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Experience Investable Attribute

It’s a good idea to split a four days trade in four pièces. There are 3 advantages.

  1. Ex IA grows faster
  2. Less overnight risk (unfortunately because of modern Financial behaviour, intraday’s risk is quite the same)
  3. You gives four time more commisions money to the broker and we all love Drawinex, are’nt we ? :sunglasses:

If we have some unhappy daytraders and some unhappy swing traders, I think Ex is not so biased. :sunglasses:

lol I’m an IB … I wish all my clients traded like that!

That would be so cool I wouldn’t even worry about trading any more :joy:


I agree that even an honest broker is not a charity.
But IMO the point is the speed of the selection.
It is better to determine if you rise or fall in one year than in four years.

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I would like a solution to reduce the duration of dperiod, after getting an enough lenght of trackrecord, and a minimun number of representative trading decisions.

Always the solution will be unfair for somebody, but I understand the IA’s to protect the maximun. It can’t be a solution easily fooled.

For example, JGC trades 2 times per week in average. It needs 3 years for 10 experience. It would be very easy for me to trade the others 3 days with the same lots and close in 10 minutes, and not affect to the return. Could it be fair to get 2,5 more experience per month? Here it is when the concept of representative trading decisions works and avoid these things.

In my opinion, for me it is the same to trade and close quickly than decide not trade. It should be valued in experience, but not with the same weight than the normal representative trading decisions


I don’t like to put the problem, and not make a proposal:

  1. i agree with the concept of representative trading decisions, then I would maintain the current IA, but I would change the name to SIGNIFICANCE, or similar

  2. i would create another IA, named EXPERIENCE, but related with the lenght of the trackrecord. For example, we would need 2-3 years to get the maximun score.

With this it would be giving value:

A) to the long trackrecord and their capacity to stand different periods of the market

B)to the systems that decide not trade or trade and cut the losses quickly… but not for trading or not, it is for maintaining alive in the market.

C) to the systems with longer trackrecord of 12 dperiod, that it should be valued

The lenght of trackrecord of every system should be checked with a minimun normal activity as it does in darwinia, and check no changes in the type of system, it should detect changes in the type of system, that today the IA doesn’t do, and somebody could create a new system in an old darwin and start with 10 exp

With these two IA could make an average or other, and maintain the current limitation of dscore.


I remember this was the goal of Consistency scores, but unfortunatelly they don’t succeed in it, even if the weight is small they just penalize multitimeframe darwins.

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it is not the main thing of the proposal, but I am talking about big changes, that you and me could see with the eyes…

I see overpenalysed some darwins for the current experience, but i would consider fair, if it doesn’t exist this window to start a new system with 10 exp, and really 0 significance

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My view is that Ex scoring is pretty fair even if I made one suggestion about it.

  1. Day traders have more opportunities to make good or bad trades.

  2. Swing traders have less opportunities to make good or bad trades so you need longer period to see the robustness of the strategy (and the trader).

  3. Multi time frame traders are somewhere in between, as day trades taken still adds up to Ex score, but other consistency scores are suffering.

With good day traders you can easily see covering losses in a few days.
With good swing traders you can easily see covering losses with one single trade which can last for weeks or months.

The main problem I see with Ex score is only one, Darwinia.
When the day will come and we will all have Ex 10 , this topic will be forgotten.

Conclusion. Focusing on good trading is beyond Ex10.


I agree, but I am talking in this case as an investor, not as a trader.

On one hand, I don’t like to invest in darwins that i am not sure that they have the significance that the IA shows

On the other hand, i prefer more darwins swing investable (capacity and divergence). And if today the main thing to bring traders is darwinia, it could happen that they are not happy if they need 5 years to get something from darwinia, and they leave or simply don’t come.

It is only something to think about…


Clearly algos are calibrated on the current population and current AUMs .
We are still in the phase of dodging gamblers and filling scalpers.



This is not entirely accurate since, in order to evaluate the representativeness of a position, Darwinex takes into account the D-leverage opened by the Darwin and not the one opened by the underlying trading strategy.

That I would call sophisticated investor. And all investors should aim for that. You don’t invest just because somebody has good scores.

I hope the main thing is not Darwinia.
If they leave that tells a lot about their dedication.

And I completely understand frustrations about Ex scoring as I am in similar position and I do sometimes catch myself to take the trade with experience in mind. Usually doesn’t work.:wink:

Idea for those who want Darwinia prizes. Bring some old trading account, even it doesn’t have to be that good, you get score ex10 immediately and with little of luck you start collecting prizes in no time.
(by the way my suggestion was about this problem)


Completely agree with everything you have answered and I see that you write knowing perfectly the problem.


The IA Experience must consider too the monthly time as an variable.
If i decide too stop or slow down the activity of trading during a period, bad period or too volatile period or again cause i raise my objectives…t’s a fact of experience !!

Do you believe that this strategy behind CPC (3 months of trading) have more experience than me (UAF and its 9 months) ?

And yet the same impacting EX score (2,9/10) !!
But for me, not the same experience between CPC and UAF, very not !!
The IA Ex is good algo but to be consistent it misses it a factor of time in the global market (the number of months) not only per position (volume and time).


If you trade for one week and you reach you target of 5% than you wait for 3 weeks, you traded one week not 4 weeks.

If it works good for you :+1: but you have to accept the consequence of a low Ex because you are flat for a lot of time.


No ! If i trade less when i decide it, it’s the fruit of experiment. And this experiment is not rewarded because not read/not seen like such currently.

3 years of track record for have 10/10 in experience versus 6 months for OVERTRADING, please lol !

And it’s this IA Ex which lead all the other IA for the D-score

Edit: I repeat “The algo of Ex is good” but i would like it consider too the number of months (different evolutions of Market with crisis, expectations, systemic, etc as CHF, GBP last).


Maybe there are a lot of strategies that work even trading 1 day per month but Darwinex works with daily positions not monthly positions.

You can trade for 30 minutes or for 24 hours, but every day you don’t trade your Ex doesn’t progress.

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but say the Darwin opened those same trades - are those numbers correct?

Regardless, I maintain this is not the territory of experience. A simple sample size and time condition would make a lot more sense.

Having said that, there could be flaws I am not seeing - is there any reason a simple minimum of 218 trades plus 12 months track record requirement would not work @JesusDarwinex?

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I agree with you.

But I will give you an example, because you are neglecting one big factor.

You can compare your Darwin with my short term Darwin ADW.
It is a third month in a row that I am giving profits back. I take trades almost every day… Did I made more decisions? Yes. Did I get more experience? Sure I did.

So, you are not gaining Ex score as fast, but you are also not losing score on Pf. Or in other words you are keeping profits. Big big factor in my view!

One is already smart while the other is getting experience to become smart.:stuck_out_tongue_winking_eye:

(and there are also traders with lack of trades in statistics simply because of their fear of losing. Who can 100% guarantee that the next trade will be a winner. Lack of trades doesn’t mean you are automatically better off regards P/L)