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Incrementum is a hedge / retirement type of fund based on Forex. It's a portfolio of extremely robust strategies that are based on sound, timeless methods. It trades big moves, mostly for a fairly long periods of time. Its purpose is to change the financial future of those who have a very long-term time window of 15-25 years.
The timeless methods include trend following and mean reversals - the strategies are on purpose very simple for them to be valid over a longer period of time basically in any market conditions.
The current version of Incrementum is 1.4. The current version was implemented October 19th 2021. Incrementum gets updates & optimizations 1-2 times a year.
Incrementum has been backtested with very accurate backtesting methods, using 15-20 years of history. The simplicity of the strategies and the long backtest increase the likelihood for compounded, good profits beating any index fund and a lot of the hedge funds as well. We have also stress tested the strategy thoroughly with Monte Carlo simulation. The aim of this all is to give us the maximum possible likelihood for the strategy working for the next 20-50 years.
Here are the key data of Incrementum:
Trades certain select FX pairs and XAUUSD.
Earnings and risk based on the past 19 years of a quality backtest history: Average 33.5% Profit per year. 15/17 of the years have been profitable, 2/17 (note, these numbers beat any index fund by far) slightly negative (the worst year is 6.2% negative). Max. Drawdown in history: 27.3%.
Earnings and risk based on 90% certainty of 10 000 Monte Carlo simulations, simulating 18 consecutive losses in a row: Average 32.3% Profit per year. Max. Drawdown in history: 46.4%.
The goal of a Monte Carlo simulation is to stress test the robustness of the portfolio - it executes a series of thousands of simulations to bring to visibility the worst case scenarios and situations when most of the losing streaks happen simultaneously. This test proves that the correlations of the currency pairs and assets as well as trading strategies Incrementum trades are not strongly correlated to each other. This is one of the keys of the design of the portfolio.
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