Archive for December 25th, 2008

New System Announcement

Well, I’ve completed work on a new system I wanted to tell everyone about.  The system has some unique characteristics.  First of all, I have no doubt that the system will lose money in the short term.  However, the system has the benefit of hopefully long-term value and definitely has a great deal of short-term value.

I’ve traditionally been a technical/quantitative trader, but this system is also unique in that it is based both on value and growth models.  The system has some additional interesting characteristics including a strong feedback loop that can cause rejection of trades, and the ability to process trades very quickly.  The only problem is that the trades end up looking like poop.  I don’t believe there is any way around these aspects of the system.

This system has a simple name: Max.

I’ve provided a simple equity curve.


Updated Equity Curve – this is what happens when you spend Christmas in the hospital giving birth:


The system was born on December 23rd at 6:03am and weighs in at 8lbs. 8ozs and is 21 inches long.  The system was born from my wife and both are doing fine.  As our first duel-dual-created system, we’re stunningly happy with the outcome and it has turned out to be quite a Christmas present.  So with that I will wish all of you a Merry Christmas, Happy Holidays and a wonderful New Year.

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