Illinois
Experience: Intermediate
Trading: Futures
Posts: 56 since Apr 2015
Thanks Given: 72
Thanks Received: 16
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I haven't been on here for a few years.
In any event, I started a new approach (for me) earlier this year that I want to document. The goal is to trade a portfolio of strategies that are not my own. These are auto traded through a broker, but may include a trader behind them using some discretion.
So far here are the results w/ 3-4 strategies:
MAR -0.95% [1,2,3] 3 strategies; phasing in from the 19th-22nd
APR +5.99% [1,2,3,4] added 4th strategy on the 29th
MAY +10.46% [1,2,4,5] swapped a strategy on the 24th
JUN -5.57% [1,2,4,5] as of 6/17
One of my motives in posting publicly, is that I'm trying create and adhere to some rules. I have a history of holding on too long to a strategy in hopes of recovery. So, the main rule I'm currently implementing is to drop any strategy that has a drawdown of 40-50% (for its share of funds). With four strategies that is around 10-12.5% drawdown to the portfolio. Currently one strategy is at around 25% drawdown (or 6.25% of the portfolio).
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