55% annualized. Levered in stocks and options. Although I beat the market, my Sharpe ratio was less than the market.
Sorry about your setback in 2017. Let's hope you have a profitable 2018.-50%. I am not an elite trader.
Who cares about Sharpe when you achieved 55% gain annualized?55% annualized. Levered in stocks and options. Although I beat the market, my Sharpe ratio was less than the market.
Equity curve of shorter term trades from 2017. 350+ trades, hold time from minutes to 40 days. All Tradestation/Easylanguage coded strategies. All strategies tested from at least 1/1/2007, All used Kelly-style position-sizing. Profit factor: 3.70, 76% profitable. All real-time/ real money.View attachment 181070
It could actually be a random walk chart.Equity curve of shorter term trades from 2017. 350+ trades, hold time from minutes to 40 days. All Tradestation/Easylanguage coded strategies. All strategies tested from at least 1/1/2007, All used Kelly-style position-sizing. Profit factor: 3.70, 76% profitable. All real-time/ real money.View attachment 181070