April 2026 blog post

We have built 2 live algorithmic investment strategies with promising 3 year backtest results on our proprietary portfolio management system. These strategies we can implement for investors holding an Interactive Brokers account. Minimum investment USD 250,000.

APEX MOMENTUM: this strategy combines relative and absolute momentum to rotate between US equities, International equities and defensive. On a weekly basis accelerated dual momentum tests decide if US equities or international equities provide the strongest signal. The strongest runs for that week. If both signals show weak momentum a defensive position is the outcome. A 3 year backtest returned a 68% total return with an 8.9% maximum drawdown and a sharpe ratio of 1.48.

ATLAS MACRO: this strategy first selects the appropriate regime on a multi factor input inlcluding but not limited to a FRED API. The model selects the winning macro regime first out of 4 distinct economic macro environments. Each macro regime holds a different set of exchange traded funds and the final selection involves a momentum and trend following scoring system. A 3 year backtest returned a 34% CAGR with an 27.3% maximum drawdown and a sharpe ratio of 1.02.

Both strategies are live and being tested for further improvements. Backtests will always have an element of overfitting. We have avoided look-ahead bias, included transaction costs and market regime shifts as well as a large enough sample size.