Thursday March 14 - Pass the baton day, page-25

Last time I was in California talking to my programmer, we did a backtest of June 2015, March 2015, Dec 2014, Sept 2014, June 2014 and March 2014. The assumption was that you started trading just one contract when the futures contract became active. You had two monkeys that never met each other. One had a red button and the other had a green button. When the red or green arrow formed, you waited for end of the 5 minute bar and sent the relevant monkey a ping, and he hit the button, taking profit and reversing the position. The 'backtest' made 312,250 dollars profit on a 10 grand capital base.. before taking into account slippage, false crosses... and feeding the monkey. Hence the Monkey.. Something to look at when you're bored.