Is this strategy good enough?

February 9th, 2011, 03:43 AM

baruchs

Hi,
Strategy that gives annual netprofit of 5K and max. DD of 1.8K. Is it good enough to trade?
One more thing - this is very robust strategy. I don't want to explain yet what it means.

Baruch
p.s. Lets assume that those numbers include commissions and slippage.

Baruch, imo the numbers look good. DD 1.8k annually is about $105 a month, in return I might get $417 in profit.

One question, what is the probability we are looking at?

February 9th, 2011, 04:19 AM

jonc

Baruch, imo the numbers look good. DD 1.8k annually is about $105 a month, in return I might get $417 in profit.
................

I see max DD, so it looks like on a some date you have a loss of 1.8k, is not montly averaged.

February 9th, 2011, 04:19 AM

baruchs

Hi,
Strategy that gives annual netprofit of 5K and max. DD of 1.8K. Is it good enough to trade?
One more thing - this is very robust strategy. I don't want to explain yet what it means.

Baruch
p.s. Lets assume that those numbers include commissions and slippage.

So are you describing a mthod with a profit factor of 5/1.8=2.8?
This may not be correct, can you confirm the profit factor
Can you please also share the av win and av loss and winning percentage
thanks

February 9th, 2011, 04:49 AM

Why you all so obsessed with measurements? One need shape ratio another profit factor, av win, max. win, MAE, MFE. I can continue FBI, CIA, DEA...
Look profit is money I put in my pocket. Draw down is money taken out of my pocket. Please explain where do I put/take all whose measurements? Why they are so crucial? I'm not talking about an extreme condition strategy, with 1000 losses and 1 win and I'm not comparing this strategy to any other strategy. So can someone reply to my original question?

February 9th, 2011, 05:13 AM

baruchs

.......................................
So can someone reply to my original question?

@baruchs, i think i have replied, anyway: NO the max DD is too high.

Ps: to me is better to see the profit and max DD as% of balance and not as $.

February 9th, 2011, 05:17 AM

LukeGeniol

@ baruchs, i think i have replied, anyway: NO the max DD is too high.

I think I also have replied, money is money, if you guarantee net 5k/year for ever is yes.

February 9th, 2011, 05:27 AM

Quoting

I think I also have replied, money is money, if you guarantee 5k/year for ever is yes.

No one can guarantee you anything. There is only one thing that is certain, but I prefer not to say it here (some folks may be offended). Only if you insist.
The question that now stands and no one answer it yet is about trading 20 instruments. Search it.

February 9th, 2011, 05:30 AM

baruchs

No one can guarantee you anything. There is only one thing that is certain, but I prefer not to say it here (some folks may be offended). Only if you insist.
The question that now stands and no one answer it yet is about trading 20 instruments. Search it.

Your metafore was quite clear sorry you didn't get mine, before searching for instruments I think it is time you define robust "One more thing - this is very robust strategy. I don't want to explain yet what it means"

February 9th, 2011, 05:33 AM

To properly answer a question the question needs to be well defined...I dont understand the problem in supplying more information? Why the mystery?

February 9th, 2011, 05:45 AM

baruchs

No one can guarantee you anything. There is only one thing that is certain, but I prefer not to say it here (some folks may be offended). Only if you insist.
The question that now stands and no one answer it yet is about trading 20 instruments. Search it.

Read my post on the prev pag.

P.s. This is a little boring..

Is this strategy good enough?

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Is this strategy good enough?