Sure, George, I'd love to.
(BTW: I saw, and respected, your work with fractals when your site was public, and I recognized right away that we were doing similar things, at least in concept, if by different means: You seem to concentrate in inflexion points, I find samplings easier to do)
I'll answer the questions quickly before I go to sleep, and I'll answer any follow up questions tomorrow.
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(1) does your system give you a signal every day, i.e. do you trade every day?
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Yes. I'm always in the market. Every day at around 15:50 ET it tells me go go long or short for the next day. (The definitive signal is given at 16:00, but at that time it's too late to trade. The 15:50 signal is identical to the 16:00 signal most of the times)
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(2) do you invest 100% of your acct every time you trade?
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No. I found out (the hard way) that investing 100% in a 2x fund is self defeating. I've been using a "modulation" system (inspired by Zeev's "Cash %") since last August with excellent results: the subsequent yield improved quite a bit, and that was the only significant change at that time. (I can elaborate more later if you want)
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(3) was your total gain 100% or more in 2001 or 2002 using your system?
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<watch me squirm...> <g>
I started over a year ago but I lost money at the beginning. I keep testing new things and fine tuning others.
Since last August (when I started adding "modulation") I've been doing a quite consistent 7% to 10% a month. (with some outliers, of course) It's not easy to calculate gains because I take a considerable % (around 7% monthly) of the principal out of the account for living expenses, and not always the same amount, and not at exact intervals.
Let's say that the value of the account today is 20% larger than in August 1st 2002, and in the interim I took out of the account slightly more than 50% of today's value.
I concede that it needs more time to prove itself statistically viable. (i.e. these results could be a fluke)
Time to go to sleep now.
Huluriasquias.
AI
