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[DARWIN] AOY by AionCapitalMgmt

Hi, this is AOY Darwin by Aion Capital Management (@aioncapitalmgmt on Twitter).
I'm going to make a brief summary of the strategy here.

The Darwin consist of a series of strategies diversified across different assets in order to avoid risk while keeping a good return. We've developed algorithms and we open each trade manually thus giving us the opportunity to make sure that every market condition is correct and that the size of each position is optimal.

We are going to struggle a little bit with the Experience as we don't open many trades each month (around 3 per month) but each trade holds a lot of value.

On our backtest of over 20 years we've been able to get a 16% CAGR with a 9% Stdev and a max DD of -13%. AOY will get around 50% of those returns.
Here I will share an image of the evolution of capital vs SPY if invested 100$.

Leave below any question and I'll answer it.

AOY Chart.jpg
Any updates will be made both here and on my Twitter account (@aioncapitalmgmt) so I will try to keep everybody informed of everything going on on a monthly basis and any questions regarding the Darwin will be answered as soon as possible.
I think this is going to be a beautiful journey and any help to make the Darwin grow will be much appreciated. I know at the moment the strategy isn't outperforming but it'll take time as this is a long term strategy.
We finish January with our second best month and the month where we break even.
Even though the market has gone up 6.29% on January and our Darwin has "only" gone up 1.72% what really makes a difference is if we take a look at Aug to Feb performance.
With SPY you'll be +0.36%, with a 13% DD and with AOY you'll be +0.37% with a 7.67% DD which is half the volatility of the index for the same period, a great result.
In the coming month I think uncertainty will rule the markets (and because of this we'll see a big volatility) and we expect our DARWIN to perform exceptionally well on this period.
I'll come back in February to report on the results and if anyone has a question, leave them here and I'll answer them as soon as possible.