... for just those 13 weeks. And I was just testing, trading 1-lots ... if I'd been using the 1/2 Kelly Criterion I'd have lost more the first week but gained double or more for the following 10 weeks ... I calculate the gain would then have been in the range of 50%!
Getting back to the realm of speculation, but standing on the real test results of the past 13 weeks and assuming 91.7% wins on a firm footing, I think: the one-year Monte Carlo mean result if I assume 15 percent gain on each winning trade and 100% loss on each losing one, risking 33% of the account always:
Finally, if I assume the same as the above run but with an average 20 percent gain: 334%!
And: that's assuming 100% loss on every losing trade, which almost certainly won't be that extreme ...
Wahoo!
No comments:
Post a Comment