Hi Halfcab,
<<Would you be kind enough to continue posting your trades based on this model?>>
This is LG's board, he and other may take umbrage of me posting buys and sells, particularly without informational content. If the powers that be on this board (LG, Augie, etc.) think it is okay, then I will make an attempt to post trades. However, due to work and other committments (daughter at preschool), in most cases I will need to post trades later in the day.
<<Also, how long have you actually been trading based on the model, and how has it performed so far.>>
I have been trading from mechanical models since mid last year. The current scalping model, I have been trading it in its current revision since May of this year. The model is up about 40% since May. In real life, I am up about 37% (since May 1) due to slippage and Profunds taking their cut. Prior to May 1, I was using a less profitable model. That said, this current model is destined to be improved upon too.
My model has a preference toward Bear markets, the backtest does significantly better during the Bear years. Not that the Bull years have been shabby, but it has underperformed the NDX during a couple of the boom years.
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