JW Index Trading V.18
Timing is a lot of what makes a system work. This system does not have it. Just quoting the stats compound annual is 5% after 207 days. DD at 17%. I believe to regain credibility it needs a short system, too. You can't just go long every single time. Sure there are long only systems and managers out there, but it takes both sides to trade. Realism is poor, and I believe even with an automated account that this isn't possible to trade. I've been very patient these last few months watching the system's trades, and it's been so long since I even remember one I'd consider remotely profitable. I think this system needs to be re-written. Performance statistics are very telling right now about its long term potential. Consistency is not here.