http://www.elitetrader.com/vb/showthread.php?s=&threadid=50736&perpage=6&pagenumber=4

Quote from MAD10:
Lefty, I enjoyed reading your comments. Thanks.
Would you care to divulge some specifics on performance characteristics you have enjoyed with your pivot system:Sharpe, vol, drawdowns, down days/months, whatever you measure and have found to be useful?
I just recently started experimenting with pivots and have been pleasantly surprised by the very encouraging initial results. I get Sharpes of nearly above 1 with basic setups and between 1.5 and 2 with some basic tweaking (not optimizing, just common sense stuff on volatility and trading hours). This is in the US equity index futures. Will try the ideas in FX and Bond futures this week.
Thanks again for the interesting thread.

