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

이더리움 알파 보고서

리솔루토 전략의 지표 수익률

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

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이더리움 알파 전략 보고서

2018년 1월 $1,000 로 리솔루토의 알파 전략 매매시 현재 2019년 6월 기준 $3,380 이 되었습니다.

시장 수익률 및 알파 전략 잔고 변화

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

 

리솔루토의 알파 전략은 손절이 짧은 전략으로, 작은 가격 모멘텀을 이용하여 포지션 진입과 정리를 빠르게 반복하는 전략입니다. 이더리움에 적용했을 경우, 진입 횟수는 월평균 2.5회로 다소 많은 편이며, 평균 보유 기간은 4일로 짧은 편입니다.

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2016년 5월부터 $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 수익률보다 월등히 높은 성과를 보이고 있습니다.

368일 vs 1133일

보유 기간 비교 - 알파 전략을 이용했을 경우 이더리움을 3년 동안 368일 만 보유하고 있었습니다. 1133일을 보유하고 있었어야 하는 시장 수익률과 비교하여, 전략을 사용했을 때보다 3.07배 정도 효율적이었습니다.

-25% vs -90%

MDD 비교 - 이더리움은 2018년 하락장을 겪으며, 가격이 90% 나 하락하는 모습을 보여주었습니다. 알파 전략은 동일한 기간에 25%를 하락하며, 이더리움보다 3.6배 이상 자본 하락률을 방어하는 모습을 보여줍니다.

전체 월별 전략 수익률과 시장 수익률 비교

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평균 월별 시장 수익률은 18.15%이며, 평균 월별 전략 수익률은 16.41%입니다. 리솔루토 전략을 사용했을 때 평균 월 단위 수익률과, 시장 수익률이 어느정도 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 52.44%이며, 전략 성과의 경우 평균적으로 수익을 내는 월의 수익률은 25.26%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 -19.94%이며, 전략 성과의 경우 평균적으로 손실을 내는 월의 손실률은 -5.31%입니다. 리솔루토 전략의 최우선 점은 고객분들이 수익을 안정성 있게 내시는 것입니다.

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좀 더 크게 알파 전략의 분기별 수익률을 보았을 때, 13 분기 중 2 분기를 손실을 내었습니다. 하지만, 시장 수익률은 5 분기를 손실을 내었다는 점과, 전략의 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 107%의 수익률을 내고 있었을 것입니다. 급등하는 시장 수익률을 완벽히 따라가지는 못했습니다. 하지만, 과거 데이터에 따르면, 시장 사이클에 따라 시장 가격이 하락을 할 때 알파 전략은 수익률을 방어하여, 시간이 지나면 시장 수익률과 비슷하게 또는 시장 수익률 이상의 성과를 낼 것입니다.

이더리움 알파 수익률 잔고 변화

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