Ok...I must reread your post. I do not variate the tradesize. I noted the video that was mentioned. 1 micro contract. ES
If those stats excite you, and fit your personality and your goals, then you should persue. 20% per month does not excite me.
Looks exciting to me. How far back have you backtested this strategy? And how long have you been running it live?
A micro, with a $50 (fifty dollar) INTRADAY margin requirement and you are in SIM?!?? And you think you are going to execute at 10x the values. That is the LIE of the micros. ES, you've been on ET a long time. Maybe too long.
Backtesting brings about the problem of induction. This deserves further research. Bear this in mind when back testing.
I generally forward test...I do not believe in curve-fitting. There are some people I have on ignore so if I do not respond to them thats ok... They will be here....I am stalked! ES
Glad you’re aware of curve fitting, therefore when I recommend tail risk hedging, it should make a lot of sense to you. Any and every strategy needs to incorporate this. It is survival.