Systematic Trading Update—February 2026
Performance of monthly, weekly, and daily strategies
Monthly Strategies
The hybrid asset allocation ensemble gained 2.6% in February 2026, +6.8% YTD. Click here for the last monthly update on February 27, 2026.
Weekly Strategies
1. The ensemble of the six strategies gained 1.5% in February 2026, +3.9% YTD.
Click here for the latest update.
2. The unleveraged ensemble of two strategies in our weekly reports gained 1.9% in February 2026, +3.9% YTD. Below is the performance since 2022, including the performance of the volatility-adjusted ensemble with 1.6x leverage.
Daily Strategies
1. Daily mean reversion gained 1.1% in February 2026, +4.1% YTD. Below is the equity performance since the start of the daily mean reversion signals subscription on June 27, 2023.
Click here for the latest update.
2. The Dynamic-3 bundle gained 1.9% in February 2026, +2.7% YTD.
The Dynamic-3 bundle includes the rules of three strategies. These ETF long-only strategies operate in the daily timeframe. Since 2010, the Sharpe ratio is 1.47, the annualized return is 11.9%, and there is only one down year with a 1.2% loss. Click here for more details.
3. The 0-Beta bundle gained 2.8% in February 2026, +0.8% YTD.
The 0-BETA bundle includes the rules of three strategies. These strategies operate in the daily timeframe. Since 2010, the Sharpe ratio is 1.11, the annualized return is 9.2%, beta is 0.02, and there are no down years. Click here for more details.
4. The futures trend-following strategy gained 8.8% in February 2026. Note that this strategy recovered after a 24% drawdown in 2025 to end the year with a gain of 13.7%. In 2024, the strategy realized its highest return since 1990, of more than 70%.
The Sharpe ratio is 0.82, and beta is -0.06. Currently, there are 16 open positions, 11 long and 5 short. Click here for more details.
Click here for more information about our systematic trading strategies.
Strategy Package
The purpose of the strategy package is to provide traders with informational content that aids in the development of trading strategies, enabling them to become professional traders or even establish their hedge fund. The package provides the rules for a total of 16 trading strategies plus the PSI5 algorithm.