Those greedy bastards are right on schedule. Every 2 years... https://www.cmegroup.com/company/files/cme-fee-schedule-2024-02-01.pdf
For January I added a total of $13k to the account to bring to $50k so that I could fast track trading the NQ. I haven't traded NQ since 2020! December pnl +$2500 TWR for this month is 5.08% NDX gained 1.85% SPX gained 1.66% So @Overnight , I'm waiting on your cash deposit so I can trade your money and take you out of your trading misery...
Consider tracking your avg points per day in the NQ. Frees your mind from the money. Gives you confidence knowing it's shown to be bounded in a comfortable, positive range over the long-term. It "scales" to 10 contracts, no problem. The first 5 min and 60 min avg ranges on the NQ are excellent benchmarks from which to measure your system's capabilities. A running average of 22 days is very informative.
I make table scraps after fees/commissions. My per trade win rate is bout 68% Risk of ruin comes out to be 2.3% At 97% daily win rate, my probability of 2 consecutive losers is 0.09% (about 1 event in a year) Any day that triggers the maximum loss will take me back 3-4 months. Didn't have a loss last year (if the bot worked per rules). So i'm due this yer How's that for trading outside the box
My ge66 raider got completely fried after running games at 95c for couple of months. I suspect the paste needed replacing. Experienced multiple blue screens. Didn't feel like opening it up and dismantling it. Had to get an emergency rig. I think I might go back to desktop setup for a while since it's easier to fix and upgrade ASUS - ROG Gaming Desktop - Intel Core i7-13700KF - 32GB Memory - NVIDIA GeForce RTX 4060Ti - 1TB SSD - Black
Well, the strategy finally crapped out. Everything was working as per the trading plan. This strategy will have a big loss and will take months to recover. In the backtests, I've had max +900 days of recovery time. Even though it looked like a steady strategy, mentally that would probably drive me crazy to sit through that. So I'm going to tweak the risk a little bit to figure out how to balance income with the risk: Loss happened the week of 3/18. So the year down about -25%. Good thing for that max stop loss though..sheesh
I think there is a sweet spot between trading the anticipated breakout and when trading the anticipated range move. I know that my current strategy will crap out if the range last too long. But if I can somehow jump on the range after couple of breakout failures, that may help avoid range loss (assuming range will continue at that point and not just final break).