It can be tempting to constantly tweak a system. "A good system shouldn’t need to be meddled with" ~ Robert Carver Let your system work for you, not the other way around.

Und täglich grüßt das Murmeltier. 😅 🔹 Intraday Signal – US Stock Algo Strategy Today’s signal is live: ✅ Entry: Limit Buy Order ⏰ Exit: close at closing via MOC This automated model identifies statistically favorable intraday setups in US stocks - Fully systematic. 100%

Main strategy portfolio is up 3.91% last week. Momentum models are showing their strength again.

Mean Reversion strategy portfolio id slightly down this week. -0.55%

Main strategy portfolio had a solid week. ASX momentum finally did its part again as well as Turnaround Tuesday mean reversion strategies. +1.08% for the week.

Mean Reversion strategy had a positive week, too. +0.80% for the week. I had some problems with my automatisation on Monday leading to missed trades. It is a reminder to always check your automatisation report. Daily. Lesson learnt again. 🙈

I just recently started my intraday journey. Since I posted the core idea of this intraday model the first trades were executed. Most of the time there is not much gonig on. However, on day like the first of August the model is highly active. It can act as an intraday hedge.

A very beautiful read. I agree with almost all points. I do know some very successful discretionary traders which annual return is beyond imaginations for systematic traders. The majority of them are indeed highly skeptical about systematic strategies for the exact reasons you

Yesterday my intraday Mean Reversion approach showed its value again. You enter via a limit order during the trading session and close the trade via a MOC order at market closing. In times of high intraday volatility this model has the potential to cover your losses from other

Mean reversion strategy portfolio had a descent week despite the volatility. Up slightly +0.49%. To be fair yesterday had a strong impact.

My main strategy portfolio saw some volatility this week. The 19th hit the portfolio fairly hard due to several reasons. High weight in one position and intraday models. That is one reason I decided to switch to realtest. So I can manage max position size on portfolio level.

By the way, my new workstation set up is already working. The more screens you have, the more profits you make as a trader. I start to believe it now.

Thank you all for the interest and exchange. I love it. Sharing point of views, experience and different stand points. Trading can be an antisocial profession. We go down these deep rabbit holes and sometimes two simple words from another colleague change everything. Thank you

Seit dem 30.05.2025 trade ich unser Lit2Trade Algo Strategie Portfolio in einem separaten Konto. In diesem Portfolio handeln wir ausschließlich Aktien aus dem NASDAQ100 Universum. Unsere Signale erfolgen zum Handelsschluss oder zur Markteröffnung. Die Signale stehen natürlich

My main strategy portfolio had a descent week. +1.12% wheres Nasdaq -0.34 and SP500 -0.10% had a minor loss. A good end for a strong month.

Mean Reversion strategy portfolio finished the month on the weak side. This week‘s performance is -0.48%

This month was s strong one. ASX momentum and trendfollowing strategies finally did their part. Mean reversion strategies also had a good run. The new intraday strategies did they part on the volatile days like the first of August. Let‘s see which presents the statistically worst

Volatility is ahead. Historically, September is the worst month. On average. Averages can be very missleading. If you look at the median the September has a positive expectancy from 1986 till today. In conclusion, severe extreme negative months skew the statistics.

Don’t call it diversification if all your assets crash together.