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Trading for a living

  • #841
  • Dec 10, 2025 9:40am Dec 10, 2025 9:40am
Quoting notabdullah1
{quote} https://www.youtube.com/watch?v=o-w5Gxss6T0you can watch the whole video but for your case jsut watch from 0:50--3:08 for a quick understanding of what i wanted to say Orderflow trading is a complicated thing that i am also looking to get into soon but as i am mostly on forex so that isn't major for me but you can use platforms like BOOKMAP, ATAS deepcharts and many other things..you have to buy the platform aswell as the data feeds but if you get them then they will surely be help full as they are not some indicators or anysort...
I don't think these order flow tools will improve my current approach, and as you mentioned, they're quite complicated/complex. I prefer simple things. As for my intuition, no, it's not good; otherwise, I could capitalize on it. I've tried using my intuition countless times, but it hasn't improved anything for me. Thank you anyway.
  • #842
  • Dec 10, 2025 10:29am Dec 10, 2025 10:29am
Quoting triphop
So do you really have the time to discover the alpha you need to make it work?
Good question. I have to honestly admit that time has become a real factor for me. I don't know if it's because I'm getting older or simply because I've spent so many years trying things that haven't quite led to the desired result. It's definitely easier when you occasionally achieve success with something. The alternative? Finding a full-time job or restarting my self-employment outside of trading is anything but easy for me and would take just as much time. Besides, I think I'd hardly have the energy or desire to find a trading approach alongside a full-time job that would allow me to earn at least a minimum wage.

Quote
My experience- I've created 3 strategies, each of which was measured in years in development. Not an exaggeration.

Respect for that.

Quote
Or strats based on structural edges based on market constants, like session times cut fix and roll. Usually more robust.

I thought that was one of the points the ORB idea fulfills. It seems less like an approach whose premise is to find market direction and trade it for as long as possible (like trend-following approaches) and more like one that simply aims to exploit the typically higher volatility at market opening times regardless in what direction.

Filters - identify the problem then work out the mathematical solution, don't just slap them on endlessly.

I think the strategy I'm currently using deliberately employs few filter criteria to remain as robust as possible. But yes, I also see the problem that if I execute an order every day where price breaks out of the defined ranges without any context regarding market regime or anything else that might be important, I'll get ripped to shreds despite a positive risk/reward ratio. The last two weeks have been particularly brutal. I just had four consecutive losses at the NYSE opening on NASDAQ and gold. The DAX hasn't fared any better in recent days.

Quote
Re AI, it mirrors the language you use, so use the terminology of traders and your responses will improve tenfold.

Yes, that's probably true. However, it remains generative AI, which is only as good as the training data allows. It would be nice if AI could program me an approach that could achieve my goal of a constant minimum return of 2% per month with a drawdown of less than 10%, but I guess we're not there yet

Quote
Give me ways of improving a breakout strategy using robust volatility models

I think volatility is only as useful in my approach as it can provide clear follow-through analysis of price movements (which apparently isn't the case). My approach uses a 10-day ADR filter that takes volatility into account, and ORB breakouts are ignored/filtered out if the volatility is too low or too high, but that's all. Of course, this only measures past volatility based on tick volume and not real volume and even then it would still only be past-real-volume. Therefore, I'm not really convinced that complex order flow volume analyses using futures platforms would help me find better more accurate entry points. I don't want to know how many of these supposedly large orders that you can see in the order book are actually fake, even if it is forbidden, keyword "spoofing orders" So, probably not a reliable indicator either.

I'll have to take a closer look at the rest of your message later. A few interesting points. Thanks a lot. I've also tried Bollinger Bands in conjunction with ORB. I didn't notice any significant improvement in finding higher-quality breakouts.
  • #843
  • Dec 10, 2025 1:16pm Dec 10, 2025 1:16pm
Hi. I am coming in late, so apologies if this is redundant. I don't spend much time on the forums anymore.

Here is how I trade for a living:
1) Before i left my job, I saved up 6 months worth of expense money needed to cover my monthly requirements. This was hard, and took a long time.
2) Over the years, I acquired a lot of equity in my home. I have a home equity line of credit that is pretty large. I have never had to tap it, but it is there just in case disaster strikes and I need a lot of cash.
3) I stopped trading forex pairs and trade futures (nas, dow, s&P). They are, in my experience, more predictable than forex.
4) I stopped trading my own money. I taught myself the prop trading game and now have over 1 million in assets under management. Took me a while to get there.

Over a yearly time horizon, I make about 2 % per month. Some months more. Some less. Occasional negative month. I could probably make more, but I don't need more so I don't take on the extra risk.

As for my trading strategy, it is so simple I don't think I should say what it is. Others here would find it to elementary and could give me many examples of how it will not work. I wouldn't disagree. But about 4 years ago I decided to dump all the complexity and just trade what I saw. It has worked for me. Yes, it MIGHT stop working tomorrow. But all trading is a gamble, to some extent. I have cash cushions built up so that if it all blows up tomorrow I can easily refund my Prop accounts and start again.

It can be done.

Regards,
  • #844
  • Dec 11, 2025 1:40am Dec 11, 2025 1:40am
Quoting FX-Petra
Hi. I am coming in late, so apologies if this is redundant. I don't spend much time on the forums anymore. Here is how I trade for a living: 1) Before i left my job, I saved up 6 months worth of expense money needed to cover my monthly requirements. This was hard, and took a long time. 2) Over the years, I acquired a lot of equity in my home. I have a home equity line of credit that is pretty large. I have never had to tap it, but it is there just in case disaster strikes and I need a lot of cash. 3) I stopped trading forex pairs and trade futures...
All of that in 10 days?

https://www.forexfactory.com/thread/...5#post15490465
Markets will move to the right.
  • #845
  • Dec 11, 2025 5:14am Dec 11, 2025 5:14am
Structural stuff is about how the governing forces operate - MMs in FX - not the players themselves. Eg what specifically happens at the fix etc etc. You're trading gold and equities, to which the answer is I haven't a bloody clue but no doubt they'll be similar recurring events and management.

Re volatility, you've some crossed concepts here. ADR is your 'predictor' of range. About +/- 30% accurate across the G10 which you're currently using as a filter to exclude low and high vol. It's based on range, not tick volume at all. ADR is a simple measure, and sometimes, maybe in this case, simple is good enough. But a good model will reach accuracy of <20% +/-. And the thing is, EVERYONE uses them outside of retail because they work. You could use it to model the range of the breakout window, the daily range to model stops and TPs. etc etc.

Volume, I only know about FX volume which can't be spoofed if you get a proper feed. But it's a separate project. A layer on top of existing strategies for me, backbone for others. But not for now.

My advice is you need to upskill, be ruthless with your time management, modularise and automate everything you can, and create your own production line for strategies so that your time is used on production and research not trading/charts which can be passed to an agent. It has its own risks; letting agents run wild in your absence, so you'll need extra care. Follow a quant - there are a few on YT et al. Get your production line in order; data, testing methodology, automation and broker integration etc. Sub to GPT and Kiro. And look to form reusable blocks - there's virtually no strategy that can't be improved with a robust volatility model for eg. So it's not just for your ORB, its for anything.

Reason why I'm saying this, even though this isn't what I did, is that the methods of trad quant are by and large all out in the open. It's all about execution and how you apply them, which with agentic dev is now in reach for everyone. Plus, should you need to return to work, these are all valuable, transferable skills.
  • #846
  • Dec 11, 2025 7:28am Dec 11, 2025 7:28am
Quoting triphop
ADR is your 'predictor' of range. About +/- 30% accurate across the G10 which you're currently using as a filter to exclude low and high vol. It's based on range, not tick volume at all. ADR is a simple measure, and sometimes, maybe in this case, simple is good enough. But a good model will reach accuracy of <20% +/-.
How does one assess the accuracy in this context? Wouldn't that require a concrete backtest to find out the performance differences between, for example two models, ADR and ATR? I don't know why the developer of my ORB strategy chose ADR over ATR but since the strategy aims to trade only intraday and not hold positions overnight, perhaps that's why. ATR also includes gaps.

This is what is currently being done but all based on the ADR

- Min. range as percent of ADR
- Max. range as percent of ADR
- ADR multiple for stop loss
- ADR multiple for take profit
- Trail stop using ADR
- ADR multiple for trailing stop
- ADR multiple to start trailing stop)

Yes, perhaps there are better ways to create a more robust volatility filter that is more precise and perhaps more forward-looking. I'm only familiar with ATR, ADR, BB, and SD. Since these all essentially measure historical volatility, it doesn't really mean that it won't change drastically at the exact moment of a breakout entry. But yes, the point is probably to get more frequent and accurate predictions on average under ever changing market conditions.

Quote
My advice is you need to upskill, be ruthless with your time management, modularise and automate everything you can, and create your own production line for strategies so that your time is used on production and research not trading/charts which can be passed to an agent.

Yes, that sounds good. I'm now more interested in developing my own strategies, even if they might build on existing approaches. It's definitely better that way, since you understand everything in detail because you've built and tested it yourself. Maybe I'll start by reprogramming the ORB I bought.

Do you think that to achieve my stated goals (a consistent min. return of +2% a month under a MaxDD of -10% is within reach or how else should I proceed if maintaining consistent monthly or at least quarterly return is not possible in the long term? As I said, I have no idea how I would live without such constant minimum returns, especially considering that I don't have enough savings to fall back on in case of emergency.

AI says:

A consistent 2% monthly return (≈26.8% annual) with <10% maximum drawdown is possible, but rare and very difficult to achieve over long periods. A 2% monthly return with <10% drawdown implies a Sharpe ratio above 2.0 and often closer to 3.0, which is extremely high.

For comparison:

  1. Average hedge fund Sharpe: 0.7–1.0
  2. Top-tier quant funds (e.g., Renaissance, Citadel): 2.0+
  3. Retail traders: typically negative

  • #847
  • Dec 11, 2025 9:20am Dec 11, 2025 9:20am
Quoting FraterRedox
{quote} All of that in 10 days? https://www.forexfactory.com/thread/...5#post15490465
I was looking for information about trading CFD's with prop firms. As a US citizen, I cant trade cfd's with domestic prop firms (at least none that if find trustworthy). I have been a member of forex factory for many years, and trading since 2005. As I said, I almost never post in the forums anymore. Best of luck to all and kind regards.
  • #848
  • Dec 11, 2025 9:29am Dec 11, 2025 9:29am
Quoting Noisy
{quote} How does one assess the accuracy in this context? Wouldn't that require a concrete backtest to find out the performance differences between, for example two models, ADR and ATR? I don't know why the developer of my ORB strategy chose ADR over ATR b
You've got some heavy googling to do. Why would your dev choose it? Most likely because it's easy, it's simple. This stuff is not trivial. Yes you need comprehensive backtests, yes you need to create your own version of this. Yes it's possible. Achievable? I don't know your skills & commitment levels. Impossible for anyone to say. But in theory yes.

don't spend too much time worrying about sharpes, just work out at every turn, what's the best in class way to do X/Y/Z. It will, I guarantee you, not be detailed on a thread in FF. I know most people say it's all piece of piss and this is overcomplicating things, but the reason these methods is exist is they're demonstrably more profitable than the bog ordinary. So it's a choice...
  • #849
  • Dec 11, 2025 9:57am Dec 11, 2025 9:57am
Quoting triphop
{quote} You've got some heavy googling to do. Why would your dev choose it? Most likely because it's easy, it's simple. This stuff is not trivial. Yes you need comprehensive backtests, yes you need to create your own version of this. Yes it's possible. Achievable? I don't know your skills & commitment levels. Impossible for anyone to say. But in theory yes. don't spend too much time worrying about sharpes, just work out at every turn, what's the best in class way to do X/Y/Z. It will, I guarantee you, not be detailed on a thread in FF. I know most...
Thank you. Yes, it seems I still have a lot of work to do.
  • #850
  • Dec 15, 2025 7:36am Dec 15, 2025 7:36am
Quoting triphop
{quote} You've got some heavy googling to do. Why would your dev choose it? Most likely because it's easy, it's simple. This stuff is not trivial. Yes you need comprehensive backtests, yes you need to create your own version of this. Yes it's possible. Achievable? I don't know your skills & commitment levels. Impossible for anyone to say. But in theory yes. don't spend too much time worrying about sharpes, just work out at every turn, what's the best in class way to do X/Y/Z. It will, I guarantee you, not be detailed on a thread in FF. I know most...
Unfortunately, I'm not sure which type of volatility filter would be the right choice. I've only compared ADR and ATR for my ORB system, and it makes no real difference. The backtest results are almost identical for the most part. I found a study here that compared a classic ORB system versus the same using volatility forecasting from a GARCH model and concluded that this extended volatility model actually delivered worse results.

"Still, no indications of momentum being affected by volatility were found since the strategy of ORB with volatility adjusted thresholds did not yield any better results than the regular ORB".
  • #851
  • Dec 15, 2025 9:52am Dec 15, 2025 9:52am
Quoting Noisy
{quote} Unfortunately, I'm not sure which type of volatility filter would be the right choice. I've only compared ADR and ATR for my ORB system, and it makes no real difference. The backtest results are almost identical for the most part. I found a study here that compared a classic ORB system versus the same using volatility forecasting from a GARCH model and...
For gold, me neither. GPT says EGARCH or HAR-RV. HAR-RV-X is best for FX (where X is economic release weighting), which is the only area I know. You could try with implied IVs too, simpler to implement and very clean too.

Forcast the window and the day.

Also, watch academics, they rarely run forecasts at sensible times - eg gold likely CME close 18:00 CT is going to perform best because of settlement & IVs.

It's hard work I know. And like FF, you can't take any paper's say so only try out for yourself. That guy is young and inexperienced - EMH, Jesus - so you need to be cautious of any results just as you would here.

you're also curve-fitting to a trend by focusing on gold. The ORB will stop working the moment gold stops trending, at which point you're simply a macro trader pointing your strat at that which you believe will continue.

this is why thinking bigger - getting forecasts as good as possible first- then creating strats around them is a more sane approach IMO.
  • #852
  • Edited 10:21am Dec 15, 2025 10:09am | Edited 10:21am
Quoting triphop
{quote} For gold, me neither. GPT says EGARCH or HAR-RV. HAR-RV-X is best for FX (where X is economic release weighting), which is the only area I know. You could try with implied IVs too, simpler to implement and very clean too. Forcast the window and the day. Also, watch academics, they rarely run forecasts at sensible times - eg gold likely CME close 18:00 CT is going to perform best because of settlement & IVs. It's hard work I know. And like FF, you can't take any paper's say so only try out for yourself. That guy is young and inexperienced...
Thanks for your input. I'll take another look at the filter methods you mentioned. I agree that information from studies and forum comments should be taken with a grain of salt.

Regarding gold: I only added gold after the developer of the ORB system advised me to do so. Before that, I had started an account trading five indices (DAX, FTSE, NASDAQ, DOW, S&P 500). But that was apparently far too correlated. Since then, I've been trading an account with only the DAX, NASDAQ, and Gold. Gold and NASDAQ trade the NYSE opening, and the DAX trades the official Xetra opening (e.g DAX = 08:00 am UTC, NAS & Gold = 14:30 pm UTC).

This mix (DAX, NAS, Gold) has been working somewhat better since then. The win rate is a respectable 44%, with an average R-value of 1.68. It's not spectacular, but significantly better than the 5 indices account with only a 36% win rate and an average R-value of 1.75.

Overall, the ORB strategy doesn't seem to be as "easy" and profitable as often advertised. Over the last three months, my DAX, NAS, and Gold accounts have at least achieved my desired minimum return under the desired maximum risk. December isn't looking good so far. There have been many losses due to all the false breakouts, but it's difficult to find systematic filters that mitigate these losses without also filtering out the crucial winning days.

I've also tried Forex, by the way. GBP/USD in particular, but I had even worse results, whether trading the London open manually (adding my own discretion) or automatically.

In general, I think a mix of several systems would probably make sense (portfolio approach), but it's already difficult enough for me to even come up with ONE halfway consistently working/profitable system.
  • #853
  • Dec 15, 2025 10:27am Dec 15, 2025 10:27am
Quoting Noisy
{quote} I've also tried Forex, by the way. GBP/USD in particular, but I had even worse results, whether trading the London open manually (adding my own discretion) or automatically. In general, I think a mix of several systems would probably make sense (portfolio approach), but it's already difficult enough for me to even come up with ONE halfway consistently working/profitable system.

I hear you. It's like taking a cold bath when you realise how hard it is to come up with decent mechanical strategies. re fx, if I was trading breakouts, running it from the fix *should* yield better results.
Without doing the work myself, it's educated guesswork as to what would improve it best - getting to grips with implied IVs if you can stomach it would be the most likely bet. The best thing is that will be inherently reusable, everywhere.
  • #854
  • Dec 15, 2025 12:24pm Dec 15, 2025 12:24pm
Quoting triphop
{quote} I hear you. It's like taking a cold bath when you realise how hard it is to come up with decent mechanical strategies. re fx, if I was trading breakouts, running it from the fix *should* yield better results. Without doing the work myself, it's educated guesswork as to what would improve it best - getting to grips with implied IVs if you can stomach it would be the most likely bet. The best thing is that will be inherently reusable, everywhere.
LD/NY open is basically what I tried as these times likely corresponds most closely to real exchange openings where higher volume/volatility is expected. This is also readily apparent when looking at a chart with some basic tick volume indicator. The highest tick volume usually occurs at the LD/NY open (at least for currency crosses like EU/GU etc.)

From AI

The concept that forex breakouts work best "at the fix" refers to specific times when major global markets open, leading to a surge in volume and volatility. These market openings (or "fixes") provide the momentum often needed for legitimate breakouts, unlike other times which may be prone to false moves.

Key Trading Sessions and Breakouts
Breakout strategies are often timed to coincide with major market openings, specifically:

  1. London Session Open: The opening of the London market sees a significant surge in trading volume, particularly for currency pairs involving the British Pound (GBP) and the Euro (EUR). The strategy works well with the GBP/USD pair because it trades lightly during the Asian session, making the London open a "real" market opening with high momentum.
  2. New York Session Open: Similar to London, the New York market open (around 9:30 AM EST for US equities, slightly different for 24h forex) generates high volatility as new fundamental information and initial reactions to news events come into play. Many traders focus on the opening range breakout (ORB) strategy during this time.

From AI

ADR (Average Daily Range) as a Filter
ADR is a historical measure of an asset's typical daily price movement.

  1. Function: It helps identify stocks or futures with sufficient historical volatility for the strategy to work.
  2. Advantage: It is a straightforward, easily calculable historical metric that helps set realistic profit targets and stop losses based on typical daily movement.
  3. Disadvantage: It is backward-looking and slow to react to sudden news events or changes in market sentiment. Using ADR alone might mean missing opportunities during sudden volatility shifts or taking trades when current conditions don't match the historical average.

Implied Volatility (IV) as a Filter
IV is a forward-looking, market-based estimate of future volatility, derived from options prices.

  1. Function: It indicates the market's expectation of future price swings and reacts immediately to new information, such as earnings reports or major news.
  2. Advantage: It is more dynamic and current than ADR, helping traders anticipate potential high-impact moves and filter out periods of low market interest where breakouts often fail.
  3. Disadvantage: IV is primarily applicable to options trading. While IV data (like the VIX) can provide context for the broader market, directly applying IV as a filter for stock-specific ORB may require specific conversion formulas or access to options data for the underlying asset.

Combined Approach
For an ORB strategy, the most robust approach is often a combination:

  1. Use ADR to screen for instruments that are generally volatile enough to produce meaningful daily moves (e.g., ensuring a stock's current Average True Range (ATR), a similar metric, is above its 20-day average).
  2. Use IV (or a related real-time measure of current volatility) as a real-time filter to confirm the current market sentiment and ensure a trade is not a false breakout in a low-volatility environment. High IV at the open often suggests greater breakout potential.

More...

An implied volatility (IV) filter may not be improving your Opening Range Breakout (ORB) strategy because implied volatility is a forward-looking metric that affects option pricing, not necessarily the immediate directional momentum or trend of the underlying asset needed for a successful ORB trade.
ORB strategies rely on capturing the immediate momentum from an initial burst of energy at the market open, often associated with realized volatility (actual price movement), not implied volatility (market expectations).
Reasons for Ineffectiveness

  1. Implied vs. Realized Volatility: ORB capitalizes on the actual price swings (realized volatility) driven by early market activity. Implied volatility measures market expectations for future volatility over a set period (e.g., 30 days) and does not always correlate with the immediate, short-term price action of the opening range.
  2. Timeframe Mismatch: IV metrics are typically designed for options trading over longer timeframes (days or weeks), where vega (sensitivity to volatility changes) is a significant factor. Day trading with ORB uses a very short timeframe (e.g., 5, 15, or 30-minute charts), where gamma and theta (sensitivity to price changes and time decay) are more relevant.
  3. Strategy Misalignment: A high IV environment generally means options premiums are expensive, favoring strategies that sell premium. An ORB strategy is typically a directional, breakout-buying strategy that may suffer if the breakout fails due to inflated premiums or increased "fakeouts" which are common in high-volatility environments.
  4. Widespread Use: The general effectiveness of the original ORB strategy has reportedly diminished over time due to its widespread use, leading many institutional traders to use it to trap retail traders with false breakouts.

Alternative Filters and Refinements
Instead of implied volatility, traders have found success using other filters to refine the ORB strategy:

  1. Average True Range (ATR): Using an ATR-based filter can help set minimum volatility thresholds or smarter stop-loss levels based on recent actual price movement, which is more relevant to an ORB trade.
  2. Volume Analysis: Filtering breakouts with high relative volume often indicates stronger institutional conviction and a better chance of continuation.
  3. Moving Averages and Indicators: Incorporating moving averages (like the 9 and 21 EMA) or oscillators (like an RSI or MACD for confluence) can provide additional confirmation signals to filter out false moves.
  4. Broader Market Context: Considering the trend on higher time frames or using indicators like Anchored VWAP can help ensure the ORB setup aligns with the prevailing market direction, rather than fighting against it.
  5. Break and Retest: Instead of entering immediately on the initial breakout, waiting for a "break and retest" of the opening range boundaries as new support or resistance can help confirm the breakout and offer tighter stop losses.
  6. Market Regime Classification: Research suggests that ORB strategies perform better in specific market regimes, and a filter that classifies the current market environment (e.g., trending vs. ranging days) can be more effective than a generic volatility filter.

  • #855
  • Dec 15, 2025 2:01pm Dec 15, 2025 2:01pm
I give GPT a hard disagree on this. Volumes increase at session open, however the significance of the fix is that IV figures are published, which all vol models calibrate against. Try it. If I’m wrong, shoot me!

Also yes IV <> Range but they’re so close as to be virtual twins. The more accurate your forecast the better you know what’s ’normal bounce’ for a range vs true breakout.

it’s good to check these things but be careful — it’s been fed on retail gubbins not institutional notes. It copes very well with models and maths because it can source academic papers behind them. Actual alpha it’s like a blond donkey
  • #856
  • Dec 15, 2025 3:20pm Dec 15, 2025 3:20pm
Quoting triphop
I give GPT a hard disagree on this. Volumes increase at session open, however the significance of the fix is that IV figures are published, which all vol models calibrate against. Try it. If I’m wrong, shoot me! Also yes IV <> Range but they’re so close as to be virtual twins. The more accurate your forecast the better you know what’s ’normal bounce’ for a range vs true breakout. it’s good to check these things but be careful — it’s been fed on retail gubbins not institutional notes. It copes very well with models and maths because it can source...
GPT is trash. Have you tried Claude btw?
  • #857
  • Dec 15, 2025 4:10pm Dec 15, 2025 4:10pm
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot(36).png Size: 12 KB


Trading is about to find the direction price is moving. Both buyers and sellers build the angle of direction that are happy about some time. They give small details on the move and it is our work to care about this hints. As you can see in picture three arrows are not possible, as they represents extremes.
Perfection is the enemy of good enough!
  • #858
  • Dec 15, 2025 4:18pm Dec 15, 2025 4:18pm
Quoting Jibun
{quote} GPT is trash. Have you tried Claude btw?
Yes, I recently started testing Claude but mainly for coding purposes because that’s where it seems to shine.
  • #859
  • Edited 4:45pm Dec 15, 2025 4:34pm | Edited 4:45pm
Quoting MichaelSch
{image} Trading is about to find the direction price is moving. Both buyers and sellers build the angle of direction that are happy about some time. They give small details on the move and it is our work to care about this hints. As you can see in picture three arrows are not possible, as they represents extremes.
The last red arrow pointing downwards at a 90-degree angle is indeed possible. It represents the success I've achieved in trading over the past 20 years if trying to predict and trade the next „move“ price will make (laughs).

If I had invested all the money I've deposited into trading accounts over time in an ETF or stock fund, I probably wouldn't even be worried about having to trade for minimum wage now.

Even my crypto buy and holds since 2015 have outperformed my trading by x1000000. Unfortunately I could only buy little otherwise you would find me on the Yacht shipping around some caribbean island…
  • #860
  • Dec 15, 2025 5:01pm Dec 15, 2025 5:01pm
Quoting Jibun
{quote} GPT is trash. Have you tried Claude btw?
Yep, Kiro+Sonnet for coding, GPT for maths, specs, architecture mainly. I've been impressed on that front, but given that reply, it's got a
consistency problem...
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