A DISCIPLE OF DISCIPLINE

Embracing discipline and family values
@JungleRockRes @JungleRockCap @VolatilityQ @SeaGoatCoin @LordStoppington

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@MarionForbes73 Probably yes, but the market cap will be proportional to the difference in free testosterone, so 10-20x the size. If I were a venture capitalist, all chips on the robo-girlfriends.

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@MarionForbes73 Elon knows this, btw 😂

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@BrianCBeasley 😂😂🤍

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

Whoever is running these accounts is a pure weapon 😂

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@wbridgefa No such thing sir. Grab whatever you need. Respect 🫡

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

I wish this is real, too 😂

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@wbridgefa https://t.co/BM9O9azc1O

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@Sruiruim 100% 😂

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@ParrotCapital Ah, 🍷 have a goodnight sir 🦜

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@TXMCtrades 😂😂😂😂😂😂😂😂

[𝐓𝐗𝐌𝐂 @TXMCtrades]

Star Wars brand under Disney leadership on fucking life support

[Jungle Rock @JungleRockRes]

Long only and long short are different problems

In US equities from January 1943 through July 2023, the long only time series momentum (TSM) rules we analyzed generally did much better than long short versions. The long only strategy with a 1-month lookback and several windows from 4 to 14 months produced Sharpe ratios above the buy and hold benchmark of 0.57, while performance deteriorated at longer windows.

Long only rules can improve risk adjusted returns by staying out of at least part of major drawdowns.

Going short is notoriously harder, because equity bear markets are usually shorter, reversals are abrupt, and volatility often rises at the same time.

[Jungle Rock @JungleRockRes]

Multi Strategy with Managed Volatility (Mandrill) reached the same 13.6% annualized return as the S&P 500 Equities Portfolio over five years with less than half the volatility (8.0% versus 16.9%), and a more comfortable maximum drawdown of -9.4% versus -24.5% for the period.

Five-year Sharpe was 1.5 versus 0.7 for the same benchmark, while Calmar ratio was 1.3 versus 0.5. Interestingly enough, over one year, Sharpe was 2.3 versus 1.2 and Calmar was 3.9 versus 1.6.

Our strategy returned 19.9% over the past year versus 16.6% for the benchmark, while volatility stayed lower at 8.0% versus 11.3% and maximum drawdown at -4.8% versus -8.9%. It also leads over each shorter timeframe that we track.

Mandrill matched benchmark returns while keeping measured risk much lower over 5Y and took the lead on the yearly timeframe while keeping the same superior risk profile seen over the larger timeframe unchanged.

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

Oh these? Just a coincidence, I’m sure 😂🤝

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@DoggyCapital Proud of the mess you made in the comment section, brother 😂😂😂

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

Tldr: 3 years away from robo-girlfriend. You’re welcome.

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@ParrotCapital But first! Coffee and some liquor?

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@volatilitysmile 🪦

[Alex (Lord St⚈pp༏ngt⚈n) @LordStoppington]

@BrianCBeasley 🔥🔥🔥