Same data, longer time horizon image image

Systematic Trend Trading

"Sorry, but no. You're not competing against "the masses". You are competing against the smartest humans in the world and the non-human intelligences they have created. There is zero market edge from being another smart guy. Zero. "

Systematic Trend Trading

awesome, thanks for sharing FS.... do you mind sharing what instruments you're trading? (feel free to post any ideas and progress on here)

Systematic Trend Trading

Week 38 +6R Results: 338 trades, +68.5R, +34% Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week 14 -3R Week 15 +15R Week 16 +19R Week 17 -6R Week ...

Systematic Trend Trading

We all take bets in the market, leaning heavily on probabilities. Of note, the quintessential probabilistic process, a coin flip, with exactly 50/50 odds, requires 67,600 flips to be 99% sure it is not a weighted coin. So, in 268 years, you can be ...

Systematic Trend Trading

a nice coin toss example of why time horizons are important. Separating signal from noise image

Systematic Trend Trading

30 out of 37 weeks I was in drawdown - constant state of regret image

Systematic Trend Trading

You want a simple reliable edge, just think more long term....a lot of this stuff is just a matter of changing behaviour

Systematic Trend Trading

thank's Candlesurfer

Systematic Trend Trading

exactly Danzka, and people need to understand optimising is just curve fitting the strategy to the data being studied.... and there will be infinite variation going forward, simple big ideas are what's needed.

Systematic Trend Trading

The day trading generates higher returns than the stocks. The lower win rate system has higher absolute returns but trades smaller position size to deal with the increased risk. What I try to do is return 20% a year with 0% risk of ruin on each ...

Systematic Trend Trading

Thank's for posting Danzka. I have found that diversification doesn't only help from a risk perspective but also psychologically, if you just run a single system with low win rates then the losing runs and long drawdowns seem more significant. The ...

Systematic Trend Trading

Two thirds through the year now Results: 330 trades Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week 14 -3R Week 15 +15R Week 16 +19R Week 17 ...

Systematic Trend Trading

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Systematic Trend Trading

Week 35 -6R with 4 trades open.... set up for a possible big winning week Results: 312 trades Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week ...

Systematic Trend Trading

Results: 304 trades Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week 14 -3R Week 15 +15R Week 16 +19R Week 17 -6R Week 18 +7R Week 19 -5R Week ...

Systematic Trend Trading

Results: 298 trades Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week 14 -3R Week 15 +15R Week 16 +19R Week 17 -6R Week 18 +7R Week 19 -5R Week ...

Systematic Trend Trading

url "There are two important issues for investors to consider when looking at this type of outcome: i) There are probably less relevant pieces of information than we think, ii) There are a number of negatives around the accumulation of too much ...

Systematic Trend Trading

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Systematic Trend Trading

No, You Almost Certainly Can’t Time Markets Researchers find that professional investors are only marginally less bad at it than retail. url

Systematic Trend Trading