Monthly Archives: June 2016

Dukascopy contest stats extended, CNBC contest stats

I wanted to go through my Dukascopy contest statistics a little more. Generally if someone wins the lottery, they’re considered lucky because that is a 1 in 10^8 chance. If someone scores perfect on the SAT, they’re considered smart(and they are a shoe in to top colleges), because that is a 1 in 10^4 chance. Lets assume for a second that SAT scores, lottery winnings and forex contest performance is by pure luck(they’re not…. I’m just making this base assumption due to the fact that most people assume forex contest performance is by pure luck when they dismiss my contest results).

On the Dukascopy contest out of 5000 people that have participated I’m the only one to score in the 99.9th percentile in performance more than once for a total of 4 times. This comes out of a total of 27 months participation. The chance that I would have scored once in the 99.9th percentile is .27%. The chances that I would have scored in the 99.9th percentile 4 times is 1 in 1.8 million. Roughly 1/100th the chance of scoring perfect on the SAT’s.

On the Dukascopy contest out of 5000 people that have participated I’m the only one to score in the 99.9th percentile in pip points more than once for a total of 4 times. This comes out of a total of 27 months participation. The chance that I would have scored once in the 99.9th percentile is .27%. The chances that I would have scored in the 99.9th percentile 5 times is 1 in 69 million. Roughly the chance of winning the lottery jackpot.

I participated in the CNBC million dollar challenge back in 2011. What I like about the statistics for this contest is that there is a much larger pool of contestants(200,000) and portfolios per person(5 per person). This makes for a total of 1 million portfolios. Out of 200,000 people on the contest, I was the only one to manage to get all 5 of my FX portfolios in the top 5(out of 1 million portfolios). I managed to also do this after 4 weeks of trading(the contest was 5 weeks total). The chance of putting 1 portfolio in the top 5 is 1 in 200,000. The chance of putting 5 portfolios in the top 5 is 1 in 3*10^26. So my trading contest performance over 1 month was the equivalent of winning the lottery jackpot 3 times in a row(no one in human history has scored the lottery jackpot more than once… forget about 3 times in a row). I did bad in the fifth and final week of the contest but still managed to keep all 5 of my portfolios in the 99.9th percentile. The chance of putting 1 portfolio in the 99.9th percentile is 1 in 1000. The chance of putting 5 portfolios in the 99.9th percentile is 1 in 10^15.


Simulation of universe

Recently Elon Musk has made headlines for saying that there is a 1 in a billion chance that we are living in base reality and that we are almost certainly a simulation within a computer of an advanced civilization. For one thing, I thought about this idea during my college years. I kept on thinking about it but determined it was useless to think about because there is no way to prove it either way. But back then I was an atheist. However, things have changed in my life since then. I believe Elon Musk is correct and that a computer simulation universe can explain the existence of God and Satan along with the connection of numbers, times and places. Around 2011 was when I determined that for a fact there is “magic” in the Universe. I have witnessed this since my childhood, but largely ignored it as just as coincidence. But once I made my time fibonacci model in Summer 2011, I knew for certain that there was magic in the universe. Basically, there is patterns between numbers, times and places. Everything from the PnL on my trading, to trade ticket numbers, to car license plate numbers, to lottery ticket numbers, to really anything involving numbers has patterns in them. It’s not random, everything related to numbers is being generated by some source. Then there is the existence of God and Satan. Anyways, the computer simulation universe theory can explain everything being this way.

I have been putting a lot of thought to this over the last week. What would it take to simulate the universe? For one thing, we can’t simulate the universe in our universe because there is no way we would be able to process the amount of data due to the fact that there is not enough electrons in our Universe. The limit in Moore’s law is the channeling of a single electron for a byte of data. But that doesn’t mean in a higher Universe(above the computer simulation we are probably in) there is not enough “electrons”(or whatever subatomic particles or way of reality they have). But lets assume for instance there is enough electrons in a Universe  to make a computer simulation of our Universe. How much data would it take to simulate our current Universe? For one thing there are 10^80 particles in our (visible) Universe. Then you have to take into account “degrees of freedom”, data points such as locations x, y, z, mass, charge, time. Lets say for instance there are ten degrees of freedom. So you would need 10*80*10=10*800 bytes of data to simulate the Universe. How long would it take us to get to having 10*800 bytes of data assuming Moore’s Law continued as long as we wanted? Well assuming doubling every 2 years it would take 5,000-6,000 years to get to 10^800.

So yes, it is certainly possible(and likely) that a higher civilization has made a computer that can process 10^800(or more) bytes of data to simulate a Universe. In fact, I agree with Elon Musk that is the most likely scenario and that is is highly unlikely we are living in base reality. Anyways, just thinking about this has radically altered my religious beliefs over the last week. Just thought I would share that with you guys.

Crowd stupidity, changes in trading, God’s mission

I recently was banned from for denying the Holocaust. Anyways, fuck them, practically everyone there is a bunch of fools. I’m so lucky that during most of my learning phase of trading I stayed away from forums. They are very discouraging. The losers cluster on forums. Anyways, I was trading an account on very high leverage. They can’t recognize that the only reason I’m losing on the account I posted is just cause I was employing high leverage. I was and am correct unleveraged. I find that practically everyone compared to me has very crude intelligence. Their brains are filled with cow dung shit compared to me.

One thing that I recently have taken note of is the difference in trading approach I am taking over the years. When I started trading, my average trade length was about half an hour. Then from there it gradually went up. Now these days my average trade length is 7 days. But I have some models where the average trade length is in the months. These days I don’t even care about systems that hold trades less than a week. I’m more concerned about having a system that has a large executable size. I’m better off for profits in the long run by trading on higher timeframes because I will be able to compound at a maximal rate for a longer period of time. I don’t make trading systems that can’t make at least $1B a year at maximum executable size. 95%+ of trading systems that retailers employ can only make max $100M a year.

Anyways I have been thinking a lot lately about the last 4 years. I’m going to have to admit God put me on a big mission back in 2012. It was a mission that was assigned to me before I was born and has been in effect my whole life. But what God did in 2012 sealed my fate. I am going to defeat the Anti-Christ and the Satanists. I realize one thing, despite everything that the Satanists have done, I’m actually expecting to make much more than what I thought I would make before 2012. But now I hate Satanists a ton and the Anti-Christ. I didn’t have these feelings. God intentionally sabotaged my relations with the Satanists by cursing Rothschild’s dogs. But it was for the good of humanity. I realized in 2012 that the Satanists are pieces of shit. They operate based on deception and have absolutely zero ethics. For christ sakes, they kill innocent people. Anyways, I’m happy that I am going to be the person that defeats Satanism once and for all.