Tuesday, March 30, 2010

Update on SIF_01

You will recognize one of the attached charts because it was previous posted. This system, which is known to the public is SIF 01, has been the most consistent and reliable strategy I've ever developed. Due to my partnering with George and Kazume, it has gotten a lot more attention and they have made substantial improvements. For this post I'm just going to put up a couple of charts which show what the system has done since it was designed. One is the Excel chart that I previously posted and the other is the equity curve from the Tradestation strategy performance report. Unlike my excel chart, the Tradestation chart has all fees and commissions deducted so you are looking at true net profit for this system and not hypothetical or backtest results.

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