The problem is A) you are making grand statements without giving any explanation to support these statements and B) you discuss anything except the specific aspect I am seeking feedback on. This isn't a thread for anyone to prove anything ... but I would really appreciate if someone could give me pertinent feedback on the recent drawdown characteristics.
What's obvious is that you are lacking anything pertinent to say on the topic of interest. Why don't you keep quiet then?
Thanks, it is nice to know I am not the only one to see & trade this pattern. You'd be surprised with what I can do in automation ... and probably even more when I tell you all the strategy is done using Ensign DYOs - but this isn't on topic, is it? The real topic is, how far from the mean can drawdown go - and recover (assuming a valid strategy)?
Wow, you really helped ... I like your remake of the EMG classic "mechanical systems will always fail - they just fail"
That is not what you said in your opening post: So, BS on you. You don't trade it. And you are sceptical of a pattern you see, and you are rightfully terrorized by the predictable drawdowns experienced by your simulation efforts to date regarding the system, you post it for the world to see, invite criticism, and then shoot everyone down who tries. Why bother ?
My question was -- can you teach a method to someone else if you can't program it? Of course the task of programming a system can be daunting, but if you can't explain the "rules" to something as stupid as a computer, how can you explain them to a fellow human? OP, sorry for posting OT. I wouldn't trust MC analysis for anything .
So it's them complex nuances of management that makes the system profitable? I still don't see how a computer would fail at observing the exact same things if you told it to. Unless of course, "what unfolds, how it unfolds and how it's filtered" aren't exact rules but "intuition" - but then again, you can't teach that either which was my point to begin with. Just sayin'.
Exactly! You have nothing to say on the topic of interest, so shut-up - there is nothing wrong for you to stay out of this thread, you have nothing to prove, and nothing for me either.
Hi, I have actually seen a similar thing in a strategy of mine, not the same instrument but in a correlated one. Some general comments: It appears based on your comments and the results, there could be an element of curve-fitting present. However, there could be an edge, BUT maybe it is not as big or reliable as the backtests indicate. Hope this helps a bit!