At the beginning of 2009 I sent one of my systems (CTT) to Futures Truth magazine. If you look in a recent issue you can find the system at No. 23 on the list for intra-day systems. They are indicating a gain of 49.2% on the initial capital, which would be the minimum required capital to trade the S&P e-mini contract on an intra-day basis. Since they are in possession of the computer code and running it on their computers, this represents a good independent verification of the strategy. It's still available to anyone interested.
Thursday, August 19, 2010
Futures Truth Rating
At the beginning of 2009 I sent one of my systems (CTT) to Futures Truth magazine. If you look in a recent issue you can find the system at No. 23 on the list for intra-day systems. They are indicating a gain of 49.2% on the initial capital, which would be the minimum required capital to trade the S&P e-mini contract on an intra-day basis. Since they are in possession of the computer code and running it on their computers, this represents a good independent verification of the strategy. It's still available to anyone interested.
1 comment:
Tom
Thanks for the interesting strategy. However I am kind of loosing track of whihc systems are trading where. Would it be possible to write a summary table with all of the systems, if there are available for trading to 3rd parties, length of backtest, real time performance last 3 months, 1 year etc, symbol. I believe with such a summary it is easier to understand the updates your provide.
Rob
Post a Comment