Strategies
Overview
| Strategy | CAGR | Max Drawdown | Sharpe | Leverage | Backtest period |
|---|---|---|---|---|---|
| Economic Cycle Speculator | 13.86 % | 25.91 % | 0.95 | 1 | Jan 1998 - Today |
| Global Momentum (Defensive) | 10.93 % | 16.83 % | 1.23 | 1 | Jan 1998 - Today |
| Global Momentum (Aggressive) | 15.33 % | 26.12 % | 1.14 | 1 | Jan 1998 - Today |
| Market State Decoder (Aggressive) | 13.41 % | 21.83 % | 0.95 | 1 | Jan 1998 - Today |
| Market State Decoder (Balanced) | 10.55 % | 19.2 % | 0.91 | 1 | Jan 1998 - Today |
| Market State Decoder (Defensive, Capped) | 10.0 % | 16.18 % | 0.98 | 1 | Jan 1998 - Today |
| Target Volatility | 5.23 % | 11.71 % | 1.33 | 1 | Jan 2003 - Today |
| Two Regimes | 16.95 % | 13.42 % | 1.33 | 1 | Jan 1998 - Today |
Statistics last updated on: 07 Oct 2022