SystemTrader's Taurus shorts the 3 weakest stocks from a ~3,200-symbol easy-to-borrow universe. Weakness is scored on Big Up Move Ratio (50%), Bear Bar Ratio (40%), and New Low Count (10%) over an 80-day lookback. Equal-weight, rebalanced daily.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | — | — | — | — | — | -1.4% | +14.5% | -2.4% | -3.8% | -3.6% | +6.9% | -8.1% | +0.4% |
| 2022 | -0.1% | +19.3% | -3.6% | +11.3% | -7.7% | +13.5% | +0.9% | +12.3% | +6.4% | -3.9% | -4.6% | +2.3% | +51.2% |
| 2023 | -5.6% | -3.6% | +3.5% | -2.5% | +18.1% | -5.8% | -7.0% | +11.0% | +15.4% | +9.9% | -11.1% | -5.9% | +12.0% |
| 2024 | +8.0% | -0.6% | -2.2% | +2.6% | -1.1% | +0.7% | -3.8% | +1.2% | +2.4% | +5.8% | +10.3% | +9.7% | +36.8% |
| 2025 | +4.2% | +16.5% | +1.5% | +7.2% | -2.9% | +3.5% | +7.2% | -2.0% | +10.2% | +9.8% | -2.8% | -2.6% | +59.6% |
| 2026 | +8.3% | -1.1% | -2.7% | +1.3% | +7.4% | — | — | — | — | — | — | — | +13.4% |
| Avg | +2.9% | +6.1% | -0.7% | +4.0% | +2.7% | +2.1% | +2.4% | +4.0% | +6.1% | +3.6% | -0.2% | -0.9% | +28.9% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2021 | — | -1.4% | +7.5% | -5.3% | +0.4% |
| 2022 | +14.8% | +16.6% | +20.6% | -6.3% | +51.2% |
| 2023 | -5.8% | +8.5% | +19.1% | -8.0% | +12.0% |
| 2024 | +4.9% | +2.2% | -0.4% | +28.0% | +36.8% |
| 2025 | +23.1% | +7.7% | +15.7% | +4.0% | +59.6% |
| 2026 | +4.3% | +8.8% | — | — | +13.4% |
| Avg | +8.3% | +7.1% | +12.5% | +2.5% | +28.9% |