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enzo

No they are not.
TT on closed trades, returned 9% compounded over 3yrs.
This may well change as more trades are closed. However it remains to be seen how material a difference is generated. This is in a strong bullmarket, which should provide optimal conditions for the strategy.

The large $ return on capital was provided by 3.5 times leverage.
That is adding a layer of risk, to increase return.
Market conditions are a further risk factor that requires consideration, as of course market risk, is the risk that you are assuming.

Returns will always = Wins% - Loss%
The higher the number of losing trades, even if all fall inside 10%, will provide a drag on the aggregate wins% when annualised and compounded. It is astounding as to just how much of a drag.
Thus a methodology, that utilizes a low Win% or a high Loss%, becomes reliant on leverage to generate the positive returns that make it an attractive proposition.

Yes they are.
So simply add a trailing stoploss, once you have reached fair value, or your profit target (in respect to a fundamentally driven methodology).
Therefore you can eliminate the weakpoints of stoploss based strategies, but maximise their advantages if you so choose.

jog on
d998

<blockquote data-quote="ducati916" data-source="post: 38351" data-attributes="member: 2975">enzo No they are not.TT on closed trades, returned 9% compounded over 3yrs.This may well change as more trades are closed. However it remains to be seen how material a difference is generated. This is in a strong bullmarket, which should provide optimal conditions for the strategy.The large $ return on capital was provided by 3.5 times leverage.That is adding a layer of risk, to increase return.Market conditions are a further risk factor that requires consideration, as of course market risk, is the risk that you are assuming.Returns will always = Wins% - Loss%The higher the number of losing trades, even if all fall inside 10%, will provide a drag on the aggregate wins% when annualised and compounded. It is astounding as to just how much of a drag.Thus a methodology, that utilizes a low Win% or a high Loss%, becomes reliant on leverage to generate the positive returns that make it an attractive proposition.&nbsp;Yes they are.So simply add a trailing stoploss, once you have reached fair value, or your profit target (in respect to a fundamentally driven methodology).Therefore you can eliminate the weakpoints of stoploss based strategies, but maximise their advantages if you so choose.jog ond998</blockquote>

[QUOTE="ducati916, post: 38351, member: 2975"] [B]enzo[/B] No they are not. TT on closed trades, returned 9% compounded over 3yrs. This may well change as more trades are closed. However it remains to be seen how material a difference is generated. This is in a strong bullmarket, which should provide optimal conditions for the strategy. The large $ return on capital was provided by 3.5 times leverage. That is adding a layer of risk, to increase return. Market conditions are a further risk factor that requires consideration, as of course market risk, is the risk that you are assuming. Returns will always = Wins% - Loss% The higher the number of losing trades, even if all fall inside 10%, will provide a drag on the aggregate wins% when annualised and compounded. It is astounding as to just how much of a drag. Thus a methodology, that utilizes a low Win% or a high Loss%, becomes reliant on leverage to generate the positive returns that make it an attractive proposition. Yes they are. So simply add a trailing stoploss, once you have reached fair value, or your profit target (in respect to a fundamentally driven methodology). Therefore you can eliminate the weakpoints of stoploss based strategies, but maximise their advantages if you so choose. jog on d998 [/QUOTE]

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