Performance:
Results (%):
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | YTD€ | CUM | CUM€ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 9.28 | 6.56 | 0.25 | 3.73 | 4.41 | 9.19 | -4.97 | 6.36 | 0.41 | 0.78 | 6.7 | 1.93 | +44.63% | 6695 | +44.63% | 6695 |
| 2025 | 0.5 | -3.65 | -4.25 | -0.41 | 10.2 | 7.53 | 9.04 | -0.66 | 7.45 | 3.13 | -2.17 | -2.69 | +24.02% | 3603 | +68.65% | 10298 |
| 2026 | -1.48 | -2.48 | 0.63 | 9.09 | — | — | — | — | — | — | — | — | +5.76% | 864 | +74.41% | 11162 |
Results (%):
2024 +44.63% CUM +44.63%
Jan
9.28
Feb
6.56
Mar
0.25
Apr
3.73
May
4.41
Jun
9.19
Jul
-4.97
Aug
6.36
Sep
0.41
Oct
0.78
Nov
6.7
Dec
1.93
YTD
+44.63%
YTD€
6695
CUM
+44.63%
CUM€
6695
2025 +24.02% CUM +68.65%
Jan
0.5
Feb
-3.65
Mar
-4.25
Apr
-0.41
May
10.2
Jun
7.53
Jul
9.04
Aug
-0.66
Sep
7.45
Oct
3.13
Nov
-2.17
Dec
-2.69
YTD
+24.02%
YTD€
3603
CUM
+68.65%
CUM€
10298
2026 +5.76% CUM +74.41%
Jan
-1.48
Feb
-2.48
Mar
0.63
Apr
9.09
May
—
Jun
—
Jul
—
Aug
—
Sep
—
Oct
—
Nov
—
Dec
—
YTD
+5.76%
YTD€
864
CUM
+74.41%
CUM€
11162
Description
This system uses an algorithm and trades in large-cap stocks.
When a position is taken, the system aims to hold it for as long as possible. It uses margin, as profits are held for at least 8 weeks. This may result in an increase in position size, causing the total invested capital to exceed the minimum investment.
Starting Capital and Positions
The starting capital is €15,000, and a maximum of 8 positions will be held.
Risk Management
In rising markets, the capital is fully (100%) allocated. In falling markets, depending on market conditions, a smaller percentage of the capital is invested. During sharp declines, such as those that occurred several times in 2022, there may be periods of several weeks during which no trading takes place at all. Extensive testing has shown that this method of capital allocation significantly reduces risk, which ultimately benefits returns.
Results
Below is a chart showing the weekly results for the period from January 1, 2021, through December 2024. The results from spring 2023 onward were actually realized in a proprietary account. The period from January 1, 2021, through spring 2023 is a backtest. This period was specifically chosen because 2022 was a poor year for global markets, and the risk management strategy proved its worth during that period.
