Coffee without blue sky? I am still waiting for coffee with Mr. Donchian. image

Diversified Trend Trading Approach

Little bit octopus action?

Diversified Trend Trading Approach

It's that time of year when investment professionals forecast the year ahead. But how useful are these? As one commentator put it; "strategists are forecasting a gain of around 7% for the S&P 500 in 2018. That's about how much they thought the S&P ...

Diversified Trend Trading Approach

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Diversified Trend Trading Approach

But.... their spread looks all right during the day. Only when new day starts or on Monday, the spread is wide.... so you can enter the exotic market during the day, but at midnight they will widen the spread so much, that all SLs will be hit. So ...

Diversified Trend Trading Approach

Spreads on exotics are widening at the start of the day so much, they are not viable to trade for EDTT 30m TF.... image

Diversified Trend Trading Approach

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Diversified Trend Trading Approach

With such returns I think it was good year for trend followers: image

Diversified Trend Trading Approach

Guess what, I am already in long: Cotton, XAG, XAU, AUDUSD, GBPUSD Soon long at: Sugar and HK50 And short: Orange juice, USD SEK, USD PLN (almost triggered), USD CHF, USD CAD. So I can already tell you it is working.

Diversified Trend Trading Approach

Wow! image

Diversified Trend Trading Approach

Nice trend on gold where SDC long term is changed to 0.5SD - seems accelerating. Short term already popped also with 0.5SD. image

Diversified Trend Trading Approach

Do you try to fit long term SDC to price action, so it will be more representative of recent moves? For example would you draw like this: More fitted: image or like this? from farthest low and larger time frame move: image

Diversified Trend Trading Approach

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Diversified Trend Trading Approach

Out of sample validation is needed. url image

Diversified Trend Trading Approach

On problems with Sharpe ratio from Winton: image url

Diversified Trend Trading Approach

I started December with sudden -5% drawdown (two spikes on 2 xxxJPY trades with full SLs hit + not smart Nasdax trade with too much risk) and now after Christmas I crawled out of the pit and I will have even positive month.... thanks to gold, ...

Diversified Trend Trading Approach

Enchanting biking/nature/music video: http://www.stumbleupon.com/su/26rKQx/:bhW.8nZB:6s-yTx$y/vimeo.com/143030829

Diversified Trend Trading Approach

Calendar rebalancing seems the best for simple portfolio management in case of having fund of funds: image url

Diversified Trend Trading Approach

The power of diversification from Winton image url

Diversified Trend Trading Approach

Again the monkeys, this time from Winton image url

Diversified Trend Trading Approach