what return on equity is that macintash? also if you have some risk numbers i'd be curious about that as well. i'll post some numbers at year end as well...2nd half has not been great only up about 70k vs. 340k in first half of year
I have a shrpe 4+ thread where you can find the info. I usually donât post dollar amount p/l, since I consider it irrelevant in evaluating a strategy. I posted this based on sellingvol66 request.
Short answer. Return 92%, sharpe 3.65, Max DD 7.33%. Your numbers are quite impressive. Whats your % return, Sharpe, max DD?
Mac, u are unique. This thread is trader pl ...not ur definition of what u perceive it should be. I could care less for ur pl..if u never post again here I will never wonder how u are doing. .I'm more concerned with integrity of the thread. Make sure u are clear what I complained about. If u post here #'s...post screener.
850% pct return, 3.5 Sharpe, max DD of 60% I expect 50% DD, so the 60% this year was...uncomfortable. sellindexvol: i understand why it's necessary to post a screenshot with numbers to get rid of trolls and daydreamers, but there's no need to flame on Mac, especially after he posted a screen. This is why people stop posting and why the community as a whole has deteriorated.
Wow, that's some numbers. It seems the only thing we have in common is the 3.5 Sharpe... I would be concerned with that kind of DD, what happens if next year would be 1300% return and a 100%DD..??
Another solid day. GLD vega generated most of the P/L today, and some VIX stuff. EDIT: This week has been an outlier in terms of performance, I will post down days as they occur.
That drawdown occurred on profits, not starting equity. I start at 0 every year and keep tight risk limits, but if I'm doing well I'll relax those limits and swing harder.