Compounding Knowledge

Systematic Trader | Developer | Vibe Coder. Building the engine for financial freedom. Compounding knowledge and seeking wisdom through code and capital.

[Compounding Knowledge @cmpndng_]

coming soon!

[Compounding Knowledge @cmpndng_]

would you trade it?

super simple strategy:
# top 5 of #Nasdaq100 ranked by ROC
# put a market regime filter on top that keeps you from

But you also would have to stomach a 6 year long drawdown from 2000 to 2006

#systematictrading #backtesting

[Compounding Knowledge @cmpndng_]

stay up to date:
https://t.co/Xhex45wutE

[Compounding Knowledge @cmpndng_]

#AlphaForge taking shape! Soon to be release-ready! 🚀📈
Personal #quantresearch command center designed to turn scattered #RealTest backtesting data into a structured, visual research pipeline.
Track strategies from "inbox" to "deployed".

[Compounding Knowledge @cmpndng_]

@AlgomaticTrade I would add, that also AFTER deploying your system you should regularly review the drawdowns in the backtest and visualize that this and worst can and most likely will happen. The more often you do that, the more resilient you will be should the DD occur in reality. IMHO

[Compounding Knowledge @cmpndng_]

@laurensbensdorp my dream would be Mt. Fuji in the background 😍

[Compounding Knowledge @cmpndng_]

Coming soon...
#etoro #bitcoin #gold #NASDAQ100

[Compounding Knowledge @cmpndng_]

@matcasey thanks for coming back, you're right I am assuming inflation as the main factor soon as the word "real" is put before "returns".
All your points are still valid.

[Compounding Knowledge @cmpndng_]

@matcasey a "negative real return" can be a positive (nominal) return, so people see "gains" in their brokerage accounts, even though inflation adjusted (i.e. "real") they lost money.
And with that they would still be better off, than if they would not have invested at all

[Compounding Knowledge @cmpndng_]

strong move into the close for $SPY

#bullish

[Compounding Knowledge @cmpndng_]

@duckman1717 but in that kind of example, with that long of a timeline, shouldn't the stop also be very very generous? Seems a very asymmetric opportunity, in that case it might even make sense to have no stop at all, but keep the position size small or even do LEAPs

[Compounding Knowledge @cmpndng_]

@QuantifiedStrat why would you not use a log-scale axis?? super hard too judge the strategy from a glance of the chart

[Compounding Knowledge @cmpndng_]

@momentmal2022 @smartestrading you should also automate this. Like a "reconciliation"-job (we did that all the time when I was working at the trading desk of a big bank). -> your trading agent sends the LOC order, and keeps track of what is sent, your recon-job regularly checks orders on IB, and shows mismatch

[Compounding Knowledge @cmpndng_]

@MikeFritzell what's the quote you're referencing?

[Compounding Knowledge @cmpndng_]

@japan_guru_x don't think that price level could be sustained, if they started to operate "regularly". This might just be "Japan fans" buying a good feeling or reliving a wonderful memory of Japan. (I would also buy one for that price, but maybe really only one...)

[Compounding Knowledge @cmpndng_]

@gerovich Can anyone explain the 121.1% YTD yield? I totally do not understand how that number is calculated?
I can't be on their overall holdings, where avg. price is $85k and currently we got ~$93k which would be less than 10% yield. Also lowest in '25 was $75k, so max ~25%

[Compounding Knowledge @cmpndng_]

@AlgoPanther maybe have a look at $BOXX, basically extracting the same short term yield but much more capital efficient because it's accumulating

[Compounding Knowledge @cmpndng_]

@katemoneyinvest @thechartist great stats! congrats Kate! 🎉
over what timeframe did the backtest run?
since mid 90's ?

[Compounding Knowledge @cmpndng_]

@JoachimMo1985 did you only use data from norgate?