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[DARWIN] WFJ , TRO by TradeSignalMachine

Which is the best darwin: WFJ or TRO ?

  • Total voters
    5
Disaster as usual-straight line up ,followed by straight line down.Overoptimized algo-strategies.I have dodged quite a few of them thanks to a bit of skepticism and common sense.But flagship strategy of the same trader is going strong :WFJ.
 
WFJ is solid because the trackrecord is very long.
It is 6 years vs 1 year.
Unfortunatelly if you develop something robust it doesn't mean that everything you produce will be robust.

I would not call this a disaster but the first part of PII was blatantly lucky.
Investing short and lucky trackrecords is a rookie mistake.
 
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I am undecided between 2 darwins provided by TradeSignalMachine.
So I just created a poll.
Which is the best (most investable) darwin? WFJ or TRO ?
 
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I owned WFJ during my investing journey last year and made some bucks with it:
1619524794698.png

I never owned TRO, but from the data I would prefer TRO as I voted. Sometimes it's making good money fast like end of March, but it also has weeks where you better sell in the beginning (5.1.2020, 16.8.2020 and 17.1.2021) and buy it back next week. On the 2y-chart you see that pretty good.

More votes or comments would be nice. ;)
 
I would like more votes on the poll, both darwins are very interesting.
We are speaking about one of the best algo traders on Darwinex , if not THE best.
TRO has higher DScore but WFJ has longer trackrecord and more equity, which is the vote of the trader.
 
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I've voted for WFJ purely because it has a higher Return / Risk rating (3.28 against 2.69)
They are so similar it is the only differentiating factor I can find. There is not much information given on how this is calculated, other than it is similar to the Sharpe ratio.
 
TRO AUM doubled at the end of November, something going on there. Maybe mentions on the Darwinex YouTube channel are helping. Not criticising or being sarcastic, I think Martyn is a huge asset to Darwinex, I hope they are paying him well.

1639061523045.png
 
Captain Currency said:
A bit disappointed with TRO lately, back-to-back losing months and a -9% loss for investors in just 2 months :confused:

An update from the Darwin manager would be most welcomed.
Click to expand...
Hey Captain C.
Yes, obviously performance has not been good Dec/Jan. Rest assured that I have of course checked that everything is working from a functional perspective in the algorithms and there are no bugs causing the performance issues - which there are not.
So although the performance is not what I would want (clearly), there have been a couple of examples where this has happened in a similar way in consecutive months in past history (Aug/Sept 2019, and also Jan/Feb 2021).
So my approach has always been to 'not panic' and not start changing things in a reactionary manner - that is a recipe for disaster imo. I have trust in my strategies and therefore trust that just like they did in the past, the drawdowns will resolve themselves. On the past two occasions, the fund was making new highs again within a couple of months. So I am hopeful that history will repeat itself and we will see a similar recovery.
Rest assured that I am 'on this' with everything that is in my control.
Martyn
 
CavaliereVerde said:
Hi Martyn @TradeLikeAMachine !
Can you explane the huge drop in VaR on TRO (from 17% to 4%) ?
Thanx.
Click to expand...
Hi @CavaliereVerde
There are two reasons.

I have now introduced some much more advanced portfolio techniques, that reduce position sizing when the portfolio at any point in time is more correlated (the assets being held at any time are correlated). So it achieves the optimal balance by reducing risk, but helping increase return (relatively). This is directly in line with what I have been presenting in my new video series here:
Secondly, I have removed some of the higher-risk assets from my trading plan.

Hope that helps.
 
Hey guys, I am happy to see such a thread about Martyn's TRO.

I have constructed a 20 Darwins portfolio with 4x leverage with fantastic results on their backtesting tool while having Ray Dalio's holy grail in mind that states the more the uncorrelated assets the lesser the risk.

I am also looking to implement Modern Portfolio Theory, as taught by Martyn, to my Darwins portfolio in order tto optimize the Reward/Risk by appropriately allocating capital in order to weigh each Darwin accordingly.

Hence, I am looking to be dropping my progress here to get advice, and suggestions for tweaks along the way cause money is a team sport.

Nudge me on insta@cterzys if I don't respond here

And hi @TradeLikeAMachine ... I LOVE your videos Martyn. How did you learn all this knowledge? Are you a CFA?
 
Hey Constantino. Thanks for your kind words. In response to your question, I have studied what I consider to be the relevant parts of the FRM course for Risk Management, but I have not certified. I don't need to be as long as I know what I need to know. Hopefully that makes sense. Martyn
 
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