Total Returns
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| Sanie Fund | |
| S&P 500 |
Weekly Returns
Distribution of Weekly Returns, Split into .5% Intervals
| Sanie Fund | |
| S&P 500 |
How it Works
An original algorithm screens for assets with strong growth and ranks them according to their potential returns in the near future. Portfolios are intelligently generated on a weekly basis. Funds are allocated to the highest ranking assets, taking risk metrics into account. The algorithm rebalances the portfolio once a week before market open, ready to buy and sell securities on command.
Risk vs. Reward
α
.34
Annual return, compounding year over year
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β
.49
Amount of risk experienced relative to the S&P 500
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Statistical Significance
Assume:
μSanie - μS&P 500 = 0
Hypothesize:
μSanie - μS&P 500 > 0
Conduct:
Two-Sample t-Test for Difference in Means
With an effective p-value of 0.0003, we can be 99.97% confident that the Sanie Strategy outperforms the S&P 500 on a weekly basis. These findings are highly unlikely due to chance.
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