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I find it strange that you at at the same exposure that you started the day with. Are you manually keeping your self from taking the signals that your system is generating? It just seems curious that you showed so much restraint in holding back from buying during todays dump...surely the...

I am really surprised by how well you held up from your equity high until your last post. It seemed like you were down about 7% in a DD around the 9th but made it all back on the 14th? Quite remarkable. Even if today turns out a bad day for you I am quite surprised by how well you fared...

Does anyone know if Bearice has, unfortunately for us, passed on his genetic marterial? Tragic if yes. Serious question.

:D

Ahhh, makes perfect sense now. Yea that is a problem isnt it.

oh I see what you are saying now...but hasnt Rol accounted for that. He stated that if his backtest is maxed out on a certain day his backest system will not enter in any more positions until he exits his losers. So in a way his backtest would also suffer through the first phase of the panic...

I bet God told you this, Lulz.:D

Couldnt he just run multiple back tests, each taking random generated signals and compare them to each other, and if each backtest produces similar results he could say that its good enough. I think his universe is sufficiently large enough that if he takes enough sample signals, his...

If you are relying on TOS to backtest then you are only going back 16 months. What about 08? Do you close the spread and take the max loss or keep rolling, 08 would have made you roll out a many times. What would you have done? Also it doesnt matter if your short leg "never" expires ITM...

Rob, You will tend to win more than you lose but that doesnt mean you have a profitable strategy. If you backested and developed a strategy that has a real edge using IC, then it would different. But It seems like you are just paper trading any arbitrary IC. You are likely buying fair...

Hey did you ever think that small PF and low statistical confidence is your problem? What about not trading unless your live results can offer what you want. If you are worried about breaking even during the latter part of the day, perhaps you need to examine your numbers. You might be running...

That was back in Jan; if he got that message from TOS, regardless of what kind of spread he was trying to do, point is that he was very close to using up all his BP to short vol. Basically his account was all ready near 100% margined out on short vol and there is no reason to suspect that he...

I agree with you. I changed my mind. If you have volatility based strategies, heck even if you dont, likely if affects you (possibly unknowingly). Volatility will affect expectancy, so I take that back. I suppose what I meant to say was that, If your system has positive expectancy even in...

hmmm, I suppose it was your intention that, it is never too early to let a young kid experience his first scam, so that he learns some life lessons sooner rather than later? One being, those that can't do, teach. And there is a whole lotta teaching on that website....:D Two being, no...

Consistency is execellent, but margins so tight, have you been thinking how to scale up further with out reducing profitability?

Julian, If you want to avoid curve fitting you need to design models that are very robust. Meaning that for a given filter your performance does not dramatically change from excellent to poor. For example if you use a 10 tick stop, and your results are great, if you use an 11 tick stop, are...

This is precisely the problem. By the time you are splitting up your orders into 6 lots you are already changing the expectancy of the strategy from when it was just at 1 lot. He made 33% ROE (ughh I hate using ROE), by the time he is pushing 6 lots of 500 cars, he can no longer expect...

heech, Thats impressive what you managed to do, I wish you best of luck. But I really think scalability is still an issue. 3000 CL contracts, your performance is not going to be the same as trading 3 contracts. You would be more than 1% of the market in the most liquid contract month.

This puts you at a conservative $12M and you want more rewards?:D But seriously , why does everyone talk about trading in terms of "account equity %" when we all know that it is not accurate to do so. Strategies yeild an upper limit defined as a dollar amount, which depending on your...

I cant tell if youre being sarcastic or not:D