Suspended trading funds
I suspended trading this fund of fund strategy as I wanted to focus on my forex trading and I felt I also did not have sufficient funds to trade it properly. However I still believe in the strategy. Below is a graph of the first half year of trading the Fund Samurai strategy. As you can see, the power lies in the defensive character of the strategy. When my benchmark (AEX) went up, my equity curve followed and when the AEX declined again, the curve held it's ground. Now three months later the AEX is way up again and I am sure the strategy would have captured this up move again. But hey, you gotta be in it to win it! And I wasn't.
I will return trading this strategy, but I also plan to do some back testing first, before committing any serious money to it. To do the back testing I plan to build my own Trading Web App in PHP. You can follow my trading coding efforts here. Once I have some back testing done, I will share the results on this blog.
|Blue line is the equity curve of the Fund Samurai Strategy|