Index futures automation

[hilmy83]

 

[NoahA]

View attachment 303893

I love how this chart summarizes all the key points.... for example....

4.... high win rate yet crap return and DD of 30% that must have happened a few times
9.... low win rate and a crap return as well, but at least DD isn't as bad and the W/L ratio is quite nice
2..... win rate only 39%, but since W/L ratio is over 2, this results in the best return!

Really nice illustration of how all these parameters come together!

 

[hilmy83]

My childhood part 3. Can't wait

 

[hilmy83]

Final numbers are in. Best futures/options category return is 200% for 2022 (account under $1mil)

https://financial-competitions.com/

 

[hilmy83]

tinkering with trade management settings: This is basically what i'm unleashing to the 2023 Norm Zadeh trading competition

3/15/21-11/5/21

3/14/22-11/4/22

Basically going "all in" with a bit of risk management in place. It's kind of ironic when i put it that way.

Combined yields about 55% win rate with about 1.30 PF with worst equity DD about 50%.

I don't think it's going to win the competition considering the best trader last year did 200% return. But it's something and I'm rolling with it.

 

[hilmy83]

tinkering with trade management settings: This is basically what i'm unleashing to the 2023 Norm Zadeh trading competition

3/15/21-11/5/21

View attachment 304386

View attachment 304385


3/14/22-11/4/22

View attachment 304387

View attachment 304388

Basically going "all in" with a bit of risk management in place. It's kind of ironic when i put it that way.

Combined yields about 55% win rate with about 1.30 PF with worst equity DD about 50%.

I don't think it's going to win the competition considering the best trader last year did 200% return. But it's something and I'm rolling with it.

Although taking predetermined stops would be safer. But the trade off is lower win rate...but i'm here to make money not to be right !...rightttt???

this approach gives me some chance to win..

 

[hilmy83]

mnq

5-5

4-5

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3-3

2-3

2-2

 

[hilmy83]

mes

5-5

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3-4

3-3

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2-2

 

[hilmy83]

the 50% dd could start as soon as i start trading this. Which means there's possiblity that i need to top off if it happens early

 

[hilmy83]

This would've been January's 2023 performance. I started today..so missed out on some decent gains.

Hopefully the DD doesnt start out too badly so soon. The worst ones based on tests is like 50% :-(. If it happens once, i'll top it up once. But after that, I might have to pull the plug.

Nothing to do now but to just let this bot do its thing