When we set out with our All Stars strategy almost a year ago, one of our biggest goals was to give a low-turnover, lower-risk momentum strategy to our investors. And we are proud to say today that we have succeed in our endeavor.
Metrics
The risk metrics of the strategy is the one of the best we have come across.
An eye-popping Sharpe naturally lends itself to leveraged portfolio possibilities. We have something in the oven that uses the concepts behind the All Stars to create a market-neutral futures portfolio. We will be out with the stats on that once its fully baked.
Performance
The after-cost cumulative returns since inception has been great.
And Drawdowns have been well managed.
The best part of it all has been the low turnover.
The busiest month was October last year and March this year. But in both cases, turnover did not exceed 100%. A commendable feat for a momentum portfolio.
American All Stars
The same system has been extended to US traded stocks a well. It is still too early to run a victory lap since it was only setup about a month and a half ago. But its performance so far looks promising.
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You can setup and maintain the All Stars portfolio with the broker of your choice. Subscribe now and you will receive an email with the current portfolio and subsequent changes as they occur.
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