Model Portfolios

At this time, we have one portfolio to share. We will add more to recognize a variety of needs, including capital limitations, volatility preference, etc. 

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Combined Portfolio of Strategies

Visit slack channel for individual strategy commentary.

This portfolio is a diversified model that combines our top strategies and sizes them to achieve a higher risk-adjusted returns.

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The above multiplies (e.g. x2) indicate how many times to multiply the original model trade to get to the metrics shown on this page. 

If you have any questions or need further clarification, please send a message in the slack channel.

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History *

For information and education purposes. Not a recommendation. Returns are based on an estimated $89,000 total account allocation to trade all strategies in the market. The graph above is automatically updated when each trade is closed out.

Overview

The FTB1 trading strategy is a blend of a diverse group of strategies which aim to provide superior risk adjusted returns using multiple markets and trading methods.  Within this blend are the ACV, RVS, SSJ and SSK strategies sized to minimize account drawdowns while preserving excellent returns.  Strategies provide market neutral income whil respecting the underlying momentum, market neutral income while providing defined risk control. The strategies use options on Crude Oil futures (CL), Gold Futures (GC),  S&P 500 (SPX), Russell 2000 (RUT) and the S&P 500 VIX S/T Futures ETN (symbol VXX), Gold ETF (GLD), and Long Term Treasury Bonds (TLT).

* Please note that all trades are computer simulated. We have done our best to estimate market factors such as commissions and liquidity, however all computer simulations and even historic live trading cannot fully account for variations in commission rates, liquidity issues, and slippage. Please review other important disclosures.

Statistics

0 %
Annual Return on Allocation
0 %
Annual Ret/Margin
7 %
Max Drawdown
0
aRet/MDD
0 %
Win Rate
$ 100
Nominal Account Allocation
100
Trades in History
100
Average Days Held

How The Strategy Works

  • Defined risk on every trade. There are no naked options, no short futures, or any other form of unlimited risk type of trades.
  • Momentum priority. The dominant trend and momentum of the market is always respected so that we can benefit from long lasting trends and avoid being on the wrong side of market crashes.
  • Income over home runs. We opt to see income from positive Theta rather than catching giant returns from long premium. This allows for far more consistent returns while giving up only a small amount of long term upside. 

Strategy Team

Garrett Drummond

Funded trader in the Falde Trading incubator program and designer of the ACV strategy.

Bruce Bitner

Funded trader in the Falde Trading incubator program and designer of the SSJ and SSK strategies.

Chris Gursansky

Independent options trader, member of Falde Pro Trading group, and designer of the RVS strategy.

Andrew Falde

Adviser and manager for prop firm, fund, and individual clients. Founder of Falde Capital Management and Falde Trading.