Q1. Trend Risk Protection( SPY & Stocks) Performance Analysis

Mar 03, 2021

This is the first strategy we discuss in our course. The performance has been stellar as seen below. The strategy has beaten the SPY buy and hold in the drawdowns but from the reward perspective it a hasn't beaten the SPY. However the strategy applied in Stocks has beaten the SPY both in Net Profit and drawdown. The performance was absolutely amazing with 1501% returns with a drawdown of just 12%.  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 also discuss how we managed risk efficiently to reduce our drawdowns and improve the returns in our stock portfolio



Equity & Drawdown Graph

Year by year Performance



Equity and Drawdown graphs

Year by year performance