Rule-Based Trading Systems

[capt_jmj]

Yes, between Tue and Wed, we gave back ~ 2/3 of the nice gains on the previous two trades, but if you are going to trade the signal/system, that is a risk you have to be willing to take. Per our adaptive Stop strategy, the volatility has really widened out the Stop values perhaps beyond the tolerance of many, but it keeps the system from getting stopped out too soon and just missing an impending reversal.

We're still up for the week (at least at this writing) and up 15+% MTD.

My feeling is that this market behavior is not normal (but then, is it ever?), since there is still a lot of forced selling on account of capitulative fund redemptions by Mom and Pop.



Kind regards,
-CAPT J

"What would you attempt to do if you knew you could not fail?"

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