Top Tweets for #optexmodel

17 days ago

Today marks 3 years of publicly sharing #OPTEXMODEL signals for $QQQ. The results speak for themselves: 📈 +164% cumulative return 📉 Less than 15% maximum drawdown 🎯 1.6 Sharpe ratio But here's what makes that particularly interesting... $QQQ itself has been on an extraordinary run, gaining 107% over the same period; a top-decile 3-year return. Despite that formidable benchmark, the long-only OptEx model delivered: ✅ ~10% higher annualised returns ✅ ~30% lower maximum drawdown ✅ Sharpe of 1.6 vs 1.3 ✅ Average exposure of 94% Beating the market is hard. Beating one of its strongest 3-year runs ever, with less risk, is harder. Three years of signals. No hindsight. $QQQ $NDX #Trading #QuantTrading

OptexSignals's tweet photo. Today marks 3 years of publicly sharing #OPTEXMODEL signals for $QQQ.

The results speak for themselves:

📈 +164% cumulative return
📉 Less than 15% maximum drawdown
🎯 1.6 Sharpe ratio

But here's what makes that particularly interesting...

$QQQ itself has been on an extraordinary run, gaining 107% over the same period; a top-decile 3-year return.

Despite that formidable benchmark, the long-only OptEx model delivered:

✅ ~10% higher annualised returns
✅ ~30% lower maximum drawdown
✅ Sharpe of 1.6 vs 1.3
✅ Average exposure of 94%

Beating the market is hard. Beating one of its strongest 3-year runs ever, with less risk, is harder.

Three years of signals. No hindsight.
$QQQ $NDX #Trading #QuantTrading

182

OptEx Signals

@OptexSignals

about 1 year ago

There are 54 sub-models within the #OPTEXMODEL. Here are their individual equity curves. The highest sharpe of any of the sub-models is 0.96. It's a great example of how combining uncorrelated strategies can improve overall performance even with zero diversification of assets. (These are all QQQ models). $QQQ $SPX $SPY $NDX #TradingStrategy

Top Tweets for #optexmodel

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