Wednesday, May 2, 2012

Discontinued... For Now

I've discontinued updating this page regularly because of time constraints. I may re-start posting some kind of real-time results in future if time permits.


Freeman said...

Hi Alex,

Thank you very much for sharing all your research.

Watching at your previous results I was wondering if your trading system was profitable in 2011.

May you please tell me what is your retrun ? I ask because I can see more trades with negative than positive return. Please correct me if I'm wrong.

Florent from Paris

Alex Roslin said...

Hi Florent,

In 2011, the system lost 4.9%. Some of the setups did better than others. Four of the seven setups were profitable in 2011.

At that point, I was at the tail end of using my earlier generation of trading setups, which were based on data up to 2007. I used my experiences in my updating process earlier this year, and last spring, I started updating my current batch of setups, which are based on data up to mid-2011.