GSBsys4ABGC
GSBSys4a was first traded on 2020-11-23
My live fills are here.
PL is $10,100 less brokerage of $105.60
GSB4GC was a standard GSB system, with parameters being chosen by GSB
On October 1 2021, GSB4 was re-optimized and some additional NON GSB logic was added. (This was also done some time ago with GSBsys1GC which lead to significant improvement in out of sample results)
This means we have two variations of the same system with mild negative correlation of trades. There is also a pyramiding version of GSB4B which in historical trades gave increased performance
with little change in draw-down. GSB4a/b without pyramiding and GSB4a/b with pyramiding however are highly correlated and you should trade one of the systems, not both.
Note the pyramid version will have high correlation to other systems too.
Note also the in sample draw down on the pyramid version was excellent, but there is a real possibility you will get stopped out on two contracts at once in the future.
You can of course trade mini GC or micro GC contracts. To preserve liquidity, there is a limit of 4 emini or 4 micro contracts per system as a condition of buying this system.
If pyramiding is on, you can have 4 contracts on the first trade, and 4 on the second trade (should it occur)
The correlations are acceptable, though I would prefer them to be lower. Why 1b,4a,4b have correlation is they share the same session time and some logic, while system3 is totally different in session time and indicators.
To purchase, fill in the NDA here & email it back. Not needed if this NDA has been filled in before.
click here to buy
Performance reports are here.
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GSB4bGC
GSB4aGC
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GSB4bGC pyramid
Below is a summary, not full report of GSB4bGC pyramid. I had problems making the report. It may contain errors.
DISCLAIMER
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.