Strategy Performance
Risk Adjusted, Out-of-Sample
Annual: +24.9%
Max DD: -3.5%
Sharpe: 5.7
Profitable: 12 of last 12 months
I am looking for a new home for this strategy. It has been traded with $40m and scales easily into the $200m range.
Inquiries and referrals appreciated. A Strategy overview is here,
–h
Henry Carstens
503-701-5741
carstens@verticalsolutions.com