Best Way To Deal With A Large Drawdown

Discussion in 'Risk Management' started by Fundlord, May 9, 2015.

Best Way To Deal With Drawdowns

  1. Step back from trading, re-evaluate and change strategy

    30.6%
  2. Continue strategy but reduce size

    51.0%
  3. Take a break from trading all together for a while

    12.2%
  4. Try win it all back on one or two well timed trades

    6.1%
  1. loyek590

    loyek590

    put in on in your paper account until you are sure you have a winning strategy
    then go live until you go into a big drawdown
    evaluate your strategy and realize it was not as good as you thought and if you just continue you could lose everything
    get flat and go back to paper until you start making money again
    then go back live (only with a much smaller account now due to the drawdown)
    and just keep doing this over and over

    that's how most deal with drawdown
     
    #101     May 17, 2015
  2. loyek590

    loyek590

    no strategy you can come up with when you are flat and of sound mind and body is so bad it will destroy you if you just stay with it. It may not make you money, but it will get you back close to even. And that's the time to get flat and re evaluate if the strategy exceeded your expected drawdown.

    happens to me all the time...I like the strategy but I don't like the drawdown

    and that means I need to give up some profit potential in exchange for less drawdown

    but don't give up on the strategy in the depths of drawdown when it looks like even g-d is mad at you for gambling.

    hard enough to dig yourself out of the hole you are in without now trying to dig yourself out of a new hole with even a less starting balance
     
    #102     May 17, 2015
  3. I'm sure he meant to use a smaller size on all (!) trades, not just after a drawdown.
     
    #103     May 17, 2015
  4. loyek590

    loyek590

    hard to dig yourself out of a hole with a smaller shovel than you used to dig the hole
     
    #104     May 17, 2015
    bln and Fundlord like this.
  5. loyek590

    loyek590

    a lot of gamblers get in a drawdown and throw in the towel and think somehow, even though other than a few lucky trades have never in the past "beat the system", that somehow they are next time going to beat the "system."

    that's why I say don't try to beat the "system."

    learn how to become part of the system, then everyone will be trying to beat you
     
    #105     May 17, 2015
  6. Redneck

    Redneck

    No doubt

    Yet..., continue using the same shovel..., or even a bigger one - and the underlying reason for the draw down in the first place..., not resolved

    The hole gets exponentially deeper..., exponentially quicker (the classic ; hey I'm headed straight into a brick wall / freight train..., off a steep cliff/ into oblivion - cool.., let's speed up)

    It a shit sandwich either way

    ============================

    Correctly managing our core trading (risk..., risk..., risk) - excessive draw downs should never happen

    Or if you prefer - should never be allowed to happen

    This accountability falls directly on the trader

    RN
     
    Last edited: May 17, 2015
    #106     May 17, 2015
  7. loyek590

    loyek590

    well said, but the problem arises when your projected max drawdown is 30%, and that is over time, and you hope to have a few winners under your belt before it hits, and it hits on the very first trade!

    Then what do you do?

    I say stick with the system, you already have a loss prevention program in that was well thought out before all this bad stuff started happening to you.
     
    #107     May 17, 2015
  8. loyek590

    loyek590

    in the long term, whether you know it or not, your max drawdown is 100%, and you will someday hit that if you keep doing what you are doing.

    some call it "risk of ruin." And other than Martingaling with an unlimited amount of money, I have never come up with a strategy that doesn't have a "risk of ruin", and Steven Hawking will tell you that given enough time all possibilities will be hit.

    So the only question is, how much time do you have?
     
    #108     May 17, 2015
  9. Redneck

    Redneck

    L590

    First - Thank You Sir for the civil conservation - they all too often are missing around here


    So let's break this down

    This is a must - but did in fact the OP have this in place - he hasn't said.., we don't know

    And your quote is the exact reason an excessive draw down should never occur in the first place - before that point..., warning bells / red flags/ dogs howling / PnL - should be sounding out loudly - STOP / reassess / correct!!!!!!

    =============


    I'm referring to manual traders when I write this

    Why do excessive draw downs occur

    System failure (trading platform) - with no disaster stop in place..., or trader did not call the broker and immediately dump the position

    Mkt evolved - and trader's approach no longer effective in current environment

    Something inside the trader changed - and is no longer able to systematic apply his/ her approach / method

    Mkt shot up / tanked - and trader did not exit (essentially froze)

    Any other cause(s) I'm missing?


    Regardless - none of the above are out of the trader's control to properly manage..., or correct and get back on track


    Your thoughts Sir

    Thx
    RN
     
    #109     May 17, 2015
  10. loyek590

    loyek590

    well, some of us think we had a max loss program in place, but there was something we didn't quite see, even though it was sitting right there in front of us.

    then it's a matter of trusting how you saw the world when you were flat and relatively sane, or how you see it now in the depths of drawdown?
     
    #110     May 17, 2015