Regime-adaptive ETF pairs strategy — long/short based on market regime
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | — | — | — | — | — | +5.7% | +8.1% | +1.7% | -3.7% | -3.9% | +7.6% | +0.2% | +15.8% |
| 2017 | -4.8% | +3.9% | -0.4% | -0.3% | +1.9% | -1.5% | +0.5% | +1.8% | +0.8% | +1.8% | +3.7% | +1.0% | +8.2% |
| 2018 | +6.2% | -8.3% | -2.5% | +1.2% | -0.1% | +0.2% | -1.5% | +1.1% | -1.7% | -1.3% | +15.4% | +3.1% | +10.6% |
| 2019 | +6.4% | -0.8% | +0.2% | -0.4% | -3.7% | +2.9% | +2.8% | +9.2% | -1.4% | -1.0% | +3.5% | +1.7% | +20.4% |
| 2020 | -2.3% | -10.0% | -10.8% | +13.0% | +4.3% | +4.7% | +6.8% | +1.1% | -7.5% | +1.3% | +0.3% | +3.0% | +1.1% |
| 2021 | -2.3% | +5.6% | +3.3% | +2.9% | +3.6% | +5.7% | +0.3% | +0.5% | +10.2% | +8.9% | -4.8% | +2.0% | +41.2% |
| 2022 | +1.7% | +4.6% | +10.0% | +4.4% | +6.8% | -2.8% | +11.9% | -2.5% | -14.2% | -1.2% | +2.5% | +0.4% | +20.8% |
| 2023 | +9.7% | -3.4% | +2.5% | -0.9% | +2.3% | +6.2% | +1.6% | +0.4% | -0.0% | -4.2% | -0.1% | -5.1% | +8.4% |
| 2024 | +1.7% | +3.8% | +7.0% | +0.6% | +6.7% | -1.0% | +5.5% | +3.3% | +3.2% | -2.3% | +5.1% | -2.1% | +35.6% |
| 2025 | +4.4% | +1.3% | +5.1% | +5.7% | +1.8% | +2.7% | -2.8% | +0.8% | +8.3% | -1.3% | -3.1% | +3.6% | +29.2% |
| 2026 | +7.3% | +7.1% | +7.3% | — | — | — | — | — | — | — | — | — | +23.2% |
| Avg | +2.8% | +0.4% | +2.1% | +2.9% | +2.6% | +2.3% | +3.3% | +1.7% | -0.6% | -0.3% | +3.0% | +0.8% | +19.5% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2016 | — | +5.7% | +5.8% | +3.6% | +15.8% |
| 2017 | -1.6% | +0.1% | +3.1% | +6.6% | +8.2% |
| 2018 | -5.1% | +1.3% | -2.1% | +17.5% | +10.6% |
| 2019 | +5.8% | -1.3% | +10.8% | +4.1% | +20.4% |
| 2020 | -21.5% | +23.3% | -0.2% | +4.7% | +1.1% |
| 2021 | +6.6% | +12.7% | +11.1% | +5.8% | +41.2% |
| 2022 | +17.0% | +8.4% | -6.4% | +1.7% | +20.8% |
| 2023 | +8.6% | +7.7% | +2.0% | -9.1% | +8.4% |
| 2024 | +12.9% | +6.3% | +12.4% | +0.5% | +35.6% |
| 2025 | +11.1% | +10.5% | +6.1% | -0.8% | +29.2% |
| 2026 | +23.2% | — | — | — | +23.2% |
| Avg | +5.7% | +7.4% | +4.3% | +3.4% | +19.5% |