November Performance Update
Overview & Performance Since March, 2024
November has been a standout month, with our strategies delivering returns of 9.55%, 18.9%, and 28.04%, significantly outperforming the benchmark index at 5.5%. Even more exciting, our strategies transitioned to a "Risk On" positioning in October, validating our in-house signal that has been under development and testing since March. This live performance firmly reinforces our ability to outperform the indices.
Looking ahead, we’re introducing Version 2 of our algorithms, featuring enhanced behavior during bear markets. These updates won’t impact live performance so V2 will replace V1. They are part of ongoing efforts to improve robustness. Additionally, we’ll be sharing more detailed metrics as part of our December update.
Low | Medium | High | S&P 500 | Nasdaq 100 | |
---|---|---|---|---|---|
Cumulative Returns | 15.21% | 23.69% | 32.28% | 18.24% | 16.00% |
MTD Returns | 9.55% | 18.90% | 28.04% | 5.61% | 5.23% |
Sharpe | 2.05 | 1.92 | 1.84 | 1.73 | 1.18 |
Volatility | 9.37% | 15.27% | 21.43% | 13.32% | 18.10% |
WTD Returns | -0.39% | -0.83% | -1.16% | 1.07% | 0.74% |
1D Returns | 0.65% | 1.10% | 1.52% | 0.43% | 0.90% |
Yield | 2.23% | 1.50% | 0.12% | 1.16% | 0.60% |
Low Vol Strategy
Weight | Yield | Alternative Symbols | |
---|---|---|---|
BIL | 30.34% | 5.14% | ['BOXX'] |
BTCUSD | 21.39% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
DBA | 13.65% | 3.95% | ['PDBA'] |
GLD | 7.60% | 0.00% | ['IAU'] |
TECL | 13.56% | 0.30% | ['TQQQ'] |
TLT | 0.00% | 3.91% | ['VGLT', 'EDV'] |
UUP | 0.00% | 6.67% | ['USD', 'DXY'] |
XLK | 13.47% | 0.67% | ['QQQ'] |
Medium Vol Strategy
Weight | Yield | Alternative Symbols | |
---|---|---|---|
BIL | 27.53% | 5.14% | ['BOXX'] |
BTCUSD | 44.36% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
DBA | 0.00% | 3.95% | ['PDBA'] |
GLD | 0.00% | 0.00% | ['IAU'] |
TECL | 28.12% | 0.30% | ['TQQQ'] |
TLT | 0.00% | 3.91% | ['VGLT', 'EDV'] |
UUP | 0.00% | 6.67% | ['USD', 'DXY'] |
XLK | 0.00% | 0.67% | ['QQQ'] |
High Vol Strategy
Weight | Yield | Alternative Symbols | |
---|---|---|---|
BIL | 0.00% | 5.14% | ['BOXX'] |
BTCUSD | 60.89% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
DBA | 0.00% | 3.95% | ['PDBA'] |
GLD | 0.00% | 0.00% | ['IAU'] |
TECL | 39.11% | 0.30% | ['TQQQ'] |
TLT | 0.00% | 3.91% | ['VGLT', 'EDV'] |
UUP | 0.00% | 6.67% | ['USD', 'DXY'] |
XLK | 0.00% | 0.67% | ['QQQ'] |
Disclaimer:
The above is intended for research purposes only and is not trading or financial advice