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Yen Fortress - 100% Automated Portfolio Trend System - NON-GRID, NON-MARTINGALE

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  • falcon
    replied
    Originally posted by oandagut View Post
    are you providing signals at zulutrade with name of Forexanamoly ?
    No, I don't intend to put my signals up at Zulutrade. Zulu and affiliated brokers fatten the spread by an extra 2 pips, making it harder for clients to make any decent returns.

    Why do you think I even resemble Forexanomoly? That SP trades multiple instruments, not just GBP/JPY, and it enters and exits multiple concurrent positions at the same time, suggesting it doesn't have many systems but rather one very risky one.

    Leave a comment:


  • falcon
    replied
    Strategy Reports

    Here I will show you back test performance results of my strategies.

    All are tested from Jan-2002 to Nov-2014 using 0.01 (no compounding) on 1K account size. When you see a strategy perform $3,700 for that 12 year period, that would roughly translate out to 37,000 pips.

    Yen Samurai-251
    Pips: 37,000

    YenSamurai-251.jpg

    Yen Samurai-122
    Pips: 31,000

    YenSamurai-122.jpg

    Yen Samurai-988
    Pips: 29,500

    YenSamurai-988.jpg

    Yen Samurai-295
    Pips: 27,500

    YenSamurai-295.jpg

    Yen Samurai-100
    Pips: 25,700

    YenSamurai-100.jpg

    Leave a comment:


  • oandagut
    replied
    are you providing signals at zulutrade with name of Forexanamoly ?

    Leave a comment:


  • falcon
    replied
    Re: gspencer. This is a good question, and often I wrestle with it myself. At heart I am rather cautious. When I see a system has rocketing upwards by hundreds of pips on a gigantic move, I tend to imagine that the explosion might end soon, that the markets could retrace from their dizzying heights. Personally, I would be more cautious at this level -- as you can see I am trading 0.01 for $2,000 size instead of $1000 account size. I just don't know what could happen. I want to enjoy this play but I don't know when it will end. For yourself, you can wait for a drawdown or settling period before following the signal-- patience is always a virtue, the system will be around for quite some time and there will be plenty of future opportunities.

    Leave a comment:


  • gspencer
    replied
    Would it be wise to wait for a drawdown to begin following the signal due to the large recent run-up. Or is that less relevant than market condition, i.e. trending vs. sideways?

    Leave a comment:


  • falcon
    replied
    Are you kidding me? A random entry system has no chance of surviving any financial market. You have to be lucky on the entry and the exit on volatile markets, which reduces accuracy to be less than 15%. No, quite the contrary, each of the 12 systems is highly advanced, looking out for supporting and nascent trending/ trend reversal conditions, even if the trend or reversal ultimately does not materialize and the trade gets stopped out. If you examine every entry signal in your provided screenshot there was always a preceding move in favor of that direction -- even if the move did not fully work out.

    Letting profits run is just one small component of any good system, including my own. While article writers love to point out that risk management is a key to a successful system, it is far too reductionist; the system has to stand on its own, having excellent entries and exits. That is a difficult challenge. My 12 strategies have been quantifiable backtested on 12 years of data with a sample size of over 1000 trades each and thousands of bars (80,000 bars for H1, 160,000 bars for M30, and 320,000 bars for M15) to produce upwards of 20,000 pips each, profit factor > 1.3, and return/risk ratio greater than 7. If each system were based on random entries with controlled stops and no profit targets (letting profits run), they would all be in huge negatives.

    Did the Japanese intervention in late Oct help? Sure it did -- for my system captured that for its full length is still on it. But I was already over 150% in profit before that intervention and the market had been travelling in a range from 500 pip range from 170 low to 175 for most of this year. The system will return steady returns independent of any news announcement. Just watch and see.

    Leave a comment:


  • RedRhinoFX
    replied
    Yen Fortress.GBP-JPY.Mon, 17 Mar 2014 20-00-00 GMT-Fri, 07 Nov 2014 04-00-00 GMT.png

    why do you think your system is trend following?
    I looked at your history and your entries include both buy and selling every time. Random entries with 1 good idea, keep your profits and cut your losses. With out the japan intervention do you think your system would have made profit?

    Leave a comment:


  • falcon
    replied
    Yen Fortress Correlation Table

    Here is a correlation table of 12 strategies I have running on Yen Fortress:

    YenFortress_CorrelationTable.png

    As you can see, most have a correlation less than 10% (< 0.10), meaning that all systems are non-correlated, independent, non-redundant.

    What makes them that way? They are built with different trading logic for entry and exit, entering and exiting the market on different indicator conditions.
    I have plenty of excellent systems, but I was forced to reject the ones that were correlated above 40% and only preserve the ones which were uncorrelated.

    Just because you see that 10 strategies were successful in jumping into the trend does not mean that the strategies in it are correlated.

    You might see some of the strategies capture the same trends when they happen only because all strategies are trend following. They all try to capture their own version of the trend -- however it takes place. There is often a trend somewhere, someplace if you zoom into the right time frame.

    Leave a comment:


  • falcon
    replied
    Yen Fortress Portfolio Report

    As promised, attached is a portfolio report of Yen Fortress:

    YenFortress_PortfolioReport_11-05-14.jpg

    It is 12 systems trading at 0.01, no compounding, from Jan 1,2002 to Nov 5, 2014.

    For instance, if you started at $1,0000, you would have made $26,655 over the last 12 years, or approximately $2,000 (20,000 pips) per year.
    Your return would thus be 200% per year, and more if you compounded that.

    Average monthly profit is $173 (1700 pips), which is more than enough to pay for the subscription of $99/month at the lowest lot size, and pure gravy with larger account and more lots.

    On the risk side of things, there has been a draw down of $695, which occurred probably in 2005 - when the equity curve stagnated for 300 days.

    More recently, there were 2 single month draw downs of $200 (March-2013 & June-2013), and the largest single month draw down was in June-2004 for -$439.
    Bear those numbers in mind when you are deciding what size account to trade with the system. For instance, if you trade $1000 with the system, be prepared for
    sometimes landing on a month with 20% draw down and a worst case month of 40%.

    The Achilles heal of this system is prolonged sideways activity (unsustainable movements), such as seen during summer months. If you suspect the world markets will be tame for the next few months, you might want to stay on the sidelines or trade less lots. But then again, no one can predict the beginning or end of flat periods.

    The strength of the system lies in exploiting volatility + sharp moves.

    If you wake up in the morning and the world stock markets have made a huge move, up or down, you can bet that GBP/JPY likewise rocketed up or down and this system fully exploited that move.

    Leave a comment:


  • Yen Fortress - 100% Automated Portfolio Trend System - NON-GRID, NON-MARTINGALE

    http://www.myfxbook.com/members/falc...rtress/1047922

    To follow my system please click this link: http://www.connectforex.com/signal/2...-Fortress.html
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