the system is fully backtested, and has been tested live for slippage. i have over 2 months of slippage #'s, so it is very precise. the only thing that hasn't been tested live is the 20 share lot fills. but i'm thinking that slippage resulting from 20 lots fills would be less than slippage resulting from a 100+ share lot fill, right?
why someone would loan u a huge amount of money and expect to earn a minimal return of 3-5%(bank rate), while knowing u r making 65% out of their capital? besides, u don't wanna disclose ur system to them. if u found this person or firm, can u introduce them to me? i have a system made over 200% in the last two months of 2004. i am serious.
Odds are it would be the same. You can also make every 5th trade and do 100 share lots. Also I think 50k and a 7 would get you 400k in buying power. You will have to pay interest of course too.
here is some eye candy this is for $174k capital (exactly the amount it takes to raise the average share/trade to 100), using 2x margin (348k). its for the last 6 months. this is with liberal slippage #'s.
Here's one: Build a slick user interface, and then distribute the output of your system in real time in the form of trading signals. You can charge a fair portion of whatever value-added your "black box" stage represents.
here's the system (the same 6 month period) with 32.5k, my measly wad. notice the efficiency has dropped off because of the commissions.
oh, and all i have to say is, intraday trading blows. what a waste that was. i did manage to make my brokers wealthier though.