My 100k Paper Portfolio: an introduction

I AM VERY BUSY, MOST OF THE POSTS ARE STILL WORK IN PROGRESS. I’VE HAD THE STRATEGY DEVELOPED, BUT IT’D TAKE A LONG TIME TO WRITE PAPERS ON IT!!!

Hello everyone, i’d like to thank you for taking the interest and time to visit this website first of all. This website’s main objective is to share some of my trade ideas and bring you along this fun trading journey. I hope you’ll enjoy. 🙂

This portfolio’s inception date is Aug 7th, 2023 starting at approximately 100,000 USD. Below i will include some of key performance metrics and current holdings as of Oct 6th, 2023. The information will be updated monthly.

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Oct 27th, 2023

Sharpe Ratio: 3.22

Cumulative Return: 72.28%

Standard Deviation: 4.99%

Beginning NAV: 103,807.17 USD

Ending NAV: 178,835.14 USD

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Sept 30th, 2023

Sharpe Ratio: 4.07

Cumulative Return: 58.48%

Standard Deviation: 4.29%

Beginning NAV: 103,807.17 USD

Ending NAV: 164,515.32 USD

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Dec 29th, 2023

Sharpe Ratio: 2.42

Cumulative Return: 86.61%

Standard Deviation: 4.45%

Beginning NAV: 103,807.17 USD

Ending NAV: 193,712.63 USD

Max Drawdown: 19.85%

Holdings: ( NO LONGER UPDATED, TOO MUCH WORK!!!!)

1. Short 20 year treasury future (ZB)
2. Short CAD.CNH pairs
3. Short ET(NYSE) and short ET call spread
4. Short DAL, UAL call spread
5. Short ARM call spread
6. Long VIX futures spread
7. Long CL future