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mholstius

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Subject : RE: ATM performance since Jan 1st.?
Posted : 8/26/2018 4:53 PM
Post #45266 - In reply to #45264

Hi John,
So true… it’s been a tough year so far for most portfolios - especially if you happened to start one just before the drop in February.

I did a post back in June about combining ATM with Follow The Money HD;

https://www.omnitrader.com/currentclients/otforum/thread-view.asp?threadid=15773&posts=6

That post went into detail about the benefits of merging portfolios that happen to trade at different times, and it’s interesting to follow up on it 2 months later…

Here are some examples of various weightings of ATM Macro & Micro with Follow The Money HD since the first of the year in a 200% margin account.

1) ATM at 1X and FTM HD at 1X;




2) ATM at 1X and FTM HD at 1.5X;




3) ATM at 1X and FTM HD at 2X;




4) ATM at 2X and FTM HD at 2X;





Some interesting relationships. When using 2X and 2X, the trades range from 10% to 15% of available equity (margin), so comfort level vs trade size can have an effect.

These are the settings used for the accounts;




Not sure what the effect would be using WT3 Short Term vs RTM7, but thought I’d respond to your question about results in these difficult times…

Good luck,
Mark


[Edited by mholstius on 8/26/2018 4:58 PM]

Attached file : 00 1X and 1X.png (283KB - 975 downloads)
Attached file : 01 1X and 1-5X.png (268KB - 989 downloads)
Attached file : 02 1X and 2X.png (266KB - 967 downloads)
Attached file : 03 2X and 2X.png (268KB - 997 downloads)
Attached file : 04 settings.png (165KB - 981 downloads)

Deleting message 45266 : RE: ATM performance since Jan 1st.?


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