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 System Description
Synergy is a multi-market portfolio based trading
system and meets the definition of a robust
system.. Synergy has been designed to capture maximum profits with
tight risk control. The parts of Synergy that make it so dynamic
include, relatively small initial risk per trade, adaptive market based
position sizing, simultaneous trend and counter trend following
elements, partial exits, portfolio
interaction and much more. All of this is done within the framework of
a completely non-optimized (non
curve-fitted) set of parameters.
Compounded Results Vs.
Single Contract Results
Keep in mind, the following links contain the geometric (compounded)
test results of Synergy. The reason we've chosen to show results with
position sizing factored in is because its impossible to fully track
Synergy on a single contract basis (see Position
Sizing). Synergy will often enter the market with multiple
contracts and then scale out of various contracts at different price
levels. There is no way to track this with single contract testing. Its
important when comparing systems that you do so on an apples-to-apples
basis. There is just simply no intelligent way to compare single
contract based results against multi-contract rule results. Things such
as average winning trade and percentage of winning trades change within
the same system when traded with multi-contract
rules.
Keep in mind, when looking at compounded results the hypothetical
numbers can look unreal and astronomical. When you think about it,
$100,000 compounded at 100% for ten years ends up at over $100,000,000.
Legendary Turtle Trading originator and Market Wizard Richard Dennis
who reportedly made several hundred million dollars trading futures
undoubtedly used the principal of compounded growth. There are
obviously numerous factors that can interfere with those types of
results (like lack of liquidity etc. see hypothetical risk
disclosures). However, these are the actual hypothetical results
reported from our testing software.
Words of
wisdom regarding the percentage of winning trades
"The
desire to maximize the number of winning trades (or minimize the number
of losing trades) works against the trader. The success rate of trades
(percentage of winning trades) is the least important performance
statistic and may even be inversely
related to performance." --William Eckhardt Mathematician, Turtle
Trader, Market Wizard.
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