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This is the "actively managed" portion of my portfolio. The rest is in passive lower "risk" assets.

Ugh, as I mentioned earlier, I have a lot of experience trading (6 years). I understand that psychology is more important than all else. That's a given. That's also why I'm trying to go 100% non-discretionary. ;)

What objective method would you choose to identify volatility? Beta, ATR, ect ...? What time frame? Or would you use something more general like VIX?

Thanks for the reply. The problem with this is that it's taken me a long time to build an indicator that was this "accurate" for my mid-long term style. Unfortunately, I can't simply make a few tweaks and get additional entry signals. These are the signals I have to work with and I'm trying...

While I very much appreciate you taking the time to respond, I don't think you read my initial post. I've been trading/investing for years. In my initial post I clearly mention what I'm trying to achieve and that all strategies "look good, until they don't". I was hoping you guys could shoot...

It would be interesting to see what would happen if I flipped the system and used terrible companies during downtrends.

I'm not saying I'll hold no matter what. I'm saying that each red line is a sell signal, that correlates with overbought and a break in uptrend. Each of those signals shows weakness. So I react by taking some profits and reducing my exposure. But if the stock continues higher, I still have money...

Thanks again guys for your input :) @eganon69: I will not use trendlines as I said before this needs to be 100% objective. Zero decisions made by me. It doesn't matter how many rules you create, trendlines will vary and will be nearly impossible to accurately backtest and will be subject to...

The profit taking signals occur when a stock is both overbought and breaking a shorter term uptrend. So the odds of getting a profit-taking signal during a drawdown is very, very small. However, these are fundamentally fantastic companies. Companies that I want to own for the mid to long term...

Thank you Eganon for the thoughtful reply. To clarify a few things: 1) My goal is to completely remove discretion. The entires/exits shown above are from an indicator I built. My idea was that buy and hold would be preferable, but I'd like to take some of the risk of major drawdowns off the...

How do you figure?

The last 3 charts cover the 2008 fall. You'll see that in each those cases several profit taking signals were triggered before the fall. Meaning, that the initial $60,000 position (for each stock) was whittled down to very small positions when the drop came. Which is a good thing.

To make it easier: Green lines = $60,000 entry Red lines = $15,000 profit taking (remaining position is still being held) Generally speaking

Long time lurker, first time poster. Goal: 15% or greater per year (averaged over 5 years). Account Size: Approximately $900,000 (taxable acct) Timeframe: Weekly Position Strategy: Ideally 15 open positions, approx $60,000 each. I won't be going over how I decide which stocks to trade in...