Conclusion
Last updated
Last updated
Our tests from the 2020 bull run through the first part of 2023 have been both profitable and enlightening, delivering impressive returns. Interestingly, when we reflect on the downturn experienced from 2021 to 2022, it provides insight into the remarkable potential returns that can be achieved.
Our strategy is not bound to perpetual investing, meaning we don’t aim for continuous investments or maximum time exposure. We prioritize maintaining liquidity efficiency, enabling diversification into other models or assets. Through portfolio simulation of the top 20 assets, we have maintained an average market exposure time of only 22.2%, safeguarding us against challenging market downturns.
While our system empowers us to capitalize on opportunities, it is equally proficient at minimizing losses, with our average drawdown resting at 20.7%. Detailed performance data can be found at the links below. Breakout long: Breakout short: Breakout performance:
Mean Reversion (long): Mean reversion (short):
Mean reversion (performance):
Trend following (long):