Category Archives: TF007 Strategy

Trading Strategy Performance Review

Time for a review of a batch of trades I completed over the last 3 months.  In this post I summarize the performance statistics, illustrate the actual equity curve and provide a Monte Carlo simulation based on the results in … Continue reading

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Trading Strategy Performance Review – Part II

In this week’s earlier post, I shared the summary statistics of the trend-following strategy that I have been trading over the last three months.  Following that I spent some time reviewing the screenshots of individual trades. In this article, I share … Continue reading

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