2014 Quant Savvy Launch
Start Quant Savvy to give retail traders the opportunity to take advantage of algorithmic trading systems. We provide advanced technology to aid user trading decisions. Business growth solely based on the performance of our algo bots. We are confident but we have limited private capital – this will allow us to scale our company quickly.
We have no real connection to the unscrupulous financial world biased heavily on who you know. This would be our maiden venture into forging stronger relationships within this industry.
2016 Number 1 Algo System
First-quarter 2016 volatility advanced the Serenity Bot to outperform. Reached max scalability, we limit users else performance will deteriorate due to excessive slippage. Synergy Bot 12 system portfolio launch, essentially the same systems with some shifted to the more liquid ES market. Modified entry and exit execution imperceptibly so orders deviate from Serenity Bot.
We allow FCM/NFA licensed brokers to host some strategies in Oct 2015. In 2016 we are the number one performer for systems hosted via this broker.
2018 Volatility Explosion
Chimera performance in the first quarter +38.5% on a $20k initial account. Synergy & Serenity Bot face their first real drawdown in Feb, Mar 2018 ($8k per unit) with volatility exploding. Since inception with initial example $15k capital the net annual profits: $34k+ $21k + $2k – $8k = $49k, drawdown 11%.
Drawdown is anticipated with rising market prices and volatility spike. Even though Bots have performed exceptionally, a few users necessitate lower risk, we propose moving to the superior, lower risk Chimera 7 Bot system.
2015 Serenity Bot $34k Per Unit
This was a great year with performance $34k per contract achieved in 2015 on an initial $15k minimum account plan. Initial progress of adding users was slow but our integrity and honesty, as well as loyalty, pays off as more users are looking to enhance their traditional investment style of buy and hold.
We offer a 12 Bot Portfolio, hedged long and short, balanced and market neutral. User trade via their own VPS with full tech support provided by Quant Savvy.
2017 Chimera Bot Trading Live
Synergy Bot sluggish first quarter 2017 – market theme shifts to extreme low volatility and upward bias. Our portfolio is market-neutral. April 2017 – launch Chimera Bot seven system portfolio, this allows users with small accounts to trade with less risk.
Chimera trades live April and is offered to all users towards the end of 2017. Synergy Bot ends the year mildly profitable. Chimera outperforms 93% return on the initial $15k.
2020 Quant Savvy Future Goals
We have added a Crude Oil commodities system markets to the portfolio. We have replaced added and additional ES system which works well in trending market.
Chimera bot execution has been adjusted for all new users, the systems are the same but operate on different timeframes. Smaller user accounts will trade the newly created Micro Futures contracts.
2021 Alpha Equiavalence Bot
We have a new portfolio that encompasses many of the Chimera systems but allows them to trade across multiple markets: ES, YM and NQ. Our research shows trading more systems across different markets with smaller bets per trade improves longer-term monthly consistency.
The AE Bot also has a Position Sizing Bot which is a very important update. The Position Sizing Bot will automatically adjust your position size for each market traded so position size is balanced and updates relative to volatility and market price.
2023 Current Performance
The two portfolios currently trading are the Alpha Equivalence Bot and the older Chimera Bot, trading live since 2017. The AE Bot has struggled since the start of 2023 and is amid a drawdown. The AE Bot is well within historically tested performance boundaries. The drawdown has now been extended since the start of the year.
Historically, most portfolios resume strong performance after any sluggish period; the upturn in performance tends to be very sharp with a couple of months generating the majority of the gains.
Currently Offering Chimera Bot
We have resolved to offer the Chimera Bot to potential clients since May 2023, as it has outperformed the AE Bot. The Chimera Bot is more suited to this day-trading choppy market environment, whereas the AE Bot performs better with stronger trends, particularly strong down days. We will continue to monitor both portfolios, and we hope both end 2023 strongly.
We foresee the market theme to continue for an extended period of time. Hence, offering a portfolio more suited for day trading chop would be more prudent.
The Journey and New Ideas
Like every company, we will face obstacles and learn to overcome them.
Liquidity and scalability can impact performance – even trading liquid futures markets you can experience real liquidity concerns when trading above 250 contracts. We now have clear limits in place in total number of contracts that can be traded and number of users for each portfolio.
Live fills can vary widely using different brokers, see our software comparison post. Users trading Gain Capital accounts with Tradestation software running the systems experienced nearly $400 per contract negative variance per month in inadequate fills. We recommend users use either Tradestation or Interactive Brokers.
Users control their own position size and determine the level of risk. We are not a fund so regulations dictate we have zero control over contract/position size*. Some users take excessive risk early and then make lousy decisions during a mild drawdown. We’ve seen users trade 1 contract switch to 8 and then back to 1 again in the space of months. We aim to publish more newsletters, blogs and white papers to further educate users on correct position sizing.
Individuals can be irrational – even with strong performance*** generated in 2015 and 2016, a small minority of users were still unsatisfied with the performance. In 2016 we were the best performer at hosting broker, yet we had some users exit because one month was not as strong as the last. We now only take on individuals with reasonable long-term expectations and strong investment experience. Quant Savvy aims to form only long-term partnerships.
We have every confidence in our systems’ performance. Contact us now and one of our representatives will get in touch with you shortly to schedule a demo.