I'm wondering if you have too many systems, or rather, too many factors that systems need to be able to cope with that are getting tested at the moment ?
The whole USD to AUD thing scares me, as it seemingly can get out of hand at a respectable pace at times.
One thing that scares me about systems, is, it would need to be a bloody good system for me to stick to it blindly.
The equity curve is the equity curve. It's honest. Its unbiased. Ideally, It should also fall within system expectancy parameters/ ranges.
One has to love those outlier blowups that push the curve above ranges, but also expect the reverse outliers.
If a system is consistently falling below expectancy, is there something in the rules to deal with it?
Got any charts of your systems growth Frog? If so, do they fall within your expected results ranges?
Giving back gains is not nice, especially when their hard won.
I feel for you there.
Chart below is self explanatory, and is my "loose" systematic discretionary portfolio based on Skate, Peter2 & Tech/a techniques & methods.
There are clearly periods of time (mostly last year) where i wasn't actively managing the portfolio as well as I could of.
Was preoccupied with family, work, a death etc etc etc, but to me, they (each PITA event) clearly show up in the chart.
I didn't have my mind in the game, wasn't following the flow. Not locking in profits etc. The bloody market nearly caught up!
Portfolio was started middle of August 2020, around 30 weeks.
View attachment 120969
Hopefully once this wave of rising bond yields gets sorted, we have some normalcy return, whatever that is these days.
The whole bigger picture of bonds, interest rates, yields, inflation etc etc confounds me, as I haven't managed to get my head around how it all works.
It really needs a big flow chart with all the affecting variables/ interconnecting links. It seems like the more I learn, the less i know....
Cheers, and have a good weekend Mr Frog.