Solas A Series Portfolio

The Solas A Series Portfolio is a systematicly managed, multi strategy, multi sector, multi instrument portfolio construction. The A Series Portfolio trades both long and short with a view to giving broad diversification across several sectors using multiple systematic trading strategies across a large set of instruments including ETF’s, Forex and large cap Equities. The A series portfolio is targeting high level absolute returns with lower levels of down drawns.

The A (Algorithmic) Series Portfolio is designed for the very active Trader/Investor and ideally is implemented via an algorithmic solution from the Multichart Platform. The A Series can be manually traded into any electronic platform, on active days, position management takes around 30 minutes.  The A Series is an end of day trading model which rebalances at 8:30pm GMT. Trades are held for typically 2-7 days on the swing trading strategty and weeks to months on the trend following strategty.

Solas Track the peformance of the A Series portfolio with a Live $250,000 capital allocation

Multi Strategy

There are 2 core strategies within the A Series Portfolio.

 Trend Following 

  • This is a Trend Following strategy which generates buy and sell signals based on daily price action breaking out of statistically significant support and resistance levels. This strategy contains 14 Etf & 3 Forex instruments. The strategy has a somewhat long bias, but will selectively trade to the short side. The strategy adds to winning positions early in the development stages of a trend while holding the $ amount of risk in the trade at the same level as the initial entry point.

Swing Trading

  • This is a Mean Reversion strategy which generates buy and sell signals based on a pullback in daily price action in the direction on the dominant trend. This strategy contains 36 instruments made up of large cap stocks and etfs. The strategy trades both long and short.  The swing trading strategy scales into positions as a pull backs develop, and the position size is determined by a pre-defined total risk per trade which is always constant.

Multi Instrument

The portfolio comprises of multi instruments across all of the main sectors:

  • 17 instruments tracking the Solas Trend Finder model
  • 36 instruments tracking the Solas Swing Trading model

Model Portfolio Performance Assumptions

  • Initial Capital $100,000+
  • Risk per Trade 0.50% ($500 per trade)

This model portfolio is based off initial capital of $100,000 with a max risk per trade of 0.5% (i.e. $500). This risk level can and should be increased/decreased in line with your own risk profile.

Portfolio Details

Equity Curve

The following is a graphic of the Equity Curve performance on a trade close to trade close basis.
 The Green equity curve illustrates the net $ profit run-up across the portfolio time period
 The Red equity curve illustrates the $ drawdown amount across the portfolio time period
 

Portfolio Performance

The following Portfolio Performanceprovides a summary of the primary key performance ratios for the trading period. The summary gives you a breakdown of the long / short performance as well as the combined performance.

 

Trade Analysis

The following Trade Analysis gives you a breakdown of the number of trades and percentage profitable. From this the average performance per trade type is ascertained when combined with the performance summary details above.

Portfolio Instrument List

The following is a breakdown of the Portfolio Instrument List and the strategies employed
 
 
 
 

Performance by Instrument

The following outlines the key Individual Performance Data of the instrument
 
 
 
 

 

Disclosure
Trading Equities, Futures and Forex instruments involves substantial risk and may not be suitable for all investors. Past performance is not necessarily indicative of future results. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. The testimonial may not be representative of the experience of other clients and the testimonial is no guarantee of future performance or success.

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