Originally Posted by vtam

I have run tests now for 2.5 months on multiple markets..... currencies, metals, stocks, grains, energy....... and the account is up 27.5% in 2 months.

VTAM

Originally Posted by BluePearl

vtam, what is the composition of your metal basket?

Originally Posted by vtam

I have run tests now for 2.5 months on multiple markets..... currencies, metals, stocks, grains, energy....... and the account is up 27.5% in 2 months.

Bottom line - the basket idea is foundationally robust and exciting. You must then go figure out your position sizing and when to add and take off that corresponds to your risk tolerance.

VTAM

Originally Posted by jlpi

Here are the results for my second month for my adapted version on a real account.

This month like the previous one has been excellent;
The balance has now reached +29%;
That is also consistent with vtam results



We are currently in a drawdown (about 5% for me now) but that is also a good opportunity to have a good return for the coming month !

About the basket I agree with vtam that everybody has to find the basket suitable for him. It is better to have a basket that you have chosen for some reason and then you understand why you have this basket instead of taking any already made basket.
To answer to a previous post of Superluz I would say try any subsample of the original pair basket that make sense (meaning don't take only JPY pairs for instance) and results should be good.

My objective in giving my results on a real account is just to show that this strategy works if you are patient enough.
If people are interested I will continue to give results otherwise I won't because I don't want to act like I would just show off with my results every month.

Originally Posted by TimeFreedom

JLPI,

Great results! I am up +8.4% since 08.14.07 using original basket. Your results are up almost 4X my results. Are you using a hybrid of martingale and safe method? Can you please elaborate on your adapted version?

Thanks in advance,

TimeFreedom

Originally Posted by jlpi

I am surprised that the original basket didn't do more.
I use a safe method as explained in post 181 also because I test it on an account that it is not very large.
I think that the main reason for the difference in results is that I use only part of the original basket and that part is moving more in % than the total basket.
For instance if I check the big drop in July / August this year it's almost a 25% drop for my basket (without opening any new lot: 25% from the top with 1 lot).
How did you only incur -25% DD from the current carry unwind if the strategy calls to open additional trades once equity is -1%? Most likely if you followed the strategy you should have had at least 4 baskets opened through the unwind which would make your DD a lot more than -25%?
I guess that with the original basket is it less than 10%.
Because now we have almost recover from this drop, so for me it make sense that my percentage is about the total drop (25%) + few % taken from the variations up and down.

Originally Posted by TimeFreedom

JLPI,

It sounds like your adapted version is a lot more volatile than the original method and thus your bigger returns and risk.

TimeFreedom

Originally Posted by jlpi

Yes, I think that it is more volatile than the original method in safe mode but of course still much less risky than the martingale version.
It's like something intermediate.