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JGC - jjenslopfam

@CavaliereVerde you are a very good trader, not only for the comments that you express in this community everyday, and I enjoy with them, your darwins are very good.

We do not have to be in a hurry, because I am sure that in the medium term maintaining this performance, you will receive everything that you are planting here.

This is a market that is starting, and there are not many darwins with a history of more than 4 years, investors are looking at other things, over time will change. In the future it will be easier to make money investing here, the performance in the long term will be the most important… we have to continue working

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When this market had more darwins as NTI, everything will be easier for the investors, and only gamblers will look for other type of darwins.

NTI is my role model, 5 years of track record, being able to overcome a drawdown of a year in 2014. I am not saying this now, I said it on 28th feb in my twitter account.

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I agree, NTI is one of the best, and not because of a row of green months but looking to Hall of Fame and many years of trackrecord.

The problem is, what will happen when a couple of red months will appear on NTI or THA ?
I bet one hundred of investors will flee away like it happened to JGC and JCW. :frowning:

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Doesn’t that show good trading though on the investors side?

Imagine Darwins the same as an ETF, when they are on a run people buy and hold but during times of DD they generally sell then buy back at lower prices. Classical hedge funds you couldn’t do that as they had lockin’s but in my opinion selling during DD and buying back at lower prices should be considered the same as ETF trading and it shows good investor trading.

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No, they generally find another presumed Holy Grail to buy on highs. :smiley:

Here the losing recipe:

  1. buy after 6 green months
  2. sell after 2 red months
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steps to make money

1, choose the right ones,

2, buy at trough

3, wait

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@JJENSLOPFAM

My humble opinion, you are a role model too for every Algo Trader, during this moment you haven’t changed nothing and this shows the confidence you have with the System and the way you respected your work and analysis posted. IMO the average don’t understand the way an Expert uses a characteristic of the market to have profit, the times this it will be less present, stagnation and the probability ratio of a disciplined system for the Long Run.

Wish you the best.

@CavaliereVerde Lucky if “they” wait 2 Weeks before they forget a Darwin…

VolcanoFX :volcano:

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Nice trade on the BoE news today… Well done.

And also, in my portfolio JGC divergence has gone from -0.25% yesterday to +0.89% today… Awesome.

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You are a master. Congratulations on this great month. I’ve been following you and I knew you’d recover from the drawdown.

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Congratulations for FTT !

As you remenber I was apreciating FTT even whe the masses were blinded by the return of JGC.

I always do a deep analysis of worthy darwins.
The impressing thing with FTT is that it is high in both La and Os/Cs , so high win rate with relative short stops, this means a strong edge.

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Thank you very much @CavaliereVerde, I remember perfectly that you apreciate FTT first in the topic of JGC, and after in your topic of your real portfolio.

I remember also that we have talked about edge IA’s, with timing and performance. It is true that the level of the Os/Cs, it is not so important because there are many strategies that result perjudiced from the beginning, but it is really important the evolution of the chart…

I attached the evolution of the Pf, Os and Cs of JGC. Do you see something special in the curve of Os, thinking that it suffers a big DD? I wait for your opinion… it will be a good exercise of the power of the study IA’s, and the necessity of re-optimitation or not…

Perhaps it is better if you send this two posts to JGC topic, until I create a new topic for FTT

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I will move them on the new topic, but as you wish! :wink:

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The DD is in Pf curve (dark green), Os is stable around 9 .
The great improvement is on La curve (light blue).

I was talking about JGC

And after I will explain ftt

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Ok :slight_smile: but colors are the same also on JGC, stable Os around 9 and DD visible on Pf corresponding to the DD of Return.

A significative decrease is visible on Cs, yes a reoptimization could make sense.

Congrat for FTT !

Just my two cents contribution, I think that over interpretating metrics can add confusions about them.

Let us make an ex post analysis.

After a DD, what to say : there was a DD.
After a recovery, what to say : there was a good period.

A side effect of the EC shape is that it has a strong effect on La measurement.

During a bad period, you got less gain than losts. It’s the opposit during good period. Of course what matter is the average size, not the number, except if there is a positive correlation between number and average size (during bad period you got more losts AND bigger losts).

I think that La never change at all (may be am I wrong). It’s an artefact from the way of measurement witch create this effect of dependance from EC. The effect is strong because the strategy is balanced (66% gain). It is different from a strategy witch win 80% where La is poor, whatever good or bad period.

Yes, but the Os maintaining stable with the DD, means that the system was working and it was maintaining the edge. You can see below even the strategy was the 1st in Os during all the DD. Perhaps you remember that I shared in June several trades where the entry (Os) worked but not the Cs.

In the next, we can see that the bad Cs did the DD (last 3 dperiod).

But analyzing longer term in 6 dperiod we can see that it is the 2nd best option

I have optimized the exit SL/TP from 2000. As SL and TP are constants, and we wanted long period, this difficults that the timing Cs be high. I would have to make variable the TP and SL, and/or optimized in a short period.

I have tried to find a robust and stable results during this long period, and as I said on 25th June (in the low of the chart).

In my opinion it is working like the backtest. The idea of this darwin is to try to maintain a TP and SL constant during a long period, suffering periods of stagnation/drawdown as we could be in the backtest that I shew.

Do you remember these graphs on 20th June?

That’s what happened…

In my opinion it makes sense, that is why I trusted and I continue trusting, and I don’t make any re-optimization.

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With this idea we created FTT. Less period of optimization, more sets, and include mainly eurjpy to diversificate and descorrelate more…

I will explain more in the future in a new topic, but we have 3 sets of GBPUSD and 2 sets of EURJPY. In the sets are optimized more parameters than TP and SL. JGC uses only 1 set.

As you can see, the optimitazion works in the timing. We have maintained the Os stable, and FTT improves and stabilise the Cs. On the other hand, the return is more smooth, and the Performance Pf is worst, and more volatil.

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I agree, Cs looks for 12 d-periods not for 15 years.
About reoptimizations I follow my periodic plan, without caring about Darwinex’s timing.

Speaking in general about algorithmic trading I think some strategies need periodic reoptimization, some others don’t.
Followiing a precise developing method has the priority over Darwinex IAs.

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As long as your forward results are consistent with backtests you don’t need to change anything, scores are just giving you a reason for drawdowns.

My method is more similar to the method you are using on FTT : shorter lookback and more adaptations.
With JGC it seems you found a universal parameterset, parameters don’t expire but the behavior is more difficult to endure.

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