Description
Steady equity growth with low turnover!
Monterey is a rotational long-only trend-following model portfolio which trades stocks in the Nasdaq 100 Index. It ranks and rotates stocks weekly on a Friday and includes risk management filters for market regime, liquidity and volatility. It features smooth steady returns and capital protection during adverse market conditions.
Subscribe to the Monterey model portfolio and gain access to weekly rotations and trades published each Friday evening (US Eastern Time). Access the model information via the website and have the signals sent direct to your email inbox.
Strategy signals can be used directly with Alera Portfolio Manager trade automation
Features
- Trend following rotational approach
- Trades Nasdaq 100 stocks
- Trades weekly
- High expectancy
- Long holding period
- Low turnover
- Smooth consistent returns
- Inbuilt protection from adverse market conditions
Key Metrics
Compound Annual Return: 21%
Max Historical Drawdown: 26%
Average Holding Period: 15 Weeks
Average Trades Per Year: 25
Average Winning Trade: 20%
Average Losing Trade: 7%
Win Rate: 60%
Full detailed performance metrics & charts and full strategy description
