[DARWIN] WNJ by JillDallionFund

[morehastelessspeed]

My own personal view: I decide rationally based on past performace, and recent performance is updated information on the same. Communications by managers can be revealing of their character and therefore useful for me to make an irrational, intuitive decision. I sometimes listen to my intuition and sometimes I don't, and in either case I sometimes regret it.

 

[xevivf]

Good afternoon, can we have an assessment of the darwin from January to today?
thanks

 

[jilldallionfund]

Hi and thank you for your continued support.

We had a bit of a drawdown period starting the year, but we have since recovered and optimistically looking forward. Apologies for the late reply as our approach to trading has not changed.

Drawdown periods are unavoidable. We had been monitoring our performance daily. The drawdown we experienced this year is within our expectation and our risk management modeling. At a high level summary, 67% of our strategies had generated more than 0.6 pip expectancy in the last 12 rolling months. Only a few systems had experienced a deviation from its historical parameters by a couple of sigmas which we had made the decision to pause since early May. These systems form a very small part of our portfolio. We will continue to monitor and assess our strategies accordingly, and also pivot and react to volatile market news in an appropriate manner which may include events such as surprise interest rate decisions, non-farm payroll, and other world economics factors.

 

[xevivf]

Hi and thank you for your continued support.

We had a bit of a drawdown period starting the year, but we have since recovered and optimistically looking forward. Apologies for the late reply as our approach to trading has not changed.

Drawdown periods are unavoidable. We had been monitoring our performance daily. The drawdown we experienced this year is within our expectation and our risk management modeling. At a high level summary, 67% of our strategies had generated more than 0.6 pip expectancy in the last 12 rolling months. Only a few systems had experienced a deviation from its historical parameters by a couple of sigmas which we had made the decision to pause since early May. These systems form a very small part of our portfolio. We will continue to monitor and assess our strategies accordingly, and also pivot and react to volatile market news in an appropriate manner which may include events such as surprise interest rate decisions, non-farm payroll, and other world economics factors.

Thank you very much! Nice weekend