Copper capitalized on the flag pattern, wheat broke out up as thought. Significant retracement in profits from gold, dollar, credit. HWM hit 12K, but lower with losses in gold/dollar/credit.
forward test.. above is benchmark for dollar bear trades, the pnl is like a moving average of sentiment regarding dollar. below is the current forward test. Each night daily data is downloaded, and the system generates orders for the open the next day open. TB software platform also integrates with IB API to send orders automatically.
forward.. there are some discretionary aspects of when to turn the system on/off(liquidate). So as a basket to liquidate 116,000 -112,500... 3.1% return after two weeks, with max drawdown at 1.2%. So basically the skill of the discretionary trader comes into play to repeat this multiple times a year to hit set benchmark and park rest of the year in T-Bills. Ideally just continue and see how high you can hit.