No matter what I do, I can not get a high Sharpe. Is a Sharpe above 1 even possible?
u/RoozGol ·
Reddit — r/algotrading
· April 16, 2026 at 14:08
· ⬆ 15 pts
· 💬 60 comments
| View on Reddit ↗
AI Summary
Summary
The post author is struggling to achieve a Sharpe ratio above 1 for a swing trading strategy on a single asset, despite a reported high profit factor and low drawdown.
The author's thesis is that the Sharpe ratio may be an inappropriate or overly sensitive metric for evaluating low-frequency/swing trading systems.
Quality assessment: Noise. The post presents no specific strategy details, asset class, or verifiable data. It's a meta-discussion about performance metrics with an extremely small sample size (16 trades).
Score15
Comments60
Upvote %68%
▶ Full Post Text
I have a strategy with a high profit factor and modestly low drawdown. But no matter what I do, the Sharpe ratio is always below 1. If you see the graph, Buy and Hold will have a much higher drawdown compared to my strategy.
**Edit:**
Thank everyone for your kind responses. Apart from the typical negative comments that are rooted in envy and jealousy, I got exactly what I was looking for.
It seems getting above 1 Sharpe with a single strategy for a single asset is rare. I also learned that for swing trading systems, Sharpe absolutely loses its meaning. It seems to me that it is very sensitive to returns' velocity (rate of change of equity curve), which is fine for low-frequency systems.