Examining the trades my strategy generated in 2012 delivered not a satisfactory result. Trading the XLX signals nor the Combo-MF signals gave me a decent impression. If I compare the results from the naked signals with the results of my strategy after implementing my position management rules, than it is even poorer. Although my strategy is still performing better than the S&P500, I do not have a good feeling about it.
I do not think there is something wrong with the signals. In the last weeks I have had a thoroughly review of my position sizing rules. Here the same: I have not found a serious error in my logic nor my programming.
I honestly think that the solution lies in expanding the number of models/instruments that I use. I am examining the use of currencies and commodities.
Until I have found a broader spectrum, I am postponing my daily posts.
PdP; I really appreciate all the work that you have shared and your daily posts. I look forward to seeing
where your work will lead you.
Best regards,
Robert
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