Since 1993 SPY has only returned 7.1%, just shows as yields back up on notes and bonds to higher levels, the risk in other asset classes may not be worth it. Gold is at 4.7% for 30 years.
always liked this triple moving average system. It keeps you in for longer time capturing bulk of move.
going back to 1990 for the triple system. Linear scale of triple using full basket of futures with 350K starting in 1990.
Derivative 8 - Chicago Wheat 2012 11.2 -10.7 2013 6 -2.4 2014 -16.6 -15 2015 10.4 -3.9 2016 -2.8 -15 surprisingly agricultural commodity held up returns.
The question becomes, using 400K from 2012 - 2016 resulted in 420K, what would happen if you deployed the 400K in one day on a simple EMA system with a extreme discretionary bias. One contract per 10K, 40 contracts. Trading only 1 week out of the possible 260 weeks. 60K in one week on 400K.... What if you could identify other weeks with similar discretion out of those 260 weeks. The most amount of money can be made in the shortest period of time if you have the ability to identify market catalyzing events/periods using leverage. The EMA system is constantly on after entry to exit.
Maint Margin = $22,300 Excess Margin = $77,700 Derivative 1 - Gold 5400 Derivative 2 - US 30 year 4400 Derivative 3 - Yen 4000 Derivative 4 - Copper 2750 Derivative 5 - British Pound 2750 Derivative 6 - 2 year note 550 Derivative 7 - 10 year note 1450 Derivative 8 - Chicago Wheat 1000 excess margin is there to buffer against volatility of the individual futures.