Hello Matt, Thanks for your diligent effort in revising
the "high performance system" i think you will be kicking the
"30 minute system "for most ETF's to the curb. personally i think
"130" will be the best. Thanks again
yeah kicking those out - too many trades, not worth it, time
frames will probably be 78 min at lowest, and in may cases I'm
moving from 78 to 130 min - such as in YINN. Lower time
frames can make more money but the lower time frame you go, the
more noise you get and lower winning % . As an example, I
could have a system that has only 38% winning trades but makes
money - the problem with this is that I don't think most people
have the emotional fortitude to go through 4 or 6 losing trades in
a row, even though that's perfectly fine with the system I'm
sticking with system that have at least over 50% wining trades,
many of these are 60 to even a few as high as 80%.
Realize with trend following systems you are never going to have
super high winning percentages such as 90% like you do with mean
reversion systems because of their nature, 60% is common on trend
following where your winners are big and you have some whipsaw
small loser trades. Mean reversion systems have to have high
winning percentage because most of the winning trades are huge
winning trades, (more singles or doubles in a baseball analogy) so
you need higher winning %. But trend following systems get
away with lower winning percentages because you have trades that
make 20%, 50%, and a bunch of small losers of 3% and 6%
I would like the 30m systems to stay unless the new ones are
that much better. There's only a few and they give an option
for those that don't mind the activity. Also, they can
compound gains much more rapidly.
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Hello Matt, Thanks for your
Posted by najor on 25th of Feb 2025 at 09:23 am
Hello Matt, Thanks for your diligent effort in revising the "high performance system" i think you will be kicking the "30 minute system "for most ETF's to the curb. personally i think "130" will be the best. Thanks again
yeah kicking those out -
Posted by matt on 25th of Feb 2025 at 10:36 am
yeah kicking those out - too many trades, not worth it, time frames will probably be 78 min at lowest, and in may cases I'm moving from 78 to 130 min - such as in YINN. Lower time frames can make more money but the lower time frame you go, the more noise you get and lower winning % . As an example, I could have a system that has only 38% winning trades but makes money - the problem with this is that I don't think most people have the emotional fortitude to go through 4 or 6 losing trades in a row, even though that's perfectly fine with the system I'm sticking with system that have at least over 50% wining trades, many of these are 60 to even a few as high as 80%.
Realize with trend following systems you are never going to have super high winning percentages such as 90% like you do with mean reversion systems because of their nature, 60% is common on trend following where your winners are big and you have some whipsaw small loser trades. Mean reversion systems have to have high winning percentage because most of the winning trades are huge winning trades, (more singles or doubles in a baseball analogy) so you need higher winning %. But trend following systems get away with lower winning percentages because you have trades that make 20%, 50%, and a bunch of small losers of 3% and 6%
I would like the 30m
Posted by dtheo on 26th of Feb 2025 at 11:09 am
I would like the 30m systems to stay unless the new ones are that much better. There's only a few and they give an option for those that don't mind the activity. Also, they can compound gains much more rapidly.