ginzabike and his battlecats

June 29th, 2022, 04:46 AM

i traded commodities (mainly physical) for about a decade, did well. Then started my own hedge fund using a broadly trend following model and didn't do so well, mainly because we injected way too much discretion into the system and we didn't think thru it carefully.

since jul 2020 though, i've cleaned up the system and traded it starting with approximately 530k. as of end jun the NLV is 4.2 mil, so pretty good with a sortino of about 2.4. Not sure if I'm missing the big neg skew event but I'm doing my best on the risk mgmt front.

on twitter as ginzabike as well. I aim to update this fairly regularly (maybe once a week).

June 29th, 2022, 04:49 AM

MONTH/YEAR RETURNS
Jul-20 33.12%
Aug-20 35.62%
Sep-20 -21.08%
Oct-20 -40.63%
Nov-20 80.61%
Dec-20 17.51%
Jan-21 -18.79%
Feb-21 19.40%
Mar-21 -11.48%
Apr-21 38.78%
May-21 -5.69%
Jun-21 23.13%
Jul-21 15.10%
Aug-21 8.58%
Sep-21 -35.66%
Oct-21 48.06%
Nov-21 -6.62%
Dec-21 29.61%
Jan-22 17.68%
Feb-22 5.06%
Mar-22 63.77%
Apr-22 5.99%
May-22 -3.91%
Jun-22 11.04%

As of 29 JUN-22, the above are the monthly returns.

July 1st, 2022, 04:58 AM

End of month report JUN-22.
PNL: +415k (+11%).

All time high monthly close though pretty big drawdown from intra-month high. Did well in crypto, equities, fx, fixed inc, lost a whole bunch in pure commods.

ginzabike and his battlecats

Discussion in Trading Journals

ginzabike and his battlecats