Great week again, neke! What do you think changed? It was pretty dismal the first many months of this year, but the last 5 weeks you've been on fire. Do you have an idea of what changed to spark this? Maybe you can develop a filter that helps you to cut back on your trades when this condition isn't present in the markets?
Yes, size has incrementally gone up (after these weeks of consecutive gains on increased confidence), but still nowhere near optimal f.
I think it is "doing more of what works and less of what does not work" that is responsible for the improvement. Like I said, some strategies are under ban because for the last couple of years they have been bleeding. That coupled with the systematic check on averaging down and enforcement of size checks are making the profits build without being destroyed by some wayward trade.
Out of curiosity, do you keep stuff like historical data and backtest your strategies against it? I'm curious to know how well your current strategies would have performed at your nadir a few months ago, if it would have saved you from a bigger loss.
You've just got to hate days like this - short individual names according to rules, and then the market does BOOOM!