[DARWIN] TVS by LongVision - lpphbti

[LongVision]

Darwin NHR is deleted and this strategy merges with Darwin TVS.

@CavaliereVerde please change this topic to only Darwin TVS

 

[LongVision]

An update for Darwin TVS
Added a new higher timeframe counter-trend strategy for Equity Indices.

Traded Instrument-AUS200, NDX, WS30, SPX500, DAX30, FTSE100, EURO50, CAC40
Avg.Holding-08Days
Frequency-5-7 trade per year per instrument

Sample backtest for FTSE100

 

[CavaliereVerde]

How many long vs short trades?

 

[LongVision]

How many long vs short trades?

No Short for this timeframe strategy but soon I will add a Short strategy for the lower timeframe with avg. holding period of 01 day.

 

[LongVision]

An update for Darwin TVS
Added a new higher timeframe counter-trend strategy for Equity Indices.

Traded Instrument-AUS200, NDX, WS30, SPX500, DAX30, FTSE100, EURO50, CAC40
Avg.Holding-08Days
Frequency-5-7 trade per year per instrument

Sample backtest for FTSE100
View attachment 305731

Trades of this strategy caught up in market sell-off, It is just a very bad start for this strategy.

 

[LongVision]

Trades of this strategy caught up in market sell-off, It is just a very bad start for this strategy.

If selloff continue like this exit will trigger soon and strategy will book losses.

 

[LongVision]

An update for Darwin TVS.

After a Large single-day drop yesterday, I finally decided to deployed 02 Short Equity Indices strategies( one trend trading and another counter-trend trading). The purpose of this Long/Short trade is to smoothen the equity curve without impacting profit.

Now Equity indices are Long/Short portfolios in place of long-only trade. Following are the impact of Long/Short
1. Nos of trades double(approx.)
2. No/little impact on Profit
3. DD reduced by approx. 40-50%

Sample Backtest for S&P500

 

[LongVision]

Darwin TVS completed two year of track record.
Sep-21 month end with single largest losing month till date. Reason behind large loss is I increase the risk on equity indices per trade since last month and also sep-21 was worst month this year for stock market.

Following are changes I made over 02 year period at portfolio level.

1.When I stared darwin TVS 75% risk was allotted to forex and 25% risk allotted to stock Indices but now it is 75% to indices and 25% to forex.

2.At the beginning It was more Trend trading then counter - trend but now both type strategy have same kind of balance risk.

3.Aim of darwin TVS is to capture 100%of stock indices movement with 50% lower DD. So if stock perfom well then darwin TVS will perform well.

Hope darwin TVS continue to perform in coming months.

Regards
LongVision

 

[CavaliereVerde]

2 years are an portant milestone, and 33% return is impressive!
Congrats and keep on with discipline!
Despite the negative result of september you gained 5 investors, you are becoming visible.

 

[LongVision]

Oct'21 Result for Darwin TVS

Darwin TVS win DarwinIA allocation for the month of Oct'21

Return - +2.23%
Position - 49
Allocation - 48,000 €

Regards
LongVision

 

[LongVision]

An update for darwin TVS.

Added a new strategy Pair/Correlation trading for equity indices. Disadvantage for this strategy is that impact of swap charges are high.
Now Darwin TVS operates total 05 strategy on equity indices.

Following type of strategy used for equity indices-

01.Momentum investment
02.Breakout
03.Pullback
04.Reversal
05.Pair/Correlation

Regards

LongVision

 

[LongVision]

Today passed Phase-II MFF for a $50K account. This is similar to the $350K DarwinIA allocation considering 85%payout with no expiry.

 

[TLN]

Today passed Phase-II MFF for a $50K account. This is similar to the $350K DarwinIA allocation considering 85%payout with no expiry.
View attachment 309289

Yeah! I knew you did it with your skill.
Time to print some money!

 

[LongVision]

Nov'21 Result for Darwin TVS

Darwin TVS win DarwinIA allocation for the month of Nov'21

Return - +5.02%
Position - 5
Allocation - 180,000 €

Regards
LongVision

 

[LongVision]

The New DarwinIA page looks beautiful.

 

[MisterMoney]

An update for darwin TVS.

Added a new strategy Pair/Correlation trading for equity indices. Disadvantage for this strategy is that impact of swap charges are high.

Hi Longvision.
Is is the reason for the current DD? very close to the maximum drawdown.
Regards!

 

[LongVision]

Hi Longvision.
Is is the reason for the current DD? very close to the maximum drawdown.
Regards!

Darwin TVS uses an EA for trading Equity indices such as NASDAQ-100.
This strategy severely underperforms when the market is range-bound with high volatility. There is nothing unusual. Already 70% position closed by EA.

I will explain it in the next few posts.

 

[LongVision]

The main strategy is trade equity indices, there are also other strategies that trade forex and commodity with no correlation. Sometimes most strategy goes down even they are historically uncorrelated.

Since July-21 many strategies become correlated that's why there are ups and downs for the equity curve.

 

[LongVision]

This strategy severely underperforms when the market is range-bound with high volatility

Here is Strategy backrest on Nasdaq-100.

This strategy uses Stop-Loss and 2X-leverage. so when the market condition is range-bound with high volatility then there are multiple stop-loss and DD will be high due to 2X-leverage.

Here is a summary of Strategy performance.

Sl. No.	Volatility	Trend	Darwin TVS Return vs Nasdaq-100	Darwin TVS Drawdown vs Nasdaq-100
1	High	Trend up	Underperform	High
2	High	Trend Down	Outperform	Low
3	High	Range	Severely Underperform	Very High
4	Low	Trend up	Outperform	Low
5	Low	Trend Down	Outperform	Low
6	Low	Range	Outperform	Low

 

[CavaliereVerde]

WOOOW!
+700k AUM !

🤩🤩