VNFUT TRADING STRATEGY

TRADING STRATEGY Liverun/Monitoring Backtest
Status Start Date Val Date MTD YTD CAGR MDD Lev KellyF Period CAGR MDD Lev KellyF
TREND_PS_004 liverun 12/03/20 07/07/20 - 14:46 3.82% 65.33% 379.95% -12.75% 1.45 13.08 01/18 - 01/20 38.38% -14.23% 1.53 2.74
TREND_RET_005 liverun 02/01/19 07/07/20 - 14:46 2.96% 44.81% 43.69% -21.59% 1.35 5.36 01/19 - 06/19 65.40% -8.68% 1.63 6.20
PATTERN_BOLL_003 liverun 20/03/20 07/07/20 - 14:46 5.22% 78.18% 733.16% -16.34% 3.76 11.16 01/18 - 01/19 1064.50% -24.69% 10.74 3.53
PATTERN_ORB_005 liverun 12/03/20 07/07/20 - 14:46 1.45% 88.58% 614.53% -13.31% 1.85 3.31 01/18 - 12/19 27.56% -11.99% 2.67 12.50
PATTERN_ORB_007 liverun 29/04/20 07/07/20 - 14:46 -0.06% 13.17% 88.36% -8.93% 2.07 13.24 01/18 - 12/19 27.56% -11.99% 2.67 12.50
MACRO_001 liverun 28/05/20 28/05/20 - 14:46 0.00% 0.00% 0.00% -0.80% 0.00 -125.00 01/18 - 12/19 27.56% -11.99% 2.67 12.50
TREND_PS_002 liverunstop 27/08/18 31/10/18 - 14:45 -0.99% 1.27% 7.32% -16.52% 1.22 0.80 09/17 - 03/18 61.57% -4.67% 0.59 20.08
TREND_PS_003 liverunstop 09/04/18 17/03/20 - 14:46 4.27% 2.83% 60.39% -30.54% 1.52 2.64 09/17 - 03/18 436.19% -19.79% 2.14 3.78
PATTERN_ORB_004 liverunstop 27/12/19 13/03/20 - 14:46 11.70% 46.81% 516.09% -23.42% 6.93 7.90 01/18 - 12/19 104.58% -8.95% 7.65 16.99
PATTERN_ORB_006 liverunstop 29/04/20 26/06/20 - 14:46 -0.29% 3.61% 21.91% -8.05% 1.87 9.38 01/18 - 12/19 27.56% -11.99% 2.67 12.50
PATTERN_ORB_008 liverunstop 29/04/20 26/06/20 - 14:46 0.08% 2.99% 17.36% -11.18% 1.85 3.66 01/18 - 12/19 27.56% -11.99% 2.67 12.50