Actually, its not really trying to pick tops per se....its more like i can't resist trying to fade overextended rallies. It's a pretty hard way...
Thanks :) I cannot resist trying to pick tops. I'm not even trying to resist it any more. My entire strategy now is simply to avoid going on...
I'm an idiot. Performance for Week 14: Weekly % Return = +0.1% 2011 P/L = +5.9% Current DD = -0.37% MDD = -12.05% Both of my...
A monster week and a monster comeback.... Performance for Week 13: Weekly % Return = +2.9% 2011 P/L = +4.6% Current DD = -0.4% MDD =...
A great shot to end the quarter in the black... Performance for Week 12: Weekly % Return = +2.4% 2011 P/L = +1.6% Current DD = -3.1%...
I swing trade but also do some discretionary trading of ES and CL futures. I occasionally overtrade, particularly in CL, and that is what drives...
By the way, I am only shooting for a CAGR of 20% - 30%, with drawdowns in the same range. While this would be a stellar return, it is more...
I have been running my system against about 20-30 ETFs, mostly country specific with a few commodity specific. I backtested the system against a...
I have spent a lot of time backtesting trend following strategies on ETFs, and I'm currently actively trading one myself. One of the things...
I'm assuming you've backtested this, at least over the last few years (realizing there isn't sufficient ETF history to go much further.) What do...
A teensy, tiny break in the gloom... Performance for Week 9: Weekly % Return = +2.1% 2011 P/L = -4.8% Current DD = -10.2% (carryover...
In the wrong place, at the wrong time, doing the wrong thing... Performance for Week 8: Weekly % Return = -1.6% 2011 P/L = -6.7%...
Really mismanaging my finances.... Performance for Week 7: Weekly % Return = +1.4% 2011 P/L = -5.0% Current DD = -11.7% (carryover...
Thanks SpecterX, what you are saying is what my research has been confirming. I do have strategies which lower volatility and add 2%-3% return...
Just get tradelog and be done with it...i trade equities, options and futures and have used it the last two years to cover thousands of...
both good ideas i think...how would you build a filter for #1? I do have something in place, but it is less than perfect for sure. Certainly far...
most of my systems are backtested on between 10 and 30 years of data...average holding period is a few weeks to months for longs. Shorts...
curious, what is your expectation for cagr?
good results...you will soon be a billionaire if you can annualize that :) what are your predicted drawdowns?
Do you trade long-only or short side as well? If short also, mechanical or discretionary? thnx
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