Quantum Leap Journal

Discussion in 'Journals' started by QuantWizard, Apr 30, 2013.

  1. Trading performance update as of today (chart attached):
    Return 1 day: +7.33%
    Return 1 month: +66.8%
    Return since inception: +311%
    Sharpe ratio: 1.55

    Happy Worker's Day tomorrow and cheers to capitalism and laissez faire! :)
  2. Here's the quity chart as well...
  3. Good job, but your equity drawdown looks far too large for enticing more AUM. Maybe you should consider decreasing size as a percentage of equity.
  4. AlgoKid



    Correct me if I am wrong but aren't you trading with ~53x leverage if your equity is only $1500? Therefore all it takes is approx a 2% S&P drawdown when you started and your account would we wiped out... How are you trading like this?

  5. Inherently the ES leverage is 50x, however I keep about 70% of my capital in cash as safety buffer. So it's the return on the invested capital on day one you see in the metrics, not return on total assets.