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 | — | +1.6% | +3.4% | -0.6% | +2.4% | -4.0% | +3.4% | +1.2% | -4.5% | +3.4% | +0.2% | -0.9% | +5.2% |
| 2023 | +4.6% | -3.9% | +6.3% | -0.3% | +1.4% | +9.8% | +3.5% | -4.0% | -6.1% | -3.0% | +15.0% | +7.1% | +32.1% |
| 2024 | +1.5% | +6.3% | +4.0% | -4.9% | +7.3% | -1.7% | +0.9% | +3.9% | +2.1% | -1.8% | +6.3% | -2.3% | +22.9% |
| 2025 | +5.2% | -5.6% | -7.7% | +0.4% | +9.0% | +7.3% | +5.5% | +0.6% | +10.7% | +6.7% | -3.9% | +3.0% | +33.6% |
| 2026 | +10.4% | +21.2% | -8.2% | +9.1% | +1.2% | +7.3% | -12.7% | +1.2% | +3.5% | -1.6% | — | — | +30.6% |
| Avg | +5.4% | +3.9% | -0.5% | +0.7% | +4.2% | +3.7% | +0.1% | +0.6% | +1.1% | +0.7% | +4.4% | +1.7% | +24.9% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2022 | +5.0% | -2.3% | +0.0% | +2.6% | +5.2% |
| 2023 | +6.8% | +11.0% | -6.7% | +19.5% | +32.1% |
| 2024 | +12.2% | +0.3% | +7.1% | +1.9% | +22.9% |
| 2025 | -8.3% | +17.4% | +17.5% | +5.6% | +33.6% |
| 2026 | +22.8% | +18.4% | -8.7% | -1.6% | +30.6% |
| Avg | +7.7% | +9.0% | +1.9% | +5.6% | +24.9% |