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I'm not sure anybody is other than the guy who necromanced this almost ten-year-old thread. :rolleyes:

Gotta calm the sheeple 'lest they stop tossing coin at Wall Street. With everybody's retirement plans tied up in index funds, the Wall Streeters and the Feds can't afford to have a panicked rush for the exits. So try everything including CNBC specials to calm every investor the fuck down...

"I am constantly trying to short a top, or buy a bottom." In other words, you think you can predict the future. So the question you should be asking yourself is why you think this. Have you had psychic experiences in the past? Have you predicted the final score of a sports event at the start...

Even worse, he's selling something he doesn't truly understand.

Geez, dude, how dense are you? It's obvious I was talking about SAR, not TF in general. The claim was that Henry's strategy stopped working and I proposed that if indeed he was using SAR, that would explain what happened. No way could anybody interpret that as criticism of all TF unless he...

I also heard Henry's system was SAR (stop and reverse), which is astonishing if true, that it would be as successful as it was. And if true, no surprise that it would eventually stop working: no market trends forever.

I heard John Henry retired. Nothing about him quitting because his lookback period stopped working. Retirement makes sense for somebody who's already achieved billionaire status.

I'm convinced it's just a matter of adjusting the parameters. The parameters that were optimal 30 years ago aren't going to be the same as the parameters that are optimal today. Why would they be? It's a different market. This is old news for all parameter-based trading systems, not just the...

Educate you? You're the self-declared expert. You're supposed to be educating us. Of course if you can't, just say so. We'll all get it: you're a poser.

This is usually (but not exclusively) due to a low winrate. Many trading pundits dismiss winrate because it is not solely determinative of expectation. But winrate does matter psychologically. It's not easy sticking with a system that loses more often than it wins. Unless you're an android or a...

LOL Profitable trader: look before you leap. Surf: leap before you look. No wonder your hedge fund died.

Usually but not always. There are exceptions. Hard to find but not nonexistent.

So you're already using near-optimal position sizing?

Found this old post of yours: "Your trading to much size, u should be risking only 1-5% of your capital on any given trade" But what if the math says your optimal position size is closer to 10%? Or higher? Then that's just money you're leaving on the table, dude. Leverage is dangerous. Using...

So you're already using near-optimal position sizing?

Perhaps (near)optimal position sizing will help. A New Kelly Formula

Respond to what? You didn't ask a question, you gave commentary. I responded on the quality of it. You clearly don't know why most TF trades fail and I for one am disinclined to clue you in. So ... see ya.

LOL. I almost feel sorry for you. But you've made plenty of money pretending to be an expert on something you clearly know little about, so ...

So the self-declared expert on trend following doesn't know how trend following works. Wow. I always suspected but I didn't expect you to come right out and admit it. How do you expect to follow a trend that is already finished? You got some time machine that lets you post trades in the...

Bullshit. I gave you numbers based on your example. But go ahead, keep pretending like your question hasn't been answered. It's your M.O. when you don't like the truth. You're the same guy who said trends only exist in the past. So by your own admission, you can't find trends in the present. No...