Los Altos Hills Trading
Los Altos Hills Trading offers trading signal subscription with average return of 54.575% over the last 4 years.
Historical performance
| Year |
Return |
Max draw down |
Test Data |
| 2022 |
45.1% |
9.9% |
|
| 2021 |
36.8% |
4.7% |
|
| 2020 |
75.1% |
12.9% |
|
| 2019 |
61.3% |
4.4% |
|
Update 2024
The above test use year end 2023 sp 500 symbols, which has a advantage on the bullish side. We now dynamically sync sp 500 symbols every day.
Now we have around 20 different algorithms, the strategy in the above test is almost completely deleted.
We now use a complicated symbol replacement strategy also we limit max risk per trade to 2 percent of total portfolio.
The allocation strategy now in the newest test might be too complicated for you, you can just use fixed 10 positions strategy.
Due to secrecy, I cannot post the test data.
| Year |
Return |
Max draw down |
| 2023 |
78.4% |
5.7% |
| 2022 |
94.0% |
6.7% |
| 2021 |
39.4% |
3.6% |
| 2020 |
139.5% |
8.9% |
For now, we only trade s & p 500 stocks.
FAQ
Q: What's the subscription price?
A: 749$ per month.
Q: How are signals delivered?
A: To your registration email. We might offer websocket endpoint in the future.
Q: What does the signal look like?
A: Symbol XXX target_price XXX stop_price XXX current_price XXX time XXX cut in XXX days
Q: What is the position sizing stategy in your backtest?
A: The backtest uses a dynamic position sizing strategy, weight for each position: max(1 / (num_positions + 1) / 2, 1 / 12)
Q: Why don't you take short positions?
A: According to my backtest, with my strategy, taking short positions perform poorly except for 2022.
Q: Can I modify your target and stop price?
A: I don't recommend that because it is not tested.
Q: What does your signal has to do with Los Altos Hills?
A: This trading strategy and backtest framework started when I lived in los altos hills. And I love it.
Q: Should I worry about wash sale?
A: Only take care of it on January.