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Old 09-18-2007, 11:54 AM
Dogpile Dogpile is offline
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This member is the original thread starter. Re: A Mechanical Strategy Journal
New Order Triggered

Long 1 RUS 788.30

-----
Existing Positions:
Short 1 ES
Short 1 NQ
Long 1 ER2

(will try to follow this for all 3 contracts)

in looking at historicals --- the time this strategy gets nailed is when it is short into a relentless multi-day climb like 6-8 straight up days. even including those, the performance has been quite good -- but you have to be able to stomach some occassionally serious drawdowns.
Attached Images
File Type: png RUS Order 2 091807.png (10.7 KB, 13 views)

Last edited by Dogpile; 09-18-2007 at 12:01 PM.
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