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----- Original Message -----
From: "marc miller" <marcmiller@xxxxxxxxx>
To: "Jimmy Snowden" <jhsnowden@xxxxxxx>
Sent: Sunday, January 18, 2004 12:17 PM
Subject: Re: Performance Report
> I have to agree with the "down is faster" phenomenon.Of course there are
> exceptions like the Jan 3rd spike of 2001..(surprise fed move- Nas spiked
up
> some 433+ points in 5 minutes- yes, that is NOT a typo)..... The program I
> run seems to work better on the buyside. ..My sympathy to the Bear Camp.
> (where I spend half my time camping)
> Best,
> Marc
> ----- Original Message -----
> From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
> To: "Compra dun" <compradun@xxxxxxxxxxx>; <Omega-list@xxxxxxxxxx>
> Sent: Sunday, January 18, 2004 11:03 AM
> Subject: Re: Performance Report
>
>
> > I subscribe to the saying "Down is faster". Pop your system up and
> > spend a few minutes or hours looking at the charts. Down moves are
> > very different to up moves in my opinion. Take a picture of your
> > charts then, if your software allows turn it upside down and look at
> > it. Or print it on velum and then scan it from the backside then print
> > it out and look at it. What ever it takes to see it the other way
> > around.
> >
> > Best regards,
> > Jimmy Snowden
> > mailto:jhsnowden@xxxxxxx
> >
> >
> > Saturday, January 17, 2004, 8:48:38 PM, you wrote:
> >
> > Cd> I am working on a ES daytrading system. I am review the system
> performance
> > Cd> report show that over a 3 year period, the Longs dramatically out
> perform
> > Cd> the Shorts I am baffled by these results because the rules for
entries
> and
> > Cd> exits for the longs and short are the similar (albeit opposite). The
> market
> > Cd> has risen and fell, gone through various levels of volatility and
the
> > Cd> results for the longs consistently beat the shorts.
> >
> > Cd> Longs
> > Cd> Profit factor 1.78
> > Cd> Avg winner 86.1
> > Cd> Win % 47.01
> >
> >
> >
> >
> >
> >
> >
> >
> > Cd> Shorts
> > Cd> Profit factor .92
> > Cd> Avg winner -9.92
> > Cd> Win % 36.08
> >
> >
> >
> >
> >
> >
> >
> >
> > Cd> I am using TS 7.2 and am testing on the @ES continuous contract. The
> system
> > Cd> will not trade before 10:15 et and exits at the end of day.
> >
> >
> >
> >
> >
> >
> >
> >
> > Cd> Is this making a lot out of a little? Are there some trading systems
> that
> > Cd> only succeed on the long side?
> >
> >
> >
> >
> > Outgoing mail scanned by Norton
> >
> >
>
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