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If anything I would go with option 1. I don't have a problem with having a number of accounts

Today marks the end of the first quarter and the results is so far so good. Return is 21.1%, Max Drawdown is 1.24%, Recovery time is 4 Days, Sharpe Ratio is 6.61, (Sortino Ratio 19.15, Calmar Ratio 163.72) Standard Deviation is 0.87%, daily Mean Return is 0.30% Some here have suggested that I...

No clue what you are talking about. Your post was on Oct 3 at that day BAC close at 5.53 down from $14-15; you claimed it will go down to 3.5. Did it ever reach 3.5? Was Oct 3 the right time to short BAC? Don’t think so

HERE IS ANOTHER ONE bank of America- Going Goin Gone- short to 3.5 10-03-11 05:39 PM With new fees in everything its only a matter of time before BofA implodes- $5 atm card fees, They also don't accept partial payments for their FHA mortgages which means a Class Action is looming soon for...

Whats the targe for next year end?

How about DOW 11k? Last year there where quite a few predictions for Dow 11k

Have been trading for some time. I have used this strategy since last year but I used several other strategies as well in the same account. Over the last year I kept refining this strategy, added hedges etc. Since beginning of the year I have a separate account which I use only for that...

Profit maximization is not my prime objective, managing risk is. My max DD untill now is only 1.26%, but that does not mean it can't be tomorrw 7.9%. After another couple of months I would probably start "gradually" to increase size.

Below are the exact numbers so far the year. return 17.09% max DD 1.26% sharpe ratio 6.00 Will keep updating as I move along in my journey.

20% a month? that's nice target. How much are you ready to pay managment fee?

With the numbers above does it sound more reasonable I have a chance to get to sharpe 3-4 for the year?

Sharpe YTD is around 6. Max DD is 1.24%. I am adding new goal for year, DD in most months (7 mo.) should be not more then 2%, that would help me keep max DD lower then 5 for year

I would be very happy with 20% if I can do it over and over.

Is risk free based on FFR, or 10 yr bond? My target for return is 20%+.

After some useful comments here, I am changing my target for 2012. My new target is Sharpe ratio 3-4 or better, Max DD less then 5%. So far year to date, Sharpe is 4.81, Max DD is 1.1%. Does that sound more practical?

Haven't said its important, I'm just posting where I stand now, with an eye on my target of 4+ for rest of the year.

Ok. How much is yours?

For first 2 months of the year Sharpe ratio is 5.27.

So are you saying its easy?

Yes, sounds too complex. Can you explain more?