non optimized systems win rate

Discussion in 'Strategy Building' started by andrasnm, Aug 23, 2003.

  1. are there any non daytrading non optimized systems that have better than 50 percent win rate?
    (independently tested and verified for a portfolio and at least 10 years?)
  2. Yes, a lot... do some research. Intraday... or scalping systems require a high profitability to start off with... The nature of the system is generally, counter-trend... take profits, take loss...

    Different from your systems that you trade... if you trade.
  3. I do reseach but there is so much clutter and falsehood out there that I don't even look very seriously. I do not trade - I invest and I sell if I must.
  4. You might consider Zwieg's 4% swing system as applied to the Value Line Arithmetic Index. It seems to meet your request, although my testing does not qualify as "verified". But it seems to hold up well.

    This attachment (.xls file) is from my Tradestation testing.

    • 4%.xls
      File size:
      84.5 KB
  5. from a book of his or on the Net?
  6. It's from his book: "Martin Zweig's Winning Wall on Street"-lots of good stuff in there. The 4% Swing is about as simple as it gets. Buy when the index rises 4% above its recent low; sell when it falls 4% below its recent high.

    I believe it was originally published by Ned Davis.

    A great book by Davis is "Being Right or Making Money".

  7. .
  8. System is not only about winning %.

    Ok, here is my Coin flip entry system:

    # 1 Point profit target, 1 Point stop loss
    Winner 50% Loser 50%
    Gain 50 Loss 50

    # 1 Point profit target, 3 Point stop loss
    Winner 75% Loser 25%
    Gain 75, Loss 75

    # 1 Point profit traget, 9 Point stop loss
    Winner 90% Loser 10%
    Gain 90 Loss 90

    Gain = Loss (just to show the figure, 50, 75, 90 is the multipled)

    See that?
    High winning percentage system may be cool, and I like it, but it`s far from enough.