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Market System Analyzer Dependency Rules on SR CounterTrend II

Posted by David Bean on

Analyzing the nine markets in the SR CounterTrend II Portfolio from yesterday, in Market System Analyzer. We found some dependency rules to boost the hypothetical profits by approximately $100K with only an additional $600 risk. I just started testing the Market System Analyzer tool so I need to verify.

Market System Analyzer is not my tool (I wish) but you can get a free trial here.

After two winners in a row, we increase by 1 contract. After two losers in a row we reduce position size by 1 contract. Nice backtest results without doing anything "too fancy".

 


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