Pretty good job. I dont know if you are scaling or just keeping a $28k balance in your account just to trade the same way, but make sure you keep enough money tucked away in case of some unforseen blowout and dont go spending all your earnings on that hooker named Candy in Vegas.
Nice job. -Does it perform the same in sideways or higher volatility bear markets? -For the max contracts held, on how many instruments did you hold 134 contracts?
i never used directional approach..more kind of market neutral guy,but i always had a question,when i see sentence like this..question to you-how do you know, that the current direction will last? can you elaborate a bit more?