Mechanisms are in place to detect low liquidity and trading is automatically halted when this occurs, the lower time frame strategies are more sensitive and will halt at a smaller reduction in liquidity than the D1 for instance. (The performance of D1 strategies are less prone to slipping a few fractions of a pip or even a few pips.) This is to minimize slippage and to prevent entry during low liquidity around news etc. With the safety mechanism no unexpectedly large losses because of slippages have occurred in the last several years. My EA produce slippage logs and stores slippage data in GV which enables me to track accurately.
No scalpers. A collection of fully automated breakout strategies H1 to D1.
No martingale or grids here. All trades always have a reasonable SL and TP plus alternate exit signals including trailing stops. All trades use a stable risk amount based on the strategy, total equity in account and current volatility. I do NOT increase risk in any way because of losses or short term winning positions, profits or streaks. I have made some anti-martingale and illusions of profitability posts on various forums complete with simple mathematical explanation as to why the risk vs reward is always better when you use a stable risk. Cav’s post sums it up nicely here.
As of 2020 Jan, SUG is a 6 time prize winner of the Darwinia Contest and currently are awarded 377,921.65 € Darwinia funding. (Most recent prize win)
About 8.2 Risk Stability, the score itself is reasonably stable at this point over time. Darwinex does not seem to differentiate between risk fluctuations from hourly strategies to the D1 strategies. One will be a little larger risk size but normally held for only hours with a tighter stop-loss and one will be smaller risk size but held for possibly several days or longer. Some strategies are slightly larger positioned because of their slightly higher edge. Another reason for fluctuating leverage is that some trades from different markets or different time-frames do overlap. The different strategies across different time-frames sometimes have an overall small amount of correlation but this is factored in while I’m selecting strategies and calculating for risk sizing. Each strategy has a static stable risk size but since Darwinex does not differentiate by Magic Number. I have to settle for a non-perfect Risk Stability score. (At this time, a 10 for Risk Adjustment though!)
About 5 or 6 for consistency of return and duration. Multiple time frames, trailing stops and additional exit strategies seem to be penalized. (https://community.darwinex.com/t/consistency-investable-attribute-r-r-dc/347) Each strategy has preset static exit strategies but since they are all on the same account the over all timing and P/L of exits are varying and the scores reflect that.
And lastly the OS and CS scores, another attribute is quite low due to a penalized trading style. Some breakout entry levels may appear to the Darwinex system to be “late” but the strategies are designed to enter later once a breakout is more certain to minimize fake-out losses. Even a simple trailing stop hurts the CS. I think it is the accuracy, risk and performance that matters most (PF,EX etc). Here’s a supporting thread about os/cs.
These are the notes but I leave the judgement to you if SUG is a good fit for your portfolio:
Please feel free to post any questions, comments or concerns.