Alpha
Our Most trusted Investment Strategy.
Designed for investors seeking Higher Returns than ETFs, with minimized drawdowns.
Emphasizing on Precision and Stability.
Alpha
Alpha is our most trusted investment strategy, combining portfolio stability and constant overperformance of the US major indexes.
Employing our sophisticated algorithms, meticulously scanning over two decades of daily data of:
1. S&P 500 Future Contracts
2. Nasdaq 100 Future Contracts
3. Russell 2000 Future Contracts
4. S&P VIX Future Contracts
Our strategy combines effectively 4 major trading strategies:
1. “Box theory” strategy on S&P, buying bottoms of “boxes” which works best during consolidation periods.
2. “Intraday momentum trading signals” on Nasdaq, generated by 4 momentum signals, achieving remarkable win percentage rates and market neutrality. This strategy works better during bull markets.
3. Our “MACDMA”, on Russell, is our unique strategy that uses our tailored MAs of MACD with daily candlesticks, efficiently tracking capital outflows from Big Caps to Small Caps. This strategy works best during bear markets.
4. “Trendline Breakouts”, buying breakouts based on Trendlines created using daily S&P data. This strategy works best during Highly Volatile markets.
Description: In Alpha strategy our primary exposure revolves around S&P and Nasdaq futures, alongside a modest allocation to Russell. This strategy is defined by its remarkably low risk profile, manifesting minimal drawdowns and affording investors one of the most appealing risk-to-reward ratios in the market.
METRICS '18 - '23 |
ALPHA |
S&P500 |
|---|---|---|
|
Total Return |
112,55% |
60,57% |
|
% Prof Months |
73,91% |
65,22% |
|
Largest DD |
4,16% |
24,8% |
|
Avg Yr MAX DD |
2,81% |
14,64% |
|
Avg Yr Return |
18,76% |
9,70% |
|
STD (Yr) |
11,38% |
19,13% |
|
Sharpe Ratio |
1,4 |
0,36 |
|
Longest DD Duration |
6 |
21 |
|
Sortino Ratio |
11,94 |
1,95 |
Combined, our portfolio performs under every market condition, ensuring optimal “Market Neutrality”, that’s why it’s the strategy picked by wealthier individuals as it performs better than a US ETFs with much smaller drawdowns.
Key mentions:
The trading system maintains an active presence in the market for a significant portion of the trading year, typically around 80% of the approximately 260 trading days.
This system focuses on three highly liquid US Indexes, chosen for their relative stability and lower probability of experiencing prolonged declines in value.
At Quantify, our commitment to “Trade Management” is fundamental to our identity, so we apply a different set of Risk Management tools in each strategy that consists Alpha, to guarantee the security and progression of your investments.
As Warren Buffett best said: “Knowing when to exit a trade is just as pivotal as knowing when to embark on one.”
Return and Risk Statistics ’18-’23
Here is a quick brief of the charts below:
1. Alpha using NO leverage and NO reinvestment, significantly overperforms S&P500 Index with undoubted consistency.
2. Beating all time highs consistently, Alpha demonstrates one of it’s biggest comperative advantages wich is DD duration and Max DD.
3. This chart demonstrates the consistency of returns in this strategy, additionally the fact that it hasn’t experienced a negative 12-month return over the entire 5-year period.
4. The allocation of funds consists primarly of exposure in S&P500.
Designed for investors seeking higher returns than ETFs with minimized drawdowns, emphasizing precision and
stability.
One of our advanced strategies, designed for in Investors seeking maximum returns through investments major US indices, ideal for smaller capital portfolios.
One of our most popular Pro Strategies, inspired by Jim Simon's algorithmic approach, this strategy goes where price action takes it. Volatile times, need Quantify's solutions.
Disclaimer: Past performance does not guarantee future returns. The capital value of your portfolio can fluctuate and the price of units can go down as well as up and is not guaranteed. The financial markets are subject to inherent risks and uncertainties, and while our strategies have demonstrated historical success, these achievements may not necessarily reflect future outcomes. Investment decisions should be made with due consideration of the potential risks involved. As per common practice all strategies presented are backtests, conducted using TradeStation’s platform, ensuring the highest degree of accuracy as is one of the best and most trusted brokers regarding algorithmic trading.
