In case any of the 2 people who have looked at the above attachments are interested, Yes, the Profit reports are based on tick data with look inside bar. This gives the most realistic results with Trade station Profit reports.
Nod......., I could not go forward in time, but backward is possible with Tradestation. About a couple of weeks befor Fed day with tick data net one contract after commission and slippage subtracted by Tradestation. This is before my evaluation started and is only as valid and real as Tradestation. See attached. AROR = 441.04%
Nod.......,then walk forward by days since Fed day. I only do this part time, so daily Profit report is taken at different times of day and overlaps, but all are one contract net tick data with commission and slippage removed by Tradestation. Starting after Friday of Fed week with 581.87% AROR. See attached.
Nod.......,then continuing 11-9-10 walk forward by days. Only doing this part time, so daily Profit report continues to be taken at different times of day and overlap, but all are one contract net tick data with commission and slippage removed by Tradestation. 715.49% AROR. See attached.
Nod.......,then continuing 11-11-10 walk forward by days. Only doing this part time, so daily Profit report continues to be taken at different times of day and overlap, but all are one contract net tick data with commission and slippage removed by Tradestation. 973.08% AROR. See attached.
Nod.......,then continuing 11-12-10 walk forward by days. Only doing this part time, so daily Profit report continues to be taken at different times of day and overlap, but all are one contract net tick data with commission and slippage removed by Tradestation. 722.87% AROR. See attached. None of the real-time signals were removed from the real-time charts by Tradestation for the reason above during my evaluation so far. Also, I have yet to experience any loosing trade during this evaluation. So, in summary, for the couple of weeks about Fed day, the strategy has performed rather consistently in the !00's% AROR + range with highest AROR on highest volatility days where there are maximum profitable swings during the day.
The strategy has robustness, See attached periodical weekly returns on 1 contract for about a 3 month period as supplied by developer. It totals to more than $250k for that test period on one contract and had no weekly losses. I haven't had even a trade loss yet as I evaluate and follow the advice of the developer. I realize that there is practically zero interest in this new strategy that is only capable of getting 2213.67% AROR on any one day during my evaluation so far. It also only languishes in the sub 1000% range of AROR on all other days so far during my evaluation. Most all other "Elite Traders" must be using strategies that get consistently better returns off 1 futures contract than the returns above, and I can understand lack of interest on this basis. However, there must be at least one 'Elite Trader" who, like me, do not have access to all these other superior strategies being used by these other traders. So, does anyone have interest in this new strategy and does any experienced such trader wish to run the strategy live on the web? The strategy remains tick accurate in my evaluation period and I for one feel comfortable only getting the above returns in the 100% + AROR range of the strategy with the occasional pop into the 2000% AROR range on days like the last Fed day that had increased volatility. Thank you in advance and good trading to all.
I don't get it. Are you the one selling this strategy? You seem to be very concerned with convincing others about its performance. If it works that well, just trade it yourself and make a killing off of it. Who cares what others think? This seems very odd to me. Frankly, it smells a little fishy.