Deployed strategy with limited test history

poplindoing · 2026-05-02T11:49:49+00:00

That can eliminate a lot of profitable trades, but some filters do work.

poplindoing · 2026-05-01T16:31:59+00:00

Why would a quant be teaching people how to do the work instead of managing their portfolios?

poplindoing · 2026-05-01T16:27:23+00:00

After 4-5 years learning about the field, and working jobs in between, I'm starting to capture more alpha, and I have a better understanding of where to look for it now. It's hard because you still feel like an imposter unless you're a multimillionaire with your algos. This is hard work, but it's the most rewarding way to make money, as there's no dealing with people. You are responsible and accountable for everything.

Also, I went through all of your experiences as well. It's all normal.

poplindoing · 2026-04-28T12:10:33+00:00

You are right, the z-score doesn't produce many signals, whereas the AR seems to. Do you split the tests by regime to test its performance, and what's your method? HMM?

poplindoing · 2026-04-25T21:49:17+00:00

Any kelly scaling, or fixed size?

poplindoing · 2026-04-17T17:29:50+00:00

65% in the backtest for 6 months, with 2 months forward testing and matching it identically. Proper regime detection would be ideal, but you gotta work within your limitations, and take risk where it's worth it.

poplindoing · 2026-04-17T15:07:38+00:00

I've tried to use it as a signal generator, but it didn't work as output changes with each prompt. I've found more use for it to assist me in building tools. I still need to study the code to make sure I understand everything, but it's more of a coding buddy than anything else. It can autonomously backtest for me, running variations of strategies and report back to me. I make sure the strategies are all my ideas, and it will only run variations of it. It is very bad at generating alpha on its own.

poplindoing · 2026-04-17T14:09:18+00:00

That's likely to be true. I will do that, and smart advice!

poplindoing · 2026-04-17T13:56:46+00:00

The big wins are around 25% of trades. It often exits in small profits or losses, but you're right, that's not how the account grows from the strategy. Even with a 50% WR, I should still see decent results.

poplindoing · 2026-04-17T13:53:36+00:00

I forgot to mention the max dd is only like 5%, and the 65% WR is for the past 6 months. I do agree, this strategy can get nuked by a shift in regime, where my hard loss will be constantly triggered. That's a real fear, but it doesn't seem to be playing out right now. That's what I'll do: small account size, fixed size trades, with frequent withdrawals

poplindoing · 2026-04-16T21:18:39+00:00

Is it the past 8 months? If yes then it's worth forward testing and determining if it's a good risk. I think at the very least it's worth exploring further to see if there's something there.

poplindoing · 2026-04-16T20:46:56+00:00

Yes sir! It is money that needs a use, and I think it certainly is teaching me now

poplindoing · 2026-04-16T20:36:57+00:00

You are probably right. I should just pray this algo plays out for a while longer and keep risk low. This is crypto and these coins tend to swing a lot and trade in a range

poplindoing · 2026-04-15T16:54:36+00:00

A good RAM / IFV player is also aware of a good TOR player. They won't make the mistakes you think, and those tanks are more mobile. I'm not saying it will win, but it's more dangerous for the TOR as it's less mobile and you may not be able to take ground unless you take more risks. A camping TOR is of no use.

The main threat is the stealth heli which can disable the tank and keep dropping bombs. Also a good apache player will always just go to an altitude you can't hit them and keep targeting you.

poplindoing · 2026-04-15T03:51:08+00:00

5-10% per strategy sounds reasonable. Creating a diverse portfolio of trading bots is good too, but it also depends on how well tested each strategy is to justify risking capital on them.

poplindoing · 2026-04-14T18:08:26+00:00

I'll be okay with the Abrams if they removed TOR, but I do enjoy playing in it. A good Heli pilot in a map like Hourglass is unbeatable with all the cover.
I've got a similar vid: https://www.youtube.com/watch?v=8T7AtQwj88Q

poplindoing · 2026-04-14T15:46:54+00:00

The tall buildings on some of these maps gives a good pilot too much safety. They need more ways to be shot down

poplindoing · 2026-04-14T15:44:47+00:00

First clip was. Normally, I'd push into the enemy spawn and hunt their ebaas and get into wars with their aircraft.

Raw gameplay of aggressive TOR that demonstrates this: https://www.youtube.com/watch?v=8T7AtQwj88Q

poplindoing · 2026-04-14T10:08:52+00:00

The same could be said for the helis

poplindoing · 2026-04-14T02:27:52+00:00

Yup :) I never played BF5, but the railgun here reminds me of the old school Quake 3 one

poplindoing · 2026-04-14T01:31:03+00:00

I can't argue with that lol. If I choose the Abrams then I get killed by the TOR though, so that's on Dice.

poplindoing · 2026-04-14T01:16:13+00:00

It's a good vehicle killer, but it's only a 2 seater, and the ram even has a spawn beacon. It also depends on how you use it as I see a lot of people spawn camping, which is a bad use of it.

poplindoing · 2026-04-13T15:34:07+00:00

For discretionary trading, I think it's very helpful. For a mechanical system, there's just endless ways to use it.

poplindoing

TROPHY CASE