Is average consistent 3 R profit per month realistic?

Discussion in 'Risk Management' started by vortextrader, Jan 8, 2024.

  1. %%
    Classic definition, risk $500+ make $2,000= 4 R.
    RE investing 10% down $500 on $50,000+ service businesses could do better average .
    Maybe not per month\ average market time for RE in the 20 years I did it was longer than one month; it was 3-6 months.
    IF some had asked me ''can I make a million buck$ selling pet rocks?? LOL I dont know that also :D:D Took more than months to do it.
     
    #11     Jan 11, 2024
    Quanto likes this.
  2. What I mean is risking 1 % per trade and make consistent 3 % every month
     
    #12     Jan 11, 2024
    murray t turtle likes this.
  3. Quanto

    Quanto

    How many trades per month?
    And how much is your 1% in $ ?
     
    Last edited: Jan 11, 2024
    #13     Jan 11, 2024
  4. The 3 R profit can be from any systems with positive expectancy
    for example 50 % WR with 1:2 RR 6 trades per mo
    or 66.66 percent WR 9 trades per mo .
    Result net profit 3 R per mo
     
    #14     Jan 11, 2024
    murray t turtle likes this.
  5. deaddog

    deaddog

    Thats only true if you risk 1% of your account per trade.
     
    #15     Jan 12, 2024
    murray t turtle likes this.
  6. Quanto

    Quanto

    Ok, thx, will need to setup and run a MC sim to replicate/verify/confirm it.
    How do you do get your above results? Pure maths or MC sim? Looks much like the Kelly formula, isn't it?
     
    Last edited: Jan 12, 2024
    #16     Jan 12, 2024
  7. no math, no EA. manual backtest
     
    #17     Jan 12, 2024
    murray t turtle likes this.
  8. Quanto

    Quanto

    Hmm. that's indeed interesting if it can independently be replicated.
    I just tried the Kelly formula, but am getting unsatisfactory results, but maybe I did something wrong. Will report back later...

    The characteristic Kelly curve, here for other parameters:
    Kelly_curve.png
     
    Last edited: Jan 12, 2024
    #18     Jan 12, 2024
    murray t turtle likes this.
  9. tomorton

    tomorton

    This thread reflects the riddle as to why a trader using a strategy with only modestly strong metrics does not do better.

    A strategy like this should not be as rare as unicorns -
    55% WR
    2% risk per trade
    1:1.5 r:r
    1 trade per day
     
    #19     Jan 27, 2024
    murray t turtle likes this.
  10. %%
    NO wonder ,that's a gambling measure; not saying it's totally useless LOL.:D:D I use something i gambled with, as pool hall teen. If you think business is the same as gambling/ try winning in Vegas + see how far you DONT get, not funny.
    As far as 4% risk, seems excessive ;
    but 4%may not be enough on 1 of 7 or 8 positions. IBD uses 7-8% but thats on one position.
    Its not really a coinflip also, not near that simple.
    One of the better book quotes /UNKOWN Market.....Jack Schwager \ ''the market is not an annuity'':caution::caution:
    But sometime it pays better than annuity. No wonder annuities pay so regular \ its so little % paid
     
    #20     Jan 27, 2024