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nice!

do you have any explanation why those trading algorithms have had so great performance figures in the past but basically stayed flat (or negative) in 2023?

i've observed this at a few others like velvetai and whitecloud capital and it seems your models show the same ( e.g. https://grizzlybulls.com/models/vix-ta-macro-advanced )

also, are you planning on adding automatic trade copying?



One thing to note is that if you are looking at the premium model charts, the last 20 trades will be hidden if you don't have the appropriate access tier so you could be missing the last 6+ months depending on which model you are looking at. 2023 has actually been a strong year for most models. The first half of 2022 was quite poor as several of the models had a structurally hard time adjusting to the new bear market, high inflation and rapidly increasing interest rates.

On each model's summary table you can check the YTD performance, and note that most of the positive performance came from this year, with last year flat to slightly negative (which was still good compared to the market's abysmal performance last year). i.e. the model you linked above is up 28% this year.

Also, of importance to note is that every model has a varying live start date but also includes the backtest period in the chart. It's always wise to assume that models will underperform their backtests in live trading. However, our goal is to build models robust enough that they can underperform the backtest while still substantially outperforming the S&P 500 on both absolute and risk-adjusted basis.

Lastly, I'm not sure exactly what you mean by "automatic trade copying", but we do have a few Platinum members who've opted to use our managed account, whereby your IB account will be set up with the same trade execution software I use in production to automatically follow the VIX TA Macro MP Extreme model signal changes, implemented by a combination of ES and MES futures trades.


thanks for the explanation, will definitely check it out.

> I'm not sure exactly what you mean by "automatic trade copying"

both providers i mentioned provide integration with "trade copier" systems that automatically trade according to their signals in their customers accounts at various brokers.




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