Zenith

Financial and Crypto markets modeled fractally

[Zenith @EssTeeAnalytics]

Backtest for 23 of my most closely followed assets based upon Regime below.

Trades placed on open the day after Regime changed.

Ex. Regime changes using data through 4/1, trades placed at the open on 4/2.

+ = positive liquidity
- = negative liquidity

Let me know questions!

[Andreas Himmelreich @GfI_Himmelreich]

@EssTeeAnalytics Ty, do you have a backtest long short on an index when your regime changes? TY!!!

[Zenith @EssTeeAnalytics]

5/22/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: -0.40%
Total: -1.26%

[Zenith @EssTeeAnalytics]

5/21/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.82%
Total: -0.86%

[Zenith @EssTeeAnalytics]

5/16/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.04%
Total: -1.79%

[Zenith @EssTeeAnalytics]

5/14/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 1.13%
Total: -1.29%

[Zenith @EssTeeAnalytics]

5/13/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.75%
Total: -2.39%

[Zenith @EssTeeAnalytics]

5/12/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.43%
Total: -3.11%

[Zenith @EssTeeAnalytics]

5/9/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.12%
Total: -3.53%

[Zenith @EssTeeAnalytics]

5/8/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: -0.80%
Total: -3.64%

[Zenith @EssTeeAnalytics]

5/7/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 1.04%
Total: -2.87%

[Zenith @EssTeeAnalytics]

5/6/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.51%
Total: -3.87%

[Zenith @EssTeeAnalytics]

5/5/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 0.71%
Total: -4.35%

[Zenith @EssTeeAnalytics]

5/2/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: -2.02%
Total: -5.03%

[Zenith @EssTeeAnalytics]

5/1/2025

Allocation
Equities: 0%
Bonds: 0%
Gold: 100%
Commodities: 0%

Return
Previous Day: -0.68%
Total: -3.07%

[Zenith @EssTeeAnalytics]

4/30/2025
Allocation
Equities: 0%
Bonds: 0%
Gold: 100%
Commodities: 0%

Return
Previous Day: -0.39%
Total: -2.39%

[Zenith @EssTeeAnalytics]

4/29/2025

Allocation
Equities: 0%
Bonds: 0%
Gold: 100%
Commodities: 0%

Return
Previous Day: 0.17%
Total: -2.01%

[Zenith @EssTeeAnalytics]

4/28/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: -0.58%
Total: -2.17%

[Zenith @EssTeeAnalytics]

Key level for the 10 Year at 4.25%

[Zenith @EssTeeAnalytics]

4/25/2025

Allocation
Equities: 33.33%
Bonds: 0%
Gold: 33.33%
Commodities: 33.33%

Return
Previous Day: 1.22%
Total: -1.60%

[Zenith @EssTeeAnalytics]

4/24/2025

Allocation
Equities: 0%
Bonds: 0%
Gold: 50%
Commodities: 50%

Return
Previous Day: -1.74%
Total: -2.78%

[Zenith @EssTeeAnalytics]

4/23/2025

Allocation
Equities: 0%
Bonds: 0%
Gold: 50%
Commodities: 50%

Return
Previous Day: -0.70%
Total: -1.06%