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How I Manage This Strategy:
Summary:
I utilize momentum analysis, trend, and correlation based on predefined rules for decision-making and risk assessment.
Periodic risk evaluations are conducted using various risk metrics like range analysis, expected value, standard deviation, alpha, beta, R-squared, Sharpe ratio, Sortino ratio, Treynor ratio and a Jaradat ratio that I plan to publish in the future,
Strategy Details:
This strategy periodically buys the assets with returns above the general market over multiple time periods (3 months, 6 months, 9 months, and 12 months).
It is a multi-time frame momentum strategy that reduces risk and optimizes the portfolio regularly based on the signal.
When in a risk-on mode, the strategy buys leading assets with high returns and volatility compared to the general market.
In a risk-off mode, it buys low-volatility assets to minimize the impact of systematic risk over the long term.