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This is funny. I was young, naive and inexperienced back then too. I have wasted so much time trying to decipher THE SECRET from acrary's posts to no avail. I really wanted that edge where your return is ten times the drawdown with barely any losing months. The internet wasn't like today, the...

I 'member MAESTRO too. I didn't follow his posts closely but I recall something about his secret formula where he takes the price, divides it by ATR then makes dollar inflation adjustment (or something like that). This supposedly transforms the price data into normal distribution and for some...

That sounds easy on paper but I have yet to see any evidence that it is possible. For example, in real life by the time you determine that the market is trending it is too late to hop on that trend. If you don't try to predict what environment you are in and simply combine multiple systems, it's...

I recall reading acrary's posts around mid 2000s. He made a great impression on me back then. Lately I was looking back at it and I can't help but think that not everything is as perfect as it seemed. For example the edge test which is supposed to prevent overfitting. It's a p-value against...

What's the strategy then? Wait indefinitely until position goes to green? Average down when in red?

300 trades, all wins? I don't think that's credible.

Of course I did not stop reading and I saw that 0.1. But Rob, "defaults" does not mean that is what is used in live trading.

I understand. For me the book was very clear and understandable, I would not mind if it was significantly more complicated than it was (I guess I'm in the minority). Just asking if you're using +/-10% range of forecast at 10 or some other percentage. I'm using 10% (of "forecast at 10") and so...

I see this is a different method than in the book. I looked into your code and found it is "forecast" buffer_method (alternative to "position"). Do you use 10% buffer size as well?

I'm looking at "-0.032/0.032" and the mid point is 0, therefore it can't be +/-10% (or any other percentage for that matter). What method do you use here?

Why do you have two values for the optimal position under the "Optimal versus actual positions" section? E.g. "-0.075/0.215" for "medium_speed_TF_carry AUD". Is it some sort of position buffering?

That's a good point. I think I will use your suggestion and spread initial entries across a few days.

Thank you for your response. Would you mind elaborating on what you mean by operational risk? A risk of mistakes having to open so many positions in one day?

Hello Rob, Suppose you were starting trading today. A lot of commodity markets had a good run up and are at "inconvenient" highs right now. You would get max signals on a lot of stuff. Would you follow it blindly and enter the markets as the system tells you or would you consider another...

Technical analysis is mumbo jumbo regardless of market participants. Technical analysis is just you projecting your pareidolia onto an arbitrary price chart.

Buying deep OTM puts is likely the essence of the strategy, although in reality they probably run something more sophisticated than the recipe outlined in the book. The firm did gain that in March 2020 but the media made it out to be more than what it is in reality, as always. There is a 2020...

They have some papers published on their site. E.g. https://www.universa.net/UniversaResearch_SafeHavenPart1_RiskMitigation.pdf From my understanding, they are not after making money in the long run, but to provide a hedge ("insurance") against large market drops. In the paper they explore a...

Hello Robert, Have you ever looked into Universa (Mark Spitznagel/Nassim Taleb) tail hedging fund? According to them you could beat the market by simply investing 96.67% into S&P 500 + 3.33% Universa Tail Hedge (CAGR 11.5% vs S&P 500's 7.9% since inception in 2008 March). What's more, that...

Thanks for the clarification. Have you considered that the seasonality patterns introduce increased turnover or is this something insignificant and of little importance?

Pardon, is that for natural gas or crude oil?