Strategies

Systematic, rules-based. No discretion, no narrative.

Optimal Momentum
Pro

Systematic momentum strategy on US large-cap equities with a profitability filter and market regime overlay. GLD hedge in bear markets. Monthly rebalance.

Sharpe: 0.88 CAGR: +28.6% MaxDD: -34.3% 1998–2026
UK Optimal Momentum
Pro

Systematic 6-month momentum strategy on UK large-cap equities. Profitability filter, FTSE 100 regime overlay. Monthly rebalance, 7 stocks equal weight.

Sharpe: 0.92 CAGR: +22.1% MaxDD: -33.4% 2001–2026
Bitcoin Trend Signal
Live

Trend-following system for Bitcoin. Invested 33% of the time, avoids major crashes.

Sharpe: 2.37 CAGR: +88.8% MaxDD: -30% Since: 2015
Coiled Spring
Live

Quality + growth factor strategy on US equities. Ranks stocks by ROIC, net income growth, FCF growth, and FCF margin. Monthly rebalance, 10 stocks equal weight.

Sharpe: 0.94 CAGR: +18.7% MaxDD: -25.8% 2001–2024
GDX Weekly Signal
Live

Gold miners as a leading indicator for Gold & Silver. One rule, checked every Friday. Invested 35% of the time.

CAGR: +10.2% Active CAGR: +32.1% Sharpe: 1.23 MaxDD: -19.8%