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Yeah it's dropped a bit from the session high. I have no plans to try to go short on this thing though. Just longs with reasonable profit targets. https://www.cnbc.com/2019/02/19/gold-markets-dollar-us-china-trade-in-focus.html

Price ripped to 1465 overnight! Currently at 1450.

PDT rule just drives potential equity traders into trading futures instead, where they blow up their accounts even faster. It's like not letting someone own a pocketknife but letting them buy a chainsaw at the store down the road. I'm surprised they haven't banned $500 intraday margins for ES yet.

I closed my trade at 1423. Price ripped higher to 1433 overnight! Wish I was still long haha. It probably will drop back down for a week looking at the daily chart. In January it ripped really high before dropping a hundred points down below 1300.

my strategy made its first trade right after the open tonight. price is still going up right now lol the other green lines are simulated trades, i erased them in paint.

good call on palladium. been going straight up since september. supposedly when it gets too expensive auto manufacturers can switch to platinum but it takes time. might try trading PA futures next week.

Barclay CTA Index 2010s 1980s Maybe trend-following makes a comeback in the 2020s? :)

4 trades so far this week with an avg of 12hrs per trade. lately, been opening trades at futures open and profit target hits mid-morning (hard to lose going long lately).

I think Clenow uses a 3x ATR (100 day) trailing stop in Following the Trend to mimic a CTA-style fund.

here u go bud https://finviz.com/screener.ashx

2018 results, posted this in the SP500 thread already:

If he was holding both ES and NQ at the same time, leverage would be about 2.3 for a 100k account. Closer to no leverage if he was only holding one at a time. Also depends on whether he considers 100k to be his notional balance or something different.

Makes sense to me that electronic trading would smooth out this edge. Yeah it's humbling as a trader to realize that your edge could evaporate at any moment. It could also come back. CTAs run trend following strategies on commodities that go years and years without profit when the commodities...

I mentioned it mainly because of its recent massive fall from grace. A year ago, it had the highest 3 year Sharpe of any equities mutual fund that I could find (it was over 2 I think). Over the last year it has fallen 20%. What looked like a genius fund ended up giving quite a bit back. 5 year...

http://performance.morningstar.com/fund/performance-return.action?t=QLEIX&region=usa&culture=en_US

;)

Closed my NQ position at 1:29 today with no issues. However, my entry order last night at 5:00 got rejected several times until 5:07 when it finally let me in.

There's no "scientific" answer to this question. William Eckhardt said in 2011 that he requires 1800+ trades (including backtest) before he goes live. I think Robert Pardo said somewhere that he requires 1000 trades. I say if it's been working for a month, put a little money in it and trade...

Yeah I traded the open on NQ. I was getting weird 10 second pauses which I thought was IQFeed going out. Turned out to be "CME Velocity Logic" pausing the market. The NQ dropped about 0.5% within 10 seconds of the 5:00 PM open which was enough to trigger the "velocity logic" I guess. It...

Barron's publishes a yearly top 100 list based on 3 year annualized return. 2017: https://www.barrons.com/articles/top-100-hedge-funds-1524873705 2016: https://dunncapital.com/wp-content/uploads/2017/08/Barrons-2017-List_-Best-100-Hedge-Funds-Barrons.pdf