+30 Year Trader: Systematic Trading Strategies that WORK

Описание: In this episode, I sit down with Tim Fortier, founder of Drawbridge Strategies, to explore the power of systematic trading and how data-driven strategies can improve risk-adjusted returns and your trading PnL in 2025.

With over 30 years of experience in fund management, technical analysis, and portfolio strategy, Tim shares key insights into building robust trading systems and adapting to market shifts.

If you want to take the emotion out of trading and transition to systematically building an edge through a rules-based approach, this is for you!

Tim and I dive into how he discovered systematic trading and developed his approach, along with the essential principles behind creating a robust backtest and avoiding overfitting.

He explains the concept of absolute momentum, how it works, and why it plays a critical role in his strategies. He also shares how his systematic methods help identify risk-off periods and manage drawdowns more effectively than the S&P 500.

We also discuss why every trading system has an Achilles’ heel, and Tim reveals how to recognize and mitigate these weaknesses.

Finally, Tim shares insights into his go-to trading strategy, the techniques behind building a sustainable system, and why he is cautious on equities in the current market environment.

If you enjoyed this episode, don’t forget to like, subscribe, and hit the notification bell to stay updated on more trading insights!

Follow Tim & Drawbridge Strategies:
👉 LinkedIn: Tim Fortier
👉 Tim's Subtack: https://noexcuses.substack.com/
👉 Tim's Systematic Investing Course: https://docs.google.com/document/d/1b...

💬 Comment below: What’s your biggest takeaway from Tim’s systematic approach?

Timestamps:
0:00:00 Intro
0:01:30 How Tim found systematic trading
0:08:00 Sector distribution and mapping whether a sector is bullish or bearish
0:11:30 Rules-based systematic strategies and avoiding over optimisation
0:15:30 How to create a robust backtest
0:19:15 What is absolute momentum and how does it work in a strategy?
0:23:00 Why Tim founded Drawbridge strategies
0:29:00 How to improve dollar cost averaging using systematic strategies
0:38:00 How Tim's strategies manage drawdown v's the S&P
0:46:30 Every system has an Achilles heal
0:52:30 How the macro impacts Tim's systems
0:56:30 How to identify risk-off periods in markets
0:59:30 What inputs and factors go into Tim's strategies
1:05:30 The importance of mathematical expectancy in running systematic strategies
1:15:30 How to test the macro context in systematic strategies
1:19:30 Tim's goto trading strategy and the techniques to create it
1:28:15 Tim's current views on the market and why he's cautious about equities
1:37:30 Where to find Tim online and closing remarks

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