Author

Topic: This strategy beat HODL by +67% (Read 130 times)

member
Activity: 276
Merit: 48
December 16, 2020, 09:44:10 PM
#5
Not sure how the comparison / calculation is clearly done (offsetting holding and trading fees from performance results).

Shrimpy discuss results over a 1 year period (dec 2019 - dec 2020):



However, during the same period, holding:

- BTC: +195% (19-6.5)/6.5
- ETH: +500% (600-100)/100
- XRP: +205% (0.67 - 0.22)/0.22
- LTC: +200% (80-40)/40

Conclusion: Seems more profitable holding any of them without rebalancing.


Thank you for sharing! The first row that is included in this image is the "hold" strategy. That means if you held the same portfolio, it would be worth less money. Although individual assets might have performed better, it's unrealistic to always pick the 1 very best asset and hold. For that reason, most people have a portfolio of assets. This study shows that historically, holding a portfolio of assets has performed worse than rebalancing a portfolio.

Let me know if you have any questions!
member
Activity: 87
Merit: 19
December 15, 2020, 11:47:21 AM
#4
Not sure how the comparison / calculation is clearly done (offsetting holding and trading fees from performance results).

Shrimpy discuss results over a 1 year period (dec 2019 - dec 2020):



However, during the same period, holding:

- BTC: +195% (19-6.5)/6.5
- ETH: +500% (600-100)/100
- XRP: +205% (0.67 - 0.22)/0.22
- LTC: +200% (80-40)/40

Conclusion: Seems more profitable holding any of them without rebalancing.
copper member
Activity: 98
Merit: 0
December 15, 2020, 09:41:39 AM
#3
Hey, this is amazing. I really though of doing the same once but I got busy and didn't try this. Well, I am reconsidering it now.
legendary
Activity: 2282
Merit: 1344
Buy/Sell crypto at BestChange
December 14, 2020, 09:40:06 PM
#2
Wow. I am amazed about this strategy, seems very useful for every traders especially for those who are struggling.
This strategy is kinda time consuming, I advice for those people who want to try this strategy, they must be serious and keep in mind that it will help our trading life with it. This is good practice to aim a good and healthy portfolio.
member
Activity: 276
Merit: 48
December 14, 2020, 09:11:35 PM
#1
Hi Everyone!

I've been running a study with over 33,000 backtests to identify the best rebalancing strategy. I wanted to share the results with everyone here to get some feedback.

Here are the backtest results.

Has anyone here tried these strategies before? I would love to hear how they performed for you!

Looking forward to chatting with everyone.
Jump to: