Mapping The Strange Attractors of The Price Movements

This equity trading system is a map stored in a Microsoft Word file, 3658 pages (as of today) in length. It is being updated daily.

There are three managerial rules:

(1) The starting trading capital is $5 Million.
(2) The maximum margin usage is restricted to 2X1.
(3) Take out profits at the end of each month.

Attached are the sim trading performance stats. Do you like the stats? If not, why?

Thanks

 

01/2012 Performance Report:

 

02/2012 Performance Report:

 

03/2012 Performance Report:

 

04/2012 Performance Report:

 

05/2012 Performance Report:

 

06/2012 Performance report:

 

Are you factoring in slippage and commissions?

 

Yes and yes. It's a sim account with TradeStation for this project. Everything else is LIVE only money is not. I use limit orders only.

 

From the book "More Money Than God" (By Sebastian Mallaby):

(Chapter 13. The Code Breakers) ... "If somebody came with a theory about how the phases of Venus influence markets, we would want a lot of evidence." But he (Robert Mercer) adds that "some signals that make no intuitive sense do indeed work." Indeed, it is the non-intuitive signals that often prove the most lucrative for Renaissance. "The signals that we have been trading without interruption for fifteen years make no sense," Mercer explains. "Otherwise someone else would have found them."

We tend to be looking for "love" in all the wrong places...hehehe...