I've observed that the majority of investors in my Darwins tend to engage when there's been a recent surge in gains. However, it's crucial to understand that my Darwins should not be perceived merely as 'in trend'. If the equity line is exhibiting an 'up-trend', it invariably implies that a drawdown (DD) is imminent. A more strategic entry point would be during a drawdown, for example at 50% of the historical maximum drawdown.
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Welcome to the Darwinex Forums, these forums are member-run and managed by CavaliereVerde. Member-run forum rules may differ from the site guidelines.
Here are my Darwinex trading statistics for all my accounts over more than four years. The total profit is 33%. On average, I have earned 8% yearly on my trading capital, which was distributed across my 16 accounts (not all as Darwins):
It took about 10 years when Jim Simons first began trading in earnest until Renaissance Technologies (RenTec) started to consistently generate significant profits. His initial trading endeavors commenced in the late 1970s, and he founded RenTec in 1982. However, it wasn’t until the late 1980s to early 1990s that his models fully matured and began delivering the phenomenal results for which RenTec is renowned.
In comparison, my own trading journey, now at the five-year mark, represents about half of the ten-year learning curve.
As Jim Rohn once said, "The true value is not in the money you earn from becoming wealthy, but in the knowledge, character, and personality you develop while striving toward your goals." Although my yearly 8% return does not currently surpass the S&P 500 12%, I have gained considerable knowledge from the experience.
I continue to learn and develop new strategies.
It took about 10 years when Jim Simons first began trading in earnest until Renaissance Technologies (RenTec) started to consistently generate significant profits. His initial trading endeavors commenced in the late 1970s, and he founded RenTec in 1982. However, it wasn’t until the late 1980s to early 1990s that his models fully matured and began delivering the phenomenal results for which RenTec is renowned.
In comparison, my own trading journey, now at the five-year mark, represents about half of the ten-year learning curve.
As Jim Rohn once said, "The true value is not in the money you earn from becoming wealthy, but in the knowledge, character, and personality you develop while striving toward your goals." Although my yearly 8% return does not currently surpass the S&P 500 12%, I have gained considerable knowledge from the experience.
I continue to learn and develop new strategies.
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HI i am Felix, a trader amateur that have a dream, live from trading, now i have one strategy that is efective bit i want to go to thee next leveln and I think that you are a good way to find the next level on trading, I offer me like worker that can work only for knowledge about trading or like student, doesn't matter the way i believe in you like a good step for be a big trader. If Finbou AG is interested in a trader or worker with entusiasm, dedication, inteligent and good maners I am here for you.
FLU has kicked off this year on a high note with six consecutive profitable months, reaching an all-time high in profit levels. The number of investors has now surpassed 100, and the invested amount is approaching one million euros. Thank you, investors, for your trust and support.
It is always recommended to join my DARWINs after a slight downturn. Recognizing that it can be challenging to remember and track this daily, a system is currently being developed to allow investors to automate their investments in DARWINs at specific drawdown levels.
Additionally, portfolios with DARWINs (not only those developed by me) will be prepared, crafted using the best risk diversification practices, proportionally including both high-risk and low-risk DARWINs.
An additional safety system has been implemented in FLU. The Expert Advisor (EA) reports to a central server with an "I am operating" signal at regular intervals. This ensures that, regardless of MT5 updates or server updates/restarts, the EA's operation is always monitored and controlled.
Thank you once again for your continued support and trust in my investment strategies.
It is always recommended to join my DARWINs after a slight downturn. Recognizing that it can be challenging to remember and track this daily, a system is currently being developed to allow investors to automate their investments in DARWINs at specific drawdown levels.
Additionally, portfolios with DARWINs (not only those developed by me) will be prepared, crafted using the best risk diversification practices, proportionally including both high-risk and low-risk DARWINs.
An additional safety system has been implemented in FLU. The Expert Advisor (EA) reports to a central server with an "I am operating" signal at regular intervals. This ensures that, regardless of MT5 updates or server updates/restarts, the EA's operation is always monitored and controlled.
Thank you once again for your continued support and trust in my investment strategies.
FLU now more than 1 mil $ investors capital. Thank you all investors for your trust! 🙏
Published new darwin CEV and it soon get qualified to GOLD.
NOQ excluded from DarwinAI because correlated with NOT more than 0.51. No wonder because using the same strategy but different timeframes and parameters but still... somehow too close to NOT.
Published new darwin CEV and it soon get qualified to GOLD.
NOQ excluded from DarwinAI because correlated with NOT more than 0.51. No wonder because using the same strategy but different timeframes and parameters but still... somehow too close to NOT.
In previous U.S. presidential elections, September and October have mostly been bearish for the NDX. Additionally, FLU can be profitable during bearish periods. However, it tends to hit stop-losses more frequently if those bearish times are uncertain. If there is a strong drop due to poor stock earnings, then FLU remains safe. But if the NDX price declines slowly due to uncertain factors, the market becomes too choppy, which is not favorable for FLU.
I will use bearish tendency settings, which have performed well from 2018 to the present. I prepared these settings using data optimizations from January 2022 to June 2022 and then forward-tested from July 2022 to December 2022. I then ran all these settings on unseen data from 2018 to the present. Even in a bullish market, these bearish-biased settings were profitable, though the total gains were 3x smaller than the current bullish parameters.
If we keep the current "optimistic" settings, we could experience at least a 4% drawdown in September or October. The current settings went into drawdown during the September 2020 elections. We would have had the opportunity to avoid drawdown entirely and earn approximately +4% profits during those two challenging market periods.
Here are the results for the current "optimistic" EA settings:
And here are the results for the "pessimistic" EA settings:
Therefore, even if my analysis is incorrect and this election cycle's September and October turn out to be bullish for NDX, the risk is the same as with the current settings. The only difference is that earnings might be 3x smaller. But in case of bearish months - potential to earn 4% or even 8% in those 2 months are much higher.
I am informing all of you, my dear investors, about this so you can decide on your own how to proceed during these two challenging months.
For now, FLU is at an all-time high, having been profitable for six consecutive months. This is an additional warning sign that with the current settings, a drawdown is very possible.
- 2020: September - Bearish, October - Bearish
- 2016: September - Bullish, October - Bearish
- 2012: September - Bearish, October - Mixed (Bearish, then recovery)
- 2008: September - Bearish, October - Bearish
I will use bearish tendency settings, which have performed well from 2018 to the present. I prepared these settings using data optimizations from January 2022 to June 2022 and then forward-tested from July 2022 to December 2022. I then ran all these settings on unseen data from 2018 to the present. Even in a bullish market, these bearish-biased settings were profitable, though the total gains were 3x smaller than the current bullish parameters.
If we keep the current "optimistic" settings, we could experience at least a 4% drawdown in September or October. The current settings went into drawdown during the September 2020 elections. We would have had the opportunity to avoid drawdown entirely and earn approximately +4% profits during those two challenging market periods.
Here are the results for the current "optimistic" EA settings:
And here are the results for the "pessimistic" EA settings:
Therefore, even if my analysis is incorrect and this election cycle's September and October turn out to be bullish for NDX, the risk is the same as with the current settings. The only difference is that earnings might be 3x smaller. But in case of bearish months - potential to earn 4% or even 8% in those 2 months are much higher.
I am informing all of you, my dear investors, about this so you can decide on your own how to proceed during these two challenging months.
For now, FLU is at an all-time high, having been profitable for six consecutive months. This is an additional warning sign that with the current settings, a drawdown is very possible.
FLU has reached an all-time high, with the Darwinex score now exceeding 80.
Starting September 2, FLU will trade with additional parameters, aiming to increase stability. This adjustment is expected to result in fewer trades and, hopefully, reduced drawdowns.
After conducting further research, FLU will continue trading with its current settings but with added criteria to avoid risky entries. As a result, there won't be any drastic changes for September and October, as previously mentioned. Instead, we will stick with the proven settings, with some entries filtered out. This approach positions us well to handle potential market turbulence during the U.S. presidential election.
The Sharpe Ratio improved from 3.29 to 6.61 in 2024 and from 1.53 to 4.43 since 2018, indicating that the new settings provide significantly higher returns relative to the level of risk taken.
In the industry, Sharpe Ratios typically range from 0.5 to 2.0 for most mutual funds and hedge funds. Renaissance Technologies' Medallion Fund, with Sharpe Ratios between 5.0 and 10.0, sets a high standard for exceptional risk-adjusted performance. FLU's improvement to a Sharpe Ratio of 6.61 in the short term highlights strong risk management and effective return generation, striving towards the standards set by top performers like Renaissance Technologies. Although FLU's long-term Sharpe Ratio of 4.43 indicates consistent progress, further improvements are sought to align with the long-term performance levels of industry leaders.
Starting September 2, FLU will trade with additional parameters, aiming to increase stability. This adjustment is expected to result in fewer trades and, hopefully, reduced drawdowns.
After conducting further research, FLU will continue trading with its current settings but with added criteria to avoid risky entries. As a result, there won't be any drastic changes for September and October, as previously mentioned. Instead, we will stick with the proven settings, with some entries filtered out. This approach positions us well to handle potential market turbulence during the U.S. presidential election.
The Sharpe Ratio improved from 3.29 to 6.61 in 2024 and from 1.53 to 4.43 since 2018, indicating that the new settings provide significantly higher returns relative to the level of risk taken.
Old Settings vs. New Settings (executed trades for year 2024)
- Old Settings (Sharpe Ratio: 3.29): While a Sharpe Ratio of 3.29 is already considered good and indicates a strong strategy, there was still room for improvement. The strategy under the old settings was generating good returns with a reasonable level of risk, but there were instances of higher drawdowns and less optimal trade filtering, which may have introduced more risk than necessary.
- New Settings (Sharpe Ratio: 6.61): The new Sharpe Ratio of 6.61 represents a significant improvement and suggests that the trading strategy has become much more efficient. This higher Sharpe Ratio indicates that the updated settings have successfully increased returns without proportionally increasing risk, or even while reducing it. The strategy is now better at navigating market conditions, avoiding risky trades, and capturing profitable opportunities, all while keeping volatility and drawdowns under control.
In the industry, Sharpe Ratios typically range from 0.5 to 2.0 for most mutual funds and hedge funds. Renaissance Technologies' Medallion Fund, with Sharpe Ratios between 5.0 and 10.0, sets a high standard for exceptional risk-adjusted performance. FLU's improvement to a Sharpe Ratio of 6.61 in the short term highlights strong risk management and effective return generation, striving towards the standards set by top performers like Renaissance Technologies. Although FLU's long-term Sharpe Ratio of 4.43 indicates consistent progress, further improvements are sought to align with the long-term performance levels of industry leaders.
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