GR_Strategies
Diversified. Resilient. Adaptive.
GR_Strategies are portfolios of multiple 100% rule-based systems developed within Top_Research.
Top_Research is the research and development layer where all underlying rule-based trading strategies are designed, tested, and maintained.
GR_Strategies combines largely uncorrelated strategies such as Trend Following, Momentum, Volatility and defensive overlays.
Built for stability and long-term success through systematic risk control — even in volatile and falling markets
Traded in USD and Euro
Designed for disciplined, long-term capital growth with a strong focus on risk control.
Continuous research and systematic evolution are integral parts of the framework.
Live performance data since January 2023
A systematic, research-driven investment framework
The following sections provide transparency into performance, risk characteristics and portfolio construction.
Top_Research is the pool of all trading Ideas implemented in GR_Strategies USD and GR_Strategies EUR
GR_Strategies USD
Monthly Performance (net, live trading)
GR_Strategies USD:
Comparison vs Other Assets
Contextual performance comparison versus major asset classes like S&P500 or DAX over different time periods.
Providing comprehensive risk figure comparisons as well.
Extended analysis dating back to 2011
Not witchcraft – disciplined execution
The beauty of all these strategies lies in their simplicity. Data is downloaded in the morning, calculations take about 15 minutes to ensure theory aligns with practice, and new orders are automatically sent to the exchange shortly before the market closes in the evening.
This is not witchcraft, but simple craftsmanship, ensuring that execution timing has no influence — a crucial element for robustness.
GR_Strategies USD:
Trading Statistic
Trading stats offer valuable insight — but they’re just numbers.
Each market day brings a new game with its own rules.
Contact me for full data or run your own analysis anytime.
Statistics describe historical behaviour, not forecasts.
Why GR_Strategies?
Emotional control
I am not guided by greed or panic in my dealings, but rather adhere to the principles of true expertise. Every decision is the result of a deliberate, thoughtful and pure technical approach that avoids impulsive reactions.
Diversified
The problem surfaces during market downturns, revealing a lack of true diversification and correlation patterns which you did not expect in good time
GR TrendFollowing
GR_TrendFollowing (= CTA)emerges as a truly effective diversification strategy within my portfolio, particularly when navigating through periods of turbulence and uncertainty.
Backtest
I acknowledge that the performance up to December 2022 is a blend of real-time trading and new systems. I found it unfulfilling to rest on the laurels of the past and add it all up again.
Portfolio framework of different strategies
Trend following strategies
GR_Trend forms the backbone of diversification with a 30% allocation, capturing sustained trends while enhancing portfolio stability during volatile markets.
Momentum accumulation strategies
GR_Dual & GR_Target Identify persistent trends and allocate capital to assets with sustained relative strength.
Volatility strategies
GR_Vola is designed to exploit both short-term volatility spikes and persistent volatility regimes, contributing to improved risk-adjusted portfolio returns.
Asset rotation strategies
GR_Switch dynamically reallocates capital across asset classes to optimize returns and mitigate risk at the portfolio level.