Search results

  1. J

    Why Can't I Trade with the Trend

    Can you provide the URL with your track record?
  2. J

    Why Can't I Trade with the Trend

    He may not have given a precise entry point/time, but he did say this: "Right now I'm watching the 1209.75 top. If it fails to breach I'll short to challenge 1202.50. If it breaches, I wait till the failure of support to go long." Soon after he wrote this the ES challenged 1209.75 and failed...
  3. J

    Why Can't I Trade with the Trend

    Ah. Efficiency theory is the underlying assumption here. Now it's clear--not that I agree, but I see where you're coming from. Thanks. I'm glad my timing models somehow exist (and outperform) outside the bounds of such academic theories, though. :D
  4. J

    Why Can't I Trade with the Trend

    That's quite an assertion. Can you prove this a) Empirically, i.e., show you've tested every combination of charts/chart reading techniques/indicators (or a sufficiently large sample) and found that none can tell you the trend failure point? b) Deductively, i.e., lead us through a...
  5. J

    Sortino Ratio/Jensen's Measure for Excel?

    I've designed a long-term switching system for a set of mutual funds (several stock funds, a bond fund, and a money market fund). I've found the annual returns, total gain and max drawdown, but I want to subject it to a few measures from academic finance: Sharpe Ratio, Sortino Ratio and...
Back
Top