Streamline Trading Blog

July 2024 Update

Written by Tako Paddenburg & Sjoerd Huitema | Aug 2, 2024 12:49:58 PM

July was a challenging month for Streamline Trading, with a net performance of -2.75% (+1.09% YTD), bringing our year-to-date return to +1.09%. This is the second month with a negative result, which is obviously disappointing, but loss periods are inevitable in our strategy. The current drawdown of 3.2% is within the expected margins. Our low correlation of 0.11 with the S&P 500 confirms the diversification benefits of our fund.

After a detailed analysis of our algorithms, we can confirm that they are all still performing within statistical expectations and that our strategy remains robust. This gives us confidence in the long-term success of the fund. We are grateful for the continued trust and support of our investors. We remain committed to delivering strong, uncorrelated returns.

Highlights of the month

  • 💹 Performance: our portfolio realized a net gain of -2.75% (+1.09% YTD) 
  • 📊 Monthly correlation streamline Trading vs. S&P 500: 0.11 since inception
  • ⚙️ Algorithm activity: 21 of our 25 active algorithms executed automated trades last month.
  • 🌎 Market engagement: our algorithms operated in 10 of the 12 financial markets.
  • 🔄 Trade volume: we completed a total of 199 automated trades last month.
  • 🛠️ Algorithm performance: all 25 algorithms functioned within their designed parameters and continue to be operational.
  • 🌐 Portfolio diversification: we maintained robust diversification with active trading across 12 different financial markets through our 25 algorithms.