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up 1,9% for first quarter. not much downside, not much upside. boring, boring.

i am building automatic strategies. each of them is by definition as a "system" to some extent static. i am constantly trying to add new stuff in order to replace things that have passed the peak of their lifeCycle as a system. long term trend following has some nice features and usually makes...

it is not just the 20 and 55 variable, the concept as such seems outdated.

i would not mind the draw downs, if the thing overall made money, but it does not. i would see a strategy of this kind tradeable, if test sharpe ratio are near or above 1, and i would consider it good with sharpes above 1.5. our test since 1993 had negative sharpe.

i did it on the whole original portfolio, including all the portfolioCorrelatioMoneyManagement-stuff. single markets are impossible.

i tested the concept of the http://www.originalturtles.org/scams.htm website on data from 1993 until now and it turned out that the system was not profitable. i was pretty aware that it would not be a great thing - because it was public for quite a while - but honestly speaking i did not think...

i have a system in place that will take an experienced person not more than two weeks to figure it out and i have one where several levels of complicated and non-intuitive steps make it literally impossible to reconstruct. as many other threads on ET an interesting subject is discussed so...

hanseng you do not get the nature of this game here.

but the point is that - no matter how smart you think you are - he is smarter because he makes you do what he wants you to do. again and again. he probably performs something like this on a dozen boards to attract people for his site.

axe? hallo axe? don't you get it? this is NO real conversation. and it will never be ...

dear serious et members, would you please be so kind and not feed the marketing plan of this mr mr, walmart student and back hair model? would you?

shit. he really got me this time.

pingpongpinggelingeling i think it is time for this board's management to consider steps against this kind of promoting a website. it is very obvious that all the provocation serves the one goal to attract members for mr markets website.

the results are independent, but the trades are not? what shall that mean? what is the difference between trade and result in this case?

peter thanks a lot. peace

thanx. i think this game has been over for quite some time ...

[/B] i think everybody could clearly see what (s)he was actually referring to. i do not waste time playing formal games. ... btw it is again and again a big surprise that you do not stop quoting yourself. do you get paid from someone for filling screenspace on this board?

not your first and most likely not your last obscure statement.

this thread, as many others here, is based on the false assumption that people who post here do similar things. thus a general statement on streaks is useless to talk about in such a general way. i have a system that produces two kinds of trades. one that has nothing to do with the previous...

i was asked to judge the following strategy: 1. buy stocks with relative high implied vola 2. sell atm calls 3. buy 20% OTM put the portfolio size is about sixty names. there is no fundamental analysis of the stocks. they are taking in for portfolio reasons, a momentum factor and...