I found the reason why I titled this thread with 'unbreakable' http://www.investopedia.com/articles/forex/06/martingale.asp Basically it is...
C99, I think you nailed it, thanks. Scale Trading appears to be the term I was looking for. This article describes it very well:...
Thanks for the reply and information. I did do some backtesting. I actually wrote some software to test my volatility theories on historical data...
(Disclaimer: This strategy results in a total of 6% return using SPY from the October 2007 highs until today. From October 10, 2008 it results in...
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