It has been a long road that has culminated into some hard hitting truths. First of all the equity curve of five systems in the portfolio (at this time)- non compounded of course - in-sample 01/2004-12/2012 Live as of 01/2013. PF 2.17 WR 74.8 % Average 12 trades a month.
This is from systematically trading the gap selectively in the ES, FESX, FTSE, RUSSELL and Nasdaq futures.
This has led to some obviously intriguing questions - will the constituent individual stocks of each index perform as well when traded with the same rules as their IndexAlgo? I have several StockAlgo Systems running on live money at present and I will get the results out in due course. So far it looks good in Top 25 by capitalization in the US and Germany - UK trailing a bit behind at present. I really want these to work as well as their parent indices because that opens a lot of doors.
Home truth #1 : My discretionary powers of chart reading are zero
#2 : Diversification of "OK" systems is as close as we can get to that non-existent holy grail.
#3 : Do your homework every day, and be relentless in your preparation
#4 : The last piece of the puzzle - leave it alone to do its job
Regards to all and good trading
Daily updates on Twitter @autotradingalgo
This is from systematically trading the gap selectively in the ES, FESX, FTSE, RUSSELL and Nasdaq futures.
This has led to some obviously intriguing questions - will the constituent individual stocks of each index perform as well when traded with the same rules as their IndexAlgo? I have several StockAlgo Systems running on live money at present and I will get the results out in due course. So far it looks good in Top 25 by capitalization in the US and Germany - UK trailing a bit behind at present. I really want these to work as well as their parent indices because that opens a lot of doors.
Home truth #1 : My discretionary powers of chart reading are zero
#2 : Diversification of "OK" systems is as close as we can get to that non-existent holy grail.
#3 : Do your homework every day, and be relentless in your preparation
#4 : The last piece of the puzzle - leave it alone to do its job
Regards to all and good trading
Daily updates on Twitter @autotradingalgo