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> well, currently the so called best SP ES trading system is Helix,
> from Founder trading,
> rated # 1 by futures truth, backtested on about 5 years of data,
> bluh, bluh...
> equity curve looks super smooth but .... there are some holes in it.
Helix looks very good indeed (http://www.foundertrading.com/Helix.html). I
would be curious as to how long it has been traded in real-time, and how
often it has been re-optimized or re-written. Unfortunately, it doesn't
appear to be available. Again, no way to prove whether or not it will work
going forward. However, I would assume that Futures Truth tracked it in
real-time for at least 3 months.
I've been focusing my radarscreen on the systems tracked by Attain
(www.systemrank.com). I know the guys at Attain, and I believe they have a
good handle on the systems that are available out there. I know that they
and other brokers have traded R-Mesa in real-time for years. I subscribe to
their newsletter, and the results they reported for last year clearly showed
R-Mesa to be solid in real-time with 40% return. They also claim to have
comprehensive reports going back to '85 for R-Mesa on the big S&P contract.
> do we want to take this one apart on the list???
Thank you for reminding me about Helix. It is a very interesting system, and
I would be intereted in seeing if it can be "torn apart" by the experts
here.
I think the first questions have to be about how long it's been traded in
real-time, and how often/how many times it's been re-written. For example, I
heard that Tim Cho (TCI) is now selling a system that he re-writes often. I
don't feel comfortable with an "evolving" system like this, unless it's
being traded in real-time by a third-party that I trust. I have seen
hundreds of "evolving" systems eventually blow-out, and I've never heard of
one standing up to the test of time. This reminds me of another thread I'd
like to start here about what I call the "evolving system theory."
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> anybody that has / trades it e-mail me privately.
> bilo.
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