Systems simplified and new versions released
After my Mea Culpa post, I looked deeper into the structure of each intraday system and whether it made sense to maintain the prior updates or revert back to the original code. Since my goal is to provide systems that trade well with real money going forward, it makes sense to me that the systems be as simple as possible to increase the likelihood of future results matching the historical results. For that reason I removed almost all previous updates and simplified the systems. In some cases I released a new version for clarity. I have restructured the intraday systems as follows:
Bobcat I & Bobcat II – retired (insufficient profit to justify continued trading).
Cougar & Cougar Alt – replaced with Cougar II and Cougar II Alt. The new version has the March 21, 2011 update removed and the November 1, 2010 retained. It was released as a new version since there was an update retained.
Jaguar & Jaguar Alt – replaced with Jaguar II and Jaguar II Alt. The new version has all updates removed, filtering simplified, and it no longer reverses (to reduce the chances of a large one day loss).
Leopard & Leopard Alt – replaced with Leopard II and Leopard II Alt. The new version has the March 21, 2011 update removed and trades limited to 1 per day (to eliminate a large one day loss).
Lion – no change.
Lion II & Lion II Alt – removed the March 21, 2011 update. It is now the original strategy again so retained the names.
Tiger – removed the March 21, 2011 update. It is now the original strategy again so retained the name.
The website has been updated to reflect these changes (when you go there you may have to refresh to see the updates). Please take a look at the Systems and Portfolios pages for links to performance reports and graphs. The full reports are now downloadable in a zip file – those of you who were not able to view the reports before should be able to now. The zip file can be downloaded and opened via any browser, but the actual report (.mht) in the file must be opened with Internet Explorer or IE tab.
These changes take effect Tuesday January 17, 2012. Clients may continue trading the retired and/or replaced systems if they wish.