Traders' Roundtable

I have been doing considerable historical testing with the various systems. What is interesting is the performance gets chopped away with every new time frame.

For instance for one of the systems, the periods of:

1970-1980 =CAGR OF 70%

1980-1990= CAGR OF 58%

1990-2003= CAGR OF 20%

i am certain ...

Is there a way to know how much margin we are using with VeriTrader?

Hi Dan,

I completely understand what you are saying. I guess a better question might be, what is an acceptable MAR for a system based on the basket of futures being used? That is why I was asking if c.f. had any idea of what the Original Turtle system MAR might have been so I could use that as a ...

Hi Curitis, any thoughts on this portfolio discussion?

Thanks Forum Mgmnt, it appears the higher MAR's can be achieved by going with the smaller demo portfolio rather than the origina larger turtle portfolio. I assume this demo portfolio was selected because these futures are more trending than the Turtle portfolio? (more of a curved fit?)

I wanted to ...

Does it make any sense to run these two systems at the same time? It seems that Turtle One has the "fail safe" breakout option. With that in place and running Turtle 2, would they not be basically duplicating themselves at the 55 period breakout? Or am I missing something obvious?