Below are the results (in /ES points) for the past two weeks of medved's proprietary day trading robot :
| 8/2/2018 | 24 |
| 8/7/2018 | 0.5 |
| 8/8/2018 | -4 |
| 8/9/2018 | -4.25 |
| Total: | 16.25 |
+$800, Algorithmic Day Trading SP500
Recently I posted the historical statistics of SP500 daily return. It turned out that the Efficient Market Hypothesis is very close to reality in the case of SP500 day trading. Most of the time the probability of win is a randomly distributed variable and no chances for a day trader to outperform the market. However, if optimized, "cut your losses early and let your winners run" algorithm has a theoretical chance to beat the market. Keep in mind that the real working algorithm needs more ingredients.
Below are the results (in /ES points) for the past two weeks of medved's proprietary day trading robot :
Below are the results (in /ES points) for the past two weeks of medved's proprietary day trading robot :
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