Below is the link of the excel which has the combination of strategies with MDD <= 2% based on back testing results as of 31-Oct-24 without considering brokerage and taxes. This basket is being traded live by me.
You tube video talking about same
Stock Mock Basket link for all the strategies combined (Can be referred to understand the strategies) Link to Stock Mock basket
PnL details for strategies ( As of Oct 2024)
One question which I generally get is I have certain amount for trading and which strategy should I go for?
Answer to this is not straight forward. It depends on individual's risk appetite.
First go through all the strategies' individual pages as available in arunstrategy.blogspot.com and see what is their return, what is maximum loss amount per day and what is maximum consecutive loss days. Now assume that you can have maximum loss per day for maximum consecutive loss days while running the strategy and see if you can take that much drawdown and still continue running that strategy.
If yes then it is the strategy you should pick. Also try to find more than one strategy which you can run based on your risk appetite (if your capital permits) and go with them. It is better to diversify capital across multiple non co-related strategies.
Dear Arun, can you pls share duplicate link for "BN OTM1 XD Loopy Loop U120 PT" strategy ?
ReplyDeleteHey Arun, Really impressed with what you are doing in your trading journey. Was curious to find out if you do any overnight only strategy?
ReplyDeleteNo but you can back test selling a straddle at 1528 before market close and squaring off at market open at 0917 on a daily basis. It might be overall profitable strategy with high draw down.
DeleteTry selling ATM straddle everyday at EOD and square off next day at EOD if require filter with dayofweek condition
DeleteHi Arun, you have shared rich information here. The way the excel is made, hats off to you.
ReplyDeleteWhen I download the excel, the cells turn to "#Name?" if i click on Enable editing. Is there any excel setting here which I am missing...
I think it is because older versions of excel doesn't support XLOOKUP function being used. Other way is to use Make a copy function from File menu after opening the excel in google sheets. This way you will get a copy which you can edit. Google sheets supports XLOOKUP so it will work fine there.
DeleteI had a fear of MDD getting breached even in this great portfolio because of last week market movement, but its amazing to see that this still hold the fort well.. 0.5% move to 0.7% only. Really admire ! Can you guide if one has 20 strategies, how would you evaluate best possible combinations, reason is that it can be infinite, hence what would be your guidance to make this reasonable via excel.
ReplyDeleteThe max DD was breached last week for the basket which was there till last week (It reached around 1.5%). Once that happened RMDD went to around 60. When this happens I adjust the strategies in the basket to achieve a better RMDD for the past 4 year duration. Idea being that as modified combination was able to handle past situations better than earlier combination, it will be able to handle future market situations too better as compared to earlier combination. This is a dynamic basket and when such event happens which bring down RMDD, adjustments are made to basket. Changes as done in basket are then made in live trades too.
DeleteGreat, so If I understand correctly, we continue with existing setup, whenever the MaxDD is breached, we explore alternate combinations and then compare with previous set historically as well, and if all looks good, then this new combination will continue. And if incase nothing better is arrived at.. then I guess we can still continue with best we have? sound approach or you can suggest otherwise. Thanks
DeleteYes that is right
DeleteVideo link : https://youtu.be/tb3Bdz23tx4
ReplyDeleteNeed your expert advice regarding which strategy is being deployed on the video.
This looks like a buy strategy. However I have not seen any buy strategy with such low drawdown. Profits as told can happen in buy strategies but are always associated with a very high drawdown phase. I don't execute that many buy strategies so cannot say whether profit along with dd as suggested in video can happen on long term
Deletehi.. your r doing really great.. where to find your blogpost about finnifty iron corridor expiry day strategy..?
ReplyDeleteThat strategy is not available on blog. It is a non-directional straddle with MTM SL and hedges
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