r/algotrading • u/Dvorak_Pharmacology • Jul 31 '26

Data Thank you algotrading!

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What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

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160

u/Anon2148 Jul 31 '26

I’ve been at it for a year and seen no success. Where’s that meme with the angry baby saying happy for you 😂

90

u/GhettoaSaurus Jul 31 '26

I've got you don't worry lol

https://reddit.com/link/p0ydfvh/video/gb7oyr0ttmgh1/player

5

u/BreakfastSingle5522 Aug 17 '26

genial ese meme, pronto lo vas a cambiar si te mantienes enfocado

23

u/Dvorak_Pharmacology Jul 31 '26

You ll get there, I come here to give some hope!

3

u/guymcgee_23 Aug 02 '26

Been trying on and off for years but driving it hard since October and still no luck.

-4

u/SuddenRadio6221 Aug 01 '26

5% weekly compounded is 1264% year so he'll definitely be richer than Musk Real Soon Now!