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I dont believe it can be done period. 1% I understand may be possible. But 12.5% with a sizable capital capacity (as in the returns do not decrease exponentially after the account gets to only 10K)....now thats pushing it. I dont believe it but hey I will see if I am ruled by a world called...

Look romik simply said he was net averaging 20% returns in papertrader per day and 12.5% returns/day in real life. I am not a futures trader nor have I studied it. However, when you post that you are making 12.5% returns a day on average I assume that you are talking about a sizable account with...

Yes I rebalance the portfolio once a month. I understand that distortion occuring but the key reason why I have not reduced holding periods is because: A) commissions/spreads/slippage begin to play an increasingly important role. B) decreasing holding periods will place greater emphasis on...

How does my math suck? 24 trading days a month on average with 12% each day so: 1.12^24^6~12 million. Edit: okay ~22 trading days for equities (I said 24 because I am in FX). So yes a dollar grows to $3Million+. The three million dollar question is: Can I give you a dollar to manage? :D

12% a day means every month your multiply your account 15 times. Talk about full of sh*t. Do that for 6 months with a starting stake of 1 measley dollar and you have 11 million in profit. hahahahahahaa

And you havent taken over the world yet because............

Yes such occurances do (and will) happen from time to time. But, based upon data, one is better off being on the correct side of momentum. A simple momentum test I ran, on the universe I use, in which the top 10 stocks based on the past 4 week (roughly a month) is picked with monthly...

Thanks Stephen. I do have matlab but have never really played with it all that much. I will check out that link and see if I can get the calculations done in Matlab.

VR profiles look pretty interesting. If I have a sample size of 10000 should the following code from gbos' post work properly (interms of size of larger array to that of smaller array)?> Sub VR_Profile() Dim a(10000) 'close data Dim v(300) 'vr profile data For i = 1 To 10000 a(i) =...

The max picks generated is 35. However, historically the top picks have outperformed the bottom ones. So 1-5 outperformed 6-10 which outperformed 11-15 and so on. This can also be seen from the differences in the performances of Rank 1-10 and Rank 1-20 picks as Rank 1-10 is beating the Rank...

Yes it looks like many of the changes occured due to TA changes. Although several new picks should be included due to new fundamental information being avaliable after the earnings reports.

Yes. Over the next weekend I will post up the next month's picks for Monday's open.

Looks like I posted the wrong NASDAQ returns. For the past week: NASDAQ: +0.91% Returns since start of journal: NASDAQ: -0.95%

That was a performance graph with monthly returns. Although a 30% drawdown occured it still had a great year prior to that so that covered the losses. Here is a performance graph with annual returns: You might want to check out the monthly and annual performance data which I posted as...

For the past week: Rank 1-10: +6.07% Rank 1-20: +1.97% S&P 500: +1.6% NASDAQ: +1.35% DOW: +1.833% Returns since start of journal: Rank 1-10: +1.3% Rank 1-20: -2.03% S&P 500: +0.28% NASDAQ: -0.51% DOW: +1.94% A very good week for the Rank 1-10 portfolio which raked in three...

Question> Stephen as you have some experience with this could you link me to some resources explaining how to run multicointegration analysis on excel for multiple series of data? I have found this tutorial on gummy stuff which was helpful but is there any others dealing with multicointegration...

Stephen> Blair Hull and his company Hull Trading Group. I believe its part of Goldman Sachs now.

Hey Stephen, Thanks for the lead. I will check out some works on conintegration + multicointegration later tonight.

Well I though a hybrid price would be the answer to figuring out whether a basket of securities as a whole is trending or not. However, after I took a nap and looked at it I realized that although the hybrid price of the three securities may be flatlining the components may be trending opposite...

1% a day compounded would actually be over 900% per annum! ((1.01^20)^12)-1 Who knows it may very well be. I believe Hull noted that he made 400% per annum the first two years he started and 100% from then on. I would however suggest that you look for any errors in your backtesting...