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Modern Portfolio Theory http://www.turtletrader.com/modern-portfolio-theory.html Combining Preference Theory and CAPM Efficient Frontier http://www.palisade.com/html/Articles/motta_preftheory.html Not sure how win-rate (say 85%) is (cor)related to the (high/ low) return vs (high/ low)...

Some questions: How did you calculate the averaging result for adjusting some spike performance (as the 85% could be mainly due to spikes, if sample size is small), how many parameters for the averaging performance (as too many parameters could make the 85% not very robust), how many...

Q "Yes, you're absolutely right that trends definately do not exist. Trading trends is 100% a losing game. I totally agree that no system for trading trends can make any profits at all. Your quetions is sound and smart, therefore no any trend-traders can meet your challenge. As...

For those traders who may not want to add more trend-followers to share/ compete the profit potential in trading trends, I would strongly encourage perhaps someone should consider posting only the low probability signals that would be probably generated by any outdated and unprofitable...

Good thinking. :)

Do trends exit? :confused:

It's your turn now. Your win-rate is over 91%, whereas mine below 19%. :confused: :D PS: btw, would you like to present your model as well? :confused:

Perhaps a text version of the above model can be referred to "Chapter 7, The Trader's Edge: Thinking in Probabilities" , Trading in the Zone, by Mark Douglas. Q "It's the abilities to believe in the unpredictability of the game at the miscro level and simultaneously believe in the...

That above lines should be changed to: R = dV/ Va dV = Vb - Va R (return of holding from time a to time b) dV (change of value) Va (starting value at time a with price Pa) Vb (ending value at time b with price Pb) :confused:

Here's a free (but risky) donut from me: I can only place 2 cents this bet, as this model could be practically very wrong relatively to many more experienced and knowlegeble traders. I consider myself should be too old to do this kind of formal analysis, but anyway here is my trial. dV =...

I'll post the model shortly. Please wait a little longer. :D

As you have already known/ traded so many profitable methods/ systems/ models before coming up this question, obviously your decisions and modelling skills must be very sound. That implies any extra input to your question would provide only little value incrementally to your knowledge...

:)

How about you? :confused: :D

Senor, you know that we're traders, we keep posting here mainly for entertainment. :)

My 2 cents: Probably, basically you would never get the right answers you want (based on what I guess) by repeating the same (misleading) question above, it is simply because the question (and its assertions) itself is problematic. First at all, you have established a model of a trading...

It looks like, to me, this thread has just begun. :confused:

No, of course not, it's not trend-following. It's not anti-trend, nor counter-trend. It's just simply following trends. :confused: :D

What's that? Another Jackologic recruit! :D

Thanks Grob, although I don't understand most of your Jackologic terms. :)