Canadian Strategies


Below are the Canadian strategies that we track. The statistics on the table below are based on the past 20 years of market data. Disclaimer

Strategy Annual Return Max Drawdown MAR Sharpe Ratio
Static Strategy
- Traded Yearly
5.71 % -39.61 % 0.14 0.36
Static Strategy
- Traded Yearly
5.58 % -25.38 % 0.22 0.48
Static Strategy
- Traded Yearly
5.23 % -10.98 % 0.48 0.68
Trend Timing Strategy
- Traded Monthly
8.58 % -14.30 % 0.60 0.83
Trend Timing Strategy
- Traded Monthly
7.35 % -8.49 % 0.87 0.91
Trend Timing Strategy
- Traded Monthly
6.03 % -4.17 % 1.45 0.95
Momentum Strategy
- Traded Monthly
10.73 % -20.48 % 0.52 0.90
Momentum Strategy
- Traded Monthly
8.95 % -20.18 % 0.44 0.67
Static Strategy
- Traded Yearly
7.40 % -20.35 % 0.36 0.75
Momentum Strategy
- Traded Monthly
6.63 % -8.36 % 0.79 0.70
Momentum Strategy
- Traded Monthly
7.99 % -8.98 % 0.89 0.81

American Strategies


Below are the American strategies that we track. The statistics on the table below are based on the past 20 years of market data. Disclaimer

Strategy Annual Return Max Drawdown MAR Sharpe Ratio
Static Strategy
- Traded Yearly
6.66 % -14.06 % 0.47 0.74
Static Strategy
- Traded Yearly
4.87 % -19.93 % 0.24 0.62
Momentum Strategy
- Traded Monthly
7.62 % -23.59 % 0.32 0.56
Static Strategy
- Traded Yearly
6.82 % -46.05 % 0.15 0.51
Momentum Strategy
- Traded Monthly
9.08 % -22.20 % 0.41 0.61
Momentum Strategy
- Traded Monthly
8.23 % -14.32 % 0.58 0.86
Momentum Strategy
- Traded Monthly
12.91 % -21.70 % 0.59 0.92