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I am generally testing my short systems on between 10 and 30 years of data....over long periods like that, i can't find anything that works very well. On the other hand, it is relatively simple to find a working long system. Testing a short system during one of the steepest downtrends in...

depending on the human, of course. Having tested so many different approaches, i just find it curious how difficult it is to find something that works on the short side. I suppose that is due to the natural tendencies of all things to rise in price.

Thanks for the info...that is an interesting analysis. Does PAL have a ton of patterns built into it that it automatically searches for? It is uncanny how frequently my short side trend following system sells the low only to be hit with a sharp reversal. I hate to say it but i think the...

I have spent a couple of years building and trading intermediate and longer term trend following systems. I've developed a few systems mostly focused on equity indexes as well as commodity futures, and I've had pretty good success. I've spend a tremendous amount of time trying to develop...

you need 60% appreciation in two years just to break even....you need the largest financial institution in the world to grow/appreciate at nearly 30% per year ONLY to break even, if you hold to term. citibank is already heavily diluted, and may dilute more. maybe it will climb that fast...

she is qualified...

Really taking it to the chin.... Performance for Week 5-6: Weekly % Return = -0.7% 2011 P/L = -6.4% Current DD = -11.7% (carryover from last year) MDD = -11.7% Performance above covers the last two weeks, as I was at the super bowl last weekend. I had recovered a few...

out 92.05

what are you dieing from anyway or is it just simple old age that is getting the best of you

not much to add but just want to say i'm really enjoying this thread...keep up the good work

Absolute disaster strikes.... Performance for Week 4: Weekly % Return = -9.5% 2011 P/L = -5.7% Current DD = -11.1% (carryover from last year) MDD = -11.1% It would not be an exaggeration to say that everything that could go wrong has gone wrong. First, all of my system...

its getting to the point where you could just barrel it up and ship it across the atlantic for the premium

long 88.38 target 93+

trading was delayed on some brokers for som reason...i was already on march...working now

same prob with mbtrading

ive tested a bunch too, and the biggest eye opener is how many things don't work...almost nothing works, not even in backtesting. I'm excluding, of course, basic strategies that work in backtesting but would never work in reality because of slippage and/or transaction costs....you can find...

A possible turning point.... Performance for Week 3: Weekly % Return = 0.0% Current DD = -1.9% (carryover from last year) MDD = -1.9% 2011 Total Return = +4.2% This week I was, at two different fleeting points, out of drawdown. Only three short weeks ago I was in a nearly 10%...

DDMaster -- i am running a mechanical system and it said to buy...Unfortunately for me, i did not take the signal for the very reason you pointed out. EWP was up another 6%+ last week, so i made a big mistake in not taking that signal.

here comes the "weekend capitulation"

felt like it was going to...if it doesn't get done soon, i dont think it will get done. and you know, what won't go down...