Frequently asked questions

Back-testing is often dismissed as mere theory or abstract mathematics. However, I recognize that the performance up to December 2022 reflects a combination of real - time trading outcomes and newly implemented systems. While historical achievements provide valuable insights, I find little satisfaction in endlessly revisiting past successes. My focus is clear and uncompromising—cutting through bureaucracy to channel my energy toward the present and future, where true progress is made.

Since January 1, 2023, I have been trading these strategies with real money, committing 100% of my capital. I have been trading my own funds since 1999, always using exclusively self-developed automated strategies. While backtesting is important, real-life trading is the only true test.

The elegance of these strategies lies in their straightforward yet effective design. Each morning, data is carefully downloaded, and within 15 minutes, calculations ensure that theoretical models align seamlessly with practical execution. By evening, new orders are automatically dispatched to the exchange, just before the market closes. This approach is not a feat of magic, but rather a testament to disciplined craftsmanship. It guarantees that execution timing remains uninfluenced — an essential factor in maintaining the robustness and reliability of the strategy.

Many investment strategies are inherently short volatility, relying heavily on rising stock prices to generate returns. However, their limitations become evident during market downturns, when the absence of meaningful diversification and unexpected correlation shifts expose vulnerabilities. In contrast, trend-following strategies like GR_Trendfollowing, exemplified by Commodity Trading Advisors (CTAs), offer essential and authentic diversification within my portfolio—especially during periods of market instability. By capitalizing on sustained market trends, whether upward or downward, CTAs provide stability and adaptability when it matters most, proving their value during heightened market turbulence.
The real-time results since January 2023 underscore the effectiveness and resilience of this approach.

Currently, I do not offer any subscriptions, but I am actively working on setting up a vehicle that will allow me to manage external funds. As soon as this option becomes available, I will definitely let you know. Feel free to leave me your email address, and I’ll send you more information once everything is in place.

The cornerstone of success lies in the deliberate and precise integration of diverse, genuinely uncorrelated strategies, executed with unwavering discipline and emotional composure. My approach is devoid of the influence of greed or fear, guided instead by the principles of expertise and professionalism. Each decision is the product of meticulous analysis and a technically sound methodology, consciously avoiding impulsive or reactionary behavior. Furthermore, all decisions are grounded 100% in mathematical and statistical principles, ensuring objectivity and consistency. By consciously excluding any human influence, the process eliminates the risk of emotional bias or subjective judgment. This steadfast adherence to strategy allows me to navigate the complexities of the markets with confidence and consistency, maintaining an unyielding commitment to excellence.

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 in 2022. It was like a software update for our lives — new and improved. 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! I dedicate this work to Helmuth Vollmeier, one of my best friends, my intellectual partner, my daily communicator, and companion!