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The apology should be to the contributors of the thread for once again trying to push a theoretical discussion forward to a place where it could bring to light your personal practical achievements. All paths lead to this place when you are posting tech/a.

Maybe you'd like to critique the original post which brought us here which surmises that a simple long term long-only trend following system may have little to no apparent edge when compared with a random entry-exit system that includes identical position sizing, leverage, stop losses, price and liquidity filters tested on the same data.

Why does cutting winners short via random exit and entering where ever the dart hits work? Because in a rising market, all ships float...you hop off one rising share and onto another...there is no need for finesse in the system because it almost can't fail!

Random entry/exit with all other relevant factors kept constant (including leverage) ought to be your benchmark, not the index. My non-expert, albeit common sense opinion only of course.

<blockquote data-quote="theasxgorilla" data-source="post: 200421" data-attributes="member: 6099">The apology should be to the contributors of the thread for once again trying to push a theoretical discussion forward to a place where it could bring to light your personal practical achievements.&nbsp; All paths lead to this place when you are posting tech/a.Maybe you&#039;d like to critique the original post which brought us here which surmises that a simple long term long-only trend following system may have little to no apparent edge when compared with a random entry-exit system that includes identical position sizing, leverage, stop losses, price and liquidity filters tested on the same data.Why does cutting winners short via random exit and entering where ever the dart hits work?&nbsp; Because in a rising market, all ships float...you hop off one rising share and onto another...there is no need for finesse in the system because it almost can&#039;t fail!Random entry/exit with all other relevant factors kept constant (including leverage) ought to be your benchmark, not the index.&nbsp; My non-expert, albeit common sense opinion only of course.</blockquote>

[QUOTE="theasxgorilla, post: 200421, member: 6099"] The apology should be to the contributors of the thread for once again trying to push a theoretical discussion forward to a place where it could bring to light your personal practical achievements. All paths lead to this place when you are posting tech/a. Maybe you'd like to critique the original post which brought us here which surmises that a simple long term long-only trend following system may have little to no apparent edge when compared with a random entry-exit system that includes identical position sizing, leverage, stop losses, price and liquidity filters tested on the same data. Why does cutting winners short via random exit and entering where ever the dart hits work? Because in a rising market, all ships float...you hop off one rising share and onto another...there is no need for finesse in the system because it almost can't fail! Random entry/exit with all other relevant factors kept constant (including leverage) ought to be your benchmark, not the index. My non-expert, albeit common sense opinion only of course. [/QUOTE]

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