Hello,
I have a strategy that trades the Wealth Data SP500 and historically has performed incredibly well, with one main issue, the drawdown. I am looking for some ideas from the community to improve the drawdown without totally killing the performance. The best thing I've found so far is to utilize the Advanced Pos Sizer "Percent Volatility", but it reduces it a little more than I'd like. The strategy has no NSF positions, trades only market open orders, and was not optimized for a particular period. If I hedge using a Meta Strategy with the VIX (buying a % of the account size) it smooths out the performance well, but I can't replicate that with any of the ETFs / ETNs that track the VIX. Thanks for any help you can offer.
I have a strategy that trades the Wealth Data SP500 and historically has performed incredibly well, with one main issue, the drawdown. I am looking for some ideas from the community to improve the drawdown without totally killing the performance. The best thing I've found so far is to utilize the Advanced Pos Sizer "Percent Volatility", but it reduces it a little more than I'd like. The strategy has no NSF positions, trades only market open orders, and was not optimized for a particular period. If I hedge using a Meta Strategy with the VIX (buying a % of the account size) it smooths out the performance well, but I can't replicate that with any of the ETFs / ETNs that track the VIX. Thanks for any help you can offer.
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