Active System
Day Vector
A systematic trend-following and momentum style strategy. It adapts to changing volatility levels to capture sustained price trends and optimize portfolio-level alpha.
Performance Highlights
CAGR
19.6%
Total Return
597.2%
Max Drawdown
-18.0%
Sharpe Ratio
1.17
Equity Curve
Hypothetical model performance including backtest & live trading results
Live Trading + Backtest
Day Vector
Total Return
597.2%
Annual Growth
19.6%
Sharpe Ratio
1.17
Why Trade This?
Designed to capture robust directional trends. The strategy acts as an absolute return generator, identifying strong breakout behaviors that signal a continuation of established price momentum.
By adapting to the current volatility regime, the strategy avoids false moves in range-bound environments. It seeks to capture the core phase of trending moves, providing valuable risk-diversified returns that remain uncorrelated to traditional equity holdings.
Key Advantages
- Adaptive Style: Execution parameters dynamically adjust based on prevailing market regimes and volatility.
- Trend Following: Captures sustained absolute price trends across multiple liquid instruments.
- Portfolio Stabilizer: Provides uncorrelated return streams designed to smooth out the aggregate equity curve.
Market Conditions
✓ Works Best In
- Strong macro trends
- Regime shifts and volatility expansions
- Clear directional price momentum
✕ Struggles In
- Extended range-bound markets
- Abrupt whipsaws or trend reversals
- Low liquidity environments
Strategy Specs
- Asset Class
- US Equities / ETFs
- Frequency
- Daily / Intraday
- Initial Capital
- $100,000
- Status
- Active