What is the average yearly return for the Sleep Well Portfolio?

tom

Well-known member
Administrator
I think the historical CAGR for the unleveraged SWP is just over 13%. The leveraged versions are higher. The AWAKE portfolio which is coming out next month I think has really nice CAGR data. Wayne will have to give us the details though.
 

DaveJ

Member
Hi guys - well....my results have not reflected those stats, not even close. Matter of fact, I sit at an overall loss since my entry 6/1 this year. I've followed along every week until more recently where I didn't believe how fast the sleepwell portfolio was moving in and out of positions. The whipsawing from 2 months ago, hurt the value. The last 4 or so weeks I moved to the 2X leveraged portfolio to attempt to lift the PnL. I guess it really depends on when you started.
 

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MarioM

New member
Hi guys - well....my results have not reflected those stats, not even close. Matter of fact, I sit at an overall loss since my entry 6/1 this year. I've followed along every week until more recently where I didn't believe how fast the sleepwell portfolio was moving in and out of positions. The whipsawing from 2 months ago, hurt the value. The last 4 or so weeks I moved to the 2X leveraged portfolio to attempt to lift the PnL. I guess it really depends on when you started.
Hopefully, it works out for you.

Thanks for the information.
 

tom

Well-known member
Administrator
HI Mario. I think of the Sleep Well Portfolio as something more for an investor instead of a trader. You need to look at longer time frames. Five months isn't a long enough time to evaluate it imo.
 

Wayne

Active member
Aeromir Expert
Hi All,

Due to the averaging function and when gains show up, it does depend on when you get in for short-term results. Over time everyone will achieve the mean though. The 1x SWP will trail the S&P 500 when the S&P goes up with no meaningful correction. The SWP will outperform in higher volatility and macro shifts. All in all, it's a great alternative to taking the crazy risk that stocks have, for the return. The average return for SWP is...

2007-2021

AYR

Max DD

R/R

SPY

10.48%

-48.76%

0.21

SWP

13.38%

-10.79%

1.24

SWP 2x

27.99%

-20.26%

1.38

SWP 3x

37.24%

-26.33%

1.41

SWP LUHW

29.66%

-20.50%

1.45



Below is a Equity chart so you can see times of under and over performance.

1637093108352.png
 

GaryB

New member
I also started this summer, and my account is up slightly. I got lucky on timing when to switch from 1x to 2x and got the nice UWM bounce.

So I had a little beginners luck.
 
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