1. Select sources with process, not hype
Favour traders who publish a coherent approach and risk controls. Look for stable drawdown, not just high returns.
2. Diversify across uncorrelated ideas
Run multiple master→slave routes spanning instruments and timeframes. Cap exposure so one source cannot dominate risk.
3. Align slave-side risk
Use fixed lots for consistency or balance-weighted sizing to scale with equity. Set maximum position count, per-symbol caps, and daily loss limits.
4. Monitor the right metrics
- Monthly return and volatility
- Max drawdown and recovery time
- Hit rate vs. average win/loss
- Instrument and session contribution
- Slippage and execution quality
5. Close the feedback loop
Run monthly reviews, prune underperforming routes, and reweight allocation. Small, data-led tweaks compound meaningfully over quarters.
Was this useful?
Send feedback or questions.