Let winners run.

End of month performance remains stable with some stagnation towards the end.

October has been a very interesting month with tons of opportunities.

Let's see if this tendency remains towards EOY.

Goal for November is to keep channeling more time into research.

One of the hardest things about trading low-frequency momentum systems is the ability to detach yourself from unrealized profits.

Our job when trading momentum is to extract the optimal ratio between the top of the momentum period and your exit point.

You can try to decrease…

Let winners run.

Gm!

'... if he fails, at least fails while daring greatly, so that his place shall never be with those cold and timid souls who neither know victory nor defeat.'

The man in the arena, Theodore Roosevelt.

Let winners run.

Just because your strategy has had an historical 50% win rate, doesn't mean this particular bet has 50% odds of working out.

It could have 0% chances of working out due to some variable you have no knowledge about but that massively affects the outcome of this particular bet.…

Gm!

Update on spot only performance since the summer for my long-only weekly swing system.

Gm!

Wanted to share this tweet, as I find it so simple and yet so insightful.

I would often get into the 'weeds' of optimizing strategies without considering the real effect I am modelling for.

One of the most important concepts to think about when building strategies imo.

Average October performance vs current October performance on BTC.

One of those weeks of the year...

Very cool platform, especially for people working with discretionary mean reversion strategies.

Highly recommend checking it out if that's your style.

INJ one of the best performers in my portfolio atm.

Average is around 8 not 8.74 like it's showing on binance UI.

Civilian interest still near all time lows.

That's good.

GM.

I try not to get positive/negative about price and just follow models but yesterday was pretty significant.

My portfolio just broke P&L ath for this year, and tape seems strong across the board.

Let's see how long this trend continues.

Chart below with October BTC perf.