Here are the results for June, for optimizations that have at least 1 month of unseen/out of sample/live market data. Robust/chosen optimizations for the next month (July) has been updated in the “for newcomers” chat. The choice is based on past months performance (trust factor). This month was looking great from the start and delivered decent profits. This month crypto had nice trending moves and as most of our optimizations are trend following, the optimizations were able to capitalize on these moves. This is the first month where all of the robust optimizations had fees included. Therefore the 12% gain for robust optimizations is very close to what we can achieve in reality. As always keep in mind that past performance does not guarantee future results. Always make sure your risk is in control otherwise you will blow up your account.
