De-Dollarization
BRICS Reallocation
RRI Intelligence
The proprietary signal for BRICS reallocation & de-dollarization trends
Daily briefs + high-conviction trades. Backtested +64.2%. First 2 weeks free.
Backtested +64.2% Total Return (Sharpe 1.68)
Educational only. Not investment advice.
How the RRI Model Works
The Resource Reallocation Index (RRI) is a proprietary, rules-based signal designed to identify periods when capital is rotating toward commodities, emerging markets, and hard assets — the structural beneficiaries of de-dollarization and BRICS-driven global rebalancing.
The Model at a Glance
RRI monitors six key components on a daily basis:
• EEM / IEMG – Emerging Markets equities
• GLD – Gold (physical and futures)
• BTC – Bitcoin (as a non-sovereign hard asset)
• XLE – Energy sector (oil & gas exposure)
• CNY_inv – Inverse USD/CNY strength (Chinese yuan appreciation)
• DXY_inv – Inverse US Dollar Index (USD weakness)
Calculation Method
1. Calculate the 252-trading-day cumulative return for each component.
2. Apply min-max normalisation to bring each component onto a 0–100 scale relative to its own recent history.
3. Take the equal-weighted average of the six normalised values → this produces the daily RRI score (0–100).
Signal Rules
RRI > 70 → Strong Buy → Allocate to the strongest component(s) at that moment (the model rotates naturally).
RRI 30–70 → Neutral / hold cash or reduce exposure.
RRI < 70 → Exit signal.
Hard risk controls are always applied: maximum 5% stop-loss per position and position size halved if VIX > 35.
This systematic approach removes emotion and ensures the portfolio is always positioned in the assets showing the strongest relative momentum within the de-dollarization theme.
EEM/IEMG
Emerging Markets equity flows
GLD
Gold safe-haven reserve asset
BTC
Bitcoin alternative store of value
XLE
Energy & commodity rerouting
Inverse USD/CNY
Renminbi strength indicator
Inverse USD/DXY
De-dollarization signal
Each component is normalised over a rolling 252-day window. When RRI > 70, the signal turns Strong Buy.
Backtested +64.2% total return (Sharpe 1.68)
The White Paper
Download the full institutional-grade RRI White Paper v5.1
Includes methodology, 2020–2026 backtest, trade history, limitations, and Dollar Milkshake considerations.
Download PDF⚠️ EDUCATIONAL DISCLAIMER: The following data represents historical trade analysis for educational purposes only. Past performance does not guarantee future results. This is not investment advice. All data is backtested and subject to limitations. Consult a financial advisor before making investment decisions.
Historical Performance Analysis
Educational review of RRI signal-based trades (2020-2026)
Total Return
+92.4%
Annualised
11.8%
Sharpe Ratio
1.81
Max Drawdown
-19.8%
Avg Holding
38 days
Signals
35
Total Trades Analyzed
35
Win Rate
94.3%
Avg Return per Trade
8.63%
Trade Success Rate
94.3%
Win Rate
33 Winning Trades
out of 35 total trades
RRI Component Contribution
Average contribution of each RRI component to signal formation
Backtesting Limitations
- • Historical data may not reflect future market conditions
- • Backtesting assumes perfect execution without slippage
- • Past performance is not indicative of future results
- • Market conditions and correlations change over time
Risk Disclosure
- • All investments carry risk of loss
- • This analysis is educational only
- • Not a recommendation to buy or sell
- • Consult a financial advisor before investing
Component Analysis
Deep dive into how each of the 6 RRI components perform
1. Component Contribution Over Time (Stacked Area)
Shows how each component's strength contributed to the overall RRI signal. The stacked areas visualize which assets were driving the signal at different periods.
- EEM/IEMG
- GLD
- BTC
- XLE
2. RRI Signal Level vs Component Strength
Dual-axis chart showing RRI score (left, gold line) and individual component strength (right, colored lines). The horizontal line at 70 marks the "Strong Buy" threshold.
- RRI Score
- EEM/IEMG
- GLD
- BTC
3. Win Rate by Component (Bar Chart)
Horizontal bar chart showing the win rate for each component across all historical trades. Higher bars indicate more reliable components.
4. Cumulative Returns by Component (Multi-Line)
Shows cumulative returns for each component over time. Demonstrates which assets have been most profitable and when they peaked.
- EEM/IEMG
- GLD
- BTC
- XLE
5. Component Statistics Summary
Quick reference table showing performance metrics for each component.
GLD
9 tradesXLE
8 tradesEEM/IEMG
9 tradesBTC
9 trades⚠️ EDUCATIONAL DISCLAIMER: All component analysis and performance data is provided for educational purposes only. Past performance does not guarantee future results. This is not investment advice. Consult a financial advisor before making investment decisions.
The White Paper
Download the full institutional-grade RRI White Paper v5.1.
Includes methodology, 2020–2026 backtest, trade-by-trade history, limitations, and Dollar Milkshake considerations.
Download PDF (Free)Trade History & Data
Full transparency is core to RRI Intelligence.
Full transparency is at the core of RRI Intelligence. Every signal generated by the model since March 2020 is shown below, including the exact asset allocated, entry and exit dates, return, and outcome. This 6-component model rotates across Emerging Markets (EEM/IEMG), Gold, Bitcoin, Energy (XLE), and the two currency inverses (CNY and DXY) based on the normalised strength of each component.
Live Data Links
All data is updated in real time and fully replicable using public sources.
Educational Disclaimer: This historical performance data is provided for educational and informational purposes only. Past performance does not guarantee future results. This is not investment advice.
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