Thought I would post some results from the last week:

This is from Petko’s Top 30 for October.  I missed the first week of the month as I had a bug I had to sort out in the system.  So this has just the completed weeks data at this stage.

I am running 3 side by side tests and comparing the results:

Test 1 – No filters, so basically the demo trading and all trades included.  I like to use this as my base and then see how effective the filtering is at increasing profitability, reducing DD etc….

Test 2 – Strict filter applied.  Do not copy the first trade.  Apply a 1.2 PF to ALL trades and also a 1.2 PF to the last 4 trades.  This means all strategies need to perform well from the beginning and continue to perform or they will be dropped.

Test 3 – Relaxed filter applied. Allow the first 3 trades through with no filtering. Apply a 1.2 PF to the last 4 trades.  This allows the strategies to get underway for a few trades without being removed too early and the 1.2 PF to the last 4 trades ensures that they are then performing reasonable well.  Strategies that get off to a poor start but then improve and meet the 1.2PF for the last 4 trades criteria will then be selected