great posts C.... appreciate your time and effort. Interesting comparing our two approaches, you filter out a lot of conditions and I have been aggressively trading through all conditions. (although I do run a more filtered strategy to diversify)I ...

Systematic Trend Trading

21vs7, more than happy for you to post here, interested in your research and findings. I have to agree with Copernicus, find the periods where it doesn't work so well, that's the important information. You're obviously already aware of that but ...

Systematic Trend Trading

Just ordered 2 new books, I like books like these, they're easy to digest and they have simple ideas that I find really add value url url

Systematic Trend Trading

Momentum - Not an anomaly but just "normal" behavior “There are patterns in average stock returns that are considered anomalies because they are not explained by the Capital Asset Pricing Model…The premier anomaly is momentum.” Fama - French ...

Systematic Trend Trading

I was hoping he would explain more about his thoughts on tail risk, maybe because they can't exit positions quickly? not sure... can't say I understand their style of trading fully

Systematic Trend Trading

The low stakes of repetitive activities may also reduce stress and help your mind relax. It might be easier to generate good ideas when you don't feel threatened or uncertain. Atomic Habits - James Clear If you haven't read this book, it's a game ...

Systematic Trend Trading

Enjoy the weekend everyone. If you get a chance watch this great documentary on BBC4 url

Systematic Trend Trading

Week 49 +10R Results: 426 trades, +138.5R image image image

Systematic Trend Trading

My lower volatility version of this strategy wins more but has much smaller average wins. You still catch the odd big winner though, limitless upside through trailing stops in my mind is essential to trading. For me trend trading is defined by ...

Systematic Trend Trading

Universal Laws of the World Jul 31, 2019 by Morgan Housel url

Systematic Trend Trading

yes filters, I really struggled with this conundrum. Whenever I get these problems where it feels so complex that finding the answer seems impossible, I try and simplify it into a general rule of thumb. My initial approach was to back test the ...

Systematic Trend Trading

thank's Rmg and welcome

Systematic Trend Trading

Interesting thought... and I have already tested it. It essentially my simple trend trading strategy without a trend filter. I crunched the numbers on this and it is profitable, although you need very small position sizing to deal with prolonged ...

Systematic Trend Trading

If something is true in one field it’s probably true in others. Restricting your attention to your own field blinds you to how many important things people from other fields have figured out that are relevant to your own. url

Systematic Trend Trading

seen you lurking and wondered if you would post...welcome! 70R!!!... feel free to post any discoveries, out of interest were your entries more complex before? at danger of stating the obvious, just go for a simple trailing exit, can't be beaten ...

Systematic Trend Trading

but it has all been losing to this point... image

Systematic Trend Trading

10R locked in on position 1. Position 2 left to breathe image

Systematic Trend Trading

url 'Stupidity is overlooking or dismissing conspicuously crucial information'

Systematic Trend Trading

I read everything twice - protects me from my own stupidity which is half the battle

Systematic Trend Trading

EJ giving multiple runners again, missed a better entry this morning - extra hour in bed cost me... image

Systematic Trend Trading