R-Breaker System Performance

Discussion in 'Strategy Development' started by RhinoTrader, Sep 12, 2007.

  1. I don't own the system but from what I understand it is essentially a vol breakout method with a few bells and whistles. So I am wondering what the recent performance has been given the recent vol expansion in the SPs, NQ, etc. Does anyone out there track it / trade it?

    I have seen in the past that it was once hugely successful
    but it went through a tough time when SP vol compressed.
  2. vikana

    vikana Moderator

    Futures truth tracks it. My recollection is that it's not made a new equity high since ~ 2003