Hi All,
I figured Id say hi and introduce myself since this would be the sub forum Ill spend most of my time in.
A little history, Ive traded off and on for about 8 years, never consistently profitable. I have finally put my pride away and accepted that trading without a system with strict rules my personality will make my account implode. I tend to have good ideas, and good predictions but its only a matter of time until my demons come out (ADD). ADD is tied to impulsiveness, impulsiveness does not do well in trading.
However, ADD people do very well with routine. A system gives me that and gives me some ease in my mind when I trade this way. Having said that I have developed an initial Strategy and have made it more complex tweaking with parameters. Its been very interesting to figure out the reason profits/ wins/ drawdowns etc. move when variables are changed in different ways. But there is one I found that cant explain and was seeing if there may see someone who could come up with something.
Simply, my system is a more elaborate buying/ shorting of big daily movers. I first back tested for 5 years with great results. 1st year a small gain and then large yearly gains after that. I then backed it out to 10 years and something interesting occurred. The first 5 years were pretty much flat. After a little investigating it seemed that my criteria was hardly triggering any trades during those first 5 years. 80% of the trades for the last decade occurred in the last 4 years.
Anybody have any insight? Has the US stock market turned more volatile overall in the last 5 years with bigger daily swings?
I figured Id say hi and introduce myself since this would be the sub forum Ill spend most of my time in.
A little history, Ive traded off and on for about 8 years, never consistently profitable. I have finally put my pride away and accepted that trading without a system with strict rules my personality will make my account implode. I tend to have good ideas, and good predictions but its only a matter of time until my demons come out (ADD). ADD is tied to impulsiveness, impulsiveness does not do well in trading.
However, ADD people do very well with routine. A system gives me that and gives me some ease in my mind when I trade this way. Having said that I have developed an initial Strategy and have made it more complex tweaking with parameters. Its been very interesting to figure out the reason profits/ wins/ drawdowns etc. move when variables are changed in different ways. But there is one I found that cant explain and was seeing if there may see someone who could come up with something.
Simply, my system is a more elaborate buying/ shorting of big daily movers. I first back tested for 5 years with great results. 1st year a small gain and then large yearly gains after that. I then backed it out to 10 years and something interesting occurred. The first 5 years were pretty much flat. After a little investigating it seemed that my criteria was hardly triggering any trades during those first 5 years. 80% of the trades for the last decade occurred in the last 4 years.
Anybody have any insight? Has the US stock market turned more volatile overall in the last 5 years with bigger daily swings?
