50/50 = 100 * 0.01 = 101 = 101 * 0.01 = = 102.1 = 100 * 0.01 = 99 = 99 * 0.01 = 98.01 102.1 - 100 = 2.1 100 - 98.01 = 1.99 48.65 50/50 --- mean degrades when you inject uncertainty vs mean grows when you inject uncertainty

RPI Trading

Curve charts... How useful are they? Is this just another rabbit hole you analyze into nothing? Not exactly but it can turn into that in 1 second... Moral: You can do all sorts of crazy data driven analysis. Really dive into modeling probabilities, ...

RPI Trading

Curve charts... What are we looking for? 1. At any point, can you boost the EV? 2. Is this point or area stable across samples? 3. Is the magnitude of boost stable? What are we not concerned with? 1. Specific EV readings... can explain later why we ...

RPI Trading

***QUESTION*** If an edge or deficit exists. Is there only ONE way to capture it? If there is only ONE way to capture it, does the deficit really exist or are you capturing randomness? Can two traders doing two completely different things, ...

RPI Trading

One More... Risk: 250 - 25 - 2.5 Reward: 750 - 75 - 7.5 LOSERS CURVE (Managing Losing Trades) image WINNERS CURVE (Managing Winning Trades) image

RPI Trading

Another Sample Risk: 990 - 99 - 9 Reward: 10 - 1 - 0.1 LOSERS CURVE (Managing Losing Trades) image WINNERS CURVE (Managing Winning Trades) image

RPI Trading

Should we manage losers or winners? Does it depend on another factor? Like RR? Risk: 990 - 99 - 9 Reward: 10 - 1 - 0.1 LOSERS CURVE (Managing Losing Trades) image zoomed tail image WINNERS CURVE (Managing Winning Trades) image

RPI Trading

Another Sample Risk: 750 - 75 - 7.5 Reward: 250 - 25 - 2.5 LOSERS CURVE (Managing Losing Trades) image WINNERS CURVE (Managing Winning Trades) image

RPI Trading

Risk: 750 - 75 - 7.5 Reward: 250 - 25 - 2.5 LOSERS CURVE (Managing Losing Trades) image WINNERS CURVE (Managing Winning Trades) image // Formula Updates (LOSER CURVE) UPDATED VARIABLE: l = (e * d_) - (n * (1 - d_) NEW VARIABLE d_ = a * c

RPI Trading

Regular Key for row: a = wr b = cumulative sum of % of winners where dd < n c = 1 - b d = a * c e = reward in pips f = risk in pips g = f - n h = e i = (e*a)-((1-a)*f) j = (e*d)-((1-d)* f) k = (g*(1-c))-(c*h) l = (a*e)-((1-a)*(f-k)) n = index (0-x) ...

RPI Trading

Key Ring image When to cut sail and anticipate wind change.

RPI Trading

UP = 0.33 1. $5 - 0.66 * UP = .22 / 2 = .11 2. -$10 = 1 - #1(.22) = .88 / 2 = .44 3. -$7 --- +$3 = .66 / 2 = .33 4. -$12 -- -$2.00 = .33 / 2 = .165 (B) = ($5.00 * 0.6466) + (-$10 * 0.3533) = $3.20 + (-$3.53) = (-$0.33) (1-2) = ($5 * .22) + (-$10 * ...

RPI Trading

Managing trades... profitably? Let's talk about managing trades. Can you manage them profitably? What does it even mean to manage them? For me it means being able to determine a winning or losing trade before it's realized. You need to cut the ...

RPI Trading

More pillars --- Conventional models like Brownian motion, the probability of success does not increase with every step, only the accumulated wealth. But what about ideas similiar to the Polya process. Example: Assume you are flipping coins. The ...

RPI Trading

Why you should buy every SPY dip & chill the fuck out about corona... Because sound mathematical models often become complete shit when the rubber meets the road. Let's remove time from our calculations. We are now dealing with binary outcomes. -- ...

RPI Trading

An example edge... I don't trade this but it shows you what it looks like. An edge, in this particular case, is a deficit. The deficit is your opportunity for profit. image Measure IV projection of vol vs what gets realized. 84% of the time, it's ...

RPI Trading

Things to seriously ponder... Core pillars of my trading... --- "If the science of statistics can benefit me in anything, I will use it. If it poses a threat, then I will not. I want to take the best of what the past can give me without its dangers. ...

RPI Trading

A true piece of art... image

RPI Trading

A different form of "wave" analysis. Edge appears as a "wave" above 0 and oscillates around. It's a hump instead of being randomly scattered across the x access. Baseline Weekly RR Combinations - Where is the Edge? image RPI Riding the Weekly ...

RPI Trading

Got stopped out of 2nd position on GBPNZD. Re-entered to recover some of the losses. Closed out this AM. Considering this trade an overall loss. That being said, it was still a good trade considering loss reduction was almost 50%. image

RPI Trading