Backtesting assesses the viability of a trading strategy or pricing model by discovering how it would play out using historical data.  We analysed our strategy using the last 5 years stock price movements of the stock components that make up the Trillium Capital Index Fund.  We look at the daily open and close price of each individual stock. Using this data we can see when our buy and sell parameters are triggered, which in turn gives us what the returns would have been had we tradted the strategy. 

PERFORMANCE

The chart below compares the 5 year back test  backtest of the  Trillium Capital Index Fund strategy to the performance of the  S&P 500 and the NASDAQ.

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* Past performance is not necessarily a guide to future performance.  The value of your investment may go down as well as up.

 

 

The above chart is based on back testing our trading strategy algorithm.  Back testing assess the viability of a trading strategy or pricing model by discovering how it would play out using historical data.  We analysed our strategy using the last 5 years stock price movements of the stock components that make up the Trillium Capital Index Fund. We look at the daily open and close price of each individual stock.  Using this data, we can see when our buy and sell parameters are triggered, which in turn gives us what the returns would have been had we traded the strategy.  Past performance is not a reliable indicator of future results and should not be the sole factor of consideration when selecting a product or strategy.  Share Class and Benchmark performance displayed in USD; hedged fund benchmark performance is displayed in USD. Performance is shown on a Net Asset Value (NAV) basis, with gross income reinvested where applicable.  Performance data is based on the net asset value (NAV) of the ETF which may not be the same as the market price of the ETF. Individual shareholders may realize returns that are different to the NAV performance. The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation.

 

 

Methodology

Our primary trading strategy is Swing Trading.

This involves buying a stock to capture gains over a short to medium term time period which can range from a few days to several weeks.  Swing traders take advantage of the price momentum of a stock.

The fund is a basket of 50+ of the most actively traded U.S. company stocks listed on the Nasdaq stock exchange. Several of them are also listed on the Dow Jones 30 and the S&P 500.  The companies are from various industries including technology, health care, industrials, and many others.

We have developed a unique set of technical analysis parameters that we apply to this list to find trading opportunities.   Our parameters include looking at the daily charts and have defined buy, sell, and trigger signals.  Many of the stocks we hold pay dividends which we see as an added bonus to our returns.

We have developed a unique trading algorithm.  It is a Rule based algorithm as opposed to a Model based one. We set the trading parameters and the algorithm uses these to select and execute the trades on a daily basis.  We selected these specific parameters based on our shared trading experience.  Our strategy has been back tested extensively and this has confirmed that it is a profitable one.

 

 

MEET THE TRILLIUM TEAM

Our past Hedge Fund trading experience and expertise will help build YOUR better future

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