SELECT Algo outperformed the US market.
2018 certainly goes down in history as a special one. December, in particular, has managed to create a great deal of uncertainty among investors. The movements were erratic and characterized by high sales pressure at low volume. These are exceptional phases that always lead to opportunities.
Our Algo strategy SELECT went through all market phases well in 2018. Of course, we realized small losses in the last quarter, but as investors we know that we don’t think per month or per quarter, but that we want to achieve over 100 trades a good return, hit rate, etc.
The SELECT Algo has systematically searched for opportunities in all three stock packages-US 30, US 100 and US Tech 100. The following performance was achieved by the three packages together.
Compared to US markets
(a) US 30-Dow Jones Industrial Average (R)
b) US 100-S & P 100 (R)
c) US Tech 100-NASDAQ (R)
The SELECT algorithm shows a strong performance in 2018. In the high, all three trade packages have 139% kum in 2018. Generates trade profit. SELECT was particularly successful in the first quarter of 2018 … With only 40 trades we were able to cumulate a trading profit of 76% already realized. Then SELECT IM Q2 has moved into a plateau phase. This was mainly due to the lower volatility in the market, where SELECT generates barely to no signal in the stock packages and prefers to be flat. In the Q3, individual opportunities came back into the market. However, the picture shows itself differently about the three stock packages. We were able to increase, especially in the US Tech 100 share package. The US 100 package did not come along with it. In the Q5, all the packages had to leave some feathers.
Nevertheless, we are very satisfied with the result of this 3-series combination.
Above all, it is striking how the US 100 and the US Tech 100 package turn out in 2018 in terms of the kum. Trading profit (%). This shows that if you diversify in stock packages, not just bet on one package, you can reduce risk.