안녕하세요. 저희는 리솔루토 입니다.

리솔루토 팀은 고객분들께 다양한 트레이딩 전략을 제공합니다. 시시각각 변하는 시장 상황에 맞춰, 자신의 성향에 맞춰 전략들을 골라 사용하실 수 있습니다.

또한, 자신의 성향에 맞는 트레이딩 전략을 만드는 방법을 알려드립니다. 주도면밀한 트레이딩 전략 교육 과정을 통하여, 스스로의 시선으로 금융 시장을 분석할 수 있는 능력을 키워드립니다.

꾸준하고, 안정적인 수익률을 위하여 끊임없이 노력하겠습니다.

서울 오피스
서울 오피스 - 전화 상담 일정 예약하기 서울 오피스 이메일 - Seoul@risoluto 서울특별시 강남구 테헤란로2길 8, Suite 536
뉴욕 오피스
뉴욕 오피스 - 전화 상담 일정 예약하기 뉴욕 오피스 이메일 - NYC@risoluto 315 W 36th St. New York NY 10018

리솔루토 전략의 지표 수익률

리솔루토 지표 수익률을 투명하게 공개합니다. 수익률에 대한 추가 설명을 원하시면 언제든지 리솔루토에 문의해주세요. 친절하게 설명해드리겠습니다.

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비트코인 베타 전략 보고서

2018년 1월 $1,000 로 리솔루토의 베타 전략 매매시 현재 2019년 6월 기준 $2,016 이 되었습니다.

시장 수익률 및 베타 전략 잔고 변화

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$1,000로 2018년 베타 전략을 사용했을 때와, 2018년에 비트코인을 사서 보유했을 경우의 잔고 변화율을 비교한 자료입니다. 베타 전략의 수익률이 월등히 높다는 점과 하락세가 낮다는 점을 확인하실 수 있습니다.

 

알파 전략과 반대로, 베타 전략은 손절과 수익이 긴 전략으로, 추세가 발생했을 경우 끝까지 따라가 수익을 극대화할 수 있는 전략입니다. 작은 노이즈에 포지션을 정리하지 않으며, 확실히 추세가 끝났다고 알고리즘 상으로 판단될 때까지 포지션을 보유하고 있습니다. 비트코인에 적용했을 경우, 진입 횟수는 월평균 1회로 다소 적은 편이며, 포지션 평균 보유 기간은 12일 정도입니다.

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2015년부터 $1000 달러로 매매를 시작했을 때 전략에 대한 잔고 변화와 시장에 대한 잔고 변화를 나타낸 자료입니다. 시장이 하락할 때에는 잔고를 최대한 유지하는 모습을 보실 수 있습니다. 그러면서도, 시장 수익률과 거의 유사한 성과를 내고 있습니다.

700일 vs 1641일

보유 기간 비교 - 베타 전략을 이용했을 경우 비트코인을 4년 반 동안 700일 만 보유하고 있었습니다. 1641일을 보유하고 있었어야 하는 시장 수익률과 비교하여, 전략을 사용했을 때보다 2.34배 정도 효율적이었습니다.

-8% vs -83%

MDD 비교 - 비트코인은 2018년 하락장을 겪으며, 가격이 83% 나 하락하는 모습을 보여주었습니다. 베타 전략은 동일한 기간에 8%를 하락하며, 비트코인보다 10.38배 이상 자본 하락률을 방어하는 모습을 보여줍니다.

전체 월별 전략 수익률과 시장 수익률 비교

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평균 월별 시장 수익률은 9.08%이며, 평균 월별 전략 수익률은 9.51%입니다. 리솔루토 전략을 사용했을 때 평균 월 단위 수익률과, 시장 수익률이 비슷하다는 점을 볼 수 있습니다.

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수익을 낸 월에 대해서 시장 성과와 전략 성과를 비교해보았을 때, 시장의 수익률이 더 높습니다. 시장 성과의 경우 평균적으로 수익을 내는 월의 수익률은 24.26%이며, 전략 성과의 경우 평균적으로 수익을 내는 월의 수익률은 14.44%입니다.

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하지만 손실을 낸 월에 대해서 시장 성과와 전략 성과를 비교해 보았을 때, 전략 손실률이 월등히 낮다는 점을 확인할 수 있습니다. 특히, 전략 성과는 변동성이 커지는 구간에서도 손실률이 일정하게 유지되어 자본을 안전하게 지켜냈다는 점을 증명하였습니다.

 

시장 성과의 경우 평균적으로 손실을 내는 월의 손실률은 -13%이며, 전략 성과의 경우 평균적으로 손실을 내는 월의 손실률은 -3.30%입니다. 리솔루토 전략의 최우선 점은 고객분들이 수익을 안정성 있게 내시는 것입니다.

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좀 더 크게 베타 전략의 분기별 수익률을 보았을 때, 18 분기 중 6 분기를 손실을 내었습니다. 하지만, 시장 수익률은 7 분기를 손실을 내었다는 점과, 베타 전략 손실률이 월등히 낮다는 점을 보아, 시장 수익률 보다 안정성에 있어서 월등하다는 것을 볼 수 있습니다.

2019년 $1,000 로 시작했다면

리솔루토와 함께 2019년에 시작했었어도 6월까지 77%의 수익률을 내고 있었을 것입니다. 급등하는 시장 수익률을 완벽히 따라가지는 못했습니다. 하지만, 과거 4년간의 데이터에 따르면, 시장 사이클에 따라 시장 가격이 하락을 할 때 베타 전략은 수익률을 방어하여, 시간이 지나면 시장 수익률과 비슷하게 또는 시장 수익률 이상의 성과를 낼 것입니다.

비트코인 베타 수익률 잔고 변화

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