Sources
Loading...
Additional media
Loading...

As of August 30, 2024, futures trend-following strategies reported a year-to-date increase of 44.2%, with 13 open positions. On the same day, daily mean-reversion strategies experienced small losses, bringing their year-to-date performance to 36.6%. This strategy utilized SPXL and TQQQ, achieving a win rate of 75.6% across 45 trades, with an average holding period of 3.5 days. Additionally, a trading account summary indicated a 21% year-to-date gain in stock-only trading, with specific performances of $SPY at 19%, $QQQ at 17%, and $IWM at 10%. The futures trend-following strategies slightly increased to 44.5% by September 1, 2024, maintaining 13 open positions.
