[DARWIN] SYO by SERSANSISTEMAS

[Viro Major]

Yeah, the previous year, he has proven he can perform 8 red months and 5 in a row. Fasten your seat belt.

After a Marubozu against me, I’m always out. It’s a rule
Check what happens when he closes at an extreme, more far than the typical volatility. Usually it‘s synonym of continuation

 

[Viro Major]

What it proves to us is that basic Quant models have no understanding of market phases. At best, they will attest it by forward testing weeks or months after.

 

[CavaliereVerde]

I think he has a proven understaning on how to recover DD with patience and without doing bullshit.

 

[Sterso7]

What it proves to us is that basic Quant models have no understanding of market phases. At best, they will attest it by forward testing weeks or months ahead.

We had this discusion on Darwinex.

Sterso7
21 Aug

Sorry, I strongly disagre! I can‘t even read what you just posted it is so idealistic! Every automated strategy is only as good as its creator who wrote it. You on the other hand, are cherry picking one Darwin (HFD) example to prove your point. Its the same idiotic view ETF Investors have vs stock picking. In my eyes, the only thing you have proved is disqualifying yourself!

 

[Viro Major]

Before he was controlling magnitude versus time, not here. It’s a new story to be written ...or a first time exposure of flaw.

Systems integrate bias by default. It’s only possible to judge their very nature

 

[Gargamel]

 

[CavaliereVerde]

People tend to be too concerned about DD.
Smart investors look to trading journal: perfectly disciplined.

 

[Sterso7]

People tend to be too concerned about DD.
Smart investors look to trading journal: perfectly disciplined.

yes no "blind actionism"

 

[CavaliereVerde]

Professional traders control risk not DD, no recovery mode.
Satbilizing VaR on the upper part of the range was a very smart move, in this way the darwin works very close to 6.5% .
The other interesting thing is the change from 4 trades to 8 , this is to increase capacity.

 

[Gargamel]

So now in addition of Purepipproducer we have also SYO manipulating Risk Manager algos?And those dummies at Darwinex made big promotion for him last month.So now it went into DD with max.leverage(VaR)?

 

[CavaliereVerde]

Try to stay objective.
No "manipulations", they know how to manage a darwin.
Also the net 25% on 2020 is due to full leverage.
Same risk for the upside and the downside.
Also same strategy on good and bad months, this is discipline.

 

[QQE]

Hello at averybody!

First, a pretty regard to all of here people. Now, I go to tell something. I unknown how syo-sersam make trades and neither I know nobody that manage this management. Telled that, I think that what is happening in the line of grafic to can to happen to anybody what is in markets financial making trading.

Kinds Regards
QQE

 

[Sterso7]

Professional traders control risk not DD, no recovery mode.
Satbilizing VaR on the upper part of the range was a very smart move, in this way the darwin works very close to 6.5% .
The other interesting thing is the change from 4 trades to 8 , this is to increase capacity.

Yes, spot on! The only thing we as traders can Control is Risk! Which in my opinion is the most important part of trading. VAR is a bit tricky to manage, it fluctuates alot.

 

[CavaliereVerde]

Controlling VaR is not rocket science, much more easy than having a pipmaking strategy.
I prefer to "manipulate" size and equity manually but it is easy to automate with this kind of calculators:
->https://community.darwinex.com/t/adjusting-your-algo-trading-to-volatility-with-an-algo/7633
Algo traders can embed it in their algos but often also manual traders use risk calculators.
They work to a certain extent oblviously, nobody forcasts future volatility.

 

[FXforfun]

Well, I took another look at SYO and I must say I love this Darwin. I want something like this on mines:

Yess. Suffering a bad moth. Down <8%. Those who panick should watch January; Up >11%. And this year at the current day; Up >22%.
His biggest Drawdawn in 4 years is 12%. They are still far from that.

I bet at the end of the year will surpass most of the Darwins. Amazing results.

Don't understand such criticism on THIS Darwin. It's performing on his normal behavior

 

[CavaliereVerde]

As investor I was more worried for the DD of the end of 2019 .
Prolonged DD sometimes turns into a losing strategy .
BTW 15% DD or 6 months stagnation are common on solid darwins.
When it does not happen we have to be very worried.

Patience always make the difference, to make money you need the same amount of patience than the trader.

 

[Gargamel]

BTW 15% DD or 6 months stagnation are common on solid darwins.

I disagree with 15% DD being normal.I can't find right now the link,but I remember clearly that Javi Colonbo said somewhere that 10% is limit for normal DD under new VaR algo.
SYO could be special case because it is manipulating VaR with account management and not with trading,so his new normal DD could be 15%.
Basically this darwin will be more volatile than what was planed by Darwinex quants to attract and retain more DD-shy investors.

 

[CavaliereVerde]

Trading is not geometry.
I can agree on the order of magnitude.
ULI by Javier Colon has 18% from the beginning and 11% on 2 years.
ZXW has 12%

 

[TLN]

Don't understand such criticism on THIS Darwin. It's performing on his normal behavior

Because a lot of similarity from HFD and some more Darwin.
Investors got the reason to consider when thay saw a big Drawdown on a famous one after an interview.
They got big hurt from the past.

 

[Viro Major]

I‘m astonished to read that a trader controls only risk and not DD. Full on passivity ? Maybe a system who is a puppet to market conditions.
Losses are to be controlled as first priority, otherwise there is no pilot in the car and no job is done.

Please open a dictionary, to trade = the business of buying and selling.
It’s about taking the best modular decisions.

If you create DDs, it means you don’t cut losses short, which means you don’t trade, or not well. It has nothing to do with keeping your risk constant, which is the duty of a dedicated risk manager but not the one of a trader. The roles are to be separated.