Crunching the numbers with the setting sun

We could be watching the beautiful summer sunset on the Great Lakes or we could be running some quantitative tests. But then again, who says we can’t be doing both?

See yet another confirmation that our claims about

• our methodology,

• the way we engage with the markets,

• the way we identify exploitable patterns in crowd behaviour

are backed by rock-solid data. So why not stop and have a real good look at the numbers below?

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Backtesting/optimization, US index futures, 4.5 years of data, 13,000+ trades, commissions included

Highlights:

• 4.5 years, 13,000+ trades: meaningful sample size

• commissions included

• market orders means some slippage has been included

• accuracy above 60% for all four markets (!)

• managable drawdown

• profit factor firmly above 1.00 on all four markets

• max. consecutive losers: 12 (a mathematical reality we looked at so many times on these pages)

Want to know the exact trade management settings we used in the test? Send us an email!

On being average

In many areas of life, average is just fine. You don’t have to be the best dentist or truck driver in the world to make a living in your chosen profession. Not in trading, though.

In trading, average doesn’t cut it. You have to excel in every aspect of the job. It’s just how it is, just think about it: our opponents are some of the smartest and best-funded professionals on the planet.

So you have to excel too. “Average” traders won’t last in this business. Which is why we have our Forum, for discussions on a variety of advanced topics, which perhaps some traders will skip, but then we’re back to where this post started.

So make sure you join us, and help others as well as be helped by others on your way to excellency. For starters, we have this fascinating user question, and a just as fascinating answer to it, right here, right now, on our Forum!