Hello dear investors, gamblers and developers.
I´m happy to give the 9 months update on my conservative long only XIV strategy.
Currently the strategy is pausing because of too low volatility for too long time. It will stay out of the market until a significant correction happens. (defined by the algo, not me saying “yeah that´s significant”)
If one thing is certain when it comes to the markets then it´s there is always a correction at some point. So I´m patient and just wait till the good time comes. Backtest says that the longest period without trades was 25 weeks so that´s quite a while. As mentioned in the name, it´s an investment strategy, not a get rich quick scheme. The goal is to achieve target average performance around 30% p.a. with focus on risk mitigation. Key figures of the backtest are: avg. compound return 30.5% (CAGR) maximum Peak-to-Valley DD = 18.27%
So far backtest and real trading results match almost 100%. In fact real trading results are a little better than the backtest/parallel test for the same period because I assume 0.15% slippage with every trade in backtesting. So far I got almost no slippage and sometimes even positive slippage so the actual results are better. Positive slippage is possible because I have to close trades 2 minutes before market close, otherwise there can be sync problems with C2. If the close price is lower than my exit price, that´s positive slippage.
The strategy can easily be traded manually and is suitable for IRA. I broadcast signals for the next week at every friday evening after market close.
As you can see the strategy pauses at the moment. Everytime the strategy pauses, I set the fee to 0$ for every current subscriber for the duration of the pause. “No trades, no profit, no fees!”
Special offer for subscribers before the strategy is completing a 12 months track record:
Subscribe now and lock in 0$ fee for 3 months. I will take care of that on my side of the backend so you don´t have to do anything. Just subscribe before end of March and you´re qualified.
If you have any questions, just let me know.