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Yes I am unique, and don't take it personally :cool: :cool: :cool: :cool:

Short answer. Return 92%, sharpe 3.65, Max DD 7.33%. Your numbers are quite impressive. Whats your % return, Sharpe, max DD?

I have a shrpe 4+ thread where you can find the info. I usually don’t post dollar amount p/l, since I consider it irrelevant in evaluating a strategy. I posted this based on sellingvol66 request.

Thats much more usefull. Here you go with the pic

Sharpe is 3.65. Will see how close I can get to 4 before end of year. Have not been posting for a while. In the last couple of months I did some adjustments in my trading that would hopefully improve results. will keep updating.

I wasn't aware that there is a rule here to post p/l with a blotter, (I am not here to proof anyone and anyone really curios to verify, could send me PM). I would post a pic this week. For the reasons I explained I am not posting daily dollar p/l, I consider the daily dollar amount useless...

Right Rollymode. However I think 90% of traders (me included) are not at capacity, so to focus only on daily p/l is not of any value for most of us.

I actually do have a job. IMHO posting dollar amounts is not very usefull, all that really matters is percentage gains or losses. I understand that “account size” makes a difference, it’s much more difficult to make huge gains with a 10 Mil account then a 10k account , but posting 500...

I am a little different; I only spend around 1-2 hours a day trading. Do you guys think that’s an issue in the long run?

Aha

Welcome back..

Yes, as of now I am below the target of 4, but I am close enough. Re adding other strategy it makes a lot of sense, I am considering adding a strategy that should have inverse correlation to the first strategy, however iI need to study the strategy a little more before adding it. Re your...

Sharpe is 3.88. The good news is that I am out of my DD and reached a new high water mark.

I agree vix is mean reverting in long term, but you would not be able to hold Nov future for long term.. In the short term i think there might be some evidence that vix is trending. Any opinions here?

it seems like your are going counter trend, I am not sure how good that would be with the vix.

You are right I am having a DD, however it is around 4%. Re market correlation I don't think it is correlated alot based on its history (my biggest DD has been when the market was moving up).

Sharpe is 3.85, max DD ytd is 7.33

Based on my understanding they will liquidate stock from 9:30 to 4, but futures get liquidated all trading hours.

Right, but you can get liquidated on the first second when it opens, for some wide bid/ask..

keep it up.