Ok. I see now… not yet 6 months …
And why is still not TOS certified?
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An Expedition into High-Leverage Systems: 100 Days of Algorithmic Discipline (Educational Observation)
Greetings, fellow enthusiasts of market dynamics,
Today, I wish to share a narrative, an expedition into the rigorous application of a high-leverage automated trading system, now extending for a new 180-day observational period. This is not a promotional message; rather, it is an educational exploration into the possibilities—and the absolute necessities—of operating within such parameters.
For the past 100 days, I meticulously ran a specific automated strategy, which, by its very design, employed a high degree of leverage. The results, as measured by key performance indicators, were compelling: a Sharpe Ratio of 6.46, a Sortino Ratio of 12.64, and a Calmar Ratio of 11661.3. These metrics, while reflecting a period of highly disciplined execution, are not presented as a promise or a guarantee of future performance. Instead, they serve as a potent example of how an automated system, when equipped with robust, dynamically adjusting risk controls, can navigate volatile landscapes under high leverage.
This 100-day period was a demonstration of a very specific, controlled environment where every entry, exit, and stop-loss was dictated by an algorithm designed for precision and immediate adaptation. It underscores the critical role of removing human emotion and adhering strictly to pre-defined rules, especially when amplified by leverage.
I must be absolutely clear: this system is not, and will not be, available for subscription. It is designed purely for educational and observational purposes.
We are now embarking on a further 180-day extension of this educational trial, continuing to operate in the same disciplined, automated fashion. My aim is to provide an ongoing, transparent look into how such a system can function under varying market conditions, emphasizing:
- The profound impact of meticulous risk management within a high-leverage framework.
- The practical application of automated execution and its consistency.
- The disciplined approach required to navigate market complexities, where every tick can be magnified.
This is an opportunity to observe a controlled experiment in automated, high-leverage trading. It is intended to deepen our collective understanding of these powerful tools and the imperative of robust risk architecture. I encourage you to follow along for the insights into algorithmic trading and risk discipline, but please do not subscribe to this system, as it is strictly for educational purposes.
Sincerely,
Andre Nicolas
do you just arbitrary selected best 100 day period? previous system ended up with 92% drawdown, hard to believe that parameters above include the period of drawdown.
by the way, what causes that 92% drawdown?
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The wild thing about experimenting with trading systems is… you never really know what you’ve built until it either prints money—or sets itself on fire. I’ve got systems that looked like absolute money machines… right up until they didn’t. I even have a baccarat strategy that, when the cards line up just right, makes me feel like I own the casino. It’s happened… maybe twice. Don’t ask about the other 97 times. 
Anyway, credit to this guy for being transparent. At the end of the day, we’re all just looking for a method we can trust. And hey—there’s a reason they call it risk management, not risk elimination.
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Greetings @JITF,
Thank you for your questions. I appreciate the directness, as it allows for clarity.
To address your first point, no, the 100-day period I referenced was not arbitrarily selected to showcase only favorable numbers. The metrics I shared—the Sharpe, Sortino, and Calmar Ratios—were indeed derived from a live, real-money system that I managed with no subscribers. This specific system was an earlier iteration, and its journey concluded with a significant drawdown, which you accurately noted was around 92%.
Your skepticism about how the parameters above could include such a period is understandable. The crucial distinction lies in the evolution of the system and the cause of that drawdown. The reason that previous system ultimately ended with a 92% drawdown was entirely due to my own manual intervention and human compulsivity. Specifically, it was a direct result of my repeated, manual additions of contracts to a losing position. This behavior was entirely outside the parameters and logic of the automated system itself. In essence, it was a fundamental misapplication of risk management, driven by human error, not by the automation.
This experience, in fact, was a profound learning moment. It helped me understand the critical limits of human discretion versus pure automation here on Collective2. It precisely illustrated that even the most robust automated logic can be undermined by manual override.
The high ratios I recently shared are from a specific period of pure, uninterrupted algorithmic execution within that earlier system, before my manual intervention caused the significant drawdown. They showcase what the automation itself was capable of when allowed to run unimpeded.
My current “TRADE FUTURES NOW” strategy, which is the focus of the educational observation, has evolved directly from these lessons. It is designed to mitigate such manual interference and enforce strict algorithmic discipline.
I trust this clarifies the context of the drawdown and the origin of the metrics. It’s a testament to the fact that while automation can be powerful, the human element remains a significant variable.
Sincerely,
Andre Nicolas
Thank you @SeanKelly11 .
BTW big fan of your Blog!
I’m a bit confused because this entire post contradicts what you messaged me. You said you were a serious trader looking to build that strategy up and get subscribers. Even offering discounts. Now that the system blew up you’re saying it’s an experiment? Caution all!
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My friend, every trading system—every single one—is an ongoing experiment. If that concept is too hard for you to accept, trading might not be your thing.
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To the individual making these comments: @EmilampThuyDides
I have taken note of your consistent pattern of public negative commentary across various discussions and community socials strategies. As others in this community are aware, your conduct has, at times, led to your banishment from other conversations due to a persistent inability to engage constructively.
I find it particularly regrettable that you have chosen to publicly misrepresent and disclose the contents of a private exchange. I provided you with a detailed explanation of my strategy – clarifying that it is a dip-buying approach, acquiring a maximum of 6 contracts in stages (at 2%, 4% dips, and so on, up to a 12% dip). This level of detail was shared in good faith, in a private setting, to address your specific questions about the strategy’s mechanics and risk management in a drawdown scenario.
Your subsequent public assertion that I am “just waiting for pullbacks and don’t have a proper strategy,” coupled with the public disclosure of private information, demonstrates a clear disregard for respectful dialogue and the privacy of direct communication. It is a form of public shaming, which I find unproductive and unwelcome.
Let me be unequivocally clear: constructive criticism is not only welcome but actively encouraged. It is how we, as a community, learn and improve. However, engaging in public shaming, misrepresenting facts, or disclosing private communications falls well outside the bounds of respectful and productive discourse. I prefer not to associate with individuals who resort to such tactics.
I would also ask any present moderator to review this user’s conduct and consider flagging this behavior as inappropriate for the forum.
My focus remains on transparently presenting my strategy and engaging with serious, respectful members of this community.
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