REMEK! Momentum Pro standalones - Documentation

Part 7: System performance


Note: see our extensive catalog of videos on edge verification (backtesting, optimization and building confidence with numbers) on our youtube channel.

We have deployed the Remek! Momentum methodology on July 4, 2018, and since then we have entered the markets thousands of times. Winning trades, losing trades, breakeven trades.

During this time, we have traded indexes, currencies, commodities, financials and agricultural products. We have been trading in some of the most challenging market environments we have seen in the past decade (as any of us can recall). All trades are included in our results, the good, the bad and the ugly, an none of our videos or analyses are edited or removed in hindsight.

What we can say now: wherever you may place yourself on the algorithmic-discretionary spectrum, and whatever rules you establish as to which strategy (PRO STR, BT or BTX) to use when, with the Remek! method you have a high probability to be able to secure your edge on the market.

Figure 28 The ingredients of successful trading

Figure 28 The ingredients of successful trading

The trading puzzle: how to put it all together

Note: as we have detailed in this post, there are no “fully automated” systems. Decisions must be made even when operating a “fully automated” trading system. Also, automation can be very useful but it cannot substitute trading skills. All systems, no matter what tools of automation are available in the system, must be supervised by humans. Just a sample of the questions traders must answer constantly as any automated trading system runs:

  • what to trade

  • when to trade it

  • what timeframe to trade it on

  • how much of it to trade

  • when to switch the system off/on

  • after how many losers in a row shall the system be switched off and for how long

  • when, if ever, should trading be halted

  • how risk should be managed

  • are positions to be hedged

  • how are extreme circumstances (including black swan and fat tail events) defined

 

Remek! Momentum PRO STR equity curve and database 2018 07 04 - 2020 02 20. Since the future is unknown, the standard disclaimer applies.