It is no secret that since the opening of trading on the Moscow Exchange in March 2022, our market has been in a new reality with a different composition of participants compared to what it was before 02/24/2022. Therefore, the dynamics of the account from this date is of interest.
Let’s start with my “flagship”
He met the year 2022 in the following composition:
55% – active strategy on Si;
35% – “Russian Buffett”;
10% – Cumulative for 3 years
And before the announcement of partial mobilization, nothing changed in the portfolio. But under the influence of the September-October fall, I attended to restructuring and replaced the portfolio with
60% – active strategy on futures Si, SR, BR, NG (RI did not fit due to the large GO in relation to the minimum amount);
40% – Become a qualified investor!
That is, he completely abandoned the “buy and hold”, while expanding the range of instruments for active trading.
You see the result in the figure. I foresee a natural question: why such a weak diversification by strategies? It’s all about the minimum amount: it’s not so easy to fit several strategies into 400 thousand rubles. If we take the same Demarco strategy that I like very much, then its inclusion in the portfolio in the amount of 60% would require a minimum amount of 792 thousand rubles.
In July 2022, to my pleasure, I found colleagues in active strategies on liquid Russian stocks on the service and therefore did not fail to agree on a joint portfolio (provided that I remain incognito). Of course, you can talk about the sample of this strategy until 07/30/2022, but the fact of the matter is that all strategies were included in the portfolio in equal shares with my Become a qualified investor!. So there is no “adjustment” of weights in the strategy at all.
And here is a strategy for a large investor, where I could turn around in diversification.
Although before the September-October perestroika, this strategy differed from the principles of building my “flagship” mainly in the number of strategies:
— in the portfolio of shares of 20% there was the strategy mentioned above “Demarco”;
— there were three active strategies on Si, not one;
— there were also three “buy and hold” strategies for Russian stocks, not just one;
– there was no OFZ;
– 20% was occupied by the strategy on US stocks. Balanced., Which first “fell under the knife” in mid-September before the global restructuring.
And in October the portfolio took the form:
50% – 5 active strategies on futures Si, SR, BR, NG and RI (it fits here);
30% – already shown strategy
20% – three “buy and hold” strategies for Russian stocks.
How did the slightly truncated version behave at that time in terms of the number of strategies? Here he is
True, you need to understand that the date of its creation is 10/10/2022, and everything before that, alas, is a “drawer”, unlike the previous three. However, this “painting” served as the basis for the restructuring of the previous portfolio for large clients.
Well, “for a snack” are specialized portfolios that have not changed in 2022.
4 strategies on currency futures in equal shares
3 Buy and Hold Strategies for Russian Stocks
