5-3-1 I use a program called 5-3-1 in my strength training which I find remarkably effective because it drives me to improve each week. Here’s a way to use (a complete bastardization of) the 5-3-1 program to find and develop new trading edges: Week 1, Foundation Identify and test 5 new trading ideas Week 2, Read more about 5-3-1 #idea[…]
“You can’t step into the same river twice.” A flowing river constantly changes its contents: the waters in front of us move on and others replenish them. Heraclitus says the cosmos functions in the same way way: new things come into being, others die, and everything is transformed. Look around: • New laws are enacted and Read more about You Can’t Step Into the Same River Twice #idea[…]
Quick Summary Market Stress has helped Our Trend Day predictions are getting better We combined Market Stress and a Trend Day prediction to identify the recent market turn Since Market Stress the Forecast set-ups have been correct 77% of the time Since Market Stress, October 2013-p Market Stress, Oct 2013-p Gross $4,431 Read more about Quick P&L’s, January and To-Date[…]
This paper develops a methodology for determining if an historical backtest overfits the data. –h