New Research Project on Systems/Newsletters
When you adopt the belief that a trading system can be described by the R-mulitple distribution that it generates, it provides some incredible advanatages. One of them, I believe, is the ability to classify and rank systems. Those of you who have looked at the 2nd edition of Trade Your Way to Financial Freedom may have noticed that I started to do this with newsletters. We'd like to continue that, but we need R-multiple distrubtions on a lot more newsletters. Perhaps we can get those with your help.
But also I'm looking to be able to rank systems by the R-multiple distribuiton. Here's where I need your help. If you'd like to participate (and share in the results as they come out), then send me a brief description of your system with some basic descriptive material plus your R-multiple distribution. In addition. I need the dates of the trading and what you were trading.
Typical descriptiopns might include:
* Trend following after a retracement.
* Swing trading after a failed test.
* Band trading with a trend folloiwng filter.
It will probably take a couple of years, but what I suspect is that we'll be able to rank and classify systems amazingly well with this data.
For example, I alrady know with newsletters that value oriented newsletters will probably be the most successful (due to some of the limitaitons of newsletters).
And I've seen some amazing results with systems. If you'd like to participate, send me info about your system at info@iitm.com (Describe it generally, tell me what you trade, how many trades you have R-multiples for, and the datas of your trading). I'll let you know if its useful or if we'll need more/different data.
Thanks,
Van









Comments
I have seen "The Secret" work in real life and challenge anyone who is ready to hear the message to employ it even if it only as an experiment or intelectual excersise. Being involved in the financial markets creates an environment where The Secret's results can florish even quicker. If, that is, one is open to really hear and excetute the message. Anyway, like I say, it works for me!
Posted by: J Davies | March 12, 2007 11:01 PM
Hello, Van
I sent VTI my distribution p/l of System3 for 240days and 366trades. But some troubles have happen to my PC. Did you receive it? If not, I will send again.
regards.
Posted by: Osamu U | March 13, 2007 08:04 AM
Dear Van,
I would be willing to add yourself to my newsletter mailing if you think it will help with your research. I use Collective2 to host a sample portfolio based on the picks made available on my newsletter. Please email me if you require further details.
Best wishes,
Declan
Posted by: Declan Fallon | March 26, 2007 10:30 AM