Historical Performance
Alfred's Profitability
From 9/21/20—12/31/23
0
%
Since inception, 93% of Alfred’s trades have been profitable.
Maintained elevated execution success rates while testing a variety of risk factors and algorithmic improvements
Alfred maintained strong Sharpe ratios indicating a low risk profile with a high success rate
Alfred Vs Major Indices
From 9/21/20—12/31/23
YTD Returns: Alfred Vs. Major Indices
Alfred has consistently exceeded the performance of major indices year on year
Note: Inclusive of days daily SPX contracts were not available.
Annual Success of Calculated Reference Points
From 5/14/07-12/31/23
An exit strategy moderates returns, but significantly decreases risk
- Initial Investment- $10,000
- Return as of 12/31/23
- Percentage: 2,473.65
- Total Value: $257,365
Returns Per Year
- 2020 returns 426%
- 2021 returns: 159.33
- 2022: 24.81%
- 2023: 51.44%
Note: 2021 represents an anomalous spike in annual returns, but level of returns consistently increasing.
Live Execution Statistics
Note: Exit days represent days in which Alfred exited a losing position without taking a total loss.
