Geronimo!

I was supposed to be out of town today but my first flight was delayed which caused me to miss my connecting flight. All I can tell you guys is that if you’re planning to connect in San Francisco – make sure you get there at least two hours ahead. That airport is a nightmare, especially during winter or early spring (which means rainy season in CA).

Anyway, the tape is meandering around today with a slight drift towards the upside. I thought while we’re being theta squeezed I might as well share some Geronimo charts I generated over the weekend:

That’s the profit graph since January 1st 2010. I cannot backtest much further as I don’t have realistic tick data going much further. As some of you might remember Eric took over the feed a few months ago due to some empty alert problems we experienced. Now that NinjaTrader 7 is in late beta I now have started to run Geronimo on my end again and thus far after one week not a single empty alert which is very encouraging.

That’s the weekly profit graph – as you can see there was only one slight down week since January 1st.

And here we have the summary with all the stats for you nerdy rats. For what it’s worth – I have never seen a Sharpe Ratio beyond 3, so I’m not sure what to make of a 16.5 reading – seems insanely high. But even if Geronimo has a few down weeks I’m fairly confident that we can keep it around 3 – 4. That is the type of strategy fund managers have moist dreams about 😉

I will be a lot more verbose on the Geronimo front going forward – expect weekly performance updates, charts, etc. If you’re interested in giving Geronimo a shot then head over to the Geronimo page or directly go here to sign-up.

Cheers,

Mole