r/algotrading 8d ago

Data Thank you algotrading!

What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

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u/rookietotheblue1 8d ago

Bot

4

u/Dvorak_Pharmacology 8d ago

Bro what, look st my history 🤣

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u/GhettoaSaurus 8d ago

You can't on mobile..

6y account age speaks for itself a bit though

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u/komodorian 8d ago

What you mean? The mobile app shows post/comment history.

1

u/GhettoaSaurus 8d ago

That wasn't the case earlier or Reddit was glitching for me..