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[…]
November Performance of Real Time Advisory Service Annual: +21.8% Max DD: -3.5% Sharpe: 4.8 Profitable: 13 of last 13 months I am always looking for new clients for the Advisory service. It has been traded with $40m and scales easily into the $200m range. An overview is here. We’re good, innovative and friendly – no reason Read more about November Performance of Real Time Advisory Service[…]
I’m looking for a home for my quant strategy. It has been traded with $40,000,000 over the last 7 months but needs to grow. Out-of-sample results for last 11 months are: Annual return: +24.8% Max DD: -2.6% Sharpe: 5.6 Strategy primarily trades Bonds, Bunds, SP, Stoxx futures and is scalable to $200 million without worrying too Read more about Strategy, +24.8%, -2.6% MDD, Sharpe 5.6, Looking for Home[…]
Forecast, Quick P&L’s, February and To-Date Quick Summary Annual rate of return: +17.6% (un-leveraged) In October 2013, we developed an algorithm called Edge which helps us quantify the opportunity in a trade Since the development of Edge, the rate of return of the Forecast has risen to +17.6% per year and our trade-by-trade standard dev has Read more about Forecast, Quick P&L’s – Feb and To Date[…]
Quick Summary Market Stress has helped Our Trend Day predictions are getting better We combined Market Stress and a Trend Day prediction to identify the recent market turn Since Market Stress the Forecast set-ups have been correct 77% of the time Since Market Stress, October 2013-p Market Stress, Oct 2013-p Gross $4,431 Read more about Quick P&L’s, January and To-Date[…]
Every day we put out a markets forecast – a group of quant-based trade set-ups – primarily for Equities, Fixed and Gold. This is how the Forecast has done (un-leveraged) – Acct Bal $1,000,000 Date $/contract %/contract Mar-12 $20,839 2.1% Apr-12 $8,958 0.9% May-12 $16,796 1.7% Jun-12 $21,020 2.1% Jul-12 ($1,378) -0.1% Aug-12 $6,338 0.6% Read more about August Performance[…]
Markets tend to stay w/in their ranges when the indicators below have ‘Neutral’ readings – ES Trend Indicator: +56 (Neutral), Financial Markets RORO: +0.04 (Neutral) Correlations: Neutral Signals – The Trend Day Forecast currently has signals across Intraday, Swing, Multiday and Overnight timeframes in – Bonds (Long) Bunds (Long) Gold (Long, Automated Long) –h Henry Read more about [Rangebound Day] Feb 01, 2013[…]
The average monthly single contract gain from The Forecast is $9,385. In November we added coverage for Corn, Copper and Crude. The Forecast now covers US, Bund, ES, Stoxx, Gold, Corn, Copper and Crude. Highlights: November return: +0.1% Unleveraged return (annual): +12.6 % Max drawdown: -2.6% Percent wins: 62% t score: 2.78 (Forecast results are Read more about November Performance[…]
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[…]
“…only 8% of hedge funds are outperforming the market with just 3 months left in the year.” Zero Hedge We can help. Daily quant-based trade set-ups and trader preparation starting w/ the European open and going through the US equity close for Bonds, Bund, SP, Stoxx, Gold, Euro, Risk On/Off. We track our set-ups just like Read more about Only 8% of Hedge Funds Outperforming – We Can Help[…]