Comments on: World’s Simplest Trading System

By: Sean

Sean — Sat, 21 Dec 2019 04:00:58 +0000

Good article. I aways enjoy your material. Thanks for all you do and contribute!

By: Howard

Howard — Fri, 20 Dec 2019 20:07:41 +0000

In reply to Dan. TradeStation all the way for me, I have used it since the late 90s. To have your systems coded and fine tuned fire me an email.

By: Brian

Brian — Mon, 16 Dec 2019 19:14:45 +0000

In reply to twicetrader. What trading system is this?

By: twicetrader

twicetrader — Sun, 18 Mar 2018 09:52:07 +0000

In reply to Darth trader.

It is a poor yield for sure (I would not write an article on this) but the worst factor is in CAGR/MaxDD. The rule of thumb for a robust trading system is that CAGR is greater than MaxDD. That is, you could expect to recover max loss in a year, not over 6yrs.
I am astonished that we are still talking about moving averages and all this garbage called indicators. They are always lagging!
You want to know the most simple TS in the world?! CAGR 9%, worst year – 6%. These metrics are for last 50 years! not 20.
4 etf, stocks, bonds, gold and cash and you beat 95% of money managers and this kind of trading system.

By: Darth trader

Darth trader — Mon, 12 Mar 2018 16:03:50 +0000

It looks to me like as 3.3% CAGR for the FTSE100 over 20 years with the 10 month average system adding 3.3% CAGR (from table); so a 6% overall return. Not a very profitable system IMHO.

By: Dan

Dan — Sun, 04 Sep 2016 08:48:14 +0000

Excellent introduction to system development!

Would you please advise which software do you use for testing?

Thanks in advance

By: Världens enklaste tradingsystem | SAMUELSSONS RAPPORT

Världens enklaste tradingsystem | SAMUELSSONS RAPPORT — Thu, 16 Jun 2016 09:52:37 +0000

[…] Källa: World’s Simplest Trading System – System Trader Success […]

By: Matt haines

Matt haines — Sun, 12 Jun 2016 14:08:35 +0000

Nice article! Simple systems can be useful in a portfolio mix.

You have one typo that makes things a little confusing.

“By 2016 the STATS(10) portfolio had the highest value of all portfolios at 269; the FTSE 100 buy and hold portfolio a value of 1999.”

That last number should be 199. 🙂