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When they use leverage on illiquid instruments and it comes close to margin call, then it just means that their modelling is wrong. They reached now a level which must be far of their models. So with a little extension on standard deviation it could cause a run because of this type of illiquid...

Because brokers wants the trader to trade more, as they can earn on more commissions. So giving them as much signals as possible to the trader is favorable for the broker.

TA is actually about reducing drawdowns compared to buyandhold the equity index. It is incredible difficult to achieve outperformance long only without leverage. But reducing drawdowns means be less hurt by big drawdowns. This also important longterm when you are moving from saving to spending...

Reduced volatility is another phase in a common bear market, nothing special so far. It is very often in a bear market that there is a an extended quiet period before it can raise again. There is also much less noise from initial vola at the beginning of a bear market. So BTC transferred to a...

https://www.portfoliovisualizer.com/asset-correlations https://www.portfoliovisualizer.com/asset-class-correlations

Checked and backtested it. Cointegration based on price and volume is not so good, as the sharpe ratio is only about 2.5 and momentum anomaly you do not get better sharpes than 1.5. But of course both strategies are still far superior to buyandhold equity index (which is around Sharpe ca. 0.5).

ETF is better than Topstep. ETF has a score of 3.8 max., with their best offer for the 25k Evaluation. You need to look where the Profit Target is closer the max. allowed DD. And of course the fees in relation do matter too.

No, because on normal prop firms you only have better routes, commissions, maybe feed but no additional capital in terms of higher drawdown than you put in as money. Therefore the score is only about 1, thus there is no advantage to compouding on own personal accounts, beside the better trading...

Only equal weight as position sizing is used for the beginning. And I am asking for an ETF or Index created of only 99 Comp ratings. There is a come and go on this high rating. So it is also kind of fundamental momentum ranking. I would like to know that performance.

You can ask me which futures prop firm offers I should have a look at. Then I can calculate their score. But do not mention me 20 names, only 1 or 2 where you think these are the best offers. Then I will have a look, I promise.

That is exactly the question if 99 Comp rating makes the difference as this is their best rating they can give.

I know those ETFs, but the score based on Composite ranking in their marketsmith website might be totally different or not ?

CANSLIM stocks based on score, if, how much do they outperform riskadjusted ? There is MarketSmith Investor website for a small monthly fee. There is also a composite score. I just wonder whenevery you take a (rolling) portfolio of only composite score 99 stocks based on marketsmith ranking...

Portfolio123 has it too. There you can also backtest your short interest strategies.

One might backtest it easily with Trade Ideas, the software R.C. is praising too. Every 3 months a full backtest on it. Then realtime tracking, then one can see it if it does make sense. I just wonder if anyone here has done this already and can share some insights on the profitability of his...

Do not understand this huge fan base. I mean if he has so many followers paying him, they would be stupid if they cannot make money from some of his call at least. But when you can make money with that BS frontrunners, then it might be worth to have a look ? Or I am guessing, that his official...

No, as all futures prop firms here have a kind of trailing drawdown. I do not like trailing drawdowns as it makes more complicated and much more difficult to pass. In addition you can trade index futures as CFDs via tight spreads too on all FX prop firms. They, FX prop firms, also have fixed...

The score expresses the value one gets for his fee in multiple times (based on Euler figure) versus own compounding on your own personal account. Some more reputable prop firms especially in FX space (they are also all offering CFDs for some futures (+ cryptos)). The advantage of FX prop firms...

And can you tell us more about your trades statistics please ? Profit factor, %win rate, etc. ?

Higher average trade means more scalability. So looking for 50 points in your example is favorable. If you only look for backtests you need to be certain of enough trades, so looking for 5 points instead maybe better here. So it depends a bit.