Volatility Breakout
Strategy overview
This strategy is based on a price breakout pattern. It daily monitors hundreds of stocks to spot the ones that have been forgotten by investors and are starting to make a move up. In this case, the strategy invests in these stocks generating income as the price increase and explodes when they are discovered by the investors mass.
This strategy is slightly more volatile because of the early entry when the price starts to make a move up, therefore there is a bit more risk involved but also a larger expected return.
- Annual Return: 24.48% (S&P500 return 13.3%)
- Largest DrawDown: -18.4% (S&P500 DrawDown -18.64%)
- Sharpe: 2.5
