I have published dozens of fully disclosed systems during this time , all of which people could test and see how they have worked some of them for the past 10-15 years. Since I have been in this bussiness I have see so many hot new traders come and go. You don't last this long as visible as I am without offering material of value. Remember unlike the people who sell 1000.00 seminars, my material is available to as many as 100K traders between the magazine and internet versions of the article. This means I get a lot more review by traders of my material. When you publish actual system , it's like having a independent track record because anyone can duplicate what you did.
There's a debate to be had, but you've chosen the wrong ground to do it on IMHO. If this was a "handpicked set of contracts" in the way you suggest results would be much better. So, if they are hand picked, he picked poorly. I have some pragmatic philosophical differences with Murray about how he constructs his portfolios. Concerns around over- fitting are not part of that thought process. You can debate his style, as there are so many ways to skin the cat. But I would suggest you'd be barking up the wrong tree if you tried to sustain an argument of his of deliberately over-fitting Trend Harmony and, therefore, being of low integrity. Indeed, quite the reverse is more likely true - Trend Harmony being "under-fitted", going by your definition. Thx D
Thanks fundjunkie for your comments. In fact I did not even pick the portfiolo. That was selected by Futures Truth. Since results of a trend following system relates to markets selected , I figure not having control of the benchmark markets protected me from having people think I have been over fitting.
I will update it and post the results soon. I have had some personal matters I have had to attend to.
Hi Murray, I'm one of your happy Traders Studio customers. I was just wondering if there were any plans for a RT version of TS?
Sorry it's been a long time, here are portfiolo's update for electronic markets. Results are based on Pinnacle data.
Murray, what was the slippage and commissions factored into these results (sorry if they were in there somewhere)? One other thing, I am looking at the quarterly breakdown page, and see 3 trades and 5 open trades as at 9/30/2010, and then 0 trades but 13 open trades for 10/26/2010. Where did these extra 8 open trades come from? Thanks
Hello Could you post the larger portfolios? These last ones seem rather small ... and in one of them there is a drawdown of -85%