The Russell OG
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 MidCap Value (IWS). When the Russell 1000 does not have upward momentum it invests into Long Term Treasuries (TLT).
A person might wonder how well this strategy performs in times when the USA markets aren't doing well, far better than you might think is the answer. During the 2000 - 2009 decade for example, the S&P 500 had a negative annualized return rate of just worse than 1%, yes you lost on average about 1% per year for 10 years invested in the S&P from 2000 through 2009. The Russell OG, however, returned 16.55% annualized return for this decade. The Russell OG has consistently great returns with very good metrics for the entire period I have data to test on.
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 The Russell OG is May 2017. 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.