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Reasonable monthly/ annual returns
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Chikot

Mitglied seit Jan 14, 2010  2189 Beiträge Chikot Nov 10 2010 at 08:44
Yes, it is what I am looking for. 5-10% is excellent returns .
Firstly I want to achieve this the way I want, not just any way. Then I would say I am ready to manage OPM. Still has work to do.

Alanfx1

Mitglied seit Aug 01, 2010  104 Beiträge Alanfx1 Nov 10 2010 at 10:48
Dear Chikot,
I believe that my Tradingboy PAMM is what you are looking for.
You may check it here http://www.myfxbook.com/members/Alanfx1/tradingboy-pamm/59053
Cheers.

Tradingboy

I Trade You Profit. Forex is suitable for smart and patient people...
WorldTrader

Mitglied seit Nov 09, 2010  54 Beiträge WorldTrader Nov 16 2010 at 10:34

Chikot posted:
    Yes, it is what I am looking for. 5-10% is excellent returns .
Firstly I want to achieve this the way I want, not just any way. Then I would say I am ready to manage OPM. Still has work to do.

 I like ur thinking style

Slow But Steady
drgoodvibe

Mitglied seit Oct 19, 2009  22 Beiträge drgoodvibe Nov 19 2010 at 04:42
my goal is really to just beat whatever the broad market SP500 is doing.. If this month it did 3% and I returned 5% I'm very happy.. If the market is at -3% and I'm at +1% again I'm pretty happy.. Just so happens that at the moment I'm doing an average return of 11.32% return per month but I don't forsee that lasting forever. Good on you Chikot for a conservative and measured trading style, that's exactly what I'm trying to do as well..

Get up, dust yourself off.. and ride! www.omegasupreme.com
Chikot

Mitglied seit Jan 14, 2010  2189 Beiträge Chikot Nov 20 2010 at 14:32
drgoodvibe, thank you for encouragement and kind words.
I am like a boxer looking to find a right range and build a portfolio of methods to make sure that i am armed for all situation, make returns the way I want and thus ready to manage OPM funds. This is why all these up and downs on my accounts. cause I am always testing news things. I decided to use small one for testing and big one trade after I tested something on small.
I would be happy with 2-3% monthly but I doubt it would be very inciting for investors. Hence I am looking to get myself to the level when i can average 5-6% monthly consistently. The most important is to control risk. If risk is controlled the money is safe and is there when I am finally where I want to be.As I want to put it, I have deposited this money a year and a half ago and I still trade it. stopped losing but need to figure out consistent returns method, then we go.
I already have one for trending market. Need to figure out day trading method based on PA to be able to trade and make money when market is not trending at least on 4H.

11 posts drgoodvibe
drgoodvibe posted:
    my goal is really to just beat whatever the broad market SP500 is doing.. If this month it did 3% and I returned 5% I'm very happy.. If the market is at -3% and I'm at +1% again I'm pretty happy.. Just so happens that at the moment I'm doing an average return of 11.32% return per month but I don't forsee that lasting forever. Good on you Chikot for a conservative and measured trading style, that's exactly what I'm trying to do as well..

drgoodvibe

Mitglied seit Oct 19, 2009  22 Beiträge drgoodvibe Nov 21 2010 at 16:57
Agree with you completely Chikot.. Like you I'll be looking to manage OPM eventually as well -- Just keep in mind that you want to deal with professional investors and fact is, most professional investors don't expect a money manager to return 50% to 100% return a year. Sure it can happen in a really good year but expectations of doing that year over year or even month over month need to be tempered.

Some of the largest hedge funds in the world whom have some of the smartest people in the world working for them return 10% to 20% annually only. That should be your goal, I would even hesitate to say that a goal of 6% return a month is too high. I mentioned earlier that your goal really should be to beat what the broad market indexes are doing.

The returns of active trading an account (Hedge Fund style) versus passive trading (Investing in an Index fund or Index ETF) should be gauged based on returns and total volatility. To manage OPM I'm looking to prove that my active trading can beat any broad market index with the same or only slightly higher volatility.

Try creating a Sharpe ratio (a measure of returns that's risk adjusted) for your portfolio against the broad S&P500 index.

From when I started trading this particular account, Sept 13th -- the SP-500 index has returned 6.94% with a Sharpe ratio of 1.02 (higher is better) while my actively traded portfolio has returned 35.55% realized gains with a Sharpe ratio of 2.48 (Anything over 2 is excellent but anything over 5 is usually very suspicious). Though the difference between Sharpe ratios of 1.02 and 2.48 doesn't seem like a lot, it actually is a very large difference..

So what I'm trying to prove with the Sharpe ratio comparison is that I can return to investors far greater risk adjusted realized gains than investing in the broad market as that's better than comparing against some high watermark like 5-6% return for a month that was arbitrarily chosen. One last thing to ponder, what if the SP-500 does 10% return and you only made 5% return in a month? See what I mean? You've actually returned less to investors than had they invested in just a plain old SP-500 ETF like say (SPY).

I remember during the last crash over the last couple of years when the broad SP-500 was in -30% territory other Hedge Funds that had only lost -10% were being hailed as a success -- That's why your goals should be dynamic and chosen relative to what the broad market is doing.

Best of luck, I'll be rooting for you alongside my own methods.

Cheers
-drgoodvibe

Get up, dust yourself off.. and ride! www.omegasupreme.com
stef

Mitglied seit Oct 06, 2009  47 Beiträge albator (stef) Nov 21 2010 at 19:51
i use a martingale like EA with a lot of precaution, it gave me 5% a month with a max drawdown of 25%, i don' t want to have a return more than 5% a month, because the max dd will not be acceptable
i don't find better (for me) 5% a month give me 80% a year; and x 10 in 4 years

Chikot

Mitglied seit Jan 14, 2010  2189 Beiträge Chikot Nov 24 2010 at 07:54
We obviously have similar goals in mind. But although I have heard about Sharpe ratio I have no idea what it is. Is it some kind of mathematical representation of risk vs reward?
I understand perfectly well that high returns almost always means higher risk hence there must be some kind of reasonable goal.
By now I am still working on my trading approach. I want to have a couple of strategies to be able to trade when there is a strong trend according to my parameters to swing / trend follow it and to day trade when there is no trend.
I think when conducted properly both approaches can be lower risk and good returns. well, I will see how things will go.
How long have you been trading btw?


drgoodvibe posted:
    Agree with you completely Chikot.. Like you I'll be looking to manage OPM eventually as well -- Just keep in mind that you want to deal with professional investors and fact is, most professional investors don't expect a money manager to return 50% to 100% return a year. Sure it can happen in a really good year but expectations of doing that year over year or even month over month need to be tempered.

Some of the largest hedge funds in the world whom have some of the smartest people in the world working for them return 10% to 20% annually only. That should be your goal, I would even hesitate to say that a goal of 6% return a month is too high. I mentioned earlier that your goal really should be to beat what the broad market indexes are doing.

The returns of active trading an account (Hedge Fund style) versus passive trading (Investing in an Index fund or Index ETF) should be gauged based on returns and total volatility. To manage OPM I'm looking to prove that my active trading can beat any broad market index with the same or only slightly higher volatility.

Try creating a Sharpe ratio (a measure of returns that's risk adjusted) for your portfolio against the broad S&P500 index.

From when I started trading this particular account, Sept 13th -- the SP-500 index has returned 6.94% with a Sharpe ratio of 1.02 (higher is better) while my actively traded portfolio has returned 35.55% realized gains with a Sharpe ratio of 2.48 (Anything over 2 is excellent but anything over 5 is usually very suspicious). Though the difference between Sharpe ratios of 1.02 and 2.48 doesn't seem like a lot, it actually is a very large difference..

So what I'm trying to prove with the Sharpe ratio comparison is that I can return to investors far greater risk adjusted realized gains than investing in the broad market as that's better than comparing against some high watermark like 5-6% return for a month that was arbitrarily chosen. One last thing to ponder, what if the SP-500 does 10% return and you only made 5% return in a month? See what I mean? You've actually returned less to investors than had they invested in just a plain old SP-500 ETF like say (SPY).

I remember during the last crash over the last couple of years when the broad SP-500 was in -30% territory other Hedge Funds that had only lost -10% were being hailed as a success -- That's why your goals should be dynamic and chosen relative to what the broad market is doing.

Best of luck, I'll be rooting for you alongside my own methods.

Cheers
-drgoodvibe

Chikot

Mitglied seit Jan 14, 2010  2189 Beiträge Chikot Nov 24 2010 at 07:56
I would not use martingale. I did not know what it is but I did use it in the very beginning of my trading. Losses can grow exponentially.


stef posted:
    i use a martingale like EA with a lot of precaution, it gave me 5% a month with a max drawdown of 25%, i don' t want to have a return more than 5% a month, because the max dd will not be acceptable
i don't find better (for me) 5% a month give me 80% a year; and x 10 in 4 years


Youngmogul86

Mitglied seit Nov 24, 2010  6 Beiträge Youngmogul86 Nov 24 2010 at 09:33
I'm gonna try to keep this short and sweet... DO NOT trade for a % ROI. Thats per week, per month, per year or decade.... don't do it. period. Thats why people go broke, they chase losses, martingale position sizes, and the worst offense, they slowplay a great trade, like holding pocket aces and checking... If you want to attract serious investors, your chart has to have an exponential to slightly drawn curve... OVER TIME. How do you achieve this? consistency in accuracy.... you will here alot of people with alot of hooplah about strategies that 'lost 6 times, then won 12X on one trade'... you know what that tells me? That person is A)Utilizing too much risk.. B) Is inaccurate as hell C) Never gonna manage a cent of mine... If I were you, I would forget what an ROI is, I wouldnt even look at my P/L %.. I would look @ my % of correct trades vs incorrect trades... If you can achieve 65% correctness (accuracy).. over the span of 500 or so trades... you are now a GOD among men. then you can peek at your ROI and laugh all the way to the bank. Another thing... once you find your fundamental accuracy %... then using a little quantitative enginuity... you can figure out what kind of risk tolerance you can push for optimal returns. First find your personal accuracy... accuracy of your system or whatever.. I cannot stress this enough. Just my 22500000 cents worth of education through experience in chasing a % goal.


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