The survive game of a system trader

Discussion in 'Journals' started by curiousGeorge8, Jul 21, 2014.

  1. A short update: YTD about 11.5%, though 2016 was a bad year, with only 2.5% gain.

    The majority of strategies are performing reasonably. In fact if I had made no change to the strategies from 2013 when I started trading, the performance would have been the same or better for the past two years.

    In other other words, many of the changes to the strategies since 2013 only made the overall performance worse.
     
    #21     Sep 30, 2017