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(0) it was NOT me who did work with fractals...also i never had any website...so, whose work are you referring to here?
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There was somebody about 6 months ago publishing simplified intra-day charts of what was expected for the day either in Zeev's or in LG's board, I think. For some reason I identified you as that person. (Maybe his SI handle was exp. I need to do further research....)
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(1) i wonder if being in the market every day is optimal since on many days the probabilities of up/down are very close to 50/50 (unless your signals are quite definite or you are riding a trend)
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I thought the same thing, but I concluded that 50/50 are still "good" odds <g> so I follow the signal even if the strenght is minimal. (Maybe because I'm a gambler at heart? <g>)
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(2) position size as % of acct is really key imo...a very very difficult math/stat problem though...any more info from you would be great as it often determines the level of trading success
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Do you have any method that you follow? I'm thinking about explaining mine in detail in case people trading Dynamic Funds might benefit, but it usually takes me several days to prepare something like that.
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(3) this "smoothed-out" cash flow model closely corresponds to your results:
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Note that your gains were in the 10-11% range every month
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this translates into 200-250% annual gain which is very very impressive imo..congrats...
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Yeah, well. Thanks. I think that your initial question was the right one: "What actual % did your system yield in the last one (or three) years?" The numbers I gave you were approx. anyway, and my own calculations give 7%-8% per month as more likely. The problem is that we are taking into account only the last 7 months, (which were far better than the previous 7) and extrapolate from there. I'll be very happy if it can keep this performance for a year, or better still three.
My main concern is that even if the yield looks quite good, I can go bust easily if a 3-sigma event (not need for 6-sigma here) catches me on the "wrong" side of the trade. In fact I developed position size management as a response to one of such events that happened in May 8th 2002: NDX went up 10% in one day and I was caught 200% short. I lost 20% of my account that day, and it took me 2 1/2 months to get it back. (not counting the cash-outs. It took way longer taking them into account)
Huluriasquias.
PS: How questions are worded is very important in surveys. There's a big difference between:
Q: How many times do you do it (w/ your wife, significant, other, etc) per week?
A: Three.
Q: How many times did you do it the last 7 days?
A: Mmmnnnn. None? <g>
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