Can one strategy work "most of the time" in any market condition?

[murray t turtle]

Hi, After trying many different strategies for more than 6 months, it feels like there's no one winning strategy that mostly works.
Books like "Trading in the zone" say that the market does not have any bearing on its past and every day is a new day - but this is clearly not the case as we can see that in the summer months, there is a stretch of choppiness. And other stretches of "cold" and "hot" periods confirm this.
I feel like that's not enough and there's more to the changing markets that I am missing, than risk management.

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Good question Joel. Stock Traders Almanac is MUCH more helpful than ''psychobabble'' another elitetrader said ''not so much psychobabble'', Joel,as you suspected , no way does Noel month look like OCT/bear killer nickname.........................................................................

 

[Bad_Badness]

Joel,

Sounds like you do not have enough data to make any conclusions. First thing is your strategy measurements need to be good enough to make improvements. There are lots of things to measure.

All strategies require fine tuning. Often it is the difference between satisfactory profits and break even. If you cannot tune your strategy, your tactics within the strategy, then you might have the answer you seek.

 

[murray t turtle]

Trend Following strategy.

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That works well very much of the time;
longer time frames especially.
EVEN if AUG+ SEPT sells seems like trend following may not work, that's another reason why it can work well longer term/all data.
Another reason it works;
200dma seldom gets hit.................................................................
SLIM is the best part of CANSLIM; even though N=new managament,N= new highs is Very importaNt.

 

[Kalanim]

I personally liked the saying of Ray Dahlio 'I don't predict the market, I react to it'.
Perhaps, we should treat trading not as predicting the future but a certain environment where we exist. Forex market is full of different events which happen every day and affect the market in this or that way. That is why, I don't believe that there is some strategy which can be applied to all the possible market situations. Maybe there are some, but they are extremely complicated and expensive. I don't think that anyone will share such a trading strategy for free.
I believe that we should really react to the market, the more experience we have, the more accurate and profitable our reactions are.

 

[HolyGrailSeeker]

I don't think there's one strategy that works all the time.

But if there is one that works very well it is trend following on the bull side due to how everything is skyrocketing in recent years.

 

[Illini Trader]

buy & hold SPX, you'll consistently beat most hedge funds, CTAs/CPOs, almost all quant funds, and Fund of Funds. I'd say that's "fairly well"

First, you can not buy shares in SPX as it is an index that has no shares available to buy or sell.
Second, Buying an index and holding is not the sure thing that it is assumed to be based on this long running Bull Market. Check it out --- From 2000 to 2010 the S&P 500 LOST money. Not to mention 1929 to about 1945

 

[Bastion_01]

First, you can not buy shares in SPX as it is an index that has no shares available to buy or sell.
Second, Buying an index and holding is not the sure thing that it is assumed to be based on this long running Bull Market. Check it out --- From 2000 to 2010 the S&P 500 LOST money. Not to mention 1929 to about 1945

awesome, I hope all retail investors think this way.

 

[Laissez Faire]

Can one strategy work "most of the time" in any market condition?

Yes.

 

[Overnight]

...Buying an index and holding is not the sure thing that it is assumed to be based on this long running Bull Market. Check it out --- From 2000 to 2010 the S&P 500 LOST money. Not to mention 1929 to about 1945

We're going to forget the 1929 to 1945 section and focus on the 2000 to 2010 part.

You are assuming a straight-line hold for 10-11 years.

What would have happened if you bought, held, and rolled each quarter in the SP futures, with no daytrading in between, through that 10-year period?

 

[maxinger]

Can one strategy work "most of the time" in any market condition?

Absolutely NO!