Dear TuringTrader member,
Yes, I know. I skipped the September newsletter. But we’ve got a big update today, with upgrades to many of our strategies and portfolios. I hope this makes up for the delay. Here are the details:
- Stocks on the Loose v4 has an improved mechanism for scaling back its exposure based on current VIX readings. The performance is almost identical, but I felt this change was important nonetheless.
- VIX Spritz v3 now has an additional layer of trend-following. This helps protect the strategy’s downside.
- Quick-Change v2 now has a slightly improved internal control flow, and updated parameters. As a result, the characteristics of the strategy have improved significantly.
In addition, these new strategies are included in updated All-Stars portfolios. In detail:
- All-Stars XL v3: Thanks to the upgraded strategies, our flagship portfolio benefits from yet another improvement in risk-adjusted returns.
- All-Stars Leveraged v5 now includes a 2.5% allocation to Hot Sauce. This leads to significant gains in performance, while the overall risk profile remains pretty much unchanged.
- All-Stars Total Return v5, All-Stars Weekly v5, All-Stars Stocks v4, All-Stars Tax-Efficient v4: The updated strategies lead to slight improvements in risk-adjusted returns.
As a sidenote, all the updated strategies and portfolios now run on the v2 simulation engine. This is a big step forward, which will simplify future strategy development. If you are curious about our backtesting engine, check out our open-source project, and the write-up regarding the v2 engine.
If you are using any of these strategies and portfolios, you should find your accounts upgraded to the latest revisions. However, due to the slightly different equity curves, you might find that you need to adjust the account values.
If you are using our API to access TuringTrader, you will need to adjust the slug accordingly. Check our help article for further details.
As always, I want to thank everybody who reached out over the past month with questions, comments, and suggestions. It is an honor to have you on our site. If you like what we do, support our growth by sharing with your friends how TuringTrader adds value for your investing.
Stay tuned for further updates,
All the best
Felix
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Felix Bertram
Founder of TuringTrader.com