tag:blogger.com,1999:blog-6839599187534986560.post320861982520185480..comments2023-10-31T11:45:19.266-04:00Comments on J-Trader's Market Analysis: Weekend thoughts...J-Traderhttp://www.blogger.com/profile/15961748425161624017noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-6839599187534986560.post-52007844823314407582012-08-08T09:19:48.940-04:002012-08-08T09:19:48.940-04:00Looks good. Thanks, J.Looks good. Thanks, J.Algyroshttps://www.blogger.com/profile/07237694624266634982noreply@blogger.comtag:blogger.com,1999:blog-6839599187534986560.post-47649468487943195062012-08-06T20:41:46.167-04:002012-08-06T20:41:46.167-04:00OK ill check it out tomorrow.OK ill check it out tomorrow.Jameshttps://www.blogger.com/profile/04954636315935734354noreply@blogger.comtag:blogger.com,1999:blog-6839599187534986560.post-20862524337731552472012-08-06T20:41:36.199-04:002012-08-06T20:41:36.199-04:00OK ill check it out tomorrow.OK ill check it out tomorrow.Jameshttps://www.blogger.com/profile/04954636315935734354noreply@blogger.comtag:blogger.com,1999:blog-6839599187534986560.post-28192549207158776252012-08-06T13:08:58.003-04:002012-08-06T13:08:58.003-04:00That makes sense.
I'm interested in what you ...That makes sense.<br /><br />I'm interested in what you said concerning the JT Comp system's possible performance in non-mean reversion markets. Since you've done backtests, you could look at how it did between mid-December 2011 and around April 2012, which was a pretty relentless bull run.Algyroshttps://www.blogger.com/profile/07237694624266634982noreply@blogger.comtag:blogger.com,1999:blog-6839599187534986560.post-77895981362052040412012-08-06T01:29:22.244-04:002012-08-06T01:29:22.244-04:00A,
They were up ~35% by the end of June not the ...A, <br /><br />They were up ~35% by the end of June not the beginning. By then I was up about 10%. But you're right, I've been lagging my systems all year. The biggest issue I have is using 100% of my capital in a 3x leveraged fund. Honestly, I rarely find myself all-in. So I end up not catching all of the bigger moves. I may never beat my JT Comp system and I'm ok with that. I prefer the lower stress levels. My blood pressure is already high enough. :)<br /><br />Looks like I need to update the stats for Aug. Maybe tomorrow...Too tired. <br /><br />Oh, and props to the Bolt. Good race! My guy couldn't even muster a bronze. At least Gatlin produced. <br /><br />Thanks and good night.Jameshttps://www.blogger.com/profile/04954636315935734354noreply@blogger.comtag:blogger.com,1999:blog-6839599187534986560.post-85531763312263788612012-08-05T17:07:37.814-04:002012-08-05T17:07:37.814-04:00First, thanks J for the observations. As always, ...First, thanks J for the observations. As always, they're great food for thought.<br /><br />But, I do have a question. I'm trying to understand the disparity between your actual trading account and the returns of the J-Trader and CCI systems. Until June of last year, when the Composite System was inaugurated, your account was essentially flat for the year, whereas the J-Trader and CCI systems were each up around 35%. Could you help me figure this out?<br />AlexAlgyroshttps://www.blogger.com/profile/07237694624266634982noreply@blogger.com