GR_Strategies USD

GR_Strategies USD represents a carefully curated allocation that brings together multiple rule-based trading strategies within one systematic framework. While each strategy operates independently, they are combined in a way that allows them to complement one another — strengthening diversification, stability, and resilience across a wide range of market environments.

Date GR_Strategies_USD DAX SP500
27 Feb 2026 -0.05 % -0.02 % -0.43 %
Feb 2026 0.96 % 3.04 % -0.87 %
2026 2.29 % 3.24 % 0.49 %
Start 2023 66.58 % 81.59 % 79.16 %
Ann. Return 16.89 % 20.02 % 19.52 %
Sharpe ratio 1.38 1.42 1.34

True diversification, however, is more than the aggregation of models. It requires exposure to genuinely different return drivers. For this reason, the portfolio extends across asset classes and market regimes, blending equity-based approaches with volatility strategies and managed futures components. The objective is to avoid hidden concentration — such as unintended short-volatility exposure — and to remain robust in both calm and turbulent market phases.


All underlying strategies are conceived, tested, and continuously refined within the Top_Research platform. This research layer functions as the laboratory where ideas are developed, stress-tested, and validated before becoming part of the GR_Strategies portfolios.


The real-time results since January 2023 illustrate how this structured process translates into practice — reflecting adaptability, disciplined execution, and the steady evolution of a framework shaped by nearly three decades of market experience.

GR_Strategies USD analysis since start

Performance table since start 2023 (USD):

GR_Strategies_USD: 66.58 %
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 5.8 -1.1 0.2 2.3 0.1 6.1 2.1 -1.8 -4.2 0 7.8 4.9 23.7 %
2024 1.6 5.4 6.9 -2.1 2.7 1.2 -1.6 -1.1 0.7 -4 9.3 -2.1 17.1 %
2025 3.7 -1.5 -2.2 -1.3 0.2 4.9 -0.8 2.6 5.2 1.3 0.9 -0.7 12.4 %
2026 1.3 1.0 2.3 %

Performance and Risk Metrics for GR_Strategies_USD

Performance Metrics

GR_Strategies_USD
Cumulative Return (%) 66.58
Ann. Return (%) 16.89
Ann. Sharpe Ratio 1.38
MAR Ratio 1.39

Risk Metrics

GR_Strategies_USD
Ann. StdDev. (%) 12.26
SemiDeviation (%) 0.58
Max DrawDown (%) 12.14
Value-at-Risk (%) -1.29

Daily Metrics

daily metrics (%)
Av. Return (%) 0.06
Best Day (%) 3.29
Worst Day (%) -3.41
Av. Up-Day (%) 0.57
Av. Down-Day (%) -0.61
Pct Up-Days (%) 57.00
Pct Down-Days (%) 42.00

Monthly Metrics

monthly metrics (%)
Av. Return (%) 1.28
Best Month (%) 9.27
Worst Month (%) -4.24
Av. Up-Month (%) 3.01
Av. Down-Month (%) -1.89
Pct Up-Months (%) 65.00
Pct Down-Months (%) 35.00

Drawdown Analysis GR_Strategies_USD in Days

From To Depth Length
2024-07-17 2024-12-06 -12.14 % 103
2025-02-20 2025-09-04 -11.75 % 141
2023-02-03 2023-05-26 -8.52 % 81
2023-08-01 2023-11-20 -6.52 % 80
2025-10-28 2025-12-24 -5.79 % 42

GR_Strategies_USD vs Other Asset Classes since start | S&P 500

GR_Strategies_USD TLT VNQ UUP EFA DBC GLD DAX SPY
Annualized Return 16.9% 0.9% 8.6% 3.5% 19.0% 4.7% 37.8% 20.0% 19.5%
Annualized Std Dev 12.3% 14.5% 17.3% 6.8% 14.0% 15.1% 18.2% 14.1% 14.6%
Annualized Sharpe 1.38 0.06 0.50 0.52 1.36 0.31 2.07 1.42 1.34
Worst Drawdown 12.1% 22.4% 21.8% 10.1% 14.1% 13.8% 13.9% 16.0% 18.9%

Rolling Correlation of GR_Strategies_USD vs. DAX | S&P 500

GR_Strategies_USD DAX SP500
GR_Strategies_USD 1.000 0.320 0.549
DAX 0.320 1.000 0.550
SP500 0.549 0.550 1.000

More analysis for GR_Strategies_USD

Rolling 12-Month Window for Return & Stdv & Sharpe Ratio

Risk Analysis for GR_Strategies_USD vs. DAX | S&P 500

GR_Strategies_USD Return versus Other Asset Classes

Extended analysis GR_Strategies_USD dating back 2011

GR_Strategies_USD TLT VNQ UUP EFA DBC GLD SPY DAX
Annualized Return 20.9% 2.5% 7.6% 2.3% 7.0% 0.5% 8.4% 11.5% 8.6%
Annualized Std Dev 13.2% 14.8% 19.7% 7.1% 17.6% 16.8% 16.1% 17.0% 19.2%
Annualized Sharpe 1.58 0.17 0.39 0.32 0.39 0.03 0.52 0.68 0.45
Worst Drawdown 13.4% 48.4% 42.4% 14.2% 34.2% 66.1% 45.6% 33.9% 38.8%

Longterm Return Table for GR_Strategies_USD starting 2011

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2011 4.4 -1.5 9.7 0.6 -3.3 7.1 -1.1 -6.3 2.9 1.6 5.5 20.1 %
2012 4.6 1.7 2.8 1.1 3.8 -2 4.2 0.1 -1.1 -2.7 2.1 0.9 16.3 %
2013 4.7 -1.9 1.9 3.8 0.3 -4.8 4.6 -3.4 3.5 4.8 2.1 2.3 18.6 %
2014 -3.5 6.2 -1.6 2.9 3 2.6 -2.1 9.9 1 2.3 5.9 1.6 31.4 %
2015 17.2 0.4 4.4 -2.7 3.1 -3.8 1.6 -6.8 0.3 4.3 4.4 -5.4 15.9 %
2016 0.6 0.0 -0.3 -0.5 0.2 3.2 4.1 -0.7 1.6 -5.4 3.6 2.2 8.6 %
2017 1.3 9.2 -1 0.7 1.2 1 8.6 2.6 -2.1 5.2 5.7 2.6 40.3 %
2018 9.5 -4.7 -1.4 0.4 -0.2 1.5 2.9 5.1 -0.7 -6.5 1 -1.7 4.4 %
2019 3.7 3.8 5.1 2.9 -2.2 6.7 3.1 4.8 -1 -0.1 3 3.5 38.4 %
2020 4.1 1.2 -0.5 7.3 0.6 0 7.7 3.7 -3.8 -3.3 10.6 5.9 37.9 %
2021 -2.8 4.3 1.5 9.5 2.3 -0.3 2.4 2.4 -2.4 8.9 -0.1 3.6 32.6 %
2022 -1.6 0.6 9.2 2.6 -0.3 -0.2 6 1.5 2.2 0.1 -2.1 -5 12.8 %
2023 5.8 -1.1 0.2 2.3 0.1 6.1 2.1 -1.8 -4.2 0 7.8 4.9 23.7 %
2024 1.6 5.4 6.9 -2.1 2.7 1.2 -1.6 -1.1 0.7 -4 9.3 -2.1 17.1 %
2025 3.7 -1.5 -2.2 -1.3 0.2 4.9 -0.8 2.6 5.2 1.3 0.9 -0.7 12.4 %
2026 1.3 1.0 2.3 %
Some more information

My portfolio comprises:


  • Top_Dual & Top_Target momentum and accumulation strategies, are focusing on harnessing and leveraging market trends for consistent and sustainable growth.
  • Top_Switch, an Asset rotation strategy is dynamically reallocating capital across asset classes to optimize returns and mitigate risks.
  • Top_Vola strategy, is tailored to capitalize on both sudden and sustained market fluctuations, enhancing risk - adjusted returns.
  • Top_Trend (=CTA) strategy, which forms the backbone of diversification with a 30 % allocation. This strategy excels in capturing trends and providing stability during market
  • Additional advanced and highly specialized approaches, crafted to adapt seamlessly to complex and evolving market dynamics.

Together, these strategies create a robust and well - balanced portfolio framework. By blending simplicity with sophistication, the approach ensures adaptability, consistency, and long - term success, even in the face of unpredictable market conditions.

Uncorrelated Strategies


The cornerstone of success lies in the deliberate and precise integration of diverse, genuinely uncorrelated strategies, executed with unwavering discipline and emotional composure. My approach is devoid of the influence of greed or fear, guided instead by the principles of expertise and professionalism. Each decision is the product of meticulous analysis and a technically sound methodology, consciously avoiding impulsive or reactionary behavior. Furthermore, all decisions are grounded 100% in mathematical and statistical principles, ensuring objectivity and consistency. By consciously excluding any human influence, the process eliminates the risk of emotional bias or subjective judgment. This steadfast adherence to strategy allows me to navigate the complexities of the markets with confidence and consistency, maintaining an unyielding commitment to excellence.

Trading


The elegance of these strategies lies in their straightforward yet effective design. Each morning, data is carefully downloaded, and within 15 minutes, calculations ensure that theoretical models align seamlessly with practical execution. By evening, new orders are automatically dispatched to the exchange, just before the market closes. This approach is not a feat of magic, but rather a testament to disciplined craftsmanship. It guarantees that execution timing remains uninfluenced — an essential factor in maintaining the robustness and reliability of the strategy.

Data Used


Back-testing is often dismissed as mere theory or abstract mathematics. However, I recognize that the performance up to December 2022 reflects a combination of real - time trading outcomes and newly implemented systems. While historical achievements provide valuable insights, I find little satisfaction in endlessly revisiting past successes. My focus is clear and uncompromising—cutting through bureaucracy to channel my energy toward the present and future, where true progress is made.

Dedication


In collaboration with my dear friend and developer, Helmuth Vollmeier, in a fit of genius or maybe just sheer madness, we decided to hit the reset button on everything in 2022. It was like a software update for our lives — new and improved. Unfortunately, the joy of our new start was short-lived as Helmuth passed away suddenly in February 2023, leaving me deeply saddened. Despite facing phases of doubt and questioning the meaning of it all, I returned to my desk, immersing myself in learning once again, now without my dear friend Helmuth by my side! I dedicate this work to Helmuth Vollmeier, one of my best friends, my intellectual partner, my daily communicator, and companion!

GR_Strategies are diversified portfolios that combine multiple fully rule-based trading systems from Top_Research into a single systematic allocation, offered in USD and Euro.

Top_Research is the research and development layer where all underlying rule-based trading strategies are designed, tested, and maintained.