Transparency first

Full transparency on how strategies are presented

All Weather is a simple monthly system aimed at low volatility with strong risk-adjusted returns. Select ASX or US below for the published backtest metrics. Until live audited track records are available, figures are clearly marked as placeholders or illustrative backtests — never as guaranteed outcomes.

ASX All Weather (Core)

Foundational sleeve built for busy clinicians: tactical all-weather rules on ASX equities, reviewed on a calm monthly cadence. Script: TacticalAllWeather_ASX_FINAL.

Annualised return

10.3%

Backtest, 2015 – Sep 2026

Max drawdown

−10.6%

Peak-to-trough, 2015 – Sep 2026

Sharpe

n/a

Not reported

Trades

Win rate 59.5%

Ending equity

$281,341

Simulated from $100,000 (net profit $181,341)

Markets

ASX

Monthly process

Test window	2 Jan 2015 – 30 Sep 2026
Benchmark	IOZ
Objective	Core equity sleeve with an emphasis on smoother path versus aggressive momentum
Process style	Rules-based tactical all-weather checklist; monthly review
SMSF fit	Designed as the calm foundation for DIY SMSF workflows
Data status	Hypothetical / illustrative backtest. Live audited track record — add when ready

Equity curve — illustrative placeholder (not audited history)

Schematic curve for layout only. Does not represent real audited performance.

US All Weather (Core)

US twin of the core sleeve: tactical all-weather rules on US equities, monthly review. Script: TacticalAllWeather_v11_FINAL.

Annualised return

10.9%

Backtest, 2015 – Sep 2026

Max drawdown

−13.0%

Peak-to-trough, 2015 – Sep 2026

Sharpe

1.12

Backtest, 2015 – Sep 2026

Trades

198

Win rate 61.1%

Ending equity

$337,792

Simulated from $100,000 (net profit $237,792)

Markets

Monthly process

Test window	31 Jan 2015 – 30 Sep 2026
Benchmark	SPY buy-and-hold, same period: 12.6% per year, max drawdown −22.2%, Sharpe 0.96
Longer history	From 2007: 10.6% per year, max drawdown −13.05%
Objective	Core US equity sleeve with an emphasis on smoother path versus aggressive momentum
Process style	Rules-based tactical all-weather checklist; monthly review
SMSF fit	Pairs with ASX All Weather as the dual-market core for DIY SMSF workflows
Data status	Hypothetical / illustrative backtest. Live audited track record — add when ready

Equity curve — schematic only (not the live backtest series)

Schematic for layout only. Replace with an accurate equity curve chart when ready.

ASX Weekend Momentum

Satellite sleeve applying systematic momentum rules to ASX equities on a weekend-friendly review cadence.

Annualised return

Coming soon

Live track record pending

Max drawdown

Coming soon

Live track record pending

Sharpe (approx.)

Coming soon

Live track record pending

Holding period

Weeks–months

Rules-driven

Rebalance

Weekend

Weekly review

Markets

ASX

Listed equities

Backtest illustration note (educational only): Hypothetical momentum-style research on ASX universes often shows wide historical ranges in published literature and vendor studies (for example, rough orders of magnitude around mid-20s% annualised in strong regimes, drawdowns around the mid-20s%, and Sharpe near ~1.4 in favourable samples). Those ranges are not The Quant Physio’s live audited returns, are sensitive to universe, costs, and period choice, and are shown here only to set expectations that momentum can be volatile. Prefer the “Coming soon” live track record when published.

Objective	Optional growth satellite via rules-based trend / momentum signals
Process style	Weekend signal check + checklist execution
SMSF fit	Built around limited weekday bandwidth
Data status	Live track record — coming soon

Equity curve — illustrative placeholder (not audited history)

Schematic curve for layout only. Momentum strategies can experience sharp drawdowns.

Nasdaq Momentum

Optional satellite applying systematic momentum rules to Nasdaq-listed equities, reviewed on a weekly cadence.

Annualised return

Coming soon

Live track record pending

Max drawdown

Coming soon

Live track record pending

Sharpe (approx.)

Coming soon

Live track record pending

Holding period

Weeks–months

Rules-driven

Rebalance

Weekly

Scheduled review

Markets

Nasdaq / US

Listed equities

Objective	Optional US growth satellite via systematic momentum
Process style	Weekly signal review + checklist execution
Currency note	US exposure may involve AUD/USD effects for Australian SMSFs
Data status	Live track record — coming soon

Equity curve — illustrative placeholder (not audited history)

Schematic curve for layout only. Does not represent real audited performance.

2026 year to date

2026 has been a weaker year so far: both strategies trail their benchmarks year to date, with drawdowns in March and June. Over the full backtest the systems have delivered steadier returns with smaller drawdowns.

ASX All Weather vs IOZ

Monthly return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	YTD
ASX All Weather	7.38	−0.32	−7.33	0.32	1.41	−4.36	−0.54	4.26	−1.21	−1.14%
IOZ (benchmark)	1.32	3.00	−5.29	1.57	0.70	0.66	1.54	1.07	−1.73	+2.63%

2026 max drawdown (strategy): −10.61%

US All Weather vs SPY

Monthly return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	YTD
US All Weather	7.33	5.15	−8.99	1.68	3.99	−6.05	−3.84	3.29	1.25	+2.63%
SPY (buy-and-hold)	1.31	−0.77	−4.39	9.26	4.69	−0.93	0.03	2.39	−0.30	+11.25%

2026 max drawdown (strategy): −13.05%

US All Weather — calendar-year returns

Year	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025	2026 YTD
US All Weather (%)	−5.2	3.7	26.4	6.6	13.1	17.3	15.6	−9.4	13.5	20.0	31.1	2.6

Strategy returns only. 2015 starts 31 Jan 2015; 2026 is year to date to 30 September 2026.

Performance disclaimer: Results are hypothetical backtests using Yahoo Finance data, with no commissions, slippage or taxes, and are not the results of a live account. Past performance is not a reliable indicator of future performance. This is general information only, not personal financial advice. Consider your own circumstances and seek licensed advice before investing.

Schematic equity curves and placeholder metrics on this page are not live client results. Investing in equities and momentum strategies involves risk of substantial loss. See the full Risk & disclaimer.