First the Sharpe, now the Sortino…
Alright, buckle up, because we’ve tackled the Sharpe, we’ve wrestled with Sortino, and now it’s time for the Calmar ratio to take the spotlight! Think of the Calmar as the cousin who’s a little more obsessed with risk – specifically, maximum drawdown. If you thought Sharpe and Sortino had something to say about returns, wait until Calmar comes in and says, “Sure, but how much did you lose along the way?” Let’s dive into the world of high-risk performance, where the stakes are high, and the drawdowns matter!
It’s simple. Just follow YOUR rules, right?
The latest post on Subtack may interest C2 users. Can you guess why?
The Sortino ratio is indeed a powerful metric as far as trading systems are concerned.
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I agree, but it has limitations, just like Calmar and Sharpe.
Here is the latest introduction to my two new strategies here on C2.
A Simple Trading System That Just Works—No, Seriously, It Does!
Here’s what’s new. Just published today!
Many people have asked how I come up with my trading strategies, and I’ve even had a couple of self-proclaimed geniuses try to ridicule what I’m doing here on C2. Honestly, I don’t blame them—let’s face it, most people who dive into trading end up getting waxed. But here’s the thing: I’m not just messing around. I’m embarking on a serious trading experiment, and I want to share it with anyone who’s up for some fun, entertainment, and maybe even a little inspiration.
If you’re curious about the process, intrigued by real-money trades, or just enjoy watching someone tackle the markets head-on, check out my latest blog post. And to the naysayers: feel free to comment—because nothing spices up an experiment like a good debate!
Day 1~Done!
Todays update:
Back at it!
Do yourself a favor and watch the Admiral McRaven video in today’s update. It’s a masterclass in getting your act together—whether that’s in trading or just making your bed without tripping over your own feet. Worth every penny (especially since it’s free).
It is a good speech!
I’ll take weeks like this every week!
Another down day.
Down again today, but head held high!
I got that date wrong, folks. Today is the 10th!
Very Important Update!
