Global Navigator
This strategy invests in the best performer of either the USA market or Foreign markets when the Total US Market has upward momentum: Total US Market (VTI), Total International (VXUS). When the Total US Market does not have upward momentum it invests into Long Term Treasuries (TLT).
This strategy was originally very similar to the Global Equities Momentum, GEM, from Gary Antonacci.
Global Navigator uses Smart Leverage after the Total US Market experiences a greater than average drawdown, Global Navigator systematically goes into 2X leveraged version of the US Market if the Total US Market has a higher relative momentum than Total International after the drawdown. The results are impressive, neither the Ulcer Index nor the maximum drawdown are increased much, however, the annualized return is significantly returned.
This strategy is suitable for Whale investors with allocations in excess of $2.5 million.
See the reporting decks for more detailed investment performance and metric information.
The original inception date for Global Navigator is May 2017, it was updated with Smart Leverage in October 2020. When this strategy was conceived, I had monthly return data from 1996 through 2016, this was the In Sample time for the strategy, which means that I had results for that period and could see how the strategy performed during that period of time. I have subsequently got data back to 1980, from 1980 through 1995, and the time from May 2017 through current are Out of Sample periods of time, meaning the strategy never saw those returns, the strategy had already been finalized.