This post serves to provide potential investors (including other traders) with key facts & figures for Darwin PLF, to assist them in determining its worthiness for investment, in understanding the underlying technology powering the Darwin, and related investment and technical details.
Note: $PLF's parent strategy is DARWIN $LZL.
Posting this factsheet was held off on until the Darwin reached Experience Level 10.
PLF has gone through a few changes over time, the biggest of these being a rather dramatic reduction in risk per trade over time, as can be observed in the Darwin's greatly reduced VaR today as opposed to 8-12 months ago. This has assisted greatly in smoothing out the volatility in the darwin, which is of obvious interest and benefit to prospective investors.
PLF has demonstrated consistent returns over time, tracks Major currency pairs including EUR/USD, GBP/USD, USD/CHF, and USD/JPY.
Internally, PLF is highly diversified both in terms of dynamic risk allocation as well as number of strategically different algorithms deployed on the Darwin, thereby offering investors/traders with a safer alternative to singular strategy systems operating on one or two assets at any given time.
PLF algorithms seek High Probability Intraday Opportunities as opposed to High Return/Drawdown opportunities (a feature of my other darwin ZUV, hence PLF's Timing investment attribute is likely to remain high (above 6.0) long-term.
Monte-Carlo Robustness Simulation (Portfolio):
Projected Performance (Portfolio):
PLF - INVESTMENT ATTRIBUTES & RELATED DETAILS:
Date of Migration:
15 July 2015
Risk Management (05/01/2017):
3.4/10 (Maximum Investment in total - all investors combined - possible in PLF at the present time: $950,000)
Return (last year):
45.53% at time of writing (05/01/2017 13:32 UTC+0)
Average Monthly Return (last 12 months):
Worst Losing Streak in 21 consecutive trading days (last 12 months):
Maximum Drawdown (last 12 months):
Number of trades (last 12 months):
Number of different assets (last 12 months):
Frequency of trades (last 12 months):
1.47 per day
% Profit Trades (last 12 months):
Average Trade Duration (last 12 months):
Average Winning Position (last 12 months):
Average Losing Position (last 12 months):
% time with open trades (last 12 months):
Diversified (each composite algorithm in PLF may switch timeframe based on market conditions and decision-making criteria - timeframes range from 5-minute to Daily)
Diversified (more than one algorithm deployed at any one time, on more than one asset at any one time)
4 Currency Pairs - Mainly EUR/USD, GBP/USD, USD/CHF, and USD/JPY
Target Risk per Trade:
Variable (between 1 to 5% depending on decision-making criteria)
Quantitative / Machine Learning Approach