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Rest of long goes to CASH @ EOD.

Fortunately, this condition is still treatable at his age.

Selling half of long position @ today's close.

Russia has had more spectacular runs: http://www.akm.ru/eng/index/index.htm

How about Blue Streek?

The crystal ball says "GO LONG!" All funds to OTPIX.

You might consider dumping about 12 of those & working on incorporating MajorUrsa's suggestions. With so many variables, you are highly unlikely to gain a real understanding of how your system actually works. Oh...you're screwed then. Nevermind. :eek: (However, if you keep working on...

Why aren't you taking risk into account here? The 100K guy could be a FAR better trader than the 110K guy. To see this concept in action, hop on over to Collective2 and take a look at some of the equity curves over there...

He might be banking on the constancy of human nature.

Swing trading?

*** Interest Income for Wk. 14 was overstated by $0.60 - Calculation adjustments have been made accordingly *** NDX Wk 15: +0.216% NDX Q1: +0.880% NDX YTD: +3.412% NDX Max Drawdown: -7.225% BLB Wk 15: -0.001% BLB Q1: +1.310% BLB YTD: +2.987% BLB Max Drawdown: -2.796% AME* : 27.75/70...

Trading short position to CASH @ EOD.

Er, no - trailing stops are an "example of "risk management". "Risk adjusting" one's returns is a whole 'nother matter altogether. It involves comparing one's portfolio returns to a benchmark (or another portfolio) by calculating each in "return per unit risk" fashion. For example, a...

We've already established (and you acknowledged) that Mr. Quant's methodology doesn't utilize targets, but rather, dynamically upgraded expectancies. As the expectancy and winning % calculations decline, the size of the position declines, regardless of how the trade has performed up to that...

Mr. Quant also scales out before the original expectancy has been achieved if the newly calculated expectancy dictates to do so. This is commonly referred to as "reacting to changing market conditions". Would you like me to present a new example? :)

Not to pile on the OP, but... "Failing to risk-adjust your returns" is inferior behavior.

I mean...are you REALLY sure? http://www.thebeaumontfund.com/eng/level1/lv1files/mar2002.pdf "These results are mainly related to specific features of the investment methodology applied by The Beaumont Fund. More precisely, these results are obtained by effect of the strict money...

Sure about that? http://www.esignalcentral.com/university/get/documents/Catch22%20Written%20Report%20rev3%20WEB.pdf "Common Invalid Assumptions--Because the trials were performed by hand, a number of valuable lessons were learned. Several assumptions, which seemed reasonable in the heat...

NDX Wk 14: +2.290% NDX Q1: +0.880% NDX YTD: +3.190% NDX Max Drawdown: -7.225% BLB Wk 14: +1.662% BLB Q1: +1.310% BLB YTD: +2.993% BLB Max Drawdown: -2.796% AME* : 26.75/65 = .412 Days Invested: 41 Days in Cash: 24 **W-L-T: NDX: 35-27-3 BLB: 20-13-32 ***Win Pct.: NDX...

Trading into a 50% SOPIX (short NDX) position @ EOD.