Hi! My name is Alexander, I'm from Moscow (from Russia with Love(c) =). Sorry for the bad English, sometimes use translator. I am 30 years old. I trade on the main stock exchanges a little more than 10 years. Worked as a trader in investment companies. The results for the last 5 years I attached below. This is my personal trading account. The purpose of the journal. Show professional trading and find a large investor ($1M). Investment philosophy. I use both passive investing and algorithmic trading. In my opinion, using both approaches can be achieved the best results. In recent months, I revised my long-term strategy and decided to focus on stability of results, high Sharpe ratio. For this, I developed 2 algorithms in addition to my main strategy and lowered the target profitability to 40-50 per annum. Beginning in April, I will post my monthly results here every month. Practice. On 100% of the capital I bought ETF XLP. Why XLP and not SPY? XLP has a higher Sharpe and dividend. My broker (IB) gives overnight 2 leverage, so 50% of the capital will be available. I will allocate free capital to 3 strategies in proportion to their historical Sharpe. Algorithms. Below are the backtests of strategies that I will use in my trading. All backtests considered costs. Results are presented without reinvestment, fixed amount. I will not describe in detail the algorithms and share transactions, as in moments of market inefficiencies all traders compete for fill. I hope for your understanding. There will be only backtests and results of real trading. Strategy #1. Stocks NASDAQ and AMEX. We earn on correction of the stock after strong growth. Short only. Mean reversion. Sharpe ~3. Strategy #2. Gold spot. We earn the breakout of multi-day levels. Long and Short. Momentum. Sharpe ~2. Strategy #3. VXX. We earn on VXX drift down. Short only. Trend following. Sharpe ~2. Strategies #2 and #3 have a small number of trades per year. It takes many months to realize their statistical advantage.
I call bollocks. If you are making that much money over that period of time, why do you need a large investor with a million? Do it with your own money over and over and over again. And keep doing it over and over and over again with your own money. Don't try to sucker in investors into a paper-trading scam. Your NAV is not adding up. Or maybe I'm just a noob that knows nothing. P.S. Why are you redacting that blue line instrument? Is it because if people knew what that instrument is, your system would go out of whack?
OK then, we shall see how your friend ETFandAlgo play out here. I find it curious that you have just 2 posts here, but know exactly what the OP is doing, whom also has very few posts. Like 3-4 or something. People are watching you, man. Dude.
Although I have only 2 posts here, I know how the real Interactive Brokers account stats look like. I can say that for any account it looks around the same and blue line shows account. I didn't write anything about OP's trading, except my remark about that line, which is pretty known by anyone who traded in IB. Could you please clarify how did you get that I "know exactly what the OP is doing," (c) Overnight? It is always interesting to follow people thoughts after they read something.
I have no thoughts about it anymore. By the way, if you wish to keep trying to make the copyright symbol, it is ©. Otherwise, we do not know what the (c) means. You're welcome.™
time to learn "Because the © symbol has long been unavailable on typewriters and ASCII-based computer systems, it has been common to approximate this symbol with the characters (C)." https://en.wikipedia.org/wiki/Copyright_symbol "The (C) mark simply indicates that copyright is claimed. It was required in all but sound recordings in many countries prior to around 1990. Its use is continued largely because there is no reason to stop it." https://english.stackexchange.com/questions/6303/whats-the-word-copyright-and-c-mean
Van...Honey...If the symbol was not available on ASCII-based computers, then why can I do ©? It is ASCII! Ug. I need to go to sleep, you just don't understand.