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What about if you use a degradation test to stop trading it when it starts to fail. or you could try to develop a system over a number of different markets with simple rules to try and make it more robust. or trade more than 1 system/market and hopefully they wont all degrade at once and...

Hi i have a VERY basic understanding of statistics and MonteCarlo simulation. So i am working on creating my own (MonteCarlo simulation) to try and get a better understanding of things. Lets say i use a trend following system as an example i look at the historical performance test...

As i understand diversification: 1. the risk of investing in 2 or more (uncorrelated) commodities is less than the risk of investing in 1 commodity. So 0.05% risk on commodity 1 0.05% risk on commodity 2 ------- Less risky than -------- 0.1% risk on commodity 1 If i...