How long does a system last?

Discussion in 'Trading' started by pwells, Oct 31, 2020.

  1. Correct. But when the market gets bearish, "buying the dip" will generate losses... and perhaps big ones.

    A trader should always "trade around" the market's bias.
     
    #11     Nov 1, 2020
  2. tomorton

    tomorton


    If the market changed, it would be visible in differences in the charts. Can you put up a chart perhaps showing a time when the markets changed?
     
    #12     Nov 1, 2020
  3. virtusa

    virtusa

    The volatility the last year was much higher than the years before. You don't need any proof, all real traders know that. In the ES we have almost every day +50 points moves. That was never happening 1-2 years ago.
     
    #13     Nov 1, 2020
    userque likes this.
  4. qlai

    qlai

    That’s why I don’t really consider these systems as having a real edge, more like tendencies to either trend or mean revert.
     
    #14     Nov 1, 2020
  5. userque

    userque

     
    #15     Nov 1, 2020
  6. tomorton

    tomorton


    Naturally, stock indices are set up so their points values inflate over time, so this is a skewed way to gauge anything. 1000 points on an index is not what it was 20 years ago. Yet the percentage changes are nothing special until we got into the covid pandemic.
     
    #16     Nov 1, 2020
  7. userque

    userque

    In addition to what @virtusa says,

    If a system didn't change, then the only other thing that could have changed is the market. This is a truism whether or not one realizes why or how the market changed. It's logic, pure and simple.
     
    #17     Nov 1, 2020
  8. tomorton

    tomorton


    Then show how and where and when on some chart. Never mind the why.

    My contention is this cannot be done convincingly because its a fallacy. Markets have not changed, they go up and down and trend and range just as ever. I say that systems stop working because of statistical inevitability, the law of averages catches up with them.
     
    #18     Nov 1, 2020
  9. userque

    userque

    I said markets change regarding volatility and trend.

    Do you believe markets change regarding volatility?

    Do you believe markets change regarding trend?
     
    #19     Nov 1, 2020
  10. userque

    userque

    Show me a system that worked, and then stopped working. Show me when it stopped working.

    Then, I'll analyze the market while it was working, vs. while it wasn't working, to show you a change in the market.
     
    #20     Nov 1, 2020