Trader P/L 2012

YTD

28k4h2c.jpg
 
Quote from njrookie1:at a calmars ratio of 50, sellingindexvol66 can make back the 11% DD in a week or two. note the YTD return is already approaching 100%.
Many "grownup" firms would force you to cut positions once you are down 4-5% from HWM. However, this does not mean that you can't just scale your strategy down to keep the draw-downs to the required minimum.
 
Quote from sle:

Many "grownup" firms would force you to cut positions once you are down 4-5% from HWM. However, this does not mean that you can't just scale your strategy down to keep the draw-downs to the required minimum.


Sle,

Clearly DD >10% are unacceptable to any firm and a lot of individuals. Speaking for myself I trade this particular account aggressively as an independent trader with zero intention of shopping it, but yes anything could be scaled back to smaller DD.
 
Quote from rallymode:

YTD

28k4h2c.jpg

sellindexvol66, njrookie, rallymode, all have Sharpe of over 4. Some people say it’s impossible, encouraging seeing proof otherwise.
 
Back
Top