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Reality-Check

mid-may check - variance is reality, not failure
mid-may. time for reality check. variance is normal. may performance (so far) # week 1: +$80 (44% wr)
backtest vs live - wtf happened
my backtests showed +20% annual returns. i’m down 12.75% after 3 months live. something is very fucking wrong. the numbers don’t match #
first week done. slippage is brutal
one week live trading = reality check # algo’s been running 7 days. march 15-17. opened 3 positions total