Recent content by Trendnomics

Thanks for being the voice of reason (great example of the critical thinking this thread has lost). In my honest opinion, I think Skate is stuck in the beginners cycle (jumping from one strategy/style/system to another - no long term follow through - no statistically significant backtests).

He blew up - working at maccas now 😅

I thought it would be a good educational resource to have a summary list of all Skate's systems (system name, system type, period traded, backtest CAGR, reasons for no longer being traded, etc...). I understand this is probably a huge excercise, given the merry-go-round Skate has been on the...

Went live on a Monday? (Just like SAP, another example of a system built and stopped being traded?)

Skate, could you please post a summary list of all the systems you have developed and stopped trading, since starting this thread (must be close to 20 by now, including SAP??). Looks like you are stuck in the beginners cycle (i.e. jump from one system to another, not being patient enough for...

Is that all!??? Why not include your local tidal pattern as well? I would sure as hell not trust such an over optimised system... (System design 101: The more you optimise the less robust) (18 criteria for one system? You can't be serious)

....and also involves curve fitting (so many system traders have "re-fitted" their index filters this year ??). Skate, what MA period are you using now for your index filter?

Are your systems really so senstitive (i.e. non-robust), that not following these ultra-strict rules would have a significant negative impact? Have you measured the impact of not following these rules?

Maybe throw in some Jim Cramer quotes as well? We all know CNBC is a very reliable market reporter...

I can see alot of effort being put into trading a lot of different strategies, but not much reward. Maybe time to consolidate and re-assess? Or blame it on the market changing?

Trading hard to follow systems = less competition. All of us have to find our little spot in the eco-system. (Be like the snake, watching all those tax/effort inefficient day traders etc...)

I started trading in 2008.... went as well as expected. Perma bull indeed when looking at the index, but the index itself is a trading system which will only go higher in the long term (stock selection is based on relative market-cap strength, rather than absolute price strength). Also one of...

Almost all investors (retail in particular) are unable/unwilling to experience any investment pain (draw-downs/losses). Most investment managers cater to these strong loss aversions (in order to receive sufficient funding) - hence, deploying low-risk/low-return strategies (aiming for high...

Dunn's words (he may have a little more experience than some on this forum): We only have two systems. The first system is the one I started with in 1974. The other system, we developed and launched in 1989. The major strategic elements of these two models—how and when to trade, how much to buy...