SystemTrader's Mars is a sector-rotation momentum strategy. It ranks 30 sectors by 200-day momentum and holds the top 2 stocks from each of the top 3 sectors — six equal-weight positions, rebalanced daily.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +13.7% | -0.6% | +7.5% | -0.9% | +7.0% | +5.3% | +7.0% | -4.8% | -4.5% | -2.9% | +12.1% | +9.2% | +56.7% |
| 2024 | -3.2% | +20.2% | +10.4% | -8.6% | +7.5% | +4.4% | -5.0% | +3.0% | +3.6% | +1.8% | +23.0% | -0.6% | +66.3% |
| 2025 | +15.0% | -7.7% | -8.9% | +7.1% | +4.7% | +10.6% | +5.8% | +1.5% | +10.9% | +9.3% | -6.6% | -1.2% | +44.0% |
| 2026 | +4.9% | +0.7% | -4.1% | +22.9% | +6.9% | -2.9% | -13.0% | +6.1% | -0.4% | — | — | — | +18.8% |
| Avg | +7.6% | +3.2% | +1.2% | +5.1% | +6.5% | +4.4% | -1.3% | +1.5% | +2.4% | +2.7% | +9.5% | +2.4% | +46.4% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +21.5% | +11.7% | -2.8% | +18.8% | +56.7% |
| 2024 | +28.5% | +2.6% | +1.4% | +24.3% | +66.3% |
| 2025 | -3.3% | +24.1% | +19.0% | +0.8% | +44.0% |
| 2026 | +1.3% | +27.6% | -8.1% | — | +18.8% |
| Avg | +12.0% | +16.5% | +2.4% | +14.7% | +46.4% |