We're close to year end so I'll provide more detailed stats then, but here's the current equity chart to end of November <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=3023869>
that's the prettiest thing i've seen all week. and the victoria secret fashion show was on last night..
Thanks, thats very interesting. You weren't lying when you said the second half of year was boring, blah. Although looks like it picked up recently. congrats on the year so far.
Thanks very much for the graph. It looks like May volatility spikes were a big help. Have you ever taken the time to do a 'kitchen sink' type multiple regression on your profits with various market factors? The reason I ask is because I wonder if during the relatively flat equity curve time periods if some periodic recalibration might improve results. I'd be happy to spend some time with your P&L data and share any insights I find with you.
Do you use compounding as in using whatever capital you got left after taxes and withdrawls etc do you put that to use or you just work with fixed capital at end of each month/quarter?
I'm at a complete loss as to how OPG & Std Dev RTM baskets can create such an equity curve... I'm absolutely clueless and speechless... What's the missing link??? Walt
I have traded pretty much the same size for a couple years now, so no I don't compound. I know I should be upping the size somewhat and spreading my capital around more, but the honest truth is I'm a bit complacent and comfortable and I like making decent money with a risk level I'm very comfortable with. Having a cushion is huge for me and I don't want to risk it just because I got it.