Discontinued strategies

[Kim 6,971]

This topic will include description of discontinued strategies, the reasons they have been discontinued and their performance. 

[Kim 6,971]

In January 2019, we have made a decision to discontinue the Steady Condors strategy and replace it with Steady Momentum.

We have decided that under the current market conditions, Steady Momentum offers better risk/reward than Steady Condors. The markets became too volatile, and Implied Volatility of the indexes did not correctly reflect that volatility. In other words, the options sellers did not get enough credits to be compensated for the risks.

Those are the 6+ years monthly returns of the strategy: 

[SBatch 1,451]

The TLT Elephant has been discontinued as the 30 year Treasury has traded outside of the yield band that our thesis was predicated upon.  This coupled with the extremely low IV, yet crazy outsized daily moves makes the strategy no longer viable.

Performance:
August 2018: -5.71%
September 2018: +11.50%
October 2018: +16.45%
November 2018: +1.93%
January 2019: -22.15%
February 2019: -23.29%

 

May  2019: -92.00%

 

[Kim 6,971]

In January 2019, we switched from Anchor to Leveraged Anchor, to boast returns in a bull market while still providing good protection in a bear market.

Here are the results of the Anchor strategy:



You can see the return of the current version (the leveraged Anchor) on the performance page.

[Kim 6,971]

PureVolatility strategy has been discontinued. 

Here are the monthly returns of the strategy:

[Kim 6,971]

Steady Futures strategy has been discontinued. 

Here are the monthly returns of the strategy: