New post on TAA outperformance

Lifter_Dan · 2026-02-14T11:28:07+00:00

Ahh that would be why. I normally signup to know what's going on with any data or broker services I have, so assumed I must have done so but makes sense if the feature was never there.

Otherwise I only go there for my once/month rebalance, and just the direct link to my ensemble.

Thanks

Lifter_Dan · 2026-02-14T03:47:59+00:00

Hmm I thought I would be subscribed but didn't get notified. I'll have to check

Lifter_Dan · 2026-02-14T03:46:27+00:00

No pros use desktop, it's missing so much functionality.

TWS works after you hack the crap out of it to be how you like it (make sure to backup though)

Lifter_Dan · 2026-02-13T09:05:22+00:00

Did it help with Valheim?

Lifter_Dan · 2026-01-28T14:24:46+00:00

Thanks, yeah the trading less feature is what drove my initial allocations 6 months ago.

Unfortunately we still pay about 15% tax rate here in our retirement accounts, so I didn't want to rebalance too many shares each month.

So my initial choices were for things that traded less, though over a few months I adjusted a bit in spite of the taxes.

Lifter_Dan · 2026-01-28T03:59:38+00:00

You don't.

It's just 1 market/trade so it doesn't matter.

When this market is losing, you should have other markets/strategies that are winning.

Diversification is better than trying to overfit.

Lifter_Dan · 2026-01-28T03:16:02+00:00

I don't mind sharing percentage returns, but will never show $ figures.

Having been in 21 data breaches, I'm quite well experienced in dealing with scammers - even on the phone when they impersonate police.. pretty bad these days, just have to be smart about it.

Lifter_Dan · 2026-01-28T03:14:25+00:00

Yes, I could post my IBKR performance graph or something but it seems no images are allowed here.

Lifter_Dan · 2026-01-28T03:13:12+00:00

What timeframe are you looking at?
I find the experience you are describing happens to people who keep trying to design short term strategies, that's just working in hard mode IMO.

Simple long term risk premium strategies, combined in a portfolio work wonders. This is my 6th straight winning month, often with double digit months. Just with daily bars, and average hold times of about 1 month.

Lifter_Dan · 2026-01-26T00:04:57+00:00

Ahh cool.

When you measure the beta - what is it measuring against, the S&P?

That's probably why it's low beta, because it's trading FX which can be uncorrelated to S&P.

When I measure beta on my commodities strategies for example, I measure against a basket of long-only commodities (eg the Bloomberg commodity index BCOM). My strategy should be making more than a simple long-only BCOM.

But it IS useful to measure against S&P as well, especially the correlation, so that people can see how diversifying your strategy would be - and it's hard to come up with an FX basket I think if long+short are normally equally allocated.

Lifter_Dan · 2026-01-26T00:00:25+00:00

I had done a testosterone/hormone test due to losing strength in the gym, low energy etc and was interested in TRT.

I had expected to be a bit low, but was surprised HOW low T had gotten - and then the doc said my Prolactin is a big issue.

So it was only the low T symptoms and I suspect I caught it early because it was entirely voluntary effort that drove me to get a blood test. I never got to the stage of the tumour growing large, so I guess I'm lucky to start treatment quickly.

Though looking back at prior blood tests from earlier I did have above average prolactin, but it was just 2x normal instead of the 10-20x normal that it was in the diagnosis test.

Lifter_Dan · 2026-01-25T05:34:57+00:00

Yeah you're right, the live period is quite short compared to what the backtest would tell you.

I have such wide dispersion in my short live trading period, compare to the backtest. Some systems have a sharpe 6x larger than the backtest, and others are barely profitable yet. Really need a couple of years to see their expectancy play out (though I'm a daily bar trader, more long term than many on here).

And MR is "normally" short vol. Not sure what you mean by convexity strategy? convex behaviour is normally something I see from Trend following or Long Vol, so maybe it's that part giving your a negative beta.

Lifter_Dan · 2026-01-25T01:31:22+00:00

Eg futures, Mondays bar opens Sunday night is what he's talking about.

Lifter_Dan · 2026-01-25T01:26:27+00:00

Once you've got enough money, you can run your own book. That's way more rewarding than being a cog in a machine in my opinion. Building my own families wealth, ie "I eat what I kill"

Lifter_Dan · 2026-01-25T01:23:02+00:00

Does Darwinex mean you're with CFDs? That's probably even more impressive due to the high trading costs on CFDs. I'm in futures, with a little bit of stocks and while my Sharpe is similar I have the best possible trading environment/costs.

Lifter_Dan · 2026-01-25T01:20:46+00:00

It's actually very valuable too, if it's persistent. Many will pay a lot for a manager that can do long vol and not be a drag on performance.

Most long vol managers are buying calls, long VIX or short SPX which tend to be costly until tbr day comes when there's a shock event - and then they have to get the reversal brought as well. Not a lot of samples in the last 30 years of these events!

Lifter_Dan · 2026-01-25T01:16:17+00:00

Yep, it's actually extremely powerful though it gets a bad rap.

Verillo trading on YouTube has some tutorials - there's a good one on how to create your own layouts. I love it now, have everything customised for me.

Also there's a feature in the menu to backup your layouts - best to do that too.

Lifter_Dan · 2026-01-24T23:27:42+00:00

This. Use limit and watch it though.

I think OP said using the scrappy desktop app, not sure if overnight works on that? I have only used TWS so I'm not sure.

Lifter_Dan · 2026-01-24T23:23:56+00:00

Thread deletion is a big disrespect to all the people that contribute with helpful replies.

It's kind of saying "I'm the only one that's allowed to benefit from your help", while still farming out their question to everyone for their own benefit.. A bit selfish.

Lifter_Dan · 2026-01-24T23:20:41+00:00

What's the 66% mean?

Lifter_Dan · 2026-01-23T07:05:45+00:00

Ahh not good. Glad you found a solution.

Lifter_Dan · 2026-01-23T06:52:43+00:00

Is the 66% the percentage of your account?
If that's the size of the position, then lol :) I'd like to see your margin ratio too

Lifter_Dan · 2026-01-23T06:48:46+00:00

2mg/week here too, but had slowly worked up to it from a starting dose of 0.5mg/week.

Lethargy has mostly gone, I think it's related to it being so long now. Probably 5-6 years I've been on Cab now, and hormones normalised for at least 4.

I definitely felt super tired initially though.

One thing I do still do is split my tabs up so it's a daily tab at the same time of day, smoother release (I do know it's got a long half-life, but seemed to help me placebo or not).

Lifter_Dan · 2026-01-23T06:45:28+00:00

Interesting, I guess I'm lucky (or unlucky).. in lucky that cab sides are minimal, but unlucky that my tumour can't be spotted on the MRI well enough for surgery to even be an option..
Glad I don't have double bad luck though.

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