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Little bit tacky title, eh?  Well, here I will try to explain my trading strategy in last two and a half years. 

 

The strategy produced 67% compounded gain yearly, and today's worth is around four times initial capital.  The strategy required extensive backtesting and lots of work upfront, but once introduced, it requires less then one hour per month worth of work!

 

It is completely statistical model, and involves trend following with some safety features...  In the future blogs I will go into details:

details on previous transactions, what is this month pick, what works and what and where doesn't work...

 

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Comment by Skot Kortje on September 10, 2011 at 9:46am

A welcome entry, Miodrag. Looking forward to your posts!

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