Minimum Win Rate For Trend-Following Profitability

Posted by Michael Harris on January 9, 2023

The win rate of a trend-following strategy is related to the probability of uncle point or ruin. A high win rate helps to avoid an uncle point or even ruin. However, during adverse market conditions, the win rate can fall below levels that guarantee positive expectation. Read the article with a Trend-Following subscription . . .

Subscriber login

Subscribe to read

win rate. trend-following

Michael Harris

Read more about the author here

Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Minimum Win Rate For Trend-Following Profitability

Michael Harris

Subscribe by email

Categories

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice

Minimum Win Rate For Trend-Following Profitability

Managed Futures Replication Strategy

9-Sigma Event In Managed Futures

Update on the CTA Replication Project

Michael Harris

Managed Futures Replication Strategy

9-Sigma Event In Managed Futures

Update on the CTA Replication Project

Subscribe by email

Categories

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice