What is the Winning Rate of Pure Mechanical System?

Discussion in 'Technical Analysis' started by RedSun, Sep 11, 2009.

  1. RedSun


    If the system entirely written based on technical indicators, money management, order mannagement, and all other self-imposed rules.

    Any reported success? Of course, we would never know of the failed systems.

    Just wonder. Thanks.
  2. there is no such thing as an average here,
    system a isnt system b and system b isnt system c

    you might as well asked
    What would be the Top speed of a brand new car based on
    gasoline engine and 2psi air in the tyres incl a half-full gastank
  3. Fully automated with a 1:1 r/r I can achieve about 65% win rate.

    I'm guessing this can be significantly improved upon but this has been my experience.
  4. Alexis


    most winnning systems I have encountered average 40- 45% winning trades.

    Some much more, some (very few I can recall) a little less.

  5. I have mechanical systems that win >60% of the time
  6. stupek


    A lot depends on time frames, and how many trades per day you average. If emini trading, for instance, and you daytrade or intranight trade.........intraday {9 til 3} will usually produce 2 runs per day. So, if you trade the 2 runs per day and one of them will make mucho dinero and one will not be a money wagon, but loss is minimal each time, them %'s is not an issue. That is, % of winners compared to losers. Even if 2 losses per day, the runs that make money are bolstered by the r/r ratio being acceptable and smart.
  7. 0% - 100%

    Winning rates for TF systems are usually in the range 20% - 45%. Position traders can go up to 70% but most stay close to 60%. Intraday rates vary all over the place depending on the method.
  8. Ash1972


    What do you mean by win rate? The proportion of trades that are profitable?

    Well, the very best TF systems have a very low proportion of profitable trades (maybe only one in four or five) but those few trades that do make money make relatively huge amounts, pay for all the losses and make substantial profits on top.
  9. stupek


    low % wins destroys confidence of most before they get started good. low % is for whom? the experienced? NO because he is smarter than that with experience under his mouse...then why the low% system? unless one is inexperienced trader poking and hoping. Most good traders lose seldom. When they do they accept it, but big losers % rate tells me trader is lower level trader.
  10. On ES, a tad over 90%.

    Other futures, mid 80s.
    #10     Sep 13, 2009