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Method
Algo3 employs a curated selection of leveraged ETFs, dynamically adjusting allocations based on both short- and long-term market conditions. By using leverage during periods of low volatility periods, while strategically reducing risk during periods of high volatility, and moreover actively exploiting short-term mean reversion the strategy strikes an optimal balance, Algo3 delivers exceptional risk-adjusted returns compared to the benchmark index.​​

Performance
Based on backtest since 2015/02/24
113%
CAGR
v.s. SPY 11%
1.64
Sharpe
v.s. SPY: 0.93%

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