·1 min read
TQQQ's Largest Surge in History
This current month and a half surge in TQQQ is the strongest in its history.
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Insights on systematic investing, market regimes, and rules-based portfolio management.
·4 min read
This Is What a Real Drawdown Looks Like
Gold is down 14% from its peak—the second worst drawdown in the model's history. Here's what the numbers say and why it feels worse than it is.
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·7 min read
Stress-Testing the Market Regime Model: Expectancy, Drawdowns, and What the Numbers Really Say
A deep dive into whether the Market Regime model's edge is durable or dependent on lucky trades and favorable timing.
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·5 min read
History of the Market Regime Model - Conclusion
Summing up the Market Regime model performance over 15+ years: TQQQ-like returns with SPY-like drawdowns.
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·8 min read
History of the Market Regime Model - Part 6 (2022-2025)
How the Market Regime model navigated the inflation peak, AI rally, and trade wars with +256% returns.
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·5 min read
History of the Market Regime Model - Part 5 (2020-2022)
How the Market Regime model navigated the post-COVID melt-up and inflation shock with +160% returns.
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·7 min read
History of the Market Regime Model - Part 4 (2018-2020)
How the Market Regime model navigated trade wars, the Q4 2018 crash, and the COVID pandemic with +121% returns.
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·8 min read
History of the Market Regime Model - Part 3 (2015-2018)
How the Market Regime model navigated the China crash, Brexit, the 2017 melt-up, and Volmageddon with +121% returns.
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·11 min read
History of the Market Regime Model - Part 2 (2012-2015)
How the Market Regime model navigated the Taper Tantrum, oil collapse, and topping process with +56% returns over 2.6 years.
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·8 min read
History of the Market Regime Model - Part 1 (2010-2012)
How the Market Regime model navigated the Flash Crash, Eurozone crisis, and QE2 era with +219% returns over nearly three years.
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·5 min read
How This Strategy Works — A Clear, Rules-Based Way to Stay Aligned with the Market
This strategy measures the market's current environment — specifically whether risk-on assets or risk-off assets are showing leadership — and aligns positioning accordingly.
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