• Create BookmarkCreate Bookmark
  • Create Note or TagCreate Note or Tag
  • PrintPrint
Share this Page URL
Help

Part IV > System Background Information

System Background Information

Our sample Trend Following system enters on a 89-day price breakout and exits on a 13-day price breakdown, bets 2 percent of equity on every trade, and implements a mechanism to ensure that we don’t risk too much. This system is run over a small portfolio of futures markets. Portfolio selection is a critical element of trading performance, but we did not put the portfolio used here under a microscope.

Chart A3.1 shows the markets included in the sample portfolio:


PREVIEW

                                                                          

Not a subscriber?

Start A Free Trial


  
  • Creative Edge
  • Create BookmarkCreate Bookmark
  • Create Note or TagCreate Note or Tag
  • PrintPrint