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Forum: System: Pairs Trading QID QLD Scalper

New?Last PostPosted By#Subject
4/28/10 (16:18)Financial Scientist2Is this system dead ?
10/29/09 (22:01)Kevin Davey4System is open for Subscriptions again
10/22/09 (12:51)Eu New7Oh, the conundrum
10/21/09 (19:07)Financial Scientist10Funding Request was approved
2/26/09 (18:47)Financial Scientist15Comments from today
1/08/09 (15:05)Atticus .13PTQQS: Reasons to Subscribe
1/02/09 (18:34)Atticus .11Good luck to everyone in 2009
 
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Subject:Is this system dead ?
Posted by:Iapra Trader ( C2 Score: 959)  New msg
 
Ignore user's posts for week month forever
When:4/15/10 (11:52) 
Systems:
 
Is this system still supported ?

Annualized Gain % 215.17%

The main page says an annualized gain of 215% (back-testing of course), but in real-life it made only 11%, of which 2008 and 2009 were flat years.

So Beau, how is the co-relation between real-life (forward trading) and back-testing working out for you ?
  
 
 

In response to post by Iapra Trader of 4/15/10 (11:52)

Is this system still supported ?

Annualized Gain % 215.17%

The main page says an annualized gain of 215% (back-testing of course), but in real-life it made only 11%, of which 2008 and 2009 were flat years....

See entire

As far as that goes, you'd be mistaken if you believe this is all I have to show after years of trading system development.

Works just fine for me, thank you.

Long + Short Long + Short
Starting Capital $100,000.00 $100,000.00
Ending Capital $768,956.75 $4,306,582.17
Net Profit $668,956.75 $4,206,582.17
Net Profit % 668.96% 4206.58%
Annualized Gain % 71.25% 169.74%
Exposure 26.41% 50.06%

Number of Trades 96 96
Avg Profit/Loss $6,968.30 $43,818.56
Avg Bars Held 2.8 2.8

Winning Trades 71 71
Winning % 73.96% 73.96%
Gross Profit $1,154,393.37 $8,748,549.43
Largest Winning Trades $100,485.48 $993,438.25
Avg Profit $16,259.06 $123,219.01
Avg Bars Held 2.96 2.96
Max Consecutive 10 10

Losing Trades 25 25
Losing % 26.04% 26.04%
Gross Loss ($485,436.61) ($4,541,967.26)
Largest Losing Trade ($42,417.63) ($525,254.44)
Avg Loss ($19,417.46) ($181,678.69)
Avg Bars Held 2.36 2.36
Max Consecutive 2 2

Max Drawdown ($121,476.31) ($1,470,546.50)
Max Drawdown Date 3/16/2010 3/16/2010
Max Drawdown % -14.04% -26.71%
Max Drawdown % Date 3/16/2010 3/16/2010

APD 0.7044 0.5081
APAD 1.6437 1.4289
Wealth-Lab Score 231.8746 248.5419
RAR 269.7487 339.1044
MAR 5.0746 6.3559
Profit Factor 2.3781 1.9262
Recovery Factor 5.5069 2.8606
Sharpe Ratio 2.0779 1.978
Sortino Ratio 6.8791 5.7957
Ulcer Index 4.1154 8.0292
WL Error Term 6.105 10.469
WL Reward Ratio 11.6707 16.2139
Luck Coefficient 6.1803 8.0624
Pessimistic Rate of Return 1.7465 1.4146
Equity Drop Ratio 0.0228 0.0241
K-Ratio 0.6607 0.4203
Seykota Lake Ratio 0.0359 0.0846
Expectancy 0.5779 0.5801
Expectancy Score 14.2199 14.2745
Max Losers Held 1 1
Max Winners Held 1 1


To answer, seems the APR declined to 170%. You are repulsively uninformed if you think I wouldn't still follow these systems, and as far as long term success, long term is long term. Down a little is not the same as down and out, and I challenge you to find where I've said that before.

I have much more important things to do than worry about petty squabbles with alpha males that think their dick is bigger than mine.
  
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