This is the most recent version of Robin Hood VIX Mix
That thread was getting a bit long. This version is enough different I thought it appropriate to move to a new thread.
Anybody following me on that thread the last several days knows I did manual trades since Monday 3 days ago June 26.
I've managed to increase my portfolio from $31,000 3 days ago to $41,000 as of this moment.
Must be said, you and I can and will lose a lot of money. Do your own research and make your own decisions.
This current version is a work in progress. It is a reasonable attempt to simulate what I did in the last 3 days. I did hedge a little against doing exactly what I did, because the hedged method / process seems more profitable long term per back testing.
What cannot be simulated is the rather profitable sense of timing that I experienced the last 3 days. There are so many things that can move the market. I see no alternative but to code for long term and hope the short term losses will be made up in the long run by the algo or perhaps the losses will be avoided by my intervention. Nobody has perfect timing. So I likely will lose large amounts again multiple times. But I am looking for long term results that improve my life. We shall see.
It would be wise to look at other algos for your own benefit.
I like, and I have been influenced by:
Of course, it must be said, that if avoiding risk is your number one goal, then other algos are probably more appropriate.
Maybe the xiv-shotgun-trading-inverse-vix-with-wvf works well for low risk. Maybe.
By the way, I have started cloning / copying my current code to an algo I call Paper Trade. I paper trade that one starting at the same time that I start the live algo with Rh. So if the live algo Rh quits unexpectedly, I have a paper trade that keeps running, for reference.
|Returns||1 Month||3 Month||6 Month||12 Month|
|Alpha||1 Month||3 Month||6 Month||12 Month|
|Beta||1 Month||3 Month||6 Month||12 Month|
|Sharpe||1 Month||3 Month||6 Month||12 Month|
|Sortino||1 Month||3 Month||6 Month||12 Month|
|Volatility||1 Month||3 Month||6 Month||12 Month|
|Max Drawdown||1 Month||3 Month||6 Month||12 Month|