GR_STRATEGIES
The spicy gossip from my trading diary in 2023!
Real - time results since January 2023
by: Georg Reiter | daily updates
Dear Friends and Fellow Investors!
I’ve noticed a few raised eyebrows from friends, family, and maybe
even that random person I say hi to once in a while, all wondering what
on earth I’ve been up to lately.
After nearly two years now, I made the decision to close my
public listed investment funds. The administrative demands were
overshadowing my passion for developing and trading strategies.
In collaboration with my dear friend and developer, Helmuth
Vollmeier, in a fit of genius or maybe just sheer madness, we
decided to hit the reset button on everything. It was like a software
update for our lives—new and improved.
Helmuth Vollmeier
Unfortunately, the joy of our new start was short-lived as Helmuth
passed away suddenly in February 2023, leaving me deeply saddened.
Despite facing phases of doubt and questioning the meaning of it all, I
returned to my desk, immersing myself in learning once again, now
without my dear friend Helmuth by my side!
New developments
You can witness all the latest developments of my work in a single
application that is updated with daily results. It serves as a summary
of all trading strategies in my portfolio:
GR_Strategies
However, I haven’t forgotten my roots and am actively trading a
newly developed CTA again, which you can explore here:
GR_Trendfollowing
Admittedly, things might seem a bit confusing. I often hear people
dismiss it as mere theory and mathematics. 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. No more bureaucracy — just a laser focus on the
present!
Anyway here’s the good news: In 2023, all trading involved
real money, reflecting my portfolio 100% every day, every hour.
GR_Strategies return
GR_Strategies represents a carefully crafted and comprehensive synthesis of the combined performance of all strategies deployed within the portfolio. These strategies are designed to operate synergistically, providing diversification and resilience across a broad range of market conditions. Since January 2023, real - time results have underscored the effectiveness and adaptability of this multi - faceted approach.
The portfolio’s composition includes GR_Trendfollowing,
which constitutes 30% of the allocation, complemented by
strategies focusing on momentum, volatility, and special situations,
ensuring a balanced and robust framework for sustained performance.
| Date | GR_Strategies | DAX | SP500 |
|---|---|---|---|
| 0.30 % | -0.28 % | ||
| 3.31 % | 4.42 % | ||
| 20.31 % | 24.23 % | ||
| 20.31 % | 24.23 % |
Performance since start 2023 (EUR):
| GR_Strategies: 18.96 % |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 |
GR_Trendfollowing (=CTA)
People were asking: Why CTA again? Most strategies
are inherently short volatility, essentially betting on rising stock
prices. The problem surfaces during market downturns, revealing a lack
of true diversification and correlation patterns which you did not
expect in good times. CTAs stand out as a genuine diversification
strategy in my portfolio, especially during turbulent times.
Performance since start 2023 (EUR):
| GR_Trendfollowing: 16.41 % |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 |
Procedure
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.
The key to success lies in the conscious application of different,
truly uncorrelated strategies, coupled with unwavering
discipline and 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. In this way, I move
in the markets with an unwavering commitment to my strategies.
Looking Ahead to 2024
This year’s performance gives me confidence. Not only did the strategies deliver exactly as planned, but we are also well - positioned for the challenges of tomorrow. Improvements set to begin in January and new developments already underway promise an exciting future.
Invitation
I invite you to follow my journey with daily performance updates
and open positions on GR_Trendfollowing:
In a nutshell, that’s the spicy gossip from my trading diary!
I’ll circle back in a year.
This is the link that brings you a bit deeper into further analysis work
and strategies!