Creating a monster

Just wanted to share an equity curve with y'all.

• This is from an Exponential Crossover system, trading S&P 500 futures and Gold futures both long and short between 1975 and 2005.
  
• Starting capital = $1,000,000
• Ending equity = $124,036,093
  
• Annual growth rate = 15.7%
• Largest drawdown = 60.4%
• Bliss (Growth rate/Lgst. drawdown) = .26

Looking forward to more testing, especially on more markets at once. Because, as of now, these system characteristics aren't too sexy, cf. the Bliss ratio. Looking for a Bliss ratio of 1.0 or better.

The end is the beginning

Last month and a half has found me forgoing short-term trading altogether and instead focusing on finding a salaried position and working on my long-term trend-following backtesting system, a project with code-name "Sunyata." Yes, I name my babies after myself.

I have finally acknowledged that short-term trading 1) does not accentuate my strengths and 2) does not appeal to my imagination: my strengths being careful intellectual analysis and creative plasticity and my true-love the "Long Pull" (or the "Short Push", whichever). This is fine with me. Self-discovery is fine with me.

Consequently, I have been putting some hours into Sunyata and have completed verification for the Support and Resistance code for multi-market testing as well as--and this I consider quite a personal triumph--coding a steamroll function that incorporates multi-market testing. So now I can push a single button and and the system will spit out every combination that I specify in a range, so that I can easily locate optimal parameters. Eureka!

Will keep you updated.

Peace!