Why has the turtle trend-following system stop working?

Discussion in 'Professional Trading' started by helpme_please, Aug 8, 2015.

  1. No. I am arguing against the idea that momentum in any direction increases your odds of profits prior to your entry.

    In other words if the market moves up 3 or whatever --are the odds greater than 50/50 thst the next whatever will be in the same direction??
     
    #121     Aug 14, 2015
  2. The "cogent" answers are untestable platitudes, appeals to authority or personal anecdotes--- sorry those things don't work in my world.

    surf
     
    #122     Aug 14, 2015
  3. Trend Following

    Trend Following Sponsor

    Maybe you should look at this in another way.

    Are there trends one can observe after the fact in a broad array of markets? Of course.

    If so, can those random unpredictable trends (measured after the fact) be captured enough via simple robust systems and applied mechanically to give off a positive ME? Sure.

    Of course those simple robust systems might give off 60% losing trades as there is no one way to predict which of your entries will pan out. That means after the fact your winners must be significantly larger than those whipsawed losers.

     
    #123     Aug 14, 2015

  4. Geeez-- that dude creeps me out. With that said, it sounds like random entries would produce the same results. Cut your losses mechanically and let your winners run with the "trend". I call this money management.
     
    #124     Aug 14, 2015
  5. Trend Following

    Trend Following Sponsor

    No evidence for more money.

    I saw this guy in the flesh circa 2001. It was easy to draw conclusions that there was no there there. The saddest aspect to his case are probably the numbers of people that attached to him thinking his "resume" would lead to gold (many are or were posters in ET). They never bothered to really look at that resume. They just assumed.
     
    Last edited: Aug 14, 2015
    #125     Aug 14, 2015
  6. Trend Following

    Trend Following Sponsor

    ES is no more or less quirky than VN! As they say in Asia, same same. They both happen to share very similar big picture econ views (which I admire).
     
    #126     Aug 14, 2015
  7. Trend Following

    Trend Following Sponsor

    #127     Aug 14, 2015
  8. Yeah. Maybe both quirky but the ed sex stuff is just plain weird-/ but thats my opinion -- google him to see what i mean.

    But no doubt, he is brilliant.

    surf
     
    #128     Aug 14, 2015
  9. #129     Aug 14, 2015
  10. kut2k2

    kut2k2

    Bullshit. I gave you numbers based on your example. But go ahead, keep pretending like your question hasn't been answered. It's your M.O. when you don't like the truth.

    You're the same guy who said trends only exist in the past. So by your own admission, you can't find trends in the present. No cure for that liability.
     
    #130     Aug 15, 2015
    samuel11 likes this.