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Tuesday 3 November 2026 · month of 1 to 31 Oct Ninety one trades, a green month, | |||||||||||||||||||||
Hi, First monthly letter. The weekly one is retired, this is where it lives now. We closed ninety one trades in October and the month finished up 885.00 euro. Sixty two of them made money, twenty nine didn't. On ninety one trades that is a thin month and I'd rather say so plainly than dress it up.. one single algo made more on its own than the whole month did, and the rest of the book more or less cancelled out around it. Everything below links straight to the hash on GitHub. Check whatever you want. | |||||||||||||||||||||
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The leaderboard Top 5 algos of the month
And the three that cost us the month
Nineteen algos took a trade in October and eleven of them finished green. Prime DAX M2b made more on its own than the entire month did, which is exactly why the three that cost us are printed right underneath it.. | |||||||||||||||||||||
The record The one trade that decided it
Eight days long on the DAX, in at 25,383.3 and out at 25,895.2, and it carried 511.90 euro of the month's 885.00. Take this one position out and October is a flat month with a lot of noise in it. | |||||||||||||||||||||
The market The month in the indices
Full calendar month to the 30 October closes (31 October was a Saturday), from FNArena's market numbers table of 31 October 2026, ex dividends. One source for all five, so the figures are comparable with each other. The index we trade most went up and the index our three worst trades were on fell more than five per cent, and that is most of the story of our October. | |||||||||||||||||||||
Anatomy of one trade Two algos, one bet, same exit minute
Those are the first and fifth algos on the leaderboard, and they are the same trade. Both went long the DAX on 22 October, an hour and a half apart and thirty nine points apart, and both came out on the exact same minute at the exact same level on 30 October. Between them they made 984.40 euro, which is more than the whole month did. That happened four times in October, two algos closing on the same timestamp. It isn't a bug and it isn't really a coincidence either.. it is what you get when you run several strategies on one index with exit logic that rhymes. Running five DAX algos is not five independent bets, it is closer to one bet in five sizes, and on a green month that flatters the leaderboard rather than warning you about it. Which is the useful thing to take from an up month like this one. The number was fine. The concentration behind it is what I'd be looking at if I were sizing this book myself. | |||||||||||||||||||||
That's October. A green month, but a thin one, and the shape of it matters more than the figure at the top. This is the first of the monthly letters, so if there's something you want in here every month, just hit reply and tell me. Best regards / Carl | |||||||||||||||||||||
Trading involves risk. Past performance does not guarantee future results. Figures are the published results on the published position sizing, which will not match your own account exactly. PRO REAL ALGOS OÜ, Tallinn, Estonia. This is the web copy of a letter sent to ProRealAlgos license holders. |
