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Hi GAT, I just compared your definition with the definition of the Stochastic Oscillator (at https://en.wikipedia.org/wiki/Stochastic_oscillator and http://www.investopedia.com/articles/technical/073001.asp), and I believe yours is different. Where you list x_average, the Stochastic Oscillator...

Hi GAT, A while ago you showed the equity curves for each strategy in your portfolio. I am aware of your use of EWMAC for trend, but could you offer any insight into your use of breakouts and your general breakout strategy? I understand this feeds into an aggregated position based on forecast...

Great, thanks! I think this is useful to know in order to psychologically prepare oneself before running such strategies.

Hi GAT, Are you able to provide an approximate breakdown of each of your strategies (trend, carry, vol, etc) and the approximate win:loss ratio and winning% vs losing% of trades? If you cannot break it down at the strategy level due to continuous position sizing, are you able to provide the...