Strategies
Active Strategies
In the table below you will find all the strategies I follow on the blog. The results of the strategy are based on data from January 2000 to the last full month of the current year. The data is updated at the beginning of each month. The table can be freely sorted using the arrows next to the column name. Click on the strategy you are interested in to see detailed statistics.
Detailed statistics of all strategies are available only for Premium subscribers after logging in.
| Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
|---|---|---|---|---|
| GPM-1 | 9,20% | -9,73% | 0,92 | 2,55 |
| PAA-1 | 9,20% | -18,77% | 0,95 | 2,20 |
| VAA-G12-T5-B4 | 8,06% | -16,00% | 0,79 | 1,65 |
| GEM | 8,10% | -19,70% | 0,55 | 0,85 |
| GFM-3 | 16,28% | -14,41% | 1,05 | 3,07 |
| GFM-4 | 16,25% | -14,41% | 1,11 | 3,32 |
| GFM-5 | 15,71% | -14,41% | 1,11 | 3,56 |
| GFM-L2-3 | 19,20% | -29,86% | 0,92 | 1,86 |
| GFM-L2-4 | 19,25% | -18,14% | 1,02 | 2,70 |
| GFM-L2-5 | 18,39% | -16,11% | 1,07 | 2,97 |
| GPM-0 | 9,41% | -9,73% | 0,91 | 2,46 |
| GPM-2 | 8,24% | -9,73% | 0,86 | 2,28 |
| AGG6 | 9,83% | -8,95% | 1,02 | 2,93 |
| AGG3 | 10,51% | -13,36% | 0,83 | 1,79 |
| GTAA12 | 7,53% | -13,24% | 0,88 | 2,01 |
| GTAA5 | 7,25% | -13,38% | 0,85 | 1,73 |
| PAA-0 | 9,39% | -17,81% | 0,94 | 2,26 |
| PAA-2 | 8,55% | -19,92% | 0,90 | 1,95 |
| VAA-G12-T2-B4 | 9,19% | -23,55% | 0,73 | 1,24 |
| VAA-G4-T2-B1 | 12,29% | -16,99% | 1,13 | 2,79 |
| VAA-G4-T1-B1 | 13,79% | -17,35% | 1,08 | 2,83 |
| DAA-G12-T6-B2 | 10,51% | -14,43% | 0,99 | 2,43 |
| DAA-G12-T2-B1 | 10,83% | -21,74% | 0,82 | 1,45 |
| DAA-G12-T6-B1 | 10,29% | -15,59% | 0,99 | 2,33 |
| DAA-G4-T3-B1 | 11,39% | -18,44% | 1,07 | 2,17 |
| DAA-G4-T2-B1 | 12,13% | -18,26% | 1,04 | 2,20 |
| DAA-G4-T1-B1 | 13,59% | -20,11% | 0,94 | 1,76 |
| L2-DAA-G12-T6-B2 | 13,43% | -21,81% | 0,89 | 1,71 |
| L2-DAA-G12-T2-B1 | 18,80% | -31,66% | 0,98 | 1,94 |
| L2-DAA-G12-T6-B1 | 13,65% | -19,58% | 0,99 | 2,25 |
| L2-DAA-G4-T3-B1 | 14,23% | -22,51% | 0,96 | 1,77 |
| L2-DAA-G4-T2-B1 | 14,65% | -21,65% | 0,94 | 1,66 |
| L2-DAA-G4-T1-B1 | 16,59% | -27,15% | 0,90 | 1,41 |
| L3-DAA-G12-T6-B2 | 17,15% | -28,31% | 0,84 | 1,65 |
| L3-DAA-G12-T2-B1 | 23,41% | -31,89% | 0,84 | 2,02 |
| L3-DAA-G12-T6-B1 | 18,08% | -23,11% | 1,00 | 2,50 |
| L3-DAA-G4-T3-B1 | 16,11% | -27,83% | 0,94 | 1,57 |
| L3-DAA-G4-T2-B1 | 17,57% | -26,03% | 0,96 | 1,72 |
| L3-DAA-G4-T1-B1 | 19,92% | -33,53% | 0,87 | 1,34 |
| The One | 17,68% | -14,41% | 1,16 | 3,22 |
| The One Lev | 20,27% | -18,44% | 1,16 | 2,94 |
| The One Lev 2 | 28,62% | -19,62% | 1,14 | 3,35 |
| ID-Deffensive | 12,80% | -11,24% | 1,20 | 3,78 |
| ID-Standard | 15,86% | -12,85% | 1,18 | 3,55 |
| ID-Offensive | 15,67% | -14,21% | 1,17 | 3,65 |
| ID-Aggressive | 17,12% | -17,32% | 1,10 | 3,06 |
| ID-Extreme | 25,56% | -21,14% | 1,27 | 3,45 |
| ID-Crazy | 26,62% | -25,05% | 1,20 | 3,11 |
| ID-Classic | 17,00% | -14,41% | 1,19 | 4,02 |