Super Money Grid w/D'Alembert Progression and Unbalance Control GBP/USD

A little improvement in NAV, but the carry continues and the question is... will price dip down enough to take out all of the sells? Notice how many sells are below the boundry. This is what makes it hard to scroll back 10 or 20 years and imagine what would happen so one could size his account correctly. As long as one has deep pockets then there is no reason for a blow up.

Its fascinating how the boundries squeeze together as time progresses. The unbalance control seems interesting...but again I am not a big fan of martingale.

Start Capital: $4,000.00
# of Calendar Days Traded: 21 (Start = 01/15/12)
Profit: $202.10
Float: -$680.13
NAV: -$478.03, -11.95%
Boundary Width: 164.3 PIPS
Margin Used: $131.98

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This is not the NAV highest negative...This system has seen -25%

Start Capital: $4,000.00
# of Calendar Days Traded: 22 (Start = 01/15/12)
Profit: $299.06
Float: -$1,045.62
NAV: -$746.56, -18.66%
Boundry Width: 228.5 PIPS
Margin Used: $178.99

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Start Capital: $4,000.00
# of Calendar Days Traded: 23 (Start = 01/15/12)
Profit: $351.53
Float: -$1,456.14
NAV: -$1,104.61, -27.62%
Boundary Width: 290.8 PIPS
Margin Used: $179.08

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No exits... just a buy added on...Notice the "Margin Used" and the "Boundary Width" decreases!


Start Capital: $4,000.00
# of Calendar Days Traded: 24 (Start = 01/15/12)
Profit: $351.53
Float: -$981.45
NAV: -$629.92, -15.75%
Boundary Width: 231.4 PIPS
Margin Used: $122.73

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Anyone for a reset? Maybe the price keeps going lower and will realize it.


Start Capital: $4,000.00
# of Calendar Days Traded: 25 (Start = 01/15/12)
Profit: $351.53
Float: -$926.65
NAV: -$575.12, -14.38%

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Check this out....so cable moves down...but the upl stays the same because this grid code adds longs with larger size because the unbalance control input is turned on.

Start Capital: $4,000.00
# of Calendar Days Traded: 29 (Start = 01/15/12)
Profit: $351.53
Float: -$910.51
NAV: -$558.98, -13.97%

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So here on the 30th. day the price retraces and takes out all of the shorts...but what I did not foresee is that the unbalance control laid a trail of buys in increasingly larger lot sizes while the price was falling to fetch the sells.

sooo...we got the reset within 30 days. But...The NAV is still the same ol' negative, eventhough the banked profit rises at a nice clip. So what needs to happen to wipe out all of these large trades and stop the unbalance control? Notice the sells are now reflecting unbalance control sizes...This will be interesting to watch how this system dials itself down.

This system is way different than the Pure-Grid™ system in the other thread. http://www.elitetrader.com/vb/showthread.php?s=&threadid=235693


Start Capital: $4,000.00
# of Calendar Days Traded: 30 (Start = 01/15/12)
Profit: $408.22
Float: -$1,091.70
NAV: -$683.48, -17.09%

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Think about price. Price does not give huge zig-zags of ups and downs...There are patterns of large moves followed by consolidation.

Based on these patterns...Try to visualize how this system will dial itself down...I cannot explain it succintly as I am not that smart. ..Just watch this thread and I will report what I see.

ES
 
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