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  1. syswizard

    Did I do my Sharpe ratio wrong?

    Multicharts has the Sharpe Ratio as: SharpeRatio = (AvgReturnPercent- int_rate_per_period) / ReturnStdDev; There is no SQRT(12) component.
  2. syswizard

    Is it possible to increase the mathematical expectation?

    Can you recap what you were saying ? So what is the correct approach towards betsizing ?
  3. syswizard

    Risk Management is the answer

    What is your logic for averaging up ? For instance, when do you add a contract ?
  4. syswizard

    What happened on this chart?

    Why are you guys trading SQQQ and TQQQ instead of NQ/MNQ futures ? What's the advantage ? Lower Commission/Fees ? Better liquidity / better fills ?
  5. syswizard

    Why 'Fade Every Rally' works...

    Yep. My intraday trend-following trading system has gotten hammered last 2 days. Best to go counter-trend or reversion-to-mean or scalping. Nice, clean intraday trends are rare.
  6. syswizard

    Speculation on S&P500 futures (analysis and trading signals)

    Amen brother ! Trading stats are something that is few and far between on this forum.
  7. syswizard

    What happened on this chart?

    Massive short-covering. ...by paranoid shorts who are worried about the buy-on-dips crowd.....and WallStreetBets cohort.
  8. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    What criteria did you use to determine this condition ? Well, since you are so secretive, we'll never learn from you. So you should just "shut up" and quit posting all of this drivel....and worthless links.
  9. syswizard

    Is it possible to increase the mathematical expectation?

    And as such, it's pretty much worthless. I've got a masters degree in finance. Please just keep on feeding us worthless, time-consuming videos and quips. There is no meat to your responses.
  10. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    Of course.....this requires a razor-sharp intuition and incredible instincts. How many have this ? I made several journals, but after a while it became apparent to me that I would need about 5 years of journals before they would be useful towards calling my future trades.
  11. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    I reviewed the video....no mention of fixed fractional, fixed ratio, etc. ? No mention of how to measure return variability ? Again, videos for this kind of subject are stupid. Bottomline: H.B.B.....Horrible Beyond Belief.
  12. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    A-Trade vs B-Trade vs C-Trade vs D-Trade ? How to tell the difference AHEAD OF TIME ? So I have a 1 in 4 chance of making the right call. I doubt very many traders can.....if so, then they are clairvoyant. I am not.
  13. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    Please, PLEASE DON'T !! I am tired of wasting my life away watching time-consuming videos on trading. Instead, create a website with some PDF files.
  14. syswizard

    Is it possible to increase the mathematical expectation?

    This thread has gotten a bit stupid as watching videos and talking about statistics and probability is really dumb compared to seeing something written down in black and white. I loath videos because of the time they consume compared to reading a PDF file. Plus, you can't "mark up" or comment on...
  15. syswizard

    Is it possible to increase the mathematical expectation?

    That's a helluva an article....but it went right over my head. I didn't even understand the "opening" vs. "closing" comparison. Perhaps I need to buy one of his books.
  16. syswizard

    Is it possible to increase the mathematical expectation?

    So then show us the math and statistics you are employing.
  17. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    I was really thinking futures contracts....but I now see you are trading equities effectively. That's fine, but I am interested in your betsizing logic....especially if it's a martingale type of strategy.
  18. syswizard

    Your Trading style: Careful TA, or spray n pray/law of large numbers?

    80% winning days....very nice. What is your betsizing logic via martingale ? Add a contract after 1 or 2 losses in a row ?
  19. syswizard

    Is it possible to increase the mathematical expectation?

    That's a heckuva article. Never heard of volatility drag before. Now I see why monitoring trading performance is so critical....especially when scaling up or down with martingale or anti-martingale betsizing.
  20. syswizard

    Is it possible to increase the mathematical expectation?

    This is a fantastic read. Building his trading platform as well as the trading algos almost made Jim Simon go crazy.
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