Market asymetricality

numbertea

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Is that even a word?

When setting up my system rules I tried to duplicate entries and exits for each algorithm in a mirror fashion for long and short trades. Quickly I realized that this does not work and made whatever adjustments needed. After over 100 trades I have looked over the data and discovered that with half the number of short trades I can make the same amount of money with the long ones.

The momentum of my short trades is usually twice as strong as the long ones.

I always thought it might be true but to see the evidence is interesting, just passing info along.

Cheers
 
As the old sayings go: "The market often climbs a wall of worry" and "The market takes the escalator up and the elevator down"
 
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