Performance

My trading style is best described as low to mid-frequency quant trading, a portfolio of momentum, day-trade, swing and trend strategies, both long and short. My semi-automated trading system uses ten strategies in US equities, futures and options markets. It makes around 2000 trades per year. The main idea is to attack risk by diversifying across factors, timeframes and entry / exit techniques, while cutting losses early to let winners do the heavy lifting.

The return table shows the total return of my assets in US dollars since 2017. The goal is to limit losses, accumulate and compound risk premium in capital markets over a longer period of time, using a mechanical price-based approach. I’m also developing short-term quant strategies to add a layer of income generation to the portfolio. I publish my overall performance to illustrate the reality of trading, because there’s a lot of manipulation online with fake unrealistic returns. I encourage you to read about compounding to understand, how money is made and lost in the markets.