[DARWIN] IME by blaynmarshall

[Blayn Marshall]

Hi everyone just want to start a thread and share my progress on Darwinex. I will share the link below.

https://www.darwinex.cn/invest/IME

About me : I have been a trader since 2018 and profitable since 2020. Use to be a manual trader but my strategies needed to be traded around the clock so switched to algorithmic trading in 2022. I so far trade predominantly only trade FX and commodities. My main focus is on breakouts and momentum strategies. I am a great believer in simplicity so most my strategies are generate from very simple ideas in terms of entry criteria but my main focus is on data driven modelling and risk management.

About IME : It is made up of multiple breakout strategies both looking at long and short term movements in the market. I always build my models with very low risk and only risk 0.1% of capital. I monitor each individual strategies metrics week by week and have certain levels where if a strategy in the future is underperforming and is beyond my set level of drawdown for the strategy then it will be removed from the Index and another strategy will be sitting in the background ready to come in.

I understand diversification is key so I am currently in the works of making a second Index which will trade more mean reversion and other type of strategies but only when I am happy with the testing and walk forward analysis on a small account before turning it on live.

I will update how IME is getting on in this thread month by month and am happy to answer any questions anyone may have and interact with other trades.

Hope to hear from some of you 🙂

 

[IlIlIlIlI]

Welcome to the T2W forum.

The majority of readers here might prefer the Darwin provider (or investor) link below to get more information about your Darwin

DARWIN IME - Provided by blaynmarshall and managed by Darwinex

Meet DARWIN index IME and add it your portfolio of liquid alpha from €/£/$ 200. Broker and asset manager regulated by the FCA (UK) and the CNMV (Spain).

www.darwinex.com

 

[CavaliereVerde]

Hi @Blayn Marshall , welcome to our forum!
Keep on with your promising IME !

 

[Blayn Marshall]

Welcome to the T2W forum.

The majority of readers here might prefer the Darwin provider (or investor) link below to get more information about your Darwin

DARWIN IME - Provided by blaynmarshall and managed by Darwinex

Meet DARWIN index IME and add it your portfolio of liquid alpha from €/£/$ 200. Broker and asset manager regulated by the FCA (UK) and the CNMV (Spain).

www.darwinex.com

okay great thank you for the help 🙂

 

[Blayn Marshall]

Hi @Blayn Marshall , welcome to our forum!
Keep on with your promising IME !

Thank you for the welcoming 🙂 I hoping I can achieve what other great traders in this forum have achieved with Darwinex

 

[Captain Currency]

Good man @Blayn Marshall, onwards and upwards!

 

[Blayn Marshall]

First decent milestone achieved today. After being on the platform for 10/11 months I have got over 100k+ from investors now. So far so good.

At the end of the year I will be reviewing some of the strategies within the portfolio and do some deep analysis to see if any of the strategies need replaced by other better performing strategies as long as the correlation is not high that would effect the performance. I will be more focused on what happens during news as that is where I find the highest correlation happens within strategies that trade the same/ similar markets.


If any huge fundamental changes happen throughout 2025 I will be watching the markets it could effect closely to see if any action needs to be taken.

I will keep everyone updated after the new year.

hope everyone has a great Christmas when it comes and a happy new year.

 

[Blayn Marshall]

Happy New year,

So one thing that might be worth while sharing is the results of IME prior. Before I created IME I traded most of these strategies for at least 2 years prior but all on separate accounts. Over the new year I went and tested all strategies from 2015 to when IME was created. I tested it on MT5 using Every tick based on real ticks (Level 2 tick data back to 2003) and tested all sorts of delays as well as a 5$ commission each side per lot, So 10$ per lot in total. I test this way as I have found if the strategy can perform in harsh conditions then it has a chance in the future also I have found that so far my strategies actually perform better on Darwinex than my backtested results so far from 2024 data against real results.

So here is the backtested results from 2015. Some great years and some average years. The good thing I have found so far with my Index compared to live results is the way the VAR system on the platform works. In 2024 my real live results were a 20% return but IME got a return of 30.33%. Now the real interesting thing was the losing months there was very little difference between live losing months and IME losing months. Will be monitoring this over 2025 to see if there is any change going forward.

From my yearly review of strategies only 1 strategies was eligible to pull from the portfolio of IME so I will now run this in the background and see if it can recover or if the strategy is dead. With dropping one strategy I Brought another in and it again momentum based but trades Oil. I wanted to get another asset in the portfolio to increase the diversification of markets traded. (one caution I had with oil is weekend gaps can be large during volatile times so I have made sure that on any given Friday (or end of trading week) it will close the position as I am okay in losing a little of the returns to protect the portfolio from massive gapping.

Thats all from me have a good Q1 everyone.