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223 years - I was mislead by this: "http://stooq.pl/q/?s=^spx&c=mx&t=l&a=lg&b=0" Probably it's some composite index, as they do with euro. SP chart for last ten years - it's only S&P. I trade 20+ symbols in reality and that's in this journal. There have been losing years in the backtest. I...

So Eckhardt, Dunn, Abraham and hundreds of others are not "real trend followers"? And their systems can't work? They're gonna be devastated.

It has been working last 40 years on 25 different markets. It has been profitable on S&P last 223 years. It works on majority of stocks. It has been working on S&P 2000 - 2010. Thanks for your insight, but I will stick with my system.

Please define "real trend following"

It's not a breakout system.

Interesting idea, will check this soon. Right now working on something else.

Yes. Buy when price is going up, sell if it's going down.

Drawdown fully expected. Funny enough, 2011 was only 17% down. I should have started this journal 5 years ago.

Relax. This drawdown is fully expected according to backtest. I know what risk I'm trading with, I still place real money on the system. Now go back to promoting price action lab somewhere...

Closed wheat with loss -800 Account Value 212k 2011 eleven was awful for my markets, but surprisingly it was perfect for Polish stock market:

Closed UsdChf with loss -1264 Account Value 214k

I usually exit before stop loss, so it doesn't make much difference. With stop loss executed at open price: MAR: 1.2 PF: 2.86 CAGR: 87% With stop loss executed at stop price (inside the gap) MAR: 1.36 PF: 3.10 CAGR: 96% I have a feeling that buying otm options would cost me more...

Fell asleep. That's simply not true. Bla bla bla... Yes, "Trend following is dead". Again. That depends on your risk. I had bigger DD in backtest.

I already have a profitable system (although it's hard to believe that judging by my journal) and I'm only trying to use options instead of futures for better profit / max drawdown or at least to limit my risk when market gaps overnight.

It limits my profits too much.

I tried to backtest spreads, but noticed they limit my profit too much. I need some of those big winners.

Bough GbpChf @ 1.4563 Sold Platinum @ 1562.25 Account Value 218k Silver short, Platinum short, Gold out. Is it the end of bull market in metals?

Bought UsdJpy @ 80.52 Account Value 210k

I think that too, I'm just don't know enough about options to use them profitably.

I've tried that and couldn't find anything better than futures. My experience with options is very limited, that's why I asked here.