MAR Bond System great results since release

[Rodney King]

When did the system last trade from the short side? Thanks.

 

[Murray Ruggiero]

September 2009

 

[Rodney King]

> September 2009

Long time between drinks! http://bit.ly/nbZECF

 

[Murray Ruggiero]

Quote from Rodney King:

> September 2009

Long time between drinks! http://bit.ly/nbZECF

Bonds have gone from 102 to 138+ during this period why is it so bad that you did not go short. The system has had 103 short trades and 155 long trades.

 

[Murray Ruggiero]

Another point I want to make is that the bond system has technology to turn off trades in a given direction when the intermarket relationships are not working. This often happens on the short side in bonds.

 

[Rodney King]

That's all fine, but if the strat is long-only or long-biased, a reasonable benchmark would be the buy/hold return on bonds.

 

[Murray Ruggiero]

Quote from Rodney King:

That's all fine, but if the strat is long-only or long-biased, a reasonable benchmark would be the buy/hold return on bonds.

I agree, the system has made $47,900 on the short side and averaged over $465.00 per trade. Short side profit factor is 1.83.

FYI in 2009 the system had 7 short trades.

 

[artfartdart]

can you point me to a link that shows the results over the past few years for this strategy? thanks.

 

[artfartdart]

disregard

 

[Murray Ruggiero]

Quote from artfartdart:

disregard

You found it in the spreadsheets I uploaded ?.