[UPDATE] Yesterdayās Trades, and new Strategies!
Hey everyone, Letās address the obvious upfront: Yesterday, we took 3 almost-full losses, resulting in a net-2.8 % drawdown. For many of our long-term clients, this isnāt too unfamiliar territory. But for newer members, hereās some context that may help... What happened: The system performed exactly as it was designed to, all three trades fell within our maximum allowed risk for a single day. A day like this is statistically rare, but itās always been accounted for in our planning. While a -2.8% drawdown isnāt large by industry standards, for our system, which is highly refined and typically avoids heavy days, this was an outlier. Our perspective: We feel this with you. As a team, we have significant capital live, both personal and prop-funded, so every loss affects us too. The key difference is: weāve traded this system for over 6 years, and many of our earliest clients have been here through similar periods. That context makes it easier to zoom out and stay grounded. Weāre not just a tech provider, we're a team, and a community. And weāre in this together. What weāre doing: Letās be clear, weāre never okay with a day like yesterday. But reactive changes based on emotion or hindsight are not the answer. Weāre constantly testing new filters, rules, and upgrades, but we never roll anything out without hard data showing real performance improvement. Most tweaks that feel right in the moment actually reduce edge long-term. That said, weāre currently testing several promising updates: ā¢ā ā Volatility-based (ATR) stop losses across all strategies - some are already ā¢ā ā Minimum market volume thresholds ā¢ā ā Directional alignment with broader market trend ā¢ā ā Minimum time between trades ā¢ā ā Session-based filtering All of these look great in theory, but unless they actually improve performance over hundreds of trades, they wonāt be implemented. You can rest easy knowing we will never overfit the strategy to avoid one bad day at the cost of long-term consistency.