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CM Strategy

Chase Monthly Fact Sheet: Oct 2020

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October 2020 Monthly Update for the Capitalmind Chase Strategy


Returns Update

October started on a positive note with the index touching 12k mark, of the uptrend the trend following system could capture close to 600 points, then came the whipsaws, taking us out of trades, leading to one of the longest losing streaks of the year. With losses kept in check, we managed to close the month positive.

Chase Monthly Fact Sheet: Oct 2020

Overall Performance Summary since inception

Chase Monthly Fact Sheet: Oct 2020

Summary of this month’s activity

We took 9 trades this month, 5 of which were long. We closed the month with 122 points.

Chase Monthly Fact Sheet: Oct 2020

Our biggest winners and losers

This month the biggest winner made 641 points on futures and biggest loser took 126 points away. The YTD average size of winners stands at 296.69 and that of losers being -66.05
Chase Monthly Fact Sheet: Oct 2020

Note – Returns on the futures component includes slippages as captured in the model portfolio.

Open Positions

We currently have an Open Short Position initiated on 28th of Oct’20 at 11,817

Relevant Reading:

Introducing the CM Chase Strategy

Capitalmind Chase Sep’20 Factsheet


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. Use coupon code WEEKEND15 to get 15% off regular price. Valid for this weekend.

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