AW-01 | December, 2023

Introduction

Welcome to the December, 2023 AW-01 market report.

Contained within this document is a comprehensive and thorough analysis of the performance of the AW-01 trading systems in the month of December, 2023. The analysis examines various aspects such as the system's effectiveness, efficiency, and overall profitability during this specific time period.

Trading Performance:

Trading Performance: December marked yet another triumphant chapter in the narrative of the AW01 trading strategy, exhibiting its unyielding efficacy in navigating the complex tapestry of the forex market. The strategy culminated the month with a return of +1.79%, a testament to its robust analytical capabilities and strategic execution. This performance not only builds upon the already commendable 5 track record of the system but also amplifies the year-to-date return to a remarkable +29.92%.

AUDNZD - December 2023 Summary: In December, the AUDNZD pair exhibited dynamic movements, providing opportunities for both trend following and counter-trend strategies. The AW-01 strategy successfully navigated these market conditions, capitalising on significant price movements and reversals.

• Average Holding Time: ~29 hours, 6 minutes.
• Win Rate: ~83.33%.
• Total Trades: 12.

AUDCAD - December 2023 Summary: In December, AUDCAD showed notable market movements, with the AW-01 strategy effectively adjusting to these conditions. This strategy demonstrated proficiency in both long and short positions, reflecting the market's dynamic trends.

• Average Holding Time: ~13 hours, 19 minutes.
• Win Rate: ~83.33%.
• Total Trades: 18.

NZDCAD - December 2023 Summary: NZDCAD's trading pattern in December was characterised by a mix of trends and consolidations. The flexibility of the AW-01 strategy in adapting to these market conditions allowed for consistent performance, utilising both bullish and bearish positions effectively.

• Average Holding Time: ~9 hours, 0 minutes.
• Win Rate: ~100.00%.
• Total Trades: 11
  
• Trade Frequency: A total of 41 trades were executed during the month, maintaining an active presence in the market to capitalise on emerging opportunities.
• Trade Types:
  • Buy Trades: Represented approximately 41.46% of all trades.
  • Sell Trades: Accounted for about 58.54% of the trades.

Symbol Popularity:

• The most traded symbol, 'AUDCAD', constituted about 43.9% of all trades for the month, reflecting a strategic emphasis on this currency pair.

Profitability:

• Out of the 41 trades, approximately 87.80% were profitable, translating to 36 successful trades.
• Conversely, about 12.20% of the trades, amounting to 5 trades, resulted in losses.

Closing Remarks:

We remain pleased with AW01's performance, even though it did not reach our usual benchmark of 40% APY, closing 2023 with a return of 29.92%. This is a notable achievement for a privately held company such as Alexander William, which has consistently outperformed most traditional avenues and competitors year after year.

In 2024, our focus remains on innovation and diversification in our offerings. We are excited to announce the upcoming launch of AW01's sister strategy which is still yet to be named, alongside our new "portfolios". This new offering will blend multiple non-correlated trading strategies into a single account, providing a more robust and diversified trading experience.

The concept of portfolios is at the heart of this innovation. Instead of relying on a single strategy, our portfolios will integrate 5-20 different non-correlating trading strategies on a single account. This method effectively reduces risk by ensuring that each strategy trades only a small portion of the total account value, while also providing exposure to a wider range of currency pairs and alternative trading strategies. This balanced approach minimises the impact of any single strategy underperforming, thereby safeguarding the overall account balance and enhancing diversification. This new product is currently in live testing and we are aiming to have it fully operational by early February, 2024.

We have numerous exciting updates in the pipeline, aimed at transforming the realm of quantitative trading. These advancements, previously exclusive to elite institutions, will soon be within your reach through Alexander William, democratising access to cutting-edge trading technology for a wider audience.

As we embark on this exciting new phase for Alexander William, we want to take a moment to wish you a belated Happy New Year. We also want to thank our existing clients for their continued support.

Warm Regards,
Alexander William

Risk Disclaimer:

Trading involves substantial risk to your capital and may not be suitable for all investors. Please make sure you understand the risks involved and invest responsibly. Alexander William does not introduce individuals who do not appreciate the risks involved in trading to London & Eastern LLP for the use of the company's proprietary trading strategies.

Regulation Disclaimer:

For clarity, Alexander William is not independently regulated by the FCA. Alexander William is as a ‘Strategy Provider’ to Pelican Trading. Pelican Trading, operating under London & Eastern LLP, is regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 85 Great Portland Street, First Floor, London, W1 W7LT.

Performance Disclaimer:

Past performance does not predict future results. Performance data is provided for informational purposes only and should not be used as a basis for trading or investment decisions. Although past results have been normalised to accurately represent historical risk levels, they should not be the sole factor considered. For audited track records, please contact Vanquish.