YNV, YUL, XJZ, WQR to name a few more, there’s no official list I’m aware of
LMAO!!!!It seems like you have an attitude ....let's not start off on the wrong foot. I don't have time to waste and respond to petty comments. I always have time for people with integrity and manners and will respond in this manner to them too.
I did say I capped it at 1000%. The Edge that I calculate is the ratio between the Value of the profitable trades devided by the value of the losing trades.
ZGR has not made 1 losing trade in 10 months of trading and 142 trades. He has a losing trade value of 0. I can not divide by 0.
I could make this a very small amount but this would give an infinite number. So I decided to cap it at 1000%.
Do you think this Professor in Finance and Investing (Miguel Fernández Águila) uses martingale strategy?It is not so difficult to produce a lucky streak of 10 green months with a martingale, I bumped into many of these in 8 years of social investing.
It always ended with a black swan the next 1-3 months.
->https://robotwealth.com/get-rich-quick-trading-strategies-and-why-they-dont-work/
If it's true.......it's unethical! Seems like there are way too many traders cheating their way into Investors' money.I think an Ex of 2.3 means that the sample of decisions is not significant.
If you coinflip in 100 different accounts one of them can be so lucky to produce this kind of trackrecord.
A professor in finance is certainly aware of this.
The professor created a total of 10 darwins, 3 have been closed, one is the "winner" ZGR .
Survivorship bias is a very inportant concept to evaluate stocks and trading strategies.
99% + is fake.I did not realize there were so many "fakes" out there!
No need to discuss much99% + is fake.
The context is much more important than return and DD.
Why the professor is trading only with 1000 ?
Why there is only one investor with 7k? probably the professor himself.... ?
What do we know about the strategy a part of "support and resistences" ?
The professor is very far from a professinal trader that lives from his trading.
Few months, few money...
I think there is a misunderstanding between past return and edge.
Past return is 99% of times due to luck, especially on small samples and short trackrecords.
We can't calculate an annualized return extrapolating the return of few months,
To speak about edge we need at least 3-5 years of trackrecord.
Picking the highest return of the last month or quarter has no value.
I wholly disagree here.Past return is 99% of times due to luck, especially on small samples and short trackrecords.
To speak about edge we need at least 3-5 years of trackrecord.
Picking the highest return of the last month or quarter has no value.
Edge | 25% |
Exp Monthly Return | 25% |
D-Score | 25% |
Return /DD Ratio | 25% |
100% |
Edge | 70% |
Exp Monthly Return | 10% |
D-Score | 10% |
Return /DD Ratio | 10% |
100% |
I really like your work and the ideas behind it but the excel. Thanks for sharing your evaluation system.All the yellow sections on all the pages you can edit, as well as the returns by each Darwin for the month. I will continue to update and post this, and I think it will be an interesting learning experience for all of us.
Thank you,I really like your work and the ideas behind it but the excel. Thanks for sharing your evaluation system.
Unfortunately is useless for own researches as it just shows a historic snapshot. I also can't edit 1 month data because the cells are in a protected sheet.
It would be much more useful if it would be possible to add a Darwin (like my ILR) in a new row to compare it with others in your evaluation system.
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