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    I am considering using Logical, but cannot find any reviews of current or past clients, any suggestions?
    Thanks for any input.

    Mark Vincent

    Hello Martyfreed,

    I have been using LI for over a year and it works. Risk parity models have worked for the last 20 plus years will it work going forward time will tell. Also read about in history when they don’t work. This will give you a basic understanding of LI. Follow some of the models in a simulated account I don’t know your risk profile but if you study the models on the LI website you should be able to pick one that suits your risk profile. If you are an advanced trader then download QT software and after a couple of months you will have a good understanding of LI and QT. The forum has lots of great advice so if you have time read through it and most of your questions will be answered. If you are are stuck or have questions post them and someone will answer them.



    You best bet is to spend some time reading through our forum which goes back to 2014. We have kept it open and uncensored so you can read the good and the bad. You can also build an understanding of our pov, get a feel of who we are and whether our service can add value to your own investment decisions.


    Even if you subscribe to stock picking services, the hedging you get with Quant Trader really improves your odds. If the market is in a nosedive, NOTHING works very well as money is pulled out of all assets.


    Can someone answer the difference between say Dow 30 Strategy results and the worse results under the “Historical allocations and performance of Dow 30 Strategy are available here.”? Several systems have a link in small letters at the bottom to much worse results and its not clear the relationship between the “good” system results and the “historical” results.


    Dear Zeke,
    We update our strategies every few years depending on the markets. Our last update was on July 2022. When we do, we change strategy parameters and we re-backtest the whole history. Usually the backtested results are better as we change parameters to compensate for things that have already happened. A good example is TLT and the bond markets. As we adapt strategies to rely less on TLT, we create strategies that would have behaved better in the past and that we hope will behave better in the future.

    For example by adding TIPS to our hedge strategy, we make it more robust to an inflationary environments. We don’t force TIPS, we just add it to choices the algo can make. When we re-backtest the algo obviously picks TIPS more often and creates a different equity than the actual one, when TIPS was not a choice. 

    I hope this explanation helps.

    Our strategies come from QuantTrader. You can see the change log here:



    I really like some of Logical Invest’s strategies, such as “Max Drawdown Less Than 10%”, or the “Nasdaq 100”. So, I am seriously considering subscribing.

    However, I can’t really see when the backtests end, and where out-of-sample begins for the various strategies. It would be very useful to be able to compare. I for one think that it’s rather easy to construct a good backtesting algorithm, but that most fall apart after a few years of being battlefield-tested.

    Thank you,

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