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.
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