My first 100% Return

Trading and Markets
1

My Dual Leverage Strategy reached 100% return today since October 2016. Thank you very much to the subscribers and to all the people interested in this model.


Dual Leverage is a Adaptive Asset Allocation (AAA) Strategy. AAA combines asset’s momentum, volatilities, and cross-correlations for building diversified investment portfolios. In a tactical application AAA exploits momentum for crash detection and results in consistent returns at mitigated risk levels. In up-trending markets capital is allocated into offensive assets, like stocks, some ETFs, REITs, and commodities, while during market sell-offs especially intermediate US-treasuries are in vogue or ETFs and Stocks with low correlation.

Max DD: 12.5%
Sharpe Ratio: 3.095
Win Months: 75%
SP-500 Correlation: 0.548

Best,

Gonzalo Loayza

2 Likes
2

Congrats Gonzalo! Very respectable #'s!!

1 Like
3

Congrats. It’s nice to see someone that isn’t chasing losing trades.
That being said you take huge positions in levered ETFs. You are lucky the market has been moving slowly upward without volatility since your system has been around.

2 Likes