SnowBall Adaptive Momentum

@Paradoxx

Estrategia de copia de activos

8.048,25 €

Nº de copiadores

3

SnowBall Adaptive Momentum Rendimiento de Estrategia

Mostrar comparación de BTC:
Desde
mar 18, 2023
Para
mar 25, 2023
SnowBall Adaptive Momentum
Bitcoin

Retornos

Resumen
Media mensual
Retorno (24 h)
-1,00 %
Retorno (7 D)
-0,36 %
Retorno (1 M)
+14,11 %
Retorno (1 año)
-39,76 %
may 2021
-28.05%
jun 2021
-11.19%
jul 2021
-3.77%
ago 2021
+41.22%
sept 2021
+5.16%
oct 2021
+16.05%
nov 2021
+4.02%
dic 2021
-19.19%
ene 2022
-21.32%
feb 2022
-6.02%
mar 2022
+31.15%
abr 2022
-27.88%
may 2022
-21.34%
jun 2022
-27.52%
jul 2022
+23.19%
ago 2022
-8.78%
sept 2022
-4.49%
oct 2022
+7.44%
nov 2022
-18.35%
dic 2022
-6.81%
ene 2023
+27.49%
feb 2023
+3.37%

Mi inversión

Beneficio obtenido
0,00 €
0 %
Ganancias/Pérdidas
0,00 €
0 %
Tienes:
0,00 €
Estado de la Estrategia
No rules
Sin reglas
0 reglas activas
Reequilibrio realizado
Reequilibrar el estado
100 %

Tasas de esta Estrategia

(establecido por el Estratega)
Cuota de gestión
Tarifa de copia (Anual)
1,00 %
Cuota de entrada
Tasa de rendimiento (Monthly )
10,00 %
Coste de salidaCoste de venta/salida (por transacción)0,50 %

Cambios de estructura

Último cambio de estructura
11 mar 2023 11:25:51
Número de cambios de estructura en los últimos 30 días
1
Rendimiento
1D
7D
1M
3M
6M
1Y
All
Retorno
-0,92%
-0,26%
+14,23%
+47,07%
+22,74%
-39,69%
-58,08%
Volatilidad
N/A
+4,09%
+3,26%
+2,44%
+2,42%
+2,73%
+3,71%
Drawdown máximo
N/A
-7,32%
-12,35%
-14,74%
-25,96%
-64,10%
-73,89%

Welcome to the SnowBall Adaptive Momentum Fund!

Fund is completely Quant-driven based on the following rules:
- Top 15 Coins chosen based on recent Momentum
- Optimization run to Minimize expected portfolio volatility (using 90-day covariance matrix)
- Max coin weight 15% / Min Weight 3%

For more information on the above portfolio strategy search online for"Adapative Asset Allocation"😎🚀

Latest rebalance largest holdings: $NEAR, $HBAR, $CRO. Many of new holdings up >30% since rebalance yesterday!

A 2 personas le gusta

Latest rebalance largest holdings: $EGLD , $WAVES , $QNT , $USDC , $NEAR . Short-term momentum in small-cap coins, especially in NFT space e.g. $MANA , $ENJ , $SAND .

A 4 personas le gusta

Latest rebalance largest holdings: $ADA , $WAVES, $XLM , $EOS , $DOGE, $RVN .

A 4 personas le gusta

Latest rebalance largest holdings: $EGLD, $BTT, $DCR, $SOL, $TRX.

Sold out of USD position as the market seems to be moving in a more aggressive direction with smaller coins outperforming lately.

A 4 personas le gusta

Latest rebalance largest holdings: $BNB, $DCR, $ADA, $UNI, $MKR.

Defensive positions, $USDC and $BTC, have been sold off as the market slowly recovers from the latest sell-off.

Latest rebalance largest holdings: $USDC, $SOL, $ADA, $AAVE, $KSM

$BTC continues to underperform in the short-term.

Have switched $USDT to $USDC following Tether's first disclosure of their reserve breakdown. It showed that 49% of USDT is backed by "Unspecified Commercial Paper" which is concerning as it has credit risk and could be illiquid.

2/2
Elon & Tesla seems to be flip-flopping w.r.t. BTC: "Tesla has suspended vehicle purchases using Bitcoin. We are concerned about rapidly increasing use of fossil fuels for Bitcoin mining"... "We are also looking at other cryptocurrencies that use <1% of BTC's energy/transaction".

BTC looks to be underperforming coins which might benefit from the above: $ETH, $ADA, $DOT, $SOL

1/2
Latest rebalance largest holdings: $USDT, $XMR, $SOL, $ADA, $ETH.

Market is in risk-off mode after the latest US inflation numbers came in a lot worse than expected yesterday (4.2% YoY vs 3.6% exp).Higher inflation means the odds of an earlier US rate hike increase.