i will use this journal to document the returns of my long only strategies.
the objective of these strategies to beat the return of the underlying buy and hold strategy while drastically reducing the inherent risk. i have two instances of the strategy running, one trading EOD data while the other trades intraday and doesnt carry overnight positions.
as of today, the strategies have achieved returns that far exceed the equivalent buy and hold strategy, while benefiting from the sharpe ratios of around 2.0 and sortino ratios of around 3.0.
i will update the journal on a regular basis and will answer to any inquiring mind as well.
good trading and have fun.
the objective of these strategies to beat the return of the underlying buy and hold strategy while drastically reducing the inherent risk. i have two instances of the strategy running, one trading EOD data while the other trades intraday and doesnt carry overnight positions.
as of today, the strategies have achieved returns that far exceed the equivalent buy and hold strategy, while benefiting from the sharpe ratios of around 2.0 and sortino ratios of around 3.0.
i will update the journal on a regular basis and will answer to any inquiring mind as well.
good trading and have fun.
