The hiden alfa of the strategyes with low win ratio

I listened about breakout, men reversion and sational strategies that tend to have a 50-70% of win ratio.

But lately i am been reading some autors that talk about low win ratios but with a lot of net profit with a ver very good chart of net profit in a lot of years, the example is on the turtles book, that are called as trend following strategies (5-30% of win ratio)

So i will like to know if someone here has found edge of this kind of strategies and how has been your performance or some tip to find those, i can share also my experiencie so is not the one side alfa divulgation.

In my own thinks i believe that this are like 'narnia' strategies in the correct markets of shure.

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u/Anonimo1sdfg — 5 days ago

ML sin with +75%

Desarrollé un algoritmo de aprendizaje automático con más de 200 características y datos OHLCV de Yahoo Finance.

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Tras la implementación en una cuenta demo en enero, me di cuenta de que había cometido un error: un sesgo de anticipación.

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La entrada utilizaba el precio de apertura en lugar del de cierre, por lo que la predicción se basaba en la diferencia entre la apertura y la apertura, y no entre el cierre y el cierre. En resumen, la entrada se realizaba al precio de apertura con información del cierre.

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Pero dejé que el algoritmo siguiera funcionando para ver qué sucedía.

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El algoritmo entra con un 100% del balancede la cuenta por operación, así que básicamente decide dónde no estar en el mercado.

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El URTY ha subido casi un 45% este año y mi algoritmo solo opera con este.

u/Anonimo1sdfg — 20 days ago

Portfolio for the next halving

Hi, i just started today my DCA in this portfolio for the next halving. My thesis is something that i saw the past two halvings that i knewed but i just droped thinking in make the biggest x100 that never happend. The thesis: 'Real Bussines with real incomes will capture the value in the next halving'.

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My focus is in exchanges, at the end of the day the trading and volume in trashcoins or others normal coins generate money for the exchanges, and BTC is to have a safe. The portfolio:

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BTC 25% || BITX (ETF x2)

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BNB 20% || XBNB (ETF x2)

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BGB 20%

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HYPE 15%

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OKB 10%

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SOL 10% || SOLT (ETF x2)

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I don't target a x100 or x10 only with a x2-x3 for me will be enaf.

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Please review my portfolio or tell me the risks that i am not seeing.

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u/Anonimo1sdfg — 24 days ago

Recomendación de PC para ciencia de datos

Busco recomendaciones de calidad, ya que veo mucho lo de PC gamers pero para lo que necesito que es calculos complejos, Modelos de ML, Big data en local, Optimizaciones de parametros y simulaciones de montecarlo la tarjeta gafica me sobra.

Estoy dispuesto a invertir sobre 1.500 USD en algo de calidad.

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u/Anonimo1sdfg — 30 days ago
▲ 3 r/LETFs

Best LETF for BTC

Hi i am searching an ETF for BTC x2 or x3, with low cost of mantenaince for the next halving, i saw BITX but is the obly that i think could be good. I am also would like to see if you think if it will be better an ETH or SOL leveraged etf for the next halving.

In my own think, i hope to make a x2-x3 in the next 2 o 3 years with those postions so i am going to make DCA until that date.

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u/Anonimo1sdfg — 1 month ago