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Elena Vásquez

Verified ProEditor's pick4 yrs on Asport Traders

@northquant · 🇪🇸 Spain · Systematic Index Momentum · On Asport Traders since Feb 2022

6/10 · Medium
Copiers
6.8K
Under copy
$24.8M
12m return
+36.6%

Growth of $100 — last 24 months

+63.2%
96114132149167Sep 24Jan 25May 25Sep 25Jan 26May 26
YTD return
+13.3%
Max drawdown
-4.9%
Sharpe ratio
1.78
Win rate
61%
Profitable months
18/24
Best month
+7.5%
Worst month
-4.9%
Avg. hold time
13.3d

Monthly returns

YearJanFebMarAprMayJunJulAugSepOctNovDec
2026+0.6-4.9+2.7+7.5-4.8+4.5+4.3+3.4
2025+3.3-4.2+1.7+1.6+6.6-2.7+0.9-2.0+5.7+3.5+5.2+4.7
2024+3.7+5.8+4.5-0.6

Monthly returns, %, net of fees. Simulated track record for illustration.

Recent closed trades

InstrumentSideOpenedHeldP&L
AMZNShortAug 25, 202620.0d-2.68%
S&P 500ShortAug 20, 20268.1d+2.52%
MSFTLongAug 13, 202616.9d-1.71%
Nikkei 225ShortAug 6, 202621.0d-3.28%
Nasdaq 100LongJul 27, 202616.6d+2.73%
Nasdaq 100LongJul 21, 202615.7d+3.41%
TSMLongJul 14, 202620.6d+3.97%
DAX 40LongJul 7, 202612.1d+2.72%

About this strategy

Former quantitative analyst at a Madrid asset manager. Runs a rules-based momentum model on major indices with strict volatility targeting — no discretion, no exceptions. Every position is sized so a single bad week cannot undo a good quarter.

IndicesStocksBalanced risk611 lifetime trades

Track record shown is simulated for this platform preview and net of fees. Past performance is not a reliable indicator of future results. Copy trading involves risk of loss.