System Trader Success
Share It!

Category Archives for Strategies

A Better Regime Filter To Boost Returns

One technique for optimizing systems is to create a regime filter. A most common example is a binary classifier that classifies the market into either bull or bear markets based on closing above or below the 200 day moving average. But, there are problems with binary classifiers and we will demonstrate why a multi-state classifier […]

Continue reading

How Did The Ivy-10 Portfolio Perform in 2016?

It’s that time of year to update the performance of the Ivy-10 Portfolio. What is the Ivy-10 Portfolio? Back in 2012 I finished reading a very interesting book called “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and Eric Richardson, who work at Cambria Investment Management. The authors wanted to answer […]

Continue reading

Can You Time the Market Using Nothing But Moon Cycles?

Many moons ago… (see what I did there) when I was in my infancy as a trader, I was a regular in a chat room of what used to be pivotfarm where they had a free tool in beta testing that was basically an audio “tape reader.” It would make popcorn sounds when big selling […]

Continue reading

Testing A Euro Currency Futures Scalping Strategy, Part 5

It’s been a couple of years since I reviewed this potential trading idea of a Euro currency futures scalping strategy. Over the series of articles, which are listed below, I’ve been combing filter to demonstrate how I add different filters to a system based on market conditions. Testing A Euro Currency Futures Scalping Strategy Testing A Euro Currency Futures […]

Continue reading

A Revolution In Open Range Breakouts

In last week’s article, A License To Print Money, we took a look at three different opening range breakout methods that were used by several well-known traders. These traders grew very small seed accounts into large winnings. All these traders used a very similar trade setup. That was, variations of the opening range breakout on the […]

Continue reading

A License To Print Money

When it comes to legends in the trading world, the name Larry Williams comes up often. Larry is the creator of the ultimate oscillator and the Williams %R Indicator. Furthermore he has written many popular books. His claim to fame is taking a $10,000 account to $1,100,000 during the 12-month competition known as the World […]

Continue reading

Simple Shorting Strategy

Over the years I’ve looked at several very simple long strategies that were published in the book, “Short Term Trading Strategies That Work” by Larry Connors and Cesar Alvarez. Those articles include the following long strategies: Double Seven Strategy RSI(2) Strategy VIX Stretch Strategy RSI And VIX Strategy Buried within Connors and Alvarez’s book you will […]

Continue reading

The Double Seven Strategy

It’s time to look at another simple trading system which can be found in the book, ”Short Term Trading Strategies That Work” by Larry Connors and Cesar Alvarez. In this article we are going to look at the Double 7 strategy. This is a simple strategy that can be applied to the major market indices such as DIA, DOW and QQQ. […]

Continue reading

World’s Simplest Trading System

a-tree-on-the-horizon

Here’s the system: At the end of every month, if the index is above its 10-month simple moving average: the portfolio is 100% in the market if the index is below its 10-month simple moving average: the portfolio is 100% in cash  And that’s it. So, if we take the FTSE 100 Index as an […]

Continue reading
1 2 3 6