channel

Walk Through Single Size Multiple Time Frame Study

After a look at the current market conditions, we do an extended walkthrough of the single size multiple time frame study. While it looks better than nearly any other “pure” momentum strategy and better than most portfolios of multiple time frames, it’s really just one of the very first studies for this specific concept. It …

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Mean Momentum Strategy, Order Types, and /CL Data Mining

Here’s our first look at the Mean Momentum strategy. There are two main goals with this approach. Evaluate the opportunity to be neutral when price moves away from either side of the Donchian Channel Have directional trades that use a mean reversion bias that is backed by a reason to exit if the trend resumes …

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Example of Trend Following /GC Using Options

In this session, we walk through a trade-by-trade study of using GC options on the underlying 30-period Donchian (Price) Channel. Looking back, I would have picked a period of time that had more losers because this specific study makes it look like you can almost never lose. Either way, this session shows you the process …

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See The Power of Diversification: Time Frame, Market, Method

In this session, we review two major concepts. The first is “being wrong generating profits”. The images below show one of the worst versions of our momentum trading systems in /CL (crude oil futures). Then we zoom in and test one of the worst periods during that history. This is the worst of the worst. …

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