Ok, so I decided I want to focus on the funded account challenge, so I'm gonna stop trading this strategy on my main account for now. I think it simply doesn't work in these market conditions and trading discretionally (read: shorting the Euro) just works so much better right now. I've already...
Forgot to update the alpha. The YTD alpha at the end of February was 3.46%. So despite losing money at this point, at least I'm still better off than if I had just passively invested in the SP500.
The alpha for February alone was -3.29%.
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