Investment Performance – YTD Logical Invest Helping Investors Win the Battle

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The markets have been choppy, investment performance generally also.  It is rough out there . . . currency wars and central bank interventions continue, while global growth is questioned.

Investment Performance

We are proud to work hard to help investors win the battle.   Our strategies continue to outperform with lower risk.   YTD through Jan 22, an equal weight blend of all of our strategies  performance is up +3.6%.

Thanks for your support! Here our Investment Performance

Logical-Invest Strategy Investment Performance

Read more about what our best performing strategy, the Bond Rotation Strategy does:

Our high yield Bond Rotation Strategy is one of our core investment strategies. The strategy invests on a monthly basis in two of four different bonds. This is the perfect strategy if you are looking for a safe long term investment and if you want to sleep well even during turbulent financial markets. The extremely low volatility (risk) of this strategy is only 7.9% which is about 3-4x less than the S&P500 volatility.

The 4 Bonds are:

  • CWB – SPDR Barclays Convertible Bond
  • JNK: SPDR Barcap High-Yield Junk Bond (4-7yr)
  • PCY: PowerShares Emerging Mkts Bond (7-9yr)
  • TLT: iShares Barclays Long-Term Trsry (15-18yr)

The strategy is a very conservative approach to maximize your portfolio return and on the same time minimize the risk of losses. During the 2008 financial crisis the S&P500 lost more than 50%. This strategy ended the year 2008 even with a solid gain of 10% compared to a loss of -36.8% for a S&P500 investment. The reward to risk ratio (Sharpe Ratio) of this Strategy is 1.58 compared to 0.27 for a S&P500 investment. Since 2008 you made 3x more money with this strategy compared to an average S&P500 investment and this with much less risk.


2017-10-02T20:00:00+00:00By |11 Comments

About the Author:

Vangelis has a B.A. in Economics from Cornell University and an M.F.A. in Film producing/financing from the University of Southern California. After the 2008 crisis he devoted his time to researching, trading and blogging about quantitative strategies. He has built, run and tested literally thousands of trading systems using Matlab, Python, C#, QuantShare and Amibroker. His "Sanz Prophet" quantitative blog has been part of the "Whole Street" quant blog aggregator since inception. Vangelis is series 65 certified.


  1. edward keenan 01/22/2015 at 11:15 pm

    SPY YTD 2015 is up 1.49% thru 1/22 not.3%

  2. Alexander Horn 01/23/2015 at 12:56 am

    Ed, the 0.3% refers to Year-to-Date 2015, not Jan 22. SPY close Jan 22 (206.1) versus Dec 31 (205.5). You are right that todays gain was 1.49% (another incredible swing of +/- 1%)

  3. STEPHEN 01/23/2015 at 10:36 am

    Using my allocation of three strategies (5 positions) : YTD = 4.1%, Sharpe 7.24, 9.5% volatility, 0% draw-down from start, -.72% max draw-down.

    Very happy so far! If only could maintain for the year :>)

    • edward keenan 01/23/2015 at 1:52 pm

      Hi Stephen, Do you use stops in your Logical Invest strategies ? Thanks

      • STEPHEN 01/23/2015 at 2:20 pm

        No stops. It seems to me that using stops defeats the purpose of hedging.

  4. Peter 01/23/2015 at 11:21 am

    Hi Stephen

    What strategies did you choose?

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