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S&P500 Trading Strategies Based on Algorithms*/S&P500 Algoritmuson Alapuló Kereskedési Stratégiák.*
StrategyBacktesting Performance**Annual Returns & Drawdowns***Equity Curve Deatiled***Backtesting UploadedChart****
Alfa Strategy Annual Returns & Drawdowns spx_alfa_profit curve spx_alfa
Beta Strategy annual returns & drawdowns spx_beta_profit curve not continued spx_beta
Gamma Strategy annual returns & drawdowns spx_gamma_profit curve spx_gamma
Zeta Strategy annual returns & drawdowns spx_zeta_profit curve spx_zeta
                                   *E-Mini ES (future contract) or SPY (SPDR ETF).
                                   ** Updated mothly/Havonta frissített.
                                   ***In the case of ES the figures need to be multiplayed by $50/ Az ES határidős termék esetében 1 pont = 50USD.
                                   ****Updated weekly /Hetente frissített.





Sector Optimized Portfolio of S&P500.

Valid For 2022.4Q
Ticker Sector Name Weight ETF Ticker
$IXU UTILITIES SELECT SECTOR INDEX NT 0.137 XLU
$IXT TECHNOLOGY SELECT SECTOR INDEX N 0 XLK
$IXY CONSUMER DISCRETIONARY SELECT SE 0 XLY
$IXV HEALTH CARE SELECT SECTOR INDEX 0.25 XLV
$IXE ENERGY SELECT SECTOR INDEX NTR 0.16 XLE
$IXB MATERIALS SELECT SECTOR INDEX NT 0.008 XLB
$IXRE REAL ESTATE SELECT SECTOR INDEX 0 XLRE
$IXI INDUSTRIAL SELECT SECTOR INDEX N 0 XLI
$IXM FINANCIAL SELECT SECTOR INDEX NT 0 XLF
$IXR CONSUMER STAPLES SELECT SECTOR N 0.25 XLP
$IXC COMMUNICATION SERVICES SELECT SECTOR INDEX 0.195 XLC
UNIT 1


Portfolió performance downloading. Trading cost is not included. The yields are logarithmic yields.

For these algorithms the minimum lenght of backtesting is fifteen years. These are simple, easy-to-trade strategies. Transactions are opened and closed at closing price. E-Mini ES futures contract is assumed for trading, each strategy can be downloaded. Required margin parameters and trading costs are taken into account. The strategies are optimized for the S&P500 index. In case of use of another product representing S&P500, the result may differ from, because of the tracking error.



















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