StableUp VolatilityGuard
StableUp is a quantitative analytical model focused on long-term performance evaluation through historical data, emphasizing volatility management and minimizing drawdowns. Over 21 years of back-testing, the model analyzed price movements across a curated selection of Exchange Traded Funds (ETFs) from various asset classes and sectors, chosen based on historical risk profiles. Its approach integrates cross-sectional momentum to assess diversification benefits and prioritize historically top-performing assets within a balanced framework. The model's back-testing period, including challenging market conditions, yielded a theoretical annual CAGR of 11.44%, compared to 7.73% for the selected market benchmark, offering possible insights into the potential impact of volatility control and asset diversification on long-term outcomes.
Quantitative Rules
Price Momentum
Commodities, Equities, Bonds
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