Q4. Lazy trend Follower (SPY) Performance Analysis

Mar 04, 2021

The performance for this strategy has been stellar as seen below. The strategy has beaten the SPY buy and hold in the drawdowns and the reward perspective. The performance was absolutely amazing with 792% returns with a drawdown of 21%.  The strategy discussed during the course was from 1 January 1994 to January 30 2021. Scroll down for year by year performance. The strategy was able to avoid massive draw downs during both dotcom bubble and global financial crisis due to certain conditions and filters that we made which we discuss thoroughly in the course. We were also able to perform exceptionally well in the pandemic year with double digit returns.