CT Reddit Mentions | ChartExchange

There are many posts seeking help. Yours stood out because you wanted to see the journey that might be shared. I found something of interest when comparing an "everyman's portfolio" (starting capital under $250) with my current strat (large at $100k, sweeping $2k/wk). I used the same metrics to screen for entry (VWAP, VIX, Price Action, and Fourier clustering). Augmentation with Hidden Markov Model (melon thumping). Many deets under keywords MIT Blackjack Algo and superprofitability, search those first if interested.
My (retired EE) background is Control Theory, staying engaged in my encore career after retiring 15 years ago (at age 55). What I see in the bottom plot, the slopes are identical, meaning the algo remains unchanged in profit delivery - save for a constant of integration. My inference, the algo is an eigenfunction that sweeps profit with improved deviation in tracking the unit ramp function. CT models show improved settling time with higher loop gain. A type 1 system uses a single integrator to zero out steadystate error. A unit ramp would exhibit finite error, clearly seen in the left curve. The right curve is detailed in the top plot. Observe the deviation is much reduced, but still an ongoing finite value. Main difference I see, The TP in cells W1 &W2. Lowering the TP allows the algo to operate as a quant scalp below the market's Brownian Motion. High probability of success on trades. Note the asymptotic convergence of the green segments for weeks 2-4 (no zero on log scale so week 1 isn't observed) to the slope value, matching the left curve (column AM cells 31 & 34 identical).
Keeping the entry/exits tightly grouped (Sharpe above 3) assures regime change immunity. Similar for both column Z72 and AA72, but improved with new. Fractional Kelly sizing (under 1.4%) ensures going bust is remote, important on large sum, tolerable on the everyman's.
Several methods in trading for the past 3 weeks, beginning was test the channel limits, week 2 was toe the line with "shark fin" into the weekend, week 3 was channel fill with multiple trades (reduces effort at termination of the week). The latest numbers post to kinfo verifieds tomorrow. My profile is dark on sharing to inhibit copy trading, Poppy Gekko.
https://preview.redd.it/isju5u8wkwsh1.png?width=1591&format=png&auto=webp&s=95bf431f182f16d5c78b114085d126ddccd18533
Hope this helps, stay in demo until you have sufficient data (rule of thumb for statistics, 30 samples, no need to count every grain of sand) to hit the Sharpe number discussed.
Good luck.

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