[DARWIN] SUG by endo77 - bendex

[CavaliereVerde]

A very promising darwin I am investing!
Welcome @endo77 !
Let's go with a descripition!

 

[endo77]

No scalpers. A collection of fully automated breakout strategies H1 to D1.

Mechanisms are in place to detect low liquidity and trading is automatically halted when this occurs, the lower time frame strategies are more sensitive and will halt at a smaller reduction in liquidity than the D1 for instance. (The performance of D1 strategies are less prone to slipping a few fractions of a pip or even a few pips.) This is to minimize slippage and to prevent entry during low liquidity around news etc. With the safety mechanism no unexpectedly large losses because of slippages have occurred in the last several years. My EA produce slippage logs and stores slippage data in GV which enables me to track accurately.

No martingale or grids here. All trades always have a reasonable SL and TP plus alternate exit signals including trailing stops. All trades use a stable risk amount based on the strategy, total equity in account and current volatility. I do NOT increase risk in any way because of losses or short term winning positions, profits or streaks. I have made some anti-martingale and illusions of profitability posts on various forums complete with simple mathematical explanation as to why the risk vs reward is always better when you use a stable risk. Cav’s post sums it up nicely here.

SUG is a multiple time prize winner of the Darwinia funding.



These are the notes but I leave the judgement to you if SUG is a good fit for your portfolio:
https://www.darwinex.com/darwin/SUG.4.2/

Please feel free to post any questions, comments or concerns.

 

[SteadyWins]

Thank you for your presentation. I like your view on Risk Stability. Especially as you use a variety of strategies in 1 Darwin, it needs sound knowledge on risk management, good logical thinking, and sound programming capicities as well. It seems you have this all and manage the risk very well.

Darwin looks decent. Good luck!

 

[TLN]

What's wrong with SUG, so far? I wonder.
The past record is good until the last 3 months.
Especially, Sep ~6% loss. That's not a normal loss comparing with what tracking record shows.
It makes me suprised much.

 

[CavaliereVerde]

Probably the first part was above average, this knd of DD is normal for true trading.
Past DD is significant when you have 3 years of trackrecord.

 

[endo77]

I am replacing strategies not doing well since COVID started as more and more data becomes available. Please expect some variance in any case. 6% is unusual but not impossible there was a larger peek to trough DD in the middle of August 2019 for instance.

 

[TLN]

I am replacing strategies not doing well since COVID started as more and more data becomes available

It seems that you changes/twist the trading strategy of SUG.
Hope you can recover.
As my own experience, most of the case, changing the original strategy in a loss period will result in worse situation. (Cycle of dooms)

 

[endo77]

It seems that you changes/twist the trading strategy of SUG.

SUG is made up of a portfolio of breakout strategies. The strategies themselves are swapped out as needed for other breakout strategies. This was the case since inception, even during the run-up.

 

[TLN]

SUG is made up of a portfolio of breakout strategies. The strategies themselves are swapped out as needed for other breakout strategies. This was the case since inception, even during the run-up.

I also traded with breakout strategy on my PSX.
Unfortunately, it's in loss perod.
However, as the confirmation of 20 years backtest result, I strongly believe in it.
I just let it run as it is.
Hope our breakout strategies can recover soon.

 

[CavaliereVerde]

Hi @endo77
Any updates about SUG ?

 

[endo77]

The widget at the top is showing the news on results. =) (Although, that's the 10% var version of SUG.)

I have been working hard, carefully optimizing and swapping new strats in and out as more data comes in during these strange times. I consider long term performance, strategy diversity as well as recent and potential future market changes before making such decisions.

 

[CavaliereVerde]

Very good recovery!
👍

 

[endo77]

Thanks! I had a correlation problem where previously uncorrelated strategies became correlated in times of turbulence and then many failed simultaneously. 1 by 1 they were replaced after being confirmed stale. I've reduced such a risk for the future by expanding the portfolio to even less correlated strategies with an eye on temporary correlations during major events.

 

[CavaliereVerde]

@endo77
Congrats for the 8th prize in darwinia!
Spectacular recovery in 2021, almost ATH.

 

[endo77]

@endo77
Congrats for the 8th prize in darwinia!
Spectacular recovery in 2021, almost ATH.

Yes, thanks! Almost there.

 

[CavaliereVerde]

WOW! Second prize in Darwinia!
👏 👏
Congrats @endo77 !

 

[endo77]

WOW! Second prize in Darwinia!
👏 👏
Congrats @endo77 !

Thanks!

 

[CavaliereVerde]

Hi @endo77 , congrats for your results and invetors capital, can you give us any updates?
Thanx!

 

[endo77]

Hi @endo77 , congrats for your results and invetors capital, can you give us any updates?
Thanx!

Thanks. Not too much to report really. Some mean reversions were added about a year ago to smooth things out with the break out strategies. I've done an interview earlier this year: