On Aronson and evidence-based trading

Check out this video, one of the rare good ones out there, on a really good book. Aronson’s scientific, statistical, evidence-based approach had a great impact on our work, and how we verify the utility of our products.

- For educational purposes only. Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Yes, but does it hold up?

Recent weeks have been anything but usual on the markets with big drops and big come-backs. So you may be wondering, how does our methodology, our observations of crowd behaviour hold up?

Well, not bad at all, not bad at all. Just as a rough test, we ran the algo - indiscriminately, takingevery signal over with market orders over 4.5 months - 24/7 with two contracts (one with a target, the other with a trailing stop, default settings, same as in many other tests we have published). See the results below.

Bottom line, you want to trade with a methodology that is robust. Robust meaning, it performs well in good times, and not break down in bad times, bull markets or bear markets or sideways markets, or anything in between.

See the results below, they speak for themselves. Our method is rock solid. Make it your own and put it to good use!

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