Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | I share your concern over the recent market and sideways behavior with the FTM system. I don’t like missing out on moves either. I’d hoped to put together a more extensive review, but some software problems will necessitate a delay on that project. Look for a more extensive review of “what’s normal” for the FTM system sometime in the near future. In the meantime, I’ve researched a few time periods that may be of interest. It’s easy to see that the FTM methodology has performed well in the past with a large number of diversified trades. However, over the short term it’s also easy to find periods where the market (SPY) performed better than the system for various reasons: earnings, news, world events, etc. I’m quite comfortable with what’s been happening recently. With its dynamic capabilities, I hope the system holds up in the future - but it’s trading individual stocks and not the index. I’ve snagged the recent 3 months and 2 additional 3 month periods in the past to give a glimpse of how we might expect the RTM logic to perform vs trends. Current; 2014; 2003; Brian may be correct. It may be beneficial to add a trend based system - but then we run into the problem of having equity tied up for longer periods… As I said, I appreciate your question & concerns with performance since June. I’ve been trading it in a Roth IRA using a trade multiplier of 20 so that it enters trades using 2% of equity since June. I also trade it in a Margin account using a trade multiplier of 40 so that it enters trades using 2% of margin equity. Both accounts use IB with Nirvana’s trade processor. The IRA is up 1.5% and the Margin is up 2.6% as of today. I’d hoped for better, but I’m with Lee when he says that it’s hard to believe this recent market… We’ll undoubtedly have drawdowns, but I’ll keep working to improve the system so I can share it with my kids and grandchildren with confidence. Mark [Edited by Mark Holstius on 10/3/2017 12:32 PM]  Attached file : 01 Present.png (188KB - 500 downloads) Attached file : 02 2014.png (216KB - 451 downloads) Attached file : 03 2003.png (183KB - 486 downloads) |
