I’m currently paper trading an ‘active portfolio’ built on more than 12 strategies.
- 5/1 – 5/27 elapsed
- My active portfolio = crypto bot (v1.8) + US-market bot (v.H)
- Training data: 2008 – 2023
- Validation data: 2024 – 2026
- Validation results: CAGR +66.7% / MDD -8.8% / Sharpe 3.19 / Calmar 7.56
Live-test return so far: +12.39%
Backtest comparison over the past 6 months
Active portfolio vs Buy-and-hold QQQ vs Buy-and-hold BTC vs 50% QQQ + 50% BTC
- I’m sooo————— proud of this..
- And this 6-month window even includes a crypto bear market and sideways action!
- I’ll keep developing it — patching risks ahead of time, dialing up the stability — and then I’ll put my seed money in
- Gonna run it for liiife
- The part I poured the most effort into is MDD…
- I gave it everything to earn that ‘psychological peace of mind’ — adding low-correlation, high-Sharpe strategies as sleeves..
- Especially because this is a #bot #auto-trading #automated-system, the MDD really needs to come in lower than before.
- (For reference, the MDD over the past 5 years total: -8.8%)
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