The Russell
This strategy invests in the best performer of the following three slices of the USA market when the Russell 1000 has upward momentum: Russell 1000 (IWB), Russell MidCap Growth (IWP), Russell 2000 (IWM). When the Russell 1000 does not have upward momentum it invests into Long Term Treasuries (TLT).
This strategy has excellent results every decade, regardless of the general performance of the USA markets.
The Russell uses Smart Leverage after the Russell 1000 experiences a greater than average drawdown, The Russell systematically goes into 2X leveraged version of the highest momentum investment selection after the Russell 1000 has an outsized 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 with is 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.