I found something but this is not enough for me and the sample of 1 year is too small. https://www.elitetrader.com/et/attachments/dd-png.166479/ https://www.elitetrader.com/et/attachments/cumulative-png.166478/
This discussion is going nowhere. If I'm gambling as you say then so be it, I'm just absurdly lucky. As are all the successful systematic funds, just "lucky" for decade after decade after decade.
That is relevant how? First off, very few are managing billions, most are managing low millions. Secondly, smaller size is rather an advantage for a one man retail operation. You're grasping at straws here. I've encountered so many like yourself on ET, people who refuse to accept that there are other people who do what you can't do. There are many also smarter than myself that outperform me and find strategies in places where I'd be completely lost. It doesn't mean what they do is impossible, just impossible for me.
I`m not saying no one can be profitable.Remember, all i said was that predicting volatility was not possible.And no one will ever do it. I personally know dozens of guys who blew their funds up with the automation.Magna cum laude guys in comp.and math science,you wouldn`t want to play math with.
A degree does not guarantee success. All sorts of industries are full of uneducated people outperforming PhDs. It might not be likely but it's very possible. By taking a directional trade, I'm effectively "predicting volatility".