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  • Shawn He

70%+ Gross Returns in 2023 for Statis Fund's Volatis Strategy

Updated: Jan 2

In 2023, Statis Fund's Volatis Strategy has been trading out-of-sample starting since December, 2022, and throughout 2023, the Volatis Strategy has seen strong performance throughout the year, reaching an impressive 70% returns across the year. This year we charged 0% in management and performance fees for our investors to show our appreciation for our early investors on Quantbase. We will go through the detailed performance for Volatis strategy quarter by quarter in this article. Please note that Q1 and Q2 data is out of sample simulated trade performance, and Q3 and Q4 is live trade performance with over 6 figures in managed assets.


2023 Volatis Strategy 1H out of sample live simulated performance achieves an impressive +32.49% against the market's S&P 500 return of 17.28%

2023 Volatis Strategy 2H live trading performance with over 6 figures USD managed, achieving an impressive 28.50% returns against the market's S&P 500 return of 8.04%

Throughout 2023, we saw markets largely rebound from 2022 throughout the first half of the year, consolidating in Q3, and resurging in Q4. The Volatis Strategy was effectively able to take advantage of the uptrends during Q1 and Q2 and capture accelerated gains over the market.


Statis Fund's 2023 Volatis Strategy performance in Q1 and Q2.
Q1 and Q2 captures accelerated gains over S&P 500's 17.28%.

These numbers are higher than our original 2023 1H report as the 1H report included a 5 bps slippage, which we found to be non-representative of real world performance. Our real world trade performance was significantly better than the utilized 5 bps slippage in forward and back testing data.


During Q3, we saw markets consolidate as investors lose confidence. This drawdown also hit our algorithm performance, as there is a lag period in responding to market reversals for the Volatis Strategy. This resulted in a -11.2% drawdown for the algorithm. However, this drawdown still attenuated slightly better against non-actively managed leveraged ETFs like TQQQ and SOXL which saw -11.8% and -23.9% drawdowns respectively during the same period.


Statis Fund's Volatis Strategy Q3 returns.

In the final quarter, we saw markets rebound, and the Volatis strategy quickly took advantage of this rebound and produced a 41%+ return during the end of Q4 which strongly outperformed the S&P 500's 11.7% returns.


Statis Fund Q4 Live Performance

Overall, this year's market conditions was taken advantage of favorably by the Volatis Strategy, strongly outperforming the markets significantly in three out of the four quarters evaluated. We see that there are market conditions that the strategy performs unfavorably in, but the tailwinds that accelerate the algorithm's performs quickly makes up for losses in upswings. We excited to see what the future holds for the Volatis Strategy and its investors. This year adds an additional strong year to the over 10 years of back testing data utilized to build this algorithm to be versatile enough to perform in most extreme of market conditions.


For further information, please contact Statis Fund at shawn@statisfund.com.



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