Follow the tide.
A fully quantitative growth stock swing trading strategy that typically involves weekly trades. We recommend big winners when it’s hot but get into alternate investments that typically do well when volatility levels suggest the market is looking risky.
Every entry, exit and risk decision is rules-based and backtested. No gut calls, no narratives, no “trust me”. Just data, engineered for steady compounding and defined drawdowns.
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Risk-Adjusted Performance
Statistics that
tell the real story.
Calmar Ratio — 1.61
Annualized return divided by maximum drawdown. Over the same window SPY's Calmar ratio is about 0.41; the equal-weight blend is 1.61 — roughly 3.9 times as much return per unit of worst-case drawdown.
Sortino Ratio — 2.12
Return measured against downside volatility alone, so ordinary upside swings aren't counted as risk. Both books clear 1.4 on their own and the blend does better still, because they rarely stumble at the same time.
CAGR — 57.9%
Blended compound annual growth from January 2015 through Sept. 11, 2026, holding the ETF book and the single-stock book in equal weight and rebalancing between them daily. Over the same window SPY compounded at 13.7% a year with a −33.7% worst drawdown. The blend's worst drawdown was −35.9% — better than either book on its own.
The Strategy
Superior returns at a
reasonable risk ratio.
Tide Picker offers two ways to run the same quantitative trend engine. You can follow the ETF-only approach, the stock-only approach, or both together. Every buy, sell and risk-off decision is generated by rules, not by hunches, headlines or hot takes.
Both books
Hold the ETF book and the stock book in equal weight and rebalance between them. The combined strategy delivered a smoother equity curve and a smaller worst drawdown than either book on its own.
ETF-only
Cross-asset time-series momentum applied to a broad ETF universe. Equity indexes, sectors, bonds, commodities and volatility in one rules-based book.
Stock-only
The same trend engine run over liquid U.S. stocks with a market cap of at least $2.5 billion, to avoid unnecessary risk and market manipulation. Long-only, equal-weight across the top names, rebalanced weekly.
The two books are moderately correlated to each other and to the market, which is the case for running both. All side-by-side summary figures use the same period beginning in 2015, while the combined results assume you hold the books in equal weight and rebalance between them.
The Ultimate Safeguard
A proprietary composite measure of market volatility is the ultimate safeguard. It tells us when capital is best deployed defensively, so we’re in the market when it pays to be and stepping into safer broad asset classes when it doesn’t. This regime would have moved the strategy out of harm’s way during the COVID crash, the 2018 financial crisis and the 2022 bear market — not by forecasting the news, but by responding to rising market risk as it appeared.
The strategy’s best year was 2020, with the equal-weight blend returning more than 200%. Rising volatility moved the strategy out of the market in late February, but the momentum signal itself never ended — and those same high-volatility conditions in March produced massive wins. Once the market took off from there, the momentum engine captured the explosive follow-through.
- Fully quantitative — every signal generated by rules, not opinions
- Trend measured over multiple horizons
- Equal-weight top eight names per book, resized weekly
- Volatility regime rotates capital into defensive assets when market risk spikes
- Whole shares, close-price execution, trading costs and financing charged in the backtest
| Metric | Tide Picker | S&P 500 |
|---|---|---|
| Compound annual return | 57.9% | 13.7% |
| Max drawdown | −35.9% | −33.7% |
| Calmar ratio | 1.61 | 0.41 |
| Sortino ratio | 2.12 | 0.75 |
| Beta | 0.86 | 1.00 |
| Holdings | 16 | 500 |
Alpha vs beta
Beta measures how much a portfolio moves with the market. The blend’s beta of 0.86 is slightly less than the market’s own — so leverage explains none of a 57.9% compound annual return against the S&P’s 13.7%. Correlation to SPY is only about 0.37.
Alpha is the excess return that can’t be explained by market exposure — the value added by selection and timing. Tide Picker generates it through two engines: the trend signal that decides what to own, and the volatility regime that rotates capital into defensive assets when risk spikes. The first drives the offense; the second contains the drawdowns.
Why two books
From January 2015, the ETF book compounded at 39.5% with a −36.8% worst drawdown, while the stock book compounded at 71.7% with a −42.1% worst drawdown. They draw from different universes and their drawdowns rarely overlap, so holding both in equal weight and rebalancing between them produced a 57.9% return with a −35.9% worst drawdown. A dollar grew to about $208 over the 11.7-year window.
All summary figures compare the ETF book, stock book, equal-weight pair and SPY over the same period: Jan. 2, 2015 through Sept. 11, 2026. The returns-by-year table separately shows the stock backtest’s additional history beginning in 2005. Past performance does not guarantee future returns.
The Two Books
ETFs and stocks,
held side by side.
Each book stands on its own. Held in equal weight, the pair delivered stronger risk-adjusted returns and a smaller worst drawdown than either book alone because their drawdowns rarely line up. The blended column is what a member holding half in each would have seen from January 2015 through Sept. 11, 2026.
| Metric | ETF book | Stock book | Equal weight |
|---|---|---|---|
| CAGR | 39.5% | 71.7% | 57.9% |
| Max drawdown | −36.8% | −42.1% | −35.9% |
| Sharpe | 0.94 | 1.41 | 1.39 |
| Sortino | 1.40 | 2.18 | 2.12 |
| Calmar | 1.07 | 1.70 | 1.61 |
| Correlation to SPY | 0.42 | 0.27 | 0.37 |
| Beta to SPY | 0.96 | 0.76 | 0.86 |
| Trades per week | ~11 | ~21 | ~30 |
Every summary number above uses the shared 2015–2026 period, making the books directly comparable. The stock strategy was also backtested to 2005, as shown in Returns by Year below.
Returns by Year
Year after year,
against the S&P 500.
Calendar-year returns for each book and the equal-weight pair, next to the S&P 500. The stock book runs from January 2005; the ETF book and the pair begin in January 2015.
| Year | ETF book | Stock book | Equal weight | S&P 500 |
|---|---|---|---|---|
| 2026* | 31.1% | 85.6% | 63.5% | 12.4% |
| 2025 | 70.8% | 89.4% | 87.9% | 17.7% |
| 2024 | −7.2% | 82.3% | 33.6% | 24.9% |
| 2023 | 46.0% | 4.7% | 25.6% | 26.2% |
| 2022 | 6.5% | 23.7% | 15.8% | −18.2% |
| 2021 | 29.2% | 126.7% | 78.3% | 28.7% |
| 2020 | 242.7% | 161.3% | 204.0% | 18.3% |
| 2019 | 46.6% | 113.9% | 79.2% | 31.2% |
| 2018 | −16.9% | 34.2% | 6.7% | −4.6% |
| 2017 | 40.1% | 80.6% | 61.1% | 21.7% |
| 2016 | 43.6% | 84.6% | 65.2% | 12.0% |
| 2015 | 38.4% | 13.8% | 25.7% | 1.2% |
| 2014 | — | −7.1% | — | 13.5% |
| 2013 | — | 58.6% | — | 32.3% |
| 2012 | — | 21.4% | — | 16.0% |
| 2011 | — | 2.0% | — | 1.9% |
| 2010 | — | −3.7% | — | 15.1% |
| 2009 | — | 85.0% | — | 26.4% |
| 2008 | — | −1.7% | — | −36.8% |
| 2007 | — | 59.0% | — | 5.1% |
| 2006 | — | 29.0% | — | 15.8% |
| 2005 | — | 34.0% | — | 5.3% |
*2026 through Sept. 11. Past performance does not guarantee future returns.
For Active Traders
Track what you
actually traded.
Backtests describe a model. Your account describes reality. Tide Picker lets you log every share you bought and sold, on the dates you bought and sold them, at the prices you actually got — so your performance number reflects your trading and not somebody else's spreadsheet.
Enter as many buy and sell events as a position needs. From those cash flows we calculate an accurate internal rate of return on the money you actually put to work. No estimates, no rounding, no missed partials.
- Log every buy and sell with date, shares and price
- Record multiple buy and sell events per position — partial fills, scale-ins and scale-outs all welcome
- Time-weighted IRR computed from your actual cash flows, not a hypothetical model portfolio
The Founder
Built on a foundation
of data integrity.
Tide Picker was founded by Jock Friedly, a Stanford University physics graduate who, as an undergraduate, took the Stanford Honor Code pledge to uphold honesty and integrity in all academic work. That commitment to the truth has shaped his career ever since.
Jock spent years as an investigative reporter, where the discipline of verifying claims, sourcing evidence and refusing to overstate a finding became second nature. He went on to found LegiStorm LLC, a company built from the ground up on data excellence — recognized across Washington for the rigor and accuracy of its information about the U.S. Congress and beyond.
That same discipline drives Tide Picker. The data presented here cannot predict future results — no backtested model can guarantee that. But the backtests behind this strategy were conducted with great care to avoid the misreporting, cherry-picking and statistical sleight of hand that plague much of the industry. What you see is what the historical data showed, reported honestly.
A losing year on us.
If the strategy loses money over a full calendar year you were an annual member for that full year, your next year is free. No fine print, no hoops — we apply the credit ourselves.
Applies to annual memberships in effect for an entire calendar year. We may discontinue the offer in the future, but anyone subscribed before that date stays covered.
Membership
Pick a book. Or take both.
Pay monthly or save with an annual membership, covered by our losing-year guarantee.
ETF Book
Trend-following across sector and country ETFs
- Full ruleset and rebalancing signals for the ETF book
- Proprietary composite volatility gauge with alerts to switch to safer portfolio holdings
- Live target weights refreshed every session
- Built-in trade journal with accurate IRR on the shares you actually bought and sold
- Direct access to the team for general questions
Both Books
Better risk-adjusted returns. The two books use different lookback periods for measuring growth, so risk is diversified — one book may perform well while the other suffers. Because both generate strong returns, they benefit each other when held together.
- Full ruleset and rebalancing signals for both books
- Proprietary composite volatility gauge with alerts to switch to safer portfolio holdings
- Live target weights refreshed every session
- Built-in trade journal with accurate IRR on the shares you actually bought and sold
- Direct access to the team for general questions
Stock Book
The same engine applied to individual equities
- Full ruleset and rebalancing signals for the single-stock book
- Proprietary composite volatility gauge with alerts to switch to safer portfolio holdings
- Live target weights refreshed every session
- Built-in trade journal with accurate IRR on the shares you actually bought and sold
- Direct access to the team for general questions
Cancel anytime. Educational content — not personalized investment advice.