[swansjr]

Originally Posted by windsurfer »

Thx for tracking this. So far, not good enough, I'd say. But close enough to keep watching for a few months.

I agree. I stopped updating every week because it was too time consuming. I want to do it once a month or at most, twice a month. I'm also working on some spreadsheets to help quantify the results.

[swansjr]

Here is an update through July 2, 2009. Please note, around June 2nd I changed the maximum day loss from $600 to $500.

Summary



These attachments contain more detail.

[joaobucks]

The big problem with this Universal system is slippage is not factored in.

[swansjr]

Originally Posted by joaobucks »

The big problem with this Universal system is slippage is not factored in.

That's true. A lot of systems don't include slippage or commissions. The above stats do have commissions, but not slippage. More than half the transactions in my tests are limit orders and the rest are market orders.