Developing systems that work well in a trending market is not very challenging. But as they say, the market only trends about 30% of the time. Finding a system that works well in a low volatility, trendless market is more difficult, and that's what I've been searching for the last 6 months. I've now found something that works decently. There is little to no overlap between my trending and choppy system, so when one system is active, the other is inactive. When one system has a good month, the other tends to have less trades and lesser performance. The end result is a much smoother equity curve.
Wednesday, February 24, 2010
Tuesday, February 2, 2010
TSL - Bear Flag
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