September P&L

Strategy Performance

Risk Adjusted, Out-of-Sample

Annual: +24.9%

Max DD: -3.5%

Sharpe: 5.7

Profitable: 12 of last 12 months

12 mos performance

I am looking for a new home for this strategy. It has been traded with $40m and scales easily into the $200m range.

Inquiries and referrals appreciated. A Strategy overview is here,

–h
Henry Carstens
503-701-5741
carstens@verticalsolutions.com

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