1% a day consistently: possible?

Discussion in 'Automated Trading' started by stephencrowley, Feb 16, 2006.

1% a day consistently, no down weeks: possible?

Poll closed Feb 21, 2006.
  1. Yes

    58 vote(s)
    47.9%
  2. No

    63 vote(s)
    52.1%
  1. 1% consistently without any down weeks = paper trading backtest with look ahead bias
     
    #301     Mar 20, 2006
  2. Probably:
    Any system without any down weeks = paper trading backtest with look ahead bias. :D
     
    #302     Mar 20, 2006
  3. bitrend

    bitrend

    The Math and the Perception. The reality check!
    Let compare the two threads that were created since last month by 2 different authors, 1% a day versus $100M.

    It's amazing to see that most people seem to opt for 1% a day rather than for $100M. People seem to think that 1% a day is more likely to be realised than $100M.

    Let assume, conservative, a very small starting capital of $1000 for 5 years period and 240 trading days per year. The yield is:

    $1000 ((1.01 ^ 240) ^ 5) = $153M

    Surprisingly, people thought, at the beginning, that $153M over 5 years period is more likely to be realised than a $100M over lifetime!!!
    The secret? Perception rather than the mathematics. That shows evidence of how Wall Street really works.
     
    #303     Mar 21, 2006
  4. jordanf

    jordanf

    Hell, I paper trade backtest with a look ahead bias all the time and I still have down weeks. :mad: :D
     
    #304     Mar 21, 2006


  5. I know it may sound arrogant but your are an idiot. First read all the postings in this thread before posting, and secondly you can't even read plain english.
    There has never been spoken about COMPOUNDED RETURNS.
    So your calculation is irrelevant.
    Instead of sounding like a smart guy, you sound like an idiot.
     
    #305     Mar 21, 2006
  6. bitrend

    bitrend

    You look aggressive that reveal the personality of your trading style, you don't need to show us your performance result, I know the rest. The point here is not about "smart" or "idiot", but it's about how the 1% a day is very attractive than $100M. Got it?

    In my opinion, Wall Street doesn't follow any rules, it's all about perception that's why IBM cannot build a Deep Blue to beat Wall Street as it did in chess game.

     
    #306     Mar 21, 2006
  7. As i already said: read all the posting.
    I will copy part of the first posting in this thread:
    "I really have my doubts whether 1% a day is really possible.. this would mean 250% a year and really good fund managers are lucky to even beat the market.. do you know anyone making this kind of money?"

    So it is about 250% a year. Not about compounding 1% a day.
    There is also no amount mentioned. So if i make 3500$ out of 1000$ a year i did what was asked: i made 250% a year or 1% a day.

    This cannot be compared in no way with making $100M.
     
    #307     Mar 21, 2006
  8. bitrend

    bitrend

    As I see even the author of this thread didn't believe himself that it could be done. But what about you? You seem to really believe in it. Good luck man!

     
    #308     Mar 21, 2006
  9. romik

    romik

    I did participate in this thread before, I am approaching the end of my 2nd month of trading and I now understand that trying to achieve 1% every day consistently is irrelevant, there is no need for that. What is important is finding a trading system that identifies a higher %age of profitable trades, nothing else. I hope some traders will understand what I am referring to.
     
    #309     Mar 21, 2006
  10. You need a good spanking, boy.
    You're problems go waaaay beyond "arrogance".

    Compounding MUST be assumed at 1%/day.
    It produces a geometric return...
    That will hit a ceiling for any number of reasons.

    You're position...
    That somehow one can have a linear 1%/day return is bizarre.

    rm+

    :cool: :cool: :cool:
     
    #310     Mar 21, 2006