SystemTrader's Scorpio scores 19 sector and commodity ETFs daily on a 50/50 R² + MA alignment composite, holds the top 3 equal-weighted (~33% each), and is always fully invested. Long-only, T+1 execution, no intra-cycle rebalancing.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | — | — | — | — | — | +0.1% | +0.3% | +0.6% | -8.0% | -2.8% | +6.9% | -0.6% | -4.2% |
| 2017 | +2.8% | +4.1% | -0.5% | -1.2% | +1.1% | -1.2% | -0.1% | +2.0% | -3.9% | +3.4% | +3.3% | +1.0% | +10.9% |
| 2018 | +5.6% | -3.5% | -2.7% | +3.0% | -1.6% | -0.5% | -2.1% | +2.6% | +0.9% | -2.7% | +15.8% | -3.8% | +9.9% |
| 2019 | +4.6% | -1.0% | -0.2% | +4.0% | -5.8% | +4.9% | -0.2% | +4.4% | -2.8% | -2.2% | +1.4% | +1.2% | +7.8% |
| 2020 | -0.1% | -11.1% | -8.4% | +8.3% | +7.3% | +4.7% | +14.5% | +8.3% | -7.1% | -0.3% | +7.4% | +2.3% | +24.9% |
| 2021 | +2.7% | +7.5% | -0.5% | +4.1% | +1.4% | +2.4% | +0.5% | +0.2% | +8.7% | +0.5% | -0.5% | +2.5% | +33.3% |
| 2022 | -1.0% | +7.1% | +11.4% | +5.0% | +5.5% | -4.2% | +14.0% | +0.8% | -12.9% | +7.5% | +1.5% | +1.9% | +39.5% |
| 2023 | +6.0% | -4.9% | +1.6% | -2.9% | +3.5% | +6.8% | +0.4% | +0.7% | +3.4% | -8.0% | -0.2% | -3.9% | +1.4% |
| 2024 | -0.6% | +4.4% | +5.1% | -5.0% | +2.4% | -2.1% | +0.4% | -2.4% | +4.0% | -4.5% | +2.2% | -1.4% | +1.8% |
| 2025 | +3.0% | +2.1% | +6.1% | +3.7% | -1.4% | +6.9% | +2.7% | +4.9% | +18.1% | -1.1% | -0.9% | -0.6% | +51.0% |
| 2026 | +12.5% | +4.9% | +7.2% | +7.9% | -0.6% | -0.2% | -0.7% | +2.1% | +0.1% | — | — | — | +37.6% |
| Avg | +3.5% | +0.9% | +1.9% | +2.7% | +1.2% | +1.6% | +2.7% | +2.2% | +0.1% | -1.0% | +3.7% | -0.1% | +19.5% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2016 | — | +0.1% | -7.3% | +3.3% | -4.2% |
| 2017 | +6.4% | -1.3% | -2.1% | +7.8% | +10.9% |
| 2018 | -0.9% | +0.8% | +1.4% | +8.4% | +9.9% |
| 2019 | +3.3% | +2.7% | +1.3% | +0.3% | +7.8% |
| 2020 | -18.7% | +21.7% | +15.2% | +9.6% | +24.9% |
| 2021 | +9.8% | +8.2% | +9.5% | +2.5% | +33.3% |
| 2022 | +18.1% | +6.1% | +0.1% | +11.2% | +39.5% |
| 2023 | +2.4% | +7.4% | +4.5% | -11.8% | +1.4% |
| 2024 | +9.0% | -4.8% | +1.9% | -3.7% | +1.8% |
| 2025 | +11.6% | +9.2% | +27.2% | -2.6% | +51.0% |
| 2026 | +26.5% | +7.1% | +1.6% | — | +37.6% |
| Avg | +6.8% | +5.2% | +4.8% | +2.5% | +19.5% |