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[DARWIN] SWR by lgiamma

lgiamma

Junior member
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Hi to everyone,
I'm proud to introduce my new creature, the Darwin SWR. It works since 14 January and the performance to date is 12.15% in just over a month and half.
It comes from a rib of my UTS and basically behaves in the same way.The difference is: UTS has a standard behavior valid for all market conditions, SWR instead adapts to the current volatility by increasing and decreasing its action on the basis of its variations. This involves a lower risk but also a slight decrease in profitability. Based on backtesting, its average maximum drawdown is 18.5% with an average return of approximately 10% in 6 months. The system is designed to operate with 10 currency pairs (related to euro and dollar) with a base capital of 1000 euro per pair (Var below 10%). By increasing the risk you can only keep 500 euros of capital per currency pair.
At the moment SWR works only wirh EUR/USD and an initial capital of 500 therefore with a high dose of risk. Obviously the pairs will increment up to the total of 5000 euros and 10 currency pairs with earnings ..... i hope ...!!
I will try to constantly update the information here in the Forum.

 
The graph below, relating to EURUSD H1 shows the buy and the sell of the underlyng system of SWR from its inception to today. It's evident how the system earns very well when the quotation is stable (December 2022 +14,38%) and how it manages to contain losses (January 2023 + 0,07%) in the event of an increase in volatility with a significant movement of price (in 40 days a variation of more than 5%). As written in the previous post, the system should be used with at least 5/10 currency pairs simultaneously to minimize the risk. It stands to reason that at the moment, exposure to just one pair significantly increases the risk of a drawdown. For sure this will be an interesting testing period.
EURUSD_Dec-Jan.jpg
 
Not a good moment for SWR. During March i made some changes (little) to the system. Unfortunately the darwin works with only 2 pairs and has been designed to work with 10
2023-04-09 12 08 04.jpg
 
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