StockPulse’s AI operates a fully automated (long/short equity) trading strategy since 2014. It is running out-of-sample and in a real market setup for more than 6 years for a large publishing house in Germany. They distribute the strategy to their clients under the brand AktienSensor Deutschland. As of mid-April 2020 the strategy had a staggering performance of 255 percent since inception. In 2020 the strategy outperformed its benchmark (the German DAX) with an almost incredible 44 percent (as of April 20th, 2020).
Sentiment conditions are evaluated on a weekly basis. If the sentiment patterns indicate strong signals, the applied AI algorithm selects those stocks with the highest probability to outperform the benchmark.
This years market crash due to COVID-19 did not affect the AI trading strategy. On the contrary, it was up almost 24 percent as of April 20. DAX and Eurostoxx 50 are down by over 20 percent and 23 percent in the same time.
Key stats of the strategy:
Volatility p.a.: 19.99%
Downside Volatility p.a.: 13.62%
Max Drawdown: 16.81%
Sharpe Ratio: 1.09
Sortino Ratio: 1.60
We are also operating a strategy based on similar rules for institutional investors.
Please contact us if you want to learn more.
Your StockPulse Team
Stockpulse: AI Long/Short Strategy with +24 Percent in 2020