Improbable Trades - QuantVal System Forum

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sedelstein

9/28/2016 12:03 PM

I see that Cone has posted two or more conditions where the trades were "improbable"

Do the system ports / results reflect adjustment for these trades? The question is whether the stated results are achievable or have been achieved.

Thanks

CarmaAdvisory

9/28/2016 12:14 PM

Hi, trading personally the strategy in a real account I can confirm that stated results have been achieved.

sedelstein

9/28/2016 12:41 PM

How long is the free trial period?
I haven't looked at WealthSignals before.
Also not sure what "adding to the watchlist" does

Thx

CarmaAdvisory

9/28/2016 12:45 PM

The free trial is 30 days. Adding a system to the watchlist allows you to monitor its performance daily. Please let me know if you need additional info regarding the strategy. Thank you

sedelstein

9/28/2016 1:02 PM

Will do, just started looking and will be heading out of town for a while so trial may start in a month or so.
Thanks for the help

CarmaAdvisory

9/28/2016 1:37 PM

You are welcome!

sedelstein

9/29/2016 4:18 AM

Hello

I downloaded the csv file and reproduced the P&L for the individual trades (count = 152).

They sum to 111,587.15 which gives total system equity of 111,587.15 which is less than the 122,909.04 displayed at the top of the page. (10.15% higher)
I know the file only goes through Sep 14 so there are some missing trades but I don't understand the discrepancy unless there is something I've missed.

Regards

Steve

CarmaAdvisory

9/29/2016 5:52 AM

Hi Steve,

I probably understood what is wrong: I think you didn't distinguish between long and short trades. I downloaded the 152 trades in csv and these are the results I get:

152 trades (118 Long - 34 Short)
Gross profit = $ 25,198
Net profit = $ 22,766

Hope this helps,

Regards,

Alessandro