13
Oct

OCM Zenith M Strategy (Inception – 13 October 2014)

OCM Zenith M Strategy

For more information please contact info@operacm.co.uk

 

PERFORMANCE SUMMARY

Last Month                                         +4.59%

Since Inception                                 22.72%

Annualized Return                          100.0%

Sharpe Ration                                    N/A

Best/Worst Month                          12.70%/-6.23%

 

STRATEGY INFO

Class                                                      Forex, equity

Name                                                    OCM Zenith M Strategy

Style                                                      Discretionary

Analysis                                                Technical/Fundamental

Weighted risk                                    0.5% per trade

Maximum negative volatility       15% of capital

Target yield                                        20%

 

DESCRIPTION

The discretional strategy can be described as “buy the dips” identifying primary trends and retracements through moving average analysis, price patterns and indicators’ divergences by analysing entry levels on a daily timeframe. The strategy undertakes intraday trades based on a daily view and optimized on an hourly chart.

Positions on a single instrument is often mediated or, more often, incremented at price levels predetermined at trade open. Average trade duration is three days.

Trades that are significant in size and are undertaken on an intraday basis are submitted with rigid stop loss and take profit levels.

Risk return ratio is slightly above 50%, however the discretional interface of the strategy allows, only in the case of profitable open trades, the amendment of such level to reach above the average level.

The strategy has shown to increase performance especially when volatility is directional and tends to be neutral/negative when volatility decreases or the market is lateral.

OCM Zenith M Strategy, thanks to a specifically developed risk management control system, does not trade during the 15 minutes preceding and following the release of major macroeconomic news (nfp, IFM, Zew, etc…).

20141013 OCM Zenith M Strategy Performance

 

 

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