I am running in small sizes three experimental systems for American stocks. Intermediate results. Horizontal number of deals, vertical profit in dollars. One point — one deal.
1. Long only portfolio system, does not trade often, limit orders. Still alright, but we must wait for the bearish phase of the market for a complete check:
2. Hep system, intraday, since the position is closed on the opening day, but intraday charts not required. Also, so far infrequent trade. The number of trades increases with increased volatility. And long, and shorts.
3. Portfolio system. And long, and shorts. The reasons for the drawdown are clear, since the system needs alternating phases of fear and greed (growth-correction or vice versa). She merged on the site where there was growth without corrections. Think, this will not happen often in the future, so I hope that the system has prospects:
