Got a sharpe of 2.0

I only do automated trading and my sharpe ratio over 7 years is above 1 but below 2 (and improving every year) and still I'm satisfied with the results as the returns have been positives every year, non-corrolated to the market and above the market return. With your Sharpe above 2 over 2-3 years, you should be able to automate this successfully. Now your post was in 2014 so I'm curious to hear how things have gone since then.

Cheers

P.S.: Interactive Brokers allow to easily generate reports showing the Sharpe ratio (as well as other interesting metrics) of your trading account. As I showed in a previous post (

Sortino ratio ? Do you track the sortino ratio for your actual trading results (btw easy to generate with InteractiveBrokers) and what would you consider a good ratio for day trading (not swing trading)? Those who have a long term (+3 years) track record, please feel …

) very few traders are able to keep a Sharpe above 1 over a long period. As a side note, I personnaly prefer tracking the sortino which in my view is a better proxy.