Performance on Collective2

Performance on Collective2
Performance on Collective2

Q & A

Question & Answers

1) To what extent is it mechanical/discretionary?
It is only mechanical, three different strategies work together

2) Will you increase the position size as the account grows?
Yes, every tradesize ist calculated on the actual account value

3) Do you trade it in your own account and if so since when?
Yes, since September 2012, BrokerStatements are available.

4) What do you estimate could be the largest drawdown?
The largest historical DD with using MM was about 28%,
so I estimate for my account not more the 35%.
But you could scale the size by yourself: same account value & the half size = maxDD 14%

5) Is the past performance report available yet?
Yes, I could sent you the Performancereport form Multicharts over 19 years (traded with or without MoneyManagement)

6) I noticed that sofar you only had long positions, will you also go short if you deem it necessary?
Yes, if the market is down on daily basis (round about under the 200MA) then two of three strategies made only short trades

2 comments:

  1. I Hans,

    We would like to follow your SP Alpha system. We report about trading systems since 1998. We are www.striker.com , thanks. William Gallwas

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    Replies
    1. please sent me an email, i will answer you direkt:
      hstraehnz@gmail.com

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