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: Michael McGahee wrote:
:
: I wrote the statement below a few days ago and although no one on this
: forum replied I did come up with some additional data that might be of
interest.
: We were researching what tends to be a very bad market on any system that
: is tested on it - the British Pound. From 1996 to present, no matter what
: system tested (unless over-optimized), they all lost money. I'm talking
: about well known and very good performing systems. However, ALL of the
: same systems made money (and nicely too, I might add) from 1980 to 1990.
: These are all good systems that presently make consistent returns year in
and
: year out in other futures markets.
Have you consider that you're looking at things the wrong way? Have you
looked at Mark Johnson's 13 or PGO on those markets? There's nothing special
about those systems except for his betsizing algorithm (13 is nothing more
than a MACD crossover and PGO is a Keltner Channel breakout.).
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