[DARWIN] DMO and DQO by davidautentico

[CavaliereVerde]

This is the darwin by my friend @davidautentico , good and honest guy with a promising trackrecord that would deserve more attention.

Let's go with a description @davidautentico ! 😉

 

[SkyField]

Link to Darwin: DMO

 

[davidautentico]

This is David. I'm a trader and a programmer from Spain.
I've been trading since 2009 and in a systematic / EA mode from around 2014. My trading is based on ideas from Ernst Chan, Robert Carver and some friends from the industry ( programmers and pro traders).
Apart from Darwinex I trade a prop account for PSY-Axitrader. It's a six figures account. I'm one of their called 'pro traders'.

Talking about DMO. DMO is a bunch of subsystems based on mean-reversion. It tries to capture middle-size intraday moves on EUR (10-30 pips). It avoids news and more volatile hours for obvious reasons. Susbsytems are revised on a monthly basis and they are removed if the last 3 months are negative. New systems are also added every month. There is no grid and not martigale, every signal has his theoretical edge.

We all know that edges could dissapear, I trade this from 2014, but maybe one day it will stop working. So, I have added a money management sybsystem, I measured the average + standard desviation of max DD during last 3 months, if it's reached the MM subsystem closes the 50% of the exposure, trying to minimize the damage. Eventually if at the end of the month all subsystems are negative during the last 3 months, DMO will stop trading until it works again.

This is a brief description. Sorry for my english. I'll try to improve my grammar later.

Regards,
David

 

[davidautentico]

New Darwinia Allocation:

 

[davidautentico]

Get allocation for both of my darwins..

 

[CavaliereVerde]

Thanks my friend. Yep, I continue with discipline. My other darwin has around two years now and it goes really fine (https://www.darwinex.com/invest/DQO)

I updated the title adding DQO .
Keep on and congrats!

 

[davidautentico]

March recap:

DMO:

Finally, it had a good month. DMO is the perfect example of how random the market is. DMO has an expectancy of 10-15% a year with a manageable DD. The reality is that the performance is around 2-5%. Anyway I hope to get better results this year and finally, reach new highs.

DQO:

Darwinia new prize of 48.000 euro!
It operates shorter trades than DQO and its edge is (Theory here) better than DMO. I believes it will reach Darwinia top 10 some month of this year..

 

[CavaliereVerde]

What is the main difference between DMO and DQO ?

 

[davidautentico]

March recap:

DMO:

Finally, it had a good month. DMO is the perfect example of how random the market is. DMO has an expectancy of 10-15% a year with a manageable DD. The reality is that the performance is around 2-5%. Anyway I hope to get better results this year and finally, reach new highs.
View attachment 298608

DQO:

Darwinia new prize of 48.000 euro!
It operates shorter trades than DQO and its edge is (Theory here) better than DMO. I believes it will reach Darwinia top 10 some month of this year..
View attachment 298609

What is the main difference between DMO and DQO ?

What is the main difference between DMO and DQO ?

DMO: just trade EUR
DQO: several pairs (mainly EUR)

Also, different entries/exits and hours. DQO closes positions in less than 3 hours.

 

[davidautentico]

Finally, my DMO is nearly at Highs. One of my two investors, CavaliereVerde, is finally in green XD.

DMO results are pretty stable. Sharpe ratio during last two years is good enough. I'm focused on low DDs.

After 5.5 k trades. This is not luck. Obviously.

Regards,
David

 

[davidautentico]

New allocation for DMO