[DARWIN] ILR by IlIlIlIlI

[CavaliereVerde]

It is survivorship bias.
We are here discussing because at some point in the past we made money, maybe it was just luck, a profitable part of a random walk.

 

[ridgeback]

My English is ok thanks, oh and I can read too..

As I wrote on January 19th here, I'm happy with 1-2 % return every month - without exception.
That is still valid and it implies that you have a new all time high every month.
At the end of a year that should be between 15 and 25 % annual return.
IMO that is very competetive to the majority of the most invested Darwins.
If I add this goal to the performance of January and February, ILR should show at least 30% at the end of the year, more than 50% would be really great with the 3.25% - 6.5% Target VaR. The current VaR ratio is 0.24 (reduced from 0.26 on Thursday night), and that number is more stable than the VaR you see.

I never was and I never wrote that I'm "touting for investment", that point of view just happens only between your ears. 😉

Err, I don't think so....

 

[IlIlIlIlI]

Thanks for remembering me to the good times, but you didn't copy the full post:

What do you think, did I mean with "enough"? Buy, hold and cry? 😉

But you're right, I failed my forecast and my goals.

And this is still valid:
I never wrote that I'm "touting for investment", that point of view just happens only between your ears. 😉
I didn't say that a possible effect was not wanted.

Edit:
you're also right, that I stopped listing the Darwins data in my post footer here when it broke down as I don't believe in "buying on dips" when investing. IMO that's only good for trading Darwins (example HFD).

 

[CavaliereVerde]

It seems pretty normal.
I dont' agree with expectations like printing money every month or quarter but every darwin provider risks real money and pays fees because he assumes to be a profitable trader.
If you trade a live account you suppose to be profitable otherwise you stay in demo and you don't waste money for fees.

 

[IlIlIlIlI]

ILR now shows 17 consecutive days cumulating profit:

Darwin's profit in September: 2.38%, trading account more than 18% (including today).
I'm curious where the risk manager let the Darwin's price go when the trading account is shown even.

 

[IlIlIlIlI]

It's hard to believe that the VaR value looses more than 20% while the trading volume is changed from 8-10% (2% of the volume traded at the FTMO account) to 9% (3% of the FTMO volume).

The Darwin's trading account is only traded by my trade copier where I changed the replication factor to 3% a couple of days ago.
Not all trades can be copied because the free margin is not always sufficient.

But as the target VaR is now at the defined bottom of 50% out of the standard value of 6.5%, I'm curious whether the replication factor (VaR ratio) will rise if the VaR will continue falling.

 

[IlIlIlIlI]

Didn't know that Darwinex makes me rich this way 😉

 

[QAVinversion]

It is survivorship bias.
We are here discussing because at some point in the past we made money, maybe it was just luck, a profitable part of a random walk.

Interesting annotation, although it seems strange my trading plan is based on taking advantage of that chance, the truth is that I would like to read a lot about it, since most readings and videos are of technical analysis.

 

[trilobite]

That's what should never happen with the risk manager and what I will always complain about:
The current risk manager prohibits the recovery of investor accounts.
Urgent changes are needed.

The ridiculous replication factor is constant at 0.12 since weeks:
View attachment 305759

I have the opposite problem with Darwin JKL. Due to infrequent trades the VaR kept dropping. I tried to reduce risk (on the Darwin ) by increasing equity in the trading account, and risking the same amount of money on each trade, but the VaR just kept dropping. I thought it would come to rest around 2, but no, it just kept dropping. Now with the latest changes in Darwinia I have been shafted!

 

[IlIlIlIlI]

View attachment 310074
I have the opposite problem with Darwin JKL. Due to infrequent trades the VaR kept dropping. I tried to reduce risk (on the Darwin ) by increasing equity in the trading account, and risking the same amount of money on each trade, but the VaR just kept dropping. I thought it would come to rest around 2, but no, it just kept dropping. Now with the latest changes in Darwinia I have been shafted!

If you increase only equity and not trade size, the drop of the VaR is to expect. The same happens if the trading account is permanently profitable.

That's why I've always asked to limit the VaR down to 1% or 2%, which can't be lowered, but they don't listen to me 😉

ILR meanwhile has a replication factor of only 10%:

 

[trilobite]

If you increase only equity and not trade size, the drop of the VaR is to expect. The same happens if the trading account is permanently profitable.

That's why I've always asked to limit the VaR down to 1% or 2%, which can't be lowered, but they don't listen to me 😉

ILR meanwhile has a replication factor of only 10%:
View attachment 310077

So that means you have to make 57.6 times the return on your trading account to get the same amount of price movement on your Darwin as I do on mine. Tough ask!

 

[IlIlIlIlI]

For months correlation was not calculated for ILR and I was tired to ask Darwinex again and again for keeping it updated.
Suddenly it is calculated now, but ...

🤣 🤣 🤣 🤣

 

[CavaliereVerde]

Now it is calculated because there is 1 investor.

I think they know about the limitations of corrrelation algo but they don't improve it beacuse it would make it even more heavy to calculate.