Thursday, September 21, 2017


I'm still here. No posts lately 'cause no live trades.  I was optimistic about my latest method (below) but then I backtested even further back in time and became less so.  This is the norm it seems with nearly every idea I think up.  Perhaps I expect too much?  I just want a smooth-ish equity curve without major drawdowns. It can be easy to get fooled by randomness. The quest continues...

Previous ~6 months (I had only manually backtested 4 months which looked great).  And before anyone asks, this method is not easily programmable so these results are from manually going back in the charts and recording in Excel trade results. 


  1. This was my experience as well. I'm sure you are aware, but their will be a certain level of temptation to curve fit. Perhaps look into system diversification as a way to smooth the curve out.

  2. I do think the expectation is too high IMHO.

    What if you settle on using discretion with a sound idea with no expectations? Just a focus on correcting your own personal errors? Is your motivation more to engineer something that creates profits in the markets or are you just searching for profits? (<- Not trying to be rude...just wondering what motivates you).

  3. Anon, very aware thanks. System diversification is a great way to go, if only I had multiple systems I was comfortable trading!

    James, how one defines "sound idea" is the key. Synonymous with "edge," these are hard to come by.