Strategy Reports released (officially)

Yes, this report looks very good now.

Yes, thanks a lot for these additions.
Very good !!

The current holdings w/ weights looks better but could still be improved for books with both long and short positions. Once all long positions are shown, it will start showing short positions in the Top 25, but it’ll start with the smallest short positions since their weights are technically greater (e.g. -1.0% > -2.0%). You could sort by absolute weight, but it’s probably clearer to list top short positions separately from top long positions.

Very nice. Yield is a very useful addition. Is it possible to add Yield to the Summary Page of our Strategies & Books? If space is a constraint, I’d vote for dropping “mode” or “sizing method” from the General Info table and adding Yield to the Quick Stats table. Thanks.

Marco you had indicated that a second page would be added to the Strategy Reports with some additional content. I know you have a lot on your plate but wonder if you have an estimate of when that might happen? Really enjoy this feature, and anything more you can add in terms of trading statistics, etc, would be very welcome. Thanks.

What is the use case? What data? For clients or for yourself? In other words show the secrets (like the buy rules) or just more stats?

More stats, not the buy rules. For example I think the trading statistics are fantastic and offer tremendous transparency. Maybe that could even fit on the existing page. Thx.

I second that. Something like the Realized trades (all, winners, losers) with % average per trade and average days held. You already have turnover and I don’t think it is necessary to comment on unrealized or total amounts or anything.

Especially if you chopped down the holdings section to show the top 5 stocks. You don’t want to give away too much on the tear sheet for holdings I think.

I added the task in the “Priority backlog queue” which is the queue where we pick the tasks to work on. Thanks

Thanks Marco. Can I add two small requests for the footnotes?

  1. Add a standard disclaimer, ie “Past performance is not a guarantee of future results”, or words to that effect.

  2. Change the phrase “contains backtest performance …” to “contains hypothetical performance …”. While admittedly a minor edit, I think that revised wording would be more accurate as the historical strategy results can’t be eliminated or improved with a different backtest. They are what they are, good or bad.


Hi Marco,

A few months ago you indicated that your team would look into adding some risk trading stats to the new Strategy PDF reports. I know you’ve got a lot on your plate, but I wonder if I could suggest a partial solution that might be easy to implement - what about adding Overall Winners %? It’s just one number, but a useful one at that. If you agree, I’d think it would best fit in either the Summary or Risk Profile section.


@hemmerling @mm123 adding your suggestions to the current “In Progress” roadmap

Thank you.