Commodities are a diversified assets that may be of low correlation to the market trends, as such, commodities may be used to be a significant part of any portfolio in order to reduce the risk of prolonged market downtrends,this strategy uses complex statistical computations to locate specific commodity downtrends, opening a short position and profiting from longer periods when a certain commodity weakens in demand.
Significant research and backtest was made to make sure the risk is at minimum and gains from this very unique approach are at maximum.
- Annual Return: 8.5% Largest
- DrawDown: -11%
- Sharpe: 1.34