Month: June 2022

USA Treasury 5 yr huge positive impact

us treasury 5 yr huge positive impact. I show the difference when you add a us treasury 5 yr to this trading basket. What a big impact on both Sharpe ration and annual returns. Watch this to see the difference

Twenty percent boost when you don’t add FTSE and GBP

basket trading strategy has twenty percent boot when you leave out Western instruments. There is huge boost when you don’t include Western assets like British market index like FTSE and GBP. This strategy includes up 20% which means you should only stick with emerging market instruments which is how I get huge percent differences with […]

One commodity one index and 6 currencies

This is the first turn of the market index in many weeks. It is not USA based neither There are 6 currencies which returns not so strong at a Sharpe ratio of 1.7

Low volatile all forex pair trading basket with 3.1 Sharpe Ratio

I cannot be bothered to make a video on this but here is another nice performing currency trading basket! Here is the currency/forex pair mix which is super low volatile and predictable solid upswing since March. Max drawdown was only -9.4 Ensure to check ou the strong monthly return of Jun 2022. The cumulative is […]

basket trading forex returns Sharpe ratio 3.3

basket trading forex solution for high performance. As we face inflation, income disruption, and general economic uncertainty,. This latest trading basket mostly contains forex / currencies. The nice thing about this one it is it very low volatility