For reference, below are a few of primary trading m3 vehicles and their performance analysis and allocation mapping. The systems are based on $100,000 max trade size though we are trading them with very large allocations. These systems are designed to trade very large position sizes without negative effects from slippage or prohibitive execution costs. We have factored excessive slippage and execution costs into the performance results for these systems with almost indiscernible effects on the final results - this is due not only to the high win rates but also the high win dollar ratios and high point gains of the trades. For example, the average win on the ES Swing System is nearly 25 ES points. Factoring 2 to 3 points of slippage (which is highly improbable for this market) does not impact the system's ability to trade profitably nor does factoring in transaction costs of $20 per contract impact the systems ability to trade profitably.
The SSO Swing system for example uses an average trade size of $29,600. This same system runs with 94% accuracy on the SPY since its inception nearly 20 years ago. We will be enhancing the reports and updating them monthly as the new performance data is generated. These links will remain valid will automatically update to reflect the incoming data as it is added.
Saturday, August 7, 2010
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I use Multicharts Charting and Backtesting Software.
I post high resolution charts made with Multicharts and Adobe Illustrator. Click on chart for a more detailled view. If you do wish to contact me or have any questions you can do so at m3analytics@gmail.com
Feature Articles
Our system is based on destruction not creation…
The EURO - starting a trip to oblivion
Obama document is manipulated…
Financial Complacency = BP and Chernobyl
Society and Itself...
Derivatives...what the heck were they for?
More dollar what-if discussion
The Dollar - biggest short squeeze Ever
Ending Well...?
Insurance...scam of the ages
Modern Money Mechanics
Want to rob a bank...Hire, Obama, Geithner and Bernanke
Asset = Liability, Good = Bad, Wrong = Right, QE = Deflation, Up = Down
Bubblicious "Bernanke Span Krudman" Baby...
Bernanke has blood on his hands...
The EURO - starting a trip to oblivion
Obama document is manipulated…
Financial Complacency = BP and Chernobyl
Society and Itself...
Derivatives...what the heck were they for?
More dollar what-if discussion
The Dollar - biggest short squeeze Ever
Ending Well...?
Insurance...scam of the ages
Modern Money Mechanics
Want to rob a bank...Hire, Obama, Geithner and Bernanke
Asset = Liability, Good = Bad, Wrong = Right, QE = Deflation, Up = Down
Bubblicious "Bernanke Span Krudman" Baby...
Bernanke has blood on his hands...
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My Blog List
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"The Lock-In Effect of Rising Mortgage Rates" - Today, in the Calculated Risk Real Estate Newsletter: "The Lock-In Effect of Rising Mortgage Rates" A brief excerpt: Here is new working paper from Feder...11 hours ago
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Do Magazine Covers Contain Market Signals? - There has been a lot of chatter about magazine covers lately; I thought I might clarify some of the with this post, originally published in Bloomberg o...22 hours ago
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The Final Significant Correction of the Bull Market - It has been posited on this blog since early 2018 that the Bull Market would continue until 2022, simply utilizing the power of the Fibonacci Sequence in d...2 years ago
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Hannity Promises To Expose CNN & NBC News In "EpicFail" - *"Tick tock."* In a mysterious tweet yesterday evening to his *3.19 million followers,* Fox News' Sean Hannity offered a preview of what is to come from ...6 years ago
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Mish Moved Off Blogger to MishTalk.Com - For Email Alerts Please Sign Up Again on MishTalk! - I announced on February 22 Goodbye Blogger, Hello WordPress: Mish's GlobalEconomicAnalysis has Moved to MishTalk.Com. My needs outgrew blogger. The top r...7 years ago
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