Yes I am unique, and don't take it personally :cool: :cool: :cool: :cool:
Short answer. Return 92%, sharpe 3.65, Max DD 7.33%. Your numbers are quite impressive. Whats your % return, Sharpe, max DD?
I have a shrpe 4+ thread where you can find the info. I usually donât post dollar amount p/l, since I consider it irrelevant in evaluating a...
Thats much more usefull. Here you go with the pic
Sharpe is 3.65. Will see how close I can get to 4 before end of year. Have not been posting for a while. In the last couple of months I did some...
I wasn't aware that there is a rule here to post p/l with a blotter, (I am not here to proof anyone and anyone really curios to verify, could...
Right Rollymode. However I think 90% of traders (me included) are not at capacity, so to focus only on daily p/l is not of any value for most of us.
I actually do have a job. IMHO posting dollar amounts is not very usefull, all that really matters is percentage gains or losses. I understand...
I am a little different; I only spend around 1-2 hours a day trading. Do you guys think thatâs an issue in the long run?
Aha
Welcome back..
Yes, as of now I am below the target of 4, but I am close enough. Re adding other strategy it makes a lot of sense, I am considering adding a...
Sharpe is 3.88. The good news is that I am out of my DD and reached a new high water mark.
I agree vix is mean reverting in long term, but you would not be able to hold Nov future for long term.. In the short term i think there might be...
it seems like your are going counter trend, I am not sure how good that would be with the vix.
You are right I am having a DD, however it is around 4%. Re market correlation I don't think it is correlated alot based on its history (my...
Sharpe is 3.85, max DD ytd is 7.33
Based on my understanding they will liquidate stock from 9:30 to 4, but futures get liquidated all trading hours.
Right, but you can get liquidated on the first second when it opens, for some wide bid/ask..
keep it up.
Separate names with a comma.