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Clearly market selection is a big issue. I tested in on the basket of commodities that I trade in my Aberration account. I picked the basket in 1998, so while you could certainly argue that it was cherry picked at the time (I chose only commodities that had a history of good trends), it has...

Your assertion is completely false. I recently backtested the Turtle system and it continues to do reasonably well, particularly if you follow the risk control scheme. It's not quite as good as a system like Aberration, but it still works. Also, you dont need a million to trade it. Even with...

Does anyone know of any good, high profile trading competitions? Something with real money trading and real visibility for the winners. I know a number of people became quite prominent from the US Investing Championship, but it doesnt look like that exists anymore. The only thing I've seen is...

No, of course not. Prox has the right idea. First decide on what time frame you are looking at. Then pick a moving average that roughly corresponds to your trading timeframe. Then calculate the number of inflection points (changes of slope from positive to negative and vice versa) over...

Have you had a chance to test this on any time period where the market is not in a major freefall? -bbc

Why dont you run your backtesting statistics over a longer time period? I'd recommend at least 3-5 years. -bbc

Is this strategy a variation of "buy when dips by X% below the MA", applied to stocks with low EPS and high EPS growth? -bbc

It sounds like your system does have a directional bias though, since you exit only on close. Therefore it depends on having a result distribution that is skewed to one side (in terms of magnitude, not frequency). It seems that if all you were predicting is a distribution with fat tails, but...

I just ran some tests that show some really strange results. On the S&P futures, if today's close is below the 50 day MA. You are almost 50% more likely than usual to get a wide ranging day and 20% less likely to get a narrow ranging day. More or less the opposite when above the 50 day MA. A...

A one size fits all definition simply doesnt exist. Elder's books, while better than nothing, are a gross simplification of the mathematics involved. You should get a booklet by Van Tharp called "Special Report on Money Management", which goes into more detail, though it's still relatively...

Here are some benchmarks: http://www.xbitlabs.com/articles/chipsets/display/sprindale_2.html -bbc

You mean the 800MHZ FSB? According to prelim tests it's about 10-15% faster in some applications. Nice, but not a big deal. -blueberrycake

Does anyone have experience with multi-monitor setups from 9X Media? I'd love to hear some first hand experiences particularly in terms of image quality. http://www.9xmedia.com/pages-Build_a_system/X-Top_Design_a_system-Configurations.html -blueberrycake

Just out of curiosity, what books have you written? A quick search of your name on Amazon and on the Library of Congress database doesnt turn up anything. -bbc

When Tony Oz's credibility was challenged on this forum about a year ago, he immediately posted his brokerage statement for the previous month to back up his claims. If Jack's method is as good as some people say, and considering he has been posting it in various forums for more than a year...

Jack, Why don't you or one of your "expert" students post a few months of statements showing returns of the magniture that you speak of. -bbc

My recommendation is to limit your risk to less than 2% of your capital per trade. If you risk 3 points per trade that's $150 risk. So if you are risking 2% per trade, then you should trade 1 contract per $7500 in your account. I would recommend something even higher since there is always...

I am not sure I understand what you mean. Anything that can be definitively defined can be backtested. Perhaps what you are saying is that Jack's method has enough subjectivity that two people looking at the same chart and following his methods would not come to the same conclusion. In that...

Is there something new to test? -bbc

Does anyone have a longer range of time & sales data from CME (2+ years)? I have a variety of things that I could trade for it. -blueberrycake