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_SELECTED ALGO

HIVEMIND

The Hivemind (Systematic Volatility Strategies) use mathematical models to quantify the historical and market implied (future) volatility in order to position itself to create positive alpha. The strategies are designed to perform (and have) robustly during extreme market conditions like (August 2015, “Brexit”, and presidential election cycle) by utilizing its unique entry and hedging techniques. The strategies scale their risk (take additional entries or hedge) based on the projected volatility of the underlying assets. The algorithms are all executed automatically with no human intervention. HIVEMIND ON TRADESTATION

Besides people being able to automate the Hivemind Algos through Tradestation; People also have the option of purchasing something called Tri Pro. Tri Pro includes my Daily Watch List as well as an Algo report, plus all the Algo signals from the Hivemind. Kinfo allows me to record each signal in real time hypothetical out of sample performance, so you can see how the system is performing on real data.

*Everything Is Based On One Contract.

HIVEMIND BACKGROUND

In this system of Algorithms there are six different S&P500 Algorithms that go long and four different T-Bond Algorithms that mainly go long but some do go short. They are based on the idea of non-trending, non-mean reversion models(meaning neutral) and they all work together to decrease risk and ideally maximize profits. Basically centered around the idea of, that through different strategies that are non-correlated on average, they can achieve diversification even though they trade the same markets.

The Hivemind uses mathematical models to quantify the historical and market implied (future) volatility in order to position itself to create positive alpha. The strategies are designed to perform (and have) robustly during extreme market conditions like (August 2015 or “Brexit”), ( November 2016 or “Election”) by utilizing its unique entry and hedging techniques. The strategies scale their risk (take additional entries or hedge) based on the projected volatility of the underlying assets. The algorithms can be executed automatically with no human intervention if you have Tradestation.

 

**All performance is deemed hypothetical in nature and Triforce LLC is not guaranteeing that anyone has ever made any money using these systems, nor is Triforce LLC guaranteeing that it uses these systems. There are free trials of these systems available on Tradestation and you can look through the system yourself and see if this system is a good fit for you and your financial situation.

PERFORMANCE METRICS

  • Between testing (Going Back 2006), simulated testing and live trading the Algorithms have achieved
  • 20.31% Compound Annual Growth Rate
  • A 3.0 Sharpe Ratio
  • They trade liquid markets, the E-mini S&P 500 futures contract and the Ten Year Note(Bond).
  • They can be fully automated.
  • These algorithms have been trading on live data since January 2016 and tracked based on one contract via Kinfo. Essentially how it has actually performed in real time and not in the testing period.  This is all hypothetical performance as it did not happen in your account.
  • The portfolio of algorithms makes use of unique volatility tracking and projections to provide superior opportunities/ results.

INTERESTING EDGE BASED ON ALGOS

The % is time the 10Y algos are have x positions (x being the middle column). The ES returns when the 10Y algos have x positions is the right column.

51.08% 0 633.2
22.76% 1 74.3
14.95% 2 555.25
8.19% 3 -34.5
3.03% 4 -330.25
TOTAL REAL-TIME

HYPOTHETICAL PERFORMANCE SINCE 2016

Performance verified by kinfo

2016 Performance

2017 Performance

2018 Performance

2019 Performance

2020 Performance

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