As we reach the end of 2007, I've decided to run a simulation for the current year and see how well the system performed had I used it throughout the year.
AS always I start with 100,000 and my position sizing is based on maximum risk of 1% per trade.
The simulation shows a profit of 27% achieved by 7 profitable trades out of 28 in total. The Nasdaq gained around 10.7% in the same period.
Performance:
List of trades:
No comments:
Post a Comment