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KVL – CavaliereVerde

I like to see how a good trader @CavaliereVerde, exceeds his investor capital.

  • 100k Congratulations
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Thanx!
Both KVL and EZN are “trending” this month, it seems investors are learning to buy robust funds during drawdown.

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In the case of EZN I expect a full recovery at least three months away

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Evolution of the components of the KVL algo portfolio.
A long process of live forward testing and selection.

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Have you tracked performance of abandoned pairs?

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No I haven’t! :smile:
Maybe it is a bullshit but I prefer to think bad stuff was overfitted and the inefficiency was non existent.
Recycling could be an idea but instead I prefered to test and optimize new stuff.

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Would be interesting to backtest from time of cancellation until now though … should be quick enough :wink:

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For example about GBPCAD and XAUUSD I think it could be a matter of unstable spreads that causes my backtests to be unreliable and inconsistent to live behaviour.
JPY pairs are good with the other momentum strategy so maybe ther is no mean reverting inefficiency, at least not on H1.

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Three years of trackrecord for my KVL ! :birthday:

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Congrats on the 3 years “native” history!

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Description has been updated, no more gold, no more GBPUSD , no more m15.
Now we have only four assets on h1.

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Congratulations on the 3 year track record!
Very hard to achieve, very solid.
Nicely done!

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So I just have to make more pips and lose less pips… WOW never thought about that ! :smiley: :smiley:

I would be the first to be happy with more return and less drawdown but often such darwins have a trackrecord shorter than mine.

I know there is room for improvement on my trading but my benchmark is not HFD .

VAR 17%
Annualized return 12%
Max DD 30%

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Hi CavaliereVerde,

Any insights on the steep drawdown KVL is experiencing?

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There are no particular insights, same strategies as before managed in the same way.
Components that had to be uncorrelated according to backtests are not so uncorrelated in live trading.
I am very disappointed, I dedicated thousands of hours to develop this algo portfolio and now there is a ugly scar.
I can understand perfectly investors leaving and I thank the ones remaining.
I can only continue to do what I am able to do.
What I can promise is that there will never be casinò recovery.
I cannot promise edge but I can promise discipline.

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Do you run the same EAs with the same Settings parallel on a Demo account? I assume that your backtests are done on a demo account.

In the last10 days I have a divergence on trades between demo and live account of much more than 5% (up to 10% !) for whatever reasons, I assume differences in data. Usually it is significantly less than 5 %.

Alternatively you can run MT4 backtests on the live account, at least on weekends.

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Backtests were done with live account during weekends.
The process and the source of hystorical data is the same since 3 years.

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Did you check whether your backtests make the same trades as live trading? I also know differences there on the same account.

There is a high degree of correspondance, one of the reasons I work on h1 is because I want to avoid to go crazy with this kind of stuff, I trade for 40 pips not for 10.

I was wrong, we always tend to sell low and I was fooled by recent behaviour of the GBPUSD strategy while on a timeframe of 2y it is one of the best together with EURAUD.
So I decided to reactivate GBPUSD , that is also required to reduce the internal correlation, mainly between EURUSD and EURAUD.

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