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 differs from simply combining two or three different time frames because there is only one size allowed. That means that even if there are two or three time frames in agreement on the direction, there is only one position. When any one position has an opposing position, we switch to a balanced iron condor profile.

Chat Log:

00:07:55 derek clemens: its gonna be one million soon!
00:08:44 derek clemens: hodl!!!!
00:08:54 Chris: sold to you
00:17:13 Garrett: It’s interesting that on most of these studies with CL we are seeing diminishing returns 2015-2018. Any guesses on this?
00:19:49 garyh: I agree about price difference in CL. But, also drawdowns larger past couple of years…and CL price lower.
00:20:39 garyh: and, yes, one idea one market…..not a big deal if other markets okay.
00:26:44 garyh: right click on “End”
00:47:33 garyh: how about looking at 2018 ytd?
00:47:36 John B: If all 3 channels line up you are directional, if 2 or fewer line up you are neutral?
00:48:14 RICH: What are the three channels time frames?
01:03:18 RICH: thks