exp system

[exp]

well, i have AGAIN completely re-evaluated my system for profunds trading (and also for long-only mutual funds trading using ndx and spx)...

i have been very surprised how effective my system appears to be (only on paper of course...<ggg>)...it turns out that even just trading 2x spx profunds funds using 100% positions one can get 10-15% a month compounded...

trading 2x ndx profunds increases this return considerably of course but there are additional difficulties:
(1) much higher risk/volatility (ndx daily percentage changes are about 2-2.5 times larger than spx daily changes)
(2) much harder to interpret valid long/short signals
(3) much harder to withstand psychological impact of larger losing trades

as a result of this thorough analysis, it has occurred to me for the first time today that the optimal approach may be to either split positions 50/50 between ndx and spx or trade 50-75% ndx positions in cases where the signals are least reliable...

practice of course will soon be the ultimate arbiter of these trading theories i have developed...


...i hope that by now the few people still checking this thread have correctly concluded that seeing an actual trade posted here is extremely unlikely any time soon...<ggg>

george