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I built a trading strategy at 18 that backtests at 163% CAGR.
I published it on SSRN. I named it.
It's called MARS — the Multi-Asset Rotation System.
Also known as the Wardell Rotation.
How it works:
→ 4 market regimes (bull/neutral/warning/bear)
→ Rotates between BTC, S&P 500, Gold, Gilts
→ One trade every ~3 months
→ Fully automated Python bot on a VPS
→ No leverage. No options. Just a cash account.
10yr backtest:
• CAGR: 163%
• Sharpe: 1.78
• Max drawdown: 32.9%
• Profit factor: 7.57x
SSRN paper: 6653818
GitHub: wardell-rotation
Thread on how it works below 🧵
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