Recent content by jwsoane

Could tell me many things... People are greedy... want to compound faster People have more time on their hands than me... can't sit there making trades all day People haven't read academic financial literature... all the work on momentum indicates that it is a 0-12 month phenomenon People...

The reason I have shyed away from currencies is that there is no clear SUPER long-term trend (i.e. up) that characterizes other macro indices... which adds an additional layer of uncertainty and risk. I first backtested my strategy with a dollar index as an asset class but this has basically...

Definitely all about transaction costs, can sometimes be hard to model. For instance modeling whether I get stopped out of a position in my spread betting account and have to put it back on would double the spread I'd be paying... but that makes sense as a way to look at it. For the indices I...

When you say the benefits of leverage are not factored in, I'm not sure how great those benefits are, more risk than benefit in my mind. I would not say buy and hold is a losers game but I do also reject the idea that it can't be improved upon. http://img101.imageshack.us/i/resultsv.png/ Here...

Hey, Is that a value/trend/both/something else-based strategy? While I admire the consistency and low drawdowns of your equity curve, unless you plan to lever up and execute that strategy, is it worth using a system that has underperformed a simple buy and hold tactic?

That makes perfect sense. Given those downsides, would you say it is significantly more advisable to be trading futures on indices rather than ETFs on indices to execute a strategy like this?

Thanks for the link, just the kind of resource I'm looking for. What would a rough $ estimate of 'high capitalization requirements' be in your mind....?

I realise that the vast majority of this forum's posts are concentrated on very short term strategies but I was wondering if anyone here has experimented (either backtesting or actually running) longer term trading strategies. I have been experimenting with a strategy based on very simple...