The Perfect Portfolio?

In this post I highlight Market Club’s Trade Triangles and create a free trading system suitable for trading ETFs in a retirement account. I think you will be impressed with the results!

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Testing The Ivy 10 Trading System

Testing the Ivy 10 Trading System Click To Tweet The Ivy Portfolio article posted several weeks back resulted in a lot of good discussions. The main thrust of many criticisms of the Ivy Portfolio came down to curve fitting. Was the Ivy Portfolio curve fitted to produce such great results? There was some question on […]

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The Ivy Portfolio

Several months ago 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 the question of why money managers who manage some of the world’s best Ivy League schools produce […]

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Bulkowski’s Position Sizing

Position Sizing Background For most of my investing career, I used a fixed dollar amount for money management when buying stocks. At the beginning, it was $2,000. That bought me 100 shares of a $20 stock. I thought that’s the method that everyone used. As I learned about the stock market, I knew that there […]

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Measuring Success: Key Performance Metrics

When you see the performance of a trading system, how do you know it’s good? How do you know it’s the right system for you? Many people simply look at the net profit assuming the system with the more profit must be the better system. This is often far from a good idea. When comparing trading systems during […]

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Building A Better Trend Filter

In this article I will create a trend filter (also known as market mode filter or regime filter) that is adaptable to volatility and utilizes some of the basic principles of hysteresis to reduce false signals (whipsaws). As you may know, I often will use the 200-period simple moving average (200-SMA) to determine when a […]

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Better Breakout Trading Model

In this article I will demonstrate a simple breakout strategy for the S&P that utilizes a breakout trading method that has produced consistent results on the S&P E-mini futures market since 1987. In a recent article entitled, “Better Breakouts In The Electronic Age“, from the October issue of Futures Magazine, author Murray A. Ruggiero, Jr. […]

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System Optimization With Expectancy

In a recent article called Rank Your Trading System With Expectancy Score I discussed the concept of expectancy and expectancy score and how they can be used to help evaluate and compare the profitability of trading systems. In this article I’m going to provide some EasyLanguage code that will help you compute these values for a trading […]

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Rank Your Trading System With Expectancy Score

In a previous article called “System Performance and Confidence Interval“, I showed how a statistical method could be used to analyze historical trading results to give us an idea if the system would likely fail in the future. In this article I would like to introduce a mathematical formula which can be applied to any […]

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The Improved MAC-System

By Georg Vrba, P.E. of Advisor Perspectives In an earlier article, Beyond the Ultimate Death Cross, I showed how an investment strategy for the stock market based on signals from a simple moving-average crossover system – the MAC-system – can produce significantly better returns than buy-and-hold. This system’s returns can be further improved by linking it […]

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