By the way, about the topic, expanded in the comments of the previous post. I have long wanted to show how some commercial systems are sold, who have been at the tops of FuturesTruth for many years. Take, for example, the well-known long-term trend tracking system Andromeda cost $995:
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Andromeda: Named "Top 10 Most Consistent Performing Futures Trading System" 8 years in a row by Futures Truth
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andromedafutures.com/Andromeda_Large.html
This is how they draw the yield curve from their system. — confident growth year after year:
All trend-tracking funds have been dumped in recent years, Andromeda is like a white crow at this time making money. Who would have believed it?.
Here is my test of this system on my fairly diversified portfolio of 20 futures (that is, not from a select instrument, which are substituted retroactively to equalize equity)
Since this curve is for 32 of the year, then look through the microscope inside the equity in the last 10 years:
Think, we will not look deeper — and so everything becomes clear.
