How much drawdown for this return?

Quote from tyrant:

Your max drawdown is 18%. What about normal drawdowns? How big are them? For e.g, do you expect 1 or 2 drawdowns of 5% or 10% per year?

I understand that you trade U.S shares. How many strategies and trades do you execute in a year?

Thanks
More...


Hi,

Throughout the year, I normally have a 10% drawdown on my total trading capital once every 2 to 3 months.

As for how many strategies and trades I execute - I have 1 simple strategy that I have traded every day for the last 5 years. I normally make around 15 to 20 trades a month.

Feel free to send me a personal email if you would like to discuss my trading detail.


Thanks

Damian
U.S. Share Trader
 
Quote from tyrant:

Assume I have a strategy that is pretty consistent returning from 30-50% per annum with a more conservative estimate of at least 20% per annum on average, what kind of maximum drawdown are you prepared to accept to trade this system?
More...

3-5% on the 30-50% gains and 2% on the 20%. Though, i doubt any answers you get in this thread will help you much as the results are very individual and depend on the frequency of trades and average return on risk.
 
You must log in or register to reply here.
Back
Top