Quantum Leap Journal

Q

QuantWizard

Trading performance update as of today (chart attached):
Return 1 day: +7.33%
Return 1 month: +66.8%
Return since inception: +311%
Sharpe ratio: 1.55

Happy Worker's Day tomorrow and cheers to capitalism and laissez faire! :)
 
Quote from QuantWizard:

Trading performance update as of today (chart attached):
Return 1 day: +7.33%
Return 1 month: +66.8%
Return since inception: +311%
Sharpe ratio: 1.55

Happy Worker's Day tomorrow and cheers to capitalism and laissez faire! :)
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Here's the quity chart as well...
 

Attachments

Good job, but your equity drawdown looks far too large for enticing more AUM. Maybe you should consider decreasing size as a percentage of equity.
 
Hi,

Correct me if I am wrong but aren't you trading with ~53x leverage if your equity is only $1500? Therefore all it takes is approx a 2% S&P drawdown when you started and your account would we wiped out... How are you trading like this?

Thanks
 
Quote from AlgoKid:

Hi,

Correct me if I am wrong but aren't you trading with ~53x leverage if your equity is only $1500? Therefore all it takes is approx a 2% S&P drawdown when you started and your account would we wiped out... How are you trading like this?

Thanks
More...

Inherently the ES leverage is 50x, however I keep about 70% of my capital in cash as safety buffer. So it's the return on the invested capital on day one you see in the metrics, not return on total assets.
 
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