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JawharBOUHLEL
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JawharBOUHLEL
Has Anyone Ever Detected a Pattern?
in
General
Jul 01 at 12:13
I’ve always been curious whether anyone, after all these years, has detected a pattern.?
What monthly return is actually realistic — and how much drawdown would make y
in
General
Jun 23 at 11:14
Appreciate you laying all this out solid points, and good to see it framed so clearly.Portfolio construction over single-strategy logic is the right call, and the risk-weighting by Sharpe/Sortino across uncorrelated edges lines up with where I’m heading. The Monte Carlo step on the combined book is exactly the kind of validation I want to run before sizing anything up.I’ll dig into it properly and see what the numbers say. Thanks for the exchange genuinely useful.
What monthly return is actually realistic — and how much drawdown would make y
in
General
Jun 22 at 15:44
Thanks for such a detailed answer this is exactly the kind of reply I was hoping for.You’ve put your finger on the thing I keep wrestling with: that 30% line. I’ll be honest — my own automated system has pushed into that ~30% range chasing higher monthly numbers, and your point about it becoming “unrecoverable and unattractive” is a fair hit. It’s made me rethink whether the extra return is even worth it once you factor in risk of ruin and how it looks to anyone outside.The 2% monthly / sub-12% drawdown anchor is really useful. And I agree the real signal isn’t the raw drawdown number it’...
What monthly return is actually realistic — and how much drawdown would make y
in
General
Jun 18 at 04:05
Genuine question, because I keep going back and forth on it myself.I run a fully automated strategy on MT5, and the hardest part isn’t the entries — it’s deciding how much drawdown is “acceptable” for a given return. Push for higher monthly gains and the drawdown climbs; tame the risk and the returns get modest. There’s no free lunch.I don’t think there’s one right answer, so I’d love to hear where others land: 1. What monthly return do you consider realistic and sustainable — not the dream number, the honest one? 2. What’s the most drawdown you’d actually tolerate before pulling your money...
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