SystemTrader's Sirius is a trend-quality strategy. It scores stocks on how far they climbed, how many days went their way, and how often they closed at new highs — then holds a concentrated, volatility-scaled book with exposure cut back in falling markets.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | — | +1.3% | +2.9% | -1.4% | +1.9% | -3.9% | +3.6% | +1.4% | -3.9% | +1.5% | -0.2% | -1.1% | +1.8% |
| 2023 | +3.3% | -4.4% | +5.6% | +0.9% | +2.2% | +7.3% | +4.9% | -3.1% | -6.9% | -2.8% | +14.1% | +6.0% | +28.5% |
| 2024 | +1.0% | +7.9% | +4.3% | -3.1% | +6.9% | -2.2% | -0.6% | +4.5% | +1.8% | -0.8% | +5.4% | -2.5% | +24.0% |
| 2025 | +3.6% | -5.2% | -9.3% | +1.4% | +8.8% | +8.1% | +5.8% | +1.3% | +8.8% | +2.6% | -3.1% | +3.4% | +27.2% |
| 2026 | +9.9% | +22.1% | -7.9% | +10.4% | +3.7% | +10.6% | -11.7% | +2.4% | — | — | — | — | +41.5% |
| Avg | +4.4% | +4.3% | -0.9% | +1.7% | +4.7% | +4.0% | +0.4% | +1.3% | -0.0% | +0.1% | +4.1% | +1.5% | +24.6% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2022 | +4.2% | -3.4% | +1.0% | +0.2% | +1.8% |
| 2023 | +4.3% | +10.6% | -5.3% | +17.6% | +28.5% |
| 2024 | +13.6% | +1.3% | +5.7% | +1.9% | +24.0% |
| 2025 | -11.0% | +19.3% | +16.6% | +2.9% | +27.2% |
| 2026 | +23.5% | +26.7% | -9.6% | — | +41.5% |
| Avg | +6.9% | +10.9% | +1.7% | +5.6% | +24.6% |