Data driven investment fund
We don’t need the why…
Why is the S&P500 rising?
Why is TESLA falling?
How have Apple's earnings been received?
How will the FED handle the interest rates?
"All 'WHY' information. We are interested, sure, but we don’t need it. We trade 100% based on data: no emotions, no gut feelings.
Our data model indicates how much room we give our position until the automatic stop: losses are limited, profits are unlimited until the closing bell.
Each day again. Each day at exactly the same moment. All year round."
Since October 1, 2023, you can participate in our trading results through the MID Leverage Growth Fund.
NAV Fund: 115,12
“If you can learn to create a state of mind that is not affected by the market’s behavior, the struggle will cease to exist…”
Mark Douglas
42 years historic data
WE ARE DATA DRIVEN
Cumulative return since 2013
(Until 2023, it is 'backtest' data; from 2023 onward, it is live trading data)
MID Capital operates according to a 100% data-driven strategy, where a position in derivatives is taken and closed daily, with the US indices as the underlying asset.
The model generates a daily 'stop-loss' level based on 42 years of historical data. The stop represents the maximum acceptable daily loss and allows enough room for the index to 'breathe.'
The height of the stop is tailored to create a healthy ratio between profit and loss days.
The MID data model and calculations have been externally validated by a specialized party (2022)
TRACK RECORD
Our current performance
Since the establishment of MID Capital in 2022, we have conducted targeted analyses to optimize the trading strategy. This has yielded valuable insights, with the most valuable lesson being that the dataset cannot be surpassed by decisions based on experience and gut feelings.
Since January 1, 2023, we exclusively trade in accordance with the fund's strategy. Here are our results compared to the market (in %)
Total net return since the fund went live October’23: NAV 115,12 (incl Mar’24)
2024: MID LGF vs MARKET
PERFORMANCE INDICATORS
How do we calculate the quality of the investment?
The central question on which our strategy is based is:
"How much daily loss can we accept to achieve an optimal ratio between profit and loss days, considering that the market needs room to move?"
The fund aims for a minimum annual return of 15% after deducting costs.
GAIN TO PAIN RATIO*
1.26
(feb’24)
SHARPE RATIO **
1.42
(Risk Free rate 3,8% | SR S&P500 = 0,52)
* The Gain to Pain ratio represents the ratio between the total sum of all gains versus all losses.
** The Sharpe ratio is a measure of the risk-adjusted performance of an investment or trading strategy.
MID Capital
MID Capital was founded in early 2022 by the current partners: Neeltje, Reinier, and Bram. Initially, the sole purpose was to trade for their own account. Due to external interest, they shifted to establishing a fund registered with the AFM. (Dutch Authority for the Financial Markets)
Contact
Personal contact is highly valued by us. Would you like to know more about the MID Leverage Growth Fund? We would be happy to personally meet with you.
Attention! This investment falls outside AFM supervision. No license and no prospectus required for this activity.
