AlphaTide Momentum MAM
Investment Strategy
Momentum-breakout strategy on G10 FX majors with volatility-targeted position sizing. Max 2% risk per trade, hard daily stop at 3%.
CEO & Strategy Manager
Lukas spent a decade at a Tier-1 Swiss bank's FX flow desk before founding AlphaTide in 2020.
Return Report
| Period | Best | Average | Median | Worst | Last | Winning % |
|---|---|---|---|---|---|---|
| 1M | +8.14% | +1.37% | +1.31% | -3.99% | +5.35% | 66.67% |
| 3M | +18.46% | +4.03% | +3.17% | -4.40% | +9.04% | 76.47% |
| 6M | +32.17% | +8.46% | +7.58% | -3.90% | +11.18% | 80.65% |
| 1Y | +42.19% | +17.86% | +14.20% | +5.30% | +42.19% | 100.00% |
| 3Y | +61.18% | +61.18% | +61.18% | +61.18% | +61.18% | 100.00% |
| All | +8.14% | +1.37% | +1.32% | -3.99% | +5.35% | 66.67% |
Best / Average / Median / Worst describe rolling-window returns for the period length (e.g., all 3-month windows for "3M"). For the All row, figures describe the distribution of individual monthly returns - total compounded return is shown in the "Total Return" stat below.
Cumulative Monthly Returns
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +1.2 | +1.1 | +1.2 | -4.0 | +3.5 | -2.7 | -0.5 | -1.2 | +1.7 | +1.3 | +0.7 | +3.0 | 5.30% |
| 2023 | +2.6 | +2.3 | +3.2 | -2.6 | -1.0 | +4.0 | +4.0 | -1.7 | +1.3 | -3.9 | -0.2 | -0.4 | 7.65% |
| 2024 | +0.9 | +8.1 | +3.8 | +5.6 | +5.6 | +1.3 | +4.3 | -3.5 | +1.4 | +3.5 | -0.0 | +5.3 | 42.19% |
Return Statistics
Risk Statistics
Drawdown Report
| # | Depth | Length | Start | End |
|---|---|---|---|---|
| 1 | -4.90% | 8 mo | 2022-04 | 2022-12 |
| 2 | -3.57% | 2 mo | 2023-04 | 2023-06 |
| 3 | -4.75% | 6 mo | 2023-08 | 2024-02 |
| 4 | -3.55% | 2 mo | 2024-08 | 2024-10 |
| 5 | -0.02% | 1 mo | 2024-11 | 2024-12 |
Distribution of Monthly Returns
General Information
Risk Warning
Trading financial instruments carries substantial risk and is not suitable for every investor. Past performance is not indicative of future results. Figures on this tearsheet are provided by the fund manager and have not been independently audited. You should carefully consider your investment objectives, level of experience, and risk appetite before investing.
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