Competitive Advantage

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Our investment process is data-driven, based on advanced backtesting models and volatility analysis. We have access to the full history of S&P 500 options pricing, from 2013 to present, on a minute-by-minute basis. By no means can we predict what will happen in the future, but testing historical data gives us insight into what might happen under various market conditions.

Although the company was only established in 2022, we used the historical data to see how our strategies may have performed over the last 6 years. In this example, the backtest shows an average annual return of 31% (yellow line), compared to the overall US market (blue line) annual return of 12%.

These tests also help us understand how our strategies perform in changing market conditions.

Every market event is unique, but we are often asked how our strategies performed through Covid. 

While the company was not established until 2022, we used the historical price data to see what might have happened through the Covid crash of 2020.

While the US stock market dropped 30%, this strategy remained essentially ‘flat’, and then continued to be profitable post-Covid.