Home › Forums › Trading System Mentor Course Community › Progress Journal › Nick Radge – Daily Journal
Very nice indeed!
Nick, Terrific results.! With your new position sizing what is your max drawdown
Len, In live trading, it’s been 11%. Prior to the new position sizing, in live trading it was 24%.
I’ll need to investigate the data some more
That’s great Nick. Taking your wizardry to the next level.
Awesome results for the MOC!
For shits and giggles, test your MOC strategy on April 4, 2000
Nice !
A time machine would be nice.
Two different systems one on R1000 and one R3000
March 2022
ASX Growth Portfolio: -0.46% WTT: +1.83% ASX Momo: 0%
US HFT: -2.86% Trading R-1000 & R-2000. US Momo: +1.74% MOC: -13.79% DTVI: -0.79%
April 2022
ASX Growth Portfolio: +0.27% WTT: -5.04% ASX Momo: 0%
US HFT: -11.94% Trading R-1000 & R-2000. US Momo: -3.91% MOC: -5.79% DTVI: -5.24%
Personal growth of one of my main account since 2017 vs $SPY. This account holds various US Momentum, Strategic and Day Trade strategies.
CAGR: +43% maxDD: -30.2% Sharpe: 1.35 Sortino: 1.94
May 2022
ASX Growth Portfolio: +0.21% WTT: -6.04% ASX Momo: +2.36%
US HFT: +0.88% Trading R-1000 & R-2000. US Momo: -0.70% MOC: -8.24% DTVI: -0.10%
Tough times for the day trade and mean reversion systems. It happens. I’m spending a few hours today going back through my testing and crunching some data. This is an exercise that can restore some confidence.
What sort of exercises do you do?