[DARWIN] TVS by LongVision - lpphbti

[LongVision]

Darwin TVS currently at max DD. Both Nasdaq and S&P500 cross below sma-200 so there will be no new position open untill price close above sma-200.

But there are open position for both Nasdaq and S&P500 there is an stoploss near 4360 so position will be closed most likely on monday at stoploss or at pullback exit.

Historically for equity indices this DD most likely to be recover about 70% time but there are 30% chance this DD further extended. It is better to protect capital against any further volatility expansion then capital growth.

 

[LongVision]

All postion closed on Nasdaq100 and S&P500 This selloff looks worst then march-2020 selloff.
My Algo uses large stop and pullback for exit for reversal trades so never got any pullback for more then week and position hit stoploss.

 

[Captain Currency]

Is TVS related to TRO in anyway?

 

[LongVision]

Look like TRO using similar type of revesal trade on eqity indices as TVS.

 

[LongVision]

I will try to modify the algo so that I can avoid any free fall of equity.

 

[LongVision]

I was analysing this max DD of darwin TVS. Around at ATH I used the risk 2.5% for momentum strategy and 4% mean reversion strategy.

But then I change percentage risk to fixed lot based on accout equity now I think that was mistake because volatility increase more then 2.5X since November ATH. Mean reversion strategy risk increase from 4% to 10% due to this change.

So due to this mistake Darwin TVS loss additional -4% due to change of Lot size calculation. This also reflected on Rs which increased from 6% to 8.5%. Now I think it is better to calculate position sizing based on fixed risk in place of position sizing based on account equity.

 

[CavaliereVerde]

From Market Correlation diagrams I noticed that the weight of long-only strategies on indexes is very high.

 

[LongVision]

From Market Correlation diagrams I noticed that the weight of long-only strategies on indexes is very high.

When darwin TVS was performing well I had added short strategy on indices but I stop these stratergy when I hit multiple stoploss. I think that was also mistake I was unable to capture this -15% downside move.
I am reworking on short strategy, It will take some time but I will deploy short strategy on indices with lower frequency then long strategy.

 

[LongVision]

July'22 Result for Darwin TVS

Darwin TVS win DarwinIA allocation for the month of July'22

Return - +5.07%
Position - 12
Allocation - 135,000 €

Regards
LongVision

 

[LongVision]

Darwin TVS completed 03 years of track-record.

 

[morehastelessspeed]

Darwin TVS completed 03 years of track-record.

Congratulations! It seems to be pulling out of the March drawdown.

 

[LongVision]

2022 return turn green today for darwim TVS

 

[LongVision]

Darwin TVS crosses All-time-high today. The positions are still open with 3% risk overall and waiting for exit or SL.

 

[LongVision]

Nov'22 Result for Darwin TVS

Darwin TVS win DarwinIA allocation for the month of Nov'22

Return - +7.63%
Position - 5
Allocation - 191,554.42€

Regards
LongVision

 

[LongVision]

An update
Last month I increased the risk per trade 1.5 times to increase target Var from 4% to 6%-6.5% range.

 

[LongVision]

Intraday reversal from +2.92% to -0.45%.

 

[LongVision]

Darwin TVS crossed >50% return at darwin exchange

 

[IlIlIlIlI]

Darwin TVS crossed >50% return at darwin exchange
View attachment 328455

And TVS is currently the #1 in the "Return > 50%" filter in the last month sort

 

[LongVision]

May'23 Result for Darwin TVS

Darwin TVS win DarwinIA allocation for the month of May'23

Return - +6.00%
Position - 5
Allocation - 225,000€

Regards
LongVision

 

[LongVision]

New ATH. Positions are still open. Lets see where it will end.