Trader P/L 2012

Discussion in 'Journals' started by d08, Jan 3, 2012.

  1. jb514

    jb514

    Everyone in our shop used to trade them a while back. Just wondering what shops have everyone trading the same strategy
     
    #791     Oct 5, 2012
  2. what are imbalances?
     
    #792     Oct 5, 2012
  3. Yes, stop losses are emplored. Usually very tight ones. Typically the stops will be placed 0.1-0.7% below a position I find favourable.

    I broke my cardinal rule today, however, and opened down -10.3% because of holding a UVXY position overnight (which I thought was favourable, but the jobs data said otherwise).

    I managed to trade back +4.55% so I ended the day down only -5.75%. I work with an account of $50k-$60k.

    I plan on holding no positions next week to see how I will perform. I have noticed the top end of my trading range is 5.5% via pure trading (opening the day holding nothing and trading from flat). I find the worst I can trade (opening flat and trading badly from flat) is about 2-5% (with the odds of being down 5% 1:20 day, per the record I have so far for the past month).

    Trading to the upside: ~ +4% on average.
    Trading to the downside: ~ -2% on average.

    Max upside realized +7.6%
    Max downside realized: -5.75%.

    Hope this helps. I'm looking to hear what everyone else has been experiencing on an average daily basis. Please share!
     
    #793     Oct 5, 2012
  4. jb514

    jb514

    look for Don Bright's posts. He used to trade them like 5 years ago
     
    #794     Oct 5, 2012
  5. Obviously leverage isnt for everyone but it has its uses. You dont have to blow the account if you wire out the gains and dont compound your PnL. And if you do then at 50-100% monthly gains you will hit capacity pretty soon and you will have no choice but to withdraw or stop compounding. And that's on low freq stuff.
     
    #795     Oct 5, 2012
  6. siphon money to lower risk strategy accounts...
     
    #796     Oct 5, 2012
  7. is the capacity in 7, 8, or 9 figure range? which one?
     
    #797     Oct 5, 2012
  8. The only leverage I use in my strategy is in the 2x leverage of the ETF. But no borrowed margins or anything of that sort. It's cash-trading. Are these returns good for a situation like this? I'm still looking for other comparisons (percentage-wise) for other people's daily returns.

    And I'm also curious as to what the capacity is. I was thinking of stopping the compounding when the account reaches $500k. My other $500k account was able to move in and out of the market in quite a liquid fashion. But, I have never actually traded with that amount, just moved it in and out of positions. What is the capacity for the day traders on here and what are some ways to get around that capacity (if possible)?

    Also update: managed to trade some more today. Ended the day down only 4.35%. Did a 5.95% comeback. This is a new record for me in terms of a +6% gain from pure-trading in one day, so far, under this strategy.
     
    #798     Oct 6, 2012
  9. friday 10-5-12

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    #799     Oct 6, 2012
  10. I am not presuming to speak for rallymode, but capacity in my book is the limits of the edge you can pull out of one particular market before edge is flattened.

    For what i do liquidity was and still can be an issue that slows down a plan i have and at times either destroying the edge or delaying opening or closing some inventory for the sizes i have grown in to. If i did not wire money out theres no chance i would be comfortable sizing higher levels.
     
    #800     Oct 7, 2012