@02.98.h: Macarena >>Spotify Playlist In bio!#song #slowedsongs #slowedandreverb #funk #xxnikko

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blurbstarr
Ryan :
1m ago
2026-10-24 16:08:51
6
ari143279
🫪ari :
2026-10-24 19:16:34
1
k_k_55_
وٌلَسِوٌفُهّ يَعٌطِيَکْ ربًکْ :
ࢪٌ... 🐾
2026-10-24 16:14:39
1
rolijek
Roli :
lagu Baretta bg
2026-10-24 16:17:42
3
nicopro1044
Nicopro10 :
soy el único pendejo que movió el dedo al otro lado
2026-10-24 16:14:41
3
m_elsonbaty4
𓆩𝑀𝑢𝑠𝑡𝑎𝑓𝑎𓆪 :
2026-10-24 19:38:03
1
godzilla_venom16
GODZILLA :
2026-10-24 17:29:15
1
emilythestirlingengine
Emily♡ :
2026-10-24 20:12:33
1
ma_theo08
꧁•𝟞𝟡✧༆𝕄𝕒𝕥𝕙𝕖𝕠 ▕⃝⃤𝟟𝟙•꧂ :
2026-10-24 18:22:37
2
ari143279
🫪ari :
2026-10-24 19:16:40
1
fridayj82
FRIDAY 🌘🫦 :
N sei se vocês perceberam
2026-10-24 16:14:02
1
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How to test a daily loss limit: stop after your first loss vs a random stop, on 58,798 intraday breakout trades in S&P 500, Nasdaq 100 and Dow futures, 2011 to 2025. The strategy: at every hour from 10:00 to 15:00 New York, buy or sell the first break of the last 30 minutes' range, stop on the other side, out an hour later. One contract, $16.50 a round turn. It loses after costs (-$740k on all three markets), so any rule that trades less will look like it helps. That is why the test is a random stop: quit after the same number of trades each day, chosen without looking at the results, 200 times. Stop after your first loss lost more than the random stop on every market. S&P -$126k vs -$121k, Nasdaq -$55k vs -$15k, Dow -$91k vs -$84k. Each limit sat inside the random range, below its middle. Stopping after two losses did the same. The trade after a loss paid more than the trade after a win on all three (before costs, per trade: S&P +$0.41 vs -$7.27, Nasdaq +$14.07 vs +$1.64, Dow +$7.36 vs +$0.61). So the limit was cutting the better trades. What it did do: cap the worst day. S&P worst day $17,890 with no limit, $6,140 with the random stop, $4,400 with the limit. Walked forward (expanding, test years 2014-2025, the rule picked on past S&P and Nasdaq years only, Dow never used to choose): it picked stop-after-one-loss every year and made -$203k against -$152k for the random stop, ahead in 6 of 12 years. On screen: one real S&P session, ESZ5 on 2025-12-12. Up $3,763 after three trades, the fourth lost $354, the limit stopped the day and skipped two trades worth -$208. One example; the numbers come from the full 15 years. Takeaway: keep a loss limit for your worst day, not your profit, and test yours against a random stop. Limits: one strategy family, a flat $16.50 cost. 15 years of minute bars included with QuantPad, no data vendor. I built this in QuantPad. Link in bio. Test your own setup. #QuantPad #daytrading #riskmanagement #backtesting #futurestrading
How to test a daily loss limit: stop after your first loss vs a random stop, on 58,798 intraday breakout trades in S&P 500, Nasdaq 100 and Dow futures, 2011 to 2025. The strategy: at every hour from 10:00 to 15:00 New York, buy or sell the first break of the last 30 minutes' range, stop on the other side, out an hour later. One contract, $16.50 a round turn. It loses after costs (-$740k on all three markets), so any rule that trades less will look like it helps. That is why the test is a random stop: quit after the same number of trades each day, chosen without looking at the results, 200 times. Stop after your first loss lost more than the random stop on every market. S&P -$126k vs -$121k, Nasdaq -$55k vs -$15k, Dow -$91k vs -$84k. Each limit sat inside the random range, below its middle. Stopping after two losses did the same. The trade after a loss paid more than the trade after a win on all three (before costs, per trade: S&P +$0.41 vs -$7.27, Nasdaq +$14.07 vs +$1.64, Dow +$7.36 vs +$0.61). So the limit was cutting the better trades. What it did do: cap the worst day. S&P worst day $17,890 with no limit, $6,140 with the random stop, $4,400 with the limit. Walked forward (expanding, test years 2014-2025, the rule picked on past S&P and Nasdaq years only, Dow never used to choose): it picked stop-after-one-loss every year and made -$203k against -$152k for the random stop, ahead in 6 of 12 years. On screen: one real S&P session, ESZ5 on 2025-12-12. Up $3,763 after three trades, the fourth lost $354, the limit stopped the day and skipped two trades worth -$208. One example; the numbers come from the full 15 years. Takeaway: keep a loss limit for your worst day, not your profit, and test yours against a random stop. Limits: one strategy family, a flat $16.50 cost. 15 years of minute bars included with QuantPad, no data vendor. I built this in QuantPad. Link in bio. Test your own setup. #QuantPad #daytrading #riskmanagement #backtesting #futurestrading

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