[idea] Portfolio of Copper Systems #idea #copper #101tradingideas

Portfolio of Copper Systems

Trading Ideas:

Combine separate ideas into a portfolio of systems

 

A Portfolio of Five Copper Systems:

Illustrates the idea of combining simple systems into a portfolio of systems. Combining systems can help smooth returns and drawdowns.

Take the five prior daily Copper systems built from 101 Trading Ideas and combine them into a portfolio of systems.

 

Results of combined Copper Systems, 2006-p:

854/1361 wins/trades: 62%

Average Trade: $420.35

Annual Return: 22.9%

Max Drawdown: 10.1%

Sharpe Ratio: 1.6

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