +7.5% | +20.1% | +7.3% | +166.8% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +8.8% | +50.4% | +10.2% | +23.1% | +122.1% |
| 2024 | +12.2% | +28.7% | +38.8% | +85.9% | +272.5% |
| 2025 | +22.0% | +67.9% | +45.6% | +22.5% | +265.5% |
| 2026 | +22.2% | +24.7% | -27.7% | -2.7% | +7.2% |
| Avg | +16.3% | +42.9% | +16.7% | +32.2% | +166.8% |