In my last blog I was comparing the AntiTurtle (aka Turtle Soup) against a simplified Turtle approach.  I probably shouldn’t use the words simplified Turtle because the Turtle consists of many different algorithms spanning not just entry/exit but position sizing, money management, pyramiding and trade filtering.  I wanted to amplify my research by showing more examples of the Turtle Soup on a larger portfolio, so here goes.

Turtle Soup on mini Russel

Turtle Soup on mini Russel

Turtle Soup on Soybeans

Turtle Soup on Soybeans

Turtle Soup on EC

Turtle Soup on EC

Turtle Soup on US

Turtle Soup on US

Turtle Soup on CL

Turtle Soup on CL

Turtle Soup on AD

Turtle Soup on AD

Turtle Soup on NG

Turtle Soup on NG

Now you will notice a mixed bag of results – in some markets the system works pretty well but others it doesn’t.  In my next blog I will try to explain why this occurs and go a little further and see if we can combine the break out with the counter trend to see if we can make sweet music.

Posted by George Pruitt – Director of Research – Futures Truth Magazine

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