If you are extremely wealthy and/or you have another source of income, have some fun with it. But, if you need to or want to grind out money each day or week, it won't happen with the Turtle System. (just my opinion)
IIRC the Turtle system is a long term trend following system that gets in and out with a breakout trigger. (Something like "buy if the close is higher than the close of the last 14 days".) Like Gotta_trade says, long term trend following is a profitable strategy (witness Aberration's well documented success), but it has large and lengthy drawdowns. There are many CTA's, managed futures funds, and system-following brokers that could execute a long term trend following system for you, if you like.
This maybe be of interest, from the turtletrader: The Winners and Losers of the Zero-Sum Game: The Origins of Trading Profits, Price Efficiency and Market Liquidity http://turtletrader.com/zerosum.pdf Good Luck Josh
Hi. You might find the following scripts interesting. You can test them online on an individual symbol or on a portfolio and then judge yourself if "turtle" trading makes any sense for you. http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=1477 http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=11219 There are many others just use the search feature here: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=ChartScriptSearch.htm And key in "turtle" Volker