I just finished testing Turtle System 1, the shorter term trend
following system, while employing the money management algorithm
taught to the Turtles. The testing account size was $1 million to
allow for trading multiple contracts in all of the markets traded,
even natural gas. In the original testing, I only allowed for one
contract to be traded per market. You would basically need $100K to
trade this system in that manner.
The results were interesting. In most years there was at least some
improvement in performance. However, over the last four or five
years, there were a couple years where performance would be hurt a
little bit. Overall, the enhancement was significant, particularly in
the 1993-2000 period.
To view the results, go to my website, and click on Turtle System
Results on the left hand side.
Scott@[EMAIL PROTECTED]
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