A proof of concept private investment vehicle to:
Combine big data, a proprietary algorithm and Thorps' Kelly Criteria to generate an advantaged annual stock market long position.
Demonstrate a track record, for the algorithm, of portfolio returns >SNP500, in more than 55% of years invested
Note: The proof of concept will run for 3-5 years. The positions taken will be published 6 months after the trades. The main strategy (1) is planned for execution in 1Q24. Annual results will be published vs the benchmarks. Two alternative higher-risk strategies (2&3) will be tested in the interim. CTO: L. Mitchell. Principle: T. Collyer
Strategy 1:
Date Stock Allocation % Rtn %
21 Nov 23 EQQQ 50% +12.7%
21 Nov 23 VUSA 50% +11.9%
Note: 21 Nov - 1 March: SNP500 (VUSA, £) Rnt 11.9% vs Strategy 1 Rtn 12.3% (+0.4% vs benchmark). New allocation made 1 March 2024.
Strategy 2:
Date Stock Allocation % Rtn %
15 Nov 23 AMD 4% +50%
15 Nov 23 NVIDIA 51% +49%
15 Nov 23 TSLA 45% -17%
15 Feb 24 NVIDIA 65% +21%
15 Feb 24 TSLA 35% -18%
Note: 4x Months: SNP500 (VOO, $) Rnt 15.3% vs Strategy 2 Rtn +27.9% (+12.5% vs benchmark)
Strategy 3:
Date Stock Allocation % Rtn %
15 Nov 23 NVIDIA 92% +49%
15 Nov 23 TSLA 8% -17%
15 Feb 24 NVIDIA 99% +21%
15 Feb 24 AVGO 1% +6%
Note: 3x Months: SNP500 (VOO, $) Rnt 15.3% vs Strategy 3 Rtn +84.9% (+69.6% vs benchmark)