Sunday, May 17, 2009

Performance

System equity curves for a longterm index (DJIA), cyclical bluechip (NOL) and shortterm smallcap (AUSGROUP).

Using a proprietary trend following technique, system is able to automatically long during uptrend and switch over to short during downtrend. This helps a trader hold on to bull market gains while profiting from bear market.




Hopefully I am able to include pattern recognition in future, which can help the program reduce whipsaws during ranging markets and spot high profit-potential stocks.

Though system can give a trader huge gains,
very few will have the patience to trade it.

... average holding period for a trade is 3 months.