For those of you on the RT forum as well you might have seen this topic but I wanted to post it here as well as a point for discussion.

I am working on my short term mean reversion portfolio of systems…it’s a constant area of research for me. I am trying to work out if it is better to trade a portfolio that has a general high expectancy of trades with a lower trade volume, or the other way round.

I realise that there is a compromise that has to be reached at some point, as was discussed in the mentor course, but I’m trying to work out which way to lean.

One thing to bear in mind is that I am not talking about one system, but a portfolio of four strategies. I have managed to get to a position where some of the strategies have a lower expectancy and some have a higher expectancy so I think I have got to my compromise point, but I’d be interested to see what others think.

Edit: I just went back and reread the chapters on Expectancy in the course….one very valuable resource we have there. The answer really is there…My portfolio has a W/L Ratio of 1.14% and the Win% is 54%….over the long term, in theory, I have to make money.