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Project Algo3

Quantitative trading strategies for retail investors

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%

Copyright © 2023-2025 Project Algo3

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