I´m writing this blog as a guide for my own investments – it comes from an individual investor´s perspective and experience.
I invite you to look over my shoulder and share my journey towards an active, professional investment portfolio. I describe my own practical implementation of the most compelling investment and trading ideas I can find, the pits I encounter and how I navigate the overwhelming amount of information out there. My focus is on evidence-based investing paired with common sense to filter out the noise and figure out what really works. I use freely available tools and research to invest systematically without the advantage of having a background in data science or math.

This blog´s purpose is to aid me in keeping my investment approach on a straight path and to help me think clearly about different investment issues. I hope, as a reader, you can gain the same advantage.

I put together a rulebook for strategic investing to serve as a guideline to create and evolve a written investment plan to manage my own money. You can read my investment blueprint on this blog by following the numbered posts 1 through 9. Unnumbered posts delve deeper reflecting subjects I research and new ideas I develop, because I think they are interesting and may be important to my investments.
My goal is to create an adaptive, diversified portfolio of asset classes, factors and strategies that yields high risk-adjusted returns.

I think of it as building a personal hedge fund to manage my own money.

Monthly returns and equity curve of my portfolio
I indexed the equity curve to a starting value of 100.000 as in reality my equity value changes because of withdrawals and deposits.
Date Monthly Return Capital NAV Annual Return Portfolio Statistics
1-Nov-2015 0 100000
1-Dez-2015 1,19% 101190 Compound Return
1-Jan-2016 1,14% 102344 1,19% 20,90%
1-Feb-2016 0,44% 102794 Standard Deviation
1-März-2016 1,04% 103863 10,81%
1-Apr-2016 1,43% 105348 Sharpe Ratio
1-Mai-2016 2,20% 107666 1,93
1-Juni-2016 2,42% 110271
1-Juli-2016 3,50% 114131
1-Aug-2016 2,61% 117110
1-Sep-2016 2,20% 119686
1-Okt-2016 2,55% 122738
1-Nov-2016 2,09% 125303
1-Dez-2016 1,83% 127596
1-Jan-2017 2,39% 130646 24,70% 2016
1-Feb-2017 4,26% 136211
1-März-2017 1,69% 138513
1-Apr-2017 1,52% 140619
1-Mai-2017 0,40% 141181
1-Juni-2017 -11,27% 125264
1-Juli-2017 -0,38% 124786
1-Aug-2017 4,99% 131009
1-Sep-2017 1,65% 133176
1-Okt-2017 6,42% 141720
1-Nov-2017 1,09% 143260
1-Dez-2017 -2,13% 140208
1-Jan-2018 7,17% 150259 15,40% 2017
1-Feb-2018 2,51% 154027
1-März-2018 13,82% 175318
1-Apr-2018 -6,19% 164459
1-Mai-2018 5,62% 173695 15,75% YTD 2018

Note: Until June 2017 I calculated my equity using realized profits and losses which has smoothed the equity curve artificially and resulted in a higher than actual loss recorded in June 2017, when I switched to recording the percentage change of my actual net asset value at the end of each month.


all the best to your investing
David Steets


mail at systematicindividualinvesting dot com


all photographs: copyright henglein & steets | fotografie


This is a guide for my own investment approach. It is not meant to be investment advice to others.
I have no professional training in investing and am not qualified to give investment advice. This blog is for entertainment purposes only.

© David Steets is responsible for the content of this website.

David Steets is not responsible for the content of any linked website.

David Steets holds the international copyright to all images, any kind of usage of texts and images permitted only with prior written consent by David Steets.