Stralliance Year-To-Date performance vs benchmarks, as at close of 27 Feb 2024.

Stralliance YTD performance


Stralliance *hypothetical monthly flat returns

Stralliance *hypothetical monthly flat returns

2024 YTD flat net returns:  +12.2%
Current DrawDown from all-time high:  new high
Worst historical monthly cumulative DD:  2.7%
Worst historical daily cumulative DD:  5.4%
S&P 500 DD from 23 Feb 2024 high:  0.6%
Profit to Risk ratio:  10.4      Sharpe ratio:  2.0
Avg trade frequency:  30 daily trades per month
Trade win rate:  70.8%


Stralliance 9-year *hypothetical performance & 5 core strategies  vs  benchmarks

Stralliance *hypothetical historical performance





© 2015-2024   Stralliance  Capital  Management

* Data for years 2015-2021 includes a mix of actual trades (66%), with some methodology changes & trade revisions.  Data for year 2022 is based on 100% actual trades, with some position size allocation changes & performance revisions.   Current data since 1 Jan 2023 is based entirely on 100% actual trades, with no position size or performance revisions.  Trades will be posted on X (Twitter) pending sufficient interest.

Past performance is not necessarily indicative of future results.  The risk of loss in all types of trading can be substantial.

The presentation of information and data provided do not constitute a solicitation for investment funds, nor an offer to transact in any commodity interest or any other related financial product(s).