You are refering to the first or second system? Or both?
I'm sad.... https://www.elitetrader.com/et/threads/etf-mostly-trading-system-development.323907/
And..... with only one (almost even) losing year! [ATTACH]
With this two systems (#QQQIBSM1 and #SPYLS1) we get a nice and stable equity curve with a MDD of 14.62% [ATTACH]
Great thing about have a portfolio of systems. Even if #QQQIBSM1 and #SPYLS1 are probably correlated, we would have achieved a much better risk...
Specially to my only thread buddy: [ATTACH]
The #SPYLS1 system for more conservative risk profile can be played only on the long side. AR above 10%. MDD 16% and a very nice equity curve....
Here is the #SPYLS1 code (if you find hard to understand it drop me a message). Code: SetTradeDelays(1,1,1,1); SetOption...
I believe that the same setup most of the time is not adequate for all market regimes, many of my systems divide de market in half. For #SPYLS1 I...
Yearly returns of the #SPYLS1 system. [ATTACH]
It would be though to underperform during 2003 and 2009 biggest bull years. But it performs very well during bear markets. Here is Equity Curve...
Some stats about #SPYLS1 system: 12.90% AR, 78% Winners, -18.7% MDD, 2.62 PF and 1.35 SR. As always, should be traded in a basket of systems.[ATTACH]
The next trading system is named #SPYLS1 (also for evaluation purposes i will post real time signals in my twitter account and update results in...
A side note: #QQQIBSM1 system got a buy signal today. A position will be open tomorrow at the QQQ open. As told, for evaluation purposes, all...
I lived 2 bear markets at this point. I would not give the benefit of the doubt to B&H, I just can imagine my portfolio with a 50% DD… at least I...
Separate names with a comma.