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Shraga:
Hello again.
Sounds like a real loser (30-100 pts per month for 17 straight
months)...dump it, definitely...Just kidding around...
Most systems for eminis have probably not been performing well
considering the choppiness and # of false breakouts. Futures magazine
and Futures Truth are two sources to check out some systems, but you'll
never know unless you check them out yourself.
Our two in-house systems for eminis have been on year to year basis
decent. Our volatility based system based on a number of factors within
a 30 min bar had 10 winning 7 losing months since Jan 02' and our
shorter term system based on 5 min bars has had 14 out of 17 positive
months. These results should be taken at face value and because we do
not track and publish as a fund, should be considered hypothetical
results and so on...as you would read if you researched these systems.
Our end of day systems have done exceptionally well this past month for
currencies/interest rates/grains. We're getting very toppy, so the
risk/reward is very thin currently. Today was a possible blow-off top in
the interest rates, but there was a similar move last week too...so who
knows - just keep your stops in.
Shoot me an email if you want to watch our systems real-time for a few
weeks.
J Gil
info@xxxxxxxxxxxxxxxxxxxx
-----Original Message-----
From: Shraga(Feivi-Philip) [mailto:shraga@xxxxxxxxxxxx]
Sent: Wednesday, May 21, 2003 12:34 PM
To: omega-list@xxxxxxxxxx
Subject: Is this month different...?
Hi everyone,
I've been using an S&P daytrading system since Jan 2002, and in all that
time profits were very nice every single month (between 30 to 100 points
per contract every month), with not one losing one. Suddenly this month,
I'm having trouble. I'm just about break-even, with having had much
bigger
drawdowns than usual. So what should I think? Should I assume that with
such a track record, this month means the system is stopping to work? Or
can this be a mere exception. Has anyone else noticed their performance
being out of the ordinary (in a negative way!) this month?
Thanks in advance...
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