The graph shows the monthly profits from idealized trading of an optimal portfolio of Bitcoin, palladium, crude oil, and soybeans futures. The risk budget is the maximum loss possible in one day under ideal conditions.
My results this year somewhat track these. My trading hasn't always been ideal, I have been developing my methods, and my portfolio doesn't have the optimal weights yet. Midyear there were strong returns available and I also did well. Then, in the last four months returns were lower or negative and I also lost money. November was again a good month though not as good as April-June.
Next month I am looking to move closer to the optimal weights and increase the risk budget so that the average return would in theory be around the same amount as my salary, which is one of the goals I have set.
No comments:
Post a Comment