Since this post and the picture on the arbitrage strategy caused an inadequate reaction from well-known amateurs, then I saw fit to explain in one post, to avoid further questions and misinterpretations.
I want to say again, that the arbitrage strategy has nothing to do with those trades, which I show in the blog. By instrument, which I use in arbitration, I am not making recommendations on the blog.
An arbitrage drawdown occurred with 4 on 5 May and has nothing to do with the ES SHORT result , which I have been showing on the blog for a long time ,just can't have!!!. Last trade on short ES closed 6 May.
Below picture, which shows when the drawdown occurred.
To the question, why the result has worsened, I posted in the first blog post.
Even if we consider the total result, although the size of accounts is completely different, then the ES short yielded better results. than a fall in arbitration.
