Systematic Multi-Asset Strategy

Compounding Knowledge

Quantitative momentum across three uncorrelated asset classes. 100% rule-based. 31 years backtested.

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Since 2016 · 2016–2026

The last ten years, per book

NDX Rotate + X

38.2% CAGR p.a.

Sharpe 1.64

Positive years: 8 of 10

eToro

34.1% CAGR p.a.

Sharpe 1.54

Positive years: 8 of 10

Meridian Systematic

34.4% CAGR p.a.

Sharpe 1.54

Positive years: 8 of 10

The full story since 1995 · 31 years

Including the dot-com crash and the financial crisis

NDX Rotate + X

24.4% CAGR p.a.

Max drawdown −23.0%

MAR 1.06

eToro

22.0% CAGR p.a.

Max drawdown −21.1%

MAR 1.05

Meridian Systematic

23.8% CAGR p.a.

Max drawdown −21.1%

MAR 1.13

Backtest (simulation) · Data through 14 Sep 2026. Past performance, simulations or forecasts are not a reliable indicator of future performance.

Risk Disclaimer The contents are for information purposes only. Capital investment involves risks. No investment advice.

Commercial Disclosure The operator of this website manages the Wikifolios "NDX Rotate + X" and "Meridian Systematic" (each with his own investment) and a portfolio on eToro. He earns from managing on both platforms — on eToro, compensation increases with assets under copy. Links to Wikifolio and eToro are marked as commercial communication.