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Sharpe is back to 5.61 YTD, max DD peak to valley is still at 2.12%

Which brokerage did you go to?

Sharpe is now 5.41 YTD, max DD peak to valley is 2.12%.

Sounds like some MF global talk..

def, what would be the advantage of IB vs merill edge pro?

Sharpe fell back a little, currently at 5.61 YTD. Will keep updating

TOS offers live DVR back to '09

Sharpe is now 5.84 YTD. Seems like Sharpe is actually on the upside.

Any advice here?

Here are the exact numbers YTD including returns and some risk measures. Return YTD 31.82% Max Drawdown: 2.12% Recovery: 1 Day Sharpe Ratio: 5.78 Sortino Ratio: 15.87 Calmar Ratio: 109.21 Mean Return: 0.33% I am at a cross road right now. I feel very comfortable with my strategy for...

I think I have a very good strategy, but that does not mean I can't learn from others. As I have stated before I would NOT go into more details about strategy, trades etc here on ET. If you realy want to know more, you can send me a PM

If you want me to manage 10 million for you, I would have no problem showing you an actual statement. I have provided allready my equity curve once in March based on your request. As for motivation, I hope to learn more from other traders how to adjust size, risk, and goals. Just because I have...

Just because I have had very good risk adjusted returns, does not make it fantasy.

Six figure account size. I have been trading for some time, and this is the first time I have found a strategy that would give that high of a return for so little risk. I would admit that its just one specific edge that I have found, the return is around 5-9% every month, and 40% of the time I'm...

Some rough numbers, for April return is around 8%. YTD Return is around 30.5%, sharpe YTD is around 5.5, Max DD peak to valey is 2.12%

Sharpe is 5.43, Max DD is 2.12%

You got it wrong. Sharpe might not be very imprtont measure at all, peak to valley based on "daily" returns is very important. Based on your monthly peak to valley I would GUESS that your daily peak to valley is 20-25% which is good but might be an issue for OPM.

Sorry but your numbers don't add up. If your monthly DD Peak to Valley is 5% and 4%, your daily Peak to Valley can't possibly be 2%. So either you are making things up, or you don't understand what P to V DD means.

Here are the exact numbers YTD, Sharpe 5.2%, Max daily DD Peak to Valley is 2.12%.

Your max daily DD "P to V" is more important then DD based only on monthly returns. Based on your monthly DD I would guess that your P to V DD has been 20%+ which is good, but when it comes to get OPM it might create a chalange. If you are looking some realistic advice here, you need to explain...