Description
This portfolio uses our main wavelet approach for finding entries and exits. This is an agressive portfolio and individual trades can incur losses. Overall though it does get ahead and can be seen from the performance numbers.
The portfolio uses leveraged ETFs and individual stocks. The exact list changes over time as any one competing strategy looses equity momentum to be replaced with better alternatives. Some strategies can remain domant for quite some time.
The graph above represents the equity from following the portfolio in the past.
In the Details section below, the Assets tab shows the range that each currently active asset allocation can achieve.
Total position allocation is set to 85.00% of account
Details
Assets
| Assets | Percentage |
|---|---|
| UGL | 0 - 31.68% |
Metrics
| Metric | Measure |
|---|---|
| Account | Plays |
| SharpRatio | 3.38 |
| SortinoRatio | 5.41 |
| PercentWins | 67.71% |
| AveWin | 7.55% |
| AveLoss | -3.39% |
| AveWinLoss | 2.23 |
| MedianDD | -6.98% |
| MaxDD | -15.40% |
| Rolling Year Return | 83.54% |
| Annualized Return (CAGR) | 113.49% |
| CalmarRatio | 14.33 |