swing trading futures: 12% return max 3% drawdown...1 month...

as the title says...i've been swing trading futures after a long time away: 12% return max 3% drawdown...1 month (thats a 2.7 sharpe)...how many months until a platform fund would be interested?

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HF
Research Associate in HF - Event
Anonymous

Jan 17, 2020 - 5:48pm

Typically top swing trading hedge funds would like to see at least 8 weeks of performance but it seems you have really got the swing of things so I'd say in your case you're probably looking at 6 weeks max to start fielding offers. Keep it up!!

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ironnchef

Rank: King Kong
1,926

Jan 17, 2020 - 6:00pm

you can't be serious...i'm assuming something like 6 months minimum...even i wouldn't trust just 8 weeks. who would possibly be interested?

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HF
Quant in HF - Other
Anonymous

Jan 17, 2020 - 6:07pm

Admittedly I'm not that familiar specifically with swing trading HFs but that still seems very short to me. On the scale of a HF's monthly track record that's only 2 data points, surely that's way too short to be able to infer anything from?

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ironnchef

Rank: King Kong
1,926

Jan 17, 2020 - 6:13pm

also...assuming i can keep up this performance...which funds should i reach out to?
this isn't a relative value strategy...so i'm not sure who hires traders/PMs for this kind of strategy?

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