Long short game

Discussion in 'Trading' started by nooby_mcnoob, Jan 17, 2020.

  1. Hmm not so cut and dry. After 200 rounds, max drawdown was all the way down to $25K

    upload_2020-1-17_23-47-3.png
     
    #11     Jan 17, 2020
  2. Damn, this is very cool. For you guys that can continually win money on it over time, TEACH US!!!!!!
     
    #12     Jan 18, 2020
  3. Gladly. Step 1 automate buy button. Step 2 profit. Screenshots to come
     
    #13     Jan 18, 2020
  4. d08

    d08

    Fun one, I did about 50% long, 35% short, 15% sit.

    longshort.png
     
    #14     Jan 18, 2020
    nooby_mcnoob likes this.
  5. schizo

    schizo

    All short

    upload_2020-1-17_21-8-55.png
     
    #15     Jan 18, 2020
  6. Step 1:

    upload_2020-1-18_0-14-47.png

    Step 2:

    upload_2020-1-18_0-14-56.png

    755 trades to get to 5 million from $10K. What are the practicalities of this equity curve? There were multiple HUGE drawdowns.

    But lets say you wanted to implement this strategy:

    1. 40*755 = number of days needed = 30200
    1. Number of weekend days in range: 2*40/7*755 = 8628
    1. Total number of trading days: 21572
    1. Total number of years: 21572/252 days per year = 85

    So you'd need about 85 years to realize this strategy. That's about $60K/year on an initial capital outlay of which isn't too bad all things considered. So what's the strategy:

    1. Randomly pick one of the top 500 stocks
    2. Go long
    3. Wait 40 days
    4. Sell
    5. Repeat

    So what you need to do to show that you are talented is reach this number BEFORE 755 trades. Say in 100 trades.

    That's the challenge homies. Make it so.

    [​IMG]
     
    #16     Jan 18, 2020
    Axon likes this.
  7. I think this is real talent.
     
    #17     Jan 18, 2020



  8. LOL, I'm trying to digest this noob. But are you essentially saying that if you just picked "long" on every one, after 755 trades on average you'd turn $10k into the $5+ million number? If so, I agree 100% that to be a good trade you'd have to beat that at least somewhat.
     
    #18     Jan 18, 2020
  9. d08

    d08

    I suck at discretionary, far too emotional/unstable. This game suits me in that I pick an entry and the exit is predetermined -- I cannot fuxx things up.

    Maybe there's a revelation here - go through a thousand charts, build a long/short portfolio with tiny positions, set a timed exit, repeat every X days at expiration.
     
    #19     Jan 18, 2020
  10. Axon

    Axon

    $6,438,842.86 in 370 rounds. Lesson learned: long cuz stonks only go up
     
    #20     Jan 18, 2020
    nooby_mcnoob likes this.