Christian, now i fully understand the profit numbers, thanks...imo the system seems to be extremely profitable and i doubt one can do much better than this system since futures provide the highest level of leverage...the best bet is to simply follow the system as it seems validated by backtesting... i also noticed that the system had enormous profits in 1998-2000...in those bull market years high leverage was the ticket but i don't expect this type of market any time soon...
i am also watching KT's system as it has similar results this year (when using full margin or 2x leverage)... my personal goal is to match KT's results in my profunds trading (equivalent to full margin with qqq) http://www.geocities.com/k_tieff/e/KT-QQQ-e.htm
KT actually had much better results than your system in 2002 as it went from 100 to 300 in 9 months on a non-margin basis which is approx equivalent to account increase from 100 to 900 in 9 months on a full margin basis... KT trades intraday like your system while profunds are mutual funds which trade only eod once a day which makes it a bit harder to get those results...
please keep me abreast of your results with your system good trading george
News 
Market Data 
Discover 
