February 2019 Monthly Performance

jason  ·  2019 Mar 4

February 2019

  • Market performance: 11,91% from 3410.62 to 3799.12
  • Trades made in February V5: ~6
  • Trades made in February V4: 0

V4 was paused during its trading range. It has been unpaused last week after the market cooled down. We don't want to enter mid-trade as this increases risk.

  • V5 EUR performance: ~+2.7%
  • V5 USD performance: ~-1.7%
  • V4 EUR performance: 0
  • V4 USD performance: 0

The unfortunate timing of V4 and V5 during a pump caused us to miss out on an additional ~4.68% for V5 and ~-0.35% for V4. Had we not paused (increased risk though as we had reasons to pause) V5 would have netted gross 7.4% for EUR and 3% for USD.

V4 would have seen a loss of around ~0.35% without crash protection. See below.

V4 feb 2019 performance

However, in the backtest results I'm not able to apply rulesets from different timeframes yet (ie Supporting Strat). If we apply the anti-crash protection from the Supporting strategy, and sold around the same time V5 did at 4092.83. V4 would have netted a cool profit of 11.00%.

Supporting Strategy Update

Since a couple days I've pushed a more complete version of the Supporting strategy. Before, it monitored the real time pricing only, to exit on our hard stop losses.

With the new update I've added 2 different crash protections, Level 1 and Level 2. Level 1 should run at all times on all strategies and should be tweaked as we go. Level 2 follows a more strict ruleset. It's very likely to catch most crashes but will have more false positives. This one we can enable during times of uncertainty.

The level 2 runs now 100% of the time on V5 and C1 to see how it will perform. V4 runs only level 1 100% of the time. I will monitor the results and tweak if necessary.

This is a pretty significant update as this would be the difference between a loss of -0.35% or +11% profit on V4 in the last couple weeks.

Of course, I can never guarantee to never be in a crash. But there's a higher chance now we will not be in one.

Should We Follow EUR data for V5?

In my previous blog post I mentioned to let all V5 pairs run on EUR data instead as this outperforms USD. I want to see some more trades and how it performs before making this decision.

Future of V4 and V5

The Supporting strategy fixed several high priority issues and weaknesses of V4 and V5. With this in place now I'd expect only to do minor tweaks. V4 and V5 has both been designed to work long term and in any market.

It is NOT optimized for specific situations for example trading crashes or monitoring pumps. C1 is the one to trade crashes and more specific strategies will follow in the future that are optimized for certain market conditions.

All these strategies will be managed with the introduction of the Master strategy in Q2, including V4 and V5.

What's Next?

Starting this week I'll divide up my time to start marketing again and work on the alt-monitoring tools. Possibly update some parts of the dashboard as that one has several bugs. The reason why the dashboard is not high-priority is that those are not critical systems related to trading or trade execution. But I will make some quality of life improvements in that area too.

Thanks for your support in this endeavor. We have come a long way since last year. Even though on the surface it might not seem much has changed, our strategies are now better than ever 💪

Jason

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