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Plenty of good replies here http://www.purebytes.com/archives/omega/2005/msg02966.html

If your a-number-one foremost goal is to increase assets under management, pay your asset gatherers 100% of your performance fees. (in a 2-and-20 structure, give them all of the 20. You keep the management fee (the 2)).

Execute some of the mission critical code in external hardware. Build a little board 2 inches by 3 inches with a cheap CPU, flash, and CPLD. Put your Important Code in there and (very important!) enable the CPLD security flag. Give it a USB interface, glop it with epoxy (to discourage logic...

Major Strasse has been shot. Round up the usual suspects. -- Captain Renault, Casablanca

Hire somebody to put it into computer software and test it. You could even test "the old days" (whenever Robert Deel says that the VB method was profitable) versus "now".

Buy this book and read it. Now that you know what's possible, decide whether or not you want to invest the money and time to implement it.

Then pull out your urination hose and let fly on the people who aren't as sagacious, wise, knowledgable, experienced, well-rounded, well-versed, topflight, or as expert as yourself. And: make some money in the process. That'll show em.

As Popeye would say, I tests what I trades and I trades what I tests. I test, and I trade, rolling over the DAX futures at the Close on the 8th calendar day of the month. If that's a holiday or weekend, on the first market day thereafter. Here is my super proprietary, double top secret...

I have heard good things about the mutual fund data at www dot fasttrack dot net . But you pay money for it. It's not free.

I am in Mountain View, Santa Clara county. Home of spectacular boom-then-bust companies: Fairchild Semiconductor, Sun Microsystems, Silicon Graphics Inc., Google. I take directional positions trading outright futures 99.9% of the time, with the occasional futures option thrown in ... when I...

I'm surprised that nobody has mentioned John Sweeney's MFE analysis (Amazon link). One popular way to analyse is to find the profit P such that 50% of all trades (or, if you prefer, 50% of winning trades) have an MFE greater than or equal to P. Then use P as a profit target and exit X percent...

Open more than one account at more than one broker. Do the entries in one account and the exits in another. In addition to your regular trades, perform "misdirection" trades that go long in account A while simultaneously going short in account B. Find out how many times per day you are...

Some trades have a fixed, known-in-advance, maximum possible profit AND a maximum possible loss. Buying a vertical option spread is one example: Buy the OEX 900 call for 2.00 and at the same time sell the OEX 905 call for 0.50. Max possible loss (if OEX closes below 900) is 1.50 and max...

GOOG market capitalization just surpassed INTC market cap. Maybe this suggests a Pairs Trade to somebody?

More ideas / references http://www.elitetrader.com/vb/showthread.php?s=&postid=923093#post923093 http://www.elitetrader.com/vb/showthread.php?s=&postid=919283#post919283

Google these terms and learn about them MAR Ratio Sharpe Ratio Calmar Ratio Sortino Ratio Ulcer Index Return Retracement Ratio Semideviation Sharpe Ratio aka Downside Deviation Sharpe Ratio % of winning days (weeks, months) Seykota Lake Ratio

I'm long the SIH06 futures. Entered a long time ago and have rolled the position many times. Bumpy ride!

"Should" is a dangerous word, it implies that one course of action is correct in all circumstances for all people. Except when *I* use the world should :) I think you should program a computer to test all of the possibilities that you mention, and see which one you like best. Who knows...

It annoys me that Jeff Cooper wrote two books that sold for $100 each, saying "Mechanical systems are stupid and dangerous, discretionary trading using human judgement is the only way to go." But now, a few years later, he seems to have changed his tune and now advocates trading 100%...

Perhaps it would provide insight to try the opposite of your present exit strategy. When your strategy says "exit", stay in. When your strategy says "stay in", exit. Since you seem to have the opposite of the Midas Touch, why not see whether money can be made by fading yourself?