Global Equity live since 2026-01-01

Systematic momentum, built for retail.

A transparent, research-driven portfolio methodology spanning US and EU equities. Explore public research, then upgrade for current portfolio weights, rationales, exports, and implementation guidance.

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Global Equity Portfolio Performance

Full available history for the Global Equity portfolio. The chart changes color from 2026-01-01, when the portfolio began being shown live.

History: 2005-05-04 to 2026-06-09

HistoricalLive since 2026-01-01

History

2005-2026

Full-history annual return

19.39%

Historical max drawdown

-20.39%

Live return since 2026-01-01

32.35%

Live max drawdown

-8.03%

Yearly return and max drawdown

Each year shows the compounded portfolio return and that year's worst peak-to-trough drawdown as a negative bar.

Methodology

How systematic portfolios are built

For a plain-English walkthrough of the full process — data, feature engineering, validation, and portfolio construction — read the methodology article.

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Insights

Understand the methodology

Quantitative investing concepts explained in plain language — with numbers, not hype.

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Getting Started

Freehedge fundsSharpe ratio

Why retail investors can now compete with hedge funds

How hedging, signal-driven trading, and leverage on low-volatility returns built the hedge fund playbook — and why AI finally puts it within reach.

12 min read →

Getting Started

FreeSPYdrawdowns

Why buying SPY alone is not enough

The drawdowns nobody talks about, why leverage on SPY leads to liquidation, and why diversification and automation matter.

12 min read →

Market Structure

Freeliquiditymarket impact

The retail liquidity edge over hedge funds

Why institutions are forced into crowded large-cap trades — and how small account sizes let retail capture alpha in markets hedge funds cannot touch.

11 min read →

Getting Started

FreeinflationAI

Why retail investors need to learn how to manage money

Inflation, wars, COVID, money printing, illiquid real estate, and noisy markets make blind bets dangerous. Retail investors need AI-assisted, historically tested money processes.

12 min read →

Signals & Market Effects

ProSMCSPY

Smart Money Concepts on SPY: a rule-based test

A clean daily SPY test of fair value gaps, structure breaks, liquidity sweeps, and premium/discount zones found weak and unstable evidence of a tradable SMC edge.

12 min read →

Signals & Market Effects

Promomentum12-1

Systematic momentum: what to look at

Cross-sectional evidence that 12–1 momentum predicts relative winners, cumulative winner-minus-loser returns, and when the signal fades.

10 min read →

Three live systematic portfolios

Global Equity, US Equity, and EU Equity — each with transparent holdings, position history, performance analytics, and portfolio behavior diagnostics.

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Choose the tier that matches how deep you want to go: public research, current portfolios, full rationales, exports, or technical implementation notes.

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Research and education only · No personalized financial advice