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Quantifiable Alpha

@QuantifiableA

Quantifiable Alpha: Exploiting market inefficiencies for quantifiable alpha. Crypto | Stocks | ETFs | Futures

Joined May 2025
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📈I have been a bit lazy posting my progress on my Post Earnings Announcement Drift model so I will have to come back to it. The short story is that I have created a portfolio with a Tactical Asset Allocation, MR & PEAD strategies which has just gone live at market open 🚀 Let's see how it performs live over the coming months.
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Further breakdown of Futures Trend
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 31
Where the returns and damage came from:
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Where the returns and damage came from:
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 31
Not the best month, could have been worse. Futures trend did the majority of the damage. It runs at a higher volatility to trade more markets. It is what it is.
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Not the best month, could have been worse. Futures trend did the majority of the damage. It runs at a higher volatility to trade more markets. It is what it is.
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Grains and rates account for 86% of the loss in Futures Trend.
Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 24
Where the returns came from - Futures Trend did me dirty!
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Where the returns came from - Futures Trend did me dirty!
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 24
The week started ok, and then I got belted in Thursday's session!
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The week started ok, and then I got belted in Thursday's session!
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Where the returns came from. Interesting to see PEAD positive as there were only long positions last week.
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 18
Bit of a dick punch type of week, nothing that hasn't happened before though!
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Bit of a dick punch type of week, nothing that hasn't happened before though!
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Where the returns came from
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 11
+2.23% for the week
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+2.23% for the week
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Things not to do this weekend if you are struggling to be profitable ...
Miles Deutscher (@milesdeutscher) profile pictureMiles Deutscher
@milesdeutscherOct 4
Cool weekend side project for traders who are bored: Build your own backtesting engine. Think: TradingView replay, but you're able to ask questions, query price data, etc. If you're struggling to build a profitable trading strategy, highly recommend.
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Where the returns (or losses) came from ... Breaking down Futures Trend further, grains and rates did the damage this week.
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 3
New high last week, back in drawdown this week! It is what it is.
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New high last week, back in drawdown this week! It is what it is.
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Where the returns came from
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableAOct 1
Things were looking good for September until this week ruined the party!
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Things were looking good for September until this week ruined the party!
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Great video @Robot_Wealth I am definitely guilty of this. I call them my vanity strategies as they make me feel smart even though it's not and neither am I! Don't build an AI stock picker if you like money! youtu.be/16vN9bRRGKY?si=KsKz… via @YouTube
Don't build an AI stock picker if you like money!

Don't build an AI stock picker if you like money!

A common failure point for solo traders is forgetting to treat thei...

youtube.com
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Here's where the returns came from:
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Quantifiable Alpha (@QuantifiableA) profile pictureQuantifiable Alpha
@QuantifiableASep 26
+2.63% for the week. Highlight for me was breaking the 6-month drawdown.
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+2.63% for the week. Highlight for me was breaking the 6-month drawdown.
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Finally out of drawdown after 6 months ... will probably back in DD tomorrow though! The joys of trading 🤪 The last big drop was a swift kick in the balls, but I am happy with how the portfolio has recovered.
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