So my first observation is - it takes 5M to play this particular game? If you have 5M - why bother trading?
Hey Fool: Please email me the rest of the .pdf tests with the details (you only posted the front page summary of the tradestation report. I want to see the trade details and the back pages results). I have access to some money to deploy, and if that's your intention, we may strike a mutually profitable deal, if your stuff is real. samgold321123 at yahoo dotcom If not, then you're a Fool all the same.
I view the equity market as a conceptual non-linear dynamic system behaving chaotically. All the buy and sell actions create infinite variety of movements within certain boundaries. Such kind (stable) of system is capable of producing complex structures: the strange attractors. The map is not "your grandfather's map", it is a script describing the basin of the strange attractors at the topological level. Here the emphasis is on concepts and applications rather than proofs and partial differentiation equations. The challenge is not so much to invent a profitable strategy, it is to implement it successfully. An individual may excel at generating brilliant trading ideas, but it takes big money to let them pan out. Brilliancy is usually only matched by size... is it not?
The most obvious non-proof to your non-statement are the LTCM guys that blew up: They were all brilliantly stupid (Nobel Prize winners) and were matched by having lethargic big size moneywise. As for me, I like to rob banks, that's where the money is. Actually I don't rob them, they donate voluntarily.
The problem with LTCM is its name. Long-Term? In the long run we are all dead. If I had a choice I prefer to be brilliantly stupid. If I could figure out a way to get away from it I WOULD rob banks.
If you want to rob banks then you must also map the short side, not only the long side. Mapping the long side only is stupid, perhaps brilliantly, but stupid nonetheless.
"If you want to rob banks then you must also map the short side, not only the long side." That would be like playing chess with oneself (kind of like masturbation, yes?)...might be psychologically detrimental... The "map" is symmetrical (topologically). So, for the sake of sanity, have one account just for long and another short, traded by two traders.
In that case send me both maps/tests in TS so that I may evaluate them properly. Your posted .pdf files only have long side trades, as you know already.