Global Navigator XL
This strategy is a more aggressive version of Global Navigator, when Smart Leverage kicks in it goes to 3X S&P 500 while Global Navigator goes to 2X, and when out of equities, Global Navigator goes to long term treasuries, Global Navigator XL goes to extended duration treasuries. To recap, Global Navigator XL invests in the best performer of either the Total USA Market (VTI) or Total International Markets (VXUS) when the Total US Market has upward momentum. When the Total US Market does not have upward momentum it invests into Long Term Treasuries (EDV).
Global Navigator XL uses 3X Smart Leverage after the Total US Market experiences a greater than average drawdown, Global Navigator XL systematically goes into 3X 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 inception date for Global Navigator XL is May 2021, When this strategy was conceived, I had monthly return data from 2000 through 2020, 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 1970 for this strategy, from 1970 through 2000, and the time from May 2021 through current are Out of Sample periods of time, meaning the strategy never saw those returns, the strategy had already been finalized.