what's it worth?

How much would you pay for a TS strategy that has AVERAGED over 4 points a day profit (after commissions) on the ES over the last 5 months, both in back testing and FORWARD testing?
$10,000?
$20,000?
$100,000?
Partners?
just curious.

BTW....in the last 2 weeks of forward testing has exceeded that standard.... substantially, today... 5.125 points after commission.

MJT


(Email @ playme4u2c2@aol.com and say "strategy" in subject line!)

 

I usually do that many points in the first hour out of the open! :eek:

 

not one red cent..

i avg much much more with my own home grown potatoes..

heh

 

then why do you waste your time here?

 

Did you package up your indicator?

http://www.elitetrader.com/vb/showthread.php?s=&postid=160537#post160537

I think that if you have a system that turns lead into gold, why not make as much gold as you want?

 

Cheap entertainment

 

Very good Rich....but old indicator...
The concept is still valid, though the strategy is much different.

 

why only 4 months of history, what did it do 5 months ago, or 12

 

5 months of history (7-17-03 to current).... that's all the volume data I have. I'd be willing to test it further back if anyone has the TS data.

 

Zero, because as soon as this market cycle falls apart, your super-duper optimized strategy goes to crap along with the account of any poor schmuck using it!

That's how it is with EVERY market cycle. The next one will be just enough different to attract a different "new" crowd with other thoughts to optimize.