Replies to post #47917 on A.I.M. Users Bulletin Board (AIMUSERS)

[JoeForkeyBolo]

I backtested the HIBL - Direxion Daily S&P 500 High Beta Bull 3X Shares ETF over the same period from inception to 6/30/25 using 50% starting equity. The results were improved over the previous test starting with 25% cash (as expected). Even using the drawdown curve strategy, the model ran out of cash three times, but near the bottom, so the Black Swan trading was effective at generating numerous trades until price recovered. I used 10% / 10% / 10% for AIM settings due to high volatility of the ETF.

25% Initial Equity
AIM Return: 371%
AIM CAGR: 31.8%
Ending Cash: 32%
Trades per Year: 17

50% Initial Equity
AIM Return: 417%
AIM CAGR: 33.8%
Ending Cash: 10%
Trades per Year: 16

Results summary table has been updated.

[RelStr]

I am new here, can you share the draw down curve strategy you use?

[Investor Will]

Thanks Joe for your continued help