Off the top of my head, it would be a sign of an edge or niche that has been farmed out over the past 3 years.
Automated strategies risk/return profiles examples
- Thread starter jelite
- Start date
Off the top of my head, it would be a sign of an edge or niche that has been farmed out over the past 3 years.
Hello to everybody.
I'm trading in signals market with rentasignal. Now I'm testing its 2nd ranking signal "Control USDJPY".
Anybody is investing with this?
If someone knows anything about signals and can check it, please warn me if you see something strange. I am considering to invest a great quantity of money in this signal.
Thank you.
I'm trading in signals market with rentasignal. Now I'm testing its 2nd ranking signal "Control USDJPY".
Anybody is investing with this?
If someone knows anything about signals and can check it, please warn me if you see something strange. I am considering to invest a great quantity of money in this signal.
Thank you.
Hi,
Here's a hypothetical portfolio that has been running in real time automatically for a little more than a year, so all out of sample:
Quick Stats as of 2/17/2011
Total Return 146.31%
Benchmark Return 20.69%
Active Return 125.63%
Annualized Return 131.12%
Annual Turnover 2,604.85%
Max Drawdown -10.65%
Overall Winners (566/819) 69.11%
Sharpe Ratio 4.27
Correlation with DJ Wilshire 5000 0.78
I am trading a variation live. Live results were less due to higher volatility (because of less positions) and whipsaws from market timing that was not used in the portfolio above. In my live account I offset the increased volatility by trading other strategies.
Here's a hypothetical portfolio that has been running in real time automatically for a little more than a year, so all out of sample:
Quick Stats as of 2/17/2011
Total Return 146.31%
Benchmark Return 20.69%
Active Return 125.63%
Annualized Return 131.12%
Annual Turnover 2,604.85%
Max Drawdown -10.65%
Overall Winners (566/819) 69.11%
Sharpe Ratio 4.27
Correlation with DJ Wilshire 5000 0.78
I am trading a variation live. Live results were less due to higher volatility (because of less positions) and whipsaws from market timing that was not used in the portfolio above. In my live account I offset the increased volatility by trading other strategies.
You're missing my point. Sure, you can use a forum to get help with questions like: what are the best tools? How do I use these tools? etc. - those are good questions to get help with.
However, I would personally never trade something based only a test result obtained from a forum.
What if I responded to you with a detailed test result: Sharpe factor of 2.3, max. drawdown of 10% - it looks fantastic! Except I fabricated the entire test result. Would that be more "helpful"?