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Absolutely. Well, it was a very successfull experiment. I think it was the best trading performance I've ever witnessed in real time. Looking at a trading period of 7 weeks and the amount of trades taken (101). Seems like a statistically significant sample size and proof of edge to me...

Ok the histogram sounds interesting. I'll take a look at that. I guess as long as we're letting profits run to big targets, like +20, you can't go wrong.

You referring to the MACD histogram ?

You still in the short ?

Wow that was a good hold :-) .... 15 point MFE and then a 14 point pullback to almost break even.

Yeah, I think short term is more difficult due to the increased negative effect of commissions, spread and noise. Not much you can do about those and they all erode the edge when going for smaller targets.

Thanks Romik. It's been a great demonstration and performance so far. 130 ES points in 6 weeks. I'm guessing you're not a fan of trading shorter term time frames than 30min ? Or small targets ?

Was this last short more a profit taking trade vs a reversal signal ? I don't think the 30min signaled a short there right ?

Yeah, it's choppy, but I'm not sure I see too many reversals on the 30min after 4:30am ... for me that's all long. The long from 4:21am was good all day. Of course I'm not sure what your signals are exactly ...

Nice, new equity high. Turned out Tuesday was indeed the right time to start trading the system after the draw down :-) ....

Stunning sell off started in the overnight in Asia ... exactly the type of thing the system is supposed to catch. Surprise moves nobody sees coming.

Must be tempting here to take profit for a 30 bagger .... close to half a months profit.

I'm not sure we can argue with the results. 75 ES points in 4 weeks is very good. With I think a max draw down so far of 32 points.

Close to switching long yet ?

Yeah, 4 weeks and 50 trades is not enough of a sample size to go on .... but it definitely looks promising.

In a little draw down here, nothing out of the ordinary ... might be a good time to start trading the system ....

Agree, the edge is in the trade management. The money in the market is in the surprise moves, the moves nobody can predict. So all you can do is be in the market and manage the surprise moves optimally. And the non surprise moves hopefully end up a wash overall. I just wonder how it works...

You still long ? I guess you're really looking at the 30min bar closes. We had a 15 point sell off so far today high to low ...

Volatility has been good in the ES the last few weeks and the method is performing well. The big winners are compensating for the losses in chop. Have you tested this in lower volatility ?

Tough day there for the system. Getting whipsawed a bit ...