Description
Sapphire is a rotational long-only trend-following model portfolio which tracks stocks in the Australian ASX All Ordinaries Index. It ranks and rotates stocks weekly on each weekend and enters and exits the following Monday. It has filters for market regime, liquidity and volatility. It features smooth steady returns and capital protection during extreme market volatility.
Subscribe to the Sapphire model portfolio and gain access to weekly rotations and trades published each weekend. Access the model information via the website, or have it sent direct to your email inbox.
Model portfolio updates are provided for educational and informational use only. Please make note of the disclaimer displayed at the foot of this page.
Strategy signals can be used directly with Alera Portfolio Manager trade automation (20% off Alera with discount code STS20)
Features
- Trend following rotational approach
- Trades ASX All Ordinaries stocks
- Trades weekly
- High expectancy per trade
- Long holding period
- Low turnover
- Smooth consistent returns
- Inbuilt protection from volatile market conditions
- Position Size of 5% of equity per position (70% fully invested with 30% cash buffer)
Key Metrics
Compound Annual Return: 23%
Max Historical Drawdown: 23%
Average Holding Period: 15 Weeks
Average Trades Per Year: 47
Average Winning Trade: 27%
Average Losing Trade: 10%
Win Rate: 53%
Full detailed performance metrics & charts and full strategy description
