'% day losers' strategy?

[AlterEgo]

Hi Tech,

I’d prefer the whole world doesn’t know what I’m doing, so I’m reluctant to say too much, however it is a portfolio based, mean reversion approach. Currently long only, using 2 oversold indicators, daily timeframe.

 

[burglar]

I’d prefer the whole world doesn’t know what I’m doing, so I'll just post it here!!

Ha Ha!!

 

[So_Cynical]

I’d prefer the whole world doesn’t know what I’m doing, so I'll just post it here!!

Ha Ha!!

If he did post it there's a fair chance it would get totally ignored, very few people here are open to anything new...and particularly anything that involves a falling SP...even if that fall is only for a couple of days.

 

[tech/a]

Hi Tech,

I’d prefer the whole world doesn’t know what I’m doing, so I’m reluctant to say too much, however it is a portfolio based, mean reversion approach. Currently long only, using 2 oversold indicators, daily timeframe.

Any numbers on it.
IE
Winners/Losers
Drawdown
Etc

 

[CanOz]

Any numbers on it.
IE
Winners/Losers
Drawdown
Etc

Yeah agree, doesn't hurt to post some stats...like a nice sexy equity curve!

CanOz

 

[AlterEgo]

Any numbers on it.
IE
Winners/Losers
Drawdown
Etc

Winning Trades approx. 70%

Win/Loss approx. 1:1 (however max. losing trade is much larger than max. winning trade, but the average is close to even)

Max System Drawdown: depends on dates you pick, etc, but worst I’ve seen on any run has been 30%.