GR_Strategies are portfolios of multiple 100% rule-based systems developed within Top_Research.
GR_Strategies combines largely uncorrelated strategies such as Trend Following, Momentum, Volatility and defensive overlays.
Designed for disciplined, long-term capital growth with a strong focus on risk control.
Traded in USD and Euro
Live performance data since January 2023
Top_Research is the research and development layer where all underlying rule-based trading strategies are designed, tested, and maintained.
Continuous research and systematic evolution are integral parts of the framework.
Top_Research is the pool of all trading Ideas implemented in GR_Strategies USD and GR_Strategies EUR
Top Trend forms the backbone of diversification with a 30% allocation, capturing sustained trends while enhancing portfolio stability during volatile markets.
Top Dual & Top Target & Top Rank Identify persistent trends and allocate capital to assets with sustained relative strength.
Top Vola is designed to exploit both short-term volatility spikes and persistent volatility regimes, contributing to improved risk-adjusted portfolio returns.
Top_Switch dynamically reallocates capital across asset classes to optimize returns and mitigate risk at the portfolio level.
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.
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.
The problem surfaces during market downturns, revealing a lack of true diversification and correlation patterns which you did not expect in good time
Top TrendFollowing (= CTA)emerges as a truly effective diversification strategy within my portfolio, particularly when navigating through periods of turbulence and uncertainty.
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.