Progress Update 3: What Should I Name My Hedge Fund?

    Today I wrote down the estimated returns for both versions of my trading algorithm: longs and shorts allowed and longs only. Let me start this blog post off with a question: What should I name my hedge fund? The year over year returns are spectacular! Here is the data I mapped out on the public Google Sheets comparing the two versions of the algorithm to the normal SPY returns:

    This isn't saying that the algorithm is 100% perfect. There is one option I thought of today while I was skating to try to tighten stop losses to previous bar closes and opens instead of previous bar's lows or highs. There is also one more problem with the algorithm that I do not know how to fix yet. This problem is where the algorithm will quickly open and close a position in the middle of a "trend-catching" position. The reason this "bug" doesn't significantly show up in the returns is because it opens and closes a position so quick that the realized P/L will be less than 0.1% or even 0. In theory, this is eating into my profits by a hair based on the $0.01/contract "fee" that the algorithm accounted for when discount brokers sell my order flow. Based on the amount of glitches there are, I am losing $0.02/glitch. That is one of the main reasons why my algorithm, on the surface, seems to be trading a bunch of noise.

I'll look into these improvements tomorrow. And someone please help me with a name for a hedge fund. Dubauskas Capital isn't really catchy.