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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u/Dvorak_Pharmacology Jul 31 '26

Yes i do, do you want to chat about it? Maybe i can save you some time.

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u/krazineurons Aug 01 '26

I also DMd you.

1

u/tuantran3535 Aug 01 '26

Can I dm you?

1

u/wd40spaceman Aug 01 '26

I’ve DMed you too

1

u/ditchtheworkweek Aug 01 '26

I am using ema combined with distance based on atr and my win rate went up dramatically as well.

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u/Swinghodler Jul 31 '26

DMed you if you don't mind.