We tested how our strategies perform when rebalanced every 12 months and every 3 months
We tested how our strategies perform when rebalanced every 12 months and every 3 months. The results surprised us. Almost all strategies perform better when rebalanced every 3 months! See the photo for detailed results of our strategies.
Discussion on Telegram
Comments are machine translated from Russian.
- Power and EMERALD still perform better once a year 👌👍 Did we use the beginning of the month as a reference point?
- Сергей Шаталов 02.06.2026When do you plan to launch the EMERALD strategy and make it available?
- PrintABC 02.06.2026Interesting stats - does the return figure for the 3-month rebalancing take commissions into account? Thanks for the info👍
- Григорий Баршевский 03.06.2026No, neither commissions nor taxes were taken into account.
- Григорий Баршевский 03.06.2026Commissions are minimal. It is difficult to account for taxes, since everyone’s tax situation is different. However, taxes are calculated on an annual basis (except for dividends), so transactions during the year do not affect them. In this sense, the taxes not included in our calculations will be the same for both scenarios.
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