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ES intraday volatility recently

  #19 (permalink)

sydney + nsw australia
 
 
Posts: 16 since Jul 2013
Thanks: 8 given, 6 received

I saved this blog post the other week as I thought it was good. I just went back and read it.

https://www.investiquant.com/news/ensemble-forecasting-predictive-analytics-work...-historical-norms-part-2

Relating it to my situation and the stats I keep I would see that on 8th Aug was low number of trades and very low win rate. Keep trading as its only 1 day.

Aug 9 - low no of trades but good win rate. Keep trading as its only day 2. But now seeing results I have not seen before - hum

Aug 10 - good no of trades but only 50% win rate. Maybe time to observe the strategy and maintain detailed stats.

I start to think >> Time to question why or is it just the sequence of winners and losers which we have no control over.

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