I never considered trading with prop firms as my ultimate goal. I believe I’m built for more. That's why I'm building a track record . I will leverage what I have left as much as possible and pursue the professional route by starting a hedge fund, . Fully detaching myself from

Win rate means nothing in trading. This strategy has a win rate of 25%. Yet the returns are at an institutional level. The CAGR is around 30%, with a 9.8% maximum drawdown

This is very robust for a strategy tested on real tick data since 2011. Especially considering how small NQ was back then, . Almost untradeable. I'm going to add it to my FTMO portfolio. I tested it last night on top of my current portfolio, . And it's exponentially improving

I'm seriously considering adding some intraday strategies to my Darwinex portfolio. It would exponentially increase the risk adjusted returns and reduce drawdown duration. With much higher alpha than daily based strategies. The only downside is that it might reduce capacity.

I took a big trade in BTC. My two 200k FTMO accounts are in Phase 2, recovering from the drawdown. The 200k FundedNext account is in Phase 1, close to passing. Let’s see if this is the beginning of a trend. This year has been really choppy, most trend following systems have

Started this new crypto Darwin right with this big BTC trade. I haven’t seen a crypto Darwin before, so I figured it might be worth it for the volatility. The crypto market is still more inefficient compared to more mature markets out there. I hope they allow weekend trading

I just tested Grok 4 . It's really bad at coding and very slow. I feel like these models, other than Claude, aren’t making any progress in coding with the new updates. GPT, for example, is worse than it was a year ago. It’s all just hype.

Think in terms of game theory: how many traders actually make money with prop firms, . And what percentage don’t? . How are prop firms even profitable? . What types of traders are losing or winning, . And what trading styles do these participants use?. Most prop firm traders are

A Sharpe ratio of 10 is definitely possible if you trade with prop firms. The only thing you have to do is stick to their rules, . Adapt quickly, use a profitable strategy, and play the long term game. The real alpha is hiding at low capacity. Funds like Bridgewater can’t touch

I've been analyzing my NQ intraday breakout strategies and noticed a pattern. I believe there's no point in backtesting data before 2016. If we assume an average of 2 ticks of slippage, the impact would have been much greater in the past than it is today. Essentially, a new

Some discretionary traders believe that algorithmic trading only works in certain market conditions and requires constant adaptation. But we have an alternative: the all weather approach. Some instruments or strategies indeed perform better in specific environments, so we

Real alpha doesn’t last long, . But it performs exceptionally well while it does. It’s not like smart beta. It doesn’t last 50 years. It doesn’t work in all markets,. You can’t manage hundreds of millions of dollars. Its capacity is very limited. It’s structural and short

If we take a look and analyze the best fund on Darwinex, THA. Which probably outperformed all hedge funds in the world over the last 10 years, . We can see that trading is not a straight upward line,. Unlike what most discretionary traders believe. It's not about making 30%

I proved statistically that it's not mathematically required to be profitable in order to make money with prop firms. We run simulations based on prop firm rules. On the equity curve of a breakeven strategy. You just need to be slightly above breakeven. $1M+ is not a small

RT @Market_Emotions: Lots of people seem confused about the Game Master. How can you make lots of money on Prop Firms with a strategy that….

I'm done with futures for this week. Statistically, avoiding trading during holiday periods increases the profit factor by 0.2 for breakout strategies. I made some profit, but I also lost 2 accounts due to holding overnight. I had some problems with Ninja again

Discretionary trading can be really effective if you learn the scientific way. They learn to think in terms of game Theory and Bayesian reasoning, . It's very different from what you see online. If you learn from ICT and have never read a single book in your life, . You won’t get

Up $9,000 on my Apex accounts. $5,000 on my Darwin fund from a big swing position. Also long BTC and Gold (around $9,000 in profit). Breakout systems are finally taking off

Funny how they all jump to defend their mentor the moment someone asks a basic question like ‘Where’s the track record?’ . You’d think I insulted their god. I guess the scientific explanation is that they’ve committed too much time and now feel sorry for it. Confronting the

I'm seriously considering returning to TradingView for trading futures. While NinjaTrader offers powerful built in features for backtesting and strategy validation, . Going fully algorithmic with it has proven nearly impossible. It disconnects almost daily, causing strategies

I don't understand why people only look at the CAGR of an asset or fund and not the maximum drawdown. An 11% CAGR with a 6.6% maximum drawdown is better than a 50% CAGR with an 85% maximum drawdown. It's all about risk adjusted returns. If we adjust the leverage of that 11%