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Chase Monthly Fact Sheet: Jan 2021


January 2021 Monthly Update for the Capitalmind Chase Strategy

Returns Update

January 2021 turned out to be an interesting month, where we had a long trade which continued from last week of December’20 to mid of Jan’21. For Chase long trades matter more than short ones. A week of choppiness, which we expected after a longish trade and then market started cracking. The fall in the markets was largely hedged by the active futures component.

Chase Monthly Fact Sheet: Jan 2021

Overall Performance Summary since inception

Chase Monthly Fact Sheet: Jan 2021

Summary of this month’s activity

We closed 3 trades this month, 2 of which were long. Overall on the active component we captured 793 points.

Chase Monthly Fact Sheet: Jan 2021

Our biggest winners and losers

This month the biggest winner made 897 points on futures and the biggest loser lost -103 points. The YTD average size of winners stands at 474.5 and that of losers being -78.0

Chase Monthly Fact Sheet: Jan 2021

Note – Returns on the futures component includes slippages

Open Positions

We currently have an Open Long Position initiated on 1st of February at 14176

Relevant Reading:

Introducing the CM Chase Strategy

Chase December Factsheet

Other Portfolio Fact Sheets:

CM Momentum Jan 2021 Factsheet

CM Passive Portfolio Jan 2021 Factsheet

CM Longterm Multicap Jan 2021 Factsheet [Premium Access]

This article is for informational purposes. Like any strategy involving derivatives, there are risks involved. Premium members get regular actionable updates including stop losses on our slack forum. To know more, DM us on twitter @Capitalmind_in. For access to premium research, model portfolios and the vibrant member forum, you can subscribe to Capitalmind Premium here


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