Why do I feel like I am riding in the car with these guys - Steve Martin and the late John Candy? Along with my contest trading system?
http://www.youtube.com/watch?v=_akwHYMdbsM
The ironic thing is May was a terrible month for my contest account, but overall (multiple accounts, 11 total systems) was my best percentage gain month so far in 2012 (over 13%). Yes, it has been a tough year - last year, I had 5 months over +13%.
Maybe June will have everything go the right way!
Does your in-sample testing account for almost a 50% drawdown? If not at what point do you say the strategy is not working any longer?
ReplyDeleteThank you for your blog and your transparency. It's encouraging.
Great question! I want to answer it with charts, so I will make a post out of it.
ReplyDelete