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Oh sorry guys, the 5-day correlation is 94%. When I said like 99% I was just making the point that it's redundant to go long on two currencies that move so closely together. Sure, it might bounce between 80 and 98, but it still moves very much in a similar pattern. Show me a large rally in the...

Why would you be long EUR/USD and short USD/CHF? The two are like 99% correlated...

I don't have much of a problem making some money using equities with the system I have now. Lately it's worked very well, but I'm concerned also about how it will work if the market turns down. In one month I had 72 postive trades and no negative trades, but when I backtest there are periods...

I've pretty much taught myself everything I know about trading, and I've put together a fairly basic, but good system. I backtest on a database of all US stocks (and ADRs) for the past fifteen years, though I do use filters. Anyway, what I would like to know is what is it reasonable to expect as...

If you're going to buy the OTM strangles, do them in anticipation of a news release or some other important bit of information. Earning reports are horrible to trade with this strategy, especially with the volatility drop that usually comes right after the release. I've heard that FDA...