Apr 14, 2015

YTD Performance: Sharpe Ratio, Sortino Ratio

On the first 72 trading sessions of 2015 I have been profitable in 47 or in 65 percent of the trading days. That does not look to spectacular at first glance, but my Sharpe Ratio was an outstanding 4.01. 


I am trading at my very best and it is time to increase my trading size.

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