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It only works for portfolios in which a tick is equal or less than 1% of your min P&L level.

No you should buy some food and gas instead!

A tip. The best trailing stop is 8% retracement from the P&L high water mark. :cool:

The only value of the diversification is to reduce the impact of fat tails. The distribution curve of a diversified portfolio is more uniform. Therefore the portfolio stress per unit of capital is less. That is all. It has nothing to do with risk/reward ratio. The more correlation you have the...

You are right, it does not! As I said, correlation, no correlation makes no difference to your risk/reward ratio. Only individual strategies risk/reward ratio makes difference not their combination!

I don't know about you, guys, but I made good money buying the 10 am dip and selling it on the trailing stop at 10:45. It was good to me. If you don't know how to execute good tips you should not attempt the day trading. Ultimately, any market call could be wrong if you wait enough!

Yes, your combine sharpe is above 1, but your profits are less per capital in use at the same time, so the overall risk/reward ratio is still the same.

WOW! Rennick is unbeatable! Good thing I listened! :cool: Good one!

I would never do such a thing! :D Seriously speaking, I thought that you would appreciate that I shared with you a finding that we spent a lot of time on. I will repeat very clearly. Correlation level of your portfolio does not change its risk/reward ratio. I welcome every other opinion and...

Should have listen to Rennick! :cool:

Listen, riskfree, why don't you take some time off, collect your thoughts, change the handle and start over again. It is unhealthy to continue the way you do. I am concern about your health (quite sincerely).

Amazing Rennick wins again!!!!! :) Good Job! I don't care where you take your trades from. Just keep on posting them! :)

Golden words of truth!

It is quite annoying when the things do not follow your expectations, isn't it? :cool:

Any calls for today, Rennick? Or I have already missed it? :)

So? :cool:

Do not forget, its a zero some game, folks! :cool: :D

Well, HedgeFundTrader2 thinks we will never be in recession! :confused: http://www.elitetrader.com/vb/showthread.php?s=&threadid=126044

Let it slide, let it slide , let it slide! :cool:

No, I am absolutely serious. There are other benefits of the diversification (margin, less money stress, time extension etc) it's just risk/reward ratio is not the one.