Summary
The Alpha Portfolio does not fit well with TuringTrader’s end-of-day market-order trading approach, and we decided not to release it. However, check out our review of Connors’ book The Alpha Formula.
- Objective: fixed income
- Type: trend-following
- Invests in: ETFs tracking bonds of various maturities
- Rebalancing schedule: tbd
- Taxation: xyz% short-term capital gains
- Minimum account size: $xyz
Blurb about objective, construction, maintenance requirements, and target audience.
Performance
This table shows the portfolio’s key performance metrics over the course of the simulation:
The following chart shows the portfolio’s historical performance and drawdowns, compared to their benchmark, throughout the simulation:
This chart shows the portfolio’s annual returns:
The following charts show the Monte-Carlo simulation of returns and drawdowns, the portfolios 12-months rolling returns, and how the portfolio is tracking to its benchmark:
Asset Allocation
The portfolio last required rebalancing after the exchanges closed on @last-rebal@. Due to fluctuations in asset prices, the exact allocations vary daily, even when no rebalancing occurred. The current asset allocation is as follows:
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Strategy Rules
The operation…
- xyz
Blurb about the strategy rules
Diversification
Blurb about diversification.
Returns & Volatility
Blurb about returns.
Account & Tax Considerations
Blurb about accounts.