Hi Trendnomics,Following this thread with interest.
Please post some long term back-test results for the system.
Interesting area, happy to help.Thanks @Newt for doing that.
For all the system back tests you've shown the sweet spot for RR is 14 - 16 positions. For my position sizing model (fixed fractional) a trade risk of ~0.7% will allow 14 - 16 positions.
@willy1111 Thank you allowing us this small diversion in your thread.
Interesting area, happy to help.
Believe may have seen Captain Black say 17 positions tends to be close to optimal for number of positions for trend following systems in ASX. Not sure I could find it quickly now - think it was halfway through Skate's Dump It Here thread.
https://www.aussiestockforums.com/posts/1010538/I'm sure Skate will add more, but around 20 positions is the sweet spot for a trend following system.
It's never ending isn't it