+215.5%
since 4/20/2020
+31.0%
Ø-Perf. per year
+126.8%
Performance (1yr)
48.5%
Volatility (1yr)
0.7
Return/Risk
Portfolio chart
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Trading Idea
The trading mechanism behind this portfolio has 2 aims: 1) avoids dips caused by the financial crisis in 2008, the euro crisis in 2011 and the corona crisis as we experiences in 2020 2) beat the market by selecting these stocks that outperform indices like DAX, SP500, Nasdaq etc. A quantitative algorithm has been developed based on 2 mechanisms - selection of stocks based on mid-term past performance - optimised period to hold positions to avoids day-trading & secure trading on trends This has been backwards (happy flow) AND forwards tested (real life) showing proven results from 2006 till now of an increased of 30% on Year over Year performance.
Master data
Symbol
WF0W2ENTER
Date created
04/20/2020
Index level
-
High watermark
348.5