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Update Hedging Cost 2024

In February 2024 the S&P 500 (SPY US) was up +5.22%. All hedging strategies lost money during that month, except the Z22 VolaBoost (+0.00%).

The performance across various hedging strategies ranged from -0.12% for Put Options (Put Protection Index, PPUT) to -3.39% for the Cambria Tail Hedge ETF (TAIL US).

During February 2024, the Z22 VolaBoost was not activated as the market was trending upwards.

Reviewing the 2024 results, our Z22 VolaBoost still emerges as the top-performing hedging strategy. This emphasizes again the significant advantage of having a dynamic, systematic, and emotionless hedging algorithm, as demonstrated by our Z22 VolaBoost's 2024 performance in comparison to its peer group.

In our view and as highlighted in all our updates, it's crucial to consider a hedging component, such as Z22 VolaBoost, within the context of a portfolio. Therefore, we combine Z22 VolaBoost in our Z22 Smart Mirror strategy (live in a product since 2019) with the S&P 500 (SPY US).

When combined, the 2024 performance of various strategies (as of February 29, 2024) compared to the S&P 500 (SPY US), appear as follows:

Interested in learning more about our intelligent hedging algorithm Z22 VolaBoost and our strategies? We look forward to engaging discussions.


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