This web site has a good description of a standard breakout trading system. It's for educational purposes only. I am posting it here as informatilon for people like me, new to trading and didn't really know what "trading system" meant when I first started reading ET. I have not tried to trade this system, and I know nothing about the person who has the web site. Sorry, but I don't know how to put it here as a link. http://www.lynixco.com/weiss/3.htm
Interesting system although there are no performance stats. I'd be surprised if it tested too well on S&P's but probably pretty good on the bonds and currencies where vol systems tend to do well. How about one of you wealth-lab jocks running this thing and giving us an update?