This system uses an algorithm and trades in large cap stocks.
When a position is taken, the system attempts to remain in the position for as long as possible. It uses margin, as profits are held for at least 8 weeks. This can lead to an increase in the position size, causing the total invested capital to exceed the minimum deposit.
Starting capital and positions
The starting capital is €15,000, and a maximum of 8 positions will be held.
risk management In upward markets, the capital is fully (100%) allocated. In falling markets, a smaller percentage of the capital is invested, depending on the market situation. During sharp declines, such as those that occurred several times in 2022, it is possible that no trading will take place at all for several weeks. Extensive testing has shown that this method of capital allocation significantly reduces risk, which ultimately benefits returns.
results Below is a graph showing the weekly results for the period from January 1, 2021, to December 2024. The results from spring 2023 onwards were actually achieved on a proprietary account. The period from January 1, 2021, to spring 2023 is a backtest. This period was specifically chosen because 2022 was a bad year for global markets, and risk management proved its worth during that period.
