Top performers in August 2020 were three Quant packages at once:

  • MOUNT US 100
  • SOLID US Tech 100
  • MOUNT Germany 100

With an investment of 5000 Euro in each trade in these packages, one could relax and earn more than 1500 Euro in August. Only two Quant systems have to record a small loss in August. Also for the full year 2020, 10 of 12 Quant packages are already more or less clearly in the plus. Especially the Germany 100 packages can clearly outperform the German benchmarks.

Yield calculation for all Quant packages in August 2020

Calculation basis see notes below

However, we do not only want to compare the absolute return, but also know how many trades were necessary for this. If we compare the number of trades to this result, we obtain the following representation (circle size = Ø holding period in days)

Ratio "number of trades per month" to "earnings per month" (interactive display) for August 2020

The x-axis shows the total result for August 2020. The y-axis shows the number of trades executed in the Quant package. The graph thus shows the relationship between the number of trades and the result achieved.

This shows that SOLID US Tech 100 with only one investment of 5,000 Euro in 7 trades in August has generated a return of more than 1,800 Euro (before costs) with an average holding period of 13 days.

For us, this makes SOLID US Tech 100 the best performer for 2020. MOUNT US 100 took 11 trades for about the same generated return.

The individual trades can be quite respectable in this market environment. As always, the goal of Traderama is not to make a single huge 100% trade (which rarely succeeds anyway), but to steadily build up trade by trade the Portfolio. Therefore, trades with 10% profit and a few days / weeks holding period are the best. The Quant systems try to make as many of these as possible in the year.

Overview of the top 10 trades of the month

For the year 2020, the Quant package MOUNT Germany 100 is currently the best performer. With 117 trades and an investment of 5,000 euros in each trade, a return of more than 15,500 euros before costs was achieved.

Ratio "number of trades per month" to "earnings per month" (interactive representation) for the year 2020

For the sake of simplicity, we present the yield achieved once again as a bar chart.

* Note on calculation of yield.

  • There are always 5000 Euro or USD invested in each trade. With this capital investment per trade, 50,000 Euros are required for all Germany 100 packages and 50,000 USD for all US 100 / US Tech 100 packages, since a maximum of 10 positions are in Portfolio at the same time, while 25,000 Euros are required as starting capital for all Germany 30 packages.
  • The representation Total Return (EUR/USD) means that it can be either EUR or USD depending on whether European stocks or US stocks are traded.
  • Calculation always before costs