I have included a new Equity Strategy to RandBots Portfolio and I started using the strategy to diversify proprietary capital.
The strategy traded more than 900 times in the last 6 years with a trade duration of approximately 1 month.
- The correlation with the SP500 is 0.15700
- The average WIN is $2,760 USD
- The average LOSS is 942.59 USD
- WIN/LOSS RATIO of 37.6%
- POSITIVE MONTHS since 2013 is 63.9%
PORTFOLIO UPDATE ADDING AN EQUITY STRATEGY
— RandBots (@randbots) July 16, 2018