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Winton Capital Management (Trend follower) Jan....... Feb .....Mar .... Apr ...May....YTD -5.38% 6.58% 4.64% -4.21% 6.40% 7.55% There are many trendfollowers, some are having decent years despite the choppy markets. Winton has 2 billion under management. Jay likes to find the worst...

Oh, yeah name one person that can do this with any sort of accuracy. I have yet to meet anyone that can predict the future with any accuracy, but I do know a great fortune teller.

I think if an investor had been with VN for that amount of time, they would have lost about 6 fortunes, am I right Jay? Thus having a negative total return. 5yr PS I am refering to the chart above. How can you attack JWH's drawdowns and support VN when VN has lost EVERYTHING 3 times...

its a little different than buy and hold. Drawdowns are substantially better in Managed Futures than buy and holding, John Henry has some of the must volatile returns in the sector, most other have substantially lower drawdowns. Returns are much better as you can see from the chart.

Oh, thats what it means. I have been searching dictionaries all day. Thanks for clearing that up :D

I love this, all this talk about how bad the drawdowns are in trendfollowing. What about buy and hold, what are the drawdowns for that strategy? If you invested in SPYs your max drawdown is 44%, and 5 years later still trying to hit the high water mark, John henry has never taken that long...

long from the open. Good Luck

Wow, I think this is a really interesting study. This shows that indicators that include volume should probably be tossed out the window. All the volume is during the day, but all the money is made overnight.

Closed at 113.09 up 67 ticks, nice:D

The Price tells you everything, current and past, it reflects the views of all market players at the current point in time. It doesn't predict the future. If you find an indicator that does reflect future information (whether fundamental, technical or metaphysical) please let me know. 5yr

increase your leverage, then you can get your returns over 100%, but watch the DDs. I dont know what kind of system you are using but if it is trend following in nature you may want to increase the length of time you hold trades, maybe look at futures markets, they seem to work better.

In Ripley's case the answer is no. Have you paid off your credit card yet?

The reason I am posting sarcastic answers is because trading doesn't supply a constant source of income. For most traders the number is negative. For profitable traders there are huge swings in their returns. No one makes 10% a month every month. In one week you could make more than the rest of...

How about this. Average Trader 1%/month Good Trader 5%/month Master trader 7%/month ET traders -10%/month

What about Grand Master swing/day trader. I once achieved that rank in foosball in my parents basement... I won about 90% of the time

Just keep it up and play it tight. I think you are doing extemely well, probably better than most here on ET despite the posts to the contary. Remember a slow grinding loss over a long time period can be worse than a big one day loss. You can start to think you may never win again. Good Luck

I think what we are seeing is a "greenspan squeeze," look at the yield curve. Greenie wants to fight inflation, but you can bet he will do everything in his power to keep the yield curve from going inverted, re-releasing the bond didn't do it. If these things (5yr, 10yr, bonds) can keep rallying...

Still long from 112.67 on 5/13, just bought bonds and 10yrs the past couple days. Can't believe we are still long these things, but if they can keep up the rally it will cause the yeild curve to flatten more and maybe get Greenspan to flinch, then we would see a fucking rally. 5yr

Brokers don't trade they sell or fill orders. I don't think it is very pressure filled. It sounds like you want to be a trader. Firms will hire someone with no experience if they think you have the right make up for it. They will give you their money to trade with and possibly a salary, so there...

Take out an extra mortgage on your house, use that equity to increase your position size for your 99% profitable trade, then pay it off the next day with your profit. Or try to get some other loan, it will be for such a short period you won't have to worry about interest! How about getting a...