Portfolios
Portfolios
Optimizing Returns While Managing Risk
Optimizing Returns While Managing Risk
Successful investing requires carefully balancing risk and return over your chosen investment horizon. This table highlights how our strategies perform in these key areas.
| Name | Average Return | Martin Ratio | Sharpe Ratio |
|---|---|---|---|
| Overnight Snapback Financials | 34.16% | 36.76 | 1.81 |
| Overnight Snapback Biotech | 81.87% | 15.26 | 2.41 |
| Alpha Blend | 13.3% | 9.9 | 1.66 |
| Rebalance Equity-Bond ETF | 15.32% | 6.97 | 0.9 |
| Rebalance Equity-Bond Futures | 15.46% | 6.01 | 0.86 |
| Futures Alpha Blend | 14.8% | 5.25 | 1.25 |
| Overnight Snapback US Equity Futures | 23.69% | 4.67 | 1.37 |
| Weekly Stock Mean Reversion | 13.77% | 3.22 | 1.05 |
| Kellers LAA | 9.97% | 2.35 | 0.89 |
| Futures Basis Reversion 60D | 12.93% | 2.28 | 1 |
| Overnight Snapback Global | 8.32% | 2.03 | 0.86 |
| Classic 60_40 Portfolio | 8.38% | 1.02 | 0.62 |
| S&P500 Total Return (Benchmark) | 10.76% | 0.82 | 0.55 |
| Futures Basis Reversion 30D | 6.44% | 0.67 | 0.37 |