General Features

  1. It operates in the Nasdaq 100 Futures market.
  2. We use the MICRO Nasdaq contract.
  3. It works in the market 24 hours a day (GLOBEX). This coverage is necessary to protect the investment at all times.
  4. The graphic support uses 2-minute intraday for the formation of the bars.
  5. The technological support is provided by the professional Visual Chart program.

Technical Data

  1. The market studies cover a period of 27 years (since January 1, 1997).
  2. The data collected has had the highest quality standards recommended in the sector: “blind” simulation, that is, the algorithms do not know the “future” evolution of the market; sufficiently significant number of businesses (just over 2000 businesses analyzed); attention to the maximum series of losses.
  3. The strategy takes into account the principle of “simplicity”, that is, it uses only TWO parameters in its search structure with the intention of avoiding distorting couplings with reality.
  4. At all times the position is protected by a protective stop using a special technology called “LIFE new” developed by our team. It acts in an “intelligent” way depending on the market situation throughout the trading day.
  5. The model works ONLY in an UPWARD direction. In this way we take advantage of the significant upward bias of the Nasdaq index (13% annually) due to the “fractal” properties of market movements.
  6. The strategy mainly uses “genetic algorithms” as the technology for searching for optimal solutions.

Average results

  1. Annualized profit: 12.5%.
  2. Maximum loss series in 27 years: -17.3% (recovered in the following 6-9 months)
  3. Standard loss series: 9.5%
  4. Sharpe Ratio: 1.1
  5. The strategy can be used with a leverage of x3:
  6. Annualized profit: 37.5%
  7. Used with extreme leverage (APL = 5):
  8. Annualized profit: 62.5%

External audit carried out by the Darwinex Stock Exchange Company

  1. The fund operates under the legal umbrella of the Darwinex Stock Exchange Company.
  2. Darwinex audits and publishes the results of the fund on a daily basis.
  3. Investments in the fund are made through the Company.
  4. More than 8,000 investable funds operate in Darwinex.
  5. In the last two years, our results place us in a percentile slightly above 98.
  6. Specifically, at the end of August we were in 103rd place among the best investable funds.
  7. The investment is protected by the FOGAIN and regulated by the CNMV up to 100% for amounts up to €100,000 and up to £1m by the FCA.
  8. Consequently, the investor ONLY assumes the management risk that corresponds to the result of the technology used by the management team.
Darwin LKI
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