Murray New Bond system

Murray Ruggiero

Murray Ruggiero

Sponsor
In September of 2013. I started working on a new version of my MAR Bond system. The reason for this is that Treasury bonds are now a two way market, we can't assume a upward bias. This is a much simpler system than the 2010 version. I discussed this development process at TradersStudioBlog in December.
http://tradersstudioblog.com/2013/12/developing-a-new-bond-strategy-using-the-new-tradersstudio/

This system makes more money than the original version and has done well in 2013 as well as starting well this year. This version makes double the money of the original version on the short side. It does have slightly higher drawdown, but makes over 50% more money both ways almost 300K since 1987. The two systems are the same core technology, but use different filters.

See attached results
 

Attachments

We are still long bonds from our Jan 16th entry.
 
Looks promising. Do you see the upward bias returning any time to the bond market or are you thinking it will continue to be a two-way market? I’m interested in the system but I’m wondering if you have any thoughts as to how long you expect these conditions to continue.
 
TraderSystem said:
Looks promising. Do you see the upward bias returning any time to the bond market or are you thinking it will continue to be a two-way market?
More...

I think the bond market will be a two way market for at least the next 3-5 years. I don't think we will see a upward bias again for at least a generation.
 
Here are new results
 
Looks promising. Do you see the upward bias returning any time to the bond market or are you thinking it will continue to be a two-way market? I’m interested in the system but I’m wondering if you have any thoughts as to how long you expect these conditions to continue.
 
TraderSystem said:
Looks promising. Do you see the upward bias returning any time to the bond market or are you thinking it will continue to be a two-way market? I’m interested in the system but I’m wondering if you have any thoughts as to how long you expect these conditions to continue.
More...
I think Treasury bonds will be a two way market for a long time. I think the next three to five years. The next one way market will be a bear, which I don't think the FED can allow to happen with the national debt at current levels.
 
Three to five years seems like a really good amount of time to be able to trade the system successfully. Will you update it if you notice conditions changing?
 
TraderSystem said:
Three to five years seems like a really good amount of time to be able to trade the system successfully. Will you update it if you notice conditions changing?
More...
Yes I will update, it will either cost a upgrade fee or be free if you pay maintenance on the systems. This maintenance includes extra support and upgrades as well as customization. We will also add this system to a custom trading plan in which we can combine the other systems you trade.
 
Here are the current results of the system up about $2500.00 in 2014
 
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