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.