

This relatively simple concept system continues to generate a nice revenue stream with moderate intraday drawdowns. given the short duration of the average trade (3 days), pyramiding has little or no effect, so that option has not been activated and backtested.
Total number of trades for our floating 16 month backtest period is 90, divided perfectly between longs and shorts, a situation that system users will recognize as somewhat unusual.
Performance metrics for the longs versus shorts are within 2 % points, again somewhat unusual and reflective of the robust character of this little market timing model.
2 comments:
Would love to know your adjustments to the Double 7s for Long and Shorts. Do you use stops. Do you have a Trade Station File you can share
Evan
Evan,
http://bzbtrader.blogspot.com/2009/08/qs-meet-double-3s.html
Also, go to the original Jan 29th post for the TS code.
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