Recent content by Cole

I know this has been discussed 5000 times or more, but is there anyone that has experience with a technical trading methodology that if followed will produce a consistent profit? I have seen Velez, but he clearly has a stake in the commissions and his approaches are to subjective for me from...

Thanks for the continued response. Good info! Many people like to add their own filters to trading results, be it Sharpe ratio, Calmar, Sortino etc... MAR ratio is not the king of system stats but an important one. I agree the worst drawdown can and will happen. How much can someone stomach...

Thanks to John Joseph for the excellent advice. I understand how a 250% return looks unreasonable, but this is a reasonable computation based on the number of betting opportunities arise from a combination of short term through longer term trading systems. By reducing betsize and...

I appreciate all the responses, and no Lindq I am not afraid of hard work. I offer this opportunity to any investor who is prepared for the journey that lies ahead. My systems are very robust and will not crumble during real time trading. After 3.5 years of trade by trade out of sample...

Thanks for all the responses. Prophet, here are some answers: (1) This is a combination of three of my systems that can be traded with less than 200K. I can show a report with all of my systems, the resulting equity curve is smoother. The capital requirements do rise to around 300K...

Attached are some monthly equity numbers from a combination of three of my systems with stats. All markets are traded with the same parameters. No curve fitting!! Only high liquidity portfolios are utilized in this test. The numbers in this test get huge quickly, but keep in mind this is...

I will post some hypothetical equity curves and info on my systems in the next 24 hrs. My capital requirements are not chosen arbitrarily. After extensive portfolio testing, I know what markets must be traded to diversify properly. Risk of ruin is much higher with a poorly capitalized and...

I have developed six very robust short to medium term futures trading systems, but am encountering much resistance in the search for an investor. My systems have an excellent risk / reward ratio, and are based on original concepts. I have much research and testing that I can show a potential...