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Regularity (former Activity) and Darwinia

As @bianka pointed out a year ago here % Activity on the DarwinIA contest
Activity should penalize traders with lower exposure than in last quarter. IMO it can reward traders with hyperactivity when they have a better ranking. Both can be a critical change in strategy.

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Activity doesn’t depend only on frequency but also on exposure to the market.
Your VaR used to be always above 10%, now it is 7%.
Noting bad in reducing VaR but the transition generates a disadvantage for Darwinia.

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Yes, I know that activity is calculated also on exposure to the market and that my VAR is falling (btw yesterday was still above 10%!) … but still I don’t think that trading with less exposure should be penalized. The VAR falling is another topic on wich I disagree with Darwinex… as I stated in other posts I think that a lower bound should be considered to be implemented on trader suggestion. This is because if a trader want to be less risky… can’t be! Darwinex in this way force the risk toward 10% … I 'm really happy (from an investor and trader point of view) that a var of 30% is forced to be at 10% but the opposite I’m not quite sure it’s a right decision.
Back in topic, even when I was trading with the same VAR as before I was always struggling to get to the 100%…and we know how much the score change with only a few point of difference.


I am sorry I’m not sure what you mean.

If you trade with less market exposure than the average of your 3 last months, this is what we are measuring on Activity. And the result is less Activity for this month.

If having less market exposure leads to greater results, this is what we are measuring on Monthly Return.

We can not measure two times the same thing (returns).

Please, take into account the DarwinIA ranking is based on three aspects: Activity, Returns, D-Score.

Also, if you are having a different approach to the markets and trading less, the next month you will obtain 100% Activity sooner.

Let me know if I am not clear.


A post was merged into an existing topic: Is the ranking of strategies really consistent and fair

A post was merged into an existing topic: Is the ranking of strategies really consistent and fair

I have one question: If I trade exactly the same trades for 4 months, the forth month will I have a 100% in activity?

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my bet: no

because every month has little different ammount of trading days

At february most didn’t reached 100%, but in march.

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Hi Miguel and thanks for the reply.
I will try to made myself more clear.

First of all I don’t think that you are measuring activity but you are measuring consistency. Would have been activity IF every darwin was compared to a parameter (like 100 trade in a month of at least 5 minutes = 100%).
Anyway we can call it Activity but the point remain: why to be a little less active than the average have to be so penalizing ? second… why be MORE active have no penalization?


Let’s suppose we can trade march 4 times, the forth “march” will be a 100% in activity? @miguelrDarwinex


Hi guys!

Activity is measured in the same way as Experience, with market exposure, not trades number.

Activity is not a linear measure, it is easier to obtain 50% than 100%.

Sorry, but you are literally saying that passing from VaR 30% to 10% with less trading lets you obtain 77% Activity.
So there is a “big difference between the past” and still you manage to obtain at least 77%.

In any case, please, do not obsess too much with Activity, a strategy with good returns and D-Score can also rank high in DarwinIA.

As commented above, it is not the number of trades but market exposition what we measure in Activity.

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Lets put apart what it’s happening to my darwin. Just consider someone who is doing just fine and with a constant VAR. I don’t understand why if his activity in one month is not =100% or >100% but well above 50% ( 85 i.e.) he should be so penalized (because there is huge difference in score if activity is not in the very high part).
Simply this… and of course why iperactivity is not penalaized. Thank you

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I never reached 100% , despite stable VaR and a good internal diversification that provides a very regular frequency. :slight_smile:
But I have to say that I never ended a month with less than 95%.
So I think that to be at 100% activity, exposure has to be slightly above average.
100% isn’t necessary but 95% is. :smile_cat:


Maybe an input that the trader selects that puts the Darwin in a category for the formula? Expected trades per month then if there is a significant deviation from there be penalized? Two strategies, one taking 7 trades per day and the other taking 7 per month could be rated comparable if the activity remains as expected.

Wow! From 77% to 93% in one day! :wink:

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Hyperactivity is more commissions. :sunglasses:


To my knowledge that is already automatically considered. The activity of the current month is compared to the trader’s activity in the past (I think it’s ~3 months). So a strategy with few trades can easily be compared to a strategy with many trades.
If you deviate from your past trading behaviour by trading a lot, you can get a high rating for the current month, however, this is also going to be considered for future activity calculations so you will eventually get penalized as keeping that high activity rating gets more difficult.
On the other hand, if you are trading less in the current month, it’s going to be a little easier to achieve a high activity in the next month.
I think the rating is pretty good, actually.


[quote=“GAlbano76, post:13, topic:3870”]
why hiperactivity is not penalaized. Thank you
[/quote] interesting idea… :thinking:

However I think it shoud be more useful if applied on the Ex rate - wich would include a measure of ‘rotation consistency’ - in the same idea we talked earlier with @CavaliereVerde.

Because the purpose of Ex (Actvity%) in DarwinIA is only to ensure that you REACH a threshold, like every other participants. The fact that you overpassed it then, is not the concern of the algorithm on this particular month.

Talking about this proposal @CavaliereVerde… I hope to have some time next week and come back on that seriously. If we can gather ideas all together and come to a concrete proposal that I can present to product owners and developers, that would be GREAT!

We count on you! :wink:


Hyperactivity is already penalized longterm by Risk Stability, and of course by the market, if you overtrade for months you will crash soon and everything, Return, Performance and DScore will crash…

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That’s true! And that’s why, if we want to improve Ex in an efficient way, we have to think deep :wink: Measuring if (and if so, in wich measure) how it can improved.

not the purpose of DarwinIA, I’ll move on the appropriate post. sorry for disturbing the thread hehe :sweat_smile: