Your posting has me intrigued... So a few questions if you don't mind.
Any chance you could share some info about your model, like parameters etc...
Do you trade based on it?
What sort of time span are your trades?
Does your model give sell signals?
Do you keep records and would you care to share a few (not trade size, just entry and exit), which might show the efficacy of your model.
If these questions offend, please be aware that no offense meant, and that I personally am completely open on hotcopper about my calls, my reasons, my entries and my exits and I mainly trade indices, Forex and commodities.
