Need help on position sizing/risk - 86% win rate - .5% per trade

Discussion in 'Risk Management' started by frostengine, Jun 17, 2021.

  1. Picking up nickels in front of a steamroller...
     
    #21     Jun 18, 2021
    murray t turtle likes this.
  2. %%
    MOST long funds trade/ inVest about 99% + have 1+/% cash;
    but looks like you are using leverage with those ETFs/99% maybe a bit steep. Actually i dont mind some 50-60% DD\they tend to be the best %% gainers.
    Exceptions include but not limited to inverse ETFs + EBIZ; or even when a top trender like IBUY starts underperforming by a bunch\kick it out , even if you are 99% sure it may finish well end of year///LOL:caution::caution::caution::caution::caution:,:caution::caution:Congrats you made it thru bear markets also\good gains[Sorry DD tend$ to do worse than 60%/62%, SPXL went down 70% max dd\could easy go down more . For sure spxl/tqqq will in a multiyear bear\ most likely]
    {My comments are limited to first Fed tighten\nor would i want all my etfs dd 60-7o %%]
     
    #22     Jul 6, 2021
  3. %%
    Easy on buy + hold a 3 x leveraged ETF;
    meaning easy to get that 86 % hit rate + 60% drawdown with TQQQ/spxl not easy to hold thru that/LOL.
    88% is close to JAN indicator for year finishing uptrend. Worked well with splv, tqqq, qld,qqq; SPY /spxl failed it in 2020 unless spy dividends are counted/LOL[Past 3 years + more]
     
    #23     Jul 6, 2021
  4. GotherL

    GotherL

    NQ at all time highs with big earnings season coming near an end. I highly doubt, we will not see correction around the corner.
     
    #24     Jul 26, 2021
    murray t turtle likes this.
  5. %%
    IF you can believe his headline, he lets his profits run just a bit off nickels
    I did plan + pay up x20 .....for some 1901-1907 panic nickels/LOL;
    but they dont have Tom Jefferson on them , they have a ''v''.....
     
    #25     Jul 26, 2021
  6. I would rather not risk drawdowns, but define a certain percentage of the deposit (for example, 3%), upon reaching which the trade is closed. And then I would run the strategy again with this restriction.
     
    #26     Jul 29, 2021
  7. hanneswas

    hanneswas

    1) compute the max number of consecutive losses. E.g. 10.

    2) simulate positions in your algorithm - don't open real but virtual positions. And start opening real positions only after N (e.g. 5) virtual positions in a row were losers.

    3) you might want to increase the position size after each lost position. Perform grid search to find values which give you nice DD vs. profit.
     
    #27     Aug 8, 2021
    murray t turtle likes this.
  8. %%
    ALMOST NEVER ''increase position size after each lost[loss ] ''; exceptions include a battle tested plan sometimes. I tend to lighten up more if something in my account even performs worse + profits anyway.......................................
     
    #28     Aug 9, 2021
  9. hanneswas

    hanneswas

    I would say that depends on the asset you are trading.
    I always increase the position size. However I start with a very small one.

    And: my EAs are tested on several years of historical data with the analysis of events like nfps or covid.

    My worst trades come from manual "fun entries". :/

    One of my newest EA following the strategy from above:
    0a3d0c347ceb51c6bf69662f62689f7f.png
     
    #29     Aug 14, 2021
    murray t turtle likes this.
  10. %%
    AS noted \ ''exceptions include a battle tested plan.''
    IF only drawdowns were limited to the max in your or any backtest/LOL:caution::caution:
     
    #30     Aug 16, 2021