Instead of futures trend tracking systems # 3 and # 4, I introduce a new system. Built on the same principles, but longer term using weekly timeframes. Quite simple and easy to use. The same diversified futures portfolio is traded as for other systems. Positions in systems # 3 and # 4 will be gradually closed, and according to the new system, open in certain situations.
Historical test for the last 40 years with costs (Commission $5 per circle + 4 teak slippage per circle). Risk 1,5% for a deal. MM full reinvestment.