Trend Harmony , Updated Results

Discussion in 'Events' started by Murray Ruggiero, Jan 29, 2008.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    Trend Harmony has now been out for over two years and has performed very well since release. Here are updated results though Jan 29th, 2008.

    TradersStudio has a great package deal with includes Pinnacles CLC package with Deep History and Forex data. This package comes with 1 year of updates. In addition you get TradersStudio and Trend Harmony. All this for for $1499.00.

    http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx
     
  2. Just following along here.

    How much is the package if you already own TradersStudio? Do you still get Murray's System bonus pack with the SuperTurtle system.


    Regards.
     
  3. This is a backtest (1980 to ...). They have no value. Where are the independently monitored results that show its performance? (collective2.com, timertrac.com, futures-truth, timerdigest.com, hulbert, striker securities, strategyrunner, attain capital, Robbins World Cup, SOMETHING???). Vendor testimony is notoriously unreliable.
     
  4. empee

    empee

    the spreadsheet shows monthly weekly and daily as well I believe.

    is this a trend following system? What markets is it trading?
     
  5. SB_REV.CSV
    CT_REV.CSV
    FX_REV.CSV
    HG_REV.CSV
    NG_REV.CSV
    TA_REV.CSV
    JY_REV.CSV

    Looks like Beans, Yen, Cotton, Copper, Natty and two others. 73.5% of profits in the backtest are derived from just 3 contracts (FX, JY + NG). I would be extremely skeptical of results produced with such a handpicked set of contracts (hindsight bias).
     
  6. Frankly I like Dr. John Clayburg's adaptive approach a lot better than Murray's...

    You have to use Tradestation, but thats a minor thing in my opinion.

    While I don't know how his older systems have faired, I like the newest one. Check him out (google).

    Steve
     
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    The System is tracked by Futures Truth. They picked the basket also.
     
  8. Murray Ruggiero

    Murray Ruggiero Sponsor

    Yes , it's a trend following system. Future Truth picked this basket in Jan 2006, So yes it's handpicked but without hindsight except that the market are good trend following. If you decided to trade only gold from the long side 5 years ago and made a lot of money , is that bad because gold is in a bull market. You might say we got luckly , but since you decided five years ago it's not hindsight bias. This is why I don't use different baskets, because then someone could accuse me of that. I only used the one , which was picked for me 2 years ago.
     
  9. Don't you agree the system would look a lot more viable if it traded 15, 20, or 25 markets at the same time delivering the same overall risk/reward characteristics as shown by your smaller basket?
     
  10. Murray Ruggiero

    Murray Ruggiero Sponsor

    Here are results of a larger basket. I really don't like listing other baskets because some vendors change baskets every few months so the equity curve looks good and on ET you will always get someone to accuse you of things like that.
     
    #10     Jan 31, 2008