Murray's trend following system update

Discussion in 'Events' started by Murray Ruggiero, Sep 16, 2011.

  1. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    In general it has been bad for trend following systems in 2011. Most systems have lost money. I have included some results to date for my trend following systems.

    Trend Harmony 2010 has done well again this year , up 12K on a medium portfolio. Losses in the second quarter which many trend following systems were limited in trend harmony 2010.

    I have included results in this thread for all my trend following systems

    Simple Harmony
    Trend Harmony 2010
    Super Turtle.

    Remember simple Harmony release date is 1/1/2006 same for Superturtle

    Trend Harmony 2010 has release date of May 31,2010.
     
  2. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Sorry did not post results
     
  3. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    In terms of these systems

    SuperTurtle is TradersStudio only
    Simple Harmony is available in both TradersStudio and TradeStation.

    Trend Harmony 2010 will be available in both sometime next week. We are just finishing the TradeStation version.
     
  4. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    SELL SwingSE LB_REV.CSV 4/20/2011 1 291.6 9/21/2011 Still Open 244.6 $5,070.00 $765,158.55
    BUY SwingLE US_REV.CSV 4/29/2011 1 119.906250 9/21/2011 Still Open 143.187500 $23,188.70 $788,347.25
    SELL SwingSE ZN_REV.CSV 8/3/2011 1 4.239 9/21/2011 Still Open 3.820 $4,090.00 $792,437.25
    SELL SwingSE ZU_REV.CSV 8/19/2011 1 80.19 9/21/2011 Still Open 85.92 ($5,830.00) $786,607.25
    SELL MSwingSE FN_REV.CSV 9/13/2011 1 136.60 9/21/2011 Still Open 136.65 ($162.50) $786,444.75

    Trend Harmony 2010 has been on the right side of these moves up 14K this month.
     
  5. TrendHarm2010 seems to do a lot better recently than superturtle and harmelec... why is this, because of profit targets?
     
  6. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Not only that but also the fact it uses Multi-timeframe analysis.
    In addition remember, the other systems parameters were optimized in 2005!. Trend Harmony 2010 was done in 2009.
     
  7. Can we please have some more information regarding the Trend Harmony 2010 results? Thanks :)
     
  8. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    I will post soon.
     
  9. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    New Results Medium Portfiolo Trend Harmony 2010, No Copper.
     
  10. Thanks for the updated results, Mr. Murray :)
     
    #10     Nov 21, 2011