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@globalarbtrader But without a large sample, given insight into trading behavior, wouldn't you be able to tell whether there were true skill at hand? Surely the guy who appears to be systematic might have a higher probability of skill than the guy who is taking pot shots in CL?

I certainly wasn't implying eating Twinkies long term was a good idea, but CICO certainly does work (n = 1 i.e., me). 1,700 calories/day isn't easy at first, but after a while meh.

Calories in, calories out: I was 265 last fall, presently 215. I walk 2 miles/day, and eat 1700 calories daily (eat what I want, though generally have to eat "healthy" in order to stave off hunger). Twinkie diet, Google it. It's not more complicated than that, but takes focus. Edit: now 225...

the e-book isn't like, Kindle dependent, right? is it basically a downloadable pdf? i did a quick scan on the site and couldn't readily find the answer..

I agree, the market will become random. But wait; that will imply that those traders that HFT algos feed off of will be wrung dry.. implying that big HFT shops will start liquidating/consolidating.. which might lead to some inefficiencies in the market.. leading further to other participants...

i'd wager that there are a lot of strategies of this "type" that most won't trade because of its risk profile (not to mention, again, that once in a draw down, it'd be hard for most to stick with the system)

I took a shower after that post. After I'd finished my cigarette, of course.

I think that what this test shows is that this is one strategy that doesn't have a well-behaving, upward sloping, zero-draw-down equity curve i.e., the kind that you might expect to obtain market-making, but still probably has positive expectancy over the long run after transaction costs. 2...

I do hope the volpikers of the world don't get you down and keep you from continuing to post. A lot of us are finding value in your posts. Thanks.

to be clear, I was trolling using my own troll code, not calling your code tro-- oh what does it matter... sound_effect.sad_trombone()

yea but, that CHART though... in all seriousness, I believe my post to be the first example on ET of trolling someone using troll code.

volpunter = Troll() if volpunter.attribute() like [atticus, riskarb, convexx]: volpunter.set_ignore(True) else: volpunter.set_ignore_anyway() Written on my kids Leapfrog, 30 Watts, two 9V Duracell's wired in parallel, 1.8 seconds. Even Python run on a Fisher Price is fast. Highly...

I think you do one more trade to make it an even 100 total trades, and then pull a George Costanza,

No problem, and I agree with what you said about the draw down.

Eyeballing it, average draw down is 30 points.

Avg win: 9.33 points Avg loss: -3.64 Win %: 40% Loss %: 60% Expectation: 1.55 points per trade

In light of the previous two weeks? None too shabby...

Gotta be a lot of fake outs here and there along the way. Looking forward to a good week, good luck!