XJO 0.81% 7,971.6 s&p/asx 200

10/07 Indices, page-44

  1. 1,214 Posts.
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    Do you find this type of 4hr system has long stagnant periods 3-6months+, or does it balance fairly well over the years as you'd be trading multiple markets with it and it's short/long?

    Do you just supplement DD with other ST styles or just lean on the divis pouring in to ride them out?

    I ask because of my short term nature of 30 mins to 2 days hold time, I am adding a trend following system as my in-house ETF that has nearly finished incubation to start live testing. On it's own it has no where near my mean reversion systems in performance but will improve RaR, steady as she goes type stuff with knock out months and every year green.

    I guess I need some bench marks for trend following please? Maybe other than buy and hope or super because those returns don't interest me. Need something real to chase.

    Anyone else have some trend performance metrics they screen by also?

    Happy trading all
 
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