[DARWIN] BVK by DelorenzoFund

[DeLorenzoFund]

Hello everybody! My name is Giuseppe. I've been on Darwinex for the past 5 months, I've been trading since 2019. I would like to introduce my strategies here and get your thoughts. Also get to know other traders and be part of the community! I've been trading the same setups for the past 2 years with great results, so I dediced to take the plunge on Darwinex and see where it leads. I've created a variation of four different strategies to hedge risk and diversify accross assets and timeframes.. Please let me know what you think! Thank you and I look forward to getting to know more experienced Darwinex traders! 🙂

My Darwinex username: DelorenzoFund
My Darwins: BVK, CQL,DXH, FZH
Link to Strategy
Link to Profile

 

[IlIlIlIlI]

Welcome to the T2W forum.

The majority of readers here might prefer the Darwin provider link below to get information about your Darwin

DARWIN BVK - Provided by DeLorenzoFund and managed by Darwinex

Meet DARWIN index BVK and add it your portfolio of liquid alpha from €/£/$ 200. Broker and asset manager regulated by the FCA (UK) and the CNMV (Spain).

www.darwinex.com

 

[DeLorenzoFund]

Welcome to the T2W forum.

The majority of readers here might prefer the Darwin provider link below to get information about your Darwin

DARWIN BVK - Provided by DeLorenzoFund and managed by Darwinex

Meet DARWIN index BVK and add it your portfolio of liquid alpha from €/£/$ 200. Broker and asset manager regulated by the FCA (UK) and the CNMV (Spain).

www.darwinex.com

Thank you for letting me know and posting the link!

 

[DeLorenzoFund]

Performance review of my strategies ( September)

 

[DeLorenzoFund]

All of my strategies on Darwinex since inception, totalling 215.000 Euros in DarwinIA allocations received. FZH has had a few rough months but I still believe in the potential of the strategy and I'm confident it will go on to outperform.

 

[DeLorenzoFund]

Strategies performance update:

Total DarwinIA allocations received: 245.000 Euros

DXH was able to capture the entire surge in the US Markets following the election of the new president. DXH was able to get a good entry on the pullback before the election. resulting in a 4% gain in over the last 4 trading days.

FZH is still in the process of recovering the drawdown experienced over the summer, but I'm confident in the strategy and given enough time it will reach new highs.

BVK is at the doorstep of reaching GOLD status in DarwinIA after a 19% return, a return to drawdown ratio of 2.0 and reaching 8 months track record on December 1st.

 

[DeLorenzoFund]

Strategies performance Update ( November)

Total DarwinIA allocations received: 295.000 Euros

BVK, CQL AND FZH reached a 8 month track record

November has been a great month for the strategies CQL ( 4.34% gain ) and DXH ( 5.48% gain )

I have a new strategy in the works on Darwinex, the strategy name is EXHedge, not sure what the Darwin ticker will be yet as the strategy is going through calibration.

I'm very excited to launch this strategy and work with it in the future. The strategy is very different from the other four strategies as it's focused on individual stocks as supposed to indices and forex, increasing the diversification of the overall portfolio while keeping the correlation to the broad market indices low.

I designed a rule based model that allows me to filter through and narrow down individual stocks from a list of 60 Large Cap US Stocks. Looking for low risk entries and managing the correlation amongst the different stocks. This watchlist will be updated every quarter to make sure the assets that are part of the watchlist are still relevant to the strategy. All trades will be employing a stop loss.

 

[DeLorenzoFund]

Some updates on the strategies, as mentioned above I've been working on a new strategy focused on individual stocks. I was originally going to create a fifth Darwin to go along the other strategies but considering the number of accounts that I'm managing both in Darwinex and my own personal accounts outside of Darwinex I've decided to consolidate some of the strategies, below are the changes that took effect at the beginning of the year.

BVK and DXH are now a merged strategy: BVK is focused on a trend following strategy with a core position in long term bonds as an hedge, while DXH is focused on a deep pullback strategy with value stocks as a core position. Those two strategies are now merged under BVK, as a result BVK will employ both tactics under the same Darwin while still controlling the risk and the overall exposure.

DXH is now focused on executing the fifth strategy that I mentioned, focused on individual stocks. I've updated the strategies description to avoid any confusion.

There won't be any impact in the overall performance as this is just a merge of two strategies under one Darwin, there is very little difference in VAR across the two strategies so the Risk Engine probably won't have to change the risk ratio.

 

[DeLorenzoFund]

I did a 1 year performance comparison of my Darwins versus some the top Darwins sorted by AUM.

BVK, CQL AND FZH Inception was in April 2024 and DXH in July 2024 so not quite a full year yet, but interesting way to benchmark against some of the top traders on Darwinex.

 

[DeLorenzoFund]

I wanted to update the benchmark Darwins after noticing that the Darwin LJV has been flat for a while and looks inactive. I looked at the updated top Darwins sorted by AUM and comparing them to my Darwins for the past 1Y performance.

So far BVK has the best performance of my Darwins, I will make a new comparison in April when most of my Darwins started trading and that way I can have a full 1 year picture.

For clarification, this picture represents only the last 1 year performance, all of those Darwins have long track records and amazing results, so I just want to be clear that I'm not trying to represent my performance as better or equal to theirs, those traders have been on the platform for years and have maintained great results over time.