Algo’s vs Buy & Hold

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03/22/2026 at 5:31 PM #259318 quote

JS
Participant

Veteran

This is a backtest, of my (live) algo vs Buy & Hold, over the last two years, both 1 contract…

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03/22/2026 at 5:45 PM #259321 quote

JS
Participant

Veteran

Runup vs drawdown…

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03/23/2026 at 8:30 AM #259325 quote

GraHal
Participant

Master

Awesome performance JS! Congratulations!
That settles the debate on Algo vs Buy and Hold! 😀

JS thanked this post

03/23/2026 at 9:54 AM #259327 quote

Nicolas
Keymaster

Master

Good job, this is impressive. Any chance to tell us more about the strategy used? Trend riding, mean reversion, breakout…? 😉

JS thanked this post

03/23/2026 at 12:08 PM #259328 quote

JS
Participant

Veteran

You can compare the foundation of this system to “Smart Money Structure”…
Price action determines the structure, and positions are taken at a “Break of Structure”…
The strong point of this system is timing…
The Nasdaq, with its high volatility, is the best candidate for this system…

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03/23/2026 at 3:03 PM #259330 quote

Nicolas
Keymaster

Master

Thanks JS for the tip, that’s very interesting. Ok, so that’s “long only” right?

03/23/2026 at 3:13 PM #259332 quote

JS
Participant

Veteran

Both long and short trades, with the short positions offering a better risk-reward ratio than the long ones…

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03/26/2026 at 8:22 AM #259444 quote

coincatcha
Participant

New

Thanks for the transparency JS. Proof that you are generating real alpha and have a track record.

You’ve built the dream. Nearly all alpha I generate comes from manual system trading, automatically it seems we (I) are trading mostly Beta. Beta is fine for a pension plan and index out performance but alpha generated from bots is hard to come by IMHO.

I see this as very motivating. Thank you.

03/26/2026 at 8:55 AM #259445 quote

coincatcha
Participant

New

@JS

I see this algorithm is labelled Time Scaling, but also standard risk.
My question is, does this use a form of money management by way of further entries as separate system trades while core trade in profit? Not treating the trades as a pyramid rather, using the close > tradeprice as a condition to further entries thus increasing exposure?
This is how I snowball manual trades by only adding on further system entries that can be different systems but as I am already correct the probability goes through the roof giving something that starts around a 1:1.5 to 1:10 etc.
I’m aware your system may not use stops.

Thanks

03/26/2026 at 10:03 AM #259454 quote

JS
Participant

Veteran

Hi CoinCatcha,
As you can see, this is a new system based on “structure”…
Don’t pay too much attention to the name (the hardest part 😉); it comes from an asymmetrical structure in time. The term “Standard Risk” simply refers to the use of one (standard) contract (for comparison with other systems)…
As I say with every new system, this is my best one… (my son no longer believes me after the hundredth time 😉)…
I was genuinely surprised by the results that came out of this experiment…
No indicators and no “stops”, because everything I try with them has a negative effect on the system…
It’s not a perfect system (if such a thing even exists), because “structure” also has a vulnerable side, namely “chaos.” In times of war or during yet another energy crisis, there is always chaos and the system’s structure is hard to find—but it’s also surprising how quickly everything recovers…
Kind regards,
Jaap

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