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Re: Z3 Full Circle over 1.5 years - No Proof of Concept so far... :( [Re: DdlV] #455059
10/05/15 16:13
10/05/15 16:13
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline OP
Serious User
DdlV  Offline OP
Serious User
D

Joined: Jun 2013
Posts: 1,609
Hi jcl. With last night's booked loss and the current losing trade, my Equity is now 35-40% of original CR.

I don't see anything close to a -65% drawdown much less a +100% to -60% swing in any Z3 Equity curve, which is what my Z3 has done since 2014-11.

Is your Z3 behaving similarly? Or is mine broken somehow?

Thanks.

Re: Z3 Full Circle over 1.5 years - No Proof of Concept so far... :( [Re: DdlV] #455067
10/06/15 11:22
10/06/15 11:22
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
No, our Z3s got a similar loss - this happened before and I'm afraid will also happen in the future. As you know, max drawdown is about 100% of the needed capital, otherwise you'd obviously not need it. We're observing all Z systems regularly if they are still inside their parameters.

No one likes drawdowns - I can certainly understand that. Do not trade anything you have a bad feeling with.

Re: Z3 Full Circle over 1.5 years - No Proof of Concept so far... :( [Re: jcl] #455069
10/06/15 15:23
10/06/15 15:23
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline OP
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DdlV  Offline OP
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D

Joined: Jun 2013
Posts: 1,609
Thanks jcl. Yes, I understand all the general qualifications. But that's not the same as specific confirmation that performance is in line with others' experiences and not "gone off the rails" due to some other problem. Thanks for that confirmation.

I just hope Z3 will quickly stop feeding my ulcers - they're bad enough already... frown

FYI, I actually consider this as one of the benefits of the Z's in contrast to my own strategies which exist in a vacuum. With the Z's, it's possible to compare and (hopefully) reduce the possibility of failure due to other issues...

Thanks.

Re: Z3 Full Circle over 1.5 years - No Proof of Concept so far... :( [Re: DdlV] #455071
10/06/15 15:30
10/06/15 15:30
Joined: Sep 2013
Posts: 64
Spain
yosoytrader Offline
Junior Member
yosoytrader  Offline
Junior Member

Joined: Sep 2013
Posts: 64
Spain
by the way, would it be a good idea to reinvest profits (increase the margin of the Z's) when in a Drawdown instead of reinvesting after an streak of good results?


Happy trading laugh
Re: Z3 Full Circle over 1.5 years - No Proof of Concept so far... :( [Re: yosoytrader] #455075
10/07/15 09:47
10/07/15 09:47
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I think that would be similar to a Martingale system, and increase the risk due to the slight serial correlation of trade returns. Maybe it could make sense to reinvest when the system just came out of a drawdown.

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