08/03/2020
Once again, our results for July exceeded our expectations. Assets were up 9.32% for the month (Compounded Annual Growth Rate of 160.39%) versus 6.40% for the NASDAQ (Compounded Annual Growth Rate of 94.71%). This is an excellent return, especially for a conservative balanced system that mitigates risk with mirrored long and short models.
Improvements to the quant system initiated in January are being reflected in the performance this year. As the auto-optimization of the trading models via machine learning occurs, trading opportunities are more prudently selected and have had demonstrably more profitable results.
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