[DARWIN] FEU by Remstone

[Remstone]

FEU https://www.darwinex.com/darwin/FEU

Discretionary news trading. Highest annualized return.
Remstone is a financial research professionnal.



Central bank interest rates are the main factor determining the movement of currencies.
This Darwin focuses on central bank interest rate decisions to achieve the best growth/drawdown ratio.
The strategy is inspired from the never-get-old volatility breakout concepts introduced by RobinVOL in 2012,
as well as from the success stories of Darwins specialized in news trading like THA or BAX.
Please visit remstone.eu for more information about my financial research work.

 

[IlIlIlIlI]

Hello,
I would like to introduce my Darwin FEU and share with you it's unreal momentum :

View attachment 334274

Central banks are the main factor driving the evolution of currencies.
This Darwin focuses here on central bank interest rate decisions to achieve the best growth/drawdown ratio.
The strategy is inspired from the never-get-old volatility breakout concepts introduced by RobinVOL in 2012,
as well as from the success stories of Darwins specialized in news trading like THA or BAX.
Please visit remstone.eu for more information about my financial research work.

Are you still ralated to ArmoniaCapital (Darwin ARF) or is ArmoniaCapital dissolved?

 

[Remstone]

Hello, I am not related anymore to Armonia Capital. Now dissolved.

 

[voxpow]

where can I find more about "RobinVOL"?
Tried google but couldn't find anything related

 

[Remstone]

Hello, can't give you a lot of detail as it is a discretionary strategy and not entirely inspired from it but you can Google "Volatility Breakout".
This is one of the ways to define an impulsive market movement.

 

[AriaS]

Invested and now it's -6.7% I see that Darwinex interprets your trading wrongly. The RA score is low. I am in doubts if I should sell my investment. I usually don't invest in Darwins that have a DD > 6%. What is the forecast now? How your strategy's -3.2% became twice is big a DD?

 

[CavaliereVerde]

With FEU we have an Ex score of 1.7 = 36 representative trading decisions.
Can 36 decisions be a proof of edge? I don't think so.
Darwins with a significant trackrecord (3 years and 300 representative trading decisions) have a typical drawdown of 15%.

 

[IlIlIlIlI]

if @CavaliereVerde got the representative trading decisions correctly, nearly 75% of the trades were short term trades (< 10 minutes)

Besides new max. rotation these are good values

... where the change of trading bahaviour is confirmed by the VaR explosion (x3)

20% of investor's money left on May 8th (it's bad that Darwinex removed the profit overlay):

and nearly another 20% on May 9th.

Reason:

https://team.alphanet.io/darwin_analysis/FEU/?sv=6.5&pf=20.0&mf=1.2&is=00001

 

[Remstone]

Invested and now it's -6.7% I see that Darwinex interprets your trading wrongly. The RA score is low. I am in doubts if I should sell my investment. I usually don't invest in Darwins that have a DD > 6%. What is the forecast now? How your strategy's -3.2% became twice is big a DD?

@AriaS Thank you very much for your trust.
What happened yesterday was manual trading.
I apologize sincerely about that. Hopefully, this is not representative of future performance.
"It's better to be drunk than stupid, it doesn't last as long", if you allow me the quote.
In order to fix this risk definitely, I recruited a dedicated person as a risk manager, starting from Monday.
Please also note that I'm investing 50 000 EUR myself on the FEU trading account, so I don't only try to sell it : https://www.myfxbook.com/members/Remstone/remstone/10834332
Take care and happy recovery if you still give me a chance.

 

[Remstone]

With FEU we have an Ex score of 1.7 = 36 representative trading decisions.
Can 36 decisions be a proof of edge? I don't think so.
Darwins with a significant trackrecord (3 years and 300 representative trading decisions) have a typical drawdown of 15%.

Hello @CavaliereVerde. Infrequent trades are a hallmark of the best traders. Most people are overtrading.
An interesting thing is to compare the performance of FEU in real time to the rest :
https://remstone.eu/#performance
That being said, FEU has been walking on water recently, I will be very happy if i can maintain more than 30 % annualized growth in the long run.

 

[Remstone]

View attachment 335482
if @CavaliereVerde got the representative trading decisions correctly, nearly 75% of the trades were short term trades (< 10 minutes)

Besides new max. rotation these are good values
View attachment 335484

... where the change of trading bahaviour is confirmed by the VaR explosion (x3)
View attachment 335485

20% of investor's money left on May 8th (it's bad that Darwinex removed the profit overlay):
View attachment 335487

and nearly another 20% on May 9th.

Reason:
View attachment 335488

https://team.alphanet.io/darwin_analysis/FEU/?sv=6.5&pf=20.0&mf=1.2&is=00001

@IlIlIlIlI Good analysis. You are totally right to focus on average positive excursion vs average negative excursion.
This is, according to me, the most efficient way to determine how good a trading system is.
Unfortunately, this stat suffered a lot of manual trades yesterday, before it was 0,8 % avg positive excursion vs -0,11 % avg negative excursion.
Now that the issue is fixed, I can start working again, although I could have avoided the cost of this -3 % manual mistake.
Not much in terms of yield, so much in terms of reputation. The main point is that from now, a dedicated person will take the role of risk manager.

 

[IlIlIlIlI]

@IlIlIlIlI Good analysis. You are totally right to focus on average positive excursion vs average negative excursion.
This is, according to me, the most efficient way to determine how good a trading system is.
Unfortunately, this stat suffered a lot of manual trades yesterday, before it was 0,8 % avg positive excursion vs -0,11 % avg negative excursion.
Now that the issue is fixed, I can start working again, although I could have avoided the cost of this -3 % manual mistake.
Not much in terms of yield, so much in terms of reputation. The main point is that from now, a dedicated person will take the role of risk manager.

If you're trading your Darwin for years, you will make the excperience more than once that the DD will exceed the former maximum value.

If you don't exceed 15 % max. DD or show a return/DD ratio of less than 2.5 (the entry level for DarwinexZero Darwins for DarwinIA GOLD), everything will heal in the future.

But watch your target VaR which is only visible for the trader.
If you don't hold your current VaR of about 20%, the target VaR will cut the Darwin's profit by up to 50% against the replication you were accustomed to.
That will last up to a year (12 periods).

 

[Remstone]

If you're trading your Darwin for years, you will make the excperience more than once that the DD will exceed the former maximum value.

If you don't exceed 15 % max. DD or show a return/DD ratio of less than 2.5 (the entry level for DarwinexZero Darwins for DarwinIA GOLD), everything will heal in the future.

But watch your target VaR which is only visible for the trader.
If you don't hold your current VaR of about 20%, the target VaR will cut the Darwin's profit by up to 50% against the replication you were accustomed to.
That will last up to a year (12 periods).

Thanks. I agree it will be longer to participate in DarwinIA gold. The VaR will take some time to be back to normal too. Every mistake comes with a price.