AdjustedbyRisk
Mar 31, 2024

Q1 2024: Initial Deployment & Strategy A Live

First quarterly update on the Portfolio Experiment: capital allocation, Strategy A go-live, and early performance observations.

Strategy ATrend FollowingRisk Management

Overview

This is the first official update of the Portfolio Experiment. After months of backtesting and system validation, Strategy A went live in January 2024.

Capital Allocation

The initial allocation is split across three strategies:

  • Strategy A (Trend Following — VUG/GLD): 50% of capital
  • Strategy B (Mean Reversion — EEM): 30% of capital
  • Strategy C (Options overlay): 20% of capital

Strategy A: Early Observations

The first quarter was marked by a strong trend in equities. Strategy A captured the bulk of the move while maintaining volatility within target parameters.

Key metrics Q1 2024:

  • Return: +4.2%
  • Max Drawdown: -1.8%
  • Sharpe (annualized): 1.34
  • Volatility target: 15% (achieved: 13.2%)

Risk Management Notes

Position sizing remained within bounds throughout the quarter. The HMM regime filter correctly identified a risk-on environment from mid-January onward.

What’s Next

Q2 will focus on live monitoring of Strategy B’s first signals and potential Strategy C adjustments based on implied volatility levels.


This is not financial advice. All content is for educational purposes only.