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fiveHedged - New All-Time High. Fully Hedged

#1

(1) Portfolio is up 6% thru March (fully hedged, pure-alpha, low-risk, max 2x margin).
(2) Breaking new ALL-TIME record high today.

1 Like
#2

Fresh New All-Time High (5 Stocks Long, Fully Hedged by Long RWM)…

#3

What happened to your other strategy, is it still around?

#4

The fiveHedged “all-market” strategy was updated recently (see earlier posts) to provide better liquidity (lower turnover, and hence lower slippage), without changing the key fundamental/technical stock-selection rules. Instead of selling/buying all five stocks on Monday, the strat now averages around 2 stock swaps, hence allows much improved liquidity/low-slippage.

The results are significantly superior, both in backtests since Jan 2008, and live-trades here on C2 (since early Feb).

The slippage issue was a concern for some traders, which is why I wanted to focus on that issue, and consolidate to just one strategy. Having improved on the slippage issue [significantly] there is no longer a need to limit the universe to S&P stocks (which was the fiveLIQUID strategy, for which I am no longer taking any subs), hence I am running with 100% focus on only the one strat (fiveHedged):

#5

All 5 stocks up today…

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