If your using EFS, enter the highest return you've had...

[BakedWafer]

Enter the highest return you've had on a study that was legit.

Are you currently using it?

[Doji3333]

you probably don't want to know this...

but, I've seen/developed a system for a client that return well over 600% ROI for the emini. I can't disclose any portion of it, but it is consistent (meaning a pretty clean equity curve).

as far as stocks, I've got some systems I've been developing for over a year that show close to 22% per month.

B

[BakedWafer]

Damn, 22% a month any way to look at that system?

[FibbGann]

I would like to see those backtest results!

Fibbgann

[Doji3333]

Here is the Equity Curve..

This is the equity curve for the emini system.

It presumes a starting equity of $10K and the test is run for 120 days.

I know some of you are trying to build systems like this - so this is a good example that "it can be done". Just so you know, these clients and I spent over 12 months developing tools to trade the emini. This was the best one...

B

[Doji3333]

to make things VERY clear..

I've developed alot of systems for clients - meaning under NDA agreements. I will show some of the equity curves, but I can't really discuss or disclose any portion of the code and its logic to anyone (other than the clients).

Now, the stock systems I've developed are for a "hedge fund" and are again under NDA. So, all of this code is not really open for discussion.

The thing you want to take away from these graphs are - YOU CAN DO IT TOO. it just takes time and thought.

B

[BakedWafer]

I've never traded e-minis, just stocks and options. Could someone point me in a direction where I could get some real information?

Regards

[FibbGann]

Here is my best showing the equity curve. Been working on it forever!!!!!!!!!!!!!!!

This is using 120 Days backtest for 1 contract for the ES.

This does not include commisions though!

Fibbgann

[BakedWafer]

This is my equity curve. Starting real testing next week. It is for a 5 month period.

[atlas]

I notice a lot of trades here for a given system.

Anyone care to share an average win / loss?

atlas

[BakedWafer]

Here is some more data on my strategy...

Here you go...

[Doji3333]

Here is the emini system..

This is a 45 day test (I did not have the time to wait for anything longer). But it shows the results of the system.

B

[Doji3333]

Oops...

Forgot to tell you more..

That is a test for a single contract ($50 per point move) for a total of about 2 months of trading.

You can see the accuracy is decent, but the system is able to contain losses and ride profits.

Sorry about the dual post.

B

[BakedWafer]

How do you like what I've come up with?

[shogun]

how much have you allowed for slippage and comission per trade, as this is often overlooked.