Strategies
Systematic, rules-based. No discretion, no narrative.
Optimal Momentum
Pro
Systematic momentum strategy on US large-cap equities. Composite 6+12 month momentum with profitability filter and MA250 regime overlay. GLD hedge in bear months. Monthly rebalance, top 7 stocks.
Sharpe: 1.03
CAGR: +29.1%
MaxDD: -29%
2005–2026
Live Portfolio
Live
Real capital allocation across momentum, BTC systematic, and gold. Full position history with weights, entry/exit dates, and trade rationale.
2025 return: +38.7%
2026 YTD: +4.0%
Bitcoin Trend Signal
Live
Trend-following system for Bitcoin. RSI(14) + 155-day Moving Average + Volatility filter. Three rules checked daily. Invested 33% of the time, avoids crashes.
Sharpe: 2.37
CAGR: +88.8%
MaxDD: -30%
Since: 2015