Forecast Quicklook Performance: Forecast Monthly Performance (on $200,000): Month Return % Return/Contract Dec 3.9% $7,835 Jan 4.6% $9,197 Feb 1.8% $3,691 March 3.9% $7,862 April 2.9% $5,825 May 2.7% $5,481 Forecast Statistics: Win/Loss Ratio: 60% Annualized Return: 34% Max DD: 4.3% Alpha v SP500: 34% Alpha v CTA: Read more about [Trend Day Forecast] Quicklook Performance: May[…]
Strategy Performance Risk Adjusted, Out-of-Sample Annual: +24.9% Max DD: -3.5% Sharpe: 5.7 Profitable: 12 of last 12 months 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
Vertical Solutions Forecast – Innovations and October P&L A summary of innovations (Market Stress, Trend Day/Range Day forecasting) and the October and cumulative P&Ls, –h Henry Carstens Vertical Solutions cell: 503-701-5741 mail to: carstens@verticalsolutions.com www.verticalsolutions.com ———- Innovations Expect more trades that exit based on Market Stress retracements from overbought/sold back to neutral (+/-1) Expect more Read more about Innovations and October P&L[…]
What would turning your P&L into a datafeed tell you? It would tell you how well you’ve traded on days like today. And that is fascinating. –h
Scrambling to catch up here’s June Performance. July and August should be up tomorrow. –h
For October, the set-ups in The Trend Day Forecast were correct 70% of the time and grossed $8,629 per contract. The average monthly single contract gain from The Forecast is $10,318. At the end of the month we added and are sending the set-ups from 5 new automated systems in Bund, Stoxx, Bond, SP and Read more about October Performance[…]
The Trend Day Forecast is currently returning 15.8% un-levered and 63.5% fully levered. The trade set-ups in the Trend Day Forecast give professional traders an extra quantitative edge they can combine with their own trading expertise to create outsized edges and returns. (Edges add up.) The Trend Day Forecast is quant-based trade set-ups Read more about July Performance Results[…]