Whatever I do I'm provably making more than the market (respective stock, index or ETF I choose). I'll add more statistical evidence to that. You don't have to buy the system by the way, like I said above, worst complainers are the guys who'd never buy in the first place. But "you" are not "everybody", this is how sales works.
All that you’ve done is curve fit a backtest. I’m tempted to buy it and publish it here in a trading thread. We need a humor forum.
Did not read the thread or the PDF. Looking only at the curve on the first page, the result is suspect. Smooth growth punctuated by sporadic deep drawdowns reeks of option selling. Ctrl+F options confirms and I am out.
Surprisingly, the study is based on simple math and conducted according to scientific principles. http://www.markettiming.nl/img/image/RBS_MoonTrading13Jun10.pdf Aq, what price range? How much time will be required at Invesco by what level staff to babysit this creation?
@Aquarians, how many trades does that system do on average per week? How does it invest say $200k? Any diversification? How big is the MaxDrawDown% to expect? Or VaR% ? Don't you have checked for these numbers in your tests/simulations?
Weekly rebalancing so one trade per week. I've in plan to run more simulations but takes time to setup the data and all, will post more statistics when I have them.
Pardon my French...but I think you're full of shit. Folks commenting here would be better off not wasting any more time. Besides, go sell your candies to the murderous rashist thugs. Make sure you make them dump all the corrupt money they have into your thing. I'll be making macumbas in the background hoping for a crash so deep that the Mariana Trench would seem like a smoothed-out step for disabled people.
How does trading options in your supersystem require more capital than stocks??? You are employing leverage,juicing returns IF correct,so you are long options... So how does a long option position tie up more capital??? Ild really like to see what Delta options you are buying.. I'm dubious