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Re: exp post# 306

Saturday, 08/16/2003 1:03:19 AM

Saturday, August 16, 2003 1:03:19 AM

Post# of 345
ok, i get the 10% unleveraged, we're coming at it from wildly different directions, but that's cool, it's the same result.

one thing i'm wondering, then, is why you haven't had a trade in a week. using your 60-40 and other assumptions, you have to trade every single day to get that 10% unleveraged return. 50% over 22 days is roughly 2% a day, so every 5 days of inactivity you miss 3 wins and 2 losses, or, net, 2% of your monthly target.

put another way, if you only did 5 daily trades in a month, your expectation would only be 2% unleveraged.



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