Strategy & Portfolio Updates as of 2024-08-16
Overview & Performance Since March, 2024
The past two weeks have been tumultuous in the financial markets. Just two weeks ago, we witnessed a rapid market decline as investors shifted their focus towards a potential recession. However, since then, we've seen a remarkable recovery, with the market largely regaining its losses.
Our investment strategies are designed to maintain low volatility however means they may not always capture the full extent of these rapid, large-scale market movements. In fact, during such volatile periods, our strategies may experience some back-and-forth fluctuations.
It's important to note that while we may not always predict the initial market moves accurately, our approach is designed to capitalize on clear, established trends. Once a definitive market direction emerges, our strategies are positioned to benefit from the majority of that movement.
| Low | Medium | High | S&P 500 | Nasdaq 100 | |
|---|---|---|---|---|---|
| Cumulative Returns | 3.34% | 1.01% | -0.66% | 8.99% | 8.12% |
| MTD Returns | -0.51% | -0.51% | -0.51% | 0.58% | 0.85% |
| Sharpe | 0.98 | 0.30 | -0.09 | 1.49 | 0.99 |
| Volatility | 7.47% | 8.44% | 10.15% | 13.05% | 18.69% |
| WTD Returns | 0.16% | 0.16% | 0.16% | 3.93% | 5.38% |
| 1D Returns | 0.44% | 0.44% | 0.44% | 0.20% | 0.10% |
| Yield | 4.40% | 4.40% | 4.40% | 1.23% | 0.61% |
Low Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 39.87% | 5.24% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 24.71% | 4.43% | ['PDBA'] |
| GLD | 18.14% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.33% | ['TQQQ'] |
| TLT | 0.00% | 3.69% | ['VGLT', 'EDV'] |
| UUP | 17.28% | 7.01% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.69% | ['QQQ'] |
Medium Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 39.87% | 5.24% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 24.71% | 4.43% | ['PDBA'] |
| GLD | 18.14% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.33% | ['TQQQ'] |
| TLT | 0.00% | 3.69% | ['VGLT', 'EDV'] |
| UUP | 17.28% | 7.01% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.69% | ['QQQ'] |
High Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 39.87% | 5.24% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 24.71% | 4.43% | ['PDBA'] |
| GLD | 18.14% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.33% | ['TQQQ'] |
| TLT | 0.00% | 3.69% | ['VGLT', 'EDV'] |
| UUP | 17.28% | 7.01% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.69% | ['QQQ'] |
Disclaimer:
The above is intended for research purposes only and is not trading or financial advice