2026-01-17 01:41:18

Take a look at the performance data of this trend-following strategy. Salamander is a monthly-adjusted leveraged long-short trading program focused on the futures market, belonging to the trend-following strategies section in our database. How does it compare when paired with the SG Trend Indicator? The core logic of this type of strategy is to capture directional opportunities in the market, adjusting positions through periodic rebalancing, engaging in both long and short trades, and flexibly responding to different market environments. The high liquidity and leverage characteristics of futures trading allow for more agile entry and exit. Based on historical backtesting data, this trend-following framework tends to perform well during periods of higher volatility. Those interested can compare the Sharpe ratio and maximum drawdown of this strategy across different market conditions.

View Original

This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.

18 Likes

Reward
18
9
Repost
Share

Comment

0/400

PhantomHunter

· 8h ago

Leverage long and short sounds appealing, but I prefer to see actual returns rather than a bunch of numbers like the Sharpe ratio...

View OriginalReply0

NoodlesOrTokens

· 9h ago

Does Salamander adjust monthly? Sounds good, but I'm more concerned about actual drawdowns. A nice Sharpe ratio is useless if volatility spikes and breaks the performance.

View OriginalReply0

Ser_This_Is_A_Casino

· 10h ago

Salamander is a good name; it sounds fierce. Isn't the monthly adjustment frequency a bit too lazy? When the market is hot, it will gather dust.

View OriginalReply0

PessimisticLayer

· 01-17 23:40

Salamander is basically about betting on volatility; it dies quickly in a choppy market.

View OriginalReply0

LuckyBlindCat

· 01-17 02:11

Monthly adjustment? That's a bit slow; it feels like you can't catch short-term volatility gains. The name Salamander sounds good, but the data speaks for itself. How does the Sharpe ratio compare to similar funds? Playing both long and short sounds flexible, but can the drawdowns really be controlled? I'm a bit worried. Futures leverage is indeed fast, but this also makes it easier to get liquidated. Who can really consistently outperform? Rebalancing strategies all seem similar; ultimately, it depends on whether the market provides opportunities.

View OriginalReply0

CompoundPersonality

· 01-17 02:07

Salamander's leverage for long and short positions this month is basically relying on volatility to make a profit... When the Sharpe ratio is high, it can indeed be impressive, but when the drawdown comes, everyone has to kneel.

View OriginalReply0

SignatureLiquidator

· 01-17 02:07

Salamander seems to be just a trend chaser; it can make money during volatile times, but what about the calm periods? The Sharpe ratio data needs to be examined carefully.

View OriginalReply0

HashBard

· 01-17 01:58

salamander going long-short on futures... feels like a narrative waiting to collapse tbh. sharpe ratios looking shiny until they don't, you know?

Reply0

GateUser-e51e87c7

· 01-17 01:52

Salamander sounds good, but can it really deliver a Sharpe ratio when actually running?

View OriginalReply0