Strategy performance enhancements
My focus recently was directed at getting the new DMS site launched, and also creating the engine behind it all - but I also had some time to improve two of the main strategies at DMS, Triad and Global Navigator (and their leveraged versions.)
Take a look at the performance below for the base Triad strategy, and the 3X Smart Leverage Global Navigator 300. These results are with Trade Friction turned off, easier for me to compare this way. Solid CAGR gains WITH lower Max Drawdowns, I call that a win-win.
TRIAD
| Variant | CAGR | Max DD | UPI |
|---|---|---|---|
| Standard | 12.00% | -15.41% | 2.71 |
| RIA | 13.66% | -16.13% | 2.65 |
| New | 13.92% | -15.20% | 3.09 |
G-Nav 300
| Variant | CAGR | Max DD | UPI |
|---|---|---|---|
| Standard | 18.93% | -23.47% | 2.54 |
| RIA | 21.85% | -22.80% | 2.95 |
| New | 23.32% | -19.70% | 3.55 |
Here are two charts showing the standard Triad vs the new Triad on the site, and the same for Global Navigator 300.
