Evaluating A Failing System article - my commentary

Discussion in 'Strategy Development' started by syswizard, Feb 22, 2006.

  1. Very good comments. :)
  2. JackR


    As an interesting aside. Most of the systems that Attain trades for its clients have performed very poorly this last quarter. They discontinued sending daily performance reports to non-clients last week. At that time 60% of the day trade and swing systems they reported on were losers for the quarter.

    Their reason for discontinuing the reports to non-clients who had requested them was:

    To make sure we don't overload your email inbox with a table of results 2 pages long, we will only be sending our daily comments to Attain Capital clients starting today. For all other readers, you will now receive periodic alerts highlighting popular or new systems once or twice a week in place of the daily email.

    Somehow I don't think the "periodic alerts..." will be about losers. They did say you could re-request the daily reports from them. However---

  3. Thanks for the heads-up Jack....I received that letter, but did not read it. I just requested a daily email report from Attain. I think they are doing great work, and they are the first to provide a browser-based performance platform. Unfortunately, the market's recent price action has many systems just floundering badly.
  4. However, it is quite notable that Rickey Cheung's RC Success system as applied to the eRL (mini-russell 2000) contract is UP a whopping 57% this quarter alone ! Even the Sharpe ratio from recent performance is quite astounding.