Boomerang
The algorithm in short
- Boomerang is an algorithm portfolio, which was built to exploit volatility waves inconsistency in the course of the year.
- Boomerang registers on average 15 monthly trades using small Stop loss and no Take Profit.
- Operations are type intraday, have a duration lower than an hour, no one of them go overnight.
- The algorithm is a pure portfolio which is made of strategies type Momentum.
Overview
Boomerang invests in pairs of the currency market, specifically EUR, AUD, GBP, CAD, USD, JPY.The algorithm makes a steady analysis through a modified standard Deviation and a computational proprietary coefficient, which control the eventual volatility increases.
Boomerang aims to keep the best performance opportunity through a high diversification rate: there are 7 algorithms composing the portfolio.
This algorithm should exist in the portfolio since it always makes the difference in the long term.
Last Update:
| Perfomance since inception | |
|---|---|
| Drawdown |
|
| Sharpe ratio | |
| Strategies |
| Data Stats | |
|---|---|
| WinRatio |
|
| Monthly gain | |
| WinRatio Monthly | |
| Standard Deviation |
Risk
