<div class="bbWrapper">Whoa, calm down boys and girls.<br />
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<blockquote data-attributes="" data-quote="stressfree" data-source="post: 176884"
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LOl..if you can do that [400%] one year fully audited I'll just invest cash with you and sit on the beach...but I'll bet you can't.
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</blockquote>I'll be pretty surprised if I do 400% too. I'll be delighted if I do 200%. So far though, trading 6 weeks out-of-sample, my results are matching the backtest results.<br />
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<blockquote data-attributes="" data-quote="stressfree" data-source="post: 176910"
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man you have to be kidding me? So what's you highest drawdown ever been? I am guessing with that kind of risk must be over 30%. Which in my industry is FAR too high I want go into "sharp ratio and Key Kelly ratio" Go on then tell me your monthly profit %...
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</blockquote>FWIW: The backtest results on my system (which are basically mostly out-of-sample) show a Sharpe of 3.34. Two brief drawdowns over 20% in the last 20 months but mostly under 10%.<br />
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Again, that is backtesting, and I'll believe it when I can duplicate it in realtime. But I've been doing this for a long time. I co-managed a $10MM commodity fund back in 2001. I know what I'm doing pretty well.<br />
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And FYI some trades in that backtest risk 5% or more. But that's based on very careful analysis of the historic Kelly ratios and taking larger risks only on consistent performers.<br />
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I agree with you that staring at the screen all day is not something I want to do. That's why my system is built to only require attention once a day. Furthermore I intend to automate it soon so I don't even have to worry about being at my computer at a certain time. Set up like that, trading requires almost no time. If (**IF**) I can get several hundred % on a $50-100k account, I'll be pretty satisfied with that. <br />
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And if I can actually produce results anything like that, I already have some people approaching me to manage client money. They're setting it up to be almost zero hassle and headache for me. That would give me the multiplicative leverage that would make this seriously Fastlane.</div>