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Hello quiper, Thanks for pointing this out to me. I am comfortable with up to 50% drawdown if I can get +80% a year. Perfectly fine with this. I only look at the futures market to make ALOT of money quickly with calculated risk.

Hello TrAndy2022, Exactly, we are only talking about algo trading and who is making the money. A portfolio of algos that will cost +$100K is not the way for me with little returns. Look at Marek Chrastina here results in 2 years. +100% year after year. This is where I am betting my money on...

Hello MKTrader, I perfectly understand. The fair test is real-time strategies vs real-time performance of the S&P 500 index.

Hello MKTrader, This is my thoughts as well. Not worth it for me as well.

Hello MKTrader, Thanks for the advise. What do you mean by "risk-adjusted basis"? Can you give an example please?

Thank you for the information TrAndy2022, You are the man!! I will email the website owner for more information and look at these systems. You see this is what I was saying. I could spend years building XX algos for a portfolio and still get it wrong. Versus using my money to bet on 1 system...

Hello TrAndy2022, Thank you very much buddy. You are the man!!! Where can I invest in these systems here and see the real time results over the last years? http://futurestruth.com/wp-content/uploads/TopTen.jpg

Hello TrAndy2022, Exactlyyyyyy. You are 1000% correct. There is no need to waste time and effort developing my own ES algo when I can use someone else work. Far more easier to bet on someone with proven algo and make the money this way for the retail trader. This will take care of #1 in my...

Hello TrAndy2022, THANK YOU THANK YOU THANK YOU THANK YOU. You are wealth a knowledge man!!! Yes, NOW we talking. Yes, THIS is what I want to see. Now we are talking about the real algo traders making the money. Look at the Marek Chrastina. +100% for 2 years in a row. is what the retail...

Hello TrAndy2022, I think the retail alone trader is a pure disadvantage trying to build XX portfolio of algos and it is not worth the effort or reward. I rather bet on the following and not bet on a XX algos combined together in a portfolio. 1. Produce 1 algo on ES or NQ, and scale up over...

Hello MKTrader, Thanks for responding. Exactly my point. Anyone can curve fit some algos together to make it look good from 2007 to 2021 using back testing tools. Is there anywhere online where I can see someone, something, or whatever that shows real time, real money portfolio of algos and...

Thank you TrAndy2022, that makes sense now

Hello TrAndy2022, Thanks for explaining For my understanding can you please give example of "unlevered returns" and "use plenty of leverage". Are you referring to using 1 ES contract for strategy A the entire year for 15% unlevered returns versus using, for example, 10 ES contracts for...

Hello MKTrader, https://www.quantifiedstrategies.com/how-have-our-trading-edges-performed/#The_bear_market_of_2022-2 I believe this article sums up what you said about having a portfolio of algos as another investment diversified from other investments. I really enjoyed this read. We are...

Good Morning TrAndy2022, This is a really good realistic expectation and thought process of the idea of portfolio of trading strategies. Thanks for sharing I like this part of the article and I learned from it: We are pretty happy with the results for 2022. The main reason is that we want...

Hello MKTrader, Do you know where I can find Kevin Davey 2021 algo real time performance?

Good Morning MKTrader, Great comment. I am aware of Kevin Davey. I reviewed his website and here is the major flaw which is a BIG disadvantage to retail trader: 1. NOWHERE on his site does he prove or show a portfolio of algos that is beating the SP 500 index year after year, yet he is...

Good Morning MKTrader, Thanks for your reply and comments. Yes, this is my point. I have not seen any portfolio of algos that can beat the SP 500 index over the past +5 years. Where can I find the retail trader which such portfolio that is winning with this effort? Me either and I do not...

Thank you for the reply.

Hello All, I will add to my post. I think the best case scenario is this for the reason to have a Diversified Algo Portfolio Trader has 1 goal year to year: Obtain income from risk adjusted returns which means a steady return % with less drawdown on the portfolio as possible. Use the SP500...