Derivative 9 - Euro 2012 11.3 -19 2013 -6.3 -4 2014 7.7 -4.8 2015 11.3 -19 2016 15.5 -5.2 pretty good results for Euro. Profit target was 1K per trade.
Max Pain, if all the trades went bad exactly at the same time, what are the dollar amounts each year for max pain.
with the 9 derivatives, as more futures are added, most of the time bumps up the return on capital used.
I looked at copper and unhinged it from 'macro' signal. Signal defaults. With any derivative if no specific signal exists, the system defaults and this is universal for all the derivatives.
Retrace of election night vectors still continuing.. Dollar getting hit..with correllations. This is test account to monitor system intraday.. Positions in test initiated date of above posting..
Is there a reason to do these derivatives in this particular sequence? I notice that you don't use energy (e.g. oil) or volatility (VIX). Is there a reason for that? I would be interested to learn more about the triple moving average system which you mention. It is nice to see that diversification works.
Number of derivatives is based on equity and manageability. More can be added but the signals are based on macro events. The triple moving average is a generic system from TradingBlox..
The response speed of your system will thus depend on the MA periods you use. Are you using one set of 3 MA's? Or multiple sets?