Personal tools

RVM Strategy

Trader: Ruud van Megen

Ruud is a successful trader since 1993.
More by Ruud van Megen.

Option system on the AEX-index, Dutch and American stocks
System Information and System Features (supplied by signal provider)

RVM Strategy works with quantitative calculations for the Dutch AEX-index and AEX Funds on a daily, weekly and monthly basis. The AEX-index was chosen because of Amsterdam as base for RVM Strategy. In the future it is likely the system will also begin trading The S&P 500, for clients all over the globe. 

The system is risk-based. The theoretical maximum risk is around 65 % on a yearly basis, so much lower than being fully invested in stocks; the theoretical risk would then be 100 % on a yearly basis.

This system does not work with futures, only optionpositions and occasionally stocks are considered.

How does the system function? 

Every month an algorithm calculates for the AEX-index an upward and downward price target. The system takes position on one of those targets usually. This is also true for a weekly calculation.

Positions at RVM Strategy can be in portfolio for a short or a long while. When price targets are reached, profit will be taken. This could take a long or a short while, therefore positions should be in principle taken for a long run.

The choice to work with a specific algorithm  is made on basis of a very long experience and statistical research. The monthly targets are a very reliable way to trade the market. 

 

TRADING INSTRUMENTS

AEX options, Dutch and American stocks

 

Ruud van Megen sends his followers a message when positions change.

 

System Performance

Net Profit € -2877.75 -24.67 %

System specifcations

Starting date

oktober 2012

Monthly subscription fee

€20,- per unit

Monthly subscription fee

€24,- per month

Required Capital

= 1 unit

€ 12.000,00

Rating/Risk

#Win/Lose Average profit / loss Profit factor

0.92

 

 

System Performance

Max. Drawdown € 8872.80 73.94 %
Largest profit € 1496.00 12.47 %
Largest Loss € 3041.40 25.34 %
Historical average return per month € -62.40 -0.52 %
Historical average return per year € -748.80 -6.24 %
Expected number of trades per year 164  

* Gegevens op basis van resultaten vanaf 13-10-13.
  Resultaten voor deze datum zijn niet meegenomen in de berekeningen.

Historical Data

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2012

2.12% 2.49% 1.73% 6.34%
2013 1.07% 0.93% 1.27% -3.47% 1.82% -9.24% 3.26% 2.17% 0.00% 2.18% 2.73% -1.98% 0.74%
2014 -2.20% 1.68% 2.02% 1.92% 2.67% 1.24% 2.15% 1.43% 1.80% -16.31% 1.83% -6.67% -8.44%
2015 1.20% 1.02% -3.80% 2.89% 2.76% 2.08% 1.45% 8.32% -1.68% 1.04% -1.88% 4.04% 17.44%
2016 1.61% -6.62% 1.57% 1.22% 3.37% 0.17% 3.00% 1.15% -3.85% 0.03% 1.06% 2.46% 5.17%
2017 -1.69% 0.96% -0.72% 1.76% -5.22% -3.54% -8.18% 2.80% 2.04% 3.34% 2.19% -0.96% -7.22%
2018 -2.19% -23.38% -19.02% -0.94% 3.88% -0.07% 3.02%

-38.7%

 

Document Actions

Systems

Meer artikelen van deze Trader

©2011-2018 Atopia