Cross-Asset Trend— managed-futures diversifier

A time-series-momentum sleeve across bond & commodity ETFs (equity-stripped) — the classic managed-futures / CTA crisis-ballast. Each leg goes long or short on its own trailing trend, inverse-vol-scaled, rebalanced monthly. The one genuinely uncorrelatedsleeve in the book — it earns in grinding bear markets (2008, 2022) when equities bleed. Forward-tracked in shadow mode (no orders).

Backtest (2007-2026, net of cost, 10% vol target)

Sharpe
0.57
Corr to SPY
-0.18
Ann return
5.7%
Max drawdown
-18.5%
Sharpe pre-2015
0.67
Sharpe post-2015
0.49

⚠️ Ballast, NOT a return engine (Sharpe ~0.4-0.55). Genuinely uncorrelated (SPY corr ~-0.02 to -0.14) and delivers in GRINDING bears (2008, 2022) — but slow to help in FAST crashes (COVID), and recent P&L leans on 2022. Size single-digit-% of book. Paper/shadow only — no orders.

Crisis performance (the whole point)

Equity crisisThis bookSPY
GFC 2008+16.2%-48.9%
COVID Q1 2020+11.2%-19.5%
2022 bear+34.4%-18.9%

Live paper book

Month-to-date
+0.34%
Since inception
+3.09%
Positions
10
Days live
19
DirTickerClassWeight
SHORTSHYbond-0.231
SHORTIEFbond-0.154
SHORTBWXbond-0.106
SHORTLQDbond-0.072
SHORTTLTbond-0.041
SHORTCORNcommodity-0.037
LONGDBAcommodity+0.027
SHORTUNGcommodity-0.02
LONGDBCcommodity+0.017
LONGUSOcommodity+0.007

Live paper mark of current model positions; backtest curve below is the track record. Equal-risk time-series-momentum across bond + commodity ETFs (equity-stripped, FX-dropped); ensemble of 12-1/3/6/12-mo absolute momentum, inverse-vol scaled, monthly rebalance, excess-of-Tbill, net 4bps/side, 10% vol target. Data asof 2026-08-03.