Facebook
Amazon
Apple
Netflix
Google
GOAL
- Reduce beta
- Reduce drawdown
- Maintain Returns
Neither Positivity Bias nor Negativity Bias is being considered at this point. They will be in the future, when I'm finished studying the subjects more.
This is a proof of concept using just increases in bullish intensity. Most posts in the beginning will involve SMAs EMAs etc. I'll move onto more advanced analysis when I have all the data I want to collect.
Current Performance (Algo:FAANG)
Beta 0.82 : 1.14
Drawdow 20.3 : 20.3
Return 225.19 : 142.8
Volatility 0.21 : 0.21