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.
Nr | Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
---|---|---|---|---|---|
2 | GPM-1 | 9,04% | -9,79% | 0,90 | 2,34 |
3 | PAA-1 | 9,08% | -18,77% | 0,92 | 1,78 |
4 | VAA-G12-T5-B4 | 7,77% | -19,17% | 0,75 | 1,27 |
5 | GEM | 8,05% | -19,70% | 0,54 | 0,80 |
6 | GFM-3 | 15,81% | -14,41% | 1,01 | 2,81 |
7 | GFM-4 | 15,87% | -14,41% | 1,08 | 3,17 |
8 | GFM-5 | 15,19% | -14,41% | 1,07 | 3,25 |
9 | GFM-L2-3 | 18,57% | -29,86% | 0,89 | 1,76 |
10 | GFM-L2-4 | 18,61% | -18,14% | 0,99 | 2,54 |
11 | GFM-L2-5 | 17,85% | -16,11% | 1,03 | 2,81 |
12 | GPM-0 | 9,33% | -9,73% | 0,89 | 2,36 |
13 | GPM-2 | 8,04% | -9,73% | 0,83 | 2,04 |
14 | AGG6 | 9,55% | -8,95% | 0,97 | 2,64 |
15 | AGG3 | 10,21% | -13,36% | 0,79 | 1,73 |
16 | GTAA12 | 7,13% | -13,24% | 0,81 | 1,75 |
17 | GTAA5 | 7,18% | -13,38% | 0,82 | 1,58 |
18 | PAA-0 | 9,31% | -17,81% | 0,92 | 1,90 |
19 | PAA-2 | 8,37% | -19,92% | 0,86 | 1,52 |
20 | VAA-G12-T2-B4 | 8,73% | -27,50% | 0,68 | 0,96 |
21 | VAA-G4-T2-B1 | 11,69% | -21,79% | 1,06 | 1,98 |
22 | VAA-G4-T1-B1 | 13,26% | -19,66% | 1,03 | 2,20 |
23 | DAA-G12-T6-B2 | 10,21% | -17,49% | 0,96 | 1,94 |
24 | DAA-G12-T2-B1 | 10,41% | -21,74% | 0,78 | 1,25 |
25 | DAA-G12-T6-B1 | 9,95% | -18,62% | 0,95 | 1,80 |
26 | DAA-G4-T3-B1 | 10,94% | -21,27% | 1,02 | 1,67 |
27 | DAA-G4-T2-B1 | 11,65% | -21,79% | 0,99 | 1,73 |
28 | DAA-G4-T1-B1 | 13,06% | -20,11% | 0,90 | 1,54 |
29 | L2-DAA-G12-T6-B2 | 13,04% | -25,47% | 0,86 | 1,46 |
30 | L2-DAA-G12-T2-B1 | 18,16% | -31,66% | 0,94 | 1,70 |
31 | L2-DAA-G12-T6-B1 | 13,21% | -23,35% | 0,95 | 1,83 |
32 | L2-DAA-G4-T3-B1 | 13,56% | -26,84% | 0,91 | 1,45 |
33 | L2-DAA-G4-T2-B1 | 13,97% | -26,18% | 0,89 | 1,41 |
34 | L2-DAA-G4-T1-B1 | 15,70% | -29,84% | 0,84 | 1,22 |
35 | L3-DAA-G12-T6-B2 | 16,60% | -33,21% | 0,81 | 1,42 |
36 | L3-DAA-G12-T2-B1 | 22,64% | -35,06% | 0,81 | 1,78 |
37 | L3-DAA-G12-T6-B1 | 17,44% | -28,38% | 0,97 | 2,04 |
38 | L3-DAA-G4-T3-B1 | 15,34% | -30,76% | 0,89 | 1,32 |
39 | L3-DAA-G4-T2-B1 | 16,75% | -28,81% | 0,91 | 1,48 |
40 | L3-DAA-G4-T1-B1 | 18,82% | -37,73% | 0,82 | 1,17 |
41 | The One | 16,95% | -14,41% | 1,11 | 2,90 |
42 | The One Lev | 19,46% | -18,44% | 1,11 | 2,60 |
43 | The One Lev 2 | 27,22% | -22,17% | 1,08 | 2,98 |
44 | ID-Deffensive | 12,44% | -14,03% | 1,16 | 3,12 |
45 | ID-Standard | 15,45% | -12,85% | 1,14 | 3,32 |
46 | ID-Offensive | 15,47% | -14,21% | 1,15 | 3,35 |
47 | ID-Aggressive | 17,00% | -17,32% | 1,09 | 2,85 |
48 | ID-Extreme | 25,16% | -21,14% | 1,25 | 3,21 |
49 | ID-Crazy | 26,43% | -25,05% | 1,19 | 2,94 |
50 | ID-Classic | 16,42% | -14,41% | 1,15 | 3,64 |
Stopa zwrotu za poszczególne okresy
Nr | Name | 1m | 3m | 6m | 12m | YTD | 3years | 5years | 10years | 20years |
---|---|---|---|---|---|---|---|---|---|---|
2 | GPM-1 | -1,31% | 3,01% | 5,90% | 1,95% | 2,48% | 3,22% | 31,85% | 78,94% | 444,89% |
3 | PAA-1 | -2,74% | -0,19% | 4,17% | -0,98% | 3,34% | 4,10% | 24,53% | 84,89% | 472,83% |
4 | VAA-G12-T5-B4 | -1,16% | 0,98% | 2,77% | -2,66% | -1,10% | -7,99% | 27,90% | 70,53% | 391,54% |
5 | GEM | -1,63% | 1,38% | 3,49% | 1,35% | 4,06% | 17,08% | 16,18% | 91,65% | 536,80% |
6 | GFM-3 | -2,10% | 5,20% | 6,90% | -1,38% | 0,35% | 15,93% | 40,68% | 142,36% | 1762,16% |
7 | GFM-4 | -2,32% | 5,00% | 8,28% | -0,31% | 2,40% | 24,52% | 58,16% | 167,50% | 1866,72% |
8 | GFM-5 | -2,65% | 5,18% | 3,78% | -4,53% | -1,11% | 19,06% | 49,31% | 154,71% | 1650,67% |
9 | GFM-L2-3 | -5,41% | 3,81% | 7,51% | -2,79% | -1,08% | 23,41% | 57,22% | 247,01% | 3431,96% |
10 | GFM-L2-4 | -4,87% | 3,85% | 6,25% | -3,64% | -1,01% | 24,78% | 60,03% | 222,97% | 3277,72% |
11 | GFM-L2-5 | -4,49% | 4,46% | 6,69% | -2,46% | 0,46% | 26,05% | 67,11% | 241,79% | 2860,82% |
12 | GPM-0 | -1,49% | 3,73% | 6,98% | 3,54% | 4,38% | 6,90% | 34,20% | 87,86% | 477,71% |
13 | GPM-2 | -0,94% | 1,57% | 3,81% | 0,41% | 0,93% | -1,14% | 26,49% | 62,65% | 347,21% |
14 | AGG6 | -2,73% | 0,23% | 0,45% | 0,56% | 0,13% | 16,67% | 26,46% | 78,68% | 583,81% |
15 | AGG3 | -4,42% | 0,17% | 1,06% | 0,85% | 0,10% | 25,52% | 30,94% | 115,00% | 802,10% |
16 | GTAA12 | -2,27% | -0,67% | -1,12% | -4,95% | -3,79% | 10,75% | 18,44% | 49,10% | 272,31% |
17 | GTAA5 | -2,03% | 1,31% | 4,16% | 1,40% | 3,03% | 6,02% | 23,40% | 49,99% | 273,68% |
18 | PAA-0 | -2,95% | 0,52% | 5,06% | 0,04% | 4,33% | 8,64% | 27,44% | 92,72% | 507,88% |
19 | PAA-2 | -2,30% | -1,62% | 2,36% | -2,57% | 1,69% | -2,47% | 18,14% | 69,11% | 385,65% |
20 | VAA-G12-T2-B4 | -0,67% | 0,78% | -0,54% | -6,43% | -3,96% | -17,10% | 19,37% | 62,70% | 539,59% |
21 | VAA-G4-T2-B1 | 0,15% | -0,29% | 1,81% | -5,35% | -2,60% | -14,99% | 8,65% | 71,48% | 947,58% |
22 | VAA-G4-T1-B1 | 0,15% | -0,29% | 0,14% | -5,31% | -2,59% | -9,90% | 12,81% | 72,13% | 1337,26% |
23 | DAA-G12-T6-B2 | -0,94% | 0,77% | 3,91% | -2,19% | 0,19% | 2,56% | 31,55% | 99,25% | 670,19% |
24 | DAA-G12-T2-B1 | 0,15% | -0,29% | 3,46% | -2,67% | -0,10% | -12,27% | 11,60% | 67,66% | 810,54% |
25 | DAA-G12-T6-B1 | 0,15% | -0,29% | 2,82% | -3,22% | -0,87% | -11,16% | 13,96% | 74,53% | 653,04% |
26 | DAA-G4-T3-B1 | 0,15% | -0,29% | 1,13% | -6,28% | -2,38% | -16,82% | -0,50% | 53,88% | 808,36% |
27 | DAA-G4-T2-B1 | 0,15% | -0,29% | 1,81% | -5,35% | -2,60% | -14,99% | -1,40% | 51,68% | 897,71% |
28 | DAA-G4-T1-B1 | 0,15% | -0,29% | 0,14% | -5,31% | -2,59% | -9,90% | 1,39% | 52,99% | 1226,05% |
29 | L2-DAA-G12-T6-B2 | -3,04% | 0,58% | 5,09% | -3,21% | 0,17% | 7,48% | 43,70% | 138,23% | 1318,80% |
30 | L2-DAA-G12-T2-B1 | 0,15% | -0,29% | 7,12% | -3,78% | -1,24% | -15,07% | 36,84% | 184,98% | 3507,96% |
31 | L2-DAA-G12-T6-B1 | 0,15% | -0,29% | 4,19% | -4,05% | -0,69% | -14,65% | 18,99% | 101,42% | 1343,02% |
32 | L2-DAA-G4-T3-B1 | 0,15% | -0,29% | 0,77% | -11,35% | -4,87% | -25,92% | -5,60% | 78,34% | 1634,04% |
33 | L2-DAA-G4-T2-B1 | 0,15% | -0,29% | 1,22% | -8,63% | -4,79% | -23,65% | -5,43% | 79,33% | 1758,57% |
34 | L2-DAA-G4-T1-B1 | 0,15% | -0,29% | -1,94% | -12,57% | -7,76% | -29,69% | 14,49% | 125,55% | 2604,66% |
35 | L3-DAA-G12-T6-B2 | -4,67% | 0,79% | 6,70% | -4,93% | -0,61% | 9,93% | 60,00% | 186,14% | 2489,85% |
36 | L3-DAA-G12-T2-B1 | 0,15% | -0,29% | 12,39% | -3,38% | -0,83% | -17,87% | 61,85% | 319,58% | 8390,70% |
37 | L3-DAA-G12-T6-B1 | 0,15% | -0,29% | 5,55% | -5,95% | -1,67% | -18,51% | 27,75% | 136,46% | 2867,99% |
38 | L3-DAA-G4-T3-B1 | 0,15% | -0,29% | 0,95% | -14,01% | -5,74% | -30,11% | -6,19% | 102,57% | 2594,92% |
39 | L3-DAA-G4-T2-B1 | 0,15% | -0,29% | 1,49% | -9,41% | -5,60% | -27,48% | 12,58% | 148,28% | 3372,58% |
40 | L3-DAA-G4-T1-B1 | 0,15% | -0,29% | -3,48% | -13,95% | -9,21% | -37,60% | 23,60% | 221,37% | 5868,04% |
41 | The One | -1,58% | -2,76% | -0,22% | -3,69% | -3,69% | -5,57% | 32,45% | 126,64% | 2632,18% |
42 | The One Lev | -1,58% | -2,76% | -0,22% | -3,69% | -3,69% | -18,40% | 40,39% | 266,84% | 4658,83% |
43 | The One Lev 2 | -1,58% | -2,76% | -2,29% | -8,81% | -8,81% | -11,04% | 34,81% | 218,75% | 16567,80% |
44 | ID-Deffensive | -0,84% | 1,84% | 5,02% | -2,02% | 0,47% | 2,00% | 30,74% | 109,00% | 1038,08% |
45 | ID-Standard | -1,83% | 3,95% | 6,64% | -1,29% | 1,42% | 16,97% | 45,42% | 141,06% | 1760,41% |
46 | ID-Offensive | -2,53% | 6,14% | 7,19% | 0,46% | 5,62% | 17,80% | 75,77% | 220,10% | 1911,63% |
47 | ID-Aggressive | -3,06% | 8,01% | 10,08% | 2,44% | 8,42% | 19,65% | 106,29% | 317,22% | 2947,84% |
48 | ID-Extreme | -3,70% | 4,92% | 9,30% | 2,90% | 7,82% | 10,11% | 108,45% | 449,19% | 12781,85% |
49 | ID-Crazy | -4,17% | 6,29% | 12,99% | 5,58% | 12,73% | 12,13% | 137,87% | 601,79% | 17348,34% |
50 | 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.
Nr | Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
---|---|---|---|---|---|
2 | SPY/IEF | 15,84% | -26,31% | 1,07 | 2,36 |
3 | SPY/TLT | 18,60% | -28,27% | 1,13 | 2,56 |
4 | QQQ/TLT | 23,09% | -39,22% | 1,23 | 2,26 |
5 | IWM/TLT | 18,19% | -31,58% | 0,87 | 1,84 |
6 | VO/TLT | 19,38% | -29,99% | 1,07 | 2,33 |
7 | SSO/TLT | 30,09% | -48,33% | 1,03 | 2,25 |
8 | QLD/TLT | 23,09% | -39,22% | 1,12 | 2,11 |
9 | MVV/TLT | 31,34% | -45,81% | 0,90 | 2,17 |
10 | SPXL/TLT | 46,30% | -63,47% | 1,10 | 2,45 |
11 | SPXL/TMF | 53,99% | -66,94% | 1,16 | 2,81 |
12 | TQQQ/TLT | 53,60% | -81,02% | 1,08 | 2,10 |
13 | TQQQ/TMF | 62,87% | -82,34% | 1,18 | 2,43 |
Nr | Name | CAGR | Max Drawdown | Sharpe Ratio | UPI |
---|---|---|---|---|---|
2 | S-SPY/IEF/TLT/CASH | 18,42% | -19,35% | 1,15 | 2,42 |
3 | S-SPY/QQQ/VO/IEF/TLT/CASH | 21,19% | -24,11% | 1,18 | 2,43 |
4 | S-QQQ/IEF/TLT/CASH | 21,92% | -28,63% | 1,21 | 2,23 |
5 | S-IWM/IEF/TLT/CASH | 18,19% | -28,21% | 0,89 | 1,68 |
6 | S-VO/IEF/TLT/CASH | 19,43% | -21,48% | 1,10 | 2,26 |
7 | S-SSO/IEF/TLT/CASH | 30,35% | -36,03% | 1,07 | 2,15 |
8 | S-QLD/IEF/TLT/CASH | 37,23% | -50,57% | 1,13 | 2,09 |
9 | S-MVV/IEF/TLT/CASH | 31,80% | -38,97% | 0,94 | 1,97 |
10 | S-SSO/QLD/MVV/IEF/TLT/CASH | 30,35% | -36,03% | 1,07 | 2,15 |
11 | S-SPXL/IEF/TLT/CASH | 48,31% | -49,65% | 1,19 | 2,45 |
12 | S-TQQQ/IEF/TLT/CASH | 51,72% | -66,60% | 1,09 | 2,08 |
13 | S-SPXL/TMF/CASH | 60,47% | -49,65% | 1,35 | 3,12 |
14 | S-TQQQ/TMF/CASH | 60,43% | -66,60% | 1,19 | 2,42 |