A diversified, rules-based tilt across global asset classes
Backtest results · hypothetical, not live
2007–today, cross-asset rotation
Performance
Detail
Results from a single backtest on QuantConnect. Costs and slippage modeled per the strategy's deployment specification.
About
A systematic strategy that rotates across a broad set of global asset classes according to a fixed, rules-based process. It is designed to earn a diversified return that does not depend heavily on any single market, with low turnover and no discretion.
Because it spreads risk across many assets and leans toward those in favorable conditions, a large share of its return is independent of the stock market's direction. That low market sensitivity is the point: it is meant to complement an equity book, not duplicate it.
Validated over a multi-decade backtest with realistic costs, including the 2008 crisis, where the diversified construction limited the damage. Profitable through several distinct market regimes.