Our Fund

  • MID Leverage Growth Fund

AUM
3,1 MIO

Participanten
9

“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

Maximize profits, limit losses: benefit from our trading strategy without overnight exposure to the financial markets.

The MID Leverage Growth Fund operates a trading strategy that has been developed and refined over the years. Our team started developing this model and strategy in 2017.

Prior to the decision of the three founders of MID Capital to trade jointly in 2021, the model was validated and analyzed by a specialized agency. The confirmation that followed motivated us to further develop MID Capital and establish an AFM-registered fund.

The model is based on a dataset with more than 43 years of historical price data. The model analyzes the daily range and direction of the underlying asset based on this dataset. This is combined with a range of econometric calculation methods, resulting in a set of metrics that underpin our trading strategy.

All our daily trading decisions and activities are based solely on this data set.

No emotional trading, no gut feelings, no fear, no greed…

More than 42 years of historical data

Cumulative return since 2013 (backtest)

Our backtest shows that in just 20% of trading days, more than 70% of annual profits are generated.

A striking example of this is the period from September to December 2008, after the bankruptcy of Lehman Brothers. Within 49 trading days, the S&P500 fell by about 40%. During that period, the S&P500 closed in the green only 17 times. Of those 17 days, 4 showed an increase of more than 8%. As a result, the backtest of the MID LGF strategy ended well in the green, while a ‘buy & hold’ strategy based on the S&P500 fell by 40%. (September 15 to November 20, 2008)

MID LGF 2008: Sep -9,5% | Oct 35,6% | Nov 2,5% | Dec 10,7%

Monthly gross return | Live Trading

Q1 Q2 Q3 Q4 Total
2023 14.9% 13,4% -9,3% 12,6% 31,7%
2024 5,0% -4,2%  0,8%
Total 32,5%

Our backtest during crisis

The returns from our backtest during periods of crises are exceptionally high. This can be difficult to present given the extreme nature of the returns. However, this concerns 100% data, completely in line with our trading, so we cannot ignore it. These remarkable returns are largely due to the extreme volatility that occurs during crisis situations. Our loss is maximized by using stops, and if the opening falls outside our set of thresholds (opening gaps), we remain on the sidelines.

This enormous volatility often leads to significant upward corrections. Take for example the period September to November 2008, when the S&P rose more than 8% several times. Combined with the use of futures, where leverage generates greater returns, this results in significant gains.

We have made the backtest transparent on a daily basis for a detailed overview of our performance.

MID LGF S&P500 DOW JONES MSCI World
2022 Inflation | Supply Chain 39,6% -19,4% -8,8% -17,7%
2020 Covid Crisis 63,2% 16,3% 7,3% 16,5%
2018 Trade war China 6,6% -6,2% -5,6% -8,2%
2008 Financial Crisis 52,6% -38,5% -33,8% -40,3%
2008 Lehman (Sep-Dec) 39,3% -32,6% -26,0% n.a.
2002 dot.com bubble 44,9% -23,4% -16,8% -19,5%
2000 dot.com bubble 71,5% -10,1% -6,2% -12,9%
1990 Gulf war 21,7% -6,6% -4,3% -16,5%

We are data-driven

MID Capital operates according to a strategy that is exclusively based on data, opening and closing positions daily in derivatives (futures) with American indices as underlying assets.

The model generates a daily ‘stop-loss’ level based on more than 43 years of historical data. Our stop represents the maximum acceptable daily loss whilst providing the index enough room to ‘breathe’.

The MID data model and calculations have been externally validated by a specialized party in 2022.

Fund documentation

FACT SHEET

INFORMATION MEMORANDUM

ESSENTIAL INFORMATION DOCUMENT

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