Delta
One of our Advanced Strategies.
Designed for in Investors seeking Greater Returns through US major indices.
Ideal for smaller capital portfolios.
Delta
Using the momentum of the market as fuel, here is a strategy that actually depicts the famous saying:
"Trend is your best friend."
We would like to introduce a modified version of the original Delta strategy, known as 3DELTA.
In this variant, we employ Delta with a leverage factor of 2-3, which is determined by a separate algorithm.
This algorithm takes into account the distance of each instrument from its 52-week high and significant support levels on the daily timeframe.
Our powerful algorithms, scanning 20+ years of daily and 4hr data of:
1. S&P 500 Future Contracts
2. Nasdaq 100 Future Contracts
3. Russell 2000 Future Contracts
4. S&P VIX Future Contracts
Ou strategy combines effectively 3 major trading strategies:
1. “Hilo signals”, trading price breakouts of moving averages of highs and lows on custom-made candlesticks. This strategy works best during highly volatile periods.
2. “Correlation Signaling” on the S&P using VIX’s price action which works best during bear markets.
3. Our “MACDMA”, on S&P and Russel, is our unique strategy that uses our tailored MAs of MACD with daily candlesticks, efficiently tracking capital outflows from Big Caps to Small, and vice versa.
Description: The 3Delta strategy allocates 75% of its weight to S&P futures and 25% to Russell futures. It is well suited for investors seeking greater than usual returns, that clearly is worth the slightly elevated volatility, and offers investors one of the market’s most attractive risk-to-reward ratios with less than half the Index drawdowns.
METRICS '18 - '23 |
3DELTA |
S&P500 |
|---|---|---|
|
Total Return |
218,11% |
60,57% |
|
% Prof Months |
63,77% |
65,22% |
|
Largest DD |
15,04% |
24,8% |
|
Avg Yr MAX DD |
7,61% |
14,64% |
|
Avg Yr Return |
36,35% |
9,70% |
|
STD (Yr) |
31,52% |
19,13% |
|
Sharpe Ratio |
1,06 |
0,36 |
|
Longest DD Duration |
7 |
21 |
|
Sortino Ratio |
9,08 |
1,95 |
Key Mentions:
The trading system maintains an active presence in the market for a significant portion of the trading year, typically around 60% 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 3Delta, 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. 3Delta using 2-3 account leverage and NO reinvestment, significantly overperforms S&P500 Index with undoubted consistency.
2. After having a tough start in 2018, this strategy came back to it’s recent all-time-highs in only 6 months and since 2020, where markets became more volatile and unpredictable than ever, 3Delta performs better than ever proving it’s consistency and small Drawdowns.
3. This strategy’s 12-month returns over the entire 5-year period have bbeen astonishing, marking high double digits, reaching almost 100% ROR in March 2021.
4. The allocation of funds consists primarly of S&P500 index, ine of the most diversified and value indexes in the world.
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.
