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JGC - jjenslopfam

Darwin JGC
Strategy CABLECONTINUITY

After 8 months since 04/11/16 the Darwin JGC has had a return of 110.58 % with a drawdown of 17.1%, which implies almost a 6.5 risk-reward ratio.

Despite having only 2.6 points of the darwinex experience algorithm, Darwin has 55 investors, and a total of $162,808.10, which approximately 50% comes from Darwinia (€75,000), while the other half comes from the rest of 54 investors.

I’d like to take this moment to thank the trust given by the investors, which I hope to be able to correspond them with a good and consistent return on their capital.

Currently, darwin is included in 5 of 6 darwinex filters (top invested, Quote> 200, On fire, Promising and Trending). It is not included in Good Scores because the experience is very low yet.

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Congrats! One of the best systems on the platform.
It also fits my custom filter rules and has other “discretionary” advatages like running on a decent account of 8000 !
Keep on with discipline!

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The CABLECONTINUITY strategy underlying Darwin JGC only trades the cable GBPUSD. It is a trend strategy based on Price Action concepts, where a expansive movement measured in the time frame H1, activates the input signal waiting for a trigger operated in lower TF, after a necessary pull-back, searching a second expansion that reaches a pre-determined take profit TP, and protected by a previously fixed stop loss SL.

After 9 months trading, the strategy has generated a 194.9% return with a 32.8% drawdown (5.94 risk reward ratio). The initial capital of 3,000 euros, has become the current 8,864.4 €.

Related with the darwinex investable attributes, the strategy stands out especially for its consistency and performance. The SL and TP are fixed in the strategy, and are always respected, that’s why the Return consistency is so high, although the consistency in duration (7,94) is not low either.

The Risk Management (7.6) and Timing (8.3) notes are also reasonably good.

The scalability score is 4.5. Throughout these months of trading, I have decided to split the setups to improve the score of this attribute, so it is going to continue improving slightly over time. Although the note is not high, currently the monthly divergence remains positive, being the average monthly return of the investor + 0.74% better than the Darwin.

The lowest score is experience (2.6) after 8 months of Darwin’s existence. The reason is because the average days for D-period is 56.67 (approximately 2.5 months), as the 10 in experience are 12 D-period, the strategy with the current average needs 30 months of trading (2 and a half years ).

The inefficiency exploited by the system, appears 2-3 times a week, as you can see in the data of experience of the investable attributes: 53 representative decisions in 128 trading days.

Obviously over time is the only one that is sure to keep improving, and I hope it brings more confidence to the investor who has not decided for this reason … but this way you will have to arm yourself with patience.

If anyone wanted to accelerate this process, I have thought how I could contribute information of this strategy trying to compensate this low experience. The idea would be to provide a backtest of the three previous years to the start of the darwinex trading, which we could consider as IS (in sample) and verify how the real trading in darwinex OOS (out of sample) has been validated.

To do this, and taking advantage of the backtest tool of darwinex, I already have the complete analysis of the strategy in the three previous years including all the values ​​of the investable attributes that could be compared with the current ones. On the other hand, I could also provide information from Monte Carlo’s analysis of IS to see how it has behaved in OOS.
To not extend this post, I have decided to post it to another, as long as you transmit your interest in that data, pushing “likes” or asking for me directly in this topic.

If you want to know more about me, and you understand Spanish or you can translate it, attached link to the interview published in the darwinex spanish blog of last 27th october.

http://blog.darwinex.com/entrevista-con-jjenslopfam-darwin-jgc/?lang=es

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Thanks for your comments @CavaliereVerde , which values more coming from you

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Congrats JGC - keep up the good work!

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From march to may your strategy had quite high negative excursions (and positive ones too) reaching even -12,55% but afterwards they decreased to -5% or less. Have you change your operative?

I didn’t change anything in The strategy. It Is The same strategy in all The period.

The reduction of The excursions per trade is because I have been spliting The setups to improve The escalability, as you can Read in my post where i have explained The features of The strategy.

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If you are talking about The excursions of The position, The reduction of The % of loss si why The capital has increased a lot.

I am working with constant volume. Every loss Implies aprox. 380€, that’s why at The begining The total loss Was Almost The 13% (capital=3.000€). Today The capital is 9.000, that’s why Every position loss is between 4-5%

I hope to have got clarified your questions

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Also VAR has decreased from 40% to 20%.

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Yes, for The same reason…

Looks very good indeed! Why aren’t you scaling your positions to the balance? Is it because initial risk was quite high if so what risk and VaR do you plan to follow once you reach it?
Great work, keep it up!

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Thank you very much @Bohemian729. As I have said, it is true that I am not escaling my positions with balance, and I will not do so.

I am working with a constant volume in my positions, thinking about an average annual return in € (and its associated drawdown based on my backtests), and psychologically limited by the amount in € that I am willing to lose for each open position, and not In% on the capital of the account. Yes I can say that I keep in parallel in another broker the same lot with the same strategy, so the total risk in € that I am assuming is double of what appears in the statistics.

In principle I did so to be able to compare the performance in both brokers while I was meeting Darwinex. Now I know Darwinex is the best broker with whom I have worked, but I will not increase the capital in the account because I plan to create more strategies, and to increase the capital as investor in darwins, but adjusting to a maximum exposed capital of 50,000 GBP

The initial capital of the account was chosen based on this concept of minimizing the exposed capital, and was 3000 euros to cover the maximum drawdown of my backtest, although it would hardly match exactly at the moment of starting to operate.

Now that I know the VAR of the strategy, I plan to keep the strategy working in the 20% VAR, but I will adjust the equity, not the lots.

I am very happy with the evolution of the strategy, and I plan to increase my exposure by gradually investing in Darwin directly. The Darwin is scaling positions with equity in line with the 20% VAR. I am very satisfied with the product that Darwinex has helped to me to create.

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Great, I wouldn’t want to see such big excursions in the future, so if you try to mantain the strategy VaR at 20% by reducing equity I will be a happy investor :wink:

PS for Jjenslopfam: Tenemos un grupo de Telegram en español sobre Darwinex donde estamos gestores de darwins e inversores. Por si te interesa: https://telegram.me/joinchat/AAppPT5Y-thzpvGHESfTlg (spanish speakers only)

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@JJENSLOPFAM
Congrats! While being labeled as “rookie” you are have the most invested darwin, and it is deserved !
The link to your interview isn’t working, I am always interested in the work of other algo traders. :wink:

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As ever, really thank you for your kind words @CavaliereVerde.

Yes, it has been a beautiful gift in this magic day of The Three Kings in Spain, to reach the first position, and overcome the barrier of 200 investors. I was monitoring a position today, and trying to reach the 300 quote also today, but I think it’s going to be a little bit complicated …

I want to thank again the current investors, and the others that were and are not today. I will continue working with discipline to try to thank them with a good ROI

I am very proud, not only for being the first, more for having got it being rookie … and more when only 110,000 € come from darwinia … Now we have almost $490.000…

I do not know why the interview link does not work directly. I attached it again … try to open in a new tab, because that has worked for me. If it doesn’t work, you could look for it in the spanish blog, in a post published on 27th October.

http://blog.darwinex.com/entrevista-con-jjenslopfam-darwin-jgc/?lang=es&_ga=1.17923710.657234947.1459629462

Sorry but it is in Spanish … maybe @ignacio could give me another gift, translating the interview into English, and post it on the English blog … :stuck_out_tongue_winking_eye:

Happy new year to everyone

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I consider myself more a discretionary trader that doesn’t have enough time to trade… My solution was help me with ea’s to implement my trading ideas… and of course optimizing the more estable TP and SL, not the best…

Today I was asking for a miracle, and I would have liked that the prize had turned around in this point, but it wasn´t possible…

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Without the Non-Farm Employment Change news and all the investors that I have behind, today was a day to break the discipline, and go down the SL, because it was very close to the second support… I think that the news could have got the target… I will see… But JGC is here, for the discipline…

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Great work JJENSLOPFAM! I’m one of your many very happy investors.
I would love to see more of the strategy (like the 3 year backtest you mentioned) so I can be more comfortable investing even more money.
Thanks for your hard work! Keep up the good trading!

ps.: I am unable to access the Spanish interview. link doesn’t seem to work. thanks.

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This is an excellent suggestion (seeing more analysis of a strategy for investor benefit) that all Darwin providers should take notice of @zszalay :thumbsup:

Great work @JJENSLOPFAM :slight_smile:

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Thank you very much @zszalay, I will prepare backtest information of the strategy, and I will post here with explanations of the results.

If you try to open the link of the interview in another tab, maybe you will get to open it. If you do not get it, you can go to the blog, push in the spanish flag, and find the interview there (27th october)

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