Hello Coin Flip, I agree. I am not impressed at all with Rentec Medallion's performance. That is peasant money compared to what futures has to offer. I never saw anything impressive with Rentec Medallion's performance, honestly.
Your profile says you have been on this site for 10 years, if you had also made the same unimpressive 66% a year, then you would have turned $50K into $5million. Given that you don't think that's impressive, I guess you made at least 5 or 10 times that?
Hello Businessman, 10 years ago, who or what was there to teach me EXACTLY how to make 66% return per year in trading? I do not worry about nothing I can not eat on the dinner table tonight, or see with my own eyes or put a dollar in my pocket, right now. It took me 10 years to figure out trading, because it took ME ten years to figure it out.
So what do other people actually define as the Holy Grail? 100% winning trades? We know that not is possible, but maybe 100% winning months? Or 90%..? (I gave my definition, which was a relatively low bar, something like 80% winning months without tail blowup risk, which equates to a sharpe ratio just above 2)
IDK but a Holy Grail has a higher profitability and a lower risk than you might think of. Otherwise … it’s just a grail.
I think the holy grail is a method of trading that has a high edge on each signal and also gives enough signals as well. A method with a high edge isn't that great on its own, it also has to generate enough trades. When you quantify that you end with a metric like the Sharpe Ratio. A Sharpe over 3.0 over the long run is definitely holy grail stuff, even anything over 2.0 that's scalable and won't blow you up on a black swan event is still holy grail in my book..