Aberration and Andromeda Trading Systems

Discussion in 'Strategy Development' started by Vista, Dec 27, 2009.

  1. Vista

    Vista

    I'm not a systems trader. I'm just curious about these two systems. The Jan 2010 issue of Futures magazine says Futures Truth rates these two systems as Top 10.

    If you go to their websites though, you'll see that they haven't updated their results since 2002 & 2004, respectively.

    Are they having a multi year drawdown?

    Anybody familiar with these systems?
     
  2. Yes. There is little of value here for the average person...
     
  3. I think they're from the same developer? I've heard more about Aberration, but haven't tracked it over time. I believe it started out doing well for the first few years (i.e., early part of this decade).

    Futures Truth should have long-term results, but you may have to purchase a subscription to see it. The developer is (or was) also having his systems tracked on Collective 2.

    I'm sure you could find out more with some exhaustive Googling.
     
  4. slacker

    slacker

    You can find Tradestation eld's if you google and very detailed descriptions and discussions on usenet years ago if you search for it.

    It is a longer term trend follower which requires following a larger number of markets.
     
  5. mah56j

    mah56j

    I have never traded or tested it but I do have the Tradestation els if you are interested (circa 1996).
    It appears to buy when close is above top Boll Band and exist when price hits the 35 days moving average.

    It also appears to be a reversal system; the sell logic is the inverse of above.
     
  6. pfranz

    pfranz

    Me too was wondering what Aberration was doing these days, I googled Internet but found nothing after 2002.
    In 2002 I know it performed badly and its author - Keith Fischen - modified it (this sounds dangerous to me).
    It worked fine from the early 80's to 2001, and was not bad in the 70's. It is a trend follower system that trades a portfolio of many futures markets (minimum is 20, but 50 is better) with classic money management.
    I suppose that it got broken from 2002; it seems that it could make money only when the economy was flourishing, despite the fact that it trades long and short from orange juice to currencies to palladium (just a personal thought).
    Has anyone any data on how it performed in the last decade?