ROBOFUTURESTRADER ALPHA PORTFOLIO
The Alpha Portfolio brings together strategies using multiple markets, indicators and timeframes to provde a diversified portfolio of algorithms with the intent of building the portfolio value by 10% per month with less than a 10% drawdown
The portfolio will be reviewed at the end of each month with new strategies being introduced and underperforming strategies being removed if necessary
A detailed breakdown of the portfolio constructed using the robofuturestrader process can be found here.
The Alpha Portfolio began with a capitalisation of £5k on the 16th December 2019
With low volumes during the Christmas period opportunites were limited and so the systems were turned off between Dec 23rd and the New Year
With volumes returning to normal and around one major news event per week the systems were able to generate higher returns with an additional four systems being taken live