[DARWIN] VUD by Morpheus33

[AriaS]

Hi friends, VUD is my 2nd current Darwin. The strategy trades stocks only and enters several times per year. The 10 year back test shows +770% with dd=21%.
I told more about this strategy in this post.

 

[MrHyoyatika]

Drawdown is higher than returns. What is the Sharpe and Sortino ratio for your Darwin?

 

[AriaS]

Drawdown is higher than returns. What is the Sharpe and Sortino ratio for your Darwin?

You are correct. This Darwin is going to take lots of time to unfold. The strategy behind it makes at most 10 trades per year. It only made one live trade so far, and currently has two positions. You can see the Sharpe only in the back test report.

 

[MrHyoyatika]

Just logged in to Darwinex...the Return/Risk score (Sharpe ratio-equivalent) is 0.63...definitely a huge no-no for any investments!
Maybe when the Sharpe ratio and ROI actually improves...

But for now, major no-no, easy pass.

 

[AriaS]

Just logged in to Darwinex...the Return/Risk score (Sharpe ratio-equivalent) is 0.63...definitely a huge no-no for any investments!
Maybe when the Sharpe ratio and ROI actually improves...

But for now, major no-no, easy pass.

I guess you didn't see the "It only made one live trade so far"

 

[AriaS]

Update: The DARWIN is no longer active. I closed the positions when the balance returned to break-even. The strategy did not fail, but its performance was clearly poor. It had not been properly backtested (no WFA). That’s proof that WFA is an absolute must.

Darwinex shows a loss because it displays compounded returns. As you can see in the screenshot, I was not compounding. At the time the account was closed, the portfolio had actually generated a profit, but that profit was offset by swap charges.