Recent content by DoctorDoom

Two points I can add to this thread: 1) A 95% winning average does not necessarily constitute a positive expectancy system - I can easily design a system with a 95% win rate yet it's a net loser (negative expectancy), it only takes one really large loser. 2) Using 3 months of data, to...

Hey guys, I have been fortunate enough, to profit quite well for the last few years, from a long only trend following system (equities). I have been investigating ways in which I can reduce the tax drag I have been experiencing (especially after my recent CGT bill for last financial year -...