Long-short strategy

06/25/2022 : Please give a look, in this page , to Portfolio vs.Category chart (in detailed results paragraph) . The most desiderable outcome for a long-short strategy is constance in results , as actually achieved . This happened thanks to strongly directional markets stance , which are a good environment for long-short strategy who could give protection in negative markets phases , and picks a positive result in positive ones . The flexible ratio between cash , long and short positions , daily adequated by algorithm , contributed to those results , too . Details of weekly operations, since inception , are at disposal on request .

 
Below are an operational scheme of the system , and results since 2018 start , along with current portfolio composition .

Strategy and benchmark trends

Long-short detailed strategy results

Stocks and Etfs selection

Strategy daily operations