[DARWIN] WNJ by JillDallionFund

[jilldallionfund]

JillDallionFund portfolio (Darwin WNJ) consists of 30 automated and algorithmic based trading systems with an aggregated 223 strategies (i.e. 223 “trading charts”).

Each strategy is defined as a combination of predetermined fixed logic of entry and exit designed to trade a particular forex pair or commodity.

Trading systems include momentum, breakouts, trend, counter-trend, reversal of broader trend, and pattern recognition are traded using lotsize determined quantitatively based on 2 basic fundamentals:
1) strategy’s historic statistics of maximum drawdown and,
2) strategy’s trading frequency.

Correlations of strategies are analyzed qualitatively only as a guide during strategies mining/development phrase. The aim of the fund is to maximize return and maintaining a strong sharpe ratio through diversification of hypothetical equity curve of individual strategy as much as possible.

Our fund allows potential investors to assess our performance with a higher statistical significance considering the amount of predictions and trades we have undertaken in the last 2 years (currently our strategies allow for about 1,600 trades per month on average).

For WNJ's performance, check out the link:
https://www.darwinex.com/darwin/WNJ

Last 6 month's performance:

 

[CavaliereVerde]

Hi @jilldallionfund , welcome to our forum!
Congrats and keep on with good trading!

 

[jilldallionfund]

Thanks @CavaliereVerde.

Just providing a little bit of update:
While the stock market and crypto has been tanking lately, WNJ has been consistent in its trading strategies and algorithms, and continue to perform decently. Every month will have fluctuations in the market and by maintaining the diversified strategies, the goal is to have continuous profits in the long term, and not just short term thinking / adjustments influenced by bias.

Last month's performance:

 

[jilldallionfund]

Proud to say that WNJ is at all-time-high!
4th time in DarwinIA this year.
YTD performance is >16%

Shout to our loyal investors who stick with WNJ:

 

[jilldallionfund]

Proud to say that WNJ is at another all-time-high!

5th time in DarwinIA this year, 5.64% return in July
YTD performance is >20%

Shout to our loyal and new investors who invest and stick with WNJ:

 

[AriaS]

Interesting! Did you update the strategy in the middle? A year and a half it didn't go so well, but then became really successful. And the scores are very good!

 

[jilldallionfund]

Interesting! Did you update the strategy in the middle? A year and a half it didn't go so well, but then became really successful. And the scores are very good!

Yes, we made some major changes to our strategies during May 2021. We also progressively optimize and re-tune our strategies to make sure they are still relevant in current market conditions.

 

[jilldallionfund]

WNJ is at another all-time-high!

6th time in DarwinIA this year,
YTD performance is >26%

 

[jilldallionfund]

Almost at the 50% return lifetime!

Thank you for the support!


Current year:

 

[jilldallionfund]

Our WNJ Darwin is being noticed by Darwinex's proprietary capital allocation system through its Darwinia algorithm. For 2022 thus far, we have won the following 8 months out of the 10 months in Darwinia prizes:

Feb 2022: Dscore of 56.40, Ranked #104 for 35,000 EUR Darwinia Allocation
Mar 2022: Dscore of 58.08, Ranked #147 for 25,000 EUR Darwinia Allocation
Apr 2022: Dscore of 59.75, Ranked #125 for 30,000 EUR Darwinia Allocation
Jun 2022: Dscore of 62.82, Ranked #122 for 30,000 EUR Darwinia Allocation
Jul 2022: Dscore of 64.30, Ranked #13 for 125,000 EUR Darwinia Allocation
Aug 2022: Dscore of 66.07, Ranked #52 for 55,000 EUR Darwinia Allocation
Sep 2022: Dscore of 67.74, Ranked #8 for 175,000 EUR Darwinia Allocation
Oct 2022: Dscore of 69.35, Ranked #20 for 105,000 EUR Darwinia Allocation


We believe consistency is the key to long-term profitability. Bearing losses over a prolong period of time is NOT easy for investors but is unavoidable in certain market conditions especially under an algorithm/mechnical system such us WNJ. Our diversified portfolio aims to create a steady profitable investment product that maximizes risk adjusted return allowed in high liquidity FX markets. Our Pf score based on Darwinex's algorithm classify WNJ in the 99th percentile:

Investors can be rest assured that we are very confident in our systems and we are devoted to continue re-investing 90% of every dollar we earn from rebates and performance fees back into our systems. We have skin in the game.

 

[Beltran]

Hi,@jilldallionfund

I am really interested in your darwin, but im wondering why the divergence is so volatile? That is the only thing that is concerning me? Hope you can respond.

Thanks,
Beltran

 

[Beltran]

Hi, @jilldallionfund

No, I mean the difference in time between your operation and the time it takes for darwin to replicate your operation.
For example, the 30/11/2021, divergence was -4.17% and the latence 108 ms. Now the divergence is 0.02% and latence 35.95 ms

 

[jilldallionfund]

Hi @Beltran,

Thank you for your inquiry and your interest in investing with us.

Market volatility and liquidity are major variables that cause slippage (whether positive or negative). We have been closely monitoring our trades and the divergence of our investors.

One of our core strategies focuses on price breakouts. During the time of price breakout, especially during high impact news, the chances of divergence in pips significantly increase. However, we believe our strategies work best left uninterrupted even during important market news such as CPI data, NFP, interest rate decisions, etc... The volatility associated with trading during such time had been factored in our portfolio weight allocation. So far based on the data we've seen, we believe the positive divergence from volatility cancels out the negative divergence from volatility over time. We had been gradually splitting our breakout trades with reduced lot sizes to diversify our breakout positions.

Liquidity is also another variable we had been monitoring closely. Although we trade mainly the major currency pairs (USDJPY, EURUSD), some of our strategies are developed specifically for other less liquid pairs and trading during hours with less liquidity. A small subset of our mean reversion strategy focuses on price rebounds a few hours before and during the rollover hour (00:00-01:00 GMT+2/3). Even major currency pairs experience liquidity issue and frequent spike in spread during the rollover hour. As our AUM grows, we have been actively monitoring these trades closely and have been taking actions to reduce our exposure in these hours.

The -4.17% divergence and 105.18 ms latency on Nov 30, 2021 was due to a few isolated orders. During that time, our AUM was only about $1,800. The increase in our AUM took off a couple months ago since around mid September 2022 and so far, there is no indication of a divergence or capacity issue as a result of investment volume.

We understand slippage is an important factor and if not properly monitored, could decay profitability over the long run not only for our investors but also for us trading our own money too because severe slippage hinders our ability to rely on our TDS2 backtest results. You can be rest-assured that we will continue to monitor our trades actively and assess risk and divergence accordingly.

 

[oscar1974]

El VaR del Darwin (38,04%) no es muy elevado y por tanto existe mucho riesgo de que la cuenta sufra una caida importante ??
Gracias,

 

[jilldallionfund]

Hi @oscar1974

Thank you for your question. We believe our strategies are very well positioned to be in line with our own risk appetite.
Investors investing thru Darwinex will have their trades proportionated down to VAR at 6.5%. Investors through Darwinex can also leverage up to 3x if they choose to (Depending on their risk appetite).

One of the reasons why our VAR is higher is because we place lots of trades through many different currency pairings, (and not just target a few currency pairings). So there may be times where we have lots of opened positions at the same time. That being said, we do not use Grid or Martingale or any other gambling approaches to our trading. We also have stop losses in place so that none of our trades will be held over an extended period of time if market conditions do not become favorable.

We believe our complement of strategies de-risks and diversifies the overall portfolio. Hence, we believe this trading approach achieves good results for us and our investors in the long run.

 

[jilldallionfund]

Another successful month!

We continue to reinvest 90% of every dollar we earn from rebates and performance fees back into our systems. We are capped out in DarwinIA now. We have been staying true to our strategies and investment discipline. We thank current investors for staying with us, and we hope prospective investors to consider WNJ in their investment portfolio.

 

[xevivf]

¡Otro mes exitoso!

Continuamos reinvirtiendo el 90 % de cada dólar que ganamos con los reembolsos y las tarifas de rendimiento en nuestros sistemas. Estamos limitados en DarwinIA ahora. Nos hemos mantenido fieles a nuestras estrategias y disciplina de inversión. Agradecemos a los inversionistas actuales por quedarse con nosotros y esperamos que los posibles inversionistas consideren a WNJ en su cartera de inversiones.


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Buenas tardes, soy un nuevo inversionista en el Darwin WNJ...
¡La actuación de este año es espectacular!

¿Ha habido cambios en las estrategias con respeto al primer año? o las condiciones actuales del mercado benefician al darwin?

¿Cuál es el objetivo de rendimiento mensual que espera?

Muchas gracias

 

[jilldallionfund]

Hi @xevivf

We progressively optimize and re-tune our strategies to make sure they are still relevant in current market conditions. We believe our complement of strategies de-risks and diversifies the overall portfolio so that they perform in all types of market conditions.

As mentioned, we reinvest 90% of our earnings into our own account so that investors can be assured that our long-term goal and vision are aligned with them. We also actively manage capacity and divergence to make sure all investors' performances to be similar to our own.

In regards to monthly performance, the target is between 1-2% a month.

It is important to note that drawdowns are inevitable and they happen to all investments.
Our hope is that our investors will be patient when drawdowns do happen and trust the process.

Currently, WNJ is #1 on the Essentials list on Darwinex, and the last 3 months' data are as follows:

 

[xevivf]

Thank you very much for the answer!
Have you studied what could happen in the event of a market crash?
Are the strategies ready?
Do you have a backtest where a crash appears?

Thank you very much and we hope that the last 2 weeks of the year will be very positive

 

[jilldallionfund]

Hi @xevivf

Thank you again for your inquiry. If the market crash scenarios you are referring to are in the lines of global economic recession, global stagflation, stock market crash, bond market crash, etc., then WNJ's performance, in theory, has little correlation to such market crashes. Unlike stocks where there is an upside bias over a prolonged period of time, we believe the foreign currencies market goes sideways over a pro-long period of time. In all of the strategies we trade, we do not favor upside bias or downside bias in whatever CFD pairs we trade. We trade both long and short on all pairs with holding periods of less than a day in hope to fully capitalize on potential profits.

That is not to say our portfolio is immune to drawdown. Actually, we face a drawdown every day as we trade on average 170 trades per day. Based on our study, when there is a rapid change in volatility relative to our strategies' average trading window, our strategies tend to suffer losses. As mentioned in prior posts, we hope our investors will be patient during these times. We constantly monitor our strategies and we strive to maintain a balanced and well-diversified weight allocation towards strategies that perform well in a trending market and strategies that performs well in ranging markets.

Hope that answers your questions and concerns.