+12.7% for 2011, with a max drawdown of 8.5% and StDev of 13%. Very disappointing to me as return and DD are my worst since 2008/early 2009 and I...
I haven't done Monte Carlo so I can't advise on that, but an alternative approach is to try to mitigate the extent of the worst drawdown. This...
Maybe so, but that sounds a lot like the people that promote buy and hold as a strategy, who say the market will always come back. I trade...
I think science is not always so rigorous. My approach fits this criteria: From Wikipedia: Certainly I let results speak for themselves,...
Possibly very scientific. If something has happened 700 times out of 1000, and is based on a sound strategy and not just data mining, then it is...
I have a hard time predicting a trend or trading range in advance though they are easy enough to recognize after the fact. I keep my trading real...
I think this comes about as close to answering your questions as anything:
The screener at portfolio123.com can do this.
I assumed he was flagged because his account fell below the min. If he is trading without even knowing basic rules, then I find it hard to...
The question isn't where to trade without the rule (maybe outside the US?), it's how to trade with the rule. It's a dumb rule but if you are...
XLQ from qmatix offers an Excel add in that can pull a variety of market data from a variety of sources, including Yahoo. It costs on the order...
Well depending on which pro's you are referring to, this may or may not be much of a challenge. I have spent some time on the Bogleheads forum...
A couple pages back he said he was going to take the quarter off from posting to focus on his strategies. He said he plans to be back by the end...
Does it test well? Equity curve timing has the same issues as market timing. Whipsaws, catch trends late, what worked in the past may not work...
You contradict yourself (or maybe your alter ego of LuckyPutanski contradicted Michael21?). You say that newbie traders can't be successful yet...
Separate names with a comma.