Algo 1:
Aggressive
(Leveraged ETFs)
|
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 46.3% | 29.9% | 1.55 | 2-4 |
|
|
|
Algo 2:
Aggressive
(Leveraged ETFs, Volatility ETFs)
|
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 52.5% | 39.4% | 1.33 | 3-4 |
|
|
|
Algo 3:
Conservative
(CEFs) |
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 24.85% | 23.0% | 1.07 | 2-3 |
|
|
|
Algo 4:
Aggressive
(Stocks) |
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 65.91% | 68.4% | 0.99 | 2-4 |
|
|
|
Algo 5:
Mod. Aggressive
(Index IC) |
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 40.90% | 28.8% | 1.36 | 3-4 |
|
|
|
Algo 6:
Aggressive
(Index Puts, Calls) |
| CAGR | Volatility
(avg. ann.) | Sharpe
Ratio
(avg. ann.) | Average Trades
per Month |
| 48.82% | 41.7% | 1.17 | 3-4 |
|
|
|
