100% TOS on over 500 trades and hitting all-time highs. The strategies hold the bulk of assets in a low volatility asset mix of equities and bonds and have achieved better than market returns by layer in long stock and option trades on ETFs.
Swing Index Options I – Historic Performance
I originally started trading this account at Interactive Brokers in June, 2017 and started tracking the trades on Collective2 via broker transmit in May 2018. The following image shows the Interactive Brokers Benchmark Comparison, since I first started trading the strategy with its initial capital allocation of $10,000. I am pleased to say that the Collective2 reported results and actual account results have shown a good match over the 16 months the system has been actively tracked by Collective2. The account hit a new high of $17,800 today, or a 70% gain for the initial investment.
The following chart shows a 5-year hypothetical back test.
Swing Diversified Trader
This strategy is designed to be more conservative than Swing Index Options I and will trade at lower leverage levels. The following chart shows a 5-year hypothetical back test.
Strategy Development Methodology
The strategies are developed following a layered approach. I start by designing a low volatility asset allocation of equity indexes, bond ETFs, and other instruments to establish an expected base portfolio return of 4-7%. I then layer in individually developed and back tested strategies that trade various ETF and Long Call or Put Option positions to achieve elevated returns. Each of the individual strategies is allocated a small portion of the total portfolio to manage. The individual strategies are back tested on data going back to 2000 and are tested for robustness via both walk-forward analysis and k-fold tests. The exact mix of individual strategies is monitored on an ongoing basis and changes to the individual strategy mix are made periodically as performance dictates.
Disclaimer: Remember that trading is always speculative and involves substantial risk that you will lose money. Past performance does not guarantee future success.