These are the results that our system has performed in the real market application till today
Number of years: 3,3 Total return: 72,80% Average annual return: 22,06% Volatility: 7,3% Information ratio 3,08 Winning Months: 90%
Returns
The equity trendline of our model portfolio really invested from January 2017, compared with S&P500 index.
Monthly performance
The performance of each month from January 2017 compared to the same month performance of S&P500.
Allocation
The monthly distribution of macro asset allocation that is automatically set by the strategy. Micro asset allocation is also set automatically.
Specific assets performance
How every single asset contributed to the performance from January 2017. Assets with negative performance is also important, because of their hedging contribute for the stability of the strategies.
This was a light overview. If you want to come inside our systems, compile the request form.
