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Mike Sullivan's avatar

Do you keep track of returns based on your investment positioning and if so would you share them?

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Prometheus Research's avatar

You can find YTD ETF Strategy here:

https://prometheusresearch.substack.com/p/the-observatory-81c?s=w

Additionally, you can find the full back-test here:

https://prometheusresearch.substack.com/p/etf-strategy?s=w

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Mike Sullivan's avatar

Very much appreciate the quick response. You chart returns vs S&P assuming 1.9X leverage. Does that mean if it was traded w/o leverage the return would be approximately 50% less than indicated?

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Prometheus Research's avatar

Yes, that’s correct. Our design is to create portfolios with elevated return/risk and minimum drawdowns and the leave the investor the choice of risk. The choice of leverage varies by investor, depending on the level of volatility they are comfortable with, along with the potential drawdown it brings.

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