SystemTrader's Jupiter is a long-only bullish momentum strategy that combines bullish bar patterns, new-high frequency, and low realized volatility into a composite score on a price- and volume-filtered universe. Equal-weight, T+1 execution.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.3% | -5.2% | -0.0% | +4.1% | +6.7% | +1.1% | +4.1% | +1.6% | -1.3% | -1.3% | +8.5% | +4.5% | +22.8% |
| 2024 | +0.2% | +2.4% | +5.1% | -4.3% | +1.4% | +1.6% | +3.4% | +5.1% | +5.2% | -3.5% | +7.1% | -2.2% | +22.8% |
| 2025 | +0.5% | +1.0% | +2.0% | -1.9% | +1.9% | +5.2% | +4.6% | +4.0% | +4.8% | -3.7% | +5.5% | +2.4% | +29.2% |
| 2026 | +4.0% | +2.4% | -3.3% | +2.9% | -1.8% | -2.0% | — | — | — | — | — | — | +2.0% |
| Avg | +0.9% | +0.2% | +0.9% | +0.2% | +2.0% | +1.4% | +4.1% | +3.6% | +2.9% | -2.8% | +7.0% | +1.6% | +19.2% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | -6.5% | +12.3% | +4.4% | +12.0% | +22.8% |
| 2024 | +7.8% | -1.5% | +14.4% | +1.0% | +22.8% |
| 2025 | +3.5% | +5.2% | +14.0% | +4.0% | +29.2% |
| 2026 | +3.0% | -1.0% | — | — | +2.0% |
| Avg | +2.0% | +3.7% | +10.9% | +5.7% | +19.2% |