Profitability using statistics and probabilities.

The title says it all.
Is it possible? Yes.
Will management entities be interested in it? Doubtfully

 

Let they games begin.

 

You're trading a correlation basket that's mean reverting around leverage?

 

No documentation or detailed explanation ?
Wow....great thread.

 

Why would you be so ignorant to expect me to go out of my way to give up decades of hard work? Get off your lazy ass and at least ask a question.

 

Yes, but it is reverting around a statistical anomaly.

 

Alright, thx. Systems like these are as old as time and I even invested in one once.
They tend to work but returns are too left skewed for my taste.

Good luck

 

i can not read your statement. No profit factor no drawdown no sharpe ratio. I only see red loss.

 

Possible, yes