AW0.1: An Evolution in Strategy Development
Executive Overview
Building on the success of our AW01 system, we are introducing AW0.1. This new development demonstrates our commitment to offering a diversified and advanced portfolio of quantitative trading strategies.
Introduction
The AW01 system has demonstrated consistent performance over the past five years. We are now extending our capabilities with the AW0.1, marking a significant evolution in our trading approach.
AW0.1 is a collection of diverse trading systems operating in unison within a single trading account. Each strategy within the portfolio is designed to operate independently, with its unique approach, target market, and risk parameters. The key benefit of a portfolio is risk distribution. Instead of relying on the performance of a single strategy, the portfolio's success is determined by the collective performance of all strategies. This approach reduces the potential impact of a single strategy's downturn and offers a more stable and resilient trading environment.
Strategic Expansion and Diversification
Broadening the Spectrum
The AW0.1 embraces diversification. By fusing new algorithms into a single portfolio, we aim to enhance returns and mitigate risks, thereby promoting a stable trading environment.
Overview of the New Portfolio
AW0.1: Introduction of New Strategies
We are introducing five new strategies - AW02, AW03, AW04, AW05, and AW06. Each one utilises unique methodologies and has been thoroughly tested. These additions substantially increase the scope and capabilities of the AW0.01 portfolio.
- AW02 (30% allocation): Initiated in 2022, it assumes a maximum risk of 30% at the master level and 9% at the portfolio level, with a maximum historical drawdown of 16.59% at the master level and 4.97% at the portfolio level.
- AW03 (30% allocation): Also initiated in 2022, it has the same maximum risk levels as AW02 but with a maximum historical drawdown of 12.77% at the master level and 3.83% at the portfolio level.
- AW04 (13.33% allocation): Launched in 2021, it assumes a maximum risk of 30% at the master level and 3.99% at the portfolio level, with a maximum historical drawdown of 23.03% at the master level and 3.05% at the portfolio level.
- AW05 (13.33% allocation): Initiated in 2020, it also assumes a maximum risk of 30% at the master level and 3.99% at the portfolio level, however, it has a maximum historical drawdown of 26.36% at the master level and 3.51% at the portfolio level.
- AW06 (13.33% allocation): Launched in March 2022, it assumes a maximum risk of 30% at the master level and 3.99% at the portfolio level, with a maximum historical drawdown of 7.8% at the master level and 1.03% at the portfolio level.
The Combined Portfolio:
AW0.1: Since August 2022, the five strategies trade in unison across 28 currency pairs plus gold and silver, executing an average of over 200 trades monthly. Non-grid strategies use a 0.30%-0.80% stop-loss, while grid strategies have a 3.99% equity protection, ensuring coordinated risk management.
Factsheet: https://factsheets.fundpeak.com/Report/25CC7B4BECC0EA9251F830184E48F46A21C190ABCF35E7F721C070931AF8F96DE63B67F778F45F1E
Future Developments
We are preparing for the launch of AW08, AW09, and AW010 to create AW0.02 in future months. These strategies are currently in the final testing phases and represent our commitment to a forward-thinking strategy approach.
Client-Centric Benefits
Stability and Risk Management
The AW0.1 strategies offer enhanced stability and reduced risk exposure. By incorporating diverse and uncorrelated systems, we aim to provide balanced and consistent returns, mitigating the impact of market volatility and single strategy point of failure.
Performance Goals
Our objective is to provide stable monthly returns and yield approximately 40% annual return compounded. We aim to achieve this with a significantly lower drawdown profile compared to previous strategies.
Future Vision
We continuously seek new strategies. As these strategies progress through our incubator phase, they will be gradually integrated into the portfolio. This ongoing inclusion further diversified exposure, reduces risk, and maximizes potential returns.
Conclusion
The introduction of AW0.1 to our existing portfolio represents a significant development, underscoring our commitment to stay at the forefront of quantitative strategy development. We appreciate your continued trust and look forward to achieving new milestones together.
Kind Regards,
Alexander William
For inquiries, please contact:
Alexander Foster
Email: a.foster@alexanderwilliam.im
Phone: +447624339533
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.
Prepared by Alexander William, dedicated to providing innovative currency trading software.