Dolphin Model Portfolio

$77.00 / month with 1 month free trial

US Index ETF Mean Reversion Strategy

Description

Dolphin is a short term mean reversion model portfolio which trades the US ETF QLD, which represents a 2X movements in the Nasdaq 100 index. It generates buy and sell signals after US trading hours have completed, and publishes them for execution the following trading day. All orders can be placed out of market hours. It features a high win rate, a short holding period and lower market risk than trend following approaches.

Subscribe to the Dolphin model portfolio and gain access to daily signals published each weekday. Access the model information via the website and have the signals 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

Features

  • Short term mean reversion approach
  • Trades QLD
  • Trades daily
  • High win rate
  • Short holding period
  • Smooth consistent returns

Key Metrics

Compound Annual Return: 19%
Max Historical Drawdown: 23%
Average Holding Period: 5 Trading Days
Average Trades Per Year: 15
Expectancy Per Trade: 2.4%
Win Rate: 90%

Full detailed performance metrics & charts and full strategy description

View strategy trade list