• Rohit Katwal

Algorithm Portfolio - Performance from January - February 2022

Since January 2022, we have shifted all trading on to Algorithms. Since September 2021, we have faced some structural changes in the market due to which manual trading is not yielding good results. It may be attributed to fast-moving volatile market which causes delay. Options Adjustment trading has also undergone massive shift so it makes sense to follow simple strategies with good risk:reward ratio on Intraday Time Frame.


We have 5 individual algorithms running details of which can be found on:

https://www.katwalassetmanagement.com/algorithm-trading


Apart from that, these algorithms also run as a portfolio on a capital of 10 lakh which is called Portfolio Algorithms. Details of Portfolio Algorithms can be found on link:

https://www.katwalassetmanagement.com/algorithmportfolio


At the end of 2 months, this is the performance of our Portfolio Algorithm. January - (-2.73%) February - (+1.12%) Cummulative - (-1.61%) I must say my expectations were pretty high from the algorithm. Still not disappointed given the volatility.



What I failed to understand is that algorithms in backtesting were in profit from December 2020 - Dec 2021. Individual Algorithms are running since June July 2021 period, so I know they work properly. Like price charts, equity curves also follow stair case pattern.




Periods of up and down movement. If that can be survived then the only profit will come.




Once market starts to calm down and trend a little, algorithms will start to perform. Let us see how the coming months go.


FYI - This is how algorithms trade looked like on 3X Multiplier.




Rohit Katwal

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