@mmonis the trade is working great but was wondering how does your stop remain a safe exit if overnight a gap down occurs esp since your stop is so tight?
@rjpjr12@SJosephBurns@SystematicIRE Long term results should be the true judge of whether the adaptation and learning was in the right direction or not
@mmonis $CBRS where wud u peel (top of channel @ 192?) & for this one was your stop near LOD/ on entry candle
you keep your stops super tight but let positions run multi-day with massive size. Very refined setup built.
@rjpjr12@rjpjr12 What is the ballpark cagr over say 20years of a pure trend following strategy? Given trend following can follow any trending asset it shud beat SPX/only equity CTAs over long periods.
@Sanjay__Bakshi How about an asset management company, customer money invested in its mutual funds is kinda liability since they are expected to return it to customer. Trying to find a justification