Compared two position-sizing models on the same RRR history (WR 45%, avg 1.8R).…
Small mean-reversion system. High win rate but modest RRR. Most people say this style is not worth it.…
Ran the sim with 500 trades from my Gold breakout system. Results were eye-opening — Prob Objective at 74% and Prob Ruin just 3.1% at 4.2% risk.…
Two scenarios: Prob Ruin = 0% but Prob Objective = 18% vs. Prob Ruin = 5% but Prob Objective = 60%.…
I trade breakouts with wide stops. Low win rate but strong reward-to-risk. Most people dismiss this style, but expectancy is clearly positive.…
My trade history has two +18 RRR outliers (most results sit between -1 and +3).…