Need strategy that is making spikes/pulse waves in one direction in performance, not performance growth, just create peaks/spikes
Just this ( picture) is problem, peaks can go or be accumulated only in one direction not opposite :(
there could be fast decline, but usually peaks should be only in one direction when compounding of peaks/spikes
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there should be series of spikes groing up, but not declining (decline should be fast) Also if performance goes below zero line is okay but not so much. Our goal is to add just virtual noise/volatility to combined stock portfolio.
Also smaller peaks like 1-3% are absolutely okay, no need 10% or so
I seen something like this in past, and I beleive it is much easier to make this than strategy that only grows.