Reporting of automated trading systems 1Q/2021
Take a look at the report of our results in 1Q/ 2021. Below you can see a graphical view compared to the S&P 500 index.
In March, our system, based on a portfolio of 20 relatively most undervalued stocks from the S&P 100 index in the Long position and 20 relatively most overvalued stocks in the Short position, achieved a 4.0 % yield.
The performance of the system is 42.56 % at an annual recalculation. Detailed results can be viewed here.
On Monday, April 5, we will bring a report with a calculated list of stocks for the following month. You can view the report in our AnalyticalPlatform.com application, or in the application of the partner company StockPicker.eu.
The Momentum Formula II system did not trade in 1Q/2021 due to a persistent error by Interative Brokers in placing stoplosses.