Dual Momentum Journey

Target: +15% annual return | 25–30% max drawdown.

Tired of following unverified “gurus” with no proven track record? Live track record verified via FundSeeder.com – MarketKangaroo (Top 2%).

I will send you at least one daily email. I will also contact you through Substack Posts.

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My Portfolio of Two Systems

Combined metrics with anual rebalance since 01/01/2008

  • CAGR 17% vs 11% S&P 500
  • Max. DD Month close: -15% vs -46% S&P 500
  • Max. DD Intraday (aprox.) -25% vs 55% S&P 500
  • Sharpe: 1,29 vs 0,74 S&P 500
  • Correlation: 0,43 vs S&P 500
  • MonteCarlo 5th percentile 60 months ahead with 100k: 125k 2 systems vs 90k S&P 500
  • Stress Test (see image).

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My Low Risk Strategy

Backtested since 2010. DD monthly close.

Full Backtests Include:

  1. Equity Curve & Drawdown (monthly close)
  2. Returns and Volatility Deep Dive
  3. Correlation Deep Analyisis
  4. Other ratios (Sharpe, etc)
  5. Monte Carlo Simulation – 5 years / 60 Months
  6. Walk forward (private, not shared). Reduces overfitting. (S1)
  7. Transaction Cost Impact (S1)
  8. Regime Analysis
  9. CVaR / TAIL RISK
  10. Stress Test

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Substack & Youtube