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Strategy Overview


Seasonality M/W is a long only trading system which trades shares of highly liquid, blue-chip stocks that have seasonal influences.
The system holds each asset for ~5 months of each year and is fit for account sizes above $10,000.

Systematic Risk (Mid-)

Systematic risk is more evident on this strategy than some others. Since the holding time can be >1 month; traders can be exposed to severe market downdraws. However, systematic risk is not unique to this system and is a major consideration for all long term systems.
Seasonality M/W avoids this risk by having a very low exposure to the market; typically only trading 1/2 of the year.

Idiosyncratic risk (Mid)

The system does not come with an automated diversification system. Therefore, it is up to the user to deploy the system onto a basket of uncorrelated assets in order to reduce idiosyncratic risk. We do all the research for this and provide assistance in the premium trading room.

Overall Risk (Mid-)

Overall, this strategy is considered below average risk due to the low exposure and reduced downdraw as opposed to buy-and-hold. With further portfolio diversification, the strategy can be harnessed to compose a powerful portfolio timing and asset class rotation tool.