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Good enough. I think the way you are doing you should be at 6 figure pretty soon.

??

Impressive. what kind of $ amount range is your account 5, 6 or 7 figures..? also whats your holding period?

Year finished, Sharpe is 2.89. For next yr hope to have sharpe of 3.5, as well as higher monthly return. Will see

Sharpe fell a bit to 2.83. The chance to close above 3 does not look very promising, only 2 trading days left. Will see.

I didn't explain myself well.. see above post.

I was referring to 5.5% MONTHLY return.

Average gross return for last 2 yrs is about 5.5%. ONly had 2 months with a loss of more then 1%. They are pretty happy..and they should be.

Thanks, I am getting much better then that. I manage some money (smaller amounts) for some partner, no management fee, its my responsibility they don't loss more then 10% (some skin in the game) and i am getting 40% performance fee. To be busy with other money for 10% IMHO is not worth, unless...

Hi All, Back after a very long break. Its only a week away from year end and its time to check where I am with my target.. The results is I am close. Sharpe for now is 2.89. There is a chance it could go above 3, but I guess 2.89 is also not bad. Without going in to details about my...

You say, "I do like to take a big bet on a high conviction plays" which makes sense. My question would be, how big? and what kind of mechanism do you have to protect if it turns out that it was not such a good trade? (might not happen often, but might happen once in a while).

How do you choose “size” on a strategy that seems to perform extremely well at least historically? One would think that if you used more leverage and trade bigger size your return would be even higher. So what’s the balance/formula you use?

?

If Oct is down -0.7%, why does it say on statement for Oct 0.00. In any case it’s encouraging to see a young individual making a decent profit in the market, it flys in the face of those saying that only “big guys” can make money in the market. What’s your holding period?

Finally some sensible comment on ET…..... Average monthly profit makes a lot of sense. I also agree with your statement that wall street would “clean up” a good setup. That’s part of the concern that you would have when you find a good setup, it will not last long.. so whatever you...

Doubling every week… on my latest count you would have all the worlds money with a year or 2.. Maybe we let Forbes know.

The problem with the comparison to a 20 sided coin is the following. 1) While based on analysis/research/history it seems that the chance for profit is 95%, you might have made a mistake with the analysis (mistakes happen by everyone) 2) Markets change. Even if something is 95% today, it can...

How much fraction of Kelly?

2/3 of the nice profit

Ok, I see people want to talk about Jack Hershey rather then position size. Ok, I guess keep talking about Jack Hershey and if someone had an idea/opinion on position size for good trade they can throw it in as well..