We actually trade all our systems for a living - and we're doing excellent!
First of all, all of our strategies are developed using only up to 50% of all available historic data, and we include commission and slippage throughout the whole development process. This is really important and can not be stressed enough to avoid overfitting and to make sure that resulting strategies will actually perform well on unseen data in the future. That is of course when they pass all of our tests on out of sample data. Including commissions and slips early in the development helps us to rule out strategies that wouldn’t do well in real trading conditions.
On average, only one out of thousand tested candidates actually makes it to live trading - this speaks volumes of how strict we are when it comes to system development.
We keep a constant close eye on market data and are always on the look for new system ideas. Our development servers are busy literally 24/7/365 analysing market data and testing new system candidates out.
Every system that we trade is reoptimalized in regular intervals to make sure it performs as good as possible in the ever changing world of markets. Nothing is more frustrating than a system that works great for a months or two just to end up in deep drawdown a few months later because the market has changed slightly and the system no longer works. We've all been there and we developed techniques and tests to avoid this problem.
Jan is a passionate, hardworking trader and system developer. He not only developed many interesting trading systems and the portfolios but he also trades them all in his actual account with very promising results. I am very happy to provide the execution and monitoring of their performances in real time and looking forward to his future work.Martin Lembak, Striker Securities Inc., USA
The best performing systems in my portfolio are MJ systems - and I've tried many. I've been leasing them for over a year now and I'm pretty impressed with the profits.Dieter G. (Germany)
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