Model Portfolio Performance Snapshot (July 2020)

Posted on 11th Jul 2020

Just leaving this here.. a snapshot of our model portfolio performance thus far in 2020. Here at we provide day to day quantitative trading signals on (as of writing) 25 assets, which on average have had a 72% win rate (with the winners gaining 23% on average and the losers losing 6%). However, the real strength of our approach shines through in our model portfolios which are up +66% (crypto and traditional), +28% (traditional only) or +237% (crypto only) on year-to-date basis.

Our model portfolio is constructed using long/short trend signals of up to 8 underlying asset classes on a daily basis. Exposures are further adjusted on a weekly basis based on prevailing market risk levels and performance (win rates) of the models.

Model Portfolio (Best Ideas)

Traditional Model Portfolio

Crypto Model Portfolio