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What ails this stock? Down over 6% today. What's the news?

I've had success overall in the discretionary trading I've done so perhaps there is an edge there. I've read a lot about trend following , which is what the turtles do AFAIK. I've done my own studies on trend following with stocks and according to my back tests, if you took every signal since...

Volatility will be subdued until Bubble B. steps up to the podium. Hopefully he indicates no QE3 and stays out of the headlines for a very long time.

OK, I have an ATS that back-tests pretty well. The returns are definitely worth the effort it took to develop the system. BUT, I've noticed returns can be improved by a significant margin if certain trades could have been avoided, or certain losers were cut before they got really bad. This...

The policy of least immediate discomfort will continue until the sh*t completely hits the fan.

A 5.9 wouldn't make the paper over here on the west coast.

What a spectacular short covering rally!

If Bubble Ben announces more QE the markets should respond negatively because that would be insane.

Strategies that capture volatility are holding their own in this environment. Stocks are going up and down several percent like nothing.

No, wouldn't have recommended buying MMI as you suggested but I would buy GOOG right here after this little speculative slump.

Wow who could have asked for a better setup today? The company reports good earnings, the stock pops over 20% at one point after hours. And today it trades down over 5% intraday and the bandwagon jumpers tumble to the dirt en mass as their wagon loses a wheel. Overall market volatility may...

Day's like Monday are exactly why you DON'T want stops IMO. That was pure panic selling. Every pundit had a different rationalization for it.

That's pretty excellent, certainly by hedge fund community standards. Does that include leverage? For example if you did not user leverage would that number be less?

Hey Rol. I'm curious, how does your strat perform when the market is going down for extended periods of time (like when the 50 day gets under the 200 day SMA)? If it performs poorly in a down trend why not put explicit rules in your program that check if the 50 is under the 200 and if so, not...

Hey Rol, Have you looked at long-only trend following strats? I've spent a lot of time this week back testing different strats, and, although i don't know the specific details of your strat, trend following strats seem to yield significantly more over the long term (talking decades here)...

I like the idea of small positions & no stoploss although it seems a bit exposed to broad-based downturns. What would you say is the average you pay in commissions relative to position size?

Interesting reply. Thanks. Curious - Why not limit your trading to the S&P 500? The work of diversifying across sectors, and removing bad apples is already done for you by the S&P analysts. I'm assuming you don't do this because it would result in less entry signals? Or, since one of your...

Hey Rol, I know you may have mentioned this somewhere before, but how do you select stocks? Strictly by average volume/liquidity?

I like this idea and it's something I've been integrating into my own system lately. I see it as another form of diversification. Not only are you diversifying across stocks/sectors by having a lot of small positions buy you're diversifying across time to minimize exposure to any single market...

Interesting results. Thanks for posting. So I guess you could employ your short strategy when the market is trending down to sideways. And sideline it when Uncle Bernanke is juicing the market.