The high-alpha strategies are suitable for traders and investors with basic knowledge of programming and testing rules on backtesting platforms. We provide only the rules. We do not provide any codes. The rules we provide are sufficient for programming the strategies on a trading platform. These strategies follow simple rules and only trade liquid ETFs in the monthly timeframe. Do not expect anything overly complicated. If you are an experienced trading strategy developer, then these strategies may not provide any value to you. For ordering details and terms, see below.
Three High-Alpha Strategies
We refer to the three high-alpha strategies as CSMO, DMSR, and SBRO. Below is a backtest of the portfolio performance of CSMO and DMSR strategies from January 2, 2008, to June 28, 2024.
Performance of a portfolio of CSMO and DMSR strategies
The annualized return is 18.2%, the maximum drawdown is 18.9%, and the Sharpe ratio is 1.05. The portfolio has a 0.59 correlation with the S&P 500.
SBRO is an optional third strategy, and we believe it has the potential to improve portfolio performance in the future. Below is a backtest of the portfolio performance of CSMO, DMSR, and SBRO strategies from January 2, 2008, to June 28, 2024.
Performance of a portfolio of CSMO, DMSR, and SBRO strategies
The annualized return is 17.2%; the maximum drawdown is 19.7%; and the Sharpe ratio is 1.02. The portfolio’s correlation with the S&P 500 is 0.67.
Below, subscribers can access detailed backtest results for the strategies, the strategy rules, and read about the requirements and the process for developing high alpha strategies.
1. Performance of High Alpha Strategies
2. Rules of High Alpha Strategies
3. Requirements and Process of Developing High-Alpha Strategies
1. Performance of High Alpha Strategies
|
This post is for paid subscribers
Already a subscriber? Sign in |
Ordering details: Retail traders and investors must pay a subscription fee of $1,995 to access the rules of high-alpha strategies. For an invoice, contact us. Professional traders and companies should contact us for a quote.
Delivery: The trading rules are in the form of “locked content” below and are unlocked after paying for a subscription. We provide the rules in plain English. The customer will need to convert those rules to code before testing them on a backtesting platform.
Terms: All sales are final, and no refunds will be made on any purchase. No refunds are given for cancellations or under any circumstances, and there is no exception.
Disclaimer: The strategies are provided for informational purposes only and do not constitute investment advice or actionable content. We do not warrant the accuracy, completeness, fitness, or timeliness of any particular purpose of any strategy. Under no circumstances, the strategies should be treated as financial advice. Please read our Disclaimer and Terms and Conditions.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.