Can I keep my Sharpe ratio higher then 3 for a second year??

Discussion in 'Journals' started by macintash, Jan 3, 2013.

  1. Can I keep my Sharpe ratio higher then 3 for a second year??

    My target for the year is to have a Sharpe ratio of more then 3 for a second year in a row. I would share my up and downs here, and welcome your comments.
  2. metameta


    should we care since you never explain your strategy.

    might as well ask, can i make more than you for a second year in a row?

    just keep shorting premium.

  3. ...higher THAN 3...
  4. I have disagreed (objectively correct I might add) with Mac...but here I agree with him very much so. He should not share his edge if he does not want to...why would anyone give a hard fought edge away for free? Sharing ideas is one thing, but Strats that work year over year should not be given out. Blotter shots now and then would help with backing up claims though.
  5. metameta


    he could simply state he trades call spreads, commodities directionally, forex, shorts premium, etc.. without specifically stating the underlying but without even a hint of the strategy i don't see the point of the posts since like you say without screenshots anyone could call b/s.
  6. Well said. It seems there are some things we actually do agree... Good job last year, looking forward this year.
  7. best of luck for 2013.

    sharpe ratio is a measure that can underestimate downside risk if your strategy works well in a very calm market period.

    if you use IB, can you post your IB portfolio analyst result for 2012? an acct equity curve will also help. it will help to quiet down lots of folks without giving out your edge.
  8. I will post my 2012 equity curve this week, however I am sure those people claiming Sharpe higher then 3 is not possible (because blah blah blah..) will never be convinced. No matter how many blotters and pictures we will post they will always claim it's a fake.

  9. mac, imo those who claim blotters are faked are guys who can't rub 2 nickles together...

    i would not say guys should be posting such personal data ..except in ur case u are so preoccupied with these stats it gets a lot of guys asking to see the deal, (once u do..any guys claiming fake should post their own) lol. i guess we all have our reasons for doing what we do...
  10. metameta


    whether a screenpost is fake or not is irrelevant if all that is provided is an equity curve and max dd i still don't get the point of even posting that.

    without even a basic explanation of the most general strategy employed all of it seems a waste of time, no upside for you or anyone else.

    just makes tons of money and keep it and your curves to yourself.
    #10     Jan 7, 2013