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SXH - Securix

We are wasting our time here,he will explain everything when he comes back.

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Friday was Jobs day for the US. Risk assets all got a sharp beatdown on the initial news, then all of that and some more reversed, because initial knee jerk reaction was ignored. Probably that caused the unusual drawdown.

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Hello all,
Thanks for your discussions about my DARWIN. My first headache here (experience growing :slight_smile: ).
While I understand your sentiment, @Tomcat, I can tell you that it’s full systematic trading, as noticed by @CavaliereVerde.

It wasn’t a try to squeeze/beat the market :slight_smile: but, indeed, a huge increase in opposite signals : post-analysis shows a clear “frantic” behaviour in DAX about volumes and buy/sell orders.

Four periods analyzed :

10h - 11h : Still not sure about underlying reasons
11h - 13h : It acted as there was an impressive increasing “pressure” on pre-news data
13h - 14h30 : It acted as a “standby” phase before pre-news data
14h30 : News data release that finished to rot such day (for our system at least)

As previously said, we can’t avoid to insist on very extraordinary low volumes/volatility on DAX. Many factors are converging as max stagnation period. Trying to define the common factor. Is DAX (as other markets) waiting, once and for all, to get clear answers for Brexit issue (March 29th) ?

Anyway, let share your questions / comments !

Have a nice day (and let’s hope a better week…).

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Good to know,I learned a new thing today.Your algo must be really complex.Funny thing,when somebody will compare yours and mine trading,he will have no way to say that one is algo trading and the other is discretionary trading.

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What I notice is that is perfectly normal for SXH to have trades with a small excursion.
Here every trade is closed by the end of the european session so a trade opened in the afternoon has few time to evolve.
With a time limit trades are often closed not at max excursion.

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You just brought a huge salt of curiosity :sweat_smile: ! Too hurry to see correlation ! Technically, it’s interesting !

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You got it :grin::ok_hand: !

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Another thing to notice is that there are many days without trades, so 5 trades/day is just an average.
If a day with 0 trades is normal, the same is for a day with 10 trades.

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Hello all,

March 2019 Performance : -2.84%
Q1 2019 Performance : -2.05%

The low volume and volatility weighed heavily on our performance.

Volatility didn’t stop sinking (reaching new lows) :

We are tempted to conclude as @GAlbano76 summarized it : "March ended… low volatility persist… not much to say"

For Q2/Q3 2019, we plan to develop and maintain a simple chart that summarizes the relation between the DARWIN performance and its core elements as volume and volatility. The goal is to allow investors to understand the DARWIN performance and behavior according to the weather :grin:

We look forward to the arrival of the Volatility Cavalry :

Last but not least, we’d like to thank you our new investors :slight_smile: !

Have a nice day all,

Sincerely,

SECURIX

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"March was a bad month"

Hello all,

April 2019 Performance : +3.65%
YTD 2019 Performance : +1.52%

Low volatility keeps being such a pain…


But our systems keep maintaining the balance for 2019, and that’s the main point :slight_smile: .

Relatively to the long-term analysis, we are wondering if 2019 will respect the saying : “Sell in May and Go Away” ? :

Have a nice May all :slight_smile: !

Sincerely,

SECURIX

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Hello all,

We invite you to read our last manifesto :

Thank you.

Sincerely,

SECURIX

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Thank you very much @CavaliereVerde :slight_smile: !

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The basis of a good darwin

look and curious resemblance of graph with XOE. also starting a good consistency.

Thanks @RafwinSistemas :slight_smile: !

Hello all,

May 2019 Performance : +7.69%
YTD 2019 Performance : +9.33%

Finally, we got some volatility back ! :

Last month, we wondered “…Relatively to the long-term analysis, we are wondering if 2019 will respect the saying : “Sell in May and Go Away” ?..” publishing such resistance level :

After a small fakeout, $DAX behaved as expected, including a quick pullback to 12300 level, around mid-May, for those who have missed the train at the beginning of May :slight_smile: :

During march report, we announced the release of a tool for Q2/Q3 2019 :

This month, we specified details within the published Manifesto “AaaS” :

Here is the extract :

We keep maintaining the release for the Q2/Q3 deadline : we’ll keep community updated.

Have a nice day all,

Sincerely,

SECURIX

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Great month ! Just realized you were trading the Dax. Sweet

Wondering what would have been your capacity score (at the moment at 1.4) if the Dax CFD had been maintained as mini instead of micro lot. Given that you’re daytrading, your average trade duration must have little impact on the capacity.
Anyway, now your scalability is very much grounded. I believe it would be at least double the capacity or more back on the old mini contract, given the LMAX liquidity against contract size.

Also the spread of the micro lot is now 0.2 points higher than the one of the mini.
If we’re considering you make about 5 trades per day roughly, with an avg, 29.31% winning trades, avg win 27.62 points, avg loss 10.11 points, this equals to an avg trade of +0.94 points.
So, trading with the mini contract instead may have yeldied you just above +20% performance more ! (and slightly less drawdown)

Consequently, the switch of Darwinex from the mini to micro contract do have some consequences. Preferably, it would be best to have the 2 contracts available to choose from, if the behind the scenes follow

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Hum. Did you start your journey on the old onctract size ?

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Thanks :slight_smile: !

Indeed, the switch by Darwinex to new contract size, with its underlying conditions, had its (in)direct impact on our DARWIN Capacity / Performance subdetails.

You have more than understood it :slight_smile: !

Our strategy, by its thoroughness, is sensitive to such spread delta (certainly unnoticed by most :slight_smile: ).

As you clearly noticed it :slight_smile:

Thank you very much for such enlightening comments !

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We achieved the “HOT” / “ON FIRE” filter :grin::ok_hand: !

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