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Tradagon Kicks Off Pound Sterling Pilot with a Swiss-based Hedge Fund

February 4, 2018

Background

 

In January, Tradagon kicked off a pilot with a Private Swiss Family Office based in Switzerland. The fund is piloting our fully automated BCalc Forex-Sterling Strategy, which has historically shown to extract consistently high returns from GBPUSD. This is one of Tradagon’s most exciting strategies, since it can capture huge upside from a traditionally non-directional asset.

 

The pilot program involves Tradagon delivering tradable signals based off of our BCalc Forex-Sterling Strategy, without actually exposing any of the strategy or “secret sauce”.

This particular Swiss-based firm has a long history of trading the Pound Sterling, so it is validating for us to be a part of the pilot and we are excited to show them the power of Behavioral Calculus in the Forex markets.

 

Our BCalc Forex-Sterling Strategy, is a fully automated, moderately active strategy with an average holding period of 10 days, long or short, for this particular use case. The average downside for all trades is -0.9% and the average upside 1.7%, for a 1-to-1.8 risk/reward ratio.

 

Here is a summary chart of the different use cases using this strategy, including levered and unlevered:

 

 

Performance

 

Below are two visuals highlighting the performance. Fig. 1 shows the returns so far, for 3 use cases: unleveraged, 2x leverage, and 3x leverage. Fig. 2 shows a performance snapshot of the signals (long and short) and equity curve. The top portion of Fig. 2 shows the buy/sell signals (yellow = Long and blue = Short) and the bottom portion shows the equity curve.

 

On 3/1/18, GBP hit the next profit target (+3%) at 7:23am PST and the strategy is gave a LONG signal on 3/5/18.

 

Fig. 1

Fig. 2

 

Stay tuned for daily updates in real time.

 

Thanks for reading,

 

The Tradagon Team

 

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