The Global Diversified strategy is exposed to a variety of asset classes:
Futures, Stocks, Options & Forex
The Global Diversified is a combination of systematic strategies (70%) and discretionary trading ideas(30%).
The systematic part trades several of the most liquid exchange traded futures markets using different algorithms. Average holding period of about 3 days. The Global Diversified is traded with multiple strategies including mean reversion, volatility breakout, pattern recognition and momentum and tactical trend strategies. Each position has its own stop loss and the aim is to create a diversified portfolio with respect to sectors and strategies.Furthermore the discretionary part is completely technical based with pre-set targets and stops (avoiding holding on to losses for too long).
The strategy ended the month of October on a positive +10.7% return and +26.6% YTD. The performance of this month can be mainly attributed to the swing algorithm which bought in the NASDAQ future rally of the end of last week.
I have one question for investors and leaders on this platform: Is there any statistics of my strategy which may be improved or could turn off a potential subscriber? (I know the sample size is still quiet small to make a call, but any suggestions are appreciated)
The strategy is still relatively young but it might be worth keeping in the watch list. Past performance is no guarantee of the future performance.