New strategy

[snimhuj]

I have designed new system which makes average 10% monthly, and backtested for 10 years on daily prices in financial markets.
It is working fine, but my problem is that I cant find any supporting information or any research related to the topic, which I will roughly explain below.
I look at financial data only as fall (F) or rise (R), something like coin flipping. Have found that series like FFF....F or RRR....R are not distributed randomly. It looks like markets have "memory" or some specifics in structure which makes them different from coin flipping.
Unfortunately spend almost 2 years on that topic and could not find any useful information.
If anybody happen to came across anything related to this, could be glad to hear from you.

Thanks in advance

 

[Trdr]

". . . markets have "memory" or some specifics in structure . . ."

try this: ‘Elliott Wave Principle : Key to Market Behavior' by Frost and Prechter.

 

[snimhuj]

thanks to Trdr

just ordered that book on amazon. hope can find anything interesting. other readers - your ideas are welcome.

cheers

 

[LevII]

I have designed new system which makes average 10% monthly, and backtested for 10 years on daily prices in financial markets.
It is working fine, but my problem is that I cant find any supporting information or any research related to the topic, which I will roughly explain below.
I look at financial data only as fall (F) or rise (R), something like coin flipping. Have found that series like FFF....F or RRR....R are not distributed randomly. It looks like markets have "memory" or some specifics in structure which makes them different from coin flipping.
Unfortunately spend almost 2 years on that topic and could not find any useful information.
If anybody happen to came across anything related to this, could be glad to hear from you.

Thanks in advance

If you are making 10% per month EOD then sit back and enjoy it. You have found the thing humanity has been searching for since the dawn of time:- the holy grail.:cheesy:

If it's not broke then don't try to fix it!