SystemTrader's Mercury is a 3-regime leveraged ETF strategy that trades QQQ and TQQQ. SMA(170) margin, VIX, and ADX(27) drive BULL, SIDEWAYS, and BEAR allocations; an EMA(40) filter gates TQQQ exposure within BULL.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | — | -4.7% | -7.8% | +5.7% | -3.4% | +6.8% | +3.2% | +5.0% | -6.7% | +7.2% | +1.4% | -2.7% | +2.5% |
| 2022 | -3.1% | +11.8% | +0.2% | +8.8% | -0.1% | -2.5% | +5.0% | +10.0% | +8.3% | +5.2% | +2.0% | +18.0% | +81.8% |
| 2023 | -5.5% | -2.1% | +7.7% | +0.3% | +9.4% | +6.4% | +4.3% | -4.0% | -4.1% | -5.6% | +9.7% | +5.7% | +22.5% |
| 2024 | +2.5% | +6.2% | +0.2% | -4.9% | +5.1% | +6.7% | -2.2% | +0.5% | -1.3% | -0.2% | +4.2% | +0.0% | +17.3% |
| 2025 | -0.8% | -2.5% | +6.0% | +16.1% | -7.4% | +6.1% | +1.9% | +1.8% | +6.2% | +5.0% | -3.4% | -1.4% | +29.0% |
| 2026 | +1.1% | -3.9% | +4.3% | +12.3% | +12.2% | -2.7% | -7.6% | +2.0% | — | — | — | — | +17.2% |
| Avg | -1.2% | +0.8% | +1.8% | +6.4% | +2.6% | +3.4% | +0.8% | +2.6% | +0.5% | +2.3% | +2.8% | +3.9% | +28.4% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2021 | -12.1% | +9.0% | +1.1% | +5.8% | +2.5% |
| 2022 | +8.5% | +5.9% | +25.0% | +26.6% | +81.8% |
| 2023 | -0.3% | +16.8% | -3.9% | +9.4% | +22.5% |
| 2024 | +9.0% | +6.6% | -3.0% | +4.0% | +17.3% |
| 2025 | +2.6% | +14.1% | +10.2% | +0.1% | +29.0% |
| 2026 | +1.4% | +22.6% | -5.7% | — | +17.2% |
| Avg | +1.5% | +12.5% | +3.9% | +9.2% | +28.4% |