Strategie
Strategie aktywne
W tabeli poniżej znajdziesz wszystkie strategie, które śledzę na blogu. Wyniki strategii oparte są o dane od stycznia 2000 roku do ostatniego pełnego miesiąca bieżącego roku. Dane aktualizowane są na początku każdego miesiąca. Tabelę można dowolnie sortować używając strzałek przy nazwie kolumny. Kliknij na interesującą cię strategię aby zobaczyć szczegółowe statystyki.
Szczegółowe statystyki wszystkich strategii dostępne są tylko dla subskrybentów Premium po zalogowaniu.
| Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
|---|---|---|---|---|
| GPM-1 | 9,04% | -9,79% | 0,90 | 2,34 |
| PAA-1 | 9,08% | -18,77% | 0,92 | 1,78 |
| VAA-G12-T5-B4 | 7,77% | -19,17% | 0,75 | 1,27 |
| GEM | 8,05% | -19,70% | 0,54 | 0,80 |
| GFM-3 | 15,81% | -14,41% | 1,01 | 2,81 |
| GFM-4 | 15,87% | -14,41% | 1,08 | 3,17 |
| GFM-5 | 15,19% | -14,41% | 1,07 | 3,25 |
| GFM-L2-3 | 18,57% | -29,86% | 0,89 | 1,76 |
| GFM-L2-4 | 18,61% | -18,14% | 0,99 | 2,54 |
| GFM-L2-5 | 17,85% | -16,11% | 1,03 | 2,81 |
| GPM-0 | 9,33% | -9,73% | 0,89 | 2,36 |
| GPM-2 | 8,04% | -9,73% | 0,83 | 2,04 |
| AGG6 | 9,55% | -8,95% | 0,97 | 2,64 |
| AGG3 | 10,21% | -13,36% | 0,79 | 1,73 |
| GTAA12 | 7,13% | -13,24% | 0,81 | 1,75 |
| GTAA5 | 7,18% | -13,38% | 0,82 | 1,58 |
| PAA-0 | 9,31% | -17,81% | 0,92 | 1,90 |
| PAA-2 | 8,37% | -19,92% | 0,86 | 1,52 |
| VAA-G12-T2-B4 | 8,73% | -27,50% | 0,68 | 0,96 |
| VAA-G4-T2-B1 | 11,69% | -21,79% | 1,06 | 1,98 |
| VAA-G4-T1-B1 | 13,26% | -19,66% | 1,03 | 2,20 |
| DAA-G12-T6-B2 | 10,21% | -17,49% | 0,96 | 1,94 |
| DAA-G12-T2-B1 | 10,41% | -21,74% | 0,78 | 1,25 |
| DAA-G12-T6-B1 | 9,95% | -18,62% | 0,95 | 1,80 |
| DAA-G4-T3-B1 | 10,94% | -21,27% | 1,02 | 1,67 |
| DAA-G4-T2-B1 | 11,65% | -21,79% | 0,99 | 1,73 |
| DAA-G4-T1-B1 | 13,06% | -20,11% | 0,90 | 1,54 |
| L2-DAA-G12-T6-B2 | 13,04% | -25,47% | 0,86 | 1,46 |
| L2-DAA-G12-T2-B1 | 18,16% | -31,66% | 0,94 | 1,70 |
| L2-DAA-G12-T6-B1 | 13,21% | -23,35% | 0,95 | 1,83 |
| L2-DAA-G4-T3-B1 | 13,56% | -26,84% | 0,91 | 1,45 |
| L2-DAA-G4-T2-B1 | 13,97% | -26,18% | 0,89 | 1,41 |
| L2-DAA-G4-T1-B1 | 15,70% | -29,84% | 0,84 | 1,22 |
| L3-DAA-G12-T6-B2 | 16,60% | -33,21% | 0,81 | 1,42 |
| L3-DAA-G12-T2-B1 | 22,64% | -35,06% | 0,81 | 1,78 |
| L3-DAA-G12-T6-B1 | 17,44% | -28,38% | 0,97 | 2,04 |
| L3-DAA-G4-T3-B1 | 15,34% | -30,76% | 0,89 | 1,32 |
| L3-DAA-G4-T2-B1 | 16,75% | -28,81% | 0,91 | 1,48 |
| L3-DAA-G4-T1-B1 | 18,82% | -37,73% | 0,82 | 1,17 |
| The One | 16,95% | -14,41% | 1,11 | 2,90 |
| The One Lev | 19,46% | -18,44% | 1,11 | 2,60 |
| The One Lev 2 | 27,22% | -22,17% | 1,08 | 2,98 |
| ID-Deffensive | 12,44% | -14,03% | 1,16 | 3,12 |
| ID-Standard | 15,45% | -12,85% | 1,14 | 3,32 |
| ID-Offensive | 15,47% | -14,21% | 1,15 | 3,35 |
| ID-Aggressive | 17,00% | -17,32% | 1,09 | 2,85 |
| ID-Extreme | 25,16% | -21,14% | 1,25 | 3,21 |
| ID-Crazy | 26,43% | -25,05% | 1,19 | 2,94 |
| ID-Classic | 16,42% | -14,41% | 1,15 | 3,64 |
Stopa zwrotu za poszczególne okresy
| Name | 1m | 3m | 6m | 12m | YTD | 3years | 5years | 10years | 20years |
|---|---|---|---|---|---|---|---|---|---|
| GPM-1 | -1,31% | 3,01% | 5,90% | 1,95% | 2,48% | 3,22% | 31,85% | 78,94% | 444,89% |
| PAA-1 | -2,74% | -0,19% | 4,17% | -0,98% | 3,34% | 4,10% | 24,53% | 84,89% | 472,83% |
| VAA-G12-T5-B4 | -1,16% | 0,98% | 2,77% | -2,66% | -1,10% | -7,99% | 27,90% | 70,53% | 391,54% |
| GEM | -1,63% | 1,38% | 3,49% | 1,35% | 4,06% | 17,08% | 16,18% | 91,65% | 536,80% |
| GFM-3 | -2,10% | 5,20% | 6,90% | -1,38% | 0,35% | 15,93% | 40,68% | 142,36% | 1762,16% |
| GFM-4 | -2,32% | 5,00% | 8,28% | -0,31% | 2,40% | 24,52% | 58,16% | 167,50% | 1866,72% |
| GFM-5 | -2,65% | 5,18% | 3,78% | -4,53% | -1,11% | 19,06% | 49,31% | 154,71% | 1650,67% |
| GFM-L2-3 | -5,41% | 3,81% | 7,51% | -2,79% | -1,08% | 23,41% | 57,22% | 247,01% | 3431,96% |
| GFM-L2-4 | -4,87% | 3,85% | 6,25% | -3,64% | -1,01% | 24,78% | 60,03% | 222,97% | 3277,72% |
| GFM-L2-5 | -4,49% | 4,46% | 6,69% | -2,46% | 0,46% | 26,05% | 67,11% | 241,79% | 2860,82% |
| GPM-0 | -1,49% | 3,73% | 6,98% | 3,54% | 4,38% | 6,90% | 34,20% | 87,86% | 477,71% |
| GPM-2 | -0,94% | 1,57% | 3,81% | 0,41% | 0,93% | -1,14% | 26,49% | 62,65% | 347,21% |
| AGG6 | -2,73% | 0,23% | 0,45% | 0,56% | 0,13% | 16,67% | 26,46% | 78,68% | 583,81% |
| AGG3 | -4,42% | 0,17% | 1,06% | 0,85% | 0,10% | 25,52% | 30,94% | 115,00% | 802,10% |
| GTAA12 | -2,27% | -0,67% | -1,12% | -4,95% | -3,79% | 10,75% | 18,44% | 49,10% | 272,31% |
| GTAA5 | -2,03% | 1,31% | 4,16% | 1,40% | 3,03% | 6,02% | 23,40% | 49,99% | 273,68% |
| PAA-0 | -2,95% | 0,52% | 5,06% | 0,04% | 4,33% | 8,64% | 27,44% | 92,72% | 507,88% |
| PAA-2 | -2,30% | -1,62% | 2,36% | -2,57% | 1,69% | -2,47% | 18,14% | 69,11% | 385,65% |
| VAA-G12-T2-B4 | -0,67% | 0,78% | -0,54% | -6,43% | -3,96% | -17,10% | 19,37% | 62,70% | 539,59% |
| VAA-G4-T2-B1 | 0,15% | -0,29% | 1,81% | -5,35% | -2,60% | -14,99% | 8,65% | 71,48% | 947,58% |
| VAA-G4-T1-B1 | 0,15% | -0,29% | 0,14% | -5,31% | -2,59% | -9,90% | 12,81% | 72,13% | 1337,26% |
| DAA-G12-T6-B2 | -0,94% | 0,77% | 3,91% | -2,19% | 0,19% | 2,56% | 31,55% | 99,25% | 670,19% |
| DAA-G12-T2-B1 | 0,15% | -0,29% | 3,46% | -2,67% | -0,10% | -12,27% | 11,60% | 67,66% | 810,54% |
| DAA-G12-T6-B1 | 0,15% | -0,29% | 2,82% | -3,22% | -0,87% | -11,16% | 13,96% | 74,53% | 653,04% |
| DAA-G4-T3-B1 | 0,15% | -0,29% | 1,13% | -6,28% | -2,38% | -16,82% | -0,50% | 53,88% | 808,36% |
| DAA-G4-T2-B1 | 0,15% | -0,29% | 1,81% | -5,35% | -2,60% | -14,99% | -1,40% | 51,68% | 897,71% |
| DAA-G4-T1-B1 | 0,15% | -0,29% | 0,14% | -5,31% | -2,59% | -9,90% | 1,39% | 52,99% | 1226,05% |
| L2-DAA-G12-T6-B2 | -3,04% | 0,58% | 5,09% | -3,21% | 0,17% | 7,48% | 43,70% | 138,23% | 1318,80% |
| L2-DAA-G12-T2-B1 | 0,15% | -0,29% | 7,12% | -3,78% | -1,24% | -15,07% | 36,84% | 184,98% | 3507,96% |
| L2-DAA-G12-T6-B1 | 0,15% | -0,29% | 4,19% | -4,05% | -0,69% | -14,65% | 18,99% | 101,42% | 1343,02% |
| L2-DAA-G4-T3-B1 | 0,15% | -0,29% | 0,77% | -11,35% | -4,87% | -25,92% | -5,60% | 78,34% | 1634,04% |
| L2-DAA-G4-T2-B1 | 0,15% | -0,29% | 1,22% | -8,63% | -4,79% | -23,65% | -5,43% | 79,33% | 1758,57% |
| L2-DAA-G4-T1-B1 | 0,15% | -0,29% | -1,94% | -12,57% | -7,76% | -29,69% | 14,49% | 125,55% | 2604,66% |
| L3-DAA-G12-T6-B2 | -4,67% | 0,79% | 6,70% | -4,93% | -0,61% | 9,93% | 60,00% | 186,14% | 2489,85% |
| L3-DAA-G12-T2-B1 | 0,15% | -0,29% | 12,39% | -3,38% | -0,83% | -17,87% | 61,85% | 319,58% | 8390,70% |
| L3-DAA-G12-T6-B1 | 0,15% | -0,29% | 5,55% | -5,95% | -1,67% | -18,51% | 27,75% | 136,46% | 2867,99% |
| L3-DAA-G4-T3-B1 | 0,15% | -0,29% | 0,95% | -14,01% | -5,74% | -30,11% | -6,19% | 102,57% | 2594,92% |
| L3-DAA-G4-T2-B1 | 0,15% | -0,29% | 1,49% | -9,41% | -5,60% | -27,48% | 12,58% | 148,28% | 3372,58% |
| L3-DAA-G4-T1-B1 | 0,15% | -0,29% | -3,48% | -13,95% | -9,21% | -37,60% | 23,60% | 221,37% | 5868,04% |
| The One | -1,58% | -2,76% | -0,22% | -3,69% | -3,69% | -5,57% | 32,45% | 126,64% | 2632,18% |
| The One Lev | -1,58% | -2,76% | -0,22% | -3,69% | -3,69% | -18,40% | 40,39% | 266,84% | 4658,83% |
| The One Lev 2 | -1,58% | -2,76% | -2,29% | -8,81% | -8,81% | -11,04% | 34,81% | 218,75% | 16567,80% |
| ID-Deffensive | -0,84% | 1,84% | 5,02% | -2,02% | 0,47% | 2,00% | 30,74% | 109,00% | 1038,08% |
| ID-Standard | -1,83% | 3,95% | 6,64% | -1,29% | 1,42% | 16,97% | 45,42% | 141,06% | 1760,41% |
| ID-Offensive | -2,53% | 6,14% | 7,19% | 0,46% | 5,62% | 17,80% | 75,77% | 220,10% | 1911,63% |
| ID-Aggressive | -3,06% | 8,01% | 10,08% | 2,44% | 8,42% | 19,65% | 106,29% | 317,22% | 2947,84% |
| ID-Extreme | -3,70% | 4,92% | 9,30% | 2,90% | 7,82% | 10,11% | 108,45% | 449,19% | 12781,85% |
| ID-Crazy | -4,17% | 6,29% | 12,99% | 5,58% | 12,73% | 12,13% | 137,87% | 601,79% | 17348,34% |
| ID-Classic | -1,89% | 1,98% | 4,07% | -2,23% | -1,20% | 7,13% | 38,39% | 139,31% | 2128,04% |
Statystyki strategii VIX-Model oraz SlowVIX
Statystyki strategii VIX-Model oraz SlowVIX przedstawione są poniżej. Dane za okres od kwietnia 2008 do ostatniego pełnego miesiąca bieżącego roku. Dla portfeli z alokacją w TQQQ dane dostępne od lutego 2010 roku. Dla portfeli z alokacją w SPXL dane dostępne od kwietnia 2009 roku.
| Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
|---|---|---|---|---|
| SPY/IEF | 15,84% | -26,31% | 1,07 | 2,36 |
| SPY/TLT | 18,60% | -28,27% | 1,13 | 2,56 |
| QQQ/TLT | 23,09% | -39,22% | 1,23 | 2,26 |
| IWM/TLT | 18,19% | -31,58% | 0,87 | 1,84 |
| VO/TLT | 19,38% | -29,99% | 1,07 | 2,33 |
| SSO/TLT | 30,09% | -48,33% | 1,03 | 2,25 |
| QLD/TLT | 23,09% | -39,22% | 1,12 | 2,11 |
| MVV/TLT | 31,34% | -45,81% | 0,90 | 2,17 |
| SPXL/TLT | 46,30% | -63,47% | 1,10 | 2,45 |
| SPXL/TMF | 53,99% | -66,94% | 1,16 | 2,81 |
| TQQQ/TLT | 53,60% | -81,02% | 1,08 | 2,10 |
| TQQQ/TMF | 62,87% | -82,34% | 1,18 | 2,43 |
| Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
|---|---|---|---|---|
| S-SPY/IEF/TLT/CASH | 18,42% | -19,35% | 1,15 | 2,42 |
| S-SPY/QQQ/VO/IEF/TLT/CASH | 21,19% | -24,11% | 1,18 | 2,43 |
| S-QQQ/IEF/TLT/CASH | 21,92% | -28,63% | 1,21 | 2,23 |
| S-IWM/IEF/TLT/CASH | 18,19% | -28,21% | 0,89 | 1,68 |
| S-VO/IEF/TLT/CASH | 19,43% | -21,48% | 1,10 | 2,26 |
| S-SSO/IEF/TLT/CASH | 30,35% | -36,03% | 1,07 | 2,15 |
| S-QLD/IEF/TLT/CASH | 37,23% | -50,57% | 1,13 | 2,09 |
| S-MVV/IEF/TLT/CASH | 31,80% | -38,97% | 0,94 | 1,97 |
| S-SSO/QLD/MVV/IEF/TLT/CASH | 30,35% | -36,03% | 1,07 | 2,15 |
| S-SPXL/IEF/TLT/CASH | 48,31% | -49,65% | 1,19 | 2,45 |
| S-TQQQ/IEF/TLT/CASH | 51,72% | -66,60% | 1,09 | 2,08 |
| S-SPXL/TMF/CASH | 60,47% | -49,65% | 1,35 | 3,12 |
| S-TQQQ/TMF/CASH | 60,43% | -66,60% | 1,19 | 2,42 |