TH, i just analyzed your NDX futures trades for 2003...the system seems to work very well, essentially trying to go with the momentum and riding the trend for sizable gains but also stopping out with small losses when a trade becomes a losing one...so, yes i think it's a great system...
my question is on the trading acct mechanics: if your portfolio had $10,000 to start, how did you manage to trade ndx, spx, and dow futures at the same time using this money? and what was the amount of money invested in each trade?
tia...george