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 | +11.6% | +2.2% | +11.3% | -2.2% | +10.3% | +2.5% | +4.8% | -7.8% | -5.0% | -1.4% | +14.5% | +12.2% | +63.2% |
| 2024 | -2.3% | +27.9% | +20.7% | -12.4% | +14.6% | +5.1% | -1.4% | -3.1% | +6.6% | +5.1% | +25.6% | +4.6% | +123.8% |
| 2025 | +27.2% | -3.7% | -6.1% | +24.0% | +9.4% | +16.8% | +14.6% | +3.6% | +14.7% | +11.4% | -12.2% | -2.8% | +135.5% |
| 2026 | +28.5% | +8.8% | -9.8% | +35.4% | +9.6% | +3.3% | -28.9% | +12.3% | — | — | — | — | +54.4% |
| Avg | +16.2% | +8.8% | +4.0% | +11.2% | +11.0% | +6.9% | -2.7% | +1.2% | +5.4% | +5.0% | +9.3% | +4.7% | +94.2% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +26.9% | +10.6% | -8.2% | +26.7% | +63.2% |
| 2024 | +50.9% | +5.6% | +1.8% | +38.0% | +123.8% |
| 2025 | +15.1% | +58.3% | +36.0% | -5.0% | +135.5% |
| 2026 | +26.2% | +53.3% | -20.1% | — | +54.4% |
| Avg | +29.8% | +32.0% | +2.4% | +19.9% | +94.2% |