Algorithm Performance

Two turnkey portfolio offerings - leveraged & unleveraged

- 01. Orion MM-L

Our core program is the Orion Multi Model – Leveraged portfolio. A diversified group of algorithms are carefully designed to work together to reduce risk under all market regimes. Account minimum is $100,000.

- 02. Orion MM-U

The Orion Multi Model – Unleveraged portfolio is modified slightly to produce outstanding risk-adjusted returns in an unleveraged portfolio. It is suitable for retirement / superannuation accounts. Account minimum is $100,000.

For a detailed overview - select the program of interest:
Orion - Leveraged
Orion - Unleveraged

Our Core Program - The Orion Multi Model - Leveraged (Net of Fees)

Compound Annual Return Max Historic Draw-Down Profit Factor Winning Trades Profitable Months Sharpe Ratio Average Exposure
31.5% 8.8% 1.52 67% 82% 3.4 45%
Overview of the Program
Hypothetical Monthly Percentage Returns*

*After the deduction of quarterly Quant Alpha licensing fees (all results on this page are net of all fees).

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec TOTAL
2004 8.20% 5.80% -2.20% -3.90% 0.30% 3.20% 9.40% 4.50% 0.40% 6.30% 9.30% 1.00% 50.00%
2005 3.20% 2.50% 4.00% 2.20% 2.30% 2.00% 4.90% 3.70% 0.20% 3.70% 1.30% 2.10% 36.90%
2006 3.70% -1.70% 5.80% 5.20% 0.30% -1.20% 3.80% 3.30% 1.40% 2.10% 1.00% 4.30% 31.60%
2007 5.60% 0.80% -0.50% -0.30% 0.00% 2.30% 3.00% 7.10% -0.70% 3.90% 5.40% 2.60% 32.90%
2008 5.40% 3.10% 2.70% 3.90% 5.10% 1.80% 10.60% 8.90% 6.50% -0.40% 2.60% 7.50% 74.70%
2009 6.30% 8.30% 2.40% 11.80% 13.00% 1.50% 0.30% 3.80% 2.20% -0.20% 3.40% 2.80% 70.60%
2010 1.40% 4.40% 0.50% 4.70% 1.50% -1.70% 3.40% 2.60% 0.20% 5.90% 3.70% 0.30% 29.90%
2011 4.10% 1.20% 7.30% 4.40% 7.60% -2.10% 3.20% 1.20% 2.50% 2.00% 3.60% 0.30% 41.20%
2012 3.30% 2.20% 1.00% 1.50% 1.80% 1.80% 4.40% 3.80% 0.50% 7.70% 5.00% -2.20% 35.20%
2013 0.70% 3.00% 2.90% 4.50% 2.90% 1.20% 2.30% 3.90% -1.10% 6.50% 1.70% -0.10% 32.00%
2014 3.60% -1.70% 6.80% -1.70% 2.30% 1.20% 1.60% 1.20% 2.50% -1.50% 2.80% 3.50% 22.10%
2015 2.00% 2.70% 2.80% 1.90% 6.50% -2.20% 1.60% -0.80% 0.90% 1.60% 1.30% -3.40% 15.40%
2016 3.50% 2.10% 6.70% 1.90% 6.30% -1.90% 2.00% 1.40% 2.50% 2.50% 3.10% 0.20% 34.20%
2017 2.10% 3.20% 2.10% 4.60% -4.90% 4.70% 3.60% 2.70% 0.90% 5.80% 5.70% 1.90% 37.00%
2018 0.60% 7.90% -1.70% 5.80% 1.40% -1.30% 1.00% 1.20% 7.70% 0.20% 2.00% 0.10% 27.00%
2019 -0.90% 2.10% 4.10% 2.20% 2.70% 1.70% 0.50% 0.70% -1.20% 2.30% -3.50% 2.90% 14.20%
2020 2.19% -0.80% 6.76% 1.03% 5.67% 6.59% 4.80% 2.42% 8.95% -1.10% 3.25% 47.09%

*Results from Jan 2020 are actual, as recorded in our own account (after the quarterly deduction of fees).

Hypothetical Equity Curve 2004 - 2019
About The Results On This Page

It’s really important to read the disclaimers in conjunction with the information on this page where we highlight the limitations of reviewing hypothetical back-tested results. Back-tests can be overly optimistic, or a selection of the ‘best of many’ outcomes. They can also be ‘curve fit’ to the relevant time frame and have no ‘predictive’ power whatsoever. We are happy to discuss how we seek to avoid these common pitfalls with the generation of very conservative, yet realistic back-tests. Our models are very robust & the back-tests serve as excellent indications of what we expect a model to do (over time), & a benchmark to compare with live returns.  Fees, commissions and expected slippage are included.

We are more than happy to get into the detail of our models and assist you with your due diligence, just reach out.

01

Assumptions

Take a good look at the rest of the site to get comfortable with how we build our algos and why we believe in the value of our backtests. We are not without live performance history and real-world experience, quite the contrary.

02

Track Record

The track record (third party recorded) of our live performance is available to serious customers. We update the performance tables on this page with the live performance on our own accounts as it comes in.

03

Commissions & Fees

Commissions, fees and slippage are all accounted for in our back-tests.

Further models are in development & these will be added to the portfolio over time to further diversify returns & reduce risk.

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